Strategy Tester Report
0 AroBand2

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2005.02.01 19:30 - 2005.08.05 23:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test12775Ticks modelled529661Modelling quality44.70%
Initial deposit10000.00
Gross profit260.90Gross loss-232.10Total net profit28.80
Profit factor1.12Expected payoff1.25
Absolute drawdown115.65Maximal drawdown (%)115.65 (1.2%)
Total trades23Short positions (won %)12 (50.00%)Long positions (won %)11 (9.09%)
Profit trades (% of total)7 (30.43%)Loss trades (% of total)16 (69.57%)
Largestprofit trade108.00loss trade-16.05
Averageprofit trade37.27loss trade-14.51
Maximumconsecutive wins (profit in money)2 (171.00)consecutive losses (loss in money)8 (-112.10)
Maximalconsecutive profit (count of wins)171.00 (2)consecutive loss (count of losses)-112.10 (8)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.03.01 07:00buy10.101.32051.31900.0000
22005.03.01 07:40s/l10.101.31901.31900.0000-15.009985.00
32005.03.04 18:15buy20.101.32461.32310.0000
42005.03.04 21:00s/l20.101.32311.32310.0000-15.009970.00
52005.03.08 20:45buy30.101.33441.33290.0000
62005.03.08 23:30modify30.101.33441.33350.0000
72005.03.08 23:45modify30.101.33441.33360.0000
82005.03.09 00:00modify30.101.33441.33370.0000
92005.03.09 00:15modify30.101.33441.33380.0000
102005.03.09 00:30modify30.101.33441.33390.0000
112005.03.09 00:31s/l30.101.33391.33390.0000-6.059963.95
122005.03.14 11:45sell40.101.34051.34200.0000
132005.03.14 12:15s/l40.101.34201.34200.0000-15.009948.95
142005.03.14 20:45buy50.101.33661.33510.0000
152005.03.14 23:52s/l50.101.33511.33510.0000-15.009933.95
162005.03.21 21:15buy60.101.31721.31570.0000
172005.03.21 22:47s/l60.101.31571.31570.0000-15.009918.95
182005.04.12 23:45buy70.101.29191.29040.0000
192005.04.13 01:46s/l70.101.29041.29040.0000-16.059902.90
202005.04.15 20:00sell80.101.29041.29190.0000
212005.04.15 21:47s/l80.101.29191.29190.0000-15.009887.90
222005.04.25 00:30sell90.101.30511.30660.0000
232005.04.25 02:00modify90.101.30511.30580.0000
242005.04.25 02:30modify90.101.30511.30270.0000
252005.04.25 02:45modify90.101.30511.30180.0000
262005.04.25 02:46s/l90.101.30181.30180.000033.009920.90
272005.05.04 07:00buy100.101.29631.29480.0000
282005.05.04 08:32s/l100.101.29481.29480.0000-15.009905.90
292005.05.17 14:00sell110.101.26311.26460.0000
302005.05.17 14:45modify110.101.26311.26350.0000
312005.05.17 15:00modify110.101.26311.26310.0000
322005.05.17 15:15modify110.101.26311.26300.0000
332005.05.17 15:15s/l110.101.26301.26300.00001.009906.90
342005.05.24 16:15sell120.101.25961.26110.0000
352005.05.25 00:45modify120.101.25961.25780.0000
362005.05.25 01:00modify120.101.25961.25770.0000
372005.05.25 01:15modify120.101.25961.25760.0000
382005.05.25 01:30modify120.101.25961.25750.0000
392005.05.25 01:45modify120.101.25961.25740.0000
402005.05.25 02:00modify120.101.25961.25730.0000
412005.05.25 02:15modify120.101.25961.25720.0000
422005.05.25 02:30modify120.101.25961.25710.0000
432005.05.25 03:00modify120.101.25961.25690.0000
442005.05.25 03:10s/l120.101.25691.25690.000027.459934.35
452005.05.31 15:45buy130.101.23471.23320.0000
462005.05.31 16:00s/l130.101.23321.23320.0000-15.009919.35
472005.06.07 13:00sell140.101.22951.23100.0000
482005.06.07 13:15s/l140.101.23101.23100.0000-15.009904.35
492005.06.13 06:30buy150.101.21091.20940.0000
502005.06.13 07:56s/l150.101.20941.20940.0000-15.009889.35
512005.07.04 04:15sell160.101.19251.19400.0000
522005.07.04 05:00modify160.101.19251.19190.0000
532005.07.04 05:15modify160.101.19251.19180.0000
542005.07.04 05:30modify160.101.19251.19170.0000
552005.07.04 05:45modify160.101.19251.19160.0000
562005.07.04 06:00modify160.101.19251.19150.0000
572005.07.04 06:00s/l160.101.19151.19150.000010.009899.35
582005.07.08 18:45sell170.101.19191.19340.0000
592005.07.08 19:12s/l170.101.19341.19340.0000-15.009884.35
602005.07.15 11:00sell180.101.21061.21210.0000
612005.07.15 12:15modify180.101.21061.20990.0000
622005.07.15 12:30modify180.101.21061.20980.0000
632005.07.15 12:45modify180.101.21061.20970.0000
642005.07.15 12:45modify180.101.21061.20960.0000
652005.07.15 13:00modify180.101.21061.20950.0000
662005.07.15 13:15modify180.101.21061.20940.0000
672005.07.15 13:30modify180.101.21061.20930.0000
682005.07.15 13:45modify180.101.21061.20920.0000
692005.07.15 14:00modify180.101.21061.20910.0000
702005.07.15 14:00modify180.101.21061.20900.0000
712005.07.15 14:15modify180.101.21061.20880.0000
722005.07.15 14:30modify180.101.21061.20860.0000
732005.07.15 14:45modify180.101.21061.20470.0000
742005.07.15 15:00modify180.101.21061.20460.0000
752005.07.15 15:15modify180.101.21061.20450.0000
762005.07.15 15:30modify180.101.21061.20440.0000
772005.07.15 15:45modify180.101.21061.20430.0000
782005.07.15 15:54s/l180.101.20431.20430.000063.009947.35
792005.07.20 19:15buy190.101.20611.20460.0000
802005.07.20 19:30modify190.101.20611.20770.0000
812005.07.20 19:45modify190.101.20611.20970.0000
822005.07.20 20:00modify190.101.20611.20990.0000
832005.07.20 20:15modify190.101.20611.21320.0000
842005.07.20 20:30modify190.101.20611.21690.0000
852005.07.20 20:33s/l190.101.21691.21690.0000108.0010055.35
862005.07.21 05:30sell200.101.21561.21710.0000
872005.07.21 07:14s/l200.101.21711.21710.0000-15.0010040.35
882005.07.26 22:00sell210.101.20141.20290.0000
892005.07.27 06:30modify210.101.20141.20210.0000
902005.07.27 06:45modify210.101.20141.20200.0000
912005.07.27 06:45modify210.101.20141.20190.0000
922005.07.27 07:00modify210.101.20141.20180.0000
932005.07.27 07:00modify210.101.20141.20170.0000
942005.07.27 07:15modify210.101.20141.20160.0000
952005.07.27 07:30modify210.101.20141.20150.0000
962005.07.27 07:45modify210.101.20141.20140.0000
972005.07.27 08:00modify210.101.20141.20130.0000
982005.07.27 08:00modify210.101.20141.20120.0000
992005.07.27 08:15modify210.101.20141.20110.0000
1002005.07.27 08:30modify210.101.20141.20100.0000
1012005.07.27 08:45modify210.101.20141.20070.0000
1022005.07.27 09:00modify210.101.20141.20040.0000
1032005.07.27 09:15modify210.101.20141.20030.0000
1042005.07.27 09:30modify210.101.20141.20010.0000
1052005.07.27 09:45modify210.101.20141.19990.0000
1062005.07.27 10:00modify210.101.20141.19960.0000
1072005.07.27 10:11s/l210.101.19961.19960.000018.4510058.80
1082005.07.29 19:45buy220.101.21381.21230.0000
1092005.07.29 20:22s/l220.101.21231.21230.0000-15.0010043.80
1102005.08.03 04:30sell230.101.21631.21780.0000
1112005.08.03 08:18s/l230.101.21781.21780.0000-15.0010028.80