Strategy Tester Report
SuperStochs v2
(Build 215)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2006.08.04 06:10 - 2008.04.10 03:55 (2006.08.03 - 2008.04.11)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test121894Ticks modelled2542370Modelling quality89.93%
Mismatched charts errors0
Initial deposit10000.00
Total net profit40171.00Gross profit40382.40Gross loss-211.40
Profit factor191.02Expected payoff521.70
Absolute drawdown1300.60Maximal drawdown13402.50 (26.78%)Relative drawdown31.59% (9452.90)
Total trades77Short positions (won %)0 (0.00%)Long positions (won %)77 (98.70%)
Profit trades (% of total)76 (98.70%)Loss trades (% of total)1 (1.30%)
Largestprofit trade2416.20loss trade-211.40
Averageprofit trade531.35loss trade-211.40
Maximumconsecutive wins (profit in money)76 (40382.40)consecutive losses (loss in money)1 (-211.40)
Maximalconsecutive profit (count of wins)40382.40 (76)consecutive loss (count of losses)-211.40 (1)
Averageconsecutive wins76consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12006.08.04 14:04buy10.201.27981.09981.3198
22006.08.04 15:54modify10.201.27981.28081.3198
32006.08.04 16:05buy20.201.29101.11101.3310
42006.08.08 00:11s/l10.201.28081.28081.319821.2010021.20
52006.08.09 02:20buy30.101.27841.09841.3184
62006.08.09 12:34modify30.101.27841.27941.3184
72006.08.10 16:22s/l30.101.27941.27941.318410.9010032.10
82006.08.10 18:10buy40.101.27731.09731.3173
92006.08.17 09:33modify40.101.27731.27831.3173
102006.08.18 14:30s/l40.101.27831.27831.317312.4010044.50
112006.08.23 05:00buy50.101.27951.09951.3195
122006.09.08 17:00buy60.101.26711.08711.3071
132006.09.21 18:14modify60.101.26711.26811.3071
142006.09.26 16:04s/l60.101.26811.26811.307114.8010059.30
152006.09.26 18:41buy70.101.26811.08811.3081
162006.10.10 14:32buy80.101.25441.07441.2944
172006.10.26 08:56modify80.101.25441.25541.2944
182006.10.31 17:37modify70.101.26811.26911.3081
192006.11.03 14:45s/l70.101.26911.26911.308122.0010081.30
202006.11.10 10:05modify50.101.27951.28051.3195
212006.11.13 16:07s/l50.101.28051.28051.319534.6010115.90
222006.11.15 14:00buy90.101.27951.09951.3195
232006.11.22 14:22modify90.101.27951.28051.3195
242006.11.22 16:24t/p80.101.29441.25541.2944412.9010528.80
252006.11.24 09:31modify20.201.29101.29201.3310
262006.11.24 09:32buy100.201.30221.12221.3422
272006.11.27 00:00buy110.201.31551.13551.3555
282006.11.27 00:00modify100.201.30221.30321.3422
292006.11.28 19:17t/p90.101.31951.28051.3195403.9010932.70
302006.11.30 16:57modify110.201.31551.31651.3555
312006.11.30 17:15buy120.201.32681.14681.3668
322006.12.01 16:01t/p20.201.33101.29201.3310871.4011804.10
332006.12.11 01:12s/l110.201.31651.31651.355528.4011832.50
342006.12.11 03:03buy130.201.31541.13541.3554
352006.12.11 18:16modify130.201.31541.31641.3554
362006.12.14 14:35s/l130.201.31641.31641.355423.0011855.50
372006.12.14 23:24buy140.201.31541.13541.3554
382007.01.02 08:34modify140.201.31541.31641.3554
392007.01.03 17:26s/l140.201.31641.31641.355430.8011886.30
402007.01.05 14:30s/l100.201.30321.30321.342245.2011931.50
412007.01.05 18:00buy150.201.30051.12051.3405
422007.01.11 23:00buy160.201.28921.10921.3292
432007.01.19 04:55modify160.201.28921.29021.3292
442007.01.26 12:10s/l160.201.29021.29021.329229.0011960.50
452007.01.26 15:56buy170.201.28931.10931.3293
462007.01.31 16:22modify170.201.28931.29031.3293
472007.02.14 14:57modify150.201.30051.30151.3405
482007.02.14 16:01buy180.201.31171.13171.3517
492007.02.27 09:29modify180.201.31171.31271.3517
502007.03.05 02:50s/l180.201.31271.31271.351731.4011991.90
512007.03.05 05:07buy190.201.31481.13481.3548
522007.03.15 16:18modify190.201.31481.31581.3548
532007.03.16 01:57t/p170.201.32931.29031.3293829.4012821.30
542007.03.21 19:25modify120.201.32681.32781.3668
552007.03.21 19:25buy200.201.33811.15811.3781
562007.03.22 00:50t/p150.201.34051.30151.3405845.6013666.90
572007.03.26 00:47s/l120.201.32781.32781.366888.4013755.30
582007.03.26 01:00buy210.201.32671.14671.3667
592007.03.28 16:15modify210.201.32671.32771.3667
602007.04.12 15:46modify200.201.33811.33911.3781
612007.04.12 16:22buy220.201.34931.16931.3893
622007.04.13 14:30t/p190.201.35481.31581.3548824.6014579.90
632007.04.17 14:50modify220.201.34931.35031.3893
642007.04.18 10:56buy230.201.36051.18051.4005
652007.04.27 14:30t/p210.201.36671.32771.3667820.4015400.30
662007.05.10 14:55s/l220.201.35031.35031.389336.8015437.10
672007.05.11 14:03buy240.201.34931.16931.3893
682007.05.15 16:50modify240.201.34931.35031.3893
692007.05.16 18:12s/l240.201.35031.35031.389321.8015458.90
702007.05.17 17:00buy250.201.34931.16931.3893
712007.06.08 09:25s/l200.201.33911.33911.378168.6015527.50
722007.06.08 12:49buy260.201.33521.15521.3752
732007.06.22 14:16modify260.201.33521.33621.3752
742007.07.02 13:52modify250.201.34931.35031.3893
752007.07.10 15:48modify230.201.36051.36151.4005
762007.07.10 15:50buy270.201.37181.19181.4118
772007.07.10 23:49t/p260.201.37521.33621.3752818.0016345.50
782007.07.18 02:22modify270.201.37181.37281.4118
792007.07.18 06:08buy280.301.38301.20301.4230
802007.07.25 12:36s/l270.201.37281.37281.411829.0016374.50
812007.07.25 18:05buy290.201.37171.19171.4117
822007.07.30 00:00s/l230.201.36151.36151.400581.8016456.30
832007.08.03 21:04modify290.201.37171.37271.4117
842007.08.08 08:15s/l290.201.37271.37271.411728.4016484.70
852007.08.09 15:25buy300.201.36821.18821.4082
862007.08.15 06:39s/l250.201.35031.35031.389372.8016557.50
872007.08.15 06:57buy310.201.35081.17081.3908
882007.08.24 13:00modify310.201.35081.35181.3908
892007.09.07 15:32modify300.201.36821.36921.4082
902007.09.12 17:54t/p310.201.39081.35181.3908816.8017374.30
912007.09.18 20:16modify280.301.38301.38401.4230
922007.09.18 20:16buy320.301.39421.21421.4342
932007.09.20 09:19modify320.301.39421.39521.4342
942007.09.20 09:22buy330.301.40541.22541.4454
952007.09.20 16:53t/p300.201.40821.36921.4082825.2018199.50
962007.09.25 16:00modify330.301.40541.40641.4454
972007.09.27 08:50buy340.301.41661.23661.4566
982007.09.28 16:58t/p280.301.42301.38401.42301266.6019466.10
992007.09.28 19:43modify340.301.41661.41761.4566
1002007.09.28 20:26buy350.301.42791.24791.4679
1012007.10.02 11:13s/l340.301.41761.41761.456632.7019498.80
1022007.10.02 14:06buy360.301.41661.23661.4566
1032007.10.05 14:34s/l330.301.40641.40641.445443.5019542.30
1042007.10.08 18:44buy370.301.40541.22541.4454
1052007.10.10 14:20modify370.301.40541.40641.4454
1062007.10.18 12:39modify360.301.41661.41761.4566
1072007.10.22 01:35t/p320.301.43421.39521.43421230.6020772.90
1082007.10.22 13:42s/l360.301.41761.41761.456648.0020820.90
1092007.10.22 19:32buy380.301.41661.23661.4566
1102007.10.23 14:04modify380.301.41661.41761.4566
1112007.10.26 14:14modify350.301.42791.42891.4679
1122007.10.26 16:53buy390.301.43921.25921.4792
1132007.10.31 08:20t/p370.301.44541.40641.44541220.7022041.60
1142007.10.31 19:44modify390.301.43921.44021.4792
1152007.10.31 19:59buy400.301.45041.27041.4904
1162007.11.06 15:07t/p380.301.45661.41761.45661213.5023255.10
1172007.11.07 03:28modify400.301.45041.45141.4904
1182007.11.07 03:28buy410.401.46171.28171.5017
1192007.11.07 10:15t/p350.301.46791.42891.46791234.2024489.30
1202007.11.07 14:05modify410.401.46171.46271.5017
1212007.11.07 14:05buy420.401.47291.29291.5129
1222007.11.07 21:28s/l410.401.46271.46271.501740.0024529.30
1232007.11.13 08:29buy430.401.46161.28161.5016
1242007.11.14 15:13modify430.401.46161.46261.5016
1252007.11.15 10:24s/l430.401.46261.46261.501644.8024574.10
1262007.11.16 00:26buy440.401.46171.28171.5017
1272007.11.20 08:32modify440.401.46171.46271.5017
1282007.11.20 11:06t/p390.301.47921.44021.47921220.7025794.80
1292007.11.20 22:15modify420.401.47291.47391.5129
1302007.11.20 22:38buy450.401.48411.30411.5241
1312007.11.23 02:20t/p400.301.49041.45141.49041222.5027017.30
1322007.11.23 03:32buy460.401.49601.31601.5360
1332007.11.23 03:32modify450.401.48411.48511.5241
1342007.11.23 09:23s/l450.401.48511.48511.524146.0027063.30
1352007.11.26 09:20buy470.401.48451.30451.5245
1362007.11.28 09:32s/l420.401.47391.47391.512965.2027128.50
1372007.11.28 11:33buy480.401.47331.29331.5133
1382007.11.28 20:33modify480.401.47331.47431.5133
1392007.11.29 09:31s/l480.401.47431.47431.513343.6027172.10
1402007.11.30 21:59s/l440.401.46271.46271.501756.8027228.90
1412007.12.03 00:00buy490.401.46511.28511.5051
1422007.12.04 14:20modify490.401.46511.46611.5051
1432007.12.05 14:36s/l490.401.46611.46611.505142.4027271.30
1442007.12.05 18:00buy500.401.46651.28651.5065
1452007.12.06 13:15buy510.301.45491.27491.4949
1462007.12.06 17:54modify510.301.45491.45591.4949
1472007.12.14 10:45s/l510.301.45591.45591.494937.2027308.50
1482007.12.14 13:06buy520.301.45011.27011.4901
1492007.12.17 12:38buy530.301.43711.25711.4771
1502007.12.26 14:05modify530.301.43711.43811.4771
1512007.12.27 17:16modify520.301.45011.45111.4901
1522008.01.03 13:00modify500.401.46651.46751.5065
1532008.01.03 13:00t/p530.301.47711.43811.47711217.1028525.60
1542008.01.07 08:55s/l500.401.46751.46751.506579.6028605.20
1552008.01.07 11:00buy540.401.46911.28911.5091
1562008.01.10 18:38modify540.401.46911.47011.5091
1572008.01.14 11:09t/p520.301.49011.45111.49011226.1029831.30
1582008.01.16 16:52s/l540.401.47011.47011.509150.8029882.10
1592008.01.16 19:00buy550.401.46571.28571.5057
1602008.01.21 05:06buy560.401.45431.27431.4943
1612008.01.22 02:16buy570.301.44161.26161.4816
1622008.01.22 12:08modify570.301.44161.44261.4816
1632008.01.22 16:37modify560.401.45431.45531.4943
1642008.01.23 12:17s/l560.401.45531.45531.494342.4029924.50
1652008.01.24 19:44modify550.401.46571.46671.5057
1662008.01.25 17:50s/l550.401.46671.46671.505753.2029977.70
1672008.01.25 20:57buy580.401.46751.28751.5075
1682008.01.28 15:54modify580.401.46751.46851.5075
1692008.01.30 11:15t/p570.301.48161.44261.48161207.2031184.90
1702008.02.01 14:30modify470.401.48451.48551.5245
1712008.02.01 15:24s/l470.401.48551.48551.5245122.8031307.70
1722008.02.01 18:00buy590.501.48481.30481.5248
1732008.02.05 11:23s/l580.401.46851.46851.507550.8031358.50
1742008.02.05 11:32buy600.401.46881.28881.5088
1752008.02.07 16:00buy610.401.45251.27251.4925
1762008.02.14 09:11modify610.401.45251.45351.4925
1772008.02.21 16:56modify600.401.46881.46981.5088
1782008.02.26 19:22t/p610.401.49251.45351.49251620.4032978.90
1792008.02.26 20:31modify590.501.48481.48581.5248
1802008.02.27 09:45modify460.401.49601.49701.5360
1812008.02.27 09:47buy620.501.50721.32721.5472
1822008.02.27 15:39t/p600.401.50881.46981.50881626.4034605.30
1832008.02.28 16:56modify620.501.50721.50821.5472
1842008.02.28 17:01buy630.501.51841.33841.5584
1852008.03.03 15:25t/p590.501.52481.48581.52482043.5036648.80
1862008.03.05 17:16modify630.501.51841.51941.5584
1872008.03.05 17:21buy640.601.52961.34961.5696
1882008.03.06 15:08t/p460.401.53601.49701.53601724.8038373.60
1892008.03.07 06:27modify640.601.52961.53061.5696
1902008.03.07 07:14buy650.601.54081.36081.5808
1912008.03.11 11:34t/p620.501.54721.50821.54722019.5040393.10
1922008.03.11 15:26s/l640.601.53061.53061.569670.8040463.90
1932008.03.12 16:32modify650.601.54081.54181.5808
1942008.03.12 18:57buy660.601.55201.37201.5920
1952008.03.13 04:27t/p630.501.55841.51941.55842021.0042484.90
1962008.03.13 10:12modify660.601.55201.55301.5920
1972008.03.13 21:35buy670.601.56321.38321.6032
1982008.03.17 00:36modify670.601.56321.56421.6032
1992008.03.17 00:48buy680.701.57581.39581.6158
2002008.03.17 02:27t/p650.601.58081.54181.58082414.4044899.30
2012008.03.17 03:22modify680.701.57581.57681.6158
2022008.03.17 03:22buy690.701.58701.40701.6270
2032008.03.17 08:46s/l680.701.57681.57681.615870.0044969.30
2042008.03.17 21:00buy700.601.57461.39461.6146
2052008.03.18 20:53s/l670.601.56421.56421.603265.4045034.70
2062008.03.18 23:18buy710.601.56321.38321.6032
2072008.03.19 09:41modify710.601.56321.56421.6032
2082008.03.19 16:35s/l710.601.56421.56421.603261.8045096.50
2092008.03.19 22:01buy720.601.56321.38321.6032
2102008.03.20 10:28s/l660.601.55301.55301.592078.0045174.50
2112008.03.20 12:00buy730.601.54631.36631.5863
2122008.03.25 04:58modify730.601.54631.54731.5863
2132008.03.26 11:50modify720.601.56321.56421.6032
2142008.03.26 21:11modify700.601.57461.57561.6146
2152008.03.27 09:02s/l700.601.57561.57561.614681.6045256.10
2162008.03.31 16:16t/p730.601.58631.54731.58632416.2047672.30
2172008.04.01 11:58s/l720.601.56421.56421.603283.4047755.70
2182008.04.01 13:52buy740.701.56671.38671.6067
2192008.04.03 13:22buy750.601.55531.37531.5953
2202008.04.03 17:13modify750.601.55531.55631.5953
2212008.04.04 14:33modify740.701.56671.56771.6067
2222008.04.07 04:00s/l740.701.56771.56771.606782.6047838.30
2232008.04.07 06:00buy760.701.56721.38721.6072
2242008.04.08 02:14modify760.701.56721.56821.6072
2252008.04.08 14:30s/l760.701.56821.56821.607272.1047910.40
2262008.04.08 16:00buy770.701.57211.39211.6121
2272008.04.09 18:44modify770.701.57211.57311.6121
2282008.04.10 03:59close at stop770.701.58321.57311.6121785.4048695.80
2292008.04.10 03:59close at stop750.601.58321.55631.59531686.6050382.40
2302008.04.10 03:59close at stop690.701.58321.40701.6270-211.4050171.00