Strategy Tester Report
sigis ea
AM-Demo (Build 500)

SymbolEURUSD (Euro vs US Dollar)
Period30 Minutes (M30) 2013.04.01 00:00 - 2013.05.17 20:30 (2013.04.01 - 2013.05.18)
ModelEvery tick (the most precise method based on all available least timeframes)
Parameterscomment="EA"; magic=1234; moneymanagement="Money Management"; lots=0.01; lotsoptimized=false; risk=1; minlot=0.01; maxlot=0.01; lotdigits=2; ordersmanagement="Order Management"; oppositeclose=true; reversesignals=false; maxtrades=100; tradesperbar=1; lstoploss=0; sstoploss=0; ltakeprofit=35; ltakeprofit2=50; ltakeprofit3=75; ltakeprofit4=100; ltakeprofit5=0; stakeprofit=44; stakeprofit2=22; stakeprofit3=75; stakeprofit4=100; stakeprofit5=0; trailingstart=0; trailingstop=0; trailingstep=0; breakevengain=0; breakeven=0; advordersmanagement="Advanced Order Management"; open5orders=false; closeonbadconditions=false; closeonarrows=false; autostop=false; autostopmargin=0; minimumstop=38; maximumstop=38; notradeovermaxstop=false; trailonsniperstop=false; entrylogics="Entry Logics"; onlycross=true; usesniper=true; SniperPeriod=30; SniperType=3; arrow_shift=30; Alerts=1; usestop=true; usetrenda=true; usetrendb=true; Sniper=0.01; SniperSS=0.1; SniperP=7; AlertsEnabled=false; shift=1; filersettings="Filter Settings"; usefilter=false; timeframe=240; onlycrosstf=true; usesnipertf=true; SniperPeriodtf=30; SniperTypetf=3; arrow_shifttf=30; Alertstf=1; usestoptf=true; usetrendatf=true; usetrendbtf=true; Snipertf=0.01; SniperSStf=0.1; SniperPtf=7; AlertsEnabledtf=false; extrafeatures="Extra Features"; samedirection=true; minclosetime=false; mincloseminutes=61; timefilter="Time Filter"; gmtshift=2; filter=false; start=4; end=20; tradesunday=true; fridayfilter=false; fridayend=24;
Bars in test2662Ticks modelled214222Modelling quality80.70%
Mismatched charts errors0
Initial deposit50.00
Total net profit75.97Gross profit249.88Gross loss-173.91
Profit factor1.44Expected payoff0.57
Absolute drawdown20.42Maximal drawdown50.65 (47.40%)Relative drawdown56.34% (38.16)
Total trades133Short positions (won %)69 (46.38%)Long positions (won %)64 (59.38%)
Profit trades (% of total)70 (52.63%)Loss trades (% of total)63 (47.37%)
Largestprofit trade4.40loss trade-7.00
Averageprofit trade3.57loss trade-2.76
Maximumconsecutive wins (profit in money)12 (45.57)consecutive losses (loss in money)9 (-24.04)
Maximalconsecutive profit (count of wins)45.57 (12)consecutive loss (count of losses)-24.33 (7)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12013.04.01 01:30sell10.011.27950.00001.2751
22013.04.01 08:30close10.011.28100.00001.2751-1.5048.50
32013.04.01 08:30buy20.011.28100.00001.2845
42013.04.01 14:00buy30.011.28220.00001.2857
52013.04.01 15:08t/p20.011.28450.00001.28453.5052.00
62013.04.01 16:26t/p30.011.28570.00001.28573.5055.50
72013.04.02 02:30buy40.011.28730.00001.2908
82013.04.02 07:30close40.011.28480.00001.2908-2.5053.00
92013.04.02 07:30sell50.011.28480.00001.2804
102013.04.02 09:30sell60.011.28320.00001.2788
112013.04.02 14:30sell70.011.28170.00001.2773
122013.04.02 20:00sell80.011.28140.00001.2770
132013.04.03 02:12t/p50.011.28040.00001.28044.3957.38
142013.04.03 02:12sell90.011.28030.00001.2759
152013.04.03 07:30sell100.011.27930.00001.2749
162013.04.03 10:00close100.011.28160.00001.2749-2.3055.09
172013.04.03 10:00close90.011.28160.00001.2759-1.3053.79
182013.04.03 10:00close80.011.28160.00001.2770-0.2253.57
192013.04.03 10:00close70.011.28160.00001.27730.0953.66
202013.04.03 10:00close60.011.28160.00001.27881.5955.24
212013.04.03 10:00buy110.011.28160.00001.2851
222013.04.03 13:00buy120.011.28300.00001.2865
232013.04.03 14:33t/p110.011.28510.00001.28513.5058.74
242013.04.04 01:30buy130.011.28500.00001.2885
252013.04.04 06:30close130.011.28330.00001.2885-1.7057.04
262013.04.04 06:30close120.011.28330.00001.28650.2657.30
272013.04.04 06:30sell140.011.28330.00001.2789
282013.04.04 09:02t/p140.011.27890.00001.27894.4061.70
292013.04.04 14:30sell150.011.27900.00001.2746
302013.04.04 15:30close150.011.28490.00001.2746-5.9055.80
312013.04.04 15:30buy160.011.28490.00001.2884
322013.04.04 17:47t/p160.011.28840.00001.28843.5059.30
332013.04.05 08:30sell170.011.29080.00001.2864
342013.04.05 13:30close170.011.29670.00001.2864-5.9053.40
352013.04.05 13:30buy180.011.29670.00001.3002
362013.04.05 13:31t/p180.011.30020.00001.30023.5056.90
372013.04.08 06:30sell190.011.29850.00001.2941
382013.04.08 12:00close190.011.30230.00001.2941-3.8053.10
392013.04.08 12:00buy200.011.30230.00001.3058
402013.04.09 01:03t/p200.011.30580.00001.30583.4956.59
412013.04.09 01:30buy210.011.30600.00001.3095
422013.04.09 12:30buy220.011.30430.00001.3078
432013.04.09 16:09t/p220.011.30780.00001.30783.5060.09
442013.04.09 16:27t/p210.011.30950.00001.30953.5063.59
452013.04.09 16:30buy230.011.30990.00001.3134
462013.04.10 07:30close230.011.30790.00001.3134-2.0161.58
472013.04.10 07:30sell240.011.30790.00001.3035
482013.04.10 09:00close240.011.31050.00001.3035-2.6058.98
492013.04.10 09:00buy250.011.31050.00001.3140
502013.04.10 13:00buy260.011.31010.00001.3136
512013.04.10 14:00close260.011.30740.00001.3136-2.7056.28
522013.04.10 14:00close250.011.30740.00001.3140-3.1053.18
532013.04.10 14:00sell270.011.30740.00001.3030
542013.04.11 02:00sell280.011.30490.00001.3005
552013.04.11 06:30close280.011.30690.00001.3005-2.0051.18
562013.04.11 06:30close270.011.30690.00001.30300.4651.63
572013.04.11 06:30buy290.011.30690.00001.3104
582013.04.11 11:02t/p290.011.31040.00001.31043.5055.13
592013.04.11 16:30buy300.011.31230.00001.3158
602013.04.12 04:00buy310.011.31190.00001.3154
612013.04.12 08:00close310.011.30980.00001.3154-2.1053.03
622013.04.12 08:00close300.011.30980.00001.3158-2.5150.52
632013.04.12 08:00sell320.011.30980.00001.3054
642013.04.12 10:01t/p320.011.30540.00001.30544.4054.92
652013.04.12 14:00sell330.011.30700.00001.3026
662013.04.12 15:30close330.011.30840.00001.3026-1.4053.52
672013.04.12 15:30buy340.011.30840.00001.3119
682013.04.14 22:15buy350.011.31150.00001.3150
692013.04.15 04:00close350.011.30770.00001.3150-3.8149.70
702013.04.15 04:00close340.011.30770.00001.3119-0.7148.99
712013.04.15 04:00sell360.011.30770.00001.3033
722013.04.15 09:30sell370.011.30580.00001.3014
732013.04.15 13:30close370.011.30930.00001.3014-3.5045.49
742013.04.15 13:30close360.011.30930.00001.3033-1.6043.89
752013.04.15 13:30buy380.011.30930.00001.3128
762013.04.15 19:30close380.011.30400.00001.3128-5.3038.59
772013.04.15 19:30sell390.011.30400.00001.2996
782013.04.16 05:00close390.011.30650.00001.2996-2.5236.08
792013.04.16 05:00buy400.011.30650.00001.3100
802013.04.16 10:30close400.011.30590.00001.3100-0.6035.48
812013.04.16 10:30sell410.011.30590.00001.3015
822013.04.16 12:00close410.011.31050.00001.3015-4.6030.88
832013.04.16 12:00buy420.011.31050.00001.3140
842013.04.16 13:03t/p420.011.31400.00001.31403.5034.38
852013.04.16 15:30buy430.011.31410.00001.3176
862013.04.16 17:03t/p430.011.31760.00001.31763.5037.88
872013.04.17 04:02sell440.011.31760.00001.3132
882013.04.17 07:00sell450.011.31750.00001.3131
892013.04.17 09:30sell460.011.31660.00001.3122
902013.04.17 11:58t/p440.011.31320.00001.31324.4042.28
912013.04.17 11:58sell470.011.31310.00001.3087
922013.04.17 11:58t/p450.011.31310.00001.31314.4046.68
932013.04.17 12:35t/p460.011.31220.00001.31224.4051.08
942013.04.17 15:04t/p470.011.30870.00001.30874.4055.48
952013.04.18 03:30buy480.011.30480.00001.3083
962013.04.18 08:00buy490.011.30510.00001.3086
972013.04.18 11:00buy500.011.30690.00001.3104
982013.04.18 14:30buy510.011.30580.00001.3093
992013.04.18 15:34t/p480.011.30830.00001.30833.5058.98
1002013.04.18 15:52t/p490.011.30860.00001.30863.5062.48
1012013.04.18 16:30buy520.011.30680.00001.3103
1022013.04.18 17:11t/p510.011.30930.00001.30933.5065.98
1032013.04.19 03:30buy530.011.30720.00001.3107
1042013.04.19 10:00buy540.011.30960.00001.3131
1052013.04.19 13:09t/p520.011.31030.00001.31033.4969.46
1062013.04.19 13:09t/p500.011.31040.00001.31043.4972.95
1072013.04.19 13:09t/p530.011.31070.00001.31073.5076.45
1082013.04.19 17:00close540.011.30640.00001.3131-3.2073.25
1092013.04.19 17:00sell550.011.30640.00001.3020
1102013.04.19 20:00sell560.011.30610.00001.3017
1112013.04.21 23:47sell570.011.30630.00001.3019
1122013.04.22 08:00sell580.011.30670.00001.3023
1132013.04.22 13:54t/p580.011.30230.00001.30234.4077.65
1142013.04.22 14:27t/p550.011.30200.00001.30204.3982.03
1152013.04.22 14:27t/p570.011.30190.00001.30194.3986.42
1162013.04.22 14:28t/p560.011.30170.00001.30174.3990.81
1172013.04.22 19:30buy590.011.30590.00001.3094
1182013.04.23 03:00close590.011.30450.00001.3094-1.4189.39
1192013.04.23 03:00sell600.011.30450.00001.3001
1202013.04.23 08:40t/p600.011.30010.00001.30014.4093.79
1212013.04.23 09:30sell610.011.29810.00001.2937
1222013.04.23 14:00sell620.011.29800.00001.2936
1232013.04.23 20:30sell630.011.29970.00001.2953
1242013.04.24 01:00sell640.011.29930.00001.2949
1252013.04.24 09:30sell650.011.29740.00001.2930
1262013.04.24 11:30close650.011.30170.00001.2930-4.3089.49
1272013.04.24 11:30close640.011.30170.00001.2949-2.4087.09
1282013.04.24 11:30close630.011.30170.00001.2953-2.0285.08
1292013.04.24 11:30close620.011.30170.00001.2936-3.7281.36
1302013.04.24 11:30close610.011.30170.00001.2937-3.6277.75
1312013.04.24 11:30buy660.011.30170.00001.3052
1322013.04.24 19:00buy670.011.30160.00001.3051
1332013.04.25 00:30buy680.011.30180.00001.3053
1342013.04.25 02:00buy690.011.30270.00001.3062
1352013.04.25 02:30t/p670.011.30510.00001.30513.4681.21
1362013.04.25 02:30t/p660.011.30520.00001.30523.4684.67
1372013.04.25 02:30t/p680.011.30530.00001.30533.5088.17
1382013.04.25 06:30buy700.011.30490.00001.3084
1392013.04.25 09:30close700.011.30430.00001.3084-0.6087.57
1402013.04.25 09:30close690.011.30430.00001.30621.6089.17
1412013.04.25 09:30sell710.011.30430.00001.2999
1422013.04.25 11:00close710.011.30610.00001.2999-1.8087.37
1432013.04.25 11:00buy720.011.30610.00001.3096
1442013.04.25 15:00close720.011.30150.00001.3096-4.6082.77
1452013.04.25 15:00sell730.011.30150.00001.2971
1462013.04.25 20:30sell740.011.30070.00001.2963
1472013.04.26 03:30close740.011.30350.00001.2963-2.8179.95
1482013.04.26 03:30close730.011.30350.00001.2971-2.0277.94
1492013.04.26 03:30buy750.011.30350.00001.3070
1502013.04.26 09:30buy760.011.30390.00001.3074
1512013.04.26 12:00close760.011.30030.00001.3074-3.6074.34
1522013.04.26 12:00close750.011.30030.00001.3070-3.2071.14
1532013.04.26 12:00sell770.011.30030.00001.2959
1542013.04.28 22:45close770.011.30660.00001.2959-6.3064.84
1552013.04.28 22:45buy780.011.30660.00001.3101
1562013.04.29 02:32buy790.011.30490.00001.3084
1572013.04.29 08:00buy800.011.30630.00001.3098
1582013.04.29 08:24t/p790.011.30840.00001.30843.5068.34
1592013.04.29 08:42t/p800.011.30980.00001.30983.5071.84
1602013.04.29 12:30buy810.011.30840.00001.3119
1612013.04.29 13:03t/p780.011.31010.00001.31013.4975.33
1622013.04.29 16:30buy820.011.31100.00001.3145
1632013.04.30 02:30close820.011.30900.00001.3145-2.0173.31
1642013.04.30 02:30close810.011.30900.00001.31190.5973.90
1652013.04.30 02:30sell830.011.30900.00001.3046
1662013.04.30 04:30sell840.011.30900.00001.3046
1672013.04.30 06:30close840.011.31170.00001.3046-2.7071.20
1682013.04.30 06:30close830.011.31170.00001.3046-2.7068.50
1692013.04.30 06:30buy850.011.31170.00001.3152
1702013.04.30 08:30close850.011.30720.00001.3152-4.5064.00
1712013.04.30 08:30sell860.011.30720.00001.3028
1722013.04.30 15:00close860.011.31420.00001.3028-7.0057.00
1732013.04.30 15:00buy870.011.31420.00001.3177
1742013.04.30 15:26t/p870.011.31770.00001.31773.5060.50
1752013.04.30 20:33buy880.011.31670.00001.3202
1762013.05.01 09:30buy890.011.31850.00001.3220
1772013.05.01 12:06t/p880.011.32020.00001.32023.4963.99
1782013.05.01 12:28t/p890.011.32200.00001.32203.5067.49
1792013.05.01 16:30sell900.011.31940.00001.3150
1802013.05.01 20:30sell910.011.31850.00001.3141
1812013.05.02 05:02sell920.011.31690.00001.3125
1822013.05.02 08:00sell930.011.31520.00001.3108
1832013.05.02 08:01t/p900.011.31500.00001.31504.3671.84
1842013.05.02 12:45t/p910.011.31410.00001.31414.3676.20
1852013.05.02 14:03t/p920.011.31250.00001.31254.4080.60
1862013.05.02 14:04t/p930.011.31080.00001.31084.4085.00
1872013.05.02 15:00sell940.011.30780.00001.3034
1882013.05.03 09:00close940.011.31050.00001.3034-2.7282.28
1892013.05.03 09:00buy950.011.31050.00001.3140
1902013.05.03 13:30t/p950.011.31400.00001.31403.5085.78
1912013.05.03 14:30sell960.011.30700.00001.3026
1922013.05.06 01:00close960.011.31200.00001.3026-5.0180.77
1932013.05.06 01:00buy970.011.31200.00001.3155
1942013.05.06 08:30close970.011.30980.00001.3155-2.2078.57
1952013.05.06 08:30sell980.011.30980.00001.3054
1962013.05.06 11:00sell990.011.31070.00001.3063
1972013.05.06 15:30sell1000.011.30750.00001.3031
1982013.05.06 15:45t/p990.011.30630.00001.30634.4082.97
1992013.05.06 16:00t/p980.011.30540.00001.30544.4087.37
2002013.05.07 06:00close1000.011.30820.00001.3031-0.7186.65
2012013.05.07 06:00buy1010.011.30820.00001.3117
2022013.05.07 11:30t/p1010.011.31170.00001.31173.5090.15
2032013.05.07 12:00buy1020.011.31210.00001.3156
2042013.05.07 14:30buy1030.011.31230.00001.3158
2052013.05.07 16:30close1030.011.30800.00001.3158-4.3085.85
2062013.05.07 16:30close1020.011.30800.00001.3156-4.1081.75
2072013.05.07 16:30sell1040.011.30800.00001.3036
2082013.05.08 07:30close1040.011.31050.00001.3036-2.5279.24
2092013.05.08 07:30buy1050.011.31050.00001.3140
2102013.05.08 10:00buy1060.011.31230.00001.3158
2112013.05.08 11:00t/p1050.011.31400.00001.31403.5082.74
2122013.05.08 13:30t/p1060.011.31580.00001.31583.5086.24
2132013.05.08 21:00sell1070.011.31540.00001.3110
2142013.05.09 08:30sell1080.011.31500.00001.3106
2152013.05.09 11:00sell1090.011.31430.00001.3099
2162013.05.09 12:30sell1100.011.31390.00001.3095
2172013.05.09 14:30t/p1070.011.31100.00001.31104.3690.59
2182013.05.09 14:30t/p1080.011.31060.00001.31064.4094.99
2192013.05.09 14:35t/p1090.011.30990.00001.30994.4099.39
2202013.05.09 15:08t/p1100.011.30950.00001.30954.40103.79
2212013.05.09 18:30sell1110.011.30950.00001.3051
2222013.05.09 19:29t/p1110.011.30510.00001.30514.40108.19
2232013.05.10 01:30sell1120.011.30350.00001.2991
2242013.05.10 05:30close1120.011.30460.00001.2991-1.10107.09
2252013.05.10 05:30buy1130.011.30460.00001.3081
2262013.05.10 09:30close1130.011.30250.00001.3081-2.10104.99
2272013.05.10 09:30sell1140.011.30250.00001.2981
2282013.05.10 12:33t/p1140.011.29810.00001.29814.40109.39
2292013.05.10 15:30sell1150.011.29640.00001.2920
2302013.05.13 04:30close1150.011.29740.00001.2920-1.01108.38
2312013.05.13 04:30buy1160.011.29740.00001.3009
2322013.05.13 07:00buy1170.011.29840.00001.3019
2332013.05.13 13:00buy1180.011.29890.00001.3024
2342013.05.14 00:30buy1190.011.29860.00001.3021
2352013.05.14 01:25t/p1160.011.30090.00001.30093.49111.86
2362013.05.14 01:28t/p1170.011.30190.00001.30193.49115.35
2372013.05.14 01:30t/p1190.011.30210.00001.30213.50118.85
2382013.05.14 01:30t/p1180.011.30240.00001.30243.49122.34
2392013.05.14 12:00sell1200.011.29610.00001.2917
2402013.05.14 18:00sell1210.011.29520.00001.2908
2412013.05.14 21:47t/p1200.011.29170.00001.29174.40126.74
2422013.05.15 04:00sell1220.011.29280.00001.2884
2432013.05.15 07:01t/p1210.011.29080.00001.29084.39131.12
2442013.05.15 08:00sell1230.011.28970.00001.2853
2452013.05.15 10:39t/p1220.011.28840.00001.28844.40135.52
2462013.05.15 11:57t/p1230.011.28530.00001.28534.40139.92
2472013.05.15 16:00sell1240.011.28610.00001.2817
2482013.05.15 22:03close1240.011.28870.00001.2817-2.60137.32
2492013.05.15 22:03buy1250.011.28870.00001.2922
2502013.05.16 01:00buy1260.011.28840.00001.2919
2512013.05.16 07:00close1260.011.28660.00001.2919-1.80135.52
2522013.05.16 07:00close1250.011.28660.00001.2922-2.14133.38
2532013.05.16 07:00sell1270.011.28660.00001.2822
2542013.05.16 12:30close1270.011.28830.00001.2822-1.70131.68
2552013.05.16 12:30buy1280.011.28830.00001.2918
2562013.05.16 13:37t/p1280.011.29180.00001.29183.50135.18
2572013.05.16 21:00sell1290.011.28770.00001.2833
2582013.05.17 01:31sell1300.011.28840.00001.2840
2592013.05.17 07:30sell1310.011.28590.00001.2815
2602013.05.17 11:00close1310.011.28840.00001.2815-2.50132.68
2612013.05.17 11:00close1300.011.28840.00001.28400.00132.68
2622013.05.17 11:00close1290.011.28840.00001.2833-0.71131.97
2632013.05.17 11:00buy1320.011.28840.00001.2919
2642013.05.17 14:00close1320.011.28260.00001.2919-5.80126.17
2652013.05.17 14:00sell1330.011.28260.00001.2782
2662013.05.17 20:59close at stop1330.011.28280.00001.2782-0.20125.97