Strategy Tester Report
Fracture-7.4.0
GFTForex-Demo (Build 500)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2013.06.02 21:00 - 2013.06.30 23:55 (2013.06.01 - 2013.07.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTOOLS="............................................................................................................."; CloseAll=false; ContinueTrading=true; RISK="............................................................................................................."; BaseLotSize=0.01; RangeUsage=0.05; TrendUsage=0.1; TRADING="............................................................................................................."; MaxTrades=9; MaxScalping=5; Aggressive=10; TradeSpace=2; DynamicSlippage=0.5; PROFITS="............................................................................................................."; QueryHistory=22; BasketProfit=3; OpenProfit=0.85; MinProfit=1; TRENDING="............................................................................................................."; CrossBars=30; RangingMarket=0.7; TurboStart=0.4; INDICATOR_ATR="............................................................................................................."; ATRTimeFrame=0; ATRPeriod=14; ATRShift=0; INDICATOR_MA="............................................................................................................."; MATimeFrame=0; MA1Period=5; MA2Period=9; MA3Period=18; MMAShift=0; MAShift=0; INDICATOR_ADX="............................................................................................................."; ADXLine1=45; ADXLine2=55; ADXTimeFrame=0; ADXPeriod=14; ADXShift=0; INDICATOR_FRACTAL="............................................................................................................."; FractalTimeFrame=0; FractalShift=1; FractalBars=5;
Bars in test6777Ticks modelled719666Modelling quality90.00%
Mismatched charts errors0
Initial deposit100.00
Total net profit356.25Gross profit648.94Gross loss-292.69
Profit factor2.22Expected payoff1.40
Absolute drawdown26.89Maximal drawdown74.03 (40.73%)Relative drawdown40.73% (74.03)
Total trades254Short positions (won %)183 (73.77%)Long positions (won %)71 (83.10%)
Profit trades (% of total)194 (76.38%)Loss trades (% of total)60 (23.62%)
Largestprofit trade22.26loss trade-19.60
Averageprofit trade3.35loss trade-4.88
Maximumconsecutive wins (profit in money)14 (11.26)consecutive losses (loss in money)2 (-26.23)
Maximalconsecutive profit (count of wins)76.74 (6)consecutive loss (count of losses)-26.23 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12013.06.02 21:15sell10.021.299030.000000.00000
22013.06.02 21:19close10.021.298990.000000.000000.08100.08
32013.06.02 21:19sell20.021.298750.000000.00000
42013.06.02 21:22close20.021.298700.000000.000000.10100.18
52013.06.02 21:22sell30.021.298670.000000.00000
62013.06.02 22:23close30.021.298590.000000.000000.16100.34
72013.06.02 22:30sell40.021.298940.000000.00000
82013.06.02 22:34close40.021.298870.000000.000000.14100.48
92013.06.02 22:34sell50.021.298680.000000.00000
102013.06.03 01:01sell60.011.299910.000000.00000
112013.06.03 02:54sell70.011.300330.000000.00000
122013.06.03 04:15sell80.011.300800.000000.00000
132013.06.03 04:40sell90.011.300690.000000.00000
142013.06.03 09:00sell100.011.302140.000000.00000
152013.06.03 11:26close50.021.300200.000000.00000-3.0497.44
162013.06.03 11:26close70.011.300200.000000.000000.1397.57
172013.06.03 11:26close90.011.300200.000000.000000.4998.06
182013.06.03 11:26close80.011.300100.000000.000000.7098.76
192013.06.03 11:26close100.011.300010.000000.000002.13100.89
202013.06.03 11:34close60.011.299580.000000.000000.33101.22
212013.06.03 12:27sell110.021.300300.000000.00000
222013.06.03 12:32close110.021.300080.000000.000000.44101.66
232013.06.03 12:43sell120.021.300360.000000.00000
242013.06.03 12:50close120.021.300080.000000.000000.56102.22
252013.06.03 13:06sell130.021.300050.000000.00000
262013.06.03 13:09close130.021.299610.000000.000000.88103.10
272013.06.03 13:09sell140.021.299490.000000.00000
282013.06.03 13:12close140.021.298970.000000.000001.04104.14
292013.06.03 13:12sell150.021.298820.000000.00000
302013.06.03 13:17close150.021.298090.000000.000001.46105.60
312013.06.03 17:00sell160.021.308240.000000.00000
322013.06.03 18:57close160.021.307290.000000.000001.90107.50
332013.06.03 19:15sell170.021.307370.000000.00000
342013.06.03 22:28sell180.021.306940.000000.00000
352013.06.03 22:28close170.021.307100.000000.000000.54108.04
362013.06.03 22:50sell190.021.306810.000000.00000
372013.06.03 23:04close180.021.306880.000000.000000.12108.16
382013.06.04 01:30buy200.021.306840.000000.00000
392013.06.04 01:30buy210.021.306940.000000.00000
402013.06.04 01:30buy220.021.307030.000000.00000
412013.06.04 01:34buy230.011.306750.000000.00000
422013.06.04 02:01buy240.011.306450.000000.00000
432013.06.04 02:48sell250.011.306150.000000.00000
442013.06.04 07:03close240.011.306990.000000.000000.54108.70
452013.06.04 07:03close190.021.307410.000000.00000-1.20107.50
462013.06.04 07:03close210.021.307240.000000.000000.60108.10
472013.06.04 07:03close230.011.307240.000000.000000.49108.59
482013.06.04 07:03close200.021.307400.000000.000001.12109.71
492013.06.04 07:04close220.021.307560.000000.000001.06110.77
502013.06.04 08:44sell260.021.307840.000000.00000
512013.06.04 08:53close250.011.307330.000000.00000-1.18109.59
522013.06.04 13:01close260.021.306250.000000.000003.18112.77
532013.06.04 13:30sell270.021.306530.000000.00000
542013.06.04 14:20close270.021.304470.000000.000004.12116.89
552013.06.04 15:35sell280.021.307250.000000.00000
562013.06.04 16:39sell290.021.305890.000000.00000
572013.06.04 16:39close280.021.306130.000000.000002.24119.13
582013.06.04 18:15sell300.021.306730.000000.00000
592013.06.04 19:25sell310.021.307800.000000.00000
602013.06.04 20:45sell320.011.308150.000000.00000
612013.06.04 23:53sell330.011.307260.000000.00000
622013.06.05 00:02close290.021.307070.000000.00000-2.36116.77
632013.06.05 00:02close310.021.307070.000000.000001.46118.23
642013.06.05 00:02close330.011.307070.000000.000000.19118.42
652013.06.05 00:02close300.021.307040.000000.00000-0.62117.80
662013.06.05 00:27sell340.021.307270.000000.00000
672013.06.05 00:27close320.011.307460.000000.000000.69118.49
682013.06.05 00:33sell350.021.306560.000000.00000
692013.06.05 00:33close340.021.306760.000000.000001.02119.51
702013.06.05 00:58sell360.021.306880.000000.00000
712013.06.05 03:05sell370.021.308250.000000.00000
722013.06.05 03:35sell380.011.307960.000000.00000
732013.06.05 06:50buy390.011.309650.000000.00000
742013.06.05 07:04close350.021.307010.000000.00000-0.90118.61
752013.06.05 07:04close370.021.307010.000000.000002.48121.09
762013.06.05 07:04close390.011.306840.000000.00000-2.81118.28
772013.06.05 07:04close360.021.307020.000000.00000-0.28118.00
782013.06.05 09:50sell400.021.306680.000000.00000
792013.06.05 09:51close380.011.306830.000000.000001.13119.13
802013.06.05 15:27sell410.021.308630.000000.00000
812013.06.05 15:34close400.021.307710.000000.00000-2.06117.07
822013.06.05 16:36sell420.021.308960.000000.00000
832013.06.05 17:13close410.021.308780.000000.00000-0.30116.77
842013.06.05 20:21buy430.021.309300.000000.00000
852013.06.05 23:20close430.021.309530.000000.000000.46117.23
862013.06.06 04:35sell440.021.309950.000000.00000
872013.06.06 08:31sell450.011.311780.000000.00000
882013.06.06 11:10sell460.011.311150.000000.00000
892013.06.06 12:32close420.021.310160.000000.00000-2.40114.83
902013.06.06 12:32close450.011.310160.000000.000001.62116.45
912013.06.06 12:32close440.021.310050.000000.00000-0.20116.25
922013.06.06 14:27buy470.031.316540.000000.00000
932013.06.06 14:34close470.031.317310.000000.000002.31118.56
942013.06.06 18:27sell480.021.323900.000000.00000
952013.06.06 19:50sell490.011.324350.000000.00000
962013.06.06 20:11sell500.011.324180.000000.00000
972013.06.06 21:01sell510.011.324300.000000.00000
982013.06.07 00:10buy520.011.324060.000000.00000
992013.06.07 00:10buy530.011.324130.000000.00000
1002013.06.07 00:11buy540.011.323750.000000.00000
1012013.06.07 00:11buy550.011.323680.000000.00000
1022013.06.07 00:11buy560.021.323830.000000.00000
1032013.06.07 00:15close550.011.323980.000000.000000.30118.86
1042013.06.07 00:40buy570.021.323900.000000.00000
1052013.06.07 00:46close540.011.324070.000000.000000.32119.18
1062013.06.07 00:46close560.021.324160.000000.000000.66119.84
1072013.06.07 01:05close570.021.324290.000000.000000.78120.62
1082013.06.07 01:14close520.011.324470.000000.000000.41121.03
1092013.06.07 01:14close530.011.324540.000000.000000.41121.44
1102013.06.07 03:08buy580.011.325170.000000.00000
1112013.06.07 04:30sell590.011.325810.000000.00000
1122013.06.07 05:03sell600.011.325680.000000.00000
1132013.06.07 05:03close580.011.325650.000000.000000.48121.92
1142013.06.07 08:17close460.011.323100.000000.00000-11.95109.97
1152013.06.07 08:17close490.011.323100.000000.000001.25111.22
1162013.06.07 08:17close510.011.323100.000000.000001.20112.42
1172013.06.07 08:17close600.011.323100.000000.000002.58115.00
1182013.06.07 08:17close480.021.323120.000000.000001.56116.56
1192013.06.07 08:17close590.011.323120.000000.000002.69119.25
1202013.06.07 08:17close500.011.323150.000000.000001.03120.28
1212013.06.07 08:26sell610.021.323820.000000.00000
1222013.06.07 08:30sell620.021.323610.000000.00000
1232013.06.07 08:37close610.021.323720.000000.000000.20120.48
1242013.06.07 08:47close620.021.323360.000000.000000.50120.98
1252013.06.07 08:47sell630.021.323160.000000.00000
1262013.06.07 11:49sell640.021.325520.000000.00000
1272013.06.07 12:30close630.021.324410.000000.00000-2.50118.48
1282013.06.07 12:30close640.021.324140.000000.000002.76121.24
1292013.06.07 12:35sell650.021.325900.000000.00000
1302013.06.07 12:35close650.021.325160.000000.000001.48122.72
1312013.06.07 12:35sell660.021.324910.000000.00000
1322013.06.07 12:38close660.021.323500.000000.000002.82125.54
1332013.06.07 12:38sell670.021.323380.000000.00000
1342013.06.07 12:43close670.021.321850.000000.000003.06128.60
1352013.06.07 13:12sell680.021.322230.000000.00000
1362013.06.07 13:17close680.021.320160.000000.000004.14132.74
1372013.06.07 13:17sell690.021.319930.000000.00000
1382013.06.07 16:20sell700.021.321990.000000.00000
1392013.06.07 16:27close690.021.321020.000000.00000-2.18130.56
1402013.06.07 17:21buy710.021.322210.000000.00000
1412013.06.09 21:00close700.021.319210.000000.000005.56136.12
1422013.06.09 21:05sell720.021.320110.000000.00000
1432013.06.10 00:35buy730.021.321040.000000.00000
1442013.06.10 00:35buy740.021.320940.000000.00000
1452013.06.10 00:45close740.021.321330.000000.000000.78136.90
1462013.06.10 00:45close730.021.321450.000000.000000.82137.72
1472013.06.10 01:20buy750.041.321960.000000.00000
1482013.06.10 01:22buy760.041.321850.000000.00000
1492013.06.10 01:45sell770.021.321580.000000.00000
1502013.06.10 01:50buy780.021.321760.000000.00000
1512013.06.10 01:53buy790.021.321670.000000.00000
1522013.06.10 02:05sell800.011.321520.000000.00000
1532013.06.10 02:34buy810.011.321260.000000.00000
1542013.06.10 02:38sell820.011.320860.000000.00000
1552013.06.10 03:46sell830.011.320350.000000.00000
1562013.06.10 05:41sell840.011.319490.000000.00000
1572013.06.10 06:53sell850.011.318760.000000.00000
1582013.06.10 06:53close720.021.318910.000000.000002.40140.12
1592013.06.10 06:53close770.021.318910.000000.000005.34145.46
1602013.06.10 06:53close800.011.318910.000000.000002.61148.07
1612013.06.10 06:53close820.011.318910.000000.000001.95150.02
1622013.06.10 06:53close840.011.318910.000000.000000.58150.60
1632013.06.10 08:47close810.011.321940.000000.000000.68151.28
1642013.06.10 09:48close710.021.322260.000000.000000.10151.38
1652013.06.10 09:48close760.041.322260.000000.000001.64153.02
1662013.06.10 09:48close790.021.322260.000000.000001.18154.20
1672013.06.10 09:48close850.011.322430.000000.00000-3.67150.53
1682013.06.10 09:50close780.021.322320.000000.000001.12151.65
1692013.06.10 09:50close750.041.322540.000000.000002.32153.97
1702013.06.10 10:30sell860.021.321790.000000.00000
1712013.06.10 10:50sell870.021.321690.000000.00000
1722013.06.10 11:17close830.011.321480.000000.00000-1.13152.84
1732013.06.10 11:17close870.021.321480.000000.000000.42153.26
1742013.06.10 14:21sell880.021.319800.000000.00000
1752013.06.10 14:21close860.021.319980.000000.000003.62156.88
1762013.06.10 19:55sell890.021.325590.000000.00000
1772013.06.10 21:19sell900.021.325420.000000.00000
1782013.06.11 02:26buy910.021.325390.000000.00000
1792013.06.11 03:50sell920.021.327290.000000.00000
1802013.06.11 04:57sell930.021.327020.000000.00000
1812013.06.11 12:36close880.021.325050.000000.00000-10.50146.38
1822013.06.11 12:36close900.021.325050.000000.000000.74147.12
1832013.06.11 12:36close920.021.325050.000000.000004.48151.60
1842013.06.11 12:36close890.021.325060.000000.000001.06152.66
1852013.06.11 12:36close930.021.325060.000000.000003.92156.58
1862013.06.11 14:09close910.021.328840.000000.000006.90163.48
1872013.06.11 14:45sell940.021.328280.000000.00000
1882013.06.11 15:34sell950.021.326130.000000.00000
1892013.06.11 15:34close940.021.326330.000000.000003.90167.38
1902013.06.11 16:44sell960.021.327990.000000.00000
1912013.06.11 17:50close950.021.327130.000000.00000-2.00165.38
1922013.06.11 21:02sell970.021.330870.000000.00000
1932013.06.11 21:25sell980.021.331000.000000.00000
1942013.06.12 05:19close960.021.330020.000000.00000-4.06161.32
1952013.06.12 05:19close980.021.330020.000000.000001.96163.28
1962013.06.12 06:30buy990.021.330260.000000.00000
1972013.06.12 06:30close970.021.330280.000000.000001.18164.46
1982013.06.12 07:11close990.021.332670.000000.000004.82169.28
1992013.06.12 07:30sell1000.031.331610.000000.00000
2002013.06.12 08:15close1000.031.329530.000000.000006.24175.52
2012013.06.12 08:45buy1010.031.328810.000000.00000
2022013.06.12 08:45buy1020.021.328610.000000.00000
2032013.06.12 08:50buy1030.021.329050.000000.00000
2042013.06.12 08:52close1020.021.329500.000000.000001.78177.30
2052013.06.12 08:58close1010.031.329680.000000.000002.61179.91
2062013.06.12 09:20sell1040.031.328570.000000.00000
2072013.06.12 12:51close1030.021.329610.000000.000001.12181.03
2082013.06.12 17:00sell1050.021.333940.000000.00000
2092013.06.12 18:05sell1060.021.332650.000000.00000
2102013.06.12 21:20sell1070.021.333310.000000.00000
2112013.06.12 22:51buy1080.021.333740.000000.00000
2122013.06.13 00:10sell1090.021.334240.000000.00000
2132013.06.13 01:30sell1100.021.335420.000000.00000
2142013.06.13 09:24close1040.031.332600.000000.00000-12.09168.94
2152013.06.13 09:24close1060.021.332600.000000.000000.10169.04
2162013.06.13 09:24close1080.021.332430.000000.00000-2.62166.42
2172013.06.13 09:24close1100.021.332600.000000.000005.64172.06
2182013.06.13 09:24close1050.021.332540.000000.000002.80174.86
2192013.06.13 09:24close1090.021.332540.000000.000003.40178.26
2202013.06.13 12:32close1070.021.329710.000000.000007.20185.46
2212013.06.13 12:45sell1110.031.331610.000000.00000
2222013.06.13 21:25sell1120.021.336810.000000.00000
2232013.06.13 21:40sell1130.021.336720.000000.00000
2242013.06.13 23:01sell1140.021.336320.000000.00000
2252013.06.13 23:32sell1150.021.335880.000000.00000
2262013.06.14 02:45buy1160.041.335680.000000.00000
2272013.06.14 02:45buy1170.051.335610.000000.00000
2282013.06.14 06:00sell1180.031.335010.000000.00000
2292013.06.14 06:05close1110.031.334430.000000.00000-8.46177.00
2302013.06.14 06:05close1130.021.334430.000000.000004.58181.58
2312013.06.14 06:05close1150.021.334430.000000.000002.90184.48
2322013.06.14 06:05close1170.051.334260.000000.00000-6.75177.73
2332013.06.14 06:05close1120.021.334420.000000.000004.78182.51
2342013.06.14 06:05close1160.041.334250.000000.00000-5.72176.79
2352013.06.14 06:05close1140.021.334430.000000.000003.78180.57
2362013.06.14 07:05sell1190.031.333940.000000.00000
2372013.06.14 07:05close1180.031.334100.000000.000002.73183.30
2382013.06.14 09:16close1190.031.331470.000000.000007.41190.71
2392013.06.14 10:41sell1200.031.331950.000000.00000
2402013.06.14 15:52sell1210.031.333540.000000.00000
2412013.06.14 16:00close1200.031.332800.000000.00000-2.55188.16
2422013.06.14 16:30sell1220.031.331870.000000.00000
2432013.06.14 16:30close1210.031.332030.000000.000004.53192.69
2442013.06.14 17:25buy1230.031.332500.000000.00000
2452013.06.16 22:55sell1240.031.334540.000000.00000
2462013.06.16 23:31sell1250.031.334620.000000.00000
2472013.06.17 00:13close1220.031.334340.000000.00000-7.41185.28
2482013.06.17 00:13close1240.031.334340.000000.000000.60185.88
2492013.06.17 00:13close1230.031.334200.000000.000005.10190.98
2502013.06.17 00:43sell1260.031.333810.000000.00000
2512013.06.17 00:43close1250.031.334000.000000.000001.86192.84
2522013.06.17 01:50sell1270.031.333540.000000.00000
2532013.06.17 01:51close1260.031.333670.000000.000000.42193.26
2542013.06.17 07:14buy1280.031.332730.000000.00000
2552013.06.17 07:15sell1290.031.332550.000000.00000
2562013.06.17 07:15close1270.031.332730.000000.000002.43195.69
2572013.06.17 07:15close1290.031.332730.000000.00000-0.54195.15
2582013.06.17 07:15sell1300.031.332580.000000.00000
2592013.06.17 07:20sell1310.031.331880.000000.00000
2602013.06.17 07:25buy1320.031.332370.000000.00000
2612013.06.17 07:25buy1330.031.332450.000000.00000
2622013.06.17 07:35close1320.031.332750.000000.000001.14196.29
2632013.06.17 07:35close1330.031.332810.000000.000001.08197.37
2642013.06.17 07:35close1280.031.333110.000000.000001.14198.51
2652013.06.17 10:35sell1340.031.333880.000000.00000
2662013.06.17 18:10sell1350.021.333480.000000.00000
2672013.06.17 18:13close1300.031.332900.000000.00000-0.96197.55
2682013.06.17 18:13close1340.031.332900.000000.000002.94200.49
2692013.06.17 21:20sell1360.021.336430.000000.00000
2702013.06.17 23:08sell1370.021.336090.000000.00000
2712013.06.18 00:47buy1380.021.336300.000000.00000
2722013.06.18 03:10sell1390.021.335450.000000.00000
2732013.06.18 04:22sell1400.021.334990.000000.00000
2742013.06.18 06:03close1310.031.334320.000000.00000-7.32193.17
2752013.06.18 06:03close1360.021.334320.000000.000004.22197.39
2762013.06.18 06:03close1380.021.334150.000000.00000-4.30193.09
2772013.06.18 06:03close1400.021.334320.000000.000001.34194.43
2782013.06.18 06:03close1350.021.334270.000000.00000-1.58192.85
2792013.06.18 06:03close1390.021.334270.000000.000002.36195.21
2802013.06.18 06:15close1370.021.333630.000000.000004.92200.13
2812013.06.18 09:33sell1410.031.337240.000000.00000
2822013.06.18 09:55sell1420.031.337830.000000.00000
2832013.06.18 09:56close1410.031.337540.000000.00000-0.90199.23
2842013.06.18 10:45buy1430.031.338210.000000.00000
2852013.06.18 12:49close1420.031.334670.000000.000009.48208.71
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