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

SymbolGBPJPY, EURCAD, EURUSD, USDCHF, GBPUSD
Period2011.01.07 00:00 - 2011.12.30 23:59
Initial deposit10000.00
Total net profit1230.17Gross profit4924.62Gross loss-3694.45
Profit factor1.333Expected payoff9.611
Absolute drawdown1608.51Maximal drawdown1672.84 (16.621%)Relative drawdown16.621% (1672.84)
Total trades128Short positions (won %)72 (58.333%)Long positions (won %)56 (50.00%)
Profit trades (% of total)70 (54.688%)Loss trades (% of total)58 (45.312%)
Largestprofit trade398.69loss trade-264.47
Averageprofit trade70.352loss trade-63.697
Maximumconsecutive wins (profit in money)14 (2027.35)consecutive losses (loss in money)20 (-1552.20)
Maximalconsecutive profit (count of wins)2027.35 (14)consecutive loss (count of losses)-1552.20 (20)
Averageconsecutive wins4consecutive losses3
Graph
#TimeTypeOrderSizePriceS/LT/PProfitBalance
12011.01.07 00:00sell10.051.29584--
22011.01.07 00:00sell20.051.29584--
32011.01.07 00:00sell30.051.30018--
42011.01.07 00:00sell40.051.30018--
52011.01.10 00:00t/p10.051.28487--43.3210043.32
62011.01.12 00:00buy50.050.97372--
72011.01.12 00:00buy60.050.97372--
82011.01.13 00:00s/l20.051.29069--21.0110064.33
92011.01.14 00:00close40.051.33494---172.739891.60
102011.01.14 00:00close30.051.33494---172.739718.87
112011.01.14 00:00buy70.051.58308--
122011.01.14 00:00buy80.051.58308--
132011.01.17 00:00buy90.05131.558--
142011.01.17 00:00buy100.05131.558--
152011.01.20 00:00buy110.051.33965--
162011.01.20 00:00buy120.051.33965--
172011.01.21 00:00s/l70.051.58676--17.309736.17
182011.01.21 00:00s/l80.051.58676--17.309753.47
192011.01.24 00:00t/p110.051.35236--49.669803.13
202011.01.24 00:00buy130.051.36070--
212011.01.24 00:00buy140.051.36070--
222011.01.25 00:00close60.050.94872---128.919674.22
232011.01.25 00:00close50.050.94872---128.919545.31
242011.01.26 00:00close100.05130.017---68.009477.31
252011.01.26 00:00close90.05130.017---68.009409.31
262011.01.31 00:00s/l120.051.36091--81.939491.24
272011.02.02 00:00t/p130.051.37920--89.969581.20
282011.02.02 00:00buy150.051.61309--
292011.02.02 00:00buy160.051.61309--
302011.02.04 00:00s/l140.051.36090---2.679578.53
312011.02.11 00:00buy170.05134.082--
322011.02.11 00:00buy180.05134.082--
332011.02.11 00:00close160.051.60861---24.139554.40
342011.02.11 00:00close150.051.60861---24.139530.27
352011.02.14 00:00buy190.050.97286--
362011.02.14 00:00buy200.050.97286--
372011.02.23 00:00s/l170.05134.102--0.889531.15
382011.02.23 00:00s/l180.05134.102--0.889532.03
392011.02.23 00:00s/l190.050.94071---169.359362.68
402011.02.23 00:00s/l200.050.94071---169.359193.33
412011.02.25 00:00sell210.050.92550--
422011.02.25 00:00sell220.050.92550--
432011.03.03 00:00buy230.051.38638--
442011.03.03 00:00buy240.051.38638--
452011.03.08 00:00t/p230.051.40185--76.509269.83
462011.03.08 00:00close220.050.92651---8.779261.06
472011.03.08 00:00close210.050.92651---8.779252.29
482011.03.09 00:00s/l240.051.38658---0.139252.16
492011.03.16 00:00buy250.051.37691--
502011.03.16 00:00buy260.051.37691--
512011.03.16 00:00sell270.05129.881--
522011.03.16 00:00sell280.05129.881--
532011.03.16 00:00sell290.050.91684--
542011.03.16 00:00sell300.050.91684--
552011.03.17 00:00t/p270.05126.360--154.739406.89
562011.03.17 00:00t/p290.050.90002--92.309499.19
572011.03.18 00:00t/p250.051.38719--39.699538.88
582011.03.21 00:00s/l260.051.37711---0.219538.67
592011.03.21 00:00buy310.051.39622--
602011.03.21 00:00buy320.051.39622--
612011.03.21 00:00buy330.051.41827--
622011.03.21 00:00buy340.051.41827--
632011.03.21 00:00s/l280.05128.316--67.989606.65
642011.03.21 00:00s/l300.050.90581--59.339665.98
652011.03.28 00:00close320.051.37907---68.949597.04
662011.03.28 00:00close310.051.37907---68.949528.10
672011.04.04 00:00buy350.05135.530--
682011.04.04 00:00buy360.05135.530--
692011.04.06 00:00s/l330.051.41847---3.519524.59
702011.04.06 00:00s/l340.051.41847---3.519521.08
712011.04.07 00:00buy370.051.43312--
722011.04.07 00:00buy380.051.43312--
732011.04.11 00:00t/p370.051.44870--77.349598.42
742011.04.15 00:00s/l350.05135.550--0.879599.29
752011.04.15 00:00s/l360.05135.550--0.879600.16
762011.04.15 00:00sell390.050.89243--
772011.04.15 00:00sell400.050.89243--
782011.04.19 00:00s/l380.051.43332---1.829598.34
792011.04.21 00:00buy410.051.45221--
802011.04.21 00:00buy420.051.45221--
812011.04.22 00:00buy430.051.65125--
822011.04.22 00:00buy440.051.65125--
832011.04.27 00:00t/p390.050.87565--92.379690.71
842011.04.28 00:00buy450.051.40423--
852011.04.28 00:00buy460.051.40423--
862011.04.28 00:00t/p410.051.46839--78.939769.64
872011.04.28 00:00s/l400.050.87893--72.289841.92
882011.05.02 00:00t/p450.051.41309--34.499876.41
892011.05.02 00:00sell470.050.86503--
902011.05.02 00:00sell480.050.86503--
912011.05.04 00:00s/l460.051.40443---0.019876.40
922011.05.04 00:00s/l430.051.66030--43.679920.07
932011.05.04 00:00s/l440.051.66030--43.679963.74
942011.05.05 00:00buy490.051.42157--
952011.05.05 00:00buy500.051.42157--
962011.05.05 00:00sell510.05132.931--
972011.05.05 00:00sell520.05132.931--
982011.05.06 00:00t/p490.051.43125--37.9310001.67
992011.05.06 00:00s/l420.051.45241---3.239998.44
1002011.05.09 00:00s/l500.051.39736---95.759902.69
1012011.05.11 00:00close480.050.87964---86.379816.32
1022011.05.11 00:00close470.050.87964---86.379729.95
1032011.05.16 00:00sell530.051.40890--
1042011.05.16 00:00sell540.051.40890--
1052011.05.18 00:00s/l510.05132.911---1.479728.48
1062011.05.18 00:00s/l520.05132.911---1.479727.01
1072011.05.23 00:00close540.051.41288---18.839708.18
1082011.05.23 00:00close530.051.41288---18.839689.35
1092011.05.24 00:00sell550.051.40465--
1102011.05.24 00:00sell560.051.40465--
1112011.05.30 00:00sell570.050.84947--
1122011.05.30 00:00sell580.050.84947--
1132011.06.06 00:00buy590.051.42976--
1142011.06.06 00:00buy600.051.42976--
1152011.06.06 00:00s/l550.051.45794---264.479424.88
1162011.06.06 00:00s/l560.051.45794---264.479160.41
1172011.06.06 00:00buy610.051.46211--
1182011.06.06 00:00buy620.051.46211--
1192011.06.10 00:00close600.051.41080---75.889084.53
1202011.06.10 00:00close590.051.41080---75.889008.65
1212011.06.13 00:00sell630.05130.176--
1222011.06.13 00:00sell640.05130.176--
1232011.06.16 00:00s/l570.050.84927---5.849002.81
1242011.06.16 00:00s/l580.050.84927---5.848996.97
1252011.06.17 00:00s/l610.051.41333---247.578749.40
1262011.06.17 00:00s/l620.051.41333---247.578501.83
1272011.06.22 00:00s/l630.05130.156---1.048500.79
1282011.06.22 00:00s/l640.05130.156---1.048499.75
1292011.06.24 00:00sell650.05128.783--
1302011.06.24 00:00sell660.05128.783--
1312011.06.24 00:00sell670.051.60024--
1322011.06.24 00:00sell680.051.60024--
1332011.06.28 00:00close660.05129.343---25.148474.61
1342011.06.28 00:00close650.05129.343---25.148449.47
1352011.07.08 00:00sell690.051.37637--
1362011.07.08 00:00sell700.051.37637--
1372011.07.11 00:00t/p690.051.36666--38.368487.83
1382011.07.12 00:00sell710.051.40284--
1392011.07.12 00:00sell720.051.40284--
1402011.07.12 00:00sell730.05127.646--
1412011.07.12 00:00sell740.05127.646--
1422011.07.14 00:00s/l670.051.59739--15.618503.44
1432011.07.14 00:00s/l680.051.59739--15.618519.05
1442011.07.14 00:00sell750.050.81762--
1452011.07.14 00:00sell760.050.81762--
1462011.07.15 00:00s/l700.051.36220--56.668575.71
1472011.07.15 00:00s/l730.05127.626---0.198575.52
1482011.07.15 00:00s/l740.05127.626---0.198575.33
1492011.07.21 00:00close720.051.42156---91.928483.41
1502011.07.21 00:00close710.051.42156---91.928391.49
1512011.07.22 00:00buy770.051.63312--
1522011.07.22 00:00buy780.051.63312--
1532011.07.27 00:00t/p750.050.80029--104.118495.60
1542011.08.01 00:00s/l760.050.80301--86.348581.94
1552011.08.01 00:00sell790.050.79181--
1562011.08.01 00:00sell800.050.79181--
1572011.08.02 00:00s/l770.051.63426--4.288586.22
1582011.08.02 00:00s/l780.051.63426--4.288590.50
1592011.08.03 00:00t/p790.050.77298--122.798713.29
1602011.08.04 00:00s/l800.050.77557--103.568816.85
1612011.08.08 00:00buy810.051.41498--
1622011.08.08 00:00buy820.051.41498--
1632011.08.09 00:00sell830.050.75485--
1642011.08.09 00:00sell840.050.75485--
1652011.08.10 00:00t/p830.050.73080--166.478983.32
1662011.08.11 00:00close820.051.41014---20.068963.26
1672011.08.11 00:00close810.051.41014---20.068943.20
1682011.08.11 00:00sell850.05123.981--
1692011.08.11 00:00sell860.05123.981--
1702011.08.12 00:00s/l840.050.73545--125.649068.84
1712011.08.17 00:00close860.05126.352---105.478963.37
1722011.08.17 00:00close850.05126.352---105.478857.90
1732011.08.18 00:00buy870.051.65415--
1742011.08.18 00:00buy880.051.65415--
1752011.08.29 00:00buy890.050.80690--
1762011.08.29 00:00buy900.050.80690--
1772011.09.02 00:00close880.051.61783---183.968673.94
1782011.09.02 00:00close870.051.61783---183.968489.98
1792011.09.06 00:00sell910.051.40966--
1802011.09.06 00:00sell920.051.40966--
1812011.09.07 00:00sell930.051.38620--
1822011.09.07 00:00sell940.051.38620--
1832011.09.07 00:00sell950.051.59402--
1842011.09.07 00:00sell960.051.59402--
1852011.09.07 00:00t/p890.050.84274--209.968699.94
1862011.09.09 00:00t/p930.051.37590--41.058740.99
1872011.09.09 00:00t/p910.051.39099--94.118835.10
1882011.09.14 00:00s/l900.050.87646--398.699233.79
1892011.09.15 00:00s/l940.051.36272--93.699327.48
1902011.09.15 00:00sell970.05120.807--
1912011.09.15 00:00sell980.05120.807--
1922011.09.22 00:00buy990.050.89997--
1932011.09.22 00:00buy1000.050.89997--
1942011.09.23 00:00t/p970.05117.844--129.049456.52
1952011.09.23 00:00t/p950.051.53872--277.729734.24
1962011.09.26 00:00s/l980.05118.295--108.939843.17
1972011.09.27 00:00s/l960.051.55560--193.4610036.63
1982011.10.11 00:00s/l920.051.36518--227.7410264.37
1992011.10.13 00:00s/l990.050.90017--5.7310270.10
2002011.10.13 00:00s/l1000.050.90017--5.7310275.83
2012011.10.24 00:00buy1010.051.59314--
2022011.10.24 00:00buy1020.051.59314--
2032011.10.24 00:00sell1030.050.88456--
2042011.10.24 00:00sell1040.050.88456--
2052011.10.25 00:00buy1050.051.39287--
2062011.10.25 00:00buy1060.051.39287--
2072011.10.28 00:00t/p1050.051.41492--108.8410384.67
2082011.10.28 00:00t/p1030.050.86136--132.6610517.33
2092011.11.01 00:00s/l1060.051.39307---0.9710516.36
2102011.11.01 00:00s/l1010.051.60124--39.2410555.60
2112011.11.01 00:00s/l1020.051.60124--39.2410594.84
2122011.11.01 00:00s/l1040.050.86738--95.0510689.89
2132011.11.10 00:00sell1070.051.35422--
2142011.11.10 00:00sell1080.051.35422--
2152011.11.22 00:00s/l1070.051.35402--2.5310692.42
2162011.11.22 00:00s/l1080.051.35402--2.5310694.95
2172011.11.22 00:00sell1090.05120.248--
2182011.11.22 00:00sell1100.05120.248--
2192011.11.22 00:00sell1110.051.56406--
2202011.11.22 00:00sell1120.051.56406--
2212011.11.24 00:00sell1130.051.33413--
2222011.11.24 00:00sell1140.051.33413--
2232011.11.28 00:00buy1150.050.92777--
2242011.11.28 00:00buy1160.050.92777--
2252011.11.29 00:00s/l1090.05120.228---0.6210694.33
2262011.11.29 00:00s/l1100.05120.228---0.6210693.71
2272011.11.29 00:00s/l1110.051.55729--34.3310728.04
2282011.11.29 00:00s/l1120.051.55729--34.3310762.37
2292011.11.30 00:00sell1170.051.37400--
2302011.11.30 00:00sell1180.051.37400--
2312011.12.05 00:00t/p1170.051.36415--39.4110801.78
2322011.12.09 00:00s/l1180.051.35932--59.1710860.95
2332011.12.12 00:00close1140.051.33796---16.7110844.24
2342011.12.12 00:00close1130.051.33796---16.7110827.53
2352011.12.13 00:00sell1190.051.31874--
2362011.12.13 00:00sell1200.051.31874--
2372011.12.14 00:00t/p1190.051.30106--88.5510916.08
2382011.12.15 00:00t/p1150.050.95053--123.5311039.61
2392011.12.16 00:00s/l1160.050.94497--95.8811135.49
2402011.12.22 00:00sell1210.051.33920--
2412011.12.22 00:00sell1220.051.33920--
2422011.12.22 00:00s/l1200.051.31854--2.6811138.17
2432011.12.26 00:00t/p1210.051.33070--33.7211171.89
2442011.12.28 00:00s/l1220.051.33570--14.2811186.17
2452011.12.29 00:00sell1230.051.32565--
2462011.12.29 00:00sell1240.051.32565--
2472011.12.29 00:00sell1250.051.29410--
2482011.12.29 00:00sell1260.051.29410--
2492011.12.30 00:00t/p1230.051.31759--31.8711218.04
2502011.12.30 00:00sell1270.05119.653--
2512011.12.30 00:00sell1280.05119.653--
2522011.12.30 23:59close at stop1240.051.32314--10.0111228.05
2532011.12.30 23:59close at stop1260.051.29512---4.9511223.10
2542011.12.30 23:59close at stop1250.051.29512---4.9511218.15
2552011.12.30 23:59close at stop1280.05119.517--6.0111224.16
2562011.12.30 23:59close at stop1270.05119.517--6.0111230.17