Strategy Tester Report
GuruEx04
SymbolEURUSD (Euro vs US Dollar)
PeriodDaily (D1) 2000.01.03 00:00 - 2009.06.12 00:00 (2000.01.01 - 2009.06.13)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagic=12348; Slippage=30; Lots=0.1; LongPeriod=55; ShortPeriod=20;
Bars in test3469Ticks modelled21721141Modelling qualityn/a
Mismatched charts errors20103
Initial deposit500.00
Total net profit3021.91Gross profit8016.85Gross loss-4994.94
Profit factor1.60Expected payoff73.71
Absolute drawdown288.05Maximal drawdown2083.86 (39.06%)Relative drawdown74.01% (603.69)
Total trades41Short positions (won %)18 (38.89%)Long positions (won %)23 (52.17%)
Profit trades (% of total)19 (46.34%)Loss trades (% of total)22 (53.66%)
Largestprofit trade858.80loss trade-861.00
Averageprofit trade421.94loss trade-227.04
Maximumconsecutive wins (profit in money)2 (1268.41)consecutive losses (loss in money)3 (-800.00)
Maximalconsecutive profit (count of wins)1268.41 (2)consecutive loss (count of losses)-1312.78 (2)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12000.01.27 13:36sell10.100.998470.000000.00000
22000.02.22 16:53close10.101.006230.000000.00000-80.72419.28
32000.02.28 04:26sell20.100.966460.000000.00000
42000.05.26 16:43close20.100.920140.000000.00000451.50870.78
52000.09.06 02:13sell30.100.871700.000000.00000
62000.12.01 00:52close30.100.880180.000000.00000-96.24774.54
72000.12.20 00:52buy40.100.908780.000000.00000
82001.02.15 02:11close40.100.905900.000000.00000-22.90751.64
92001.03.15 00:37sell50.100.898200.000000.00000
102001.07.18 16:31close50.100.866870.000000.00000297.311048.95
112001.08.02 03:19buy60.100.883980.000000.00000
122001.09.06 09:20close60.100.883700.000000.000000.701049.65
132001.09.14 14:34buy70.100.924680.000000.00000
142001.10.11 12:56close70.100.905660.000000.00000-187.50862.15
152001.11.13 14:40sell80.100.881900.000000.00000
162001.12.12 19:57close80.100.898980.000000.00000-174.57687.58
172002.01.25 10:55sell90.100.873000.000000.00000
182002.03.07 09:00close90.100.880890.000000.00000-84.23603.35
192002.04.17 10:03buy100.100.887530.000000.00000
202002.08.06 09:58close100.100.972300.000000.00000858.801462.15
212002.09.17 10:50sell110.100.961960.000000.00000
222002.10.10 10:53close110.100.992080.000000.00000-304.451157.70
232002.11.05 09:13buy120.101.001140.000000.00000
242002.11.23 11:22close120.100.988350.000000.00000-126.001031.70
252002.12.12 15:51buy130.101.018480.000000.00000
262003.03.17 16:50close130.101.068680.000000.00000511.301543.00
272003.04.30 01:42buy140.101.109390.000000.00000
282003.06.19 04:11close140.101.162500.000000.00000536.302079.30
292003.07.16 01:54sell150.101.115080.000000.00000
302003.09.12 15:48close150.101.127780.000000.00000-134.801944.50
312003.09.29 17:01buy160.101.155920.000000.00000
322003.11.03 16:12close160.101.154100.000000.00000-14.701929.80
332003.11.18 16:09buy170.101.186700.000000.00000
342004.02.27 11:06close170.101.237900.000000.00000522.302452.10
352004.03.02 17:00sell180.101.229320.000000.00000
362004.05.27 14:25close180.101.218750.000000.0000094.262546.36
372004.07.07 07:54buy190.101.235770.000000.00000
382004.07.27 16:19close190.101.206100.000000.00000-294.702251.66
392004.10.15 14:41buy200.101.244960.000000.00000
402005.01.07 16:08close200.101.315180.000000.00000710.602962.26
412005.02.04 14:52sell210.101.291700.000000.00000
422005.02.22 04:18close210.101.312780.000000.00000-212.882749.38
432005.05.12 08:56sell220.101.276370.000000.00000
442005.08.03 11:02close220.101.226180.000000.00000491.373240.75
452005.09.01 14:27buy230.101.249380.000000.00000
462005.09.19 00:08close230.101.215700.000000.00000-335.202905.55
472005.10.03 03:07sell240.101.194970.000000.00000
482005.12.12 13:52close240.101.190310.000000.0000037.502943.05
492006.01.06 14:52buy250.101.217380.000000.00000
502006.02.03 14:59close250.101.200480.000000.00000-166.202776.85
512006.04.06 10:59buy260.101.232370.000000.00000
522006.06.08 14:33close260.101.268950.000000.00000372.103148.95
532006.07.18 16:47sell270.101.247690.000000.00000
542006.08.04 14:31close270.101.283650.000000.00000-362.072786.88
552006.08.21 16:01buy280.101.293510.000000.00000
562006.09.08 14:37close280.101.269470.000000.00000-238.402548.48
572006.10.10 11:05sell290.101.255600.000000.00000
582006.10.31 16:08close290.101.275280.000000.00000-199.532348.95
592006.11.10 09:54buy300.101.288040.000000.00000
602007.01.05 14:30close300.101.305080.000000.00000176.002524.95
612007.03.16 02:12buy310.101.329800.000000.00000
622007.05.10 18:58close310.101.348000.000000.00000187.502712.45
632007.06.13 02:37sell320.101.328600.000000.00000
642007.07.02 09:36close320.101.355580.000000.00000-272.272440.18
652007.07.10 15:15buy330.101.368630.000000.00000
662007.08.13 16:56close330.101.360700.000000.00000-75.902364.28
672007.09.12 07:21buy340.101.385760.000000.00000
682007.12.14 12:22close340.101.452400.000000.00000675.903040.18
692008.02.26 20:34buy350.101.495410.000000.00000
702008.05.01 10:44close350.101.551360.000000.00000566.203606.38
712008.07.11 15:29buy360.101.591080.000000.00000
722008.07.29 16:12close360.101.561030.000000.00000-298.903307.48
732008.08.08 02:02sell370.101.530100.000000.00000
742008.09.22 20:46close370.101.481290.000000.00000482.513789.99
752008.10.02 09:26sell380.101.387980.000000.00000
762008.12.11 06:27close380.101.308480.000000.00000785.904575.89
772008.12.17 05:50buy390.101.415180.000000.00000
782009.01.13 06:42close390.101.328810.000000.00000-861.003714.89
792009.02.18 15:49sell400.101.254790.000000.00000
802009.03.16 11:02close400.101.299630.000000.00000-451.783263.11
812009.05.20 15:43buy410.101.373950.000000.00000
822009.06.12 13:54close at stop410.101.399580.000000.00000258.803521.91