Strategy Tester Report
MassMA20 Clone v 2

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2007.01.02 08:00 - 2007.06.22 03:55 (2007.01.01 - 2007.06.24)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersMagicNumber=0; SignalMail=false; EachTickMode=true; Lots=1; Slippage=3; StopLossMode=true; StopLoss=30; TakeProfitMode=true; TakeProfit=20; TrailingStopMode=true; TrailingStop=0; ShortMA=8; LongMA=20; MADifferentialFactor=1; UseHourTrade=true; FromHourTrade=10; ToHourTrade=19; stochShort=1;
Bars in test38885Ticks modelled488630Modelling quality90.00%
Initial deposit10000.00
Total net profit3567.03Gross profit16722.85Gross loss-13155.82
Profit factor1.27Expected payoff27.87
Absolute drawdown199.99Maximal drawdown1690.10 (11.63%)Relative drawdown11.63% (1690.10)
Total trades128Short positions (won %)64 (68.75%)Long positions (won %)64 (62.50%)
Profit trades (% of total)84 (65.63%)Loss trades (% of total)44 (34.38%)
Largestprofit trade206.90loss trade-320.10
Averageprofit trade199.08loss trade-299.00
Maximumconsecutive wins (profit in money)9 (1793.28)consecutive losses (loss in money)3 (-926.79)
Maximalconsecutive profit (count of wins)1793.28 (9)consecutive loss (count of losses)-926.79 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12007.01.02 16:20sell11.001.32721.33021.3252
22007.01.03 11:07t/p11.001.32521.33021.3252202.3110202.31
32007.01.03 11:20sell21.001.32341.32641.3214
42007.01.03 15:59t/p21.001.32141.32641.3214200.0010402.31
52007.01.03 16:15sell31.001.31881.32181.3168
62007.01.03 17:26t/p31.001.31681.32181.3168200.0110602.32
72007.01.04 10:00sell41.001.31231.31531.3103
82007.01.04 10:32t/p41.001.31031.31531.3103200.0010802.32
92007.01.05 14:35sell51.001.30151.30451.2995
102007.01.05 14:49t/p51.001.29951.30451.2995200.0011002.32
112007.01.05 14:49sell61.001.29911.30211.2971
122007.01.08 08:20s/l61.001.30211.30211.2971-297.7010704.62
132007.01.10 14:10sell71.001.29861.30161.2966
142007.01.10 14:40t/p71.001.29661.30161.2966200.0010904.62
152007.01.10 14:50sell81.001.29651.29951.2945
162007.01.10 16:13t/p81.001.29451.29951.2945200.0011104.62
172007.01.11 15:15sell91.001.29351.29651.2915
182007.01.11 15:20t/p91.001.29151.29651.2915199.9911304.61
192007.01.11 15:25sell101.001.29171.29471.2897
202007.01.11 16:12t/p101.001.28971.29471.2897200.0011504.61
212007.01.12 15:30buy111.001.29221.28921.2942
222007.01.12 16:01t/p111.001.29421.28921.2942199.9911704.60
232007.01.18 13:25sell121.001.29181.29481.2898
242007.01.18 14:37t/p121.001.28981.29481.2898200.0011904.60
252007.01.19 17:35buy131.001.29551.29251.2975
262007.01.22 08:14t/p131.001.29751.29251.2975193.3012097.90
272007.01.22 13:50sell141.001.29221.29521.2902
282007.01.22 16:55s/l141.001.29521.29521.2902-300.0011797.90
292007.01.23 11:15buy151.001.30071.29771.3027
302007.01.23 12:57t/p151.001.30271.29771.3027200.0011997.90
312007.01.24 11:15buy161.001.30081.29781.3028
322007.01.24 15:24s/l161.001.29781.29781.3028-300.0111697.89
332007.01.25 10:55sell171.001.29641.29941.2944
342007.01.25 12:05s/l171.001.29941.29941.2944-300.0011397.89
352007.01.25 12:15buy181.001.29931.29631.3013
362007.01.25 17:35s/l181.001.29631.29631.3013-300.0011097.89
372007.01.25 19:35sell191.001.29621.29921.2942
382007.01.25 20:12t/p191.001.29421.29921.2942200.0011297.89
392007.01.26 11:55sell201.001.29051.29351.2885
402007.01.26 15:59t/p201.001.28851.29351.2885200.0011497.89
412007.01.31 13:50buy211.001.29551.29251.2975
422007.01.31 16:06t/p211.001.29751.29251.2975200.0011697.89
432007.01.31 16:15buy221.001.29751.29451.2995
442007.01.31 16:26t/p221.001.29951.29451.2995200.0011897.89
452007.01.31 16:26buy231.001.29981.29681.3018
462007.01.31 17:15t/p231.001.30181.29681.3018200.0012097.89
472007.02.02 15:40sell241.001.29781.30081.2958
482007.02.02 18:52t/p241.001.29581.30081.2958199.9912297.88
492007.02.05 10:45sell251.001.29421.29721.2922
502007.02.05 13:32t/p251.001.29221.29721.2922199.9912497.87
512007.02.06 17:40buy261.001.29641.29341.2984
522007.02.06 19:24t/p261.001.29841.29341.2984200.0012697.87
532007.02.08 15:15buy271.001.30221.29921.3042
542007.02.09 06:46t/p271.001.30421.29921.3042193.3012891.17
552007.02.09 15:10sell281.001.29931.30231.2973
562007.02.12 07:05s/l281.001.30231.30231.2973-297.7012593.47
572007.02.14 16:20buy291.001.31491.31191.3169
582007.02.14 17:35s/l291.001.31191.31191.3169-300.0012293.47
592007.02.16 11:55sell301.001.31221.31521.3102
602007.02.16 14:45t/p301.001.31021.31521.3102200.0012493.47
612007.02.20 14:25buy311.001.31511.31211.3171
622007.02.21 12:37s/l311.001.31211.31211.3171-306.7012186.77
632007.02.21 14:25buy321.001.31491.31191.3169
642007.02.21 14:32s/l321.001.31191.31191.3169-300.0011886.77
652007.02.21 19:25buy331.001.31381.31081.3158
662007.02.22 08:34s/l331.001.31081.31081.3158-320.0911566.68
672007.02.23 14:00buy341.001.31251.30951.3145
682007.02.23 15:20t/p341.001.31451.30951.3145200.0011766.68
692007.02.23 16:00buy351.001.31661.31361.3186
702007.02.26 00:42t/p351.001.31861.31361.3186193.2911959.97
712007.02.26 19:30buy361.001.31681.31381.3188
722007.02.26 23:50t/p361.001.31881.31381.3188200.0012159.97
732007.02.27 10:00buy371.001.32151.31851.3235
742007.02.27 14:29t/p371.001.32351.31851.3235200.0012359.97
752007.03.01 16:36sell381.001.31721.32021.3152
762007.03.02 10:37t/p381.001.31521.32021.3152202.2912562.26
772007.03.05 12:45sell391.001.30891.31191.3069
782007.03.06 08:44s/l391.001.31191.31191.3069-297.7012264.56
792007.03.07 14:05buy401.001.31411.31111.3161
802007.03.07 20:04t/p401.001.31611.31111.3161200.0012464.56
812007.03.08 10:00sell411.001.31491.31791.3129
822007.03.08 15:14t/p411.001.31291.31791.3129200.0012664.56
832007.03.09 14:45sell421.001.31121.31421.3092
842007.03.09 15:28t/p421.001.30921.31421.3092200.0012864.56
852007.03.12 10:40buy431.001.31701.31401.3190
862007.03.12 16:13t/p431.001.31901.31401.3190200.0013064.56
872007.03.12 16:20buy441.001.31881.31581.3208
882007.03.13 09:40s/l441.001.31581.31581.3208-313.4112751.15
892007.03.14 15:30buy451.001.32161.31861.3236
902007.03.14 17:10t/p451.001.32361.31861.3236200.0012951.15
912007.03.19 11:05sell461.001.32891.33191.3269
922007.03.20 20:17s/l461.001.33191.33191.3269-297.7012653.45
932007.03.21 19:20buy471.001.33351.33051.3355
942007.03.21 19:22t/p471.001.33551.33051.3355200.0012853.45
952007.03.21 19:22buy481.001.33591.33291.3379
962007.03.21 19:25t/p481.001.33791.33291.3379200.0013053.45
972007.03.21 19:30buy491.001.33601.33301.3380
982007.03.21 19:47t/p491.001.33801.33301.3380199.9913253.44
992007.03.21 19:50buy501.001.33721.33421.3392
1002007.03.22 00:13t/p501.001.33921.33421.3392179.9013433.34
1012007.03.22 18:25sell511.001.33201.33501.3300
1022007.03.23 15:20t/p511.001.33001.33501.3300202.3013635.64
1032007.03.23 15:25sell521.001.33021.33321.3282
1042007.03.26 00:14t/p521.001.32821.33321.3282202.3013837.94
1052007.03.26 15:55buy531.001.32881.32581.3308
1062007.03.26 16:00t/p531.001.33081.32581.3308200.0014037.94
1072007.03.26 16:15buy541.001.33311.33011.3351
1082007.03.27 10:18t/p541.001.33511.33011.3351193.3014231.24
1092007.03.29 14:40sell551.001.33221.33521.3302
1102007.03.30 12:52t/p551.001.33021.33521.3302204.6114435.85
1112007.03.30 14:30buy561.001.33241.32941.3344
1122007.03.30 14:39s/l561.001.32941.32941.3344-300.0114135.84
1132007.03.30 17:20buy571.001.33561.33261.3376
1142007.03.30 17:27t/p571.001.33761.33261.3376200.0014335.84
1152007.03.30 17:27buy581.001.33791.33491.3399
1162007.03.30 17:48t/p581.001.33991.33491.3399200.0014535.84
1172007.03.30 17:48buy591.001.34011.33711.3421
1182007.03.30 17:54s/l591.001.33711.33711.3421-300.0014235.84
1192007.03.30 17:55buy601.001.33701.33401.3390
1202007.04.02 02:20s/l601.001.33401.33401.3390-306.7013929.14
1212007.04.02 14:05buy611.001.33691.33391.3389
1222007.04.03 19:47s/l611.001.33391.33391.3389-306.7013622.44
1232007.04.04 10:10buy621.001.33521.33221.3372
1242007.04.04 12:37t/p621.001.33721.33221.3372200.0013822.44
1252007.04.04 12:45buy631.001.33711.33411.3391
1262007.04.04 13:01s/l631.001.33411.33411.3391-300.0013522.44
1272007.04.04 13:30sell641.001.33481.33781.3328
1282007.04.04 16:37s/l641.001.33781.33781.3328-300.0013222.44
1292007.04.05 15:30buy651.001.34341.34041.3454
1302007.04.06 14:30s/l651.001.34041.34041.3454-306.7012915.74
1312007.04.06 14:40sell661.001.33891.34191.3369
1322007.04.06 15:57t/p661.001.33691.34191.3369200.0013115.74
1332007.04.09 10:05buy671.001.33671.33371.3387
1342007.04.10 03:47t/p671.001.33871.33371.3387193.3013309.04
1352007.04.12 13:45buy681.001.34681.34381.3488
1362007.04.12 16:20t/p681.001.34881.34381.3488199.9913509.03
1372007.04.12 16:25buy691.001.34901.34601.3510
1382007.04.13 02:44t/p691.001.35101.34601.3510193.3113702.34
1392007.04.13 19:55buy701.001.35361.35061.3556
1402007.04.16 00:00t/p701.001.35561.35061.3556193.3013895.64
1412007.04.16 14:25sell711.001.35421.35721.3522
1422007.04.17 14:44s/l711.001.35721.35721.3522-297.7013597.94
1432007.04.17 14:45buy721.001.35791.35491.3599
1442007.04.18 09:13t/p721.001.35991.35491.3599193.3013791.24
1452007.04.18 13:20sell731.001.35951.36251.3575
1462007.04.18 14:05t/p731.001.35751.36251.3575200.0113991.25
1472007.04.18 14:20sell741.001.35661.35961.3546
1482007.04.18 15:40s/l741.001.35961.35961.3546-300.0013691.25
1492007.04.20 10:00sell751.001.36131.36431.3593
1502007.04.20 15:36t/p751.001.35931.36431.3593200.0013891.25
1512007.04.20 18:25buy761.001.36081.35781.3628
1522007.04.23 08:44s/l761.001.35781.35781.3628-306.7013584.55
1532007.04.24 12:47buy771.001.35811.35511.3601
1542007.04.24 16:00t/p771.001.36011.35511.3601200.0013784.55
1552007.04.24 16:15buy781.001.36111.35811.3631
1562007.04.24 16:25t/p781.001.36311.35811.3631200.0013984.55
1572007.04.24 16:30buy791.001.36271.35971.3647
1582007.04.25 08:33t/p791.001.36471.35971.3647193.3014177.85
1592007.04.25 16:15buy801.001.36651.36351.3685
1602007.04.25 18:55s/l801.001.36351.36351.3685-300.0013877.85
1612007.04.26 11:45sell811.001.36081.36381.3588
1622007.04.26 17:58t/p811.001.35881.36381.3588200.0014077.85
1632007.04.26 19:25buy821.001.36051.35751.3625
1642007.04.27 12:09t/p821.001.36251.35751.3625193.3114271.16
1652007.04.27 17:10sell831.001.36321.36621.3612
1662007.04.27 17:16t/p831.001.36121.36621.3612199.9914471.15
1672007.04.27 17:16sell841.001.36101.36401.3590
1682007.04.27 20:41s/l841.001.36401.36401.3590-300.0014171.15
1692007.05.01 16:25sell851.001.36281.36581.3608
1702007.05.01 16:40t/p851.001.36081.36581.3608200.0014371.15
1712007.05.01 16:55sell861.001.36071.36371.3587
1722007.05.02 05:17t/p861.001.35871.36371.3587202.3014573.45
1732007.05.03 15:24sell871.001.35871.36171.3567
1742007.05.03 16:00t/p871.001.35671.36171.3567200.0014773.45
1752007.05.04 10:05sell881.001.35501.35801.3530
1762007.05.04 14:30s/l881.001.35801.35801.3530-300.0014473.45
1772007.05.07 19:40sell891.001.36031.36331.3583
1782007.05.08 10:17t/p891.001.35831.36331.3583202.2914675.74
1792007.05.08 10:40sell901.001.35731.36031.3553
1802007.05.08 12:49t/p901.001.35531.36031.3553200.0014875.74
1812007.05.08 16:25sell911.001.35241.35541.3504
1822007.05.09 15:23s/l911.001.35541.35541.3504-297.7114578.03
1832007.05.09 15:40buy921.001.35601.35301.3580
1842007.05.09 20:18s/l921.001.35301.35301.3580-300.0014278.03
1852007.05.10 10:25sell931.001.35401.35701.3520
1862007.05.10 14:50t/p931.001.35201.35701.3520200.0014478.03
1872007.05.10 19:10sell941.001.34721.35021.3452
1882007.05.11 14:30s/l941.001.35021.35021.3452-297.7014180.33
1892007.05.14 12:55buy951.001.35541.35241.3574
1902007.05.15 16:32t/p951.001.35741.35241.3574193.2914373.62
1912007.05.15 16:45buy961.001.35841.35541.3604
1922007.05.15 17:02t/p961.001.36041.35541.3604200.0014573.62
1932007.05.15 17:10buy971.001.36021.35721.3622
1942007.05.16 14:03s/l971.001.35721.35721.3622-306.7014266.92
1952007.05.16 14:05sell981.001.35731.36031.3553
1962007.05.16 17:09t/p981.001.35531.36031.3553200.0014466.92
1972007.05.16 17:20sell991.001.35351.35651.3515
1982007.05.16 18:03t/p991.001.35151.35651.3515200.0014666.92
1992007.05.16 18:03sell1001.001.35121.35421.3492
2002007.05.17 09:23s/l1001.001.35421.35421.3492-286.2014380.72
2012007.05.21 11:55sell1011.001.34861.35161.3466
2022007.05.21 12:33t/p1011.001.34661.35161.3466200.0014580.72
2032007.05.21 12:33sell1021.001.34611.34911.3441
2042007.05.21 12:38t/p1021.001.34411.34911.3441200.0014780.72
2052007.05.21 12:40sell1031.001.34441.34741.3424
2062007.05.21 20:51s/l1031.001.34741.34741.3424-300.0014480.72
2072007.05.22 11:50sell1041.001.34441.34741.3424
2082007.05.23 09:51t/p1041.001.34241.34741.3424206.9014687.62
2092007.05.23 10:00sell1051.001.34241.34541.3404
2102007.05.23 12:48s/l1051.001.34541.34541.3404-300.0014387.62
2112007.05.23 13:45buy1061.001.34711.34411.3491
2122007.05.23 13:53t/p1061.001.34911.34411.3491200.0014587.62
2132007.05.23 13:55buy1071.001.34901.34601.3510
2142007.05.23 19:39s/l1071.001.34601.34601.3510-299.9914287.63
2152007.05.24 16:25sell1081.001.34241.34541.3404
2162007.05.25 14:55s/l1081.001.34541.34541.3404-297.7013989.93
2172007.05.25 17:55sell1091.001.34481.34781.3428
2182007.05.29 04:00t/p1091.001.34281.34781.3428204.6014194.53
2192007.05.29 10:10buy1101.001.34601.34301.3480
2202007.05.29 11:00t/p1101.001.34801.34301.3480200.0014394.53
2212007.05.29 14:30buy1111.001.35161.34861.3536
2222007.05.29 16:27s/l1111.001.34861.34861.3536-300.0014094.53
2232007.05.29 19:55sell1121.001.34471.34771.3427
2242007.05.30 11:54t/p1121.001.34271.34771.3427202.3014296.83
2252007.05.30 12:00sell1131.001.34201.34501.3400
2262007.05.31 13:29s/l1131.001.34501.34501.3400-293.1014003.73
2272007.05.31 16:10sell1141.001.34471.34771.3427
2282007.06.01 14:48t/p1141.001.34271.34771.3427202.3014206.03
2292007.06.01 17:45buy1151.001.34381.34081.3458
2302007.06.04 11:09t/p1151.001.34581.34081.3458193.3014399.33
2312007.06.05 14:25buy1161.001.35481.35181.3568
2322007.06.05 15:59s/l1161.001.35181.35181.3568-300.0014099.33
2332007.06.06 19:35buy1171.001.35061.34761.3526
2342007.06.07 12:19s/l1171.001.34761.34761.3526-320.1013779.23
2352007.06.07 12:20sell1181.001.34741.35041.3454
2362007.06.07 16:51t/p1181.001.34541.35041.3454200.0013979.23
2372007.06.07 18:45sell1191.001.34321.34621.3412
2382007.06.08 09:08t/p1191.001.34121.34621.3412202.3014181.53
2392007.06.08 10:04sell1201.001.33841.34141.3364
2402007.06.08 11:35t/p1201.001.33641.34141.3364200.0014381.53
2412007.06.08 11:59sell1211.001.33541.33841.3334
2422007.06.08 12:13t/p1211.001.33341.33841.3334200.0014581.53
2432007.06.08 12:13sell1221.001.33321.33621.3312
2442007.06.08 14:22s/l1221.001.33621.33621.3312-300.0014281.53
2452007.06.11 14:10buy1231.001.33571.33271.3377
2462007.06.12 15:24s/l1231.001.33271.33271.3377-306.7013974.83
2472007.06.14 10:20buy1241.001.33121.32821.3332
2482007.06.14 14:31s/l1241.001.32821.32821.3332-300.0013674.83
2492007.06.14 16:20buy1251.001.33211.32911.3341
2502007.06.15 14:30t/p1251.001.33411.32911.3341193.3013868.13
2512007.06.15 19:35buy1261.001.33861.33561.3406
2522007.06.18 11:38t/p1261.001.34061.33561.3406193.3014061.43
2532007.06.19 10:05sell1271.001.34041.34341.3384
2542007.06.20 04:21s/l1271.001.34341.34341.3384-297.7013763.73
2552007.06.21 14:20buy1281.001.34011.33711.3421
2562007.06.22 03:59close at stop1281.001.33821.33711.3421-196.7013567.03