Strategy Tester Report
0 AroBand2
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2005.02.01 19:30 - 2005.08.05 23:00 | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Bars in test | 12775 | Ticks modelled | 529661 | Modelling quality | 44.70% |
| Initial deposit | 10000.00 | ||||
| Gross profit | 260.90 | Gross loss | -232.10 | Total net profit | 28.80 |
| Profit factor | 1.12 | Expected payoff | 1.25 | ||
| Absolute drawdown | 115.65 | Maximal drawdown (%) | 115.65 (1.2%) | ||
| Total trades | 23 | Short 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%) | ||
| Largest | profit trade | 108.00 | loss trade | -16.05 | |
| Average | profit trade | 37.27 | loss trade | -14.51 | |
| Maximum | consecutive wins (profit in money) | 2 (171.00) | consecutive losses (loss in money) | 8 (-112.10) | |
| Maximal | consecutive profit (count of wins) | 171.00 (2) | consecutive loss (count of losses) | -112.10 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2005.03.01 07:00 | buy | 1 | 0.10 | 1.3205 | 1.3190 | 0.0000 | ||
| 2 | 2005.03.01 07:40 | s/l | 1 | 0.10 | 1.3190 | 1.3190 | 0.0000 | -15.00 | 9985.00 |
| 3 | 2005.03.04 18:15 | buy | 2 | 0.10 | 1.3246 | 1.3231 | 0.0000 | ||
| 4 | 2005.03.04 21:00 | s/l | 2 | 0.10 | 1.3231 | 1.3231 | 0.0000 | -15.00 | 9970.00 |
| 5 | 2005.03.08 20:45 | buy | 3 | 0.10 | 1.3344 | 1.3329 | 0.0000 | ||
| 6 | 2005.03.08 23:30 | modify | 3 | 0.10 | 1.3344 | 1.3335 | 0.0000 | ||
| 7 | 2005.03.08 23:45 | modify | 3 | 0.10 | 1.3344 | 1.3336 | 0.0000 | ||
| 8 | 2005.03.09 00:00 | modify | 3 | 0.10 | 1.3344 | 1.3337 | 0.0000 | ||
| 9 | 2005.03.09 00:15 | modify | 3 | 0.10 | 1.3344 | 1.3338 | 0.0000 | ||
| 10 | 2005.03.09 00:30 | modify | 3 | 0.10 | 1.3344 | 1.3339 | 0.0000 | ||
| 11 | 2005.03.09 00:31 | s/l | 3 | 0.10 | 1.3339 | 1.3339 | 0.0000 | -6.05 | 9963.95 |
| 12 | 2005.03.14 11:45 | sell | 4 | 0.10 | 1.3405 | 1.3420 | 0.0000 | ||
| 13 | 2005.03.14 12:15 | s/l | 4 | 0.10 | 1.3420 | 1.3420 | 0.0000 | -15.00 | 9948.95 |
| 14 | 2005.03.14 20:45 | buy | 5 | 0.10 | 1.3366 | 1.3351 | 0.0000 | ||
| 15 | 2005.03.14 23:52 | s/l | 5 | 0.10 | 1.3351 | 1.3351 | 0.0000 | -15.00 | 9933.95 |
| 16 | 2005.03.21 21:15 | buy | 6 | 0.10 | 1.3172 | 1.3157 | 0.0000 | ||
| 17 | 2005.03.21 22:47 | s/l | 6 | 0.10 | 1.3157 | 1.3157 | 0.0000 | -15.00 | 9918.95 |
| 18 | 2005.04.12 23:45 | buy | 7 | 0.10 | 1.2919 | 1.2904 | 0.0000 | ||
| 19 | 2005.04.13 01:46 | s/l | 7 | 0.10 | 1.2904 | 1.2904 | 0.0000 | -16.05 | 9902.90 |
| 20 | 2005.04.15 20:00 | sell | 8 | 0.10 | 1.2904 | 1.2919 | 0.0000 | ||
| 21 | 2005.04.15 21:47 | s/l | 8 | 0.10 | 1.2919 | 1.2919 | 0.0000 | -15.00 | 9887.90 |
| 22 | 2005.04.25 00:30 | sell | 9 | 0.10 | 1.3051 | 1.3066 | 0.0000 | ||
| 23 | 2005.04.25 02:00 | modify | 9 | 0.10 | 1.3051 | 1.3058 | 0.0000 | ||
| 24 | 2005.04.25 02:30 | modify | 9 | 0.10 | 1.3051 | 1.3027 | 0.0000 | ||
| 25 | 2005.04.25 02:45 | modify | 9 | 0.10 | 1.3051 | 1.3018 | 0.0000 | ||
| 26 | 2005.04.25 02:46 | s/l | 9 | 0.10 | 1.3018 | 1.3018 | 0.0000 | 33.00 | 9920.90 |
| 27 | 2005.05.04 07:00 | buy | 10 | 0.10 | 1.2963 | 1.2948 | 0.0000 | ||
| 28 | 2005.05.04 08:32 | s/l | 10 | 0.10 | 1.2948 | 1.2948 | 0.0000 | -15.00 | 9905.90 |
| 29 | 2005.05.17 14:00 | sell | 11 | 0.10 | 1.2631 | 1.2646 | 0.0000 | ||
| 30 | 2005.05.17 14:45 | modify | 11 | 0.10 | 1.2631 | 1.2635 | 0.0000 | ||
| 31 | 2005.05.17 15:00 | modify | 11 | 0.10 | 1.2631 | 1.2631 | 0.0000 | ||
| 32 | 2005.05.17 15:15 | modify | 11 | 0.10 | 1.2631 | 1.2630 | 0.0000 | ||
| 33 | 2005.05.17 15:15 | s/l | 11 | 0.10 | 1.2630 | 1.2630 | 0.0000 | 1.00 | 9906.90 |
| 34 | 2005.05.24 16:15 | sell | 12 | 0.10 | 1.2596 | 1.2611 | 0.0000 | ||
| 35 | 2005.05.25 00:45 | modify | 12 | 0.10 | 1.2596 | 1.2578 | 0.0000 | ||
| 36 | 2005.05.25 01:00 | modify | 12 | 0.10 | 1.2596 | 1.2577 | 0.0000 | ||
| 37 | 2005.05.25 01:15 | modify | 12 | 0.10 | 1.2596 | 1.2576 | 0.0000 | ||
| 38 | 2005.05.25 01:30 | modify | 12 | 0.10 | 1.2596 | 1.2575 | 0.0000 | ||
| 39 | 2005.05.25 01:45 | modify | 12 | 0.10 | 1.2596 | 1.2574 | 0.0000 | ||
| 40 | 2005.05.25 02:00 | modify | 12 | 0.10 | 1.2596 | 1.2573 | 0.0000 | ||
| 41 | 2005.05.25 02:15 | modify | 12 | 0.10 | 1.2596 | 1.2572 | 0.0000 | ||
| 42 | 2005.05.25 02:30 | modify | 12 | 0.10 | 1.2596 | 1.2571 | 0.0000 | ||
| 43 | 2005.05.25 03:00 | modify | 12 | 0.10 | 1.2596 | 1.2569 | 0.0000 | ||
| 44 | 2005.05.25 03:10 | s/l | 12 | 0.10 | 1.2569 | 1.2569 | 0.0000 | 27.45 | 9934.35 |
| 45 | 2005.05.31 15:45 | buy | 13 | 0.10 | 1.2347 | 1.2332 | 0.0000 | ||
| 46 | 2005.05.31 16:00 | s/l | 13 | 0.10 | 1.2332 | 1.2332 | 0.0000 | -15.00 | 9919.35 |
| 47 | 2005.06.07 13:00 | sell | 14 | 0.10 | 1.2295 | 1.2310 | 0.0000 | ||
| 48 | 2005.06.07 13:15 | s/l | 14 | 0.10 | 1.2310 | 1.2310 | 0.0000 | -15.00 | 9904.35 |
| 49 | 2005.06.13 06:30 | buy | 15 | 0.10 | 1.2109 | 1.2094 | 0.0000 | ||
| 50 | 2005.06.13 07:56 | s/l | 15 | 0.10 | 1.2094 | 1.2094 | 0.0000 | -15.00 | 9889.35 |
| 51 | 2005.07.04 04:15 | sell | 16 | 0.10 | 1.1925 | 1.1940 | 0.0000 | ||
| 52 | 2005.07.04 05:00 | modify | 16 | 0.10 | 1.1925 | 1.1919 | 0.0000 | ||
| 53 | 2005.07.04 05:15 | modify | 16 | 0.10 | 1.1925 | 1.1918 | 0.0000 | ||
| 54 | 2005.07.04 05:30 | modify | 16 | 0.10 | 1.1925 | 1.1917 | 0.0000 | ||
| 55 | 2005.07.04 05:45 | modify | 16 | 0.10 | 1.1925 | 1.1916 | 0.0000 | ||
| 56 | 2005.07.04 06:00 | modify | 16 | 0.10 | 1.1925 | 1.1915 | 0.0000 | ||
| 57 | 2005.07.04 06:00 | s/l | 16 | 0.10 | 1.1915 | 1.1915 | 0.0000 | 10.00 | 9899.35 |
| 58 | 2005.07.08 18:45 | sell | 17 | 0.10 | 1.1919 | 1.1934 | 0.0000 | ||
| 59 | 2005.07.08 19:12 | s/l | 17 | 0.10 | 1.1934 | 1.1934 | 0.0000 | -15.00 | 9884.35 |
| 60 | 2005.07.15 11:00 | sell | 18 | 0.10 | 1.2106 | 1.2121 | 0.0000 | ||
| 61 | 2005.07.15 12:15 | modify | 18 | 0.10 | 1.2106 | 1.2099 | 0.0000 | ||
| 62 | 2005.07.15 12:30 | modify | 18 | 0.10 | 1.2106 | 1.2098 | 0.0000 | ||
| 63 | 2005.07.15 12:45 | modify | 18 | 0.10 | 1.2106 | 1.2097 | 0.0000 | ||
| 64 | 2005.07.15 12:45 | modify | 18 | 0.10 | 1.2106 | 1.2096 | 0.0000 | ||
| 65 | 2005.07.15 13:00 | modify | 18 | 0.10 | 1.2106 | 1.2095 | 0.0000 | ||
| 66 | 2005.07.15 13:15 | modify | 18 | 0.10 | 1.2106 | 1.2094 | 0.0000 | ||
| 67 | 2005.07.15 13:30 | modify | 18 | 0.10 | 1.2106 | 1.2093 | 0.0000 | ||
| 68 | 2005.07.15 13:45 | modify | 18 | 0.10 | 1.2106 | 1.2092 | 0.0000 | ||
| 69 | 2005.07.15 14:00 | modify | 18 | 0.10 | 1.2106 | 1.2091 | 0.0000 | ||
| 70 | 2005.07.15 14:00 | modify | 18 | 0.10 | 1.2106 | 1.2090 | 0.0000 | ||
| 71 | 2005.07.15 14:15 | modify | 18 | 0.10 | 1.2106 | 1.2088 | 0.0000 | ||
| 72 | 2005.07.15 14:30 | modify | 18 | 0.10 | 1.2106 | 1.2086 | 0.0000 | ||
| 73 | 2005.07.15 14:45 | modify | 18 | 0.10 | 1.2106 | 1.2047 | 0.0000 | ||
| 74 | 2005.07.15 15:00 | modify | 18 | 0.10 | 1.2106 | 1.2046 | 0.0000 | ||
| 75 | 2005.07.15 15:15 | modify | 18 | 0.10 | 1.2106 | 1.2045 | 0.0000 | ||
| 76 | 2005.07.15 15:30 | modify | 18 | 0.10 | 1.2106 | 1.2044 | 0.0000 | ||
| 77 | 2005.07.15 15:45 | modify | 18 | 0.10 | 1.2106 | 1.2043 | 0.0000 | ||
| 78 | 2005.07.15 15:54 | s/l | 18 | 0.10 | 1.2043 | 1.2043 | 0.0000 | 63.00 | 9947.35 |
| 79 | 2005.07.20 19:15 | buy | 19 | 0.10 | 1.2061 | 1.2046 | 0.0000 | ||
| 80 | 2005.07.20 19:30 | modify | 19 | 0.10 | 1.2061 | 1.2077 | 0.0000 | ||
| 81 | 2005.07.20 19:45 | modify | 19 | 0.10 | 1.2061 | 1.2097 | 0.0000 | ||
| 82 | 2005.07.20 20:00 | modify | 19 | 0.10 | 1.2061 | 1.2099 | 0.0000 | ||
| 83 | 2005.07.20 20:15 | modify | 19 | 0.10 | 1.2061 | 1.2132 | 0.0000 | ||
| 84 | 2005.07.20 20:30 | modify | 19 | 0.10 | 1.2061 | 1.2169 | 0.0000 | ||
| 85 | 2005.07.20 20:33 | s/l | 19 | 0.10 | 1.2169 | 1.2169 | 0.0000 | 108.00 | 10055.35 |
| 86 | 2005.07.21 05:30 | sell | 20 | 0.10 | 1.2156 | 1.2171 | 0.0000 | ||
| 87 | 2005.07.21 07:14 | s/l | 20 | 0.10 | 1.2171 | 1.2171 | 0.0000 | -15.00 | 10040.35 |
| 88 | 2005.07.26 22:00 | sell | 21 | 0.10 | 1.2014 | 1.2029 | 0.0000 | ||
| 89 | 2005.07.27 06:30 | modify | 21 | 0.10 | 1.2014 | 1.2021 | 0.0000 | ||
| 90 | 2005.07.27 06:45 | modify | 21 | 0.10 | 1.2014 | 1.2020 | 0.0000 | ||
| 91 | 2005.07.27 06:45 | modify | 21 | 0.10 | 1.2014 | 1.2019 | 0.0000 | ||
| 92 | 2005.07.27 07:00 | modify | 21 | 0.10 | 1.2014 | 1.2018 | 0.0000 | ||
| 93 | 2005.07.27 07:00 | modify | 21 | 0.10 | 1.2014 | 1.2017 | 0.0000 | ||
| 94 | 2005.07.27 07:15 | modify | 21 | 0.10 | 1.2014 | 1.2016 | 0.0000 | ||
| 95 | 2005.07.27 07:30 | modify | 21 | 0.10 | 1.2014 | 1.2015 | 0.0000 | ||
| 96 | 2005.07.27 07:45 | modify | 21 | 0.10 | 1.2014 | 1.2014 | 0.0000 | ||
| 97 | 2005.07.27 08:00 | modify | 21 | 0.10 | 1.2014 | 1.2013 | 0.0000 | ||
| 98 | 2005.07.27 08:00 | modify | 21 | 0.10 | 1.2014 | 1.2012 | 0.0000 | ||
| 99 | 2005.07.27 08:15 | modify | 21 | 0.10 | 1.2014 | 1.2011 | 0.0000 | ||
| 100 | 2005.07.27 08:30 | modify | 21 | 0.10 | 1.2014 | 1.2010 | 0.0000 | ||
| 101 | 2005.07.27 08:45 | modify | 21 | 0.10 | 1.2014 | 1.2007 | 0.0000 | ||
| 102 | 2005.07.27 09:00 | modify | 21 | 0.10 | 1.2014 | 1.2004 | 0.0000 | ||
| 103 | 2005.07.27 09:15 | modify | 21 | 0.10 | 1.2014 | 1.2003 | 0.0000 | ||
| 104 | 2005.07.27 09:30 | modify | 21 | 0.10 | 1.2014 | 1.2001 | 0.0000 | ||
| 105 | 2005.07.27 09:45 | modify | 21 | 0.10 | 1.2014 | 1.1999 | 0.0000 | ||
| 106 | 2005.07.27 10:00 | modify | 21 | 0.10 | 1.2014 | 1.1996 | 0.0000 | ||
| 107 | 2005.07.27 10:11 | s/l | 21 | 0.10 | 1.1996 | 1.1996 | 0.0000 | 18.45 | 10058.80 |
| 108 | 2005.07.29 19:45 | buy | 22 | 0.10 | 1.2138 | 1.2123 | 0.0000 | ||
| 109 | 2005.07.29 20:22 | s/l | 22 | 0.10 | 1.2123 | 1.2123 | 0.0000 | -15.00 | 10043.80 |
| 110 | 2005.08.03 04:30 | sell | 23 | 0.10 | 1.2163 | 1.2178 | 0.0000 | ||
| 111 | 2005.08.03 08:18 | s/l | 23 | 0.10 | 1.2178 | 1.2178 | 0.0000 | -15.00 | 10028.80 |