Strategy Tester Report
BuyOnly
ATCBrokers-Live (Build 229)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Minute (M1) 2011.04.11 00:06 - 2011.04.13 18:33 (2011.04.09 - 2011.04.15) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | pipsDownBuy=0.0019; stopLoss=0.0042; takeProfit=0.0011; volume=1; | ||||
| Bars in test | 4979 | Ticks modelled | 239494 | Modelling quality | 24.99% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 50000.00 | ||||
| Total net profit | 595.00 | Gross profit | 3449.00 | Gross loss | -2854.00 |
| Profit factor | 1.21 | Expected payoff | 14.17 | ||
| Absolute drawdown | 724.00 | Maximal drawdown | 1776.00 (3.48%) | Relative drawdown | 3.48% (1776.00) |
| Total trades | 42 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 42 (80.95%) |
| Profit trades (% of total) | 34 (80.95%) | Loss trades (% of total) | 8 (19.05%) | ||
| Largest | profit trade | 102.00 | loss trade | -428.00 | |
| Average | profit trade | 101.44 | loss trade | -356.75 | |
| Maximum | consecutive wins (profit in money) | 12 (1205.00) | consecutive losses (loss in money) | 3 (-1284.00) | |
| Maximal | consecutive profit (count of wins) | 1205.00 (12) | consecutive loss (count of losses) | -1284.00 (3) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.04.11 00:57 | buy | 1 | 1.00 | 1.44510 | 1.44090 | 1.44620 | ||
| 2 | 2011.04.11 01:24 | t/p | 1 | 1.00 | 1.44620 | 1.44090 | 1.44620 | 102.00 | 50102.00 |
| 3 | 2011.04.11 03:08 | buy | 2 | 1.00 | 1.44650 | 1.44230 | 1.44760 | ||
| 4 | 2011.04.11 03:54 | buy | 3 | 1.00 | 1.44472 | 1.44052 | 1.44582 | ||
| 5 | 2011.04.11 04:44 | t/p | 3 | 1.00 | 1.44582 | 1.44052 | 1.44582 | 102.00 | 50204.00 |
| 6 | 2011.04.11 08:58 | buy | 4 | 1.00 | 1.44549 | 1.44129 | 1.44659 | ||
| 7 | 2011.04.11 09:56 | t/p | 4 | 1.00 | 1.44659 | 1.44129 | 1.44659 | 102.00 | 50306.00 |
| 8 | 2011.04.11 11:17 | buy | 5 | 1.00 | 1.44510 | 1.44090 | 1.44620 | ||
| 9 | 2011.04.11 11:39 | t/p | 5 | 1.00 | 1.44620 | 1.44090 | 1.44620 | 102.00 | 50408.00 |
| 10 | 2011.04.11 14:24 | buy | 6 | 1.00 | 1.44518 | 1.44098 | 1.44628 | ||
| 11 | 2011.04.11 14:53 | buy | 7 | 1.00 | 1.44362 | 1.43942 | 1.44472 | ||
| 12 | 2011.04.11 15:19 | buy | 8 | 1.00 | 1.44261 | 1.43841 | 1.44371 | ||
| 13 | 2011.04.11 15:38 | s/l | 2 | 1.00 | 1.44230 | 1.44230 | 1.44760 | -428.00 | 49980.00 |
| 14 | 2011.04.11 16:21 | t/p | 8 | 1.00 | 1.44371 | 1.43841 | 1.44371 | 102.00 | 50082.00 |
| 15 | 2011.04.11 16:44 | t/p | 7 | 1.00 | 1.44472 | 1.43942 | 1.44472 | 102.00 | 50184.00 |
| 16 | 2011.04.11 17:32 | buy | 9 | 1.00 | 1.44389 | 1.43969 | 1.44499 | ||
| 17 | 2011.04.11 17:56 | t/p | 9 | 1.00 | 1.44499 | 1.43969 | 1.44499 | 102.00 | 50286.00 |
| 18 | 2011.04.11 18:25 | buy | 10 | 1.00 | 1.44362 | 1.43942 | 1.44472 | ||
| 19 | 2011.04.11 18:43 | t/p | 10 | 1.00 | 1.44472 | 1.43942 | 1.44472 | 102.00 | 50388.00 |
| 20 | 2011.04.11 18:52 | t/p | 6 | 1.00 | 1.44628 | 1.44098 | 1.44628 | 102.00 | 50490.00 |
| 21 | 2011.04.11 19:09 | buy | 11 | 1.00 | 1.44468 | 1.44048 | 1.44578 | ||
| 22 | 2011.04.11 19:16 | t/p | 11 | 1.00 | 1.44578 | 1.44048 | 1.44578 | 102.00 | 50592.00 |
| 23 | 2011.04.11 19:36 | buy | 12 | 1.00 | 1.44437 | 1.44017 | 1.44547 | ||
| 24 | 2011.04.11 21:45 | buy | 13 | 1.00 | 1.44291 | 1.43871 | 1.44401 | ||
| 25 | 2011.04.12 01:34 | t/p | 13 | 1.00 | 1.44401 | 1.43871 | 1.44401 | 102.00 | 50694.00 |
| 26 | 2011.04.12 02:58 | buy | 14 | 1.00 | 1.44226 | 1.43806 | 1.44336 | ||
| 27 | 2011.04.12 03:25 | buy | 15 | 1.00 | 1.44152 | 1.43732 | 1.44262 | ||
| 28 | 2011.04.12 05:14 | buy | 16 | 1.00 | 1.44029 | 1.43609 | 1.44139 | ||
| 29 | 2011.04.12 05:14 | s/l | 12 | 1.00 | 1.44017 | 1.44017 | 1.44547 | -428.00 | 50266.00 |
| 30 | 2011.04.12 05:44 | t/p | 16 | 1.00 | 1.44139 | 1.43609 | 1.44139 | 102.00 | 50368.00 |
| 31 | 2011.04.12 06:09 | buy | 17 | 1.00 | 1.43971 | 1.43551 | 1.44081 | ||
| 32 | 2011.04.12 06:40 | s/l | 14 | 1.00 | 1.43806 | 1.43806 | 1.44336 | -428.00 | 49940.00 |
| 33 | 2011.04.12 06:40 | buy | 18 | 1.00 | 1.43813 | 1.43393 | 1.43923 | ||
| 34 | 2011.04.12 07:00 | t/p | 18 | 1.00 | 1.43923 | 1.43393 | 1.43923 | 102.00 | 50042.00 |
| 35 | 2011.04.12 07:47 | t/p | 17 | 1.00 | 1.44081 | 1.43551 | 1.44081 | 102.00 | 50144.00 |
| 36 | 2011.04.12 09:03 | buy | 19 | 1.00 | 1.43916 | 1.43496 | 1.44026 | ||
| 37 | 2011.04.12 09:26 | t/p | 19 | 1.00 | 1.44026 | 1.43496 | 1.44026 | 102.00 | 50246.00 |
| 38 | 2011.04.12 09:49 | buy | 20 | 1.00 | 1.43851 | 1.43431 | 1.43961 | ||
| 39 | 2011.04.12 10:08 | t/p | 20 | 1.00 | 1.43961 | 1.43431 | 1.43961 | 102.00 | 50348.00 |
| 40 | 2011.04.12 10:37 | t/p | 15 | 1.00 | 1.44262 | 1.43732 | 1.44262 | 102.00 | 50450.00 |
| 41 | 2011.04.12 11:54 | buy | 21 | 1.00 | 1.44354 | 1.43934 | 1.44464 | ||
| 42 | 2011.04.12 12:02 | t/p | 21 | 1.00 | 1.44464 | 1.43934 | 1.44464 | 102.00 | 50552.00 |
| 43 | 2011.04.12 12:13 | buy | 22 | 1.00 | 1.44295 | 1.43875 | 1.44405 | ||
| 44 | 2011.04.12 12:23 | t/p | 22 | 1.00 | 1.44405 | 1.43875 | 1.44405 | 102.00 | 50654.00 |
| 45 | 2011.04.12 13:23 | buy | 23 | 1.00 | 1.44627 | 1.44207 | 1.44737 | ||
| 46 | 2011.04.12 13:48 | t/p | 23 | 1.00 | 1.44737 | 1.44207 | 1.44737 | 102.00 | 50756.00 |
| 47 | 2011.04.12 14:05 | buy | 24 | 1.00 | 1.44580 | 1.44160 | 1.44690 | ||
| 48 | 2011.04.12 14:52 | t/p | 24 | 1.00 | 1.44690 | 1.44160 | 1.44690 | 102.00 | 50858.00 |
| 49 | 2011.04.12 16:55 | buy | 25 | 1.00 | 1.45012 | 1.44592 | 1.45122 | ||
| 50 | 2011.04.12 17:05 | buy | 26 | 1.00 | 1.44849 | 1.44429 | 1.44959 | ||
| 51 | 2011.04.12 17:27 | t/p | 26 | 1.00 | 1.44959 | 1.44429 | 1.44959 | 102.00 | 50960.00 |
| 52 | 2011.04.12 17:47 | buy | 27 | 1.00 | 1.44931 | 1.44511 | 1.45041 | ||
| 53 | 2011.04.12 18:05 | buy | 28 | 1.00 | 1.44803 | 1.44383 | 1.44913 | ||
| 54 | 2011.04.12 18:08 | buy | 29 | 1.00 | 1.44628 | 1.44208 | 1.44738 | ||
| 55 | 2011.04.12 18:08 | s/l | 25 | 1.00 | 1.44592 | 1.44592 | 1.45122 | -428.00 | 50532.00 |
| 56 | 2011.04.12 18:21 | s/l | 27 | 1.00 | 1.44511 | 1.44511 | 1.45041 | -428.00 | 50104.00 |
| 57 | 2011.04.12 18:27 | buy | 30 | 1.00 | 1.44496 | 1.44076 | 1.44606 | ||
| 58 | 2011.04.12 18:29 | s/l | 28 | 1.00 | 1.44383 | 1.44383 | 1.44913 | -428.00 | 49676.00 |
| 59 | 2011.04.12 18:44 | t/p | 30 | 1.00 | 1.44606 | 1.44076 | 1.44606 | 102.00 | 49778.00 |
| 60 | 2011.04.12 19:41 | t/p | 29 | 1.00 | 1.44738 | 1.44208 | 1.44738 | 102.00 | 49880.00 |
| 61 | 2011.04.12 22:32 | buy | 31 | 1.00 | 1.44779 | 1.44359 | 1.44889 | ||
| 62 | 2011.04.13 03:17 | t/p | 31 | 1.00 | 1.44889 | 1.44359 | 1.44889 | 102.00 | 49982.00 |
| 63 | 2011.04.13 03:55 | buy | 32 | 1.00 | 1.44760 | 1.44340 | 1.44870 | ||
| 64 | 2011.04.13 04:22 | buy | 33 | 1.00 | 1.44639 | 1.44219 | 1.44749 | ||
| 65 | 2011.04.13 05:17 | t/p | 33 | 1.00 | 1.44749 | 1.44219 | 1.44749 | 102.00 | 50084.00 |
| 66 | 2011.04.13 08:34 | t/p | 32 | 1.00 | 1.44870 | 1.44340 | 1.44870 | 102.00 | 50186.00 |
| 67 | 2011.04.13 09:05 | buy | 34 | 1.00 | 1.44797 | 1.44377 | 1.44907 | ||
| 68 | 2011.04.13 09:37 | t/p | 34 | 1.00 | 1.44907 | 1.44377 | 1.44907 | 102.00 | 50288.00 |
| 69 | 2011.04.13 11:00 | buy | 35 | 1.00 | 1.45000 | 1.44580 | 1.45110 | ||
| 70 | 2011.04.13 12:14 | buy | 36 | 1.00 | 1.44918 | 1.44498 | 1.45028 | ||
| 71 | 2011.04.13 13:09 | t/p | 36 | 1.00 | 1.45028 | 1.44498 | 1.45028 | 102.00 | 50390.00 |
| 72 | 2011.04.13 13:31 | t/p | 35 | 1.00 | 1.45110 | 1.44580 | 1.45110 | 102.00 | 50492.00 |
| 73 | 2011.04.13 14:01 | buy | 37 | 1.00 | 1.45021 | 1.44601 | 1.45131 | ||
| 74 | 2011.04.13 14:21 | t/p | 37 | 1.00 | 1.45131 | 1.44601 | 1.45131 | 102.00 | 50594.00 |
| 75 | 2011.04.13 15:06 | buy | 38 | 1.00 | 1.45014 | 1.44594 | 1.45124 | ||
| 76 | 2011.04.13 16:28 | buy | 39 | 1.00 | 1.44878 | 1.44458 | 1.44988 | ||
| 77 | 2011.04.13 17:03 | buy | 40 | 1.00 | 1.44721 | 1.44301 | 1.44831 | ||
| 78 | 2011.04.13 17:28 | t/p | 40 | 1.00 | 1.44831 | 1.44301 | 1.44831 | 102.00 | 50696.00 |
| 79 | 2011.04.13 17:50 | t/p | 39 | 1.00 | 1.44988 | 1.44458 | 1.44988 | 102.00 | 50798.00 |
| 80 | 2011.04.13 18:09 | buy | 41 | 1.00 | 1.44928 | 1.44508 | 1.45038 | ||
| 81 | 2011.04.13 18:22 | buy | 42 | 1.00 | 1.44745 | 1.44325 | 1.44855 | ||
| 82 | 2011.04.13 18:33 | close at stop | 42 | 1.00 | 1.44836 | 1.44325 | 1.44855 | 83.00 | 50881.00 |
| 83 | 2011.04.13 18:33 | close at stop | 41 | 1.00 | 1.44836 | 1.44508 | 1.45038 | -100.00 | 50781.00 |
| 84 | 2011.04.13 18:33 | close at stop | 38 | 1.00 | 1.44836 | 1.44594 | 1.45124 | -186.00 | 50595.00 |