Strategy Tester Report
BuyOnlyWithOpen
ATCBrokers-Live (Build 229)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Minute (M1) 2011.03.27 17:00 - 2011.04.08 22:59 (2011.03.26 - 2011.04.09) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | pipsDownBuy=0.0044; pipsUpOpen=0.0009; stopLoss=0.0023; takeProfit=0.0013; volume=1; | ||||
| Bars in test | 15674 | Ticks modelled | 954726 | Modelling quality | 25.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 50000.00 | ||||
| Total net profit | 48.00 | Gross profit | 1952.00 | Gross loss | -1904.00 |
| Profit factor | 1.03 | Expected payoff | 2.00 | ||
| Absolute drawdown | 587.00 | Maximal drawdown | 867.00 (1.72%) | Relative drawdown | 1.72% (867.00) |
| Total trades | 24 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 24 (66.67%) |
| Profit trades (% of total) | 16 (66.67%) | Loss trades (% of total) | 8 (33.33%) | ||
| Largest | profit trade | 122.00 | loss trade | -238.00 | |
| Average | profit trade | 122.00 | loss trade | -238.00 | |
| Maximum | consecutive wins (profit in money) | 6 (732.00) | consecutive losses (loss in money) | 3 (-714.00) | |
| Maximal | consecutive profit (count of wins) | 732.00 (6) | consecutive loss (count of losses) | -714.00 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.03.28 06:35 | buy | 1 | 1.00 | 1.40506 | 1.40276 | 1.40636 | ||
| 2 | 2011.03.28 08:30 | s/l | 1 | 1.00 | 1.40276 | 1.40276 | 1.40636 | -238.00 | 49762.00 |
| 3 | 2011.03.28 20:43 | buy | 2 | 1.00 | 1.40808 | 1.40578 | 1.40938 | ||
| 4 | 2011.03.29 00:09 | t/p | 2 | 1.00 | 1.40938 | 1.40578 | 1.40938 | 122.00 | 49884.00 |
| 5 | 2011.03.29 05:46 | buy | 3 | 1.00 | 1.41090 | 1.40860 | 1.41220 | ||
| 6 | 2011.03.29 06:34 | s/l | 3 | 1.00 | 1.40860 | 1.40860 | 1.41220 | -238.00 | 49646.00 |
| 7 | 2011.03.29 07:33 | buy | 4 | 1.00 | 1.40690 | 1.40460 | 1.40820 | ||
| 8 | 2011.03.29 10:02 | t/p | 4 | 1.00 | 1.40820 | 1.40460 | 1.40820 | 122.00 | 49768.00 |
| 9 | 2011.03.29 22:46 | buy | 5 | 1.00 | 1.40800 | 1.40570 | 1.40930 | ||
| 10 | 2011.03.30 00:04 | t/p | 5 | 1.00 | 1.40930 | 1.40570 | 1.40930 | 122.00 | 49890.00 |
| 11 | 2011.03.30 05:55 | buy | 6 | 1.00 | 1.40784 | 1.40554 | 1.40914 | ||
| 12 | 2011.03.30 06:51 | t/p | 6 | 1.00 | 1.40914 | 1.40554 | 1.40914 | 122.00 | 50012.00 |
| 13 | 2011.03.30 10:11 | buy | 7 | 1.00 | 1.40663 | 1.40433 | 1.40793 | ||
| 14 | 2011.03.30 10:44 | t/p | 7 | 1.00 | 1.40793 | 1.40433 | 1.40793 | 122.00 | 50134.00 |
| 15 | 2011.03.31 08:47 | buy | 8 | 1.00 | 1.41828 | 1.41598 | 1.41958 | ||
| 16 | 2011.03.31 10:21 | t/p | 8 | 1.00 | 1.41958 | 1.41598 | 1.41958 | 122.00 | 50256.00 |
| 17 | 2011.03.31 16:08 | buy | 9 | 1.00 | 1.41760 | 1.41530 | 1.41890 | ||
| 18 | 2011.04.01 03:49 | s/l | 9 | 1.00 | 1.41530 | 1.41530 | 1.41890 | -238.00 | 50018.00 |
| 19 | 2011.04.01 08:17 | buy | 10 | 1.00 | 1.41429 | 1.41199 | 1.41559 | ||
| 20 | 2011.04.01 08:30 | s/l | 10 | 1.00 | 1.41199 | 1.41199 | 1.41559 | -238.00 | 49780.00 |
| 21 | 2011.04.01 08:37 | buy | 11 | 1.00 | 1.41069 | 1.40839 | 1.41199 | ||
| 22 | 2011.04.01 09:45 | s/l | 11 | 1.00 | 1.40839 | 1.40839 | 1.41199 | -238.00 | 49542.00 |
| 23 | 2011.04.01 09:48 | buy | 12 | 1.00 | 1.40733 | 1.40503 | 1.40863 | ||
| 24 | 2011.04.01 10:00 | t/p | 12 | 1.00 | 1.40863 | 1.40503 | 1.40863 | 122.00 | 49664.00 |
| 25 | 2011.04.01 15:54 | buy | 13 | 1.00 | 1.41016 | 1.40786 | 1.41146 | ||
| 26 | 2011.04.01 15:56 | t/p | 13 | 1.00 | 1.41146 | 1.40786 | 1.41146 | 122.00 | 49786.00 |
| 27 | 2011.04.01 16:48 | buy | 14 | 1.00 | 1.40733 | 1.40503 | 1.40863 | ||
| 28 | 2011.04.01 17:00 | t/p | 14 | 1.00 | 1.40863 | 1.40503 | 1.40863 | 122.00 | 49908.00 |
| 29 | 2011.04.04 04:32 | buy | 15 | 1.00 | 1.42259 | 1.42029 | 1.42389 | ||
| 30 | 2011.04.04 09:17 | t/p | 15 | 1.00 | 1.42389 | 1.42029 | 1.42389 | 122.00 | 50030.00 |
| 31 | 2011.04.04 12:24 | buy | 16 | 1.00 | 1.42022 | 1.41792 | 1.42152 | ||
| 32 | 2011.04.04 13:21 | t/p | 16 | 1.00 | 1.42152 | 1.41792 | 1.42152 | 122.00 | 50152.00 |
| 33 | 2011.04.04 18:31 | buy | 17 | 1.00 | 1.42130 | 1.41900 | 1.42260 | ||
| 34 | 2011.04.04 19:11 | t/p | 17 | 1.00 | 1.42260 | 1.41900 | 1.42260 | 122.00 | 50274.00 |
| 35 | 2011.04.05 05:40 | buy | 18 | 1.00 | 1.41953 | 1.41723 | 1.42083 | ||
| 36 | 2011.04.05 09:27 | s/l | 18 | 1.00 | 1.41723 | 1.41723 | 1.42083 | -238.00 | 50036.00 |
| 37 | 2011.04.05 13:29 | buy | 19 | 1.00 | 1.41685 | 1.41455 | 1.41815 | ||
| 38 | 2011.04.05 14:06 | t/p | 19 | 1.00 | 1.41815 | 1.41455 | 1.41815 | 122.00 | 50158.00 |
| 39 | 2011.04.07 05:51 | buy | 20 | 1.00 | 1.43106 | 1.42876 | 1.43236 | ||
| 40 | 2011.04.07 10:03 | s/l | 20 | 1.00 | 1.42876 | 1.42876 | 1.43236 | -238.00 | 49920.00 |
| 41 | 2011.04.07 13:23 | buy | 21 | 1.00 | 1.42750 | 1.42520 | 1.42880 | ||
| 42 | 2011.04.07 14:24 | t/p | 21 | 1.00 | 1.42880 | 1.42520 | 1.42880 | 122.00 | 50042.00 |
| 43 | 2011.04.07 15:33 | buy | 22 | 1.00 | 1.42803 | 1.42573 | 1.42933 | ||
| 44 | 2011.04.07 15:34 | t/p | 22 | 1.00 | 1.42933 | 1.42573 | 1.42933 | 122.00 | 50164.00 |
| 45 | 2011.04.07 15:59 | buy | 23 | 1.00 | 1.42671 | 1.42441 | 1.42801 | ||
| 46 | 2011.04.07 16:10 | s/l | 23 | 1.00 | 1.42441 | 1.42441 | 1.42801 | -238.00 | 49926.00 |
| 47 | 2011.04.07 18:53 | buy | 24 | 1.00 | 1.42722 | 1.42492 | 1.42852 | ||
| 48 | 2011.04.07 18:58 | t/p | 24 | 1.00 | 1.42852 | 1.42492 | 1.42852 | 122.00 | 50048.00 |