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_FXDD

Strategy Tester Report
Stomper_FXDD
FXDD-MTXtreme Server (Build 215)

SymbolEURGBP (Euro vs. Great Britain Pound)
Period15 Minutes (M15) 2007.08.17 10:15 - 2008.08.28 02:45
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 test25338Ticks modelled1079752Modelling quality53.32%
Mismatched charts errors26
Initial deposit10000.00
Total net profit4522.53Gross profit7384.25Gross loss-2861.72
Profit factor2.58Expected payoff16.75
Absolute drawdown391.52Maximal drawdown605.96 (5.77%)Relative drawdown5.77% (605.96)
Total trades270Short positions (won %)140 (85.71%)Long positions (won %)130 (90.00%)
Profit trades (% of total)237 (87.78%)Loss trades (% of total)33 (12.22%)
Largestprofit trade76.84loss trade-345.42
Averageprofit trade31.16loss trade-86.72
Maximumconsecutive wins (profit in money)44 (1490.10)consecutive losses (loss in money)2 (-121.40)
Maximalconsecutive profit (count of wins)1490.10 (44)consecutive loss (count of losses)-345.42 (1)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12007.08.20 22:00buy11.000.67820.67500.6787
22007.08.21 02:24close11.000.67840.67500.678720.3310020.33
32007.08.21 22:50buy21.000.67930.67610.6798
42007.08.22 06:01close21.000.67940.67610.67981.9610022.28
52007.08.23 00:22sell31.000.67970.68290.6792
62007.08.23 01:12close31.000.67940.68290.679240.1010062.38
72007.08.23 23:05buy41.000.67640.67320.6769
82007.08.24 01:50close41.000.67670.67320.676938.6910101.07
92007.08.28 00:15sell51.000.67830.68150.6778
102007.08.28 13:46close51.000.67950.68150.6778-235.439865.64
112007.08.28 22:10sell61.000.67920.68240.6787
122007.08.28 22:39close61.000.67900.68240.678721.749887.38
132007.08.28 23:07sell71.000.67950.68270.6790
142007.08.29 02:16close71.000.67920.68270.679040.339927.71
152007.08.29 22:05buy81.000.67730.67410.6778
162007.08.29 23:08close81.000.67760.67410.677840.109967.81
172007.08.29 23:17sell91.000.67770.68090.6772
182007.08.30 04:23close91.000.67760.68090.67724.039971.84
192007.08.30 23:46sell101.000.67740.68060.6769
202007.08.31 00:07close101.000.67710.68060.676940.3310012.17
212007.08.31 00:31sell111.000.67740.68060.6769
222007.08.31 01:01close111.000.67710.68060.676940.1110052.28
232007.09.03 22:31sell121.000.67470.67790.6742
242007.09.03 23:09close121.000.67440.67790.674240.1010092.38
252007.09.03 23:10buy131.000.67430.67110.6748
262007.09.03 23:20close131.000.67460.67110.674840.1010132.48
272007.09.03 23:55sell141.000.67480.67800.6743
282007.09.04 04:25close141.000.67460.67800.674321.9610154.44
292007.09.04 23:01buy151.000.67550.67230.6760
302007.09.04 23:17close151.000.67580.67230.676040.1010194.54
312007.09.05 00:46buy161.000.67550.67230.6760
322007.09.05 01:10close161.000.67580.67230.676040.1010234.64
332007.09.05 23:45buy171.000.67560.67240.6761
342007.09.06 02:16close171.000.67590.67240.676135.8610270.50
352007.09.06 22:30buy181.000.67640.67320.6769
362007.09.07 00:31close181.000.67670.67320.676938.6910309.19
372007.09.07 00:33sell191.000.67670.67990.6762
382007.09.07 01:35close191.000.67640.67990.676240.1010349.29
392007.09.10 22:05sell201.000.68080.68400.6803
402007.09.10 22:46close201.000.68050.68400.680340.1010389.39
412007.09.11 00:30sell211.000.68080.68400.6803
422007.09.11 02:51close211.000.68050.68400.680340.1010429.49
432007.09.11 22:45buy221.000.68060.67740.6811
442007.09.12 00:31close221.000.68090.67740.681138.6910468.17
452007.09.13 00:00sell231.000.68510.68830.6846
462007.09.13 07:03close231.000.68500.68830.68463.3710471.54
472007.09.13 23:25sell241.000.68490.68810.6844
482007.09.14 09:10close241.000.68670.68810.6844-345.4210126.12
492007.09.18 23:35sell251.000.69470.69790.6942
502007.09.19 01:03close251.000.69440.69790.694240.3210166.45
512007.09.19 22:01buy261.000.69730.69410.6978
522007.09.19 22:30close261.000.69770.69410.697858.4710224.92
532007.09.19 22:46sell271.000.69890.70210.6984
542007.09.19 22:50close271.000.69860.70210.698440.1110265.03
552007.09.19 22:51sell281.000.69860.70180.6981
562007.09.19 22:52close281.000.69820.70180.698158.4710323.50
572007.09.20 23:00buy291.000.69990.69670.7004
582007.09.20 23:23close291.000.70020.69670.700440.1010363.60
592007.09.21 00:38buy301.000.69990.69670.7004
602007.09.21 01:05close301.000.70020.69670.700440.1010403.70
612007.09.24 23:30buy311.000.69660.69340.6971
622007.09.25 03:04close311.000.69680.69340.697120.3310424.02
632007.09.25 22:01sell321.000.70090.70410.7004
642007.09.25 22:45close321.000.70060.70410.700440.1110464.13
652007.09.25 22:53buy331.000.70030.69710.7008
662007.09.25 23:02close331.000.70050.69710.700821.7410485.87
672007.09.26 00:07buy341.000.70030.69710.7008
682007.09.26 00:22close341.000.70050.69710.700821.7410507.61
692007.09.27 22:11buy351.000.69840.69520.6989
702007.09.28 04:08close351.000.69840.69520.6989-16.4110491.20
712007.10.01 23:24sell361.000.69660.69980.6961
722007.10.02 02:35close361.000.69640.69980.696121.9510513.15
732007.10.02 22:00buy371.000.69330.69010.6938
742007.10.03 01:22close371.000.69360.69010.693838.6910551.83
752007.10.03 22:46buy381.000.69360.69040.6941
762007.10.04 03:45close381.000.69370.69040.6941-0.8710550.96
772007.10.04 22:53sell391.000.69340.69660.6929
782007.10.05 00:07close391.000.69320.69660.692921.9610572.92
792007.10.08 22:41buy401.000.69000.68680.6905
802007.10.09 00:01close401.000.69030.68680.690538.6910611.61
812007.10.09 22:04buy411.000.69270.68950.6932
822007.10.10 07:30close411.000.69210.68950.6932-126.6110485.00
832007.10.10 22:45sell421.000.69280.69600.6923
842007.10.11 00:01close421.000.69250.69600.692340.7610525.76
852007.10.11 22:25buy431.000.69810.69490.6986
862007.10.11 22:37close431.000.69830.69490.698621.7310547.49
872007.10.15 22:00buy441.000.69520.69200.6957
882007.10.15 23:30close441.000.69540.69200.695721.7410569.23
892007.10.16 00:45sell451.000.69560.69880.6951
902007.10.16 02:01close451.000.69530.69880.695140.1010609.33
912007.10.16 23:18sell461.000.69720.70040.6967
922007.10.17 05:12close461.000.69720.70040.6967-14.7810594.55
932007.10.17 22:31sell471.000.69710.70030.6966
942007.10.17 22:45close471.000.69690.70030.696621.7410616.29
952007.10.17 22:52buy481.000.69640.69320.6969
962007.10.18 01:16close481.000.69680.69320.696954.2310670.52
972007.10.18 22:45sell491.000.69900.70220.6985
982007.10.19 02:45close491.000.69880.70220.698521.9610692.48
992007.10.23 00:16sell501.000.69810.70130.6976
1002007.10.23 00:38close501.000.69790.70130.697621.7410714.22
1012007.10.23 23:15sell511.000.69530.69850.6948
1022007.10.24 03:24close511.000.69520.69850.69483.5910717.81
1032007.10.24 22:45sell521.000.69580.69900.6953
1042007.10.25 09:52close521.000.69650.69900.6953-142.9310574.88
1052007.10.26 00:18sell531.000.69830.70150.6978
1062007.10.26 01:18close531.000.69810.70150.697821.7410596.62
1072007.10.30 00:15sell541.000.69960.70280.6991
1082007.10.30 00:24close541.000.69930.70280.699140.1010636.72
1092007.10.30 22:02sell551.000.69810.70130.6976
1102007.10.30 22:22close551.000.69790.70130.697621.7410658.46
1112007.10.31 00:25sell561.000.69820.70140.6977
1122007.10.31 03:36close561.000.69800.70140.697721.7410680.20
1132007.10.31 23:30sell571.000.69680.70000.6963
1142007.11.01 00:01close571.000.69650.70000.696340.7610720.96
1152007.11.01 22:21sell581.000.69410.69730.6936
1162007.11.01 23:41close581.000.69390.69730.693621.7410742.70
1172007.11.02 00:20buy591.000.69330.69010.6938
1182007.11.02 00:36close591.000.69360.69010.693840.1010782.80
1192007.11.05 23:10buy601.000.69540.69220.6959
1202007.11.06 01:40close601.000.69570.69220.695938.6910821.49
1212007.11.06 23:06buy611.000.69730.69410.6978
1222007.11.07 00:51close611.000.69760.69410.697838.6910860.18
1232007.11.07 22:27buy621.000.69650.69330.6970
1242007.11.08 00:12close621.000.69680.69330.697035.8610896.03
1252007.11.08 00:18sell631.000.69720.70040.6967
1262007.11.08 00:20close631.000.69700.70040.696721.7410917.77
1272007.11.08 23:45sell641.000.69620.69940.6957
1282007.11.09 08:38close641.000.69660.69940.6957-88.2510829.53
1292007.11.12 22:02sell651.000.70690.71010.7064
1302007.11.13 03:18close651.000.70700.71010.7064-33.1510796.38
1312007.11.13 22:00sell661.000.70550.70870.7050
1322007.11.13 23:18close661.000.70530.70870.705021.7410818.12
1332007.11.14 22:55sell671.000.71350.71670.7130
1342007.11.15 02:37close671.000.71330.71670.713022.4010840.52
1352007.11.15 22:10sell681.000.71570.71890.7152
1362007.11.15 22:13close681.000.71540.71890.715240.1010880.62
1372007.11.15 23:32buy691.000.71480.71160.7153
1382007.11.16 00:51close691.000.71510.71160.715338.6910919.31
1392007.11.19 23:31buy701.000.71540.71220.7159
1402007.11.20 00:15close701.000.71570.71220.715938.6910957.99
1412007.11.20 22:11sell711.000.71690.72010.7164
1422007.11.21 04:46close711.000.71750.72010.7164-125.0010832.99
1432007.11.21 22:06buy721.000.71900.71580.7195
1442007.11.21 22:26close721.000.71930.71580.719540.1010873.09
1452007.11.22 00:15sell731.000.71970.72290.7192
1462007.11.22 06:00close731.000.71970.72290.7192-15.0010858.09
1472007.11.26 22:57sell741.000.71850.72170.7180
1482007.11.26 23:30close741.000.71830.72170.718021.7410879.83
1492007.11.27 22:03buy751.000.71710.71390.7176
1502007.11.28 00:23close751.000.71730.71390.717620.3210900.15
1512007.11.28 23:26buy761.000.71260.70940.7131
1522007.11.29 00:02close761.000.71290.70940.713135.8610936.01
1532007.11.29 22:45buy771.000.71520.71200.7157
1542007.11.30 00:14close771.000.71540.71200.715720.3310956.33
1552007.11.30 00:25sell781.000.71560.71880.7151
1562007.11.30 00:55close781.000.71540.71880.715121.7310978.06
1572007.12.03 23:45buy791.000.70970.70650.7102
1582007.12.04 00:02close791.000.71000.70650.710238.6911016.75
1592007.12.04 00:26sell801.000.71060.71380.7101
1602007.12.04 02:20close801.000.71030.71380.710140.1011056.85
1612007.12.04 22:00sell811.000.71760.72080.7171
1622007.12.04 23:00close811.000.71740.72080.717121.7311078.58
1632007.12.04 23:55buy821.000.71700.71380.7175
1642007.12.05 01:21close821.000.71730.71380.717538.6911117.26
1652007.12.05 22:38buy831.000.72110.71790.7216
1662007.12.05 22:57close831.000.72130.71790.721621.7311138.99
1672007.12.06 00:36buy841.000.72050.71730.7210
1682007.12.06 08:21close841.000.72010.71730.7210-88.4711050.52
1692007.12.10 23:00buy851.000.71870.71550.7192
1702007.12.10 23:21close851.000.71900.71550.719240.1011090.62
1712007.12.11 22:41buy861.000.72010.71690.7206
1722007.12.11 22:53close861.000.72030.71690.720621.7311112.35
1732007.12.11 23:05buy871.000.72000.71680.7205
1742007.12.11 23:14close871.000.72030.71680.720540.1011152.45
1752007.12.12 00:51buy881.000.72000.71680.7205
1762007.12.12 01:05close881.000.72030.71680.720540.1011192.55
1772007.12.12 22:00sell891.000.71890.72210.7184
1782007.12.12 22:17close891.000.71860.72210.718440.1111232.66
1792007.12.13 00:45sell901.000.71890.72210.7184
1802007.12.13 06:20close901.000.71900.72210.7184-33.3711199.29
1812007.12.13 22:26sell911.000.71730.72050.7168
1822007.12.13 22:51close911.000.71710.72050.716821.7411221.03
1832007.12.17 23:47sell921.000.71250.71570.7120
1842007.12.18 03:23close921.000.71230.71570.712021.9611243.00
1852007.12.18 22:15sell931.000.71580.71900.7153
1862007.12.18 23:16close931.000.71550.71900.715340.1011283.10
1872007.12.19 00:06buy941.000.71530.71210.7158
1882007.12.19 03:06close941.000.71550.71210.715821.7411304.84
1892007.12.20 22:00buy951.000.72290.71970.7234
1902007.12.21 05:32close951.000.72250.71970.7234-89.8711214.96
1912007.12.26 22:00buy961.000.73080.72760.7313
1922007.12.26 22:29close961.000.73110.72760.731340.1011255.06
1932007.12.26 22:39buy971.000.73080.72760.7313
1942007.12.27 08:00close971.000.72980.72760.7313-202.9111052.15
1952007.12.27 22:37buy981.000.73250.72930.7330
1962007.12.27 23:23close981.000.73270.72930.733021.7311073.88
1972007.12.28 00:21buy991.000.73240.72920.7329
1982007.12.28 06:45close991.000.73200.72920.7329-88.4710985.41
1992008.01.03 00:15buy1001.000.74290.73970.7434
2002008.01.03 00:34close1001.000.74320.73970.743440.1011025.51
2012008.01.03 22:10sell1011.000.74740.75060.7469
2022008.01.04 01:45close1011.000.74710.75060.746940.3311065.84
2032008.01.07 22:31sell1021.000.74600.74920.7455
2042008.01.08 03:01close1021.000.74580.74920.745521.9611087.80
2052008.01.08 22:00sell1031.000.74620.74940.7457
2062008.01.08 22:20close1031.000.74580.74940.745758.4811146.28
2072008.01.09 23:50buy1041.000.74840.74520.7489
2082008.01.09 23:53close1041.000.74860.74520.748921.7311168.01
2092008.01.14 22:15sell1051.000.76030.76350.7598
2102008.01.14 22:54close1051.000.76000.76350.759840.1111208.12
2112008.01.15 00:50sell1061.000.76030.76350.7598
2122008.01.15 05:00close1061.000.76020.76350.75983.3711211.49
2132008.01.16 00:07buy1071.000.75380.75060.7543
2142008.01.16 00:15close1071.000.75410.75060.754340.1011251.59
2152008.01.16 00:42sell1081.000.75520.75840.7547
2162008.01.16 00:55close1081.000.75490.75840.754740.1111291.70
2172008.01.17 23:22buy1091.000.74350.74030.7440
2182008.01.18 04:15close1091.000.74310.74030.7440-89.8711201.83
2192008.01.21 23:00sell1101.000.74330.74650.7428
2202008.01.22 01:16close1101.000.74300.74650.742840.3311242.16
2212008.01.22 23:20sell1111.000.74620.74940.7457
2222008.01.22 23:50close1111.000.74580.74940.745758.4811300.64
2232008.01.23 00:16sell1121.000.74640.74960.7459
2242008.01.23 09:29close1121.000.74660.74960.7459-51.7311248.91
2252008.01.23 22:02sell1131.000.74760.75080.7471
2262008.01.23 22:07close1131.000.74740.75080.747121.7311270.64
2272008.01.23 22:11sell1141.000.74760.75080.7471
2282008.01.23 22:27close1141.000.74740.75080.747121.7311292.37
2292008.01.23 22:59sell1151.000.74770.75090.7472
2302008.01.23 23:42close1151.000.74750.75090.747221.7311314.10
2312008.01.23 23:55sell1161.000.74820.75140.7477
2322008.01.24 00:42close1161.000.74790.75140.747740.7711354.87
2332008.01.24 22:30buy1171.000.74630.74310.7468
2342008.01.24 22:48close1171.000.74650.74310.746821.7411376.61
2352008.01.29 00:17sell1181.000.74560.74880.7451
2362008.01.29 00:20close1181.000.74540.74880.745121.7311398.34
2372008.01.29 00:25sell1191.000.74560.74880.7451
2382008.01.29 00:28close1191.000.74540.74880.745121.7311420.07
2392008.01.29 00:40sell1201.000.74560.74880.7451
2402008.01.29 00:45close1201.000.74540.74880.745121.7311441.80
2412008.01.29 22:03buy1211.000.74250.73930.7430
2422008.01.29 23:55close1211.000.74270.73930.743021.7411463.54
2432008.01.30 00:22buy1221.000.74250.73930.7430
2442008.01.30 08:15close1221.000.74240.73930.7430-33.3611430.18
2452008.01.30 22:02sell1231.000.74720.75040.7467
2462008.01.30 22:08close1231.000.74690.75040.746740.1111470.29
2472008.01.30 22:58sell1241.000.74730.75050.7468
2482008.01.31 00:42close1241.000.74700.75050.746840.7711511.06
2492008.01.31 22:00sell1251.000.74750.75070.7470
2502008.02.01 00:46close1251.000.74730.75070.747021.9611533.03
2512008.02.04 22:52sell1261.000.75130.75450.7508
2522008.02.05 01:15close1261.000.75100.75450.750840.3311573.36
2532008.02.05 23:33buy1271.000.74570.74250.7462
2542008.02.06 00:12close1271.000.74600.74250.746238.6911612.04
2552008.02.06 00:22buy1281.000.74550.74230.7460
2562008.02.06 00:32close1281.000.74570.74230.746021.7411633.78
2572008.02.06 00:38buy1291.000.74550.74230.7460
2582008.02.06 00:41close1291.000.74570.74230.746021.7411655.52
2592008.02.06 22:50buy1301.000.74580.74260.7463
2602008.02.06 23:01close1301.000.74610.74260.746340.1011695.62
2612008.02.06 23:26buy1311.000.74580.74260.7463
2622008.02.06 23:36close1311.000.74610.74260.746340.1011735.72
2632008.02.07 00:26buy1321.000.74570.74250.7462
2642008.02.07 00:31close1321.000.74600.74250.746240.1011775.82
2652008.02.07 00:52buy1331.000.74570.74250.7462
2662008.02.07 02:25close1331.000.74600.74250.746240.1011815.92
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