How good is Strategy Tester?

New comment
 

How close is the backtesting to the reality?

I backtested my EA on the strategy tester and found several entries shown in the report highly unlikely in real trading.

My ea reentered the market as soon as it was closed, even in the same direction right after being closed by stop-loss.

How can I increase the modelling quality? The number for this experiment was 25%.

Please take a look at the report below (report is also attached) and give me your advice.

-Mike

# Time Type Order Size Price S / L T / P Profit Balance
1 2009.11.02 03:52 buy 1 1.00 1.47292 1.46492 1.47792
2 2009.11.02 11:00 t/p 1 1.00 1.47792 1.46492 1.47792 500.00 10500.00
3 2009.11.02 11:00 buy 2 1.00 1.47801 1.47001 1.48301
4 2009.11.02 17:19 t/p 2 1.00 1.48301 1.47001 1.48301 500.00 11000.00
5 2009.11.02 17:19 buy 3 1.00 1.48310 1.47510 1.48810
6 2009.11.02 20:36 s/l 3 1.00 1.47510 1.47510 1.48810 -800.00 10200.00
7 2009.11.02 20:36 buy 4 1.00 1.47517 1.46717 1.48017
8 2009.11.03 02:13 t/p 4 1.00 1.48017 1.46717 1.48017 498.90 10698.90
9 2009.11.03 02:13 buy 5 1.00 1.48026 1.47226 1.48526
10 2009.11.03 11:29 s/l 5 1.00 1.47226 1.47226 1.48526 -800.00 9898.90
11 2009.11.04 14:30 buy 6 1.00 1.47651 1.46851 1.48151
12 2009.11.04 16:50 t/p 6 1.00 1.48151 1.46851 1.48151 500.00 10398.90
13 2009.11.04 16:50 buy 7 1.00 1.48162 1.47362 1.48662
14 2009.11.04 21:15 t/p 7 1.00 1.48662 1.47362 1.48662 500.00 10898.90
15 2009.11.04 21:15 buy 8 1.00 1.48678 1.47878 1.49178
16 2009.11.09 05:49 t/p 8 1.00 1.49178 1.47878 1.49178 494.50 11393.40
17 2009.11.09 05:49 buy 9 1.00 1.49187 1.48387 1.49687
18 2009.11.09 09:56 t/p 9 1.00 1.49687 1.48387 1.49687 500.00 11893.40
19 2009.11.09 09:56 buy 10 1.00 1.49698 1.48898 1.50198
20 2009.11.11 10:03 t/p 10 1.00 1.50198 1.48898 1.50198 497.80 12391.20
21 2009.11.11 10:03 buy 11 1.00 1.50210 1.49410 1.50710
22 2009.11.12 11:06 s/l 11 1.00 1.49410 1.49410 1.50710 -803.30 11587.90
23 2009.11.12 11:06 buy 12 1.00 1.49417 1.48617 1.49917
24 2009.11.12 18:14 s/l 12 1.00 1.48617 1.48617 1.49917 -800.00 10787.90
25 2009.11.12 18:14 buy 13 1.00 1.48624 1.47824 1.49124
26 2009.11.13 19:08 t/p 13 1.00 1.49124 1.47824 1.49124 498.90 11286.80
27 2009.11.13 19:08 buy 14 1.00 1.49133 1.48333 1.49633
28 2009.11.16 02:00 t/p 14 1.00 1.49633 1.48333 1.49633 498.90 11785.70
29 2009.11.16 02:00 buy 15 1.00 1.49645 1.48845 1.50145
30 2009.11.16 19:23 s/l 15 1.00 1.48845 1.48845 1.50145 -800.00 10985.70
31 2009.11.16 19:23 buy 16 1.00 1.48847 1.48047 1.49347
32 2009.11.16 19:36 t/p 16 1.00 1.49347 1.48047 1.49347 500.00 11485.70
33 2009.11.16 19:36 buy 17 1.00 1.49358 1.48558 1.49858
34 2009.11.16 21:03 t/p 17 1.00 1.49858 1.48558 1.49858 500.00 11985.70
35 2009.11.16 21:03 buy 18 1.00 1.49871 1.49071 1.50371
36 2009.11.17 12:23 s/l 18 1.00 1.49071 1.49071 1.50371 -801.10 11184.60
37 2009.11.17 12:23 buy 19 1.00 1.49078 1.48278 1.49578
38 2009.11.17 17:41 s/l 19 1.00 1.48278 1.48278 1.49578 -800.00 10384.60
39 2009.11.17 17:41 buy 20 1.00 1.48285 1.47485 1.48785
40 2009.11.18 02:09 t/p 20 1.00 1.48785 1.47485 1.48785 498.90 10883.50
41 2009.11.18 02:09 buy 21 1.00 1.48795 1.47995 1.49295
42 2009.11.18 11:31 t/p 21 1.00 1.49295 1.47995 1.49295 500.00 11383.50
43 2009.11.18 11:31 buy 22 1.00 1.49307 1.48507 1.49807
44 2009.11.18 18:03 t/p 22 1.00 1.49807 1.48507 1.49807 500.00 11883.50
45 2009.11.18 18:03 buy 23 1.00 1.49820 1.49020 1.50320
46 2009.11.19 09:44 s/l 23 1.00 1.49020 1.49020 1.50320 -803.30 11080.20
47 2009.11.19 09:44 buy 24 1.00 1.49029 1.48229 1.49529
48 2009.11.20 14:08 s/l 24 1.00 1.48229 1.48229 1.49529 -801.10 10279.10
49 2009.11.20 14:08 buy 25 1.00 1.48235 1.47435 1.48735
50 2009.11.20 18:57 t/p 25 1.00 1.48735 1.47435 1.48735 500.00 10779.10
51 2009.11.20 18:57 buy 26 1.00 1.48744 1.47944 1.49244
52 2009.11.23 04:23 t/p 26 1.00 1.49244 1.47944 1.49244 498.90 11278.00
53 2009.11.23 04:23 buy 27 1.00 1.49269 1.48469 1.49769
54 2009.11.23 10:22 t/p 27 1.00 1.49769 1.48469 1.49769 500.00 11778.00
55 2009.11.23 10:22 buy 28 1.00 1.49778 1.48978 1.50278
56 2009.11.24 09:21 s/l 28 1.00 1.48978 1.48978 1.50278 -801.10 10976.90
57 2009.11.24 09:21 buy 29 1.00 1.48984 1.48184 1.49484
58 2009.11.24 12:37 t/p 29 1.00 1.49484 1.48184 1.49484 500.00 11476.90
59 2009.11.24 12:37 buy 30 1.00 1.49493 1.48693 1.49993
60 2009.11.25 08:21 t/p 30 1.00 1.49993 1.48693 1.49993 498.90 11975.80
61 2009.11.25 08:21 buy 31 1.00 1.50004 1.49204 1.50504
62 2009.11.25 13:30 t/p 31 1.00 1.50504 1.49204 1.50504 500.00 12475.80
63 2009.11.25 13:30 buy 32 1.00 1.50514 1.49714 1.51014
64 2009.11.25 21:22 t/p 32 1.00 1.51014 1.49714 1.51014 500.00 12975.80
65 2009.11.25 21:22 buy 33 1.00 1.51055 1.50255 1.51555
66 2009.11.26 16:48 s/l 33 1.00 1.50255 1.50255 1.51555 -803.30 12172.50
67 2009.11.26 16:48 buy 34 1.00 1.50260 1.49460 1.50760
68 2009.11.26 23:58 close at stop 34 1.00 1.50185 1.49460 1.50760 -75.00 12097.50

New comment
Reason: