Strategy Tester Report
Fx_Builder_Basic 1.0.5_
AlpariUK-Demo-Pro (Build 482)

 

Symbol EURUSD (Euro vs US Dollar)
Period 5 Minutes (M5) 1999.01.04 12:09 - 2013.02.28 23:59 (1999.01.01 - 2013.03.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters GMT_Set=" <<<<<< GMT Parameters: >>>>>>"; AutoGMT=false; ManualGMT=2; __..=" *****************************************************"; _=" <<<<<< Indicator Signals. Parameters: >>>>>>"; Enable_Indicator_Signals=false; __="Relative Strenght Index:"; Used_RSI_01=true; Used_As_Signal_01=true; Inverted_Signal_01=false; RSI_TimeFrame_01=15; RSI_Period_01=14; RSI_High_01=70; RSI_Low_01=30; ___="MACD:"; Used_MACD_02=false; Used_As_Signal_02=true; Used_Zero_Crossing=false; Inverted_Signal_02=false; MACD_TimeFrame_02=15; MACD_FastEMA_02=12; MACD_SlowEMA_02=26; MACD_SMA_02=9; _.="Parabolic_SAR:"; Used_SAR_03=false; Used_As_Signal_03=true; Inverted_Signal_03=false; SAR_TimeFrame_03=60; SAR_Step_03=0.02; SAR_Max_03=0.2; __.="Moving Average:"; Used_MA_04=false; Used_As_Signal_04=true; Inverted_Signal_04=false; MA_TimeFrame_04=60; MA_Fast_Period_04=14; MA_Fast_Method_04=0; MA_Slow_Period_04=46; MA_Slow_Method_04=0; ___.="Money Flow Index:"; Used_MFI_05=false; Used_As_Signal_05=true; Inverted_Signal_05=false; MFI_TimeFrame_05=15; MFI_Period_05=14; MFI_High_05=80; MFI_Low_05=20; ____="Awesome Oscillator:"; Used_AO_06=false; Used_As_Signal_06=true; Inverted_Signal_06=false; AO_TimeFrame_06=30; ____.="Bollinger Bands:"; Used_BB_07=false; Used_As_Signal_07=true; Inverted_Signal_07=false; BB_TimeFrame_07=30; BB_Period_07=20; BB_Deviation_07=2; _..=" **********************************************"; _____=" <<<<<< Bar Signals. Parameters: >>>>>>"; Enable_Bar_Signals=true; Start_Hour=10; Expect_Hours_After_Start=15; Bar_Type=60; Number_Of_Bars_For_Calculation=2; Distance_From_Range=30; Trade_On_Breakdown=true; __...=" *******************************************"; ______=" <<<<<< Money Management: >>>>>>"; Lot=0.01; Only_One_Order_In_Market=true; Martingale=true; Multiplying_Factor=2; Max_Multiplying=6; Multiply_After_Zero_Profit=false; ResetLot_After_Max_Multiplying=true; Min_Lot=0.01; Max_Lot=10000; Use_Compounding=false; StartLot_For_Compounding=0.1; Start_Deposit_For_Compounding=5000; __....=" ************************************************"; ______.=" <<<<<< Stop Level Management: >>>>>>"; TakeProfit=90; StopLoss=90; Daily_Profit_Limitation=0; Daily_Limit_Forced_Closing=false; Orders_Daily_Limit=0; DynamicStops="---Сhange StopLevel After Loss---"; Increase_Or_Reduce_Stops=false; Increase_Or_Reduce_TP=10; Increase_Or_Reduce_SL=-10; MaxChangeStops=6; ResetStops_After_MaxChange=false; __......=" *****************************************"; _______=" <<<<<< Time Management: >>>>>>"; Enable_Time_Management=false; Enable_Time_Control=true; StartTime="8:00"; EndTime="15:05"; Time_Ended_Forced_Closing=false; DayControl="---Day Control---"; Trade_On_Monday=true; Trade_On_Tuesday=true; Trade_On_Wednesday=true; Trade_On_Thursday=true; Trade_On_Friday=true; Day_Ended_Forced_Closing=false; __.......=" **********************************************"; _______.=" <<<<<< Notification Parameters: >>>>>>"; eMail_When_Opened=false; Push_When_Opened=false; Sound_When_Opened=false; Sound_Name="alert.wav"; ________.=" <<<<<< Other Parameters: >>>>>>"; Magic=3934912; Slippage=10;
 
Bars in test 4845163 Ticks modelled 9409524 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 650.00        
Total net profit 6596.28 Gross profit 22854.53 Gross loss -16258.26
Profit factor 1.41 Expected payoff 4.54    
Absolute drawdown 329.39 Maximal drawdown 626.07 (13.78%) Relative drawdown 55.31% (396.77)
 
Total trades 1454 Short positions (won %) 747 (50.07%) Long positions (won %) 707 (51.49%)
  Profit trades (% of total) 738 (50.76%) Loss trades (% of total) 716 (49.24%)
Largest profit trade 576.38 loss trade -289.54
Average profit trade 30.97 loss trade -22.71
Maximum consecutive wins (profit in money) 8 (98.73) consecutive losses (loss in money) 6 (-568.13)
Maximal consecutive profit (count of wins) 585.00 (2) consecutive loss (count of losses) -568.13 (6)
Average consecutive wins 2 consecutive losses 2
Fx-Builder Basic Package 1 EURUSD backtest results