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 (2012.08.27 - 2012.10.11)
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=2.6; ProfitBoosterLotDelimiter=3;
Bars in test22083Ticks modelled12827140Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit5760.10Gross profit15274.81Gross loss-9514.70
Profit factor1.61Expected payoff115.20
Absolute drawdown2233.14Maximal drawdown4223.35 (32.85%)Relative drawdown32.85% (4223.35)
Total trades50Short positions (won %)22 (54.55%)Long positions (won %)28 (78.57%)
Profit trades (% of total)34 (68.00%)Loss trades (% of total)16 (32.00%)
Largestprofit trade833.38loss trade-1344.00
Averageprofit trade449.26loss trade-594.67
Maximumconsecutive wins (profit in money)10 (5544.94)consecutive losses (loss in money)4 (-2657.18)
Maximalconsecutive profit (count of wins)5544.94 (10)consecutive loss (count of losses)-2657.18 (4)
Averageconsecutive wins6consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.08.28 10:00buy11.991.254640.000000.00000
22012.08.28 10:00modify11.991.254641.250041.25714
32012.08.28 10:00buy limit20.661.250740.000000.00000
42012.08.28 10:00modify20.661.250741.250041.25714
52012.08.28 13:23modify11.991.254641.256361.25714
62012.08.28 13:26t/p11.991.257141.256361.25714497.5010497.50
72012.08.28 13:26delete20.661.250741.250041.25714
82012.08.28 14:00buy32.091.254970.000000.00000
92012.08.28 14:00modify32.091.254971.249071.25817
102012.08.28 14:00buy limit40.701.249980.000000.00000
112012.08.28 14:00modify40.701.249981.249071.25817
122012.08.28 15:10modify32.091.254971.256901.25817
132012.08.28 15:12s/l32.091.256901.256901.25817403.3710900.87
142012.08.28 15:12delete40.701.249981.249071.25817
152012.08.28 15:12buy52.171.257010.000000.00000
162012.08.28 15:12modify52.171.257011.251111.26021
172012.08.28 15:12buy limit60.721.252000.000000.00000
182012.08.28 15:12modify60.721.252001.251111.26021
192012.08.29 14:21buy60.721.252001.251111.26021
202012.08.30 14:40s/l52.171.251111.251111.26021-1276.579624.30
212012.08.30 14:40s/l60.721.251111.251111.26021-63.159561.15
222012.08.30 14:45sell71.911.250550.000000.00000
232012.08.30 14:45modify71.911.250551.255151.24805
242012.08.30 14:45sell limit80.641.254450.000000.00000
252012.08.30 14:45modify80.641.254451.255151.24805
262012.08.31 08:56sell80.641.254451.255151.24805
272012.08.31 09:00s/l71.911.255151.255151.24805-880.268680.89
282012.08.31 09:00s/l80.641.255151.255151.24805-44.808636.09
292012.08.31 10:30buy91.721.257230.000000.00000
302012.08.31 10:30modify91.721.257231.252631.25973
312012.08.31 10:30buy limit100.571.253330.000000.00000
322012.08.31 10:30modify100.571.253331.252631.25973
332012.08.31 10:42modify91.721.257231.258731.25973
342012.08.31 10:44s/l91.721.258731.258731.25973258.008894.09
352012.08.31 10:44delete100.571.253331.252631.25973
362012.08.31 10:45buy111.771.258730.000000.00000
372012.08.31 10:45modify111.771.258731.254131.26123
382012.08.31 10:45buy limit120.591.254830.000000.00000
392012.08.31 10:45modify120.591.254831.254131.26123
402012.08.31 12:07modify111.771.258731.260311.26123
412012.08.31 12:10t/p111.771.261231.260311.26123442.509336.59
422012.08.31 12:10delete120.591.254831.254131.26123
432012.09.05 13:00buy131.851.260570.000000.00000
442012.09.05 13:00modify131.851.260571.253771.26427
452012.09.05 13:00buy limit140.621.254790.000000.00000
462012.09.05 13:00modify140.621.254791.253771.26427
472012.09.06 06:23modify131.851.260571.262071.26427
482012.09.06 06:40s/l131.851.262071.262071.26427279.899616.48
492012.09.06 06:40delete140.621.254791.253771.26427
502012.09.06 13:00sell151.911.258920.000000.00000
512012.09.06 13:00modify151.911.258921.265121.25552
522012.09.06 13:00sell limit160.641.264180.000000.00000
532012.09.06 13:00modify160.641.264181.265121.25552
542012.09.06 13:45modify151.911.258921.256901.25552
552012.09.06 13:48s/l151.911.256901.256901.25552385.8210002.30
562012.09.06 13:48delete160.641.264181.265121.25552
572012.09.06 13:48sell171.991.256800.000000.00000
582012.09.06 13:48modify171.991.256801.263001.25340
592012.09.06 13:48sell limit180.661.262060.000000.00000
602012.09.06 13:48modify180.661.262061.263001.25340
612012.09.06 14:39sell180.661.262061.263001.25340
622012.09.06 14:54s/l171.991.263001.263001.25340-1233.808768.50
632012.09.06 14:54s/l180.661.263001.263001.25340-62.048706.46
642012.09.07 09:00sell191.721.266880.000000.00000
652012.09.07 09:00modify191.721.266881.271481.26438
662012.09.07 09:00sell limit200.571.270780.000000.00000
672012.09.07 09:00modify200.571.270781.271481.26438
682012.09.07 11:21sell200.571.270781.271481.26438
692012.09.07 11:34s/l191.721.271481.271481.26438-791.207915.26
702012.09.07 11:34s/l200.571.271481.271481.26438-39.907875.36
712012.09.07 12:00buy211.551.270720.000000.00000
722012.09.07 12:00modify211.551.270721.266121.27322
732012.09.07 12:00buy limit220.521.266820.000000.00000
742012.09.07 12:00modify220.521.266821.266121.27322
752012.09.07 12:30modify211.551.270721.272221.27322
762012.09.07 12:30t/p211.551.273221.272221.27322387.508262.86
772012.09.07 12:30delete220.521.266821.266121.27322
782012.09.07 12:30buy231.621.273340.000000.00000
792012.09.07 12:30modify231.621.273341.268741.27584
802012.09.07 12:30buy limit240.541.269440.000000.00000
812012.09.07 12:30modify240.541.269441.268741.27584
822012.09.07 12:41modify231.621.273341.274841.27584
832012.09.07 12:42s/l231.621.274841.274841.27584243.008505.86
842012.09.07 12:42delete240.541.269441.268741.27584
852012.09.07 12:45buy251.671.274610.000000.00000
862012.09.07 12:45modify251.671.274611.270011.27711
872012.09.07 12:45buy limit260.561.270710.000000.00000
882012.09.07 12:45modify260.561.270711.270011.27711
892012.09.07 12:47modify251.671.274611.276111.27711
902012.09.07 12:47t/p251.671.277111.276111.27711417.508923.36
912012.09.07 12:47delete260.561.270711.270011.27711
922012.09.07 13:00buy271.751.276810.000000.00000
932012.09.07 13:00modify271.751.276811.270711.28011
942012.09.07 13:00buy limit280.581.271650.000000.00000
952012.09.07 13:00modify280.581.271651.270711.28011
962012.09.07 14:34modify271.751.276811.278941.28011
972012.09.07 14:35s/l271.751.278941.278941.28011372.759296.11
982012.09.07 14:35delete280.581.271651.270711.28011
992012.09.11 15:30buy291.811.286800.000000.00000
1002012.09.11 15:30modify291.811.286801.280001.29050
1012012.09.11 15:30buy limit300.601.281020.000000.00000
1022012.09.11 15:30modify300.601.281021.280001.29050
1032012.09.12 08:20modify291.811.286801.288301.29050
1042012.09.12 08:23s/l291.811.288301.288301.29050272.289568.38
1052012.09.12 08:23delete300.601.281021.280001.29050
1062012.09.12 11:00buy311.851.291920.000000.00000
1072012.09.12 11:00modify311.851.291921.285221.29562
1082012.09.12 11:00buy limit320.621.286230.000000.00000
1092012.09.12 11:00modify320.621.286231.285221.29562
1102012.09.13 16:30buy320.621.286231.285221.29562
1112012.09.13 16:32modify311.851.291921.293421.29562
1122012.09.13 16:32modify320.621.286231.293421.29562
1132012.09.13 16:32modify311.851.291921.294921.29562
1142012.09.13 16:32modify320.621.286231.294921.29562
1152012.09.13 16:32t/p311.851.295621.294921.29562686.8910255.27
1162012.09.13 16:32t/p320.621.295621.294921.29562582.1810837.45
1172012.09.13 17:00sell332.101.290810.000000.00000
1182012.09.13 17:00modify332.101.290811.297211.28731
1192012.09.13 17:00sell limit340.701.296240.000000.00000
1202012.09.13 17:00modify340.701.296241.297211.28731
1212012.09.13 17:33sell340.701.296241.297211.28731
1222012.09.13 18:02s/l332.101.297211.297211.28731-1344.009493.45
1232012.09.13 18:02s/l340.701.297211.297211.28731-67.909425.55
1242012.09.13 20:00buy351.811.299020.000000.00000
1252012.09.13 20:00modify351.811.299021.290621.30362
1262012.09.13 20:00buy limit360.601.291910.000000.00000
1272012.09.13 20:00modify360.601.291911.290621.30362
1282012.09.14 03:53modify351.811.299021.301541.30362
1292012.09.14 05:56t/p351.811.303621.301541.30362833.3810258.93
1302012.09.14 05:56delete360.601.291911.290621.30362
1312012.09.14 11:15buy371.961.311010.000000.00000
1322012.09.14 11:15modify371.961.311011.304611.31451
1332012.09.14 11:15buy limit380.651.305570.000000.00000
1342012.09.14 11:15modify380.651.305571.304611.31451
1352012.09.14 13:49modify371.961.311011.313361.31451
1362012.09.14 13:52s/l371.961.313361.313361.31451460.6010719.53
1372012.09.14 13:52delete380.651.305571.304611.31451
1382012.09.18 19:00sell392.061.303520.000000.00000
1392012.09.18 19:00modify392.061.303521.310921.29952
1402012.09.18 19:00sell limit400.691.309730.000000.00000
1412012.09.18 19:00modify400.691.309731.310921.29952
1422012.09.19 09:42modify392.061.303521.301971.29952
1432012.09.19 10:00modify392.061.303521.301861.29952
1442012.09.19 10:04s/l392.061.301861.301861.29952340.1711059.70
1452012.09.19 10:04delete400.691.309731.310921.29952
1462012.09.20 05:00sell412.131.300290.000000.00000
1472012.09.20 05:00modify412.131.300291.305091.29769
1482012.09.20 05:00sell limit420.711.304340.000000.00000
1492012.09.20 05:00modify420.711.304341.305091.29769
1502012.09.20 06:05modify412.131.300291.298681.29769
1512012.09.20 06:07t/p412.131.297691.298681.29769553.8011613.50
1522012.09.20 06:07delete420.711.304341.305091.29769
1532012.09.20 06:07sell432.241.297570.000000.00000
1542012.09.20 06:07modify432.241.297571.302471.29487
1552012.09.20 06:07sell limit440.751.301750.000000.00000
1562012.09.20 06:07modify440.751.301751.302471.29487
1572012.09.20 07:01modify432.241.297571.295861.29487
1582012.09.20 07:06t/p432.241.294871.295861.29487604.8012218.30
1592012.09.20 07:06delete440.751.301751.302471.29487
1602012.09.20 07:06sell452.361.294710.000000.00000
1612012.09.20 07:06modify452.361.294711.299911.29191
1622012.09.20 07:06sell limit460.791.299140.000000.00000
1632012.09.20 07:06modify460.791.299141.299911.29191
1642012.09.21 04:35sell460.791.299141.299911.29191
1652012.09.21 05:18s/l452.361.299911.299911.29191-1229.2510989.04
1662012.09.21 05:18s/l460.791.299911.299911.29191-60.8310928.21
1672012.09.21 10:00buy472.101.302800.000000.00000
1682012.09.21 10:00modify472.101.302801.296601.30620
1692012.09.21 10:00buy limit480.701.297530.000000.00000
1702012.09.21 10:00modify480.701.297531.296601.30620
1712012.09.21 11:20buy480.701.297531.296601.30620
1722012.09.21 11:30s/l472.101.296601.296601.30620-1302.009626.21
1732012.09.21 11:30s/l480.701.296601.296601.30620-65.109561.11
1742012.09.24 09:00sell491.851.290390.000000.00000
1752012.09.24 09:00modify491.851.290391.296591.28699
1762012.09.24 09:00sell limit500.621.295600.000000.00000
1772012.09.24 09:00modify500.621.295601.296591.28699
1782012.09.25 07:00delete500.621.295601.296591.28699
1792012.09.25 07:00close491.851.290341.296591.286997.649568.75
1802012.09.25 07:00buy511.851.290340.000000.00000
1812012.09.25 07:00modify511.851.290341.285741.29284
1822012.09.25 07:00buy limit520.621.286440.000000.00000
1832012.09.25 07:00modify520.621.286441.285741.29284
1842012.09.25 07:33modify511.851.290341.291841.29284
1852012.09.25 07:36s/l511.851.291841.291841.29284277.509846.25
1862012.09.25 07:36delete520.621.286441.285741.29284
1872012.09.25 07:36buy531.911.291910.000000.00000
1882012.09.25 07:36modify531.911.291911.287311.29441
1892012.09.25 07:36buy limit540.641.288010.000000.00000
1902012.09.25 07:36modify540.641.288011.287311.29441
1912012.09.25 12:03modify531.911.291911.293941.29441
1922012.09.25 12:04s/l531.911.293941.293941.29441387.7310233.98
1932012.09.25 12:04delete540.641.288011.287311.29441
1942012.09.26 04:15sell551.991.286800.000000.00000
1952012.09.26 04:15modify551.991.286801.291501.28420
1962012.09.26 04:15sell limit560.661.290800.000000.00000
1972012.09.26 04:15modify560.661.290801.291501.28420
1982012.09.26 11:38modify551.991.286801.285201.28420
1992012.09.26 11:53s/l551.991.285201.285201.28420318.4010552.38
2002012.09.26 11:53delete560.661.290801.291501.28420
2012012.09.27 19:00buy572.041.291690.000000.00000
2022012.09.27 19:00modify572.041.291691.283391.29619
2032012.09.27 19:00buy limit580.681.284710.000000.00000
2042012.09.27 19:00modify580.681.284711.283391.29619
2052012.09.28 02:26modify572.041.291691.293641.29619
2062012.09.28 02:33s/l572.041.293641.293641.29619398.6810951.06
2072012.09.28 02:33delete580.681.284711.283391.29619
2082012.09.28 04:00buy592.121.293150.000000.00000
2092012.09.28 04:00modify592.121.293151.287551.29625
2102012.09.28 04:00buy limit600.711.288400.000000.00000
2112012.09.28 04:00modify600.711.288401.287551.29625
2122012.09.28 09:06modify592.121.293151.294651.29625
2132012.09.28 09:38s/l592.121.294651.294651.29625318.0011269.06
2142012.09.28 09:38delete600.711.288401.287551.29625
2152012.09.28 09:38buy612.181.294740.000000.00000
2162012.09.28 09:38modify612.181.294741.290141.29724
2172012.09.28 09:38buy limit620.731.290840.000000.00000
2182012.09.28 09:38modify620.731.290841.290141.29724
2192012.09.28 13:45buy620.731.290841.290141.29724
2202012.09.28 13:51s/l612.181.290141.290141.29724-1002.8010266.26
2212012.09.28 13:51s/l620.731.290141.290141.29724-51.1010215.16
2222012.09.28 15:00sell631.991.286380.000000.00000
2232012.09.28 15:00modify631.991.286381.293581.28248
2242012.09.28 15:00sell limit640.661.292440.000000.00000
2252012.09.28 15:00modify640.661.292441.293581.28248
2262012.09.30 22:58modify631.991.286381.283871.28248
2272012.09.30 23:07s/l631.991.283871.283871.28248499.4910714.65
2282012.09.30 23:07delete640.661.292441.293581.28248
2292012.10.01 09:15buy652.081.290230.000000.00000
2302012.10.01 09:15modify652.081.290231.284431.29343
2312012.10.01 09:15buy limit660.691.285310.000000.00000
2322012.10.01 09:15modify660.691.285311.284431.29343
2332012.10.01 14:01modify652.081.290231.292351.29343
2342012.10.01 14:02t/p652.081.293431.292351.29343665.6011380.25
2352012.10.01 14:02delete660.691.285311.284431.29343
2362012.10.01 14:02buy672.201.293540.000000.00000
2372012.10.01 14:02modify672.201.293541.287041.29714
2382012.10.01 14:02buy limit680.731.288030.000000.00000
2392012.10.01 14:02modify680.731.288031.287041.29714
2402012.10.01 19:25buy680.731.288031.287041.29714
2412012.10.02 15:31modify672.201.293541.295461.29714
2422012.10.02 15:31modify680.731.288031.295461.29714
2432012.10.02 15:36s/l672.201.295461.295461.29714423.3511803.60
2442012.10.02 15:36s/l680.731.295461.295461.29714542.7012346.30
2452012.10.04 15:00buy692.371.300600.000000.00000
2462012.10.04 15:00modify692.371.300601.294001.30420
2472012.10.04 15:00buy limit700.791.295040.000000.00000
2482012.10.04 15:00modify700.791.295041.294001.30420
2492012.10.05 12:32modify692.371.300601.302101.30420
2502012.10.05 12:32s/l692.371.302101.302101.30420356.5212702.82
2512012.10.05 12:32delete700.791.295041.294001.30420
2522012.10.09 07:30sell712.451.294450.000000.00000
2532012.10.09 07:30modify712.451.294451.299051.29195
2542012.10.09 07:30sell limit720.821.298350.000000.00000
2552012.10.09 07:30modify720.821.298351.299051.29195
2562012.10.09 07:43modify712.451.294451.292951.29195
2572012.10.09 07:45t/p712.451.291951.292951.29195612.5013315.32
2582012.10.09 07:45delete720.821.298351.299051.29195
2592012.10.09 07:45sell732.581.291800.000000.00000
2602012.10.09 07:45modify732.581.291801.296401.28930
2612012.10.09 07:45sell limit740.861.295700.000000.00000
2622012.10.09 07:45modify740.861.295701.296401.28930
2632012.10.09 12:32sell740.861.295701.296401.28930
2642012.10.09 14:57t/p732.581.289301.296401.28930645.0013960.32
2652012.10.09 14:57t/p740.861.289301.296401.28930550.4014510.72
2662012.10.09 15:00sell752.811.289520.000000.00000
2672012.10.09 15:00modify752.811.289521.296621.28562
2682012.10.09 15:00sell limit760.941.295500.000000.00000
2692012.10.09 15:00modify760.941.295501.296621.28562
2702012.10.09 15:45modify752.811.289521.287221.28562
2712012.10.09 15:53s/l752.811.287221.287221.28562646.3015157.02
2722012.10.09 15:53delete760.941.295501.296621.28562
2732012.10.09 15:53sell772.941.287110.000000.00000
2742012.10.09 15:53modify772.941.287111.294211.28321
2752012.10.09 15:53sell limit780.981.293090.000000.00000
2762012.10.09 15:53modify780.981.293091.294211.28321
2772012.10.10 02:23modify772.941.287111.285051.28321
2782012.10.10 03:07s/l772.941.285051.285051.28321603.0815760.10
2792012.10.10 03:07delete780.981.293091.294211.28321