Strategy Tester: Breakout Genius v01

Strategy Tester Report

VantageFX-Demo (Build 229)

HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2010.12.01 12:00 - 2011.03.02 23:45 (2010.03.01 - 2011.03.03)
Model		Every tick (the most precise method based on all available least timeframes)
Bars in test	6377	Ticks modelled	1451483	Modelling quality	n/a
Mismatched charts errors	17522

Initial deposit	10000.00
Total net profit	431.37	Gross profit	832.69	Gross loss	-401.33
Profit factor	2.07	Expected payoff	11.98
Absolute drawdown	71.29	Maximal drawdown	548.56 (5.14%)	Relative drawdown	5.14% (548.56)

Total trades	36	Short positions (won %)	16 (93.75%)	Long positions (won %)	20 (95.00%)
		Profit trades (% of total)	34 (94.44%)	Loss trades (% of total)	2 (5.56%)
Largest		profit trade	25.56	loss trade	-202.07
Average		profit trade	24.49	loss trade	-200.66
Maximum		consecutive wins (profit in money)	27 (672.98)	consecutive losses (loss in money)	1 (-202.07)
Maximal		consecutive profit (count of wins)	672.98 (27)	consecutive loss (count of losses)	-202.07 (1)
Average		consecutive wins	11	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.12.07 19:30	sell	1	0.10	1.32906	0.00000	0.00000
2	2010.12.07 19:30	modify	1	0.10	1.32906	1.34906	1.32656
3	2010.12.07 20:26	modify	1	0.10	1.32906	1.32906	1.32656
4	2010.12.07 21:07	t/p	1	0.10	1.32656	1.32906	1.32656	25.00	10025.00
5	2010.12.08 19:30	buy	2	0.10	1.32555	0.00000	0.00000
6	2010.12.08 19:30	modify	2	0.10	1.32555	1.30555	1.32805
7	2010.12.09 01:06	t/p	2	0.10	1.32805	1.30555	1.32805	25.56	10050.56
8	2010.12.10 19:30	sell	3	0.10	1.32330	0.00000	0.00000
9	2010.12.10 19:30	modify	3	0.10	1.32330	1.34330	1.32080
10	2010.12.12 22:00	t/p	3	0.10	1.32080	1.34330	1.32080	25.00	10075.56
11	2010.12.16 19:30	sell	4	0.10	1.32117	0.00000	0.00000
12	2010.12.16 19:30	modify	4	0.10	1.32117	1.34117	1.31867
13	2010.12.17 15:34	t/p	4	0.10	1.31867	1.34117	1.31867	24.65	10100.21
14	2010.12.20 19:30	sell	5	0.10	1.31119	0.00000	0.00000
15	2010.12.20 19:30	modify	5	0.10	1.31119	1.33119	1.30869
16	2010.12.21 18:24	t/p	5	0.10	1.30869	1.33119	1.30869	24.65	10124.87
17	2010.12.21 19:30	sell	6	0.10	1.30838	0.00000	0.00000
18	2010.12.21 19:30	modify	6	0.10	1.30838	1.32838	1.30588
19	2010.12.23 13:14	t/p	6	0.10	1.30588	1.32838	1.30588	23.62	10148.49
20	2010.12.23 19:30	buy	7	0.10	1.31139	0.00000	0.00000
21	2010.12.23 19:30	modify	7	0.10	1.31139	1.29139	1.31389
22	2010.12.24 07:22	t/p	7	0.10	1.31389	1.29139	1.31389	25.19	10173.67
23	2010.12.24 19:30	sell	8	0.10	1.31149	0.00000	0.00000
24	2010.12.24 19:30	modify	8	0.10	1.31149	1.33149	1.30899
25	2010.12.26 23:50	t/p	8	0.10	1.30899	1.33149	1.30899	25.00	10198.67
26	2010.12.29 19:30	buy	9	0.10	1.32097	0.00000	0.00000
27	2010.12.29 19:30	modify	9	0.10	1.32097	1.30097	1.32347
28	2010.12.30 00:29	t/p	9	0.10	1.32347	1.30097	1.32347	25.56	10224.23
29	2010.12.30 19:30	buy	10	0.10	1.33020	0.00000	0.00000
30	2010.12.30 19:30	modify	10	0.10	1.33020	1.31020	1.33270
31	2010.12.31 06:22	t/p	10	0.10	1.33270	1.31020	1.33270	25.19	10249.42
32	2011.01.03 19:30	buy	11	0.10	1.33655	0.00000	0.00000
33	2011.01.03 19:30	modify	11	0.10	1.33655	1.31655	1.33905
34	2011.01.04 09:46	t/p	11	0.10	1.33905	1.31655	1.33905	25.19	10274.60
35	2011.01.04 19:30	sell	12	0.10	1.33170	0.00000	0.00000
36	2011.01.04 19:30	modify	12	0.10	1.33170	1.35170	1.32920
37	2011.01.05 00:25	t/p	12	0.10	1.32920	1.35170	1.32920	24.65	10299.26
38	2011.01.07 19:30	sell	13	0.10	1.29326	0.00000	0.00000
39	2011.01.07 19:30	modify	13	0.10	1.29326	1.31326	1.29076
40	2011.01.07 20:57	t/p	13	0.10	1.29076	1.31326	1.29076	25.00	10324.26
41	2011.01.10 19:30	buy	14	0.10	1.29563	0.00000	0.00000
42	2011.01.10 19:30	modify	14	0.10	1.29563	1.27563	1.29813
43	2011.01.11 01:54	t/p	14	0.10	1.29813	1.27563	1.29813	25.19	10349.44
44	2011.01.11 19:30	buy	15	0.10	1.29659	0.00000	0.00000
45	2011.01.11 19:30	modify	15	0.10	1.29659	1.27659	1.29909
46	2011.01.12 00:11	t/p	15	0.10	1.29909	1.27659	1.29909	25.19	10374.63
47	2011.01.14 19:30	buy	16	0.10	1.33688	0.00000	0.00000
48	2011.01.14 19:30	modify	16	0.10	1.33688	1.31688	1.33938
49	2011.01.18 09:05	t/p	16	0.10	1.33938	1.31688	1.33938	25.37	10400.00
50	2011.01.20 19:30	buy	17	0.10	1.34849	0.00000	0.00000
51	2011.01.20 19:30	modify	17	0.10	1.34849	1.32849	1.35099
52	2011.01.21 03:10	t/p	17	0.10	1.35099	1.32849	1.35099	25.19	10425.19
53	2011.01.21 19:30	buy	18	0.10	1.35891	0.00000	0.00000
54	2011.01.21 19:30	modify	18	0.10	1.35891	1.33891	1.36141
55	2011.01.21 20:08	t/p	18	0.10	1.36141	1.33891	1.36141	25.00	10450.19
56	2011.01.24 19:30	buy	19	0.10	1.36309	0.00000	0.00000
57	2011.01.24 19:30	modify	19	0.10	1.36309	1.34309	1.36559
58	2011.01.25 01:25	t/p	19	0.10	1.36559	1.34309	1.36559	25.19	10475.37
59	2011.01.25 19:30	buy	20	0.10	1.36606	0.00000	0.00000
60	2011.01.25 19:30	modify	20	0.10	1.36606	1.34606	1.36856
61	2011.01.25 20:23	t/p	20	0.10	1.36856	1.34606	1.36856	25.00	10500.37
62	2011.01.26 19:30	sell	21	0.10	1.36569	0.00000	0.00000
63	2011.01.26 19:30	modify	21	0.10	1.36569	1.38569	1.36319
64	2011.01.28 15:44	t/p	21	0.10	1.36319	1.38569	1.36319	23.62	10523.99
65	2011.01.28 19:30	sell	22	0.10	1.36131	0.00000	0.00000
66	2011.01.28 19:30	modify	22	0.10	1.36131	1.38131	1.35881
67	2011.01.30 22:24	t/p	22	0.10	1.35881	1.38131	1.35881	25.00	10548.99
68	2011.01.31 19:30	buy	23	0.10	1.36764	0.00000	0.00000
69	2011.01.31 19:30	modify	23	0.10	1.36764	1.34764	1.37014
70	2011.01.31 23:48	t/p	23	0.10	1.37014	1.34764	1.37014	25.00	10573.99
71	2011.02.01 19:30	buy	24	0.10	1.38256	0.00000	0.00000
72	2011.02.01 19:30	modify	24	0.10	1.38256	1.36256	1.38506
73	2011.02.02 01:18	t/p	24	0.10	1.38506	1.36256	1.38506	25.19	10599.18
74	2011.02.02 19:30	sell	25	0.10	1.37824	0.00000	0.00000
75	2011.02.02 19:30	modify	25	0.10	1.37824	1.39824	1.37574
76	2011.02.03 11:53	t/p	25	0.10	1.37574	1.39824	1.37574	23.96	10623.14
77	2011.02.04 19:30	sell	26	0.10	1.35790	0.00000	0.00000
78	2011.02.04 19:30	modify	26	0.10	1.35790	1.37790	1.35540
79	2011.02.07 11:03	t/p	26	0.10	1.35540	1.37790	1.35540	24.65	10647.80
80	2011.02.08 19:30	buy	27	0.10	1.36465	0.00000	0.00000
81	2011.02.08 19:30	modify	27	0.10	1.36465	1.34465	1.36715
82	2011.02.09 13:38	t/p	27	0.10	1.36715	1.34465	1.36715	25.19	10672.98
83	2011.02.09 19:30	buy	28	0.10	1.37282	0.00000	0.00000
84	2011.02.09 19:30	modify	28	0.10	1.37282	1.35282	1.37532
85	2011.02.11 09:26	s/l	28	0.10	1.35282	1.35282	1.37532	-199.26	10473.72
86	2011.02.11 19:30	sell	29	0.10	1.35393	0.00000	0.00000
87	2011.02.11 19:30	modify	29	0.10	1.35393	1.37393	1.35143
88	2011.02.13 22:00	t/p	29	0.10	1.35143	1.37393	1.35143	25.00	10498.72
89	2011.02.14 19:30	sell	30	0.10	1.34776	0.00000	0.00000
90	2011.02.14 19:30	modify	30	0.10	1.34776	1.36776	1.34526
91	2011.02.18 17:01	s/l	30	0.10	1.36776	1.36776	1.34526	-202.07	10296.65
92	2011.02.18 19:30	buy	31	0.10	1.36908	0.00000	0.00000
93	2011.02.18 19:30	modify	31	0.10	1.36908	1.34908	1.37158
94	2011.02.23 06:53	t/p	31	0.10	1.37158	1.34908	1.37158	25.56	10322.21
95	2011.02.23 19:30	buy	32	0.10	1.37402	0.00000	0.00000
96	2011.02.23 19:30	modify	32	0.10	1.37402	1.35402	1.37652
97	2011.02.23 23:46	t/p	32	0.10	1.37652	1.35402	1.37652	25.00	10347.21
98	2011.02.24 19:30	buy	33	0.10	1.37922	0.00000	0.00000
99	2011.02.24 19:30	modify	33	0.10	1.37922	1.35922	1.38172
100	2011.02.24 23:45	t/p	33	0.10	1.38172	1.35922	1.38172	25.00	10372.21
101	2011.02.25 19:30	sell	34	0.10	1.37439	0.00000	0.00000
102	2011.02.25 19:30	modify	34	0.10	1.37439	1.39439	1.37189
103	2011.02.28 00:16	t/p	34	0.10	1.37189	1.39439	1.37189	24.65	10396.87
104	2011.03.01 19:30	sell	35	0.10	1.37905	0.00000	0.00000
105	2011.03.01 19:30	modify	35	0.10	1.37905	1.39905	1.37655
106	2011.03.01 19:45	t/p	35	0.10	1.37655	1.39905	1.37655	25.00	10421.87
107	2011.03.02 19:30	buy	36	0.10	1.38549	0.00000	0.00000
108	2011.03.02 19:30	modify	36	0.10	1.38549	1.36549	1.38799
109	2011.03.02 23:59	close at stop	36	0.10	1.38644	1.36549	1.38799	9.50	10431.37