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

SymbolGBPJPY, EURCAD, EURUSD, USDCHF, GBPUSD
Period2012.01.05 00:00 - 2012.12.31 23:59
Initial deposit10000.00
Total net profit2539.01Gross profit4267.85Gross loss-1728.84
Profit factor2.469Expected payoff22.67
Absolute drawdown42.71Maximal drawdown453.97 (4.337%)Relative drawdown4.337% (453.97)
Total trades112Short positions (won %)46 (73.913%)Long positions (won %)66 (59.091%)
Profit trades (% of total)73 (65.179%)Loss trades (% of total)39 (34.821%)
Largestprofit trade178.34loss trade-137.26
Averageprofit trade58.464loss trade-44.329
Maximumconsecutive wins (profit in money)12 (762.06)consecutive losses (loss in money)4 (-189.72)
Maximalconsecutive profit (count of wins)955.42 (11)consecutive loss (count of losses)-275.76 (4)
Averageconsecutive wins5consecutive losses3
Graph
#TimeTypeOrderSizePriceS/LT/PProfitBalance
12012.01.05 00:00sell10.051.31064--
22012.01.05 00:00sell20.051.31064--
32012.01.06 00:00t/p10.051.30269--31.4210031.42
42012.01.06 00:00sell30.051.27879--
52012.01.06 00:00sell40.051.27879--
62012.01.09 00:00sell50.05118.646--
72012.01.09 00:00sell60.05118.646--
82012.01.09 00:00buy70.050.95736--
92012.01.09 00:00buy80.050.95736--
102012.01.10 00:00s/l20.051.31044--1.1510032.57
112012.01.11 00:00sell90.051.29760--
122012.01.11 00:00sell100.051.29760--
132012.01.16 00:00t/p30.051.26409--74.7210107.29
142012.01.17 00:00t/p90.051.29006--30.4210137.71
152012.01.18 00:00s/l100.051.29610--6.7710144.48
162012.01.18 00:00s/l40.051.27859--2.5310147.01
172012.01.19 00:00s/l50.05118.626---1.6810145.33
182012.01.19 00:00s/l60.05118.626---1.6810143.65
192012.01.19 00:00close80.050.93936---93.1810050.47
202012.01.19 00:00close70.050.93936---93.189957.29
212012.01.24 00:00sell110.050.92777--
222012.01.24 00:00sell120.050.92777--
232012.01.26 00:00buy130.051.31067--
242012.01.26 00:00buy140.051.31067--
252012.02.02 00:00buy150.051.58326--
262012.02.02 00:00buy160.051.58326--
272012.02.08 00:00t/p130.051.32659--76.5010033.79
282012.02.09 00:00s/l150.051.58346---0.1010033.69
292012.02.09 00:00s/l160.051.58346---0.1010033.59
302012.02.10 00:00t/p110.050.91026--89.0110122.60
312012.02.13 00:00s/l120.050.91323--72.0610194.66
322012.02.15 00:00s/l140.051.31087---4.0810190.58
332012.02.17 00:00buy170.05124.711--
342012.02.17 00:00buy180.05124.711--
352012.02.24 00:00buy190.051.33401--
362012.02.24 00:00buy200.051.33401--
372012.02.24 00:00buy210.051.33729--
382012.02.24 00:00buy220.051.33729--
392012.02.24 00:00sell230.050.90127--
402012.02.24 00:00sell240.050.90127--
412012.02.27 00:00t/p190.051.34163--29.8110220.39
422012.02.27 00:00t/p170.05127.360--116.9010337.29
432012.02.28 00:00s/l180.05127.480--122.1910459.48
442012.03.01 00:00s/l200.051.33631--7.8610467.34
452012.03.02 00:00close220.051.33100---33.4210433.92
462012.03.02 00:00close210.051.33100---33.4210400.50
472012.03.05 00:00close240.050.91428---74.1010326.40
482012.03.05 00:00close230.050.91428---74.1010252.30
492012.03.12 00:00sell250.051.29936--
502012.03.12 00:00sell260.051.29936--
512012.03.14 00:00buy270.05130.178--
522012.03.14 00:00buy280.05130.178--
532012.03.15 00:00t/p250.051.29100--33.5310285.83
542012.03.15 00:00buy290.050.93071--
552012.03.15 00:00buy300.050.93071--
562012.03.16 00:00s/l260.051.29916--1.5210287.35
572012.03.23 00:00s/l270.05130.198--0.8910288.24
582012.03.23 00:00s/l280.05130.198--0.8910289.13
592012.03.27 00:00s/l290.050.90553---137.2610151.87
602012.03.27 00:00s/l300.050.90553---137.2610014.61
612012.04.11 00:00sell310.05127.957--
622012.04.11 00:00sell320.05127.957--
632012.04.18 00:00s/l310.05127.937---0.6210013.99
642012.04.18 00:00s/l320.05127.937---0.6210013.37
652012.04.23 00:00buy330.051.61194--
662012.04.23 00:00buy340.051.61194--
672012.05.03 00:00s/l330.051.61914--34.1110047.48
682012.05.03 00:00s/l340.051.61914--34.1110081.59
692012.05.10 00:00sell350.051.29279--
702012.05.10 00:00sell360.051.29279--
712012.05.10 00:00buy370.050.92885--
722012.05.10 00:00buy380.050.92885--
732012.05.15 00:00sell390.051.28694--
742012.05.15 00:00sell400.051.28694--
752012.05.16 00:00t/p390.051.27916--30.7610112.35
762012.05.16 00:00t/p350.051.28123--58.4110170.76
772012.05.16 00:00t/p370.050.94138--67.2910238.05
782012.05.17 00:00s/l400.051.28674--1.2810239.33
792012.05.17 00:00sell410.05127.781--
802012.05.17 00:00sell420.05127.781--
812012.05.18 00:00sell430.051.57951--
822012.05.18 00:00sell440.051.57951--
832012.05.21 00:00t/p410.05125.135--116.3310355.66
842012.05.21 00:00s/l380.050.94311--77.7810433.44
852012.05.23 00:00s/l420.05125.784--87.2710520.71
862012.05.24 00:00buy450.050.95434--
872012.05.24 00:00buy460.050.95434--
882012.05.31 00:00sell470.051.27373--
892012.05.31 00:00sell480.051.27373--
902012.05.31 00:00sell490.05122.367--
912012.05.31 00:00sell500.05122.367--
922012.05.31 00:00t/p430.051.54853--155.7810676.49
932012.05.31 00:00t/p450.050.96716--67.5610744.05
942012.06.04 00:00s/l470.051.29216---72.3410671.71
952012.06.04 00:00s/l480.051.29216---72.3410599.37
962012.06.04 00:00t/p490.05119.658--119.1110718.48
972012.06.04 00:00s/l460.050.96744--69.7010788.18
982012.06.06 00:00s/l500.05120.803--68.1610856.34
992012.06.07 00:00s/l440.051.54491--174.3611030.70
1002012.06.18 00:00s/l360.051.26418--148.6911179.39
1012012.07.05 00:00sell510.051.26900--
1022012.07.05 00:00sell520.051.26900--
1032012.07.06 00:00t/p510.051.26206--27.4511206.84
1042012.07.06 00:00sell530.051.23905--
1052012.07.06 00:00sell540.051.23905--
1062012.07.06 00:00buy550.050.96930--
1072012.07.06 00:00buy560.050.96930--
1082012.07.11 00:00t/p530.051.22410--75.2111282.05
1092012.07.13 00:00t/p550.050.98644--88.6311370.68
1102012.07.16 00:00s/l560.050.98125--62.8011433.48
1112012.07.18 00:00s/l520.051.24636--90.5111523.99
1122012.07.23 00:00sell570.051.22884--
1132012.07.23 00:00sell580.051.22884--
1142012.07.23 00:00buy590.050.99064--
1152012.07.23 00:00buy600.050.99064--
1162012.07.24 00:00sell610.05121.520--
1172012.07.24 00:00sell620.05121.520--
1182012.07.30 00:00s/l540.051.23356--30.8011554.79
1192012.07.31 00:00close620.05122.811---58.4611496.33
1202012.07.31 00:00close610.05122.811---58.4611437.87
1212012.08.03 00:00t/p570.051.22163--29.9811467.85
1222012.08.06 00:00s/l580.051.22864--2.5011470.35
1232012.08.06 00:00close600.050.96862---110.6011359.75
1242012.08.06 00:00close590.050.96862---110.6011249.15
1252012.08.07 00:00sell630.050.96863--
1262012.08.07 00:00sell640.050.96863--
1272012.08.17 00:00buy650.05124.826--
1282012.08.17 00:00buy660.05124.826--
1292012.08.22 00:00buy670.051.24716--
1302012.08.22 00:00buy680.051.24716--
1312012.08.23 00:00s/l650.05124.846--0.8811250.03
1322012.08.23 00:00s/l660.05124.846--0.8811250.91
1332012.08.23 00:00buy690.051.58810--
1342012.08.23 00:00buy700.051.58810--
1352012.08.24 00:00buy710.051.24882--
1362012.08.24 00:00buy720.051.24882--
1372012.08.30 00:00close720.051.23966---37.2811213.63
1382012.08.30 00:00close710.051.23966---37.2811176.35
1392012.09.03 00:00t/p670.051.26154--68.5211244.87
1402012.09.03 00:00t/p630.050.95097--82.4811327.35
1412012.09.05 00:00s/l640.050.95581--56.3511383.70
1422012.09.07 00:00buy730.05125.640--
1432012.09.07 00:00buy740.05125.640--
1442012.09.07 00:00s/l690.051.58830---1.3611382.34
1452012.09.07 00:00s/l700.051.58830---1.3611380.98
1462012.09.10 00:00buy750.051.25209--
1472012.09.10 00:00buy760.051.25209--
1482012.09.10 00:00close740.05125.308---14.6511366.33
1492012.09.10 00:00close730.05125.308---14.6511351.68
1502012.09.10 00:00buy770.051.60171--
1512012.09.10 00:00buy780.051.60171--
1522012.09.10 00:00sell790.050.94328--
1532012.09.10 00:00sell800.050.94328--
1542012.09.13 00:00t/p750.051.25963--28.7011380.38
1552012.09.17 00:00buy810.05127.064--
1562012.09.17 00:00buy820.05127.064--
1572012.09.17 00:00t/p790.050.93006--68.7811449.16
1582012.09.20 00:00s/l760.051.26869--62.9811512.14
1592012.09.20 00:00s/l800.050.92965--69.0511581.19
1602012.09.21 00:00s/l810.05127.084--0.8811582.07
1612012.09.21 00:00s/l820.05127.084--0.8811582.95
1622012.09.21 00:00s/l770.051.61826--80.7011663.65
1632012.09.21 00:00s/l780.051.61826--80.7011744.35
1642012.10.11 00:00s/l680.051.28576--178.3411922.69
1652012.10.17 00:00buy830.051.28800--
1662012.10.17 00:00buy840.051.28800--
1672012.10.18 00:00buy850.051.31190--
1682012.10.18 00:00buy860.051.31190--
1692012.10.18 00:00sell870.050.92222--
1702012.10.18 00:00sell880.050.92222--
1712012.10.22 00:00t/p830.051.29448--24.5311947.22
1722012.10.22 00:00close860.051.30211---49.5111897.71
1732012.10.22 00:00close850.051.30211---49.5111848.20
1742012.10.24 00:00s/l840.051.29025--7.4711855.67
1752012.10.24 00:00close880.050.93263---57.2911798.38
1762012.10.24 00:00close870.050.93263---57.2911741.09
1772012.10.26 00:00buy890.05129.424--
1782012.10.26 00:00buy900.05129.424--
1792012.10.29 00:00close900.05128.148---56.3111684.78
1802012.10.29 00:00close890.05128.148---56.3111628.47
1812012.11.06 00:00sell910.051.27958--
1822012.11.06 00:00sell920.051.27958--
1832012.11.06 00:00buy930.050.94355--
1842012.11.06 00:00buy940.050.94355--
1852012.11.14 00:00t/p910.051.26898--54.2211682.69
1862012.11.16 00:00s/l920.051.27938--2.8311685.52
1872012.11.16 00:00close940.050.94202---5.4911680.03
1882012.11.16 00:00close930.050.94202---5.4911674.54
1892012.11.21 00:00buy950.05130.079--
1902012.11.21 00:00buy960.05130.079--
1912012.12.04 00:00buy970.051.29899--
1922012.12.04 00:00buy980.051.29899--
1932012.12.04 00:00buy990.051.30534--
1942012.12.04 00:00buy1000.051.30534--
1952012.12.04 00:00buy1010.051.60915--
1962012.12.04 00:00buy1020.051.60915--
1972012.12.07 00:00s/l970.051.28461---57.6411616.90
1982012.12.07 00:00s/l980.051.28461---57.6411559.26
1992012.12.07 00:00t/p950.05132.874--123.3311682.59
2002012.12.11 00:00s/l960.05132.267--96.5411779.13
2012012.12.12 00:00buy1030.05132.980--
2022012.12.12 00:00buy1040.05132.980--
2032012.12.14 00:00s/l1010.051.60931---1.0911778.04
2042012.12.14 00:00s/l1020.051.60931---1.0911776.95
2052012.12.14 00:00sell1050.050.92354--
2062012.12.14 00:00sell1060.050.92354--
2072012.12.17 00:00t/p990.051.31491--44.1811821.13
2082012.12.17 00:00t/p1030.05135.660--118.2711939.40
2092012.12.18 00:00buy1070.051.62041--
2102012.12.18 00:00buy1080.051.62041--
2112012.12.19 00:00t/p1050.050.91321--55.4711994.87
2122012.12.20 00:00buy1090.051.30781--
2132012.12.20 00:00buy1100.051.30781--
2142012.12.21 00:00s/l1040.05136.546--157.3712152.24
2152012.12.21 00:00s/l1060.050.91518--43.2712195.51
2162012.12.24 00:00s/l1070.051.62167--5.3512200.86
2172012.12.24 00:00s/l1080.051.62167--5.3512206.21
2182012.12.27 00:00t/p1090.051.31442--24.6312230.84
2192012.12.27 00:00buy1110.05138.165--
2202012.12.27 00:00buy1120.05138.165--
2212012.12.31 00:00s/l1100.051.31190--14.3012245.14
2222012.12.31 23:59close at stop1000.051.31847--58.0412303.18
2232012.12.31 23:59t/p1110.05140.776--115.2212418.40
2242012.12.31 23:59close at stop1120.05140.898--120.6112539.01