Strategy Tester Report
Pipmaker_V15_3
InterbankFX-MT4 Demo Accounts 2 (Build 223)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2008.01.02 08:00 - 2009.05.29 19:45 (2008.01.01 - 2009.05.30)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTradeShort=true; TradeLong=true; UseTMA=false; MAperiod=240; UseARSI=true; RSI_period=5; RSI_bars=28; ARSI_trigger=0; UseCCI=false; CCI_Period=60; CCI_lenght=60; cci_trigger=25; Use_iTrend=true; iTrendPeriod=60; Use_Fisher=true; FisherPeriod=60; Fisher_Bars=10; Buy_Enter_Level=1.5; Sell_Enter_Level=-1.5; ReverseDirection=true; MoneyMangement=true; MicroAccount=false; MaximumRisk=0.1; LotSize=0.1; LotIncrement=0.1; Multiplier=0; CounterTrendMultiplier=0; ProfitTarget=1; ProfitSkew=2; ProfitMode=1; ProfitTrailing=true; MaxRetrace=5; ForcedStart=0; SL=999; AutoSpacing=true; StDevTF=60; StDevPer=14; StDevMode=1; Spacing=15; TrendSpacing=15; CloseDelay=121; CeaseTrading=false; PauseTrading="Pause Trading at Timeinterval"; StartTime=0; EndTime=0; QuitTrading="Quit Trading at Time"; endDayHourMinute=0; RightSideLabel=false; SessionTarget=10000; MaximumBuyOrders=100; MaximumSellOrders=100; LossManagement="What to do if things are going wrong"; Warning="This feature is in early stage and is not finished!"; AllowRecovery=false; MaxLossPercent=1; ExitAllTrades=true; StopTrading=true; PlaceRecoveryOrders=true; MaxRecoveryOrders=2; RecoveryTakeProfit=5; RecoveryStopLoss=200; RecoveryLotMultiplier=1; RecReverse=false;
Bars in test35411Ticks modelled7518955Modelling quality90.00%
Mismatched charts errors55
Initial deposit10000.00
Total net profit-8821.69Gross profit3874.84Gross loss-12696.53
Profit factor0.31Expected payoff-129.73
Absolute drawdown8821.69Maximal drawdown9516.39 (88.98%)Relative drawdown88.98% (9516.39)
Total trades68Short positions (won %)41 (39.02%)Long positions (won %)27 (62.96%)
Profit trades (% of total)33 (48.53%)Loss trades (% of total)35 (51.47%)
Largestprofit trade1065.13loss trade-1532.94
Averageprofit trade117.42loss trade-362.76
Maximumconsecutive wins (profit in money)6 (106.00)consecutive losses (loss in money)10 (-8816.34)
Maximalconsecutive profit (count of wins)1253.94 (2)consecutive loss (count of losses)-8816.34 (10)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.01.02 16:00sell10.101.47271.57260.0000
22008.01.03 01:08close10.101.47051.57260.000021.0610021.06
32008.01.03 12:00sell20.101.47691.57680.0000
42008.01.03 13:15close20.101.47441.57680.000025.0010046.06
52008.01.04 08:01buy30.101.47031.37040.0000
62008.01.04 13:12close30.101.47321.37040.000029.0010075.06
72008.01.07 01:29buy40.101.47351.37360.0000
82008.01.07 02:39buy50.201.47081.37090.0000
92008.01.07 04:25close50.201.47231.37090.000030.0010105.06
102008.01.07 04:25close40.101.47231.37360.0000-12.0010093.06
112008.01.07 08:02buy60.101.46581.36590.0000
122008.01.07 08:38close60.101.46811.36590.000023.0010116.06
132008.01.09 06:05sell70.101.47281.57270.0000
142008.01.09 06:08sell80.201.47331.57320.0000
152008.01.09 06:15close80.201.47211.57320.000024.0010140.06
162008.01.09 06:15close70.101.47211.57270.00007.0010147.06
172008.01.09 12:09buy90.101.46971.36980.0000
182008.01.09 12:11buy100.201.46901.36910.0000
192008.01.09 12:48close100.201.47011.36910.000022.0010169.06
202008.01.09 12:48close90.101.47011.36980.00004.0010173.06
212008.01.09 13:09buy110.101.46771.36780.0000
222008.01.09 14:28buy120.201.46631.36640.0000
232008.01.09 14:48close120.201.46761.36640.000026.0010199.06
242008.01.09 14:48close110.101.46761.36780.0000-1.0010198.06
252008.01.09 19:11buy130.101.46461.36470.0000
262008.01.10 00:24close130.101.46731.36470.000026.9910225.05
272008.01.10 06:16sell140.101.46941.56930.0000
282008.01.10 07:03close140.101.46711.56930.000023.0010248.05
292008.01.10 17:17sell150.101.47481.57470.0000
302008.01.10 17:28sell160.201.47761.57750.0000
312008.01.14 06:06sell170.311.48281.58270.0000
322008.01.14 06:08sell180.411.48411.58400.0000
332008.01.14 07:16sell190.511.48781.58770.0000
342008.01.15 09:26close190.511.48331.58770.0000227.9010475.96
352008.01.15 09:26close180.411.48331.58400.000031.5210507.47
362008.01.15 09:26close170.311.48331.58270.0000-16.4710491.00
372008.01.15 09:26close160.201.48331.57750.0000-115.8810375.12
382008.01.15 09:26close150.101.48331.57470.0000-85.9410289.19
392008.01.15 21:03buy200.101.48211.38220.0000
402008.01.15 22:07buy210.211.47951.37960.0000
412008.01.15 23:52close210.211.48101.37960.000031.5010320.69
422008.01.15 23:52close200.101.48101.38220.0000-11.0010309.69
432008.01.17 23:29buy220.101.46261.36270.0000
442008.01.18 04:22close220.101.46551.36270.000029.0010338.68
452008.01.18 21:25buy230.101.46071.36080.0000
462008.01.21 00:06buy240.211.45821.35830.0000
472008.01.21 00:28buy250.311.45571.35580.0000
482008.01.21 08:28buy260.411.45131.35140.0000
492008.01.21 11:11buy270.521.44641.34650.0000
502008.01.21 23:13buy280.621.44251.34260.0000
512008.01.22 10:16sell290.101.44811.54800.0000
522008.01.22 10:32close290.101.44971.54800.0000-16.0010322.68
532008.01.22 10:32close280.621.44951.34260.0000433.9810756.66
542008.01.22 10:32close270.521.44951.34650.0000161.1810917.85
552008.01.22 10:32close260.411.44951.35140.0000-73.8110844.04
562008.01.22 10:32close250.311.44951.35580.0000-192.2110651.83
572008.01.22 10:32close240.211.44951.35830.0000-182.7110469.12
582008.01.22 10:32close230.101.44951.36080.0000-112.0110357.11
592008.01.22 11:08sell300.101.45121.55110.0000
602008.01.22 12:12close300.101.44841.55110.000028.0010385.11
612008.01.22 13:20sell310.101.45461.55450.0000
622008.01.22 15:28sell320.211.45971.55960.0000
632008.01.22 22:27sell330.311.46571.56560.0000
642008.01.23 03:57close330.311.46141.56560.0000132.3310517.44
652008.01.23 03:57close320.211.46141.55960.0000-36.3610481.09
662008.01.23 03:57close310.101.46141.55450.0000-68.3110412.77
672008.01.23 11:17buy340.101.45521.35530.0000
682008.01.23 11:54close340.101.45761.35530.000024.0010436.77
692008.01.24 12:00sell350.101.46761.56750.0000
702008.01.24 13:28close350.101.46501.56750.000026.0010462.77
712008.01.24 14:01sell360.111.46851.56840.0000
722008.01.24 15:09sell370.211.47191.57180.0000
732008.01.24 18:49sell380.321.47671.57660.0000
742008.01.25 08:53close380.321.47321.57660.0000111.0010573.77
752008.01.25 08:53close370.211.47321.57180.0000-27.9610545.81
762008.01.25 08:53close360.111.47321.56840.0000-52.0410493.77
772008.01.25 17:32buy390.111.46681.36690.0000
782008.01.27 23:01close390.111.46901.36690.000024.2010517.97
792008.01.28 13:02sell400.111.47341.57330.0000
802008.01.28 13:15sell410.211.47561.57550.0000
812008.01.28 13:43close410.211.47391.57550.000035.7010553.67
822008.01.28 13:43close400.111.47391.57330.0000-5.5010548.17
832008.01.28 14:13sell420.111.47501.57490.0000
842008.01.28 14:54sell430.211.47751.57740.0000
852008.01.29 02:17close430.211.47601.57740.000030.8410579.01
862008.01.29 02:17close420.111.47601.57490.0000-11.3410567.67
872008.01.30 10:11sell440.111.47921.57910.0000
882008.01.30 13:26close440.111.47671.57910.000027.5010595.17
892008.02.01 19:56buy450.111.48001.38010.0000
902008.02.04 04:07close450.111.48211.38010.000023.1010618.27
912008.02.05 08:05buy460.111.48001.38010.0000
922008.02.05 09:00buy470.211.47641.37650.0000
932008.02.05 10:14buy480.321.47091.37100.0000
942008.02.05 13:45buy490.421.46491.36500.0000
952008.02.07 16:32buy500.531.44931.34940.0000
962008.02.11 05:12sell510.111.45471.55460.0000
972008.02.11 07:04sell520.211.45651.55640.0000
982008.02.12 16:18sell530.321.46011.56000.0000
992008.02.14 13:08sell540.421.46321.56310.0000
1002008.02.18 19:07sell550.531.46631.56620.0000
1012008.02.19 05:21sell560.641.46681.56670.0000
1022008.02.19 06:01sell570.741.46991.56980.0000
1032008.02.19 12:54sell580.851.47541.57530.0000
1042008.02.20 08:01close580.851.46961.57530.0000490.3411108.60
1052008.02.20 08:01close570.741.46961.56980.000019.8811128.49
1062008.02.20 08:01close560.641.46961.56670.0000-181.2010947.29
1072008.02.20 08:01close550.531.46961.56620.0000-178.2210769.07
1082008.02.20 08:01close540.421.46961.56310.0000-274.0610495.01
1092008.02.20 08:01close530.321.46961.56000.0000-312.0110183.00
1102008.02.20 08:01close520.211.46961.55640.0000-281.029901.98
1112008.02.20 08:01close510.111.46961.55460.0000-167.009734.98
1122008.02.20 08:01close500.531.46941.34940.00001065.1310800.11
1132008.02.20 08:01close490.421.46941.36500.0000188.8110988.92
1142008.02.20 08:01close480.321.46941.37100.0000-48.1410940.77
1152008.02.20 08:01close470.211.46941.37650.0000-147.0910793.68
1162008.02.20 08:01close460.111.46941.38010.0000-116.6510677.03
1172008.02.20 23:20sell590.111.47211.57200.0000
1182008.02.21 17:44sell600.211.48201.58190.0000
1192008.02.25 05:37buy610.111.48101.38110.0000
1202008.02.26 12:01sell620.321.48791.58780.0000
1212008.02.26 17:36sell630.431.49161.59150.0000
1222008.02.26 19:35sell640.541.49591.59580.0000
1232008.02.26 22:19sell650.641.50101.60090.0000
1242008.02.27 09:04sell660.751.50761.60750.0000
1252008.02.27 16:04sell670.861.51171.61160.0000
1262008.02.28 16:01sell680.961.51811.61800.0000
1272008.03.03 14:25close at stop680.961.52411.61800.0000-582.0110095.02
1282008.03.03 14:25close at stop670.861.52411.61160.0000-1079.869015.16
1292008.03.03 14:25close at stop660.751.52411.60750.0000-1249.247765.92
1302008.03.03 14:25close at stop650.641.52411.60090.0000-1490.426275.50
1312008.03.03 14:25close at stop640.541.52411.59580.0000-1532.944742.56
1322008.03.03 14:25close at stop630.431.52411.59150.0000-1405.583336.99
1332008.03.03 14:25close at stop620.321.52411.58780.0000-1164.412172.58
1342008.03.03 14:25close at stop610.111.52391.38110.0000471.882644.46
1352008.03.03 14:25close at stop600.211.52411.58190.0000-890.021754.44
1362008.03.03 14:25close at stop590.111.52411.57200.0000-576.131178.31