Strategy Tester Report
RSM_ApM_M2
RoboForex-ProCent (Build 445)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2012.01.09 00:00 - 2012.11.25 22:59 (2012.07.13 - 2012.08.27)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMax_Allocation_Per_Trade=88; Fixed_LotSize=0; FinalTarget_x_H1_ATR=1.7; StopLoss_x_H1_ATR=3.1; Trail_StopLoss_x_H1_ATR=1; Trail_Trigger_x_H1_ATR=1; Friday_Trade=true; MagicNumber=11995533; EA_COMMENT_PREFIX="Ray Scalper M "; ___________="Advanced Options"; ShowTradeGain=true; AlertWhenOpen=false; ProfitBooster=true; ProfitBooster_x_H1_ATR=2.7; ProfitBoosterLotDelimiter=3;
Bars in test22083Ticks modelled12827140Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit362.97Gross profit10716.03Gross loss-10353.06
Profit factor1.04Expected payoff9.07
Absolute drawdown1971.25Maximal drawdown3960.58 (32.79%)Relative drawdown32.79% (3960.58)
Total trades40Short positions (won %)17 (41.18%)Long positions (won %)23 (73.91%)
Profit trades (% of total)24 (60.00%)Loss trades (% of total)16 (40.00%)
Largestprofit trade690.30loss trade-2096.00
Averageprofit trade446.50loss trade-647.07
Maximumconsecutive wins (profit in money)7 (3429.68)consecutive losses (loss in money)6 (-3294.99)
Maximalconsecutive profit (count of wins)3429.68 (7)consecutive loss (count of losses)-3294.99 (6)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.07.13 13:45buy12.041.223690.000000.00000
22012.07.13 13:45modify12.041.223691.217891.22689
32012.07.13 13:45buy limit20.681.218570.000000.00000
42012.07.13 13:45modify20.681.218571.217891.22689
52012.07.15 21:00modify12.041.223691.225841.22689
62012.07.15 21:01t/p12.041.226891.225841.22689652.8010652.80
72012.07.15 21:01delete20.681.218571.217891.22689
82012.07.16 12:45buy32.181.221640.000000.00000
92012.07.16 12:45modify32.181.221641.217041.22414
102012.07.16 12:45buy limit40.731.217590.000000.00000
112012.07.16 12:45modify40.731.217591.217041.22414
122012.07.16 12:57modify32.181.221641.223141.22414
132012.07.16 12:59s/l32.181.223141.223141.22414327.0010979.80
142012.07.16 12:59delete40.731.217591.217041.22414
152012.07.17 14:15sell52.241.223380.000000.00000
162012.07.17 14:15modify52.241.223381.228881.22038
172012.07.17 14:15sell limit60.751.228200.000000.00000
182012.07.17 14:15modify60.751.228201.228881.22038
192012.07.17 14:30modify52.241.223381.221601.22038
202012.07.17 14:33s/l52.241.221601.221601.22038398.7211378.52
212012.07.17 14:33delete60.751.228201.228881.22038
222012.07.17 14:45sell72.331.219620.000000.00000
232012.07.17 14:45modify72.331.219621.225121.21662
242012.07.17 14:45sell limit80.781.224440.000000.00000
252012.07.17 14:45modify80.781.224441.225121.21662
262012.07.17 16:21sell80.781.224441.225121.21662
272012.07.17 16:30s/l72.331.225121.225121.21662-1281.5010097.02
282012.07.17 16:30s/l80.781.225121.225121.21662-53.0410043.98
292012.07.18 11:45sell92.051.222550.000000.00000
302012.07.18 11:45modify92.051.222551.227651.21975
312012.07.18 11:45sell limit100.681.227000.000000.00000
322012.07.18 11:45modify100.681.227001.227651.21975
332012.07.18 15:43sell100.681.227001.227651.21975
342012.07.18 19:10s/l92.051.227651.227651.21975-1045.508998.48
352012.07.18 19:10s/l100.681.227651.227651.21975-44.208954.28
362012.07.19 08:45sell111.821.226870.000000.00000
372012.07.19 08:45modify111.821.226871.231471.22437
382012.07.19 08:45sell limit120.611.230920.000000.00000
392012.07.19 08:45modify120.611.230921.231471.22437
402012.07.19 09:57sell120.611.230921.231471.22437
412012.07.19 10:04s/l111.821.231471.231471.22437-837.208117.08
422012.07.19 10:04s/l120.611.231471.231471.22437-33.558083.53
432012.07.20 12:30sell131.661.219800.000000.00000
442012.07.20 12:30modify131.661.219801.225801.21650
452012.07.20 12:30sell limit140.551.225080.000000.00000
462012.07.20 12:30modify140.551.225081.225801.21650
472012.07.20 13:47modify131.661.219801.217771.21650
482012.07.20 13:49t/p131.661.216501.217771.21650547.808631.33
492012.07.20 13:49delete140.551.225081.225801.21650
502012.07.20 14:00sell151.771.215790.000000.00000
512012.07.20 14:00modify151.771.215791.222991.21189
522012.07.20 14:00sell limit160.591.222120.000000.00000
532012.07.20 14:00modify160.591.222121.222991.21189
542012.07.22 21:00modify151.771.215791.213551.21189
552012.07.22 21:42t/p151.771.211891.213551.21189690.309321.63
562012.07.22 21:42delete160.591.222121.222991.21189
572012.07.25 09:45buy171.921.214580.000000.00000
582012.07.25 09:45modify171.921.214581.208581.21778
592012.07.25 09:45buy limit180.641.209350.000000.00000
602012.07.25 09:45modify180.641.209351.208581.21778
612012.07.26 10:15modify171.921.214581.216081.21778
622012.07.26 10:16s/l171.921.216081.216081.21778290.489612.11
632012.07.26 10:16delete180.641.209351.208581.21778
642012.07.26 10:30buy191.971.218470.000000.00000
652012.07.26 10:30modify191.971.218471.213871.22097
662012.07.26 10:30buy limit200.661.214420.000000.00000
672012.07.26 10:30modify200.661.214421.213871.22097
682012.07.26 10:33modify191.971.218471.219971.22097
692012.07.26 10:34s/l191.971.219971.219971.22097295.509907.61
702012.07.26 10:34delete200.661.214421.213871.22097
712012.07.26 10:45buy212.031.221620.000000.00000
722012.07.26 10:45modify212.031.221621.217021.22412
732012.07.26 10:45buy limit220.681.217570.000000.00000
742012.07.26 10:45modify220.681.217571.217021.22412
752012.07.26 11:01t/p212.031.224121.217021.22412507.5010415.11
762012.07.26 11:01delete220.681.217571.217021.22412
772012.07.26 11:15buy232.121.228380.000000.00000
782012.07.26 11:15modify232.121.228381.221781.23198
792012.07.26 11:15buy limit240.711.222570.000000.00000
802012.07.26 11:15modify240.711.222571.221781.23198
812012.07.26 12:46modify232.121.228381.230931.23198
822012.07.26 12:47s/l232.121.230931.230931.23198540.6010955.71
832012.07.26 12:47delete240.711.222571.221781.23198
842012.07.27 09:45buy252.231.228990.000000.00000
852012.07.27 09:45modify252.231.228991.224391.23149
862012.07.27 09:45buy limit260.741.224940.000000.00000
872012.07.27 09:45modify260.741.224941.224391.23149
882012.07.27 12:11modify252.231.228991.230981.23149
892012.07.27 12:12t/p252.231.231491.230981.23149557.5011513.21
902012.07.27 12:12delete260.741.224941.224391.23149
912012.07.27 14:15buy272.331.236560.000000.00000
922012.07.27 14:15modify272.331.236561.227561.24146
932012.07.27 14:15buy limit280.781.228710.000000.00000
942012.07.27 14:15modify280.781.228711.227561.24146
952012.07.27 18:11buy280.781.228711.227561.24146
962012.07.30 06:59s/l272.331.227561.227561.24146-2096.009417.21
972012.07.30 06:59s/l280.781.227561.227561.24146-89.369327.84
982012.07.30 09:00sell291.901.226540.000000.00000
992012.07.30 09:00modify291.901.226541.231641.22374
1002012.07.30 09:00sell limit300.631.230990.000000.00000
1012012.07.30 09:00modify300.631.230991.231641.22374
1022012.07.30 12:17modify291.901.226541.224841.22374
1032012.07.30 12:20t/p291.901.223741.224841.22374532.009859.84
1042012.07.30 12:20delete300.631.230991.231641.22374
1052012.08.01 18:15sell312.011.224920.000000.00000
1062012.08.01 18:15modify312.011.224921.230721.22172
1072012.08.01 18:15sell limit320.671.230010.000000.00000
1082012.08.01 18:15modify320.671.230011.230721.22172
1092012.08.01 18:54modify312.011.224921.223041.22172
1102012.08.01 18:55s/l312.011.223041.223041.22172377.8810237.72
1112012.08.01 18:55delete320.671.230011.230721.22172
1122012.08.01 19:15sell332.091.222920.000000.00000
1132012.08.01 19:15modify332.091.222921.230321.21892
1142012.08.01 19:15sell limit340.701.229420.000000.00000
1152012.08.01 19:15modify340.701.229421.230321.21892
1162012.08.02 09:30sell340.701.229421.230321.21892
1172012.08.02 11:53s/l332.091.230321.230321.21892-1552.058685.67
1182012.08.02 11:53s/l340.701.230321.230321.21892-63.008622.67
1192012.08.02 12:45sell351.761.227120.000000.00000
1202012.08.02 12:45modify351.761.227121.233021.22392
1212012.08.02 12:45sell limit360.591.232330.000000.00000
1222012.08.02 12:45modify360.591.232331.233021.22392
1232012.08.02 12:50modify351.761.227121.225191.22392
1242012.08.02 12:50t/p351.761.223921.225191.22392563.209185.87
1252012.08.02 12:50delete360.591.232331.233021.22392
1262012.08.03 10:45buy371.871.225710.000000.00000
1272012.08.03 10:45modify371.871.225711.221111.22821
1282012.08.03 10:45buy limit380.621.221660.000000.00000
1292012.08.03 10:45modify380.621.221661.221111.22821
1302012.08.03 10:49modify371.871.225711.227211.22821
1312012.08.03 10:50t/p371.871.228211.227211.22821467.509653.37
1322012.08.03 10:50delete380.621.221661.221111.22821
1332012.08.03 11:00buy391.961.228830.000000.00000
1342012.08.03 11:00modify391.961.228831.224031.23143
1352012.08.03 11:00buy limit400.651.224630.000000.00000
1362012.08.03 11:00modify400.651.224631.224031.23143
1372012.08.03 12:09buy400.651.224631.224031.23143
1382012.08.03 12:30s/l391.961.224031.224031.23143-940.808712.57
1392012.08.03 12:30s/l400.651.224031.224031.23143-39.008673.57
1402012.08.07 09:00sell411.751.241110.000000.00000
1412012.08.07 09:00modify411.751.241111.245711.23861
1422012.08.07 09:00sell limit420.581.245160.000000.00000
1432012.08.07 09:00modify420.581.245161.245711.23861
1442012.08.07 23:08modify411.751.241111.239521.23861
1452012.08.07 23:44t/p411.751.238611.239521.23861437.509111.07
1462012.08.07 23:44delete420.581.245161.245711.23861
1472012.08.10 09:00buy431.851.228240.000000.00000
1482012.08.10 09:00modify431.851.228241.223641.23074
1492012.08.10 09:00buy limit440.621.224190.000000.00000
1502012.08.10 09:00modify440.621.224191.223641.23074
1512012.08.10 14:32modify431.851.228241.229741.23074
1522012.08.10 14:33t/p431.851.230741.229741.23074462.509573.57
1532012.08.10 14:33delete440.621.224191.223641.23074
1542012.08.13 12:00buy451.941.234950.000000.00000
1552012.08.13 12:00modify451.941.234951.229351.23795
1562012.08.13 12:00buy limit460.651.230060.000000.00000
1572012.08.13 12:00modify460.651.230061.229351.23795
1582012.08.14 06:29modify451.941.234951.236451.23795
1592012.08.14 06:32s/l451.941.236451.236451.23795291.839865.40
1602012.08.14 06:32delete460.651.230061.229351.23795
1612012.08.14 07:30buy471.991.238020.000000.00000
1622012.08.14 07:30modify471.991.238021.233421.24052
1632012.08.14 07:30buy limit480.661.233970.000000.00000
1642012.08.14 07:30modify480.661.233971.233421.24052
1652012.08.14 12:41buy480.661.233971.233421.24052
1662012.08.14 12:42s/l471.991.233421.233421.24052-915.408950.00
1672012.08.14 12:42s/l480.661.233421.233421.24052-36.308913.70
1682012.08.15 13:00buy491.811.228460.000000.00000
1692012.08.15 13:00modify491.811.228461.223761.23096
1702012.08.15 13:00buy limit500.601.224330.000000.00000
1712012.08.15 13:00modify500.601.224331.223761.23096
1722012.08.16 00:30modify491.811.228461.229961.23096
1732012.08.16 00:35s/l491.811.229961.229961.23096273.839187.54
1742012.08.16 00:35delete500.601.224331.223761.23096
1752012.08.16 12:45buy511.861.231730.000000.00000
1762012.08.16 12:45modify511.861.231731.227131.23423
1772012.08.16 12:45buy limit520.621.227680.000000.00000
1782012.08.16 12:45modify520.621.227681.227131.23423
1792012.08.16 13:31modify511.861.231731.233341.23423
1802012.08.16 13:34s/l511.861.233341.233341.23423299.469487.00
1812012.08.16 13:34delete520.621.227681.227131.23423
1822012.08.16 14:30buy531.921.234930.000000.00000
1832012.08.16 14:30modify531.921.234931.229631.23783
1842012.08.16 14:30buy limit540.641.230310.000000.00000
1852012.08.16 14:30modify540.641.230311.229631.23783
1862012.08.17 06:46modify531.921.234931.236431.23783
1872012.08.17 07:01s/l531.921.236431.236431.23783288.839775.82
1882012.08.17 07:01delete540.641.230311.229631.23783
1892012.08.17 15:30sell551.991.230500.000000.00000
1902012.08.17 15:30modify551.991.230501.236901.22700
1912012.08.17 15:30sell limit560.661.236130.000000.00000
1922012.08.17 15:30modify560.661.236131.236901.22700
1932012.08.20 07:02sell560.661.236131.236901.22700
1942012.08.20 07:09s/l551.991.236901.236901.22700-1275.338500.49
1952012.08.20 07:09s/l560.661.236901.236901.22700-50.828449.67
1962012.08.21 12:00buy571.701.242800.000000.00000
1972012.08.21 12:00modify571.701.242801.238201.24530
1982012.08.21 12:00buy limit580.571.238750.000000.00000
1992012.08.21 12:00modify580.571.238751.238201.24530
2002012.08.21 12:39modify571.701.242801.244301.24530
2012012.08.21 12:39t/p571.701.245301.244301.24530425.008874.67
2022012.08.21 12:39delete580.571.238751.238201.24530
2032012.08.21 12:39buy591.781.245410.000000.00000
2042012.08.21 12:39modify591.781.245411.240811.24791
2052012.08.21 12:39buy limit600.591.241360.000000.00000
2062012.08.21 12:39modify600.591.241361.240811.24791
2072012.08.21 14:54modify591.781.245411.247201.24791
2082012.08.21 14:59t/p591.781.247911.247201.24791445.009319.67
2092012.08.21 14:59delete600.591.241361.240811.24791
2102012.08.21 15:15buy611.871.248150.000000.00000
2112012.08.21 15:15modify611.871.248151.242351.25135
2122012.08.21 15:15buy limit620.621.243030.000000.00000
2132012.08.21 15:15modify620.621.243031.242351.25135
2142012.08.22 18:03modify611.871.248151.250071.25135
2152012.08.22 18:04t/p611.871.251351.250071.25135599.209918.88
2162012.08.22 18:04delete620.621.243031.242351.25135
2172012.08.22 19:45buy631.981.252370.000000.00000
2182012.08.22 19:45modify631.981.252371.245271.25627
2192012.08.22 19:45buy limit640.661.246110.000000.00000
2202012.08.22 19:45modify640.661.246111.245271.25627
2212012.08.23 01:49modify631.981.252371.254601.25627
2222012.08.23 01:51s/l631.981.254601.254601.25627444.0910362.97
2232012.08.23 01:51delete640.661.246111.245271.25627