Strategy Tester Report

Strategy Tester Report
PrizmaL

MetaQuotes-Demo (Build 220)
Test was made with fixed lot = 0.1
1999.01.01 - 2009.01.01

PrizmaL ver 1.0

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	27218.91	Gross profit	29466.80	Gross loss	-2247.88
Profit factor	13.11	Expected payoff	4.11
Absolute drawdown	7.46	Maximal drawdown	168.64 (1.45%)	Relative drawdown	1.45% (168.64)

Total trades	6628	Short positions (won %)	3286 (99.03%)	Long positions (won %)	3342 (99.55%)
		Profit trades (% of total)	6581 (99.29%)	Loss trades (% of total)	47 (0.71%)
Largest		profit trade	4.78	loss trade	-49.42
Average		profit trade	4.48	loss trade	-47.83
Maximum		consecutive wins (profit in money)	1622 (7263.50)	consecutive losses (loss in money)	1 (-49.42)
Maximal		consecutive profit (count of wins)	7263.50 (1622)	consecutive loss (count of losses)	-49.42 (1)
Average		consecutive wins	137	consecutive losses	1

PrizmaL ver 1.0 b

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	23256.75	Gross profit	24979.17	Gross loss	-1722.41
Profit factor	14.50	Expected payoff	4.14
Absolute drawdown	7.46	Maximal drawdown	168.64 (1.48%)	Relative drawdown	1.48% (168.64)

Total trades	5615	Short positions (won %)	2184 (99.08%)	Long positions (won %)	3431 (99.53%)
		Profit trades (% of total)	5579 (99.36%)	Loss trades (% of total)	36 (0.64%)
Largest		profit trade	4.78	loss trade	-49.42
Average		profit trade	4.48	loss trade	-47.84
Maximum		consecutive wins (profit in money)	1337 (5986.71)	consecutive losses (loss in money)	1 (-49.42)
Maximal		consecutive profit (count of wins)	5986.71 (1337)	consecutive loss (count of losses)	-49.42 (1)
Average		consecutive wins	151	consecutive losses	1

PrizmaL ver 1.1

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	34830.46	Gross profit	35992.32	Gross loss	-1161.86
Profit factor	30.98	Expected payoff	4.30
Absolute drawdown	11.94	Maximal drawdown	143.76 (1.16%)	Relative drawdown	1.16% (143.76)

Total trades	8109	Short positions (won %)	3949 (99.72%)	Long positions (won %)	4160 (99.93%)
		Profit trades (% of total)	8095 (99.83%)	Loss trades (% of total)	14 (0.17%)
Largest		profit trade	5.22	loss trade	-92.31
Average		profit trade	4.45	loss trade	-82.99
Maximum		consecutive wins (profit in money)	2152 (9601.04)	consecutive losses (loss in money)	1 (-92.31)
Maximal		consecutive profit (count of wins)	9601.04 (2152)	consecutive loss (count of losses)	-92.31 (1)
Average		consecutive wins	540	consecutive losses	1

PrizmaL ver 1.1 b

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	37331.45	Gross profit	37963.23	Gross loss	-631.78
Profit factor	60.09	Expected payoff	4.35
Absolute drawdown	11.95	Maximal drawdown	136.74 (1.08%)	Relative drawdown	1.08% (136.74)

Total trades	8587	Short positions (won %)	2801 (99.86%)	Long positions (won %)	5786 (99.90%)
		Profit trades (% of total)	8577 (99.88%)	Loss trades (% of total)	10 (0.12%)
Largest		profit trade	5.08	loss trade	-92.31
Average		profit trade	4.43	loss trade	-63.18
Maximum		consecutive wins (profit in money)	3948 (17513.57)	consecutive losses (loss in money)	1 (-92.31)
Maximal		consecutive profit (count of wins)	17513.57 (3948)	consecutive loss (count of losses)	-92.31 (1)
Average		consecutive wins	780	consecutive losses	1

PrizmaL ver 1.2

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	145418.49	Gross profit	165002.22	Gross loss	-19583.74
Profit factor	8.43	Expected payoff	6.43
Absolute drawdown	17.75	Maximal drawdown	277.62 (0.18%)	Relative drawdown	1.02% (134.19)

Total trades	22605	Short positions (won %)	11295 (97.79%)	Long positions (won %)	11310 (98.35%)
		Profit trades (% of total)	22168 (98.07%)	Loss trades (% of total)	437 (1.93%)
Largest		profit trade	8.06	loss trade	-46.98
Average		profit trade	7.44	loss trade	-44.81
Maximum		consecutive wins (profit in money)	1224 (9124.94)	consecutive losses (loss in money)	3 (-134.34)
Maximal		consecutive profit (count of wins)	9124.94 (1224)	consecutive loss (count of losses)	-134.34 (3)
Average		consecutive wins	53	consecutive losses	1

PrizmaL ver 1.2 b

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	163244.30	Gross profit	185900.64	Gross loss	-22656.35
Profit factor	8.21	Expected payoff	6.41
Absolute drawdown	17.75	Maximal drawdown	290.32 (0.17%)	Relative drawdown	0.92% (129.72)

Total trades	25453	Short positions (won %)	15164 (97.72%)	Long positions (won %)	10289 (98.44%)
		Profit trades (% of total)	24947 (98.01%)	Loss trades (% of total)	506 (1.99%)
Largest		profit trade	8.07	loss trade	-46.99
Average		profit trade	7.45	loss trade	-44.78
Maximum		consecutive wins (profit in money)	1266 (9443.18)	consecutive losses (loss in money)	3 (-134.34)
Maximal		consecutive profit (count of wins)	9443.18 (1266)	consecutive loss (count of losses)	-134.34 (3)
Average		consecutive wins	52	consecutive losses	1

PrizmaL ver 1.3

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	48279.35	Gross profit	54409.22	Gross loss	-6129.87
Profit factor	8.88	Expected payoff	6.46
Absolute drawdown	7.46	Maximal drawdown	238.83 (0.42%)	Relative drawdown	1.27% (176.12)

Total trades	7477	Short positions (won %)	501 (93.41%)	Long positions (won %)	6976 (98.51%)
		Profit trades (% of total)	7340 (98.17%)	Loss trades (% of total)	137 (1.83%)
Largest		profit trade	7.92	loss trade	-46.99
Average		profit trade	7.41	loss trade	-44.74
Maximum		consecutive wins (profit in money)	413 (3075.89)	consecutive losses (loss in money)	2 (-91.76)
Maximal		consecutive profit (count of wins)	3075.89 (413)	consecutive loss (count of losses)	-91.76 (2)
Average		consecutive wins	55	consecutive losses	1

PrizmaL ver 1.3 b

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	60025.45	Gross profit	67422.47	Gross loss	-7397.02
Profit factor	9.11	Expected payoff	6.48
Absolute drawdown	7.46	Maximal drawdown	231.22 (0.34%)	Relative drawdown	1.16% (176.12)

Total trades	9259	Short positions (won %)	516 (93.60%)	Long positions (won %)	8743 (98.49%)
		Profit trades (% of total)	9094 (98.22%)	Loss trades (% of total)	165 (1.78%)
Largest		profit trade	7.92	loss trade	-46.99
Average		profit trade	7.41	loss trade	-44.83
Maximum		consecutive wins (profit in money)	532 (3962.26)	consecutive losses (loss in money)	2 (-91.76)
Maximal		consecutive profit (count of wins)	3962.26 (532)	consecutive loss (count of losses)	-91.76 (2)
Average		consecutive wins	56	consecutive losses	1

PrizmaL ver 1.4

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	9055.37	Gross profit	9238.27	Gross loss	-182.90
Profit factor	50.51	Expected payoff	4.31
Absolute drawdown	0.00	Maximal drawdown	97.57 (0.64%)	Relative drawdown	0.64% (97.57)

Total trades	2103	Short positions (won %)	89 (100.00%)	Long positions (won %)	2014 (99.85%)
		Profit trades (% of total)	2100 (99.86%)	Loss trades (% of total)	3 (0.14%)
Largest		profit trade	4.93	loss trade	-92.31
Average		profit trade	4.40	loss trade	-60.97
Maximum		consecutive wins (profit in money)	1171 (5163.03)	consecutive losses (loss in money)	1 (-92.31)
Maximal		consecutive profit (count of wins)	5163.03 (1171)	consecutive loss (count of losses)	-92.31 (1)
Average		consecutive wins	525	consecutive losses	1

PrizmaL ver 1.4 b

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	24913.84	Gross profit	25188.99	Gross loss	-275.15
Profit factor	91.55	Expected payoff	4.34
Absolute drawdown	16.42	Maximal drawdown	103.31 (0.31%)	Relative drawdown	0.81% (91.60)

Total trades	5747	Short positions (won %)	89 (100.00%)	Long positions (won %)	5658 (99.91%)
		Profit trades (% of total)	5742 (99.91%)	Loss trades (% of total)	5 (0.09%)
Largest		profit trade	4.93	loss trade	-92.31
Average		profit trade	4.39	loss trade	-55.03
Maximum		consecutive wins (profit in money)	2765 (12157.08)	consecutive losses (loss in money)	1 (-92.31)
Maximal		consecutive profit (count of wins)	12157.08 (2765)	consecutive loss (count of losses)	-92.31 (1)
Average		consecutive wins	957	consecutive losses	1

PrizmaL ver 1.5

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	52255.21	Gross profit	55992.64	Gross loss	-3737.42
Profit factor	14.98	Expected payoff	4.13
Absolute drawdown	7.46	Maximal drawdown	217.80 (0.36%)	Relative drawdown	1.59% (199.98)

Total trades	12638	Short positions (won %)	619 (96.93%)	Long positions (won %)	12019 (99.46%)
		Profit trades (% of total)	12554 (99.34%)	Loss trades (% of total)	84 (0.66%)
Largest		profit trade	4.93	loss trade	-46.98
Average		profit trade	4.46	loss trade	-44.49
Maximum		consecutive wins (profit in money)	2561 (11448.61)	consecutive losses (loss in money)	2 (-89.56)
Maximal		consecutive profit (count of wins)	11448.61 (2561)	consecutive loss (count of losses)	-89.56 (2)
Average		consecutive wins	153	consecutive losses	1

PrizmaL ver 1.5 b

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	102553.87	Gross profit	108103.03	Gross loss	-5549.16
Profit factor	19.48	Expected payoff	4.21
Absolute drawdown	7.46	Maximal drawdown	226.77 (0.21%)	Relative drawdown	1.22% (197.00)

Total trades	24359	Short positions (won %)	757 (97.49%)	Long positions (won %)	23602 (99.56%)
		Profit trades (% of total)	24235 (99.49%)	Loss trades (% of total)	124 (0.51%)
Largest		profit trade	4.93	loss trade	-46.99
Average		profit trade	4.46	loss trade	-44.75
Maximum		consecutive wins (profit in money)	2121 (9491.50)	consecutive losses (loss in money)	2 (-91.75)
Maximal		consecutive profit (count of wins)	9491.50 (2121)	consecutive loss (count of losses)	-91.75 (2)
Average		consecutive wins	204	consecutive losses	1

PrizmaL ver 1.6

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	78570.64	Gross profit	83472.42	Gross loss	-4901.79
Profit factor	17.03	Expected payoff	4.19
Absolute drawdown	7.46	Maximal drawdown	253.71 (1.66%)	Relative drawdown	1.66% (253.71)

Total trades	18763	Short positions (won %)	991 (98.99%)	Long positions (won %)	17772 (99.73%)
		Profit trades (% of total)	18705 (99.69%)	Loss trades (% of total)	58 (0.31%)
Largest		profit trade	5.82	loss trade	-94.52
Average		profit trade	4.46	loss trade	-84.51
Maximum		consecutive wins (profit in money)	3409 (15245.53)	consecutive losses (loss in money)	1 (-94.52)
Maximal		consecutive profit (count of wins)	15245.53 (3409)	consecutive loss (count of losses)	-94.52 (1)
Average		consecutive wins	323	consecutive losses	1

PrizmaL ver 1.7

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	46509.37	Gross profit	56846.89	Gross loss	-10337.51
Profit factor	5.50	Expected payoff	8.13
Absolute drawdown	7.46	Maximal drawdown	244.67 (0.45%)	Relative drawdown	1.14% (128.91)

Total trades	5720	Short positions (won %)	490 (91.02%)	Long positions (won %)	5230 (96.44%)
		Profit trades (% of total)	5490 (95.98%)	Loss trades (% of total)	230 (4.02%)
Largest		profit trade	11.05	loss trade	-47.53
Average		profit trade	10.35	loss trade	-44.95
Maximum		consecutive wins (profit in money)	281 (2927.46)	consecutive losses (loss in money)	3 (-136.50)
Maximal		consecutive profit (count of wins)	2927.46 (281)	consecutive loss (count of losses)	-136.50 (3)
Average		consecutive wins	25	consecutive losses	1

PrizmaL ver 1.7 b

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	98564.69	Gross profit	121746.48	Gross loss	-23181.79
Profit factor	5.25	Expected payoff	8.07
Absolute drawdown	7.46	Maximal drawdown	266.13 (0.25%)	Relative drawdown	1.07% (137.42)

Total trades	12211	Short positions (won %)	5956 (95.03%)	Long positions (won %)	6255 (96.47%)
		Profit trades (% of total)	11694 (95.77%)	Loss trades (% of total)	517 (4.23%)
Largest		profit trade	11.35	loss trade	-47.53
Average		profit trade	10.41	loss trade	-44.84
Maximum		consecutive wins (profit in money)	322 (3361.73)	consecutive losses (loss in money)	3 (-134.21)
Maximal		consecutive profit (count of wins)	3361.73 (322)	consecutive loss (count of losses)	-134.21 (3)
Average		consecutive wins	24	consecutive losses	1

PrizmaL ver 1.8

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	10071.05	Gross profit	11301.13	Gross loss	-1230.08
Profit factor	9.19	Expected payoff	10.03
Absolute drawdown	5.97	Maximal drawdown	109.91 (0.57%)	Relative drawdown	0.61% (65.28)

Total trades	1004	Short positions (won %)	57 (92.98%)	Long positions (won %)	947 (97.57%)
		Profit trades (% of total)	977 (97.31%)	Loss trades (% of total)	27 (2.69%)
Largest		profit trade	12.40	loss trade	-46.99
Average		profit trade	11.57	loss trade	-45.56
Maximum		consecutive wins (profit in money)	112 (1302.66)	consecutive losses (loss in money)	2 (-91.21)
Maximal		consecutive profit (count of wins)	1302.66 (112)	consecutive loss (count of losses)	-91.21 (2)
Average		consecutive wins	38	consecutive losses	1

PrizmaL ver 1.8 b

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 1999.01.05 08:05 - 2008.11.21 22:55 (1999.01.01 - 2009.01.01)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	725739	Ticks modelled	14179270	Modelling quality	89.99%
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	11920.09	Gross profit	13517.23	Gross loss	-1597.14
Profit factor	8.46	Expected payoff	9.90
Absolute drawdown	5.97	Maximal drawdown	103.50 (0.50%)	Relative drawdown	0.54% (61.75)

Total trades	1204	Short positions (won %)	120 (95.83%)	Long positions (won %)	1084 (97.23%)
		Profit trades (% of total)	1169 (97.09%)	Loss trades (% of total)	35 (2.91%)
Largest		profit trade	12.40	loss trade	-47.53
Average		profit trade	11.56	loss trade	-45.63
Maximum		consecutive wins (profit in money)	122 (1413.14)	consecutive losses (loss in money)	2 (-90.62)
Maximal		consecutive profit (count of wins)	1413.14 (122)	consecutive loss (count of losses)	-90.62 (2)
Average		consecutive wins	33	consecutive losses	1