Hypothetical performance results have many inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particularly trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk. Variables such as the ability to adhere to a particular trading program in spite of trading losses as well as maintaining adequate liquidity are material points which can adversely affect actual real trading results.

Strategy Tester Report

e-Stomper_EURGBP_m15-ATCFX

ATCBrokers-Demo-Pro-EST (Build 216)

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		15 Minutes (M15) 2008.06.23 08:45 - 2008.07.31 21:15
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		OrderOptions="-------- Orders options --------"; Lots=1; LotsPercent=20; UseAutosettings=false; TakeProfit=50; TryTakeProfit=false; StopLoss=300; CheckFreezLevel=true; MinProfitValue=10; TradeOptions="-------- Trade options --------"; ChannelBars=18; SellCorrection=0; BuyCorrection=0; CheckTimeBar=false; EqualBars=true; TimeOptions="-------- Time options --------"; EachDayHourSettings=false; TradeTimeChoise=1; TradeDayOfWeek=0; OpenHour1=0; CloseHour1=1; OpenHour2=22; CloseHour2=24;
Bars in test	2812	Ticks modelled	528583	Modelling quality	86.80%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	492.12	Gross profit	603.32	Gross loss	-111.20
Profit factor	5.43	Expected payoff	10.94
Absolute drawdown	152.89	Maximal drawdown	529.28 (5.06%)	Relative drawdown	5.06% (529.28)
Total trades	45	Short positions (won %)	28 (89.29%)	Long positions (won %)	17 (100.00%)
		Profit trades (% of total)	42 (93.33%)	Loss trades (% of total)	3 (6.67%)
Largest		profit trade	29.65	loss trade	-75.38
Average		profit trade	14.36	loss trade	-37.07
Maximum		consecutive wins (profit in money)	28 (414.10)	consecutive losses (loss in money)	2 (-103.20)
Maximal		consecutive profit (count of wins)	414.10 (28)	consecutive loss (count of losses)	-103.20 (2)
Average		consecutive wins	14	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2008.06.23 22:16	buy	1	1.00	0.78949	0.78629	0.78999
2	2008.06.23 22:30	close	1	1.00	0.78960	0.78629	0.78999	13.79	10013.79
3	2008.06.24 23:46	buy	2	1.00	0.78995	0.78675	0.79045
4	2008.06.24 23:55	close	2	1.00	0.79005	0.78675	0.79045	11.82	10025.61
5	2008.06.25 00:31	sell	3	1.00	0.79030	0.79350	0.78980
6	2008.06.25 02:09	close	3	1.00	0.79017	0.79350	0.78980	17.76	10043.37
7	2008.06.25 22:39	sell	4	1.00	0.79420	0.79740	0.79370
8	2008.06.26 00:10	close	4	1.00	0.79406	0.79740	0.79370	19.75	10063.12
9	2008.06.26 22:07	buy	5	1.00	0.79195	0.78875	0.79245
10	2008.06.26 22:17	close	5	1.00	0.79205	0.78875	0.79245	11.82	10074.94
11	2008.06.26 22:40	buy	6	1.00	0.79190	0.78870	0.79240
12	2008.06.26 22:47	close	6	1.00	0.79205	0.78870	0.79240	21.72	10096.66
13	2008.06.26 23:08	buy	7	1.00	0.79190	0.78870	0.79240
14	2008.06.26 23:31	close	7	1.00	0.79200	0.78870	0.79240	11.81	10108.47
15	2008.06.27 00:41	buy	8	1.00	0.79180	0.78860	0.79230
16	2008.06.27 00:47	close	8	1.00	0.79190	0.78860	0.79230	11.82	10120.29
17	2008.06.27 00:55	buy	9	1.00	0.79180	0.78860	0.79230
18	2008.06.27 02:07	close	9	1.00	0.79190	0.78860	0.79230	11.82	10132.11
19	2008.06.29 22:36	sell	10	1.00	0.79210	0.79530	0.79160
20	2008.06.29 22:42	close	10	1.00	0.79200	0.79530	0.79160	11.82	10143.93
21	2008.06.29 23:27	sell	11	1.00	0.79210	0.79530	0.79160
22	2008.06.29 23:34	close	11	1.00	0.79200	0.79530	0.79160	11.82	10155.75
23	2008.06.30 22:03	sell	12	1.00	0.79122	0.79442	0.79072
24	2008.06.30 22:07	close	12	1.00	0.79110	0.79442	0.79072	15.78	10171.53
25	2008.06.30 22:53	sell	13	1.00	0.79125	0.79445	0.79075
26	2008.07.01 00:31	close	13	1.00	0.79114	0.79445	0.79075	13.80	10185.33
27	2008.07.01 23:13	sell	14	1.00	0.79270	0.79590	0.79220
28	2008.07.01 23:32	close	14	1.00	0.79259	0.79590	0.79220	13.80	10199.13
29	2008.07.02 22:27	sell	15	1.00	0.79735	0.80055	0.79685
30	2008.07.02 22:43	close	15	1.00	0.79720	0.80055	0.79685	21.73	10220.86
31	2008.07.02 23:44	sell	16	1.00	0.79735	0.80055	0.79685
32	2008.07.03 01:04	close	16	1.00	0.79720	0.80055	0.79685	21.73	10242.59
33	2008.07.03 22:16	sell	17	1.00	0.79190	0.79510	0.79140
34	2008.07.03 22:44	close	17	1.00	0.79180	0.79510	0.79140	11.81	10254.40
35	2008.07.03 22:58	sell	18	1.00	0.79195	0.79515	0.79145
36	2008.07.04 04:44	close	18	1.00	0.79190	0.79515	0.79145	1.91	10256.31
37	2008.07.07 00:48	sell	19	1.00	0.79140	0.79460	0.79090
38	2008.07.07 01:03	close	19	1.00	0.79127	0.79460	0.79090	17.77	10274.08
39	2008.07.07 22:00	buy	20	1.00	0.79510	0.79190	0.79560
40	2008.07.07 22:56	close	20	1.00	0.79521	0.79190	0.79560	13.80	10287.88
41	2008.07.09 00:31	sell	21	1.00	0.79585	0.79905	0.79535
42	2008.07.09 06:22	close	21	1.00	0.79575	0.79905	0.79535	11.81	10299.69
43	2008.07.10 00:32	buy	22	1.00	0.79345	0.79025	0.79395
44	2008.07.10 00:34	close	22	1.00	0.79364	0.79025	0.79395	29.65	10329.34
45	2008.07.10 22:00	buy	23	1.00	0.79785	0.79465	0.79835
46	2008.07.10 22:02	close	23	1.00	0.79795	0.79465	0.79835	11.81	10341.15
47	2008.07.10 22:16	buy	24	1.00	0.79785	0.79465	0.79835
48	2008.07.10 22:33	close	24	1.00	0.79795	0.79465	0.79835	11.81	10352.96
49	2008.07.11 00:16	buy	25	1.00	0.79775	0.79455	0.79825
50	2008.07.11 00:20	close	25	1.00	0.79788	0.79455	0.79825	17.76	10370.72
51	2008.07.11 00:22	buy	26	1.00	0.79775	0.79455	0.79825
52	2008.07.11 00:27	close	26	1.00	0.79786	0.79455	0.79825	13.80	10384.52
53	2008.07.11 00:30	buy	27	1.00	0.79760	0.79440	0.79810
54	2008.07.11 00:34	close	27	1.00	0.79771	0.79440	0.79810	13.80	10398.32
55	2008.07.14 00:52	buy	28	1.00	0.80075	0.79755	0.80125
56	2008.07.14 02:16	close	28	1.00	0.80087	0.79755	0.80125	15.78	10414.10
57	2008.07.14 22:41	sell	29	1.00	0.79730	0.80050	0.79680
58	2008.07.15 03:43	close	29	1.00	0.79730	0.80050	0.79680	-8.00	10406.10
59	2008.07.15 22:27	sell	30	1.00	0.79385	0.79705	0.79335
60	2008.07.15 22:28	close	30	1.00	0.79374	0.79705	0.79335	13.80	10419.90
61	2008.07.15 22:33	sell	31	1.00	0.79385	0.79705	0.79335
62	2008.07.16 01:29	close	31	1.00	0.79374	0.79705	0.79335	13.80	10433.70
63	2008.07.16 22:07	sell	32	1.00	0.79185	0.79505	0.79135
64	2008.07.16 23:58	close	32	1.00	0.79175	0.79505	0.79135	11.81	10445.51
65	2008.07.17 00:56	sell	33	1.00	0.79235	0.79555	0.79185
66	2008.07.17 01:31	close	33	1.00	0.79222	0.79555	0.79185	17.76	10463.27
67	2008.07.18 00:31	sell	34	1.00	0.79361	0.79681	0.79311
68	2008.07.18 07:04	close	34	1.00	0.79395	0.79681	0.79311	-75.38	10387.89
69	2008.07.20 23:40	sell	35	1.00	0.79540	0.79860	0.79490
70	2008.07.21 06:24	close	35	1.00	0.79550	0.79860	0.79490	-27.82	10360.07
71	2008.07.22 22:09	buy	36	1.00	0.79218	0.78898	0.79268
72	2008.07.22 22:58	close	36	1.00	0.79229	0.78898	0.79268	13.79	10373.86
73	2008.07.23 23:16	sell	37	1.00	0.78565	0.78885	0.78515
74	2008.07.24 02:15	close	37	1.00	0.78554	0.78885	0.78515	13.80	10387.66
75	2008.07.24 22:39	sell	38	1.00	0.79005	0.79325	0.78955
76	2008.07.24 22:49	close	38	1.00	0.78995	0.79325	0.78955	11.82	10399.48
77	2008.07.24 23:55	sell	39	1.00	0.79010	0.79330	0.78960
78	2008.07.25 00:09	close	39	1.00	0.79000	0.79330	0.78960	11.82	10411.30
79	2008.07.25 00:19	sell	40	1.00	0.79010	0.79330	0.78960
80	2008.07.25 00:33	close	40	1.00	0.79000	0.79330	0.78960	11.82	10423.12
81	2008.07.25 00:39	sell	41	1.00	0.79056	0.79376	0.79006
82	2008.07.25 00:48	close	41	1.00	0.79046	0.79376	0.79006	11.82	10434.94
83	2008.07.25 00:54	sell	42	1.00	0.79060	0.79380	0.79010
84	2008.07.25 03:24	close	42	1.00	0.79049	0.79380	0.79010	13.80	10448.74
85	2008.07.28 00:10	sell	43	1.00	0.79005	0.79325	0.78955
86	2008.07.28 00:49	close	43	1.00	0.78995	0.79325	0.78955	11.82	10460.56
87	2008.07.28 22:21	sell	44	1.00	0.78965	0.79285	0.78915
88	2008.07.29 02:00	close	44	1.00	0.78954	0.79285	0.78915	13.80	10474.36
89	2008.07.31 00:33	buy	45	1.00	0.78640	0.78320	0.78690
90	2008.07.31 00:37	close	45	1.00	0.78653	0.78320	0.78690	17.76	10492.12