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

 

Symbol EURUSD (Euro vs US Dollar)
Period 5 Minutes (M5) 2004.01.01 00:04 - 2013.02.28 23:59 (2004.01.01 - 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=true; __="Relative Strenght Index:"; Used_RSI_01=false; Used_As_Signal_01=true; Inverted_Signal_01=false; RSI_TimeFrame_01=30; RSI_Period_01=12; 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=30; SAR_Step_03=0.02; SAR_Max_03=0.2; __.="Moving Average:"; Used_MA_04=true; Used_As_Signal_04=false; Inverted_Signal_04=false; MA_TimeFrame_04=5; MA_Fast_Period_04=6; MA_Fast_Method_04=0; MA_Slow_Period_04=38; 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; __...=" *******************************************"; ______=" <<<<<< Money Management: >>>>>>"; Lot=0.01; Only_One_Order_In_Market=true; Martingale=true; Multiplying_Factor=2; Max_Multiplying=5; 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=80; StopLoss=74; Daily_Profit_Limitation=0; Daily_Limit_Forced_Closing=false; Orders_Daily_Limit=0; __......=" *****************************************"; _______=" <<<<<< Time Management: >>>>>>"; Enable_Time_Management=true; Enable_Time_Control=true; StartTime="13:00"; EndTime="14:00"; Time_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=3934915; Slippage=10;
 
Bars in test 3137720 Ticks modelled 6108332 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 600.00        
Total net profit 7781.17 Gross profit 22442.92 Gross loss -14661.75
Profit factor 1.53 Expected payoff 4.86    
Absolute drawdown 152.14 Maximal drawdown 567.44 (8.75%) Relative drawdown 50.35% (555.30)
 
Total trades 1601 Short positions (won %) 842 (50.59%) Long positions (won %) 759 (53.10%)
  Profit trades (% of total) 829 (51.78%) Loss trades (% of total) 772 (48.22%)
Largest profit trade 513.15 loss trade -237.95
Average profit trade 27.07 loss trade -18.99
Maximum consecutive wins (profit in money) 12 (151.99) consecutive losses (loss in money) 6 (-467.30)
Maximal consecutive profit (count of wins) 544.02 (5) consecutive loss (count of losses) -467.30 (6)
Average consecutive wins 2 consecutive losses 2
Fx-Builder Light Package 2 EURUSD backtest results