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Strategy Tester Report

EA-Premium_04092009
IBFX-MT4 Mini-4 (Build 225)

Symbol EURUSDm (Euro vs US Dollar)


Period 5 Minutes (M5) 2010.01.03 23:00 - 2010.03.25 10:30 (2010.01.01 - 2010.03.27)
Model Every tick (the most precise method based on all available least timeframes)
versi="EA-Premium 04092009"; MAGICMA=12345; useDynamicLots=true; dynamicLotsFactor=150; maximumLots=50;
Parameters Lots=0.1; valueLevel=11; staticPeriod=15; spreadLevel=6; takeProfit=6; stopLoss=80; maxOpenTime=0;
targetBalance=10000; minBalance=5; enableEquityCheck=false; minEquity=100;

Bars in test 17570 Ticks modelled 1571450 Modelling quality 90.00%


Mismatched
2
charts errors

Initial deposit 300.00


Total net profit 6885.60 Gross profit 6885.60 Gross loss -0.00
Profit factor Expected payoff 85.01
Absolute
58.60 Maximal drawdown 2008.70 (34.91%) Relative drawdown 38.86% (153.40)
drawdown

Total trades 81 Short positions (won %) 39 (100.00%) Long positions (won %) 42 (100.00%)
Profit trades (% of total) 81 (100.00%) Loss trades (% of total) 0 (0.00%)
Largest profit trade 276.60 loss trade -0.00
Average profit trade 85.01 loss trade -0.00
Maximum consecutive wins (profit in money) 81 (6885.60) consecutive losses (loss in money) 0 (-0.00)
Maximal consecutive profit (count of wins) 6885.60 (81) consecutive loss (count of losses) -0.00 (0)
Average consecutive wins 81 consecutive losses 0
# Time Type Order Size Price S/L T/P Profit Balance
1 2010.01.04 15:55 sell 1 2.00 1.4444 1.4524 1.4438
2 2010.01.04 15:57 t/p 1 2.00 1.4438 1.4524 1.4438 12.00 312.00
3 2010.01.04 15:57 sell 2 2.10 1.4436 1.4516 1.4430
4 2010.01.04 16:08 t/p 2 2.10 1.4430 1.4516 1.4430 12.60 324.60
5 2010.01.08 13:50 buy 3 2.20 1.4378 1.4298 1.4384
6 2010.01.08 13:50 t/p 3 2.20 1.4384 1.4298 1.4384 13.20 337.80
7 2010.01.08 13:50 buy 4 2.30 1.4386 1.4306 1.4392
8 2010.01.08 13:51 t/p 4 2.30 1.4392 1.4306 1.4392 13.80 351.60
9 2010.01.08 13:51 buy 5 2.30 1.4394 1.4314 1.4400
10 2010.01.08 13:51 t/p 5 2.30 1.4400 1.4314 1.4400 13.80 365.40
11 2010.01.08 13:51 buy 6 2.40 1.4402 1.4322 1.4408
12 2010.01.08 13:55 t/p 6 2.40 1.4408 1.4322 1.4408 14.40 379.80
13 2010.01.08 14:55 buy 7 2.50 1.4349 1.4269 1.4355
14 2010.01.08 14:57 t/p 7 2.50 1.4355 1.4269 1.4355 15.00 394.80
15 2010.01.08 14:57 buy 8 2.60 1.4357 1.4277 1.4363
16 2010.01.08 17:02 t/p 8 2.60 1.4363 1.4277 1.4363 15.60 410.40
17 2010.01.14 12:36 buy 9 2.70 1.4491 1.4411 1.4497
18 2010.01.14 13:25 t/p 9 2.70 1.4497 1.4411 1.4497 16.20 426.60
19 2010.01.14 13:35 sell 10 2.80 1.4494 1.4574 1.4488
20 2010.01.14 14:04 t/p 10 2.80 1.4488 1.4574 1.4488 16.80 443.40
21 2010.01.14 14:04 sell 11 3.00 1.4486 1.4566 1.4480
22 2010.01.14 14:14 t/p 11 3.00 1.4480 1.4566 1.4480 18.00 461.40
23 2010.01.14 14:25 buy 12 3.10 1.4483 1.4403 1.4489
24 2010.01.14 14:38 t/p 12 3.10 1.4489 1.4403 1.4489 18.60 480.00
25 2010.01.14 14:40 sell 13 3.20 1.4479 1.4559 1.4473
26 2010.01.14 14:57 t/p 13 3.20 1.4473 1.4559 1.4473 19.20 499.20
27 2010.01.15 12:15 buy 14 3.30 1.4382 1.4302 1.4388
28 2010.01.15 12:22 t/p 14 3.30 1.4388 1.4302 1.4388 19.80 519.00
29 2010.01.15 13:35 sell 15 3.50 1.4371 1.4451 1.4365
30 2010.01.15 13:35 t/p 15 3.50 1.4365 1.4451 1.4365 21.00 540.00
31 2010.01.20 07:10 buy 16 3.60 1.4197 1.4117 1.4203
32 2010.01.20 07:22 t/p 16 3.60 1.4203 1.4117 1.4203 21.60 561.60
33 2010.01.20 14:40 buy 17 3.70 1.4130 1.4050 1.4136
34 2010.01.20 14:53 t/p 17 3.70 1.4136 1.4050 1.4136 22.20 583.80
35 2010.01.21 16:57 sell 18 3.90 1.4095 1.4175 1.4089
36 2010.01.21 17:46 t/p 18 3.90 1.4089 1.4175 1.4089 23.40 607.20
37 2010.01.22 14:35 buy 19 4.00 1.4125 1.4045 1.4131
38 2010.01.22 14:37 t/p 19 4.00 1.4131 1.4045 1.4131 24.00 631.20
39 2010.01.22 14:37 buy 20 4.20 1.4133 1.4053 1.4139
40 2010.01.22 16:01 t/p 20 4.20 1.4139 1.4053 1.4139 25.20 656.40
41 2010.01.27 19:20 buy 21 4.40 1.4033 1.3953 1.4039
42 2010.01.27 19:20 t/p 21 4.40 1.4039 1.3953 1.4039 26.40 682.80
43 2010.01.27 19:20 buy 22 4.60 1.4041 1.3961 1.4047
44 2010.01.27 19:42 t/p 22 4.60 1.4047 1.3961 1.4047 27.60 710.40
45 2010.01.27 19:45 sell 23 4.70 1.4038 1.4118 1.4032
46 2010.01.27 19:47 t/p 23 4.70 1.4032 1.4118 1.4032 28.20 738.60
47 2010.01.27 19:47 sell 24 4.90 1.4030 1.4110 1.4024
48 2010.01.27 19:51 t/p 24 4.90 1.4024 1.4110 1.4024 29.40 768.00
49 2010.01.27 20:15 buy 25 5.10 1.4010 1.3930 1.4016
50 2010.01.27 20:23 t/p 25 5.10 1.4016 1.3930 1.4016 30.60 798.60
51 2010.01.29 13:35 buy 26 5.30 1.3949 1.3869 1.3955
52 2010.01.29 13:41 t/p 26 5.30 1.3955 1.3869 1.3955 31.80 830.40
53 2010.01.29 16:20 buy 27 5.50 1.3900 1.3820 1.3906
54 2010.02.01 09:05 t/p 27 5.50 1.3906 1.3820 1.3906 33.00 863.40
55 2010.02.01 22:43 buy 28 5.80 1.3932 1.3852 1.3938
56 2010.02.02 07:30 t/p 28 5.80 1.3938 1.3852 1.3938 34.80 898.20
57 2010.02.05 13:35 buy 29 6.00 1.3731 1.3651 1.3737
58 2010.02.05 13:54 t/p 29 6.00 1.3737 1.3651 1.3737 36.00 934.20
59 2010.02.05 14:35 sell 30 6.20 1.3692 1.3772 1.3686
60 2010.02.05 14:35 t/p 30 6.20 1.3686 1.3772 1.3686 37.20 971.40
61 2010.02.05 14:35 sell 31 6.50 1.3684 1.3764 1.3678
62 2010.02.05 14:37 t/p 31 6.50 1.3678 1.3764 1.3678 39.00 1010.40
63 2010.02.05 14:37 sell 32 6.70 1.3676 1.3756 1.3670
64 2010.02.05 14:55 t/p 32 6.70 1.3670 1.3756 1.3670 40.20 1050.60
65 2010.02.05 14:55 sell 33 7.00 1.3668 1.3748 1.3662
66 2010.02.05 15:05 t/p 33 7.00 1.3662 1.3748 1.3662 42.00 1092.60
67 2010.02.09 16:40 buy 34 7.30 1.3753 1.3673 1.3759
68 2010.02.09 16:40 t/p 34 7.30 1.3759 1.3673 1.3759 43.80 1136.40
69 2010.02.09 16:40 buy 35 7.60 1.3761 1.3681 1.3767
70 2010.02.09 16:40 t/p 35 7.60 1.3767 1.3681 1.3767 45.60 1182.00
71 2010.02.09 16:40 buy 36 7.90 1.3769 1.3689 1.3775
72 2010.02.09 16:45 t/p 36 7.90 1.3775 1.3689 1.3775 47.40 1229.40
73 2010.02.09 17:45 buy 37 8.20 1.3777 1.3697 1.3783
74 2010.02.09 17:45 t/p 37 8.20 1.3783 1.3697 1.3783 49.20 1278.60
75 2010.02.09 17:45 buy 38 8.50 1.3785 1.3705 1.3791
76 2010.02.09 17:47 t/p 38 8.50 1.3791 1.3705 1.3791 51.00 1329.60
77 2010.02.09 17:47 buy 39 8.90 1.3793 1.3713 1.3799
78 2010.02.09 22:04 t/p 39 8.90 1.3799 1.3713 1.3799 53.40 1383.00
79 2010.02.10 10:20 buy 40 9.20 1.3783 1.3703 1.3789
80 2010.02.10 10:27 t/p 40 9.20 1.3789 1.3703 1.3789 55.20 1438.20
81 2010.02.10 10:30 sell 41 9.60 1.3783 1.3863 1.3777
82 2010.02.10 10:31 t/p 41 9.60 1.3777 1.3863 1.3777 57.60 1495.80
83 2010.02.10 10:31 sell 42 10.00 1.3775 1.3855 1.3769
84 2010.02.10 12:50 t/p 42 10.00 1.3769 1.3855 1.3769 60.00 1555.80
85 2010.02.12 13:35 sell 43 10.40 1.3574 1.3654 1.3568
86 2010.02.12 14:24 t/p 43 10.40 1.3568 1.3654 1.3568 62.40 1618.20
87 2010.02.12 15:20 sell 44 10.80 1.3632 1.3712 1.3626
88 2010.02.12 15:22 t/p 44 10.80 1.3626 1.3712 1.3626 64.80 1683.00
89 2010.02.12 15:22 sell 45 11.20 1.3624 1.3704 1.3618
90 2010.02.12 15:37 t/p 45 11.20 1.3618 1.3704 1.3618 67.20 1750.20
91 2010.02.17 19:05 buy 46 11.70 1.3603 1.3523 1.3609
92 2010.02.17 19:38 t/p 46 11.70 1.3609 1.3523 1.3609 70.20 1820.40
93 2010.02.19 02:20 sell 47 12.10 1.3492 1.3572 1.3486
94 2010.02.19 02:39 t/p 47 12.10 1.3486 1.3572 1.3486 72.60 1893.00
95 2010.02.19 13:39 sell 48 12.60 1.3512 1.3592 1.3506
96 2010.02.19 13:40 t/p 48 12.60 1.3506 1.3592 1.3506 75.60 1968.60
97 2010.02.23 16:05 sell 49 13.10 1.3563 1.3643 1.3557
98 2010.02.23 16:06 t/p 49 13.10 1.3557 1.3643 1.3557 78.60 2047.20
99 2010.02.23 16:06 sell 50 13.60 1.3555 1.3635 1.3549
100 2010.02.23 16:11 t/p 50 13.60 1.3549 1.3635 1.3549 81.60 2128.80
101 2010.02.23 16:11 buy 51 14.20 1.3549 1.3469 1.3555
102 2010.02.23 16:38 t/p 51 14.20 1.3555 1.3469 1.3555 85.20 2214.00
103 2010.02.24 15:05 buy 52 14.80 1.3590 1.3510 1.3596
104 2010.02.24 15:39 t/p 52 14.80 1.3596 1.3510 1.3596 88.80 2302.80
105 2010.02.24 15:39 buy 53 15.40 1.3598 1.3518 1.3604
106 2010.02.24 15:40 t/p 53 15.40 1.3604 1.3518 1.3604 92.40 2395.20
107 2010.02.24 15:45 sell 54 16.00 1.3597 1.3677 1.3591
108 2010.02.24 16:13 t/p 54 16.00 1.3591 1.3677 1.3591 96.00 2491.20
109 2010.02.25 10:10 buy 55 16.60 1.3504 1.3424 1.3510
110 2010.02.25 10:14 t/p 55 16.60 1.3510 1.3424 1.3510 99.60 2590.80
111 2010.02.25 10:14 buy 56 17.30 1.3512 1.3432 1.3518
112 2010.02.25 15:29 t/p 56 17.30 1.3518 1.3432 1.3518 103.80 2694.60
113 2010.02.25 15:55 sell 57 18.00 1.3526 1.3606 1.3520
114 2010.02.25 16:02 t/p 57 18.00 1.3520 1.3606 1.3520 108.00 2802.60
115 2010.02.26 17:15 buy 58 18.70 1.3627 1.3547 1.3633
116 2010.02.28 23:13 t/p 58 18.70 1.3633 1.3547 1.3633 112.20 2914.80
117 2010.03.02 16:10 buy 59 19.40 1.3539 1.3459 1.3545
118 2010.03.02 16:12 t/p 59 19.40 1.3545 1.3459 1.3545 116.40 3031.20
119 2010.03.02 16:12 buy 60 20.20 1.3547 1.3467 1.3553
120 2010.03.02 16:23 t/p 60 20.20 1.3553 1.3467 1.3553 121.20 3152.40
121 2010.03.03 12:45 buy 61 21.00 1.3619 1.3539 1.3625
122 2010.03.03 12:58 t/p 61 21.00 1.3625 1.3539 1.3625 126.00 3278.40
123 2010.03.03 13:40 sell 62 21.90 1.3648 1.3728 1.3642
124 2010.03.03 14:03 t/p 62 21.90 1.3642 1.3728 1.3642 131.40 3409.80
125 2010.03.04 14:15 buy 63 22.70 1.3653 1.3573 1.3659
126 2010.03.04 14:28 t/p 63 22.70 1.3659 1.3573 1.3659 136.20 3546.00
127 2010.03.05 08:25 sell 64 23.60 1.3578 1.3658 1.3572
128 2010.03.05 13:30 t/p 64 23.60 1.3572 1.3658 1.3572 141.60 3687.60
129 2010.03.05 13:51 sell 65 24.60 1.3572 1.3652 1.3566
130 2010.03.05 13:51 t/p 65 24.60 1.3566 1.3652 1.3566 147.60 3835.20
131 2010.03.05 13:51 sell 66 25.60 1.3564 1.3644 1.3558
132 2010.03.05 13:59 t/p 66 25.60 1.3558 1.3644 1.3558 153.60 3988.80
133 2010.03.09 06:50 buy 67 26.60 1.3612 1.3532 1.3618
134 2010.03.09 07:56 t/p 67 26.60 1.3618 1.3532 1.3618 159.60 4148.40
135 2010.03.11 13:41 sell 68 27.70 1.3661 1.3741 1.3655
136 2010.03.11 13:42 t/p 68 27.70 1.3655 1.3741 1.3655 166.20 4314.60
137 2010.03.11 13:42 sell 69 28.80 1.3653 1.3733 1.3647
138 2010.03.11 13:44 t/p 69 28.80 1.3647 1.3733 1.3647 172.80 4487.40
139 2010.03.11 13:44 sell 70 29.90 1.3645 1.3725 1.3639
140 2010.03.11 13:44 t/p 70 29.90 1.3639 1.3725 1.3639 179.40 4666.80
141 2010.03.11 13:44 sell 71 31.10 1.3637 1.3717 1.3631
142 2010.03.11 14:06 t/p 71 31.10 1.3631 1.3717 1.3631 186.60 4853.40
143 2010.03.16 18:20 sell 72 32.40 1.3745 1.3825 1.3739
144 2010.03.16 18:37 t/p 72 32.40 1.3739 1.3825 1.3739 194.40 5047.80
145 2010.03.16 21:55 buy 73 33.70 1.3774 1.3694 1.3780
146 2010.03.17 03:33 t/p 73 33.70 1.3780 1.3694 1.3780 202.20 5250.00
147 2010.03.22 16:15 sell 74 35.00 1.3537 1.3617 1.3531
148 2010.03.22 16:19 t/p 74 35.00 1.3531 1.3617 1.3531 210.00 5460.00
149 2010.03.22 16:19 sell 75 36.40 1.3529 1.3609 1.3523
150 2010.03.23 06:26 t/p 75 36.40 1.3523 1.3609 1.3523 218.40 5678.40
151 2010.03.23 14:05 sell 76 37.90 1.3514 1.3594 1.3508
152 2010.03.23 17:47 t/p 76 37.90 1.3508 1.3594 1.3508 227.40 5905.80
153 2010.03.24 08:45 buy 77 39.40 1.3391 1.3311 1.3397
154 2010.03.24 09:00 t/p 77 39.40 1.3397 1.3311 1.3397 236.40 6142.20
155 2010.03.24 09:05 sell 78 40.90 1.3375 1.3455 1.3369
156 2010.03.24 09:07 t/p 78 40.90 1.3369 1.3455 1.3369 245.40 6387.60
157 2010.03.24 09:07 sell 79 42.60 1.3367 1.3447 1.3361
158 2010.03.24 09:07 t/p 79 42.60 1.3361 1.3447 1.3361 255.60 6643.20
159 2010.03.24 09:07 sell 80 44.30 1.3358 1.3438 1.3352
160 2010.03.24 10:03 t/p 80 44.30 1.3352 1.3438 1.3352 265.80 6909.00
161 2010.03.24 10:05 buy 81 46.10 1.3359 1.3279 1.3365
162 2010.03.24 11:13 t/p 81 46.10 1.3365 1.3279 1.3365 276.60 7185.60