Strategy Tester Report
Intrepidus-final
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2005.06.03 04:30 - 2005.11.11 23:00 | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Lots=3; Periods=20; Deviations=2; TakeProfit=100; TrailingStop=30; | ||||
| Bars in test | 32768 | Ticks modelled | 429909 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 18304.50 | Gross profit | 19332.01 | Gross loss | -1027.51 |
| Profit factor | 18.81 | Expected payoff | 1144.03 | ||
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 570.02 (2.5%) | ||
| Total trades | 16 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 9 (22.22%) |
| Profit trades (% of total) | 8 (50.00%) | Loss trades (% of total) | 8 (50.00%) | ||
| Largest | profit trade | 3562.50 | loss trade | -457.49 | |
| Average | profit trade | 2416.50 | loss trade | -128.44 | |
| Maximum | consecutive wins (profit in money) | 5 (12460.51) | consecutive losses (loss in money) | 7 (-570.02) | |
| Maximal | consecutive profit (count of wins) | 12460.51 (5) | consecutive loss (count of losses) | -570.02 (7) | |
| Average | consecutive wins | 4 | consecutive losses | 4 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2005.06.03 06:08 | sell | 1 | 3.00 | 1.2280 | 0.0000 | 1.2180 | ||
| 2 | 2005.06.09 16:34 | t/p | 1 | 3.00 | 1.2180 | 0.0000 | 1.2180 | 3027.00 | 13027.00 |
| 3 | 2005.06.09 16:59 | sell | 2 | 3.00 | 1.2190 | 0.0000 | 1.2090 | ||
| 4 | 2005.06.13 03:03 | t/p | 2 | 3.00 | 1.2090 | 0.0000 | 1.2090 | 3009.00 | 16036.00 |
| 5 | 2005.06.13 03:03 | buy | 3 | 3.00 | 1.2089 | 0.0000 | 1.2189 | ||
| 6 | 2005.06.13 07:07 | close | 3 | 3.00 | 1.2100 | 0.0000 | 1.2189 | 330.01 | 16366.01 |
| 7 | 2005.06.13 07:08 | sell | 4 | 3.00 | 1.2100 | 0.0000 | 1.2000 | ||
| 8 | 2005.06.24 06:06 | t/p | 4 | 3.00 | 1.2000 | 0.0000 | 1.2000 | 3058.50 | 19424.51 |
| 9 | 2005.06.24 06:19 | sell | 5 | 3.00 | 1.2018 | 0.0000 | 1.1918 | ||
| 10 | 2005.07.04 00:03 | t/p | 5 | 3.00 | 1.1918 | 0.0000 | 1.1918 | 3036.00 | 22460.51 |
| 11 | 2005.07.04 00:03 | buy | 6 | 3.00 | 1.1918 | 0.0000 | 1.2018 | ||
| 12 | 2005.07.04 00:03 | close | 6 | 3.00 | 1.1913 | 0.0000 | 1.2018 | -150.00 | 22310.51 |
| 13 | 2005.07.04 00:03 | buy | 7 | 3.00 | 1.1914 | 0.0000 | 1.2014 | ||
| 14 | 2005.07.04 00:03 | close | 7 | 3.00 | 1.1912 | 0.0000 | 1.2014 | -60.00 | 22250.51 |
| 15 | 2005.07.04 00:03 | buy | 8 | 3.00 | 1.1915 | 0.0000 | 1.2015 | ||
| 16 | 2005.07.04 00:04 | close | 8 | 3.00 | 1.1912 | 0.0000 | 1.2015 | -90.01 | 22160.50 |
| 17 | 2005.07.04 00:04 | buy | 9 | 3.00 | 1.1916 | 0.0000 | 1.2016 | ||
| 18 | 2005.07.04 00:04 | close | 9 | 3.00 | 1.1914 | 0.0000 | 1.2016 | -60.00 | 22100.50 |
| 19 | 2005.07.04 00:04 | buy | 10 | 3.00 | 1.1918 | 0.0000 | 1.2018 | ||
| 20 | 2005.07.04 00:04 | close | 10 | 3.00 | 1.1916 | 0.0000 | 1.2018 | -60.00 | 22040.50 |
| 21 | 2005.07.04 00:04 | buy | 11 | 3.00 | 1.1920 | 0.0000 | 1.2020 | ||
| 22 | 2005.07.04 00:04 | close | 11 | 3.00 | 1.1918 | 0.0000 | 1.2020 | -60.00 | 21980.50 |
| 23 | 2005.07.04 00:04 | buy | 12 | 3.00 | 1.1920 | 0.0000 | 1.2020 | ||
| 24 | 2005.07.04 00:04 | close | 12 | 3.00 | 1.1917 | 0.0000 | 1.2020 | -90.01 | 21890.49 |
| 25 | 2005.07.04 00:04 | buy | 13 | 3.00 | 1.1920 | 0.0000 | 1.2020 | ||
| 26 | 2005.07.04 03:14 | close | 13 | 3.00 | 1.1930 | 0.0000 | 1.2020 | 300.00 | 22190.49 |
| 27 | 2005.07.04 03:21 | sell | 14 | 3.00 | 1.1929 | 0.0000 | 1.1829 | ||
| 28 | 2005.11.04 16:49 | t/p | 14 | 3.00 | 1.1829 | 0.0000 | 1.1829 | 3562.50 | 25752.99 |
| 29 | 2005.11.04 18:08 | sell | 15 | 3.00 | 1.1816 | 0.0000 | 1.1716 | ||
| 30 | 2005.11.08 02:16 | t/p | 15 | 3.00 | 1.1716 | 0.0000 | 1.1716 | 3009.00 | 28761.99 |
| 31 | 2005.11.08 03:51 | sell | 16 | 3.00 | 1.1719 | 0.0000 | 1.1619 | ||
| 32 | 2005.11.11 23:04 | close at stop | 16 | 3.00 | 1.1735 | 0.0000 | 1.1619 | -457.49 | 28304.50 |