Strategy Tester Report
Turtles v1.0
Generated by ReportManager 1.2.0
http://reportmanager.mqlsoft.com

SymbolGBPJPY, EURCAD, EURUSD, USDCHF, GBPUSD
Period2010.01.07 00:00 - 2010.12.31 23:59
Initial deposit10000.00
Total net profit3964.22Gross profit6534.52Gross loss-2570.30
Profit factor2.542Expected payoff34.174
Absolute drawdown231.52Maximal drawdown330.22 (2.43%)Relative drawdown2.726% (273.80)
Total trades116Short positions (won %)72 (61.111%)Long positions (won %)44 (54.545%)
Profit trades (% of total)68 (58.621%)Loss trades (% of total)48 (41.379%)
Largestprofit trade417.36loss trade-164.49
Averageprofit trade96.096loss trade-53.548
Maximumconsecutive wins (profit in money)10 (514.76)consecutive losses (loss in money)6 (-295.70)
Maximalconsecutive profit (count of wins)976.93 (8)consecutive loss (count of losses)-330.22 (4)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS/LT/PProfitBalance
12010.01.07 00:00sell10.051.48626--
22010.01.07 00:00sell20.051.48626--
32010.01.11 00:00t/p10.051.47588--41.1210041.12
42010.01.12 00:00s/l20.051.48606--1.1610042.28
52010.01.12 00:00sell30.051.01602--
62010.01.12 00:00sell40.051.01602--
72010.01.21 00:00sell50.051.41067--
82010.01.21 00:00sell60.051.41067--
92010.01.21 00:00close40.051.04384---136.909905.38
102010.01.21 00:00close30.051.04384---136.909768.48
112010.01.25 00:00sell70.05144.841--
122010.01.25 00:00sell80.05144.841--
132010.01.29 00:00t/p50.051.39494--79.879848.35
142010.02.01 00:00buy90.051.06157--
152010.02.01 00:00buy100.051.06157--
162010.02.05 00:00t/p70.05140.167--203.4710051.82
172010.02.05 00:00sell110.051.57659--
182010.02.05 00:00sell120.051.57659--
192010.02.08 00:00sell130.051.46066--
202010.02.08 00:00sell140.051.46066--
212010.02.10 00:00s/l80.05140.248--199.2510251.07
222010.02.10 00:00s/l90.051.06177--2.7010253.77
232010.02.10 00:00s/l100.051.06177--2.7010256.47
242010.02.11 00:00s/l110.051.57608--2.9610259.43
252010.02.11 00:00s/l120.051.57608--2.9610262.39
262010.02.12 00:00t/p130.051.45050--40.7410303.13
272010.02.18 00:00s/l140.051.43787--91.2210394.35
282010.02.19 00:00sell150.051.41677--
292010.02.19 00:00sell160.051.41677--
302010.02.19 00:00sell170.051.54818--
312010.02.19 00:00sell180.051.54818--
322010.02.19 00:00buy190.051.08634--
332010.02.19 00:00buy200.051.08634--
342010.02.25 00:00close160.051.42610---36.0210358.33
352010.02.25 00:00close150.051.42610---36.0210322.31
362010.02.26 00:00sell210.05135.996--
372010.02.26 00:00sell220.05135.996--
382010.03.02 00:00t/p170.051.48850--299.0110621.32
392010.03.02 00:00close200.051.07852---34.4810586.84
402010.03.02 00:00close190.051.07852---34.4810552.36
412010.03.08 00:00s/l210.05135.976---0.8310551.53
422010.03.08 00:00s/l220.05135.976---0.8310550.70
432010.03.08 00:00s/l180.051.51204--181.7210732.42
442010.03.15 00:00s/l60.051.37071--207.5810940.00
452010.03.15 00:00sell230.051.05888--
462010.03.15 00:00sell240.051.05888--
472010.03.18 00:00sell250.051.38826--
482010.03.18 00:00sell260.051.38826--
492010.03.22 00:00t/p250.051.37787--41.1610981.16
502010.03.25 00:00sell270.051.33284--
512010.03.25 00:00sell280.051.33284--
522010.03.29 00:00s/l260.051.36909--76.6011057.76
532010.03.31 00:00buy290.05139.847--
542010.03.31 00:00buy300.05139.847--
552010.04.05 00:00t/p290.05144.465--203.7911261.55
562010.04.05 00:00close240.051.06150---19.3011242.25
572010.04.05 00:00close230.051.06150---19.3011222.95
582010.04.06 00:00sell310.051.35044--
592010.04.06 00:00sell320.051.35044--
602010.04.07 00:00t/p310.051.34031--40.0111262.96
612010.04.07 00:00s/l300.05143.553--163.5411426.50
622010.04.09 00:00close280.051.33577---12.3611414.14
632010.04.09 00:00close270.051.33577---12.3611401.78
642010.04.12 00:00s/l320.051.34619--17.4611419.24
652010.04.23 00:00sell330.051.32943--
662010.04.23 00:00sell340.051.32943--
672010.04.27 00:00buy350.05145.317--
682010.04.27 00:00buy360.05145.317--
692010.04.28 00:00sell370.051.31606--
702010.04.28 00:00sell380.051.31606--
712010.04.28 00:00buy390.051.08840--
722010.04.28 00:00buy400.051.08840--
732010.04.29 00:00close340.051.33332---14.5911404.65
742010.04.29 00:00close330.051.33332---14.5911390.06
752010.05.05 00:00t/p370.051.30050--78.8711468.93
762010.05.06 00:00sell410.051.32127--
772010.05.06 00:00sell420.051.32127--
782010.05.06 00:00close360.05141.921---149.8611319.07
792010.05.06 00:00close350.05141.921---149.8611169.21
802010.05.06 00:00t/p390.051.10748--87.3311256.54
812010.05.07 00:00sell430.051.47775--
822010.05.07 00:00sell440.051.47775--
832010.05.07 00:00s/l400.051.10471--75.4211331.96
842010.05.11 00:00t/p410.051.30919--47.9511379.91
852010.05.17 00:00buy450.051.13410--
862010.05.17 00:00buy460.051.13410--
872010.05.20 00:00s/l420.051.27693--176.3311556.24
882010.05.20 00:00t/p450.051.15799--104.7911661.03
892010.05.21 00:00sell470.05128.072--
902010.05.21 00:00sell480.05128.072--
912010.05.24 00:00s/l430.051.44794--150.0711811.10
922010.05.24 00:00s/l440.051.44794--150.0711961.17
932010.05.24 00:00s/l460.051.14780--60.9412022.11
942010.05.25 00:00buy490.051.16010--
952010.05.25 00:00buy500.051.16010--
962010.05.26 00:00close480.05130.335---100.5011921.61
972010.05.26 00:00close470.05130.335---100.5011821.11
982010.06.08 00:00s/l490.051.16030--3.6211824.73
992010.06.08 00:00s/l500.051.16030--3.6211828.35
1002010.06.16 00:00s/l380.051.23466--414.4712242.82
1012010.06.18 00:00sell510.051.11215--
1022010.06.18 00:00sell520.051.11215--
1032010.06.29 00:00t/p510.051.08679--113.7012356.52
1042010.07.01 00:00buy530.051.30043--
1052010.07.01 00:00buy540.051.30043--
1062010.07.02 00:00t/p530.051.31151--43.4412399.96
1072010.07.02 00:00buy550.051.25170--
1082010.07.02 00:00buy560.051.25170--
1092010.07.07 00:00s/l520.051.06611--211.6112611.57
1102010.07.08 00:00s/l540.051.32545--97.1412708.71
1112010.07.08 00:00sell570.051.05200--
1122010.07.08 00:00sell580.051.05200--
1132010.07.09 00:00t/p550.051.26996--89.3312798.04
1142010.07.16 00:00buy590.051.54460--
1152010.07.16 00:00buy600.051.54460--
1162010.07.19 00:00buy610.051.36383--
1172010.07.19 00:00buy620.051.36383--
1182010.07.20 00:00s/l570.051.05180---2.3712795.67
1192010.07.20 00:00s/l580.051.05180---2.3712793.30
1202010.07.22 00:00s/l610.051.32903---138.0612655.24
1212010.07.22 00:00s/l620.051.32903---138.0612517.18
1222010.07.28 00:00buy630.05137.018--
1232010.07.28 00:00buy640.05137.018--
1242010.08.04 00:00close640.05136.850---7.4212509.76
1252010.08.04 00:00close630.05136.850---7.4212502.34
1262010.08.11 00:00s/l590.051.58605--203.4712705.81
1272010.08.11 00:00s/l600.051.58605--203.4712909.28
1282010.08.12 00:00s/l560.051.29464--203.1413112.42
1292010.08.20 00:00sell650.051.03215--
1302010.08.20 00:00sell660.051.03215--
1312010.08.23 00:00sell670.051.27040--
1322010.08.23 00:00sell680.051.27040--
1332010.08.24 00:00sell690.05131.915--
1342010.08.24 00:00sell700.05131.915--
1352010.08.27 00:00s/l690.05131.895---0.1813112.24
1362010.08.27 00:00s/l700.05131.895---0.1813112.06
1372010.09.02 00:00t/p650.051.00805--114.3113226.37
1382010.09.06 00:00s/l660.051.01612--73.8913300.26
1392010.09.08 00:00sell710.05128.625--
1402010.09.08 00:00sell720.05128.625--
1412010.09.10 00:00sell730.051.31275--
1422010.09.10 00:00sell740.051.31275--
1432010.09.13 00:00s/l670.051.27020--4.2013304.46
1442010.09.13 00:00s/l680.051.27020--4.2013308.66
1452010.09.14 00:00close720.05129.198---26.5613282.10
1462010.09.14 00:00close710.05129.198---26.5613255.54
1472010.09.15 00:00close740.051.33518---87.9713167.57
1482010.09.15 00:00close730.051.33518---87.9713079.60
1492010.09.15 00:00buy750.051.29865--
1502010.09.15 00:00buy760.051.29865--
1512010.09.15 00:00sell770.050.99595--
1522010.09.15 00:00sell780.050.99595--
1532010.09.17 00:00buy790.05134.103--
1542010.09.17 00:00buy800.05134.103--
1552010.09.20 00:00t/p750.051.31365--73.5913153.19
1562010.09.23 00:00buy810.051.37993--
1572010.09.23 00:00buy820.051.37993--
1582010.09.27 00:00buy830.051.58225--
1592010.09.27 00:00buy840.051.58225--
1602010.09.28 00:00close800.05133.235---38.3013114.89
1612010.09.28 00:00close790.05133.235---38.3013076.59
1622010.09.29 00:00t/p810.051.39084--42.1613118.75
1632010.09.29 00:00t/p770.050.97641--95.4513214.20
1642010.09.30 00:00s/l780.050.98087--71.5413285.74
1652010.10.05 00:00s/l820.051.40070--79.8013365.54
1662010.10.06 00:00sell850.050.96650--
1672010.10.06 00:00sell860.050.96650--
1682010.10.08 00:00buy870.051.41643--
1692010.10.08 00:00buy880.051.41643--
1702010.10.08 00:00s/l830.051.58293--1.3513366.89
1712010.10.08 00:00s/l840.051.58293--1.3513368.24
1722010.10.15 00:00t/p850.050.94650--101.2913469.53
1732010.10.18 00:00s/l860.050.95661--47.6513517.18
1742010.10.20 00:00t/p870.051.42738--41.1313558.31
1752010.10.20 00:00sell890.05128.155--
1762010.10.20 00:00sell900.05128.155--
1772010.10.26 00:00s/l880.051.42563--33.0413591.35
1782010.10.27 00:00s/l890.05128.135---0.6213590.73
1792010.10.27 00:00s/l900.05128.135---0.6213590.11
1802010.10.28 00:00buy910.050.98991--
1812010.10.28 00:00buy920.050.98991--
1822010.11.05 00:00buy930.051.62689--
1832010.11.05 00:00buy940.051.62689--
1842010.11.05 00:00close920.050.95809---164.4913425.62
1852010.11.05 00:00close910.050.95809---164.4913261.13
1862010.11.10 00:00sell950.051.38735--
1872010.11.10 00:00sell960.051.38735--
1882010.11.10 00:00s/l760.051.38528--417.3613678.49
1892010.11.11 00:00t/p950.051.37628--43.9613722.45
1902010.11.11 00:00buy970.05132.519--
1912010.11.11 00:00buy980.05132.519--
1922010.11.11 00:00close940.051.61158---77.4913644.96
1932010.11.11 00:00close930.051.61158---77.4913567.47
1942010.11.12 00:00sell990.051.36615--
1952010.11.12 00:00sell1000.051.36615--
1962010.11.15 00:00s/l960.051.38456--11.5913579.06
1972010.11.17 00:00close980.05132.396---5.4313573.63
1982010.11.17 00:00close970.05132.396---5.4313568.20
1992010.11.19 00:00buy1010.05133.959--
2002010.11.19 00:00buy1020.05133.959--
2012010.11.24 00:00t/p990.051.34388--112.8813681.08
2022010.11.24 00:00close1020.05131.237---120.1213560.96
2032010.11.24 00:00close1010.05131.237---120.1213440.84
2042010.11.25 00:00sell1030.051.34756--
2052010.11.25 00:00sell1040.051.34756--
2062010.11.26 00:00buy1050.051.00034--
2072010.11.26 00:00buy1060.051.00034--
2082010.11.29 00:00sell1070.051.55986--
2092010.11.29 00:00sell1080.051.55986--
2102010.12.01 00:00t/p1030.051.33504--49.7913490.63
2112010.12.03 00:00close1060.050.99272---37.0013453.63
2122010.12.03 00:00close1050.050.99272---37.0013416.63
2132010.12.06 00:00s/l1040.051.33482--51.2713467.90
2142010.12.14 00:00s/l1000.051.34183--126.1713594.07
2152010.12.14 00:00sell1090.050.96819--
2162010.12.14 00:00sell1100.050.96819--
2172010.12.20 00:00close1100.050.97002---11.4213582.65
2182010.12.20 00:00close1090.050.97002---11.4213571.23
2192010.12.23 00:00sell1110.05128.599--
2202010.12.23 00:00sell1120.05128.599--
2212010.12.23 00:00sell1130.050.95179--
2222010.12.23 00:00sell1140.050.95179--
2232010.12.29 00:00sell1150.051.31277--
2242010.12.29 00:00sell1160.051.31277--
2252010.12.29 00:00s/l1070.051.54582--72.2413643.47
2262010.12.29 00:00s/l1080.051.54582--72.2413715.71
2272010.12.31 23:59close at stop1160.051.32886---62.8813652.83
2282010.12.31 23:59close at stop1150.051.32886---62.8813589.95
2292010.12.31 23:59close at stop1120.05126.546--88.8813678.83
2302010.12.31 23:59close at stop1110.05126.546--88.8813767.71
2312010.12.31 23:59t/p1130.050.93157--105.5613873.27
2322010.12.31 23:59close at stop1140.050.93430--90.9513964.22