Strategy Tester Report
TAHU ROBOT Ver 2
MFXBroker-Demo (Build 432)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2012.07.02 00:00 - 2012.08.03 22:55 (2012.07.01 - 2012.08.04) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Cut_Loss_Risk=50; Lot_Risk=20; | ||||
| Bars in test | 8087 | Ticks modelled | 174263 | Modelling quality | 86.95% |
| Mismatched charts errors | 14 | ||||
| Initial deposit | 100.00 | ||||
| Total net profit | 113.00 | Gross profit | 113.00 | Gross loss | -0.00 |
| Profit factor | Expected payoff | 14.13 | |||
| Absolute drawdown | 14.00 | Maximal drawdown | 19.00 (9.08%) | Relative drawdown | 14.00% (15.40) |
| Total trades | 8 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 8 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 19.00 | loss trade | -0.00 | |
| Average | profit trade | 14.13 | loss trade | -0.00 | |
| Maximum | consecutive wins (profit in money) | 8 (113.00) | consecutive losses (loss in money) | 0 (-0.00) | |
| Maximal | consecutive profit (count of wins) | 113.00 (8) | consecutive loss (count of losses) | -0.00 (0) | |
| Average | consecutive wins | 8 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2012.07.02 00:10 | sell | 1 | 0.20 | 1.2672 | 0.0000 | 1.2667 | ||
| 2 | 2012.07.02 01:03 | t/p | 1 | 0.20 | 1.2667 | 0.0000 | 1.2667 | 10.00 | 110.00 |
| 3 | 2012.07.03 11:56 | sell | 2 | 0.22 | 1.2595 | 0.0000 | 1.2590 | ||
| 4 | 2012.07.03 12:28 | t/p | 2 | 0.22 | 1.2590 | 0.0000 | 1.2590 | 11.00 | 121.00 |
| 5 | 2012.07.16 00:05 | sell | 3 | 0.24 | 1.2266 | 0.0000 | 1.2261 | ||
| 6 | 2012.07.16 00:11 | t/p | 3 | 0.24 | 1.2261 | 0.0000 | 1.2261 | 12.00 | 133.00 |
| 7 | 2012.07.20 06:05 | sell | 4 | 0.26 | 1.2274 | 0.0000 | 1.2269 | ||
| 8 | 2012.07.20 06:07 | t/p | 4 | 0.26 | 1.2269 | 0.0000 | 1.2269 | 13.00 | 146.00 |
| 9 | 2012.07.20 06:07 | sell | 5 | 0.29 | 1.2267 | 0.0000 | 1.2262 | ||
| 10 | 2012.07.20 06:25 | t/p | 5 | 0.29 | 1.2262 | 0.0000 | 1.2262 | 14.50 | 160.50 |
| 11 | 2012.07.23 13:28 | sell | 6 | 0.32 | 1.2121 | 0.0000 | 1.2116 | ||
| 12 | 2012.07.23 13:34 | t/p | 6 | 0.32 | 1.2116 | 0.0000 | 1.2116 | 16.00 | 176.50 |
| 13 | 2012.07.27 14:06 | sell | 7 | 0.35 | 1.2303 | 0.0000 | 1.2298 | ||
| 14 | 2012.07.27 14:14 | t/p | 7 | 0.35 | 1.2298 | 0.0000 | 1.2298 | 17.50 | 194.00 |
| 15 | 2012.08.01 10:29 | sell | 8 | 0.38 | 1.2326 | 0.0000 | 1.2321 | ||
| 16 | 2012.08.01 10:53 | t/p | 8 | 0.38 | 1.2321 | 0.0000 | 1.2321 | 19.00 | 213.00 |
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