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: Stomper_ATP

Strategy Tester Report
Stomper_ATP
AdvisedTrading-Server (Build 217)

SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 2007.12.27 12:15 - 2008.08.28 01:45
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersOrderOptions="-------- Orders options --------"; Lots=1; LotsPercent=55; UseAutosettings=true; TakeProfit=5; TryTakeProfit=false; StopLoss=30; CheckFreezLevel=true; MinProfitValue=2; TradeOptions="-------- Trade options --------"; ChannelBars=18; SellCorrection=0; BuyCorrection=0; CheckTimeBar=false; EqualBars=true; TimeOptions="-------- Time options --------"; EachDayHourSettings=true; TradeTimeChoise=1; TradeDayOfWeek=0; OpenHour1=0; CloseHour1=1; OpenHour2=22; CloseHour2=24;
Bars in test16536Ticks modelled2191009Modelling quality41.39%
Mismatched charts errors12
Initial deposit10000.00
Total net profit10910.91Gross profit11317.37Gross loss-406.46
Profit factor27.84Expected payoff44.53
Absolute drawdown36.74Maximal drawdown514.50 (4.83%)Relative drawdown4.83% (514.50)
Total trades245Short positions (won %)127 (96.06%)Long positions (won %)118 (96.61%)
Profit trades (% of total)236 (96.33%)Loss trades (% of total)9 (3.67%)
Largestprofit trade91.87loss trade-107.86
Averageprofit trade47.95loss trade-45.16
Maximumconsecutive wins (profit in money)60 (2837.76)consecutive losses (loss in money)2 (-77.00)
Maximalconsecutive profit (count of wins)2837.76 (60)consecutive loss (count of losses)-107.86 (1)
Averageconsecutive wins26consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12007.12.27 23:23buy11.000.73220.72900.7327
22007.12.27 23:30close11.000.73240.72900.732736.7410036.74
32007.12.27 23:37buy21.000.73220.72900.7327
42007.12.28 00:16close21.000.73240.72900.732733.2510069.99
52007.12.28 00:25buy31.000.73190.72870.7324
62007.12.28 00:28close31.000.73220.72870.732455.1110125.10
72008.01.02 23:00buy41.000.74280.73960.7433
82008.01.02 23:07close41.000.74310.73960.743355.1110180.21
92008.01.02 23:16buy51.000.74280.73960.7433
102008.01.02 23:25close51.000.74310.73960.743355.1110235.32
112008.01.03 00:39buy61.000.74280.73960.7433
122008.01.03 07:25close61.000.74260.73960.7433-36.7410198.58
132008.01.03 22:05sell71.000.74750.75070.7470
142008.01.03 23:30close71.000.74730.75070.747036.7510235.33
152008.01.07 22:12sell81.000.74610.74930.7456
162008.01.07 22:17close81.000.74580.74930.745655.1210290.45
172008.01.07 22:22sell91.000.74610.74930.7456
182008.01.07 22:46close91.000.74580.74930.745655.1210345.57
192008.01.08 00:15sell101.000.74630.74950.7458
202008.01.08 01:23close101.000.74600.74950.745855.1210400.69
212008.01.09 00:16buy111.000.74520.74200.7457
222008.01.09 00:25close111.000.74550.74200.745755.1110455.80
232008.01.09 22:46buy121.000.74830.74510.7488
242008.01.09 22:52close121.000.74850.74510.748836.7410492.54
252008.01.10 00:32sell131.000.74910.75230.7486
262008.01.10 07:30close131.000.74940.75230.7486-55.1210437.42
272008.01.14 23:45sell141.000.76030.76350.7598
282008.01.15 03:56close141.000.76000.76350.759857.5210494.94
292008.01.15 23:01buy151.000.75380.75060.7543
302008.01.15 23:06close151.000.75410.75060.754355.1110550.05
312008.01.15 23:42sell161.000.75520.75840.7547
322008.01.15 23:50close161.000.75490.75840.754755.1210605.17
332008.01.16 00:11sell171.000.75520.75840.7547
342008.01.16 09:09close171.000.75550.75840.7547-55.1310550.04
352008.01.17 22:20buy181.000.74330.74010.7438
362008.01.18 03:16close181.000.74320.74010.7438-21.8710528.17
372008.01.21 22:50sell191.000.74350.74670.7430
382008.01.21 23:45close191.000.74330.74670.743036.7510564.92
392008.01.21 23:46buy201.000.74280.73960.7433
402008.01.21 23:54close201.000.74310.73960.743355.1110620.03
412008.01.22 22:23sell211.000.74620.74940.7457
422008.01.22 22:39close211.000.74590.74940.745755.1210675.15
432008.01.22 23:01sell221.000.74630.74950.7458
442008.01.22 23:09close221.000.74600.74950.745855.1310730.28
452008.01.22 23:19sell231.000.74630.74950.7458
462008.01.23 03:17close231.000.74600.74950.745857.5210787.80
472008.01.23 22:00sell241.000.74770.75090.7472
482008.01.23 22:39close241.000.74750.75090.747236.7510824.55
492008.01.23 22:49sell251.000.74790.75110.7474
502008.01.23 23:40close251.000.74760.75110.747455.1310879.68
512008.01.24 23:02buy261.000.74620.74300.7467
522008.01.24 23:07close261.000.74650.74300.746755.1210934.80
532008.01.28 23:16sell271.000.74550.74870.7450
542008.01.28 23:24close271.000.74530.74870.745036.7510971.55
552008.01.28 23:31sell281.000.74550.74870.7450
562008.01.28 23:39close281.000.74530.74870.745036.7511008.30
572008.01.29 23:37buy291.000.74230.73910.7428
582008.01.29 23:52close291.000.74250.73910.742836.7411045.04
592008.01.30 22:15sell301.000.74690.75010.7464
602008.01.30 22:45close301.000.74650.75010.746473.5011118.54
612008.01.30 22:49sell311.000.74730.75050.7468
622008.01.30 23:39close311.000.74690.75050.746873.5011192.04
632008.01.31 22:17sell321.000.74780.75100.7473
642008.01.31 22:24close321.000.74760.75100.747336.7511228.79
652008.01.31 23:01sell331.000.74780.75100.7473
662008.01.31 23:10close331.000.74760.75100.747336.7511265.54
672008.02.01 00:46buy341.000.74650.74330.7470
682008.02.01 00:53close341.000.74670.74330.747036.7411302.28
692008.02.04 22:00sell351.000.75130.75450.7508
702008.02.05 00:12close351.000.75100.75450.750857.5211359.79
712008.02.05 00:20buy361.000.75080.74760.7513
722008.02.05 04:15close361.000.75110.74760.751355.1111414.90
732008.02.05 22:35buy371.000.74560.74240.7461
742008.02.05 23:09close371.000.74580.74240.746136.7511451.65
752008.02.06 00:37buy381.000.74530.74210.7458
762008.02.06 05:53close381.000.74520.74210.7458-18.3811433.27
772008.02.06 22:20buy391.000.74580.74260.7463
782008.02.06 22:43close391.000.74610.74260.746355.1111488.38
792008.02.06 22:55buy401.000.74570.74250.7462
802008.02.06 23:05close401.000.74600.74250.746255.1211543.50
812008.02.06 23:28buy411.000.74570.74250.7462
822008.02.06 23:36close411.000.74600.74250.746255.1211598.62
832008.02.06 23:46sell421.000.74670.74990.7462
842008.02.06 23:51close421.000.74640.74990.746255.1311653.75
852008.02.06 23:57buy431.000.74560.74240.7461
862008.02.07 00:10close431.000.74580.74240.746126.2811680.03
872008.02.07 00:46buy441.000.74530.74210.7458
882008.02.07 00:55close441.000.74550.74210.745836.7411716.77
892008.02.07 23:25sell451.000.74590.74910.7454
902008.02.08 00:12close451.000.74560.74910.745457.5211774.29
912008.02.11 23:45sell461.000.74470.74790.7442
922008.02.11 23:49close461.000.74450.74790.744236.7511811.04
932008.02.12 00:49buy471.000.74400.74080.7445
942008.02.12 03:23close471.000.74430.74080.744555.1211866.16
952008.02.12 23:00sell481.000.74410.74730.7436
962008.02.13 00:31close481.000.74380.74730.743657.5211923.68
972008.02.13 23:05sell491.000.74260.74580.7421
982008.02.13 23:21close491.000.74240.74580.742136.7511960.43
992008.02.14 22:00sell501.000.74360.74680.7431
1002008.02.14 22:08close501.000.74340.74680.743136.7511997.18
1012008.02.14 22:40sell511.000.74360.74680.7431
1022008.02.14 22:46close511.000.74340.74680.743136.7512033.93
1032008.02.14 22:55sell521.000.74360.74680.7431
1042008.02.14 23:40close521.000.74340.74680.743136.7512070.68
1052008.02.14 23:45sell531.000.74360.74680.7431
1062008.02.15 00:07close531.000.74340.74680.743139.1412109.82
1072008.02.19 00:07sell541.000.75120.75440.7507
1082008.02.19 00:25close541.000.75090.75440.750755.1212164.94
1092008.02.20 22:05sell551.000.75760.76080.7571
1102008.02.21 01:45close551.000.75740.76080.757143.9112208.85
1112008.02.21 22:25buy561.000.75450.75130.7550
1122008.02.21 22:55close561.000.75470.75130.755036.7412245.59
1132008.02.25 22:16sell571.000.75370.75690.7532
1142008.02.25 22:24close571.000.75350.75690.753236.7512282.34
1152008.02.25 22:31sell581.000.75370.75690.7532
1162008.02.25 23:46close581.000.75350.75690.753236.7512319.09
1172008.02.26 00:23sell591.000.75410.75730.7536
1182008.02.26 02:01close591.000.75380.75730.753655.1312374.22
1192008.02.26 23:15sell601.000.75420.75740.7537
1202008.02.27 07:55close601.000.75440.75740.7537-34.3612339.86
1212008.02.27 22:22sell611.000.76350.76670.7630
1222008.02.27 22:51close611.000.76320.76670.763055.1312394.99
1232008.02.28 22:16sell621.000.76410.76730.7636
1242008.02.28 22:40close621.000.76380.76730.763655.1312450.12
1252008.03.03 22:01sell631.000.76630.76950.7658
1262008.03.03 22:31close631.000.76600.76950.765855.1312505.25
1272008.03.03 22:42sell641.000.76630.76950.7658
1282008.03.03 23:16close641.000.76600.76950.765855.1312560.38
1292008.03.04 23:38buy651.000.76550.76230.7660
1302008.03.04 23:45close651.000.76570.76230.766036.7412597.12
1312008.03.05 23:31sell661.000.76680.77000.7663
1322008.03.05 23:46close661.000.76660.77000.766336.7512633.87
1332008.03.06 23:10sell671.000.76570.76890.7652
1342008.03.06 23:49close671.000.76550.76890.765236.7512670.62
1352008.03.07 00:09buy681.000.76440.76120.7649
1362008.03.07 00:20close681.000.76470.76120.764955.1112725.73
1372008.03.07 00:40buy691.000.76430.76110.7648
1382008.03.07 00:55close691.000.76460.76110.764855.1112780.84
1392008.03.10 22:39sell701.000.76380.76700.7633
1402008.03.11 00:53close701.000.76360.76700.763339.1412819.98
1412008.03.11 22:32buy711.000.76360.76040.7641
1422008.03.11 22:37close711.000.76380.76040.764136.7412856.72
1432008.03.12 00:31sell721.000.76480.76800.7643
1442008.03.12 00:39close721.000.76460.76800.764336.7512893.47
1452008.03.12 00:46sell731.000.76480.76800.7643
1462008.03.12 01:03close731.000.76460.76800.764336.7512930.22
1472008.03.12 22:39sell741.000.76780.77100.7673
1482008.03.12 22:54close741.000.76760.77100.767336.7512966.97
1492008.03.12 23:40buy751.000.76640.76320.7669
1502008.03.13 00:52close751.000.76670.76320.766944.6513011.62
1512008.03.18 22:54buy761.000.77770.77450.7782
1522008.03.18 23:24close761.000.77790.77450.778236.7413048.36
1532008.03.19 22:54sell771.000.78900.79220.7885
1542008.03.19 23:00close771.000.78870.79220.788555.1213103.48
1552008.03.20 22:09buy781.000.77640.77320.7769
1562008.03.20 22:22close781.000.77670.77320.776955.1213158.60
1572008.03.21 00:48sell791.000.77840.78160.7779
1582008.03.21 00:52close791.000.77810.78160.777955.1313213.73
1592008.03.24 23:02buy801.000.77620.77300.7767
1602008.03.24 23:07close801.000.77650.77300.776755.1213268.85
1612008.03.24 23:15buy811.000.77620.77300.7767
1622008.03.24 23:25close811.000.77650.77300.776755.1213323.97
1632008.03.24 23:45buy821.000.77600.77280.7765
1642008.03.24 23:46close821.000.77630.77280.776555.1113379.08
1652008.03.24 23:57buy831.000.77600.77280.7765
1662008.03.25 00:10close831.000.77630.77280.776551.6213430.70
1672008.03.25 22:16buy841.000.77920.77600.7797
1682008.03.25 23:00close841.000.77960.77600.779773.4913504.19
1692008.03.26 22:15sell851.000.78910.79230.7886
1702008.03.26 22:19close851.000.78890.79230.788636.7413540.93
1712008.03.26 22:33sell861.000.78910.79230.7886
1722008.03.26 23:00close861.000.78890.79230.788636.7413577.67
1732008.03.26 23:04sell871.000.78940.79260.7889
1742008.03.26 23:11t/p871.000.78890.79260.788991.8713669.54
1752008.03.27 00:41buy881.000.78800.78480.7885
1762008.03.27 00:48close881.000.78820.78480.788536.7413706.28
1772008.03.27 22:01buy891.000.78590.78270.7864
1782008.03.27 22:03close891.000.78610.78270.786436.7413743.02
1792008.03.27 22:13buy901.000.78590.78270.7864
1802008.03.27 22:15close901.000.78610.78270.786436.7413779.76
1812008.03.27 22:18buy911.000.78580.78260.7863
1822008.03.27 22:25close911.000.78620.78260.786373.4813853.24
1832008.03.27 22:29buy921.000.78570.78250.7862
1842008.03.27 22:31close921.000.78590.78250.786236.7413889.98
1852008.03.27 23:32sell931.000.78770.79090.7872
1862008.03.27 23:40close931.000.78740.79090.787255.1213945.10
1872008.03.27 23:42sell941.000.78770.79090.7872
1882008.03.28 00:08close941.000.78740.79090.787257.5114002.60
1892008.03.31 23:23sell951.000.79630.79950.7958
1902008.03.31 23:24t/p951.000.79580.79950.795891.8714094.47
1912008.03.31 23:46buy961.000.79500.79180.7955
1922008.04.01 00:02close961.000.79520.79180.795533.2514127.72
1932008.04.01 00:10buy971.000.79460.79140.7951
1942008.04.01 02:05close971.000.79490.79140.795155.1114182.83
1952008.04.01 22:43sell981.000.78990.79310.7894
1962008.04.01 23:48close981.000.78960.79310.789455.1314237.96
1972008.04.01 23:53sell991.000.79030.79350.7898
1982008.04.01 23:56close991.000.79000.79350.789855.1214293.08
1992008.04.02 22:50sell1001.000.78920.79240.7887
2002008.04.02 22:53close1001.000.78900.79240.788736.7514329.83
2012008.04.02 22:55sell1011.000.78920.79240.7887
2022008.04.02 23:07close1011.000.78900.79240.788736.7514366.58
2032008.04.04 00:34buy1021.000.78490.78170.7854
2042008.04.04 00:37close1021.000.78510.78170.785436.7414403.32
2052008.04.07 22:00buy1031.000.79010.78690.7906
2062008.04.07 22:34close1031.000.79040.78690.790655.1214458.44
2072008.04.07 23:07buy1041.000.78990.78670.7904
2082008.04.07 23:41close1041.000.79010.78670.790436.7414495.18
2092008.04.07 23:57buy1051.000.78970.78650.7902
2102008.04.08 00:05close1051.000.78990.78650.790233.2614528.44
2112008.04.08 23:00buy1061.000.79740.79420.7979
2122008.04.08 23:03close1061.000.79770.79420.797955.1114583.55
2132008.04.09 00:05buy1071.000.79740.79420.7979
2142008.04.09 00:35close1071.000.79770.79420.797955.1114638.66
2152008.04.09 22:18buy1081.000.80070.79750.8012
2162008.04.09 22:50close1081.000.80100.79750.801255.1214693.78
2172008.04.10 22:46sell1091.000.79880.80200.7983
2182008.04.10 23:10close1091.000.79850.80200.798355.1214748.90
2192008.04.14 23:12sell1101.000.80060.80380.8001
2202008.04.15 06:20close1101.000.80120.80380.8001-107.8614641.04
2212008.04.16 22:03sell1111.000.80980.81300.8093
2222008.04.16 22:05close1111.000.80940.81300.809373.5014714.54
2232008.04.16 23:00buy1121.000.80850.80530.8090
2242008.04.17 00:30close1121.000.80880.80530.809044.6514759.19
2252008.04.18 00:55sell1131.000.79910.80230.7986
2262008.04.18 00:58close1131.000.79890.80230.798636.7514795.94
2272008.04.23 22:30buy1141.000.80200.79880.8025
2282008.04.23 22:33close1141.000.80220.79880.802536.7414832.68
2292008.04.23 22:37buy1151.000.80210.79890.8026
2302008.04.23 22:58close1151.000.80230.79890.802636.7514869.43
2312008.04.24 00:16sell1161.000.80300.80620.8025
2322008.04.24 00:18close1161.000.80280.80620.802536.7514906.18
2332008.04.24 00:25sell1171.000.80300.80620.8025
2342008.04.24 00:37close1171.000.80280.80620.802536.7514942.93
2352008.04.24 23:51sell1181.000.79510.79830.7946
2362008.04.25 00:31close1181.000.79490.79830.794639.1414982.07
2372008.04.28 22:41sell1191.000.78640.78960.7859
2382008.04.28 22:42close1191.000.78610.78960.785955.1215037.19
2392008.04.28 23:03sell1201.000.78640.78960.7859
2402008.04.28 23:47close1201.000.78610.78960.785955.1215092.31
2412008.04.29 00:10sell1211.000.78640.78960.7859
2422008.04.29 00:51close1211.000.78610.78960.785955.1215147.43
2432008.04.29 23:46buy1221.000.79010.78690.7906
2442008.04.29 23:50close1221.000.79040.78690.790655.1215202.55
2452008.04.30 23:00sell1231.000.78670.78990.7862
2462008.04.30 23:03close1231.000.78630.78990.786273.5015276.05
2472008.05.01 22:57sell1241.000.78370.78690.7832
2482008.05.01 23:05close1241.000.78340.78690.783255.1315331.18
2492008.05.02 00:33buy1251.000.78240.77920.7829
2502008.05.02 00:38close1251.000.78270.77920.782955.1115386.29
2512008.05.02 00:39buy1261.000.78240.77920.7829
2522008.05.02 01:13close1261.000.78270.77920.782955.1115441.40
2532008.05.05 22:03buy1271.000.78530.78210.7858
2542008.05.05 22:37close1271.000.78560.78210.785855.1115496.51
2552008.05.07 00:31sell1281.000.78730.79050.7868
2562008.05.07 02:34close1281.000.78700.79050.786855.1315551.64
2572008.05.07 23:15buy1291.000.78760.78440.7881
2582008.05.07 23:43close1291.000.78790.78440.788155.1215606.76
2592008.05.08 22:48buy1301.000.78770.78450.7882
2602008.05.08 23:01close1301.000.78790.78450.788236.7515643.51
2612008.05.09 00:23buy1311.000.78760.78440.7881
2622008.05.09 01:45close1311.000.78790.78440.788155.1215698.63
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