Strategy Tester Report
Integra_NR_v2.7.9
EGlobal-Cent1 (Build 509)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2013.04.29 00:00 - 2013.08.12 19:45 (2013.04.28 - 2013.11.16)
ModelControl points (a very crude method, the results must not be considered)
Parameterst0="ТП в валюте депозита"; DefaultProfit=17; t1="Установки расстояний"; Tral_Start=6; Tral_Size=6; PipStep=30; t2="Установки объемов и MМ"; Bonus=0; Risk=7; DefaultLot=0.01; LotExponent=2; LockPercent=40; t3="Переход на фикслот"; FixLotPercent=20; FixLot=false; t4="Установки перекрытия"; LeadingOrder=4; ProfitPersent=30; SecondProfitPersent=50; t5="Ограничения"; MaxTrades=5; MaxLot=1.5; CurrencySL=0; t6="Закрыть Всё"; Close_All=false; t7="Разрешить торговлю"; NewCycle_ON=true; TradeBuy=true; TradeSell=true; t8="Установки CCI"; CCI_TimeFrame=2; Level=100; Period_CCI=14; Sens=10; t9="Фильтры уровней по МА"; TipMAFilter=2; Period_МА=1000; Distance_МА=350; t10="Фильтр времени на выходные"; UseFilterTime=false; StartHourMonday=7; EndHourFriday=19; t11="Изменение цвета и размера индикации"; ColorInd=Silver; ColorTP=Silver; ColTPTrail=DarkOrange; ColorZL=DeepSkyBlue; xDist1=300; xDist2=800; FontSize=9; t12="Дополнительные параметры"; Info=true; MagicNumber=777; MagicNumList="111 0 888"; PauseTrade=6;
Bars in test22566Ticks modelled334627Modelling qualityn/a
Mismatched charts errors2
Initial deposit35000.00
Total net profit20292.40Gross profit32678.01Gross loss-12385.60
Profit factor2.64Expected payoff209.20
Absolute drawdown8561.35Maximal drawdown17311.36 (39.57%)Relative drawdown39.57% (17311.36)
Total trades97Short positions (won %)43 (60.47%)Long positions (won %)54 (74.07%)
Profit trades (% of total)66 (68.04%)Loss trades (% of total)31 (31.96%)
Largestprofit trade2497.32loss trade-2906.53
Averageprofit trade495.12loss trade-399.54
Maximumconsecutive wins (profit in money)7 (2215.71)consecutive losses (loss in money)3 (-4404.99)
Maximalconsecutive profit (count of wins)5402.97 (5)consecutive loss (count of losses)-4404.99 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12013.04.29 00:20sell10.291.30500.00000.0000
22013.04.29 14:20sell21.101.31070.00000.0000
32013.04.30 08:35buy30.291.30890.00000.0000
42013.04.30 16:00sell41.501.31410.00000.0000
52013.04.30 16:38sell51.501.31720.00000.0000
62013.05.01 13:20sell61.501.32100.00000.0000
72013.05.02 08:31close61.501.31570.00000.0000785.4135785.42
82013.05.02 08:31close21.101.31570.00000.0000-561.7235223.70
92013.05.02 13:46close51.501.31200.00000.0000767.2235990.92
102013.05.02 13:46close41.501.31200.00000.0000302.2236293.14
112013.05.02 13:46close30.291.31180.00000.000080.4636373.60
122013.05.02 13:46close10.291.31200.00000.0000-206.0936167.51
132013.05.02 14:10sell70.301.31950.00000.0000
142013.05.02 15:25buy80.301.30850.00000.0000
152013.05.02 17:30buy90.781.30460.00000.0000
162013.05.03 08:39close90.781.30870.00000.0000317.3536484.86
172013.05.03 08:39close80.301.30870.00000.00005.0636489.92
182013.05.03 08:39close70.301.30890.00000.0000317.3636807.28
192013.05.03 09:05sell100.311.31010.00000.0000
202013.05.03 14:55buy110.311.30510.00000.0000
212013.05.03 16:07sell120.661.31330.00000.0000
222013.05.06 16:30close120.661.30770.00000.0000368.1937175.47
232013.05.06 16:30close110.311.30750.00000.000073.4337248.90
242013.05.06 16:30close100.311.30770.00000.000073.7437322.64
252013.05.06 16:55buy130.311.30590.00000.0000
262013.05.07 12:25sell140.311.31110.00000.0000
272013.05.08 14:54sell151.051.31620.00000.0000
282013.05.09 15:19close151.051.31200.00000.0000434.2937756.93
292013.05.09 15:19close140.311.31200.00000.0000-30.5437726.39
302013.05.09 15:19close130.311.31180.00000.0000178.0337904.42
312013.05.09 15:50buy160.321.31030.00000.0000
322013.05.09 20:43buy171.191.30470.00000.0000
332013.05.10 11:02buy181.501.30010.00000.0000
342013.05.10 16:40buy191.501.29650.00000.0000
352013.05.14 02:25close191.501.30090.00000.0000650.5838555.00
362013.05.14 02:25close171.191.30090.00000.0000-463.4138091.59
372013.05.14 12:55buy201.501.29580.00000.0000
382013.05.15 08:20buy211.501.29100.00000.0000
392013.05.16 14:48sell220.281.28990.00000.0000
402013.05.16 21:35buy231.501.28790.00000.0000
412013.05.17 14:50buy241.501.28280.00000.0000
422013.05.21 19:03close241.501.29330.00000.00001565.5839657.17
432013.05.21 19:03close181.501.29330.00000.0000-1062.3938594.78
442013.05.22 02:06close231.501.29330.00000.0000791.1639385.94
452013.05.22 02:06close160.321.29330.00000.0000-555.0538830.89
462013.05.22 09:59sell250.631.29330.00000.0000
472013.05.22 16:04close250.631.29790.00000.0000-289.8038541.09
482013.05.22 16:04close220.281.29790.00000.0000-226.3938314.70
492013.05.22 16:04close211.501.29770.00000.0000972.0339286.73
502013.05.22 16:04close201.501.29770.00000.0000247.3239534.05
512013.05.22 16:20sell260.331.29760.00000.0000
522013.05.22 16:45buy270.341.29220.00000.0000
532013.05.22 17:07buy280.751.28890.00000.0000
542013.05.22 18:24buy291.501.28570.00000.0000
552013.05.23 10:38close291.501.28880.00000.0000450.8739984.92
562013.05.23 10:38close280.751.28880.00000.0000-14.5739970.36
572013.05.23 10:38close270.341.28880.00000.0000-118.8039851.56
582013.05.23 10:38close260.331.28900.00000.0000281.6940133.25
592013.05.23 18:05sell300.341.29390.00000.0000
602013.05.24 10:40sell310.931.29800.00000.0000
612013.05.24 11:45buy320.341.29610.00000.0000
622013.05.24 14:50buy330.881.29220.00000.0000
632013.05.28 02:45buy341.501.28920.00000.0000
642013.05.28 04:00close341.501.29010.00000.0000135.0040268.25
652013.05.28 04:00close330.881.29010.00000.0000-190.3340077.92
662013.05.28 04:00close320.341.29010.00000.0000-206.1439871.79
672013.05.28 04:00close310.931.29030.00000.0000712.1440583.92
682013.05.28 04:00close300.341.29030.00000.0000120.2340704.15
692013.05.28 09:30buy350.351.29020.00000.0000
702013.05.28 16:35buy360.791.28680.00000.0000
712013.05.29 12:55close360.791.29350.00000.0000526.8241230.97
722013.05.29 12:55close350.351.29350.00000.0000114.4041345.37
732013.05.29 13:15sell370.351.29570.00000.0000
742013.05.30 09:00buy380.351.29560.00000.0000
752013.05.30 12:02sell390.791.29910.00000.0000
762013.05.30 15:45sell401.501.30280.00000.0000
772013.05.31 11:22close401.501.29870.00000.0000611.8041957.18
782013.05.31 11:22close390.791.29870.00000.000029.9241987.09
792013.05.31 11:22close380.351.29850.00000.0000100.4042087.49
802013.05.31 11:22close370.351.29870.00000.0000-107.9841979.51
812013.05.31 11:30buy410.351.29880.00000.0000
822013.05.31 17:20buy420.821.29530.00000.0000
832013.06.03 08:37close420.821.30250.00000.0000587.8342567.34
842013.06.03 08:37close410.351.30250.00000.0000128.4042695.74
852013.06.03 13:40buy430.361.29980.00000.0000
862013.06.03 15:55buy440.821.29640.00000.0000
872013.06.03 16:28close440.821.30330.00000.0000565.8043261.54
882013.06.03 16:28close430.361.30330.00000.0000126.0043387.54
892013.06.03 16:30sell450.361.30230.00000.0000
902013.06.03 17:30sell461.391.30810.00000.0000
912013.06.04 15:05buy470.361.30660.00000.0000
922013.06.06 15:03sell481.501.31420.00000.0000
932013.06.06 17:00sell491.501.31840.00000.0000
942013.06.06 18:20sell501.501.32610.00000.0000
952013.06.11 16:26sell511.501.32920.00000.0000
962013.06.20 16:01close511.501.31710.00000.00001779.8645167.39
972013.06.20 16:01close461.391.31710.00000.0000-1307.2543860.14
982013.06.20 16:01close501.501.31720.00000.00001290.2745150.41
992013.06.20 16:01close450.361.31720.00000.0000-550.9744599.44
1002013.06.20 16:03close491.501.31690.00000.0000180.2744779.71
1012013.06.20 16:03close481.501.31690.00000.0000-449.7344329.98
1022013.06.20 16:03close470.361.31670.00000.0000343.2544673.23
1032013.06.20 16:20buy520.371.31750.00000.0000
1042013.06.20 18:15sell530.371.32160.00000.0000
1052013.06.21 04:35sell540.811.32490.00000.0000
1062013.06.21 14:18close540.811.31740.00000.0000607.5045280.73
1072013.06.21 14:18close530.371.31740.00000.0000154.6145435.35
1082013.06.21 14:18close520.371.31720.00000.0000-12.2645423.08
1092013.06.21 14:45buy550.381.31550.00000.0000
1102013.06.21 17:15buy560.841.31220.00000.0000
1112013.06.21 19:24sell570.381.31450.00000.0000
1122013.06.24 14:32buy581.501.30780.00000.0000
1132013.06.24 20:19close581.501.31360.00000.0000870.0046293.08
1142013.06.24 20:19close570.381.31380.00000.000025.7946318.87
1152013.06.24 20:19close560.841.31360.00000.0000114.9646433.84
1162013.06.24 20:19close550.381.31360.00000.0000-73.3946360.44
1172013.06.24 20:25sell590.391.31370.00000.0000
1182013.06.25 14:55buy600.391.30930.00000.0000
1192013.06.26 10:42buy610.861.30600.00000.0000
1202013.06.26 16:50buy621.501.30140.00000.0000
1212013.06.28 04:25close621.501.30680.00000.0000791.1647151.60
1222013.06.28 04:25close610.861.30680.00000.000058.0047209.60
1232013.06.28 04:25close600.391.30680.00000.0000-103.6247105.98
1242013.06.28 04:25close590.391.30700.00000.0000256.3247362.30
1252013.06.28 04:25sell630.401.30690.00000.0000
1262013.06.28 15:45buy640.401.30620.00000.0000
1272013.06.28 16:25buy651.251.30150.00000.0000
1282013.07.02 09:02close651.251.30720.00000.0000704.6548066.95
1292013.07.02 09:02close640.401.30720.00000.000037.4948104.43
1302013.07.02 09:02close630.401.30740.00000.0000-21.7048082.73
1312013.07.02 11:05buy660.401.30290.00000.0000
1322013.07.02 16:45sell670.401.30280.00000.0000
1332013.07.02 20:56buy681.391.29770.00000.0000
1342013.07.03 10:05buy691.501.29380.00000.0000
1352013.07.03 16:02close691.501.29830.00000.0000675.0048757.73
1362013.07.03 16:02close681.391.29830.00000.000079.0448836.76
1372013.07.03 16:02close670.401.29850.00000.0000171.1549007.91
1382013.07.03 16:02close660.401.29830.00000.0000-185.2648822.66
1392013.07.04 15:01buy700.411.28960.00000.0000
1402013.07.05 14:55buy711.501.28240.00000.0000
1412013.07.09 07:37close711.501.28830.00000.0000875.5849698.24
1422013.07.09 07:37close700.411.28830.00000.0000-57.1649641.07
1432013.07.09 07:50sell720.421.28830.00000.0000
1442013.07.09 16:17buy730.421.28420.00000.0000
1452013.07.09 16:53buy741.501.27880.00000.0000
1462013.07.10 11:05close741.501.28290.00000.0000610.2950251.36
1472013.07.10 11:05close730.421.28290.00000.0000-55.9250195.45
1482013.07.10 11:05close720.421.28310.00000.0000217.5150412.95
1492013.07.10 20:25sell750.431.29050.00000.0000
1502013.07.10 23:15sell761.501.29860.00000.0000
1512013.07.11 01:05sell771.501.31580.00000.0000
1522013.07.11 02:12buy780.401.31060.00000.0000
1532013.07.11 09:30buy791.501.30380.00000.0000
1542013.07.15 14:00buy801.501.30060.00000.0000
1552013.07.22 16:15sell811.501.32050.00000.0000
1562013.07.23 11:13close811.501.31770.00000.0000416.8150829.76
1572013.07.23 11:13close801.501.31750.00000.00002497.3253327.08
1582013.07.23 11:13close791.501.31750.00000.00002007.9055334.98
1592013.07.23 11:13close780.401.31750.00000.0000263.4455598.42
1602013.07.23 11:13close771.501.31770.00000.0000-316.9555281.47
1612013.07.23 11:13close761.501.31770.00000.0000-2906.5352374.93
1622013.07.23 11:13close750.431.31770.00000.0000-1181.5151193.42
1632013.07.23 17:00sell820.421.32180.00000.0000
1642013.07.24 14:55buy830.421.32180.00000.0000
1652013.07.24 19:35buy840.841.31880.00000.0000
1662013.07.25 21:30sell851.501.32730.00000.0000
1672013.07.26 14:27close851.501.32580.00000.0000221.8151415.23
1682013.07.26 14:27close840.841.32560.00000.0000560.6551975.88
1692013.07.26 14:27close830.421.32560.00000.0000154.3252130.20
1702013.07.26 14:27close820.421.32580.00000.0000-172.4751957.73
1712013.07.30 16:00buy860.431.32700.00000.0000
1722013.07.31 10:10sell870.431.32810.00000.0000
1732013.07.31 14:45buy881.091.32320.00000.0000
1742013.07.31 20:00close881.091.33320.00000.00001090.0053047.73
1752013.07.31 20:00close870.431.33340.00000.0000-227.9052819.83
1762013.07.31 20:00close860.431.33320.00000.0000265.2553085.08
1772013.07.31 21:05sell890.441.33330.00000.0000
1782013.07.31 21:50buy900.441.32960.00000.0000
1792013.08.01 09:11buy911.291.32520.00000.0000
1802013.08.01 16:35buy921.501.32190.00000.0000
1812013.08.02 14:30close921.501.32690.00000.0000745.2953830.37
1822013.08.02 14:30close911.291.32690.00000.0000215.2554045.62
1832013.08.02 14:30close900.441.32690.00000.0000-124.3353921.29
1842013.08.02 14:30close890.441.32710.00000.0000269.0554190.34
1852013.08.02 14:50sell930.451.32640.00000.0000
1862013.08.07 09:50buy940.441.32820.00000.0000
1872013.08.07 12:30sell951.501.33170.00000.0000
1882013.08.08 09:15sell961.501.33610.00000.0000
1892013.08.08 16:32sell971.501.33920.00000.0000
1902013.08.09 17:12close971.501.33470.00000.0000671.8054862.15
1912013.08.09 17:12close951.501.33470.00000.0000-462.7854399.37
1922013.08.12 12:10close961.501.32940.00000.0000998.6155397.98
1932013.08.12 12:10close940.441.32920.00000.000037.0955435.07
1942013.08.12 12:10close930.451.32940.00000.0000-142.6755292.40