Strategy Tester Report
Intrepidus-final
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2005.02.21 18:00 - 2005.10.19 06:30 | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Lots=2; Periods=30; Deviations=2; TakeProfit=100; TrailingStop=30; | ||||
| Bars in test | 16429 | Ticks modelled | 596039 | Modelling quality | 89.45% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 22180.01 | Gross profit | 24113.00 | Gross loss | -1932.99 |
| Profit factor | 12.47 | Expected payoff | 1304.71 | ||
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 1100.00 (4.1%) | ||
| Total trades | 17 | Short positions (won %) | 12 (91.67%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 14 (82.35%) | Loss trades (% of total) | 3 (17.65%) | ||
| Largest | profit trade | 2117.00 | loss trade | -1100.00 | |
| Average | profit trade | 1722.36 | loss trade | -644.33 | |
| Maximum | consecutive wins (profit in money) | 5 (9473.00) | consecutive losses (loss in money) | 1 (-1100.00) | |
| Maximal | consecutive profit (count of wins) | 9473.00 (5) | consecutive loss (count of losses) | -1100.00 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2005.02.21 23:53 | sell | 1 | 2.00 | 1.3060 | 0.0000 | 1.2960 | ||
| 2 | 2005.03.24 16:52 | t/p | 1 | 2.00 | 1.2960 | 0.0000 | 1.2960 | 2099.00 | 12099.00 |
| 3 | 2005.03.24 17:29 | sell | 2 | 2.00 | 1.2965 | 0.0000 | 1.2865 | ||
| 4 | 2005.03.28 17:45 | t/p | 2 | 2.00 | 1.2865 | 0.0000 | 1.2865 | 2006.00 | 14105.00 |
| 5 | 2005.03.28 17:49 | buy | 3 | 2.00 | 1.2861 | 0.0000 | 1.2961 | ||
| 6 | 2005.03.28 23:22 | modify | 3 | 2.00 | 1.2861 | 1.2863 | 1.2961 | ||
| 7 | 2005.03.28 23:29 | modify | 3 | 2.00 | 1.2861 | 1.2864 | 1.2961 | ||
| 8 | 2005.03.28 23:29 | modify | 3 | 2.00 | 1.2861 | 1.2866 | 1.2961 | ||
| 9 | 2005.03.28 23:30 | modify | 3 | 2.00 | 1.2861 | 1.2867 | 1.2961 | ||
| 10 | 2005.03.28 23:59 | modify | 3 | 2.00 | 1.2861 | 1.2870 | 1.2961 | ||
| 11 | 2005.03.29 02:31 | modify | 3 | 2.00 | 1.2861 | 1.2872 | 1.2961 | ||
| 12 | 2005.03.29 02:31 | modify | 3 | 2.00 | 1.2861 | 1.2873 | 1.2961 | ||
| 13 | 2005.03.29 02:31 | modify | 3 | 2.00 | 1.2861 | 1.2875 | 1.2961 | ||
| 14 | 2005.03.29 02:31 | modify | 3 | 2.00 | 1.2861 | 1.2876 | 1.2961 | ||
| 15 | 2005.03.29 02:31 | modify | 3 | 2.00 | 1.2861 | 1.2878 | 1.2961 | ||
| 16 | 2005.03.29 02:31 | modify | 3 | 2.00 | 1.2861 | 1.2880 | 1.2961 | ||
| 17 | 2005.03.29 02:31 | modify | 3 | 2.00 | 1.2861 | 1.2881 | 1.2961 | ||
| 18 | 2005.03.29 02:31 | modify | 3 | 2.00 | 1.2861 | 1.2882 | 1.2961 | ||
| 19 | 2005.03.29 02:49 | modify | 3 | 2.00 | 1.2861 | 1.2883 | 1.2961 | ||
| 20 | 2005.03.29 02:49 | modify | 3 | 2.00 | 1.2861 | 1.2884 | 1.2961 | ||
| 21 | 2005.03.29 02:49 | modify | 3 | 2.00 | 1.2861 | 1.2885 | 1.2961 | ||
| 22 | 2005.03.29 02:51 | modify | 3 | 2.00 | 1.2861 | 1.2885 | 1.2961 | ||
| 23 | 2005.03.29 02:52 | modify | 3 | 2.00 | 1.2861 | 1.2886 | 1.2961 | ||
| 24 | 2005.03.29 02:53 | modify | 3 | 2.00 | 1.2861 | 1.2887 | 1.2961 | ||
| 25 | 2005.03.29 02:53 | modify | 3 | 2.00 | 1.2861 | 1.2888 | 1.2961 | ||
| 26 | 2005.03.29 02:53 | modify | 3 | 2.00 | 1.2861 | 1.2889 | 1.2961 | ||
| 27 | 2005.03.29 03:06 | modify | 3 | 2.00 | 1.2861 | 1.2890 | 1.2961 | ||
| 28 | 2005.03.29 03:06 | modify | 3 | 2.00 | 1.2861 | 1.2891 | 1.2961 | ||
| 29 | 2005.03.29 03:06 | modify | 3 | 2.00 | 1.2861 | 1.2892 | 1.2961 | ||
| 30 | 2005.03.29 03:09 | modify | 3 | 2.00 | 1.2861 | 1.2893 | 1.2961 | ||
| 31 | 2005.03.29 03:12 | modify | 3 | 2.00 | 1.2861 | 1.2893 | 1.2961 | ||
| 32 | 2005.03.29 03:13 | modify | 3 | 2.00 | 1.2861 | 1.2894 | 1.2961 | ||
| 33 | 2005.03.29 03:14 | modify | 3 | 2.00 | 1.2861 | 1.2895 | 1.2961 | ||
| 34 | 2005.03.29 03:15 | modify | 3 | 2.00 | 1.2861 | 1.2897 | 1.2961 | ||
| 35 | 2005.03.29 04:47 | modify | 3 | 2.00 | 1.2861 | 1.2898 | 1.2961 | ||
| 36 | 2005.03.29 04:47 | modify | 3 | 2.00 | 1.2861 | 1.2899 | 1.2961 | ||
| 37 | 2005.03.29 04:48 | modify | 3 | 2.00 | 1.2861 | 1.2899 | 1.2961 | ||
| 38 | 2005.03.29 04:48 | modify | 3 | 2.00 | 1.2861 | 1.2900 | 1.2961 | ||
| 39 | 2005.03.29 04:50 | modify | 3 | 2.00 | 1.2861 | 1.2901 | 1.2961 | ||
| 40 | 2005.03.29 04:50 | modify | 3 | 2.00 | 1.2861 | 1.2902 | 1.2961 | ||
| 41 | 2005.03.29 04:50 | modify | 3 | 2.00 | 1.2861 | 1.2904 | 1.2961 | ||
| 42 | 2005.03.29 04:50 | modify | 3 | 2.00 | 1.2861 | 1.2905 | 1.2961 | ||
| 43 | 2005.03.29 04:51 | modify | 3 | 2.00 | 1.2861 | 1.2907 | 1.2961 | ||
| 44 | 2005.03.29 04:51 | modify | 3 | 2.00 | 1.2861 | 1.2908 | 1.2961 | ||
| 45 | 2005.03.29 04:51 | modify | 3 | 2.00 | 1.2861 | 1.2909 | 1.2961 | ||
| 46 | 2005.03.29 04:52 | modify | 3 | 2.00 | 1.2861 | 1.2910 | 1.2961 | ||
| 47 | 2005.03.29 04:52 | modify | 3 | 2.00 | 1.2861 | 1.2911 | 1.2961 | ||
| 48 | 2005.03.29 05:07 | modify | 3 | 2.00 | 1.2861 | 1.2912 | 1.2961 | ||
| 49 | 2005.03.29 05:08 | modify | 3 | 2.00 | 1.2861 | 1.2913 | 1.2961 | ||
| 50 | 2005.03.29 05:09 | modify | 3 | 2.00 | 1.2861 | 1.2914 | 1.2961 | ||
| 51 | 2005.03.29 05:09 | modify | 3 | 2.00 | 1.2861 | 1.2915 | 1.2961 | ||
| 52 | 2005.03.29 05:09 | modify | 3 | 2.00 | 1.2861 | 1.2916 | 1.2961 | ||
| 53 | 2005.03.29 05:09 | modify | 3 | 2.00 | 1.2861 | 1.2917 | 1.2961 | ||
| 54 | 2005.03.29 05:09 | modify | 3 | 2.00 | 1.2861 | 1.2918 | 1.2961 | ||
| 55 | 2005.03.29 05:09 | modify | 3 | 2.00 | 1.2861 | 1.2919 | 1.2961 | ||
| 56 | 2005.03.29 05:09 | modify | 3 | 2.00 | 1.2861 | 1.2920 | 1.2961 | ||
| 57 | 2005.03.29 05:09 | modify | 3 | 2.00 | 1.2861 | 1.2921 | 1.2961 | ||
| 58 | 2005.03.29 05:09 | modify | 3 | 2.00 | 1.2861 | 1.2922 | 1.2961 | ||
| 59 | 2005.03.29 05:11 | modify | 3 | 2.00 | 1.2861 | 1.2922 | 1.2961 | ||
| 60 | 2005.03.29 05:11 | modify | 3 | 2.00 | 1.2861 | 1.2923 | 1.2961 | ||
| 61 | 2005.03.29 07:57 | s/l | 3 | 2.00 | 1.2923 | 1.2923 | 1.2961 | 1233.00 | 15338.00 |
| 62 | 2005.03.29 13:12 | sell | 4 | 2.00 | 1.2924 | 0.0000 | 1.2824 | ||
| 63 | 2005.04.04 16:35 | t/p | 4 | 2.00 | 1.2824 | 0.0000 | 1.2824 | 2018.00 | 17356.00 |
| 64 | 2005.04.05 02:09 | sell | 5 | 2.00 | 1.2839 | 0.0000 | 1.2739 | ||
| 65 | 2005.05.12 14:30 | t/p | 5 | 2.00 | 1.2739 | 0.0000 | 1.2739 | 2117.00 | 19473.00 |
| 66 | 2005.05.12 14:30 | buy | 6 | 2.00 | 1.2738 | 0.0000 | 1.2838 | ||
| 67 | 2005.05.12 16:53 | close | 6 | 2.00 | 1.2703 | 0.0000 | 1.2838 | -699.99 | 18773.01 |
| 68 | 2005.05.12 16:54 | sell | 7 | 2.00 | 1.2703 | 0.0000 | 1.2603 | ||
| 69 | 2005.05.16 00:51 | t/p | 7 | 2.00 | 1.2603 | 0.0000 | 1.2603 | 2006.00 | 20779.01 |
| 70 | 2005.05.16 02:33 | sell | 8 | 2.00 | 1.2598 | 0.0000 | 1.2498 | ||
| 71 | 2005.05.26 20:40 | t/p | 8 | 2.00 | 1.2498 | 0.0000 | 1.2498 | 2036.00 | 22815.01 |
| 72 | 2005.05.26 20:40 | buy | 9 | 2.00 | 1.2497 | 0.0000 | 1.2597 | ||
| 73 | 2005.05.27 00:45 | close | 9 | 2.00 | 1.2507 | 0.0000 | 1.2597 | 193.00 | 23008.01 |
| 74 | 2005.05.27 00:46 | sell | 10 | 2.00 | 1.2507 | 0.0000 | 1.2407 | ||
| 75 | 2005.05.31 03:21 | t/p | 10 | 2.00 | 1.2407 | 0.0000 | 1.2407 | 2006.00 | 25014.01 |
| 76 | 2005.05.31 11:17 | sell | 11 | 2.00 | 1.2380 | 0.0000 | 1.2280 | ||
| 77 | 2005.06.01 10:06 | t/p | 11 | 2.00 | 1.2280 | 0.0000 | 1.2280 | 2009.00 | 27023.01 |
| 78 | 2005.06.01 10:06 | buy | 12 | 2.00 | 1.2280 | 0.0000 | 1.2380 | ||
| 79 | 2005.06.01 18:09 | close | 12 | 2.00 | 1.2225 | 0.0000 | 1.2380 | -1100.00 | 25923.01 |
| 80 | 2005.06.01 18:09 | sell | 13 | 2.00 | 1.2224 | 0.0000 | 1.2124 | ||
| 81 | 2005.06.10 16:48 | t/p | 13 | 2.00 | 1.2124 | 0.0000 | 1.2124 | 2027.00 | 27950.01 |
| 82 | 2005.06.13 02:52 | sell | 14 | 2.00 | 1.2108 | 0.0000 | 1.2008 | ||
| 83 | 2005.06.24 06:06 | t/p | 14 | 2.00 | 1.2008 | 0.0000 | 1.2008 | 2039.00 | 29989.01 |
| 84 | 2005.06.24 06:06 | buy | 15 | 2.00 | 1.2007 | 0.0000 | 1.2107 | ||
| 85 | 2005.06.24 06:17 | close | 15 | 2.00 | 1.2022 | 0.0000 | 1.2107 | 300.00 | 30289.01 |
| 86 | 2005.06.24 06:17 | sell | 16 | 2.00 | 1.2023 | 0.0000 | 1.1923 | ||
| 87 | 2005.07.04 00:03 | t/p | 16 | 2.00 | 1.1923 | 0.0000 | 1.1923 | 2024.00 | 32313.01 |
| 88 | 2005.07.04 00:06 | sell | 17 | 2.00 | 1.1905 | 0.0000 | 1.1805 | ||
| 89 | 2005.10.19 06:44 | close at stop | 17 | 2.00 | 1.1928 | 0.0000 | 1.1805 | -133.00 | 32180.01 |