Strategy Tester Report
ea_ADX_2MA_system
InstaForex-Demo.com (Build 950)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2015.09.01 00:00 - 2016.02.29 23:45 (2015.09.01 - 2016.03.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 13255 | Ticks modelled | 839460 | Modelling quality | 90.00% |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | Spread | Current (3) | ||
| Total net profit | 5523.70 | Gross profit | 11575.35 | Gross loss | -6051.65 |
| Profit factor | 1.91 | Expected payoff | 145.36 | ||
| Absolute drawdown | 1691.10 | Maximal drawdown | 1960.45 (19.09%) | Relative drawdown | 19.09% (1960.45) |
| Total trades | 38 | Short positions (won %) | 20 (85.00%) | Long positions (won %) | 18 (66.67%) |
| Profit trades (% of total) | 29 (76.32%) | Loss trades (% of total) | 9 (23.68%) | ||
| Largest | profit trade | 400.00 | loss trade | -718.90 | |
| Average | profit trade | 399.15 | loss trade | -672.41 | |
| Maximum | consecutive wins (profit in money) | 10 (3992.30) | consecutive losses (loss in money) | 2 (-1434.55) | |
| Maximal | consecutive profit (count of wins) | 3992.30 (10) | consecutive loss (count of losses) | -1434.55 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2015.09.01 12:48 | buy | 1 | 5.00 | 1.1265 | 0.0000 | 0.0000 | ||
| 2 | 2015.09.01 12:48 | modify | 1 | 5.00 | 1.1265 | 1.1122 | 1.1345 | ||
| 3 | 2015.09.03 15:52 | s/l | 1 | 5.00 | 1.1122 | 1.1122 | 1.1345 | -717.60 | 9282.40 |
| 4 | 2015.09.03 22:23 | buy | 2 | 5.00 | 1.1131 | 0.0000 | 0.0000 | ||
| 5 | 2015.09.03 22:23 | modify | 2 | 5.00 | 1.1131 | 1.0988 | 1.1211 | ||
| 6 | 2015.09.08 07:00 | t/p | 2 | 5.00 | 1.1211 | 1.0988 | 1.1211 | 398.05 | 9680.45 |
| 7 | 2015.09.08 19:14 | sell | 3 | 5.00 | 1.1176 | 0.0000 | 0.0000 | ||
| 8 | 2015.09.08 19:14 | modify | 3 | 5.00 | 1.1176 | 1.1319 | 1.1096 | ||
| 9 | 2015.09.11 18:18 | s/l | 3 | 5.00 | 1.1319 | 1.1319 | 1.1096 | -715.25 | 8965.20 |
| 10 | 2015.09.14 11:51 | buy | 4 | 5.00 | 1.1344 | 0.0000 | 0.0000 | ||
| 11 | 2015.09.14 11:51 | modify | 4 | 5.00 | 1.1344 | 1.1201 | 1.1424 | ||
| 12 | 2015.09.17 22:39 | t/p | 4 | 5.00 | 1.1424 | 1.1201 | 1.1424 | 396.75 | 9361.95 |
| 13 | 2015.09.18 08:44 | sell | 5 | 5.00 | 1.1408 | 0.0000 | 0.0000 | ||
| 14 | 2015.09.18 08:44 | modify | 5 | 5.00 | 1.1408 | 1.1551 | 1.1328 | ||
| 15 | 2015.09.18 22:12 | t/p | 5 | 5.00 | 1.1328 | 1.1551 | 1.1328 | 400.00 | 9761.95 |
| 16 | 2015.09.21 08:32 | sell | 6 | 5.00 | 1.1309 | 0.0000 | 0.0000 | ||
| 17 | 2015.09.21 08:32 | modify | 6 | 5.00 | 1.1309 | 1.1452 | 1.1229 | ||
| 18 | 2015.09.21 17:21 | t/p | 6 | 5.00 | 1.1229 | 1.1452 | 1.1229 | 400.00 | 10161.95 |
| 19 | 2015.09.22 11:49 | sell | 7 | 5.00 | 1.1191 | 0.0000 | 0.0000 | ||
| 20 | 2015.09.22 11:49 | modify | 7 | 5.00 | 1.1191 | 1.1334 | 1.1111 | ||
| 21 | 2015.09.23 03:27 | t/p | 7 | 5.00 | 1.1111 | 1.1334 | 1.1111 | 399.95 | 10561.90 |
| 22 | 2015.10.08 22:17 | buy | 8 | 5.00 | 1.1274 | 0.0000 | 0.0000 | ||
| 23 | 2015.10.08 22:17 | modify | 8 | 5.00 | 1.1274 | 1.1131 | 1.1354 | ||
| 24 | 2015.10.09 13:35 | t/p | 8 | 5.00 | 1.1354 | 1.1131 | 1.1354 | 399.35 | 10961.25 |
| 25 | 2015.10.09 17:16 | buy | 9 | 5.00 | 1.1352 | 0.0000 | 0.0000 | ||
| 26 | 2015.10.09 17:16 | modify | 9 | 5.00 | 1.1352 | 1.1209 | 1.1432 | ||
| 27 | 2015.10.14 15:30 | t/p | 9 | 5.00 | 1.1432 | 1.1209 | 1.1432 | 398.05 | 11359.30 |
| 28 | 2015.10.15 03:16 | buy | 10 | 5.00 | 1.1477 | 0.0000 | 0.0000 | ||
| 29 | 2015.10.15 03:16 | modify | 10 | 5.00 | 1.1477 | 1.1334 | 1.1557 | ||
| 30 | 2015.10.16 12:55 | s/l | 10 | 5.00 | 1.1334 | 1.1334 | 1.1557 | -715.65 | 10643.65 |
| 31 | 2015.10.16 15:21 | buy | 11 | 5.00 | 1.1360 | 0.0000 | 0.0000 | ||
| 32 | 2015.10.16 15:21 | modify | 11 | 5.00 | 1.1360 | 1.1217 | 1.1440 | ||
| 33 | 2015.10.22 15:49 | s/l | 11 | 5.00 | 1.1217 | 1.1217 | 1.1440 | -718.90 | 9924.75 |
| 34 | 2015.10.28 23:56 | buy | 12 | 5.00 | 1.0924 | 0.0000 | 0.0000 | ||
| 35 | 2015.10.28 23:56 | modify | 12 | 5.00 | 1.0924 | 1.0781 | 1.1004 | ||
| 36 | 2015.10.30 09:43 | t/p | 12 | 5.00 | 1.1004 | 1.0781 | 1.1004 | 397.40 | 10322.15 |
| 37 | 2015.10.30 19:43 | buy | 13 | 5.00 | 1.1024 | 0.0000 | 0.0000 | ||
| 38 | 2015.10.30 19:43 | modify | 13 | 5.00 | 1.1024 | 1.0881 | 1.1104 | ||
| 39 | 2015.11.04 16:29 | s/l | 13 | 5.00 | 1.0881 | 1.0881 | 1.1104 | -716.95 | 9605.20 |
| 40 | 2015.11.05 10:52 | sell | 14 | 5.00 | 1.0883 | 0.0000 | 0.0000 | ||
| 41 | 2015.11.05 10:52 | modify | 14 | 5.00 | 1.0883 | 1.1026 | 1.0803 | ||
| 42 | 2015.11.06 15:30 | t/p | 14 | 5.00 | 1.0803 | 1.1026 | 1.0803 | 399.95 | 10005.15 |
| 43 | 2015.11.09 03:28 | sell | 15 | 5.00 | 1.0737 | 0.0000 | 0.0000 | ||
| 44 | 2015.11.09 03:28 | modify | 15 | 5.00 | 1.0737 | 1.0880 | 1.0657 | ||
| 45 | 2015.11.17 09:11 | t/p | 15 | 5.00 | 1.0657 | 1.0880 | 1.0657 | 399.60 | 10404.75 |
| 46 | 2015.11.17 15:08 | sell | 16 | 5.00 | 1.0663 | 0.0000 | 0.0000 | ||
| 47 | 2015.11.17 15:08 | modify | 16 | 5.00 | 1.0663 | 1.0806 | 1.0583 | ||
| 48 | 2015.11.25 13:05 | t/p | 16 | 5.00 | 1.0583 | 1.0806 | 1.0583 | 399.60 | 10804.35 |
| 49 | 2015.11.26 04:20 | buy | 17 | 5.00 | 1.0620 | 0.0000 | 0.0000 | ||
| 50 | 2015.11.26 04:20 | modify | 17 | 5.00 | 1.0620 | 1.0477 | 1.0700 | ||
| 51 | 2015.12.03 15:03 | t/p | 17 | 5.00 | 1.0700 | 1.0477 | 1.0700 | 395.45 | 11199.80 |
| 52 | 2015.12.08 02:39 | buy | 18 | 5.00 | 1.0836 | 0.0000 | 0.0000 | ||
| 53 | 2015.12.08 02:39 | modify | 18 | 5.00 | 1.0836 | 1.0693 | 1.0916 | ||
| 54 | 2015.12.09 07:20 | t/p | 18 | 5.00 | 1.0916 | 1.0693 | 1.0916 | 399.35 | 11599.15 |
| 55 | 2015.12.10 16:21 | sell | 19 | 5.00 | 1.0964 | 0.0000 | 0.0000 | ||
| 56 | 2015.12.10 16:21 | modify | 19 | 5.00 | 1.0964 | 1.1107 | 1.0884 | ||
| 57 | 2015.12.17 01:06 | t/p | 19 | 5.00 | 1.0884 | 1.1107 | 1.0884 | 399.65 | 11998.80 |
| 58 | 2015.12.21 11:02 | buy | 20 | 5.00 | 1.0860 | 0.0000 | 0.0000 | ||
| 59 | 2015.12.21 11:02 | modify | 20 | 5.00 | 1.0860 | 1.0717 | 1.0940 | ||
| 60 | 2015.12.22 11:37 | t/p | 20 | 5.00 | 1.0940 | 1.0717 | 1.0940 | 399.35 | 12398.15 |
| 61 | 2015.12.23 13:56 | sell | 21 | 5.00 | 1.0931 | 0.0000 | 0.0000 | ||
| 62 | 2015.12.23 13:56 | modify | 21 | 5.00 | 1.0931 | 1.1074 | 1.0851 | ||
| 63 | 2016.01.04 01:24 | t/p | 21 | 5.00 | 1.0851 | 1.1074 | 1.0851 | 399.40 | 12797.55 |
| 64 | 2016.01.04 04:33 | sell | 22 | 5.00 | 1.0863 | 0.0000 | 0.0000 | ||
| 65 | 2016.01.04 04:33 | modify | 22 | 5.00 | 1.0863 | 1.1006 | 1.0783 | ||
| 66 | 2016.01.04 18:24 | t/p | 22 | 5.00 | 1.0783 | 1.1006 | 1.0783 | 400.00 | 13197.55 |
| 67 | 2016.01.04 21:35 | sell | 23 | 5.00 | 1.0822 | 0.0000 | 0.0000 | ||
| 68 | 2016.01.04 21:35 | modify | 23 | 5.00 | 1.0822 | 1.0965 | 1.0742 | ||
| 69 | 2016.01.05 15:20 | t/p | 23 | 5.00 | 1.0742 | 1.0965 | 1.0742 | 399.95 | 13597.50 |
| 70 | 2016.01.05 19:45 | sell | 24 | 5.00 | 1.0742 | 0.0000 | 0.0000 | ||
| 71 | 2016.01.05 19:45 | modify | 24 | 5.00 | 1.0742 | 1.0885 | 1.0662 | ||
| 72 | 2016.01.07 20:21 | s/l | 24 | 5.00 | 1.0885 | 1.0885 | 1.0662 | -715.20 | 12882.30 |
| 73 | 2016.01.08 02:02 | sell | 25 | 5.00 | 1.0924 | 0.0000 | 0.0000 | ||
| 74 | 2016.01.08 02:02 | modify | 25 | 5.00 | 1.0924 | 1.1067 | 1.0844 | ||
| 75 | 2016.01.08 15:30 | t/p | 25 | 5.00 | 1.0844 | 1.1067 | 1.0844 | 400.00 | 13282.30 |
| 76 | 2016.01.08 16:47 | sell | 26 | 5.00 | 1.0871 | 0.0000 | 0.0000 | ||
| 77 | 2016.01.08 16:47 | modify | 26 | 5.00 | 1.0871 | 1.1014 | 1.0791 | ||
| 78 | 2016.01.21 15:37 | t/p | 26 | 5.00 | 1.0791 | 1.1014 | 1.0791 | 399.35 | 13681.65 |
| 79 | 2016.01.21 19:33 | buy | 27 | 5.00 | 1.0833 | 0.0000 | 0.0000 | ||
| 80 | 2016.01.21 19:33 | modify | 27 | 5.00 | 1.0833 | 1.0690 | 1.0913 | ||
| 81 | 2016.01.27 22:02 | t/p | 27 | 5.00 | 1.0913 | 1.0690 | 1.0913 | 397.40 | 14079.05 |
| 82 | 2016.01.28 22:36 | sell | 28 | 5.00 | 1.0948 | 0.0000 | 0.0000 | ||
| 83 | 2016.01.28 22:36 | modify | 28 | 5.00 | 1.0948 | 1.1091 | 1.0868 | ||
| 84 | 2016.01.29 15:47 | t/p | 28 | 5.00 | 1.0868 | 1.1091 | 1.0868 | 399.95 | 14479.00 |
| 85 | 2016.02.02 08:32 | buy | 29 | 5.00 | 1.0900 | 0.0000 | 0.0000 | ||
| 86 | 2016.02.02 08:32 | modify | 29 | 5.00 | 1.0900 | 1.0757 | 1.0980 | ||
| 87 | 2016.02.03 16:45 | t/p | 29 | 5.00 | 1.0980 | 1.0757 | 1.0980 | 399.35 | 14878.35 |
| 88 | 2016.02.04 04:08 | buy | 30 | 5.00 | 1.1092 | 0.0000 | 0.0000 | ||
| 89 | 2016.02.04 04:08 | modify | 30 | 5.00 | 1.1092 | 1.0949 | 1.1172 | ||
| 90 | 2016.02.04 12:38 | t/p | 30 | 5.00 | 1.1172 | 1.0949 | 1.1172 | 400.00 | 15278.35 |
| 91 | 2016.02.04 17:51 | buy | 31 | 5.00 | 1.1171 | 0.0000 | 0.0000 | ||
| 92 | 2016.02.04 17:51 | modify | 31 | 5.00 | 1.1171 | 1.1028 | 1.1251 | ||
| 93 | 2016.02.09 15:34 | t/p | 31 | 5.00 | 1.1251 | 1.1028 | 1.1251 | 398.05 | 15676.40 |
| 94 | 2016.02.10 08:16 | sell | 32 | 5.00 | 1.1292 | 0.0000 | 0.0000 | ||
| 95 | 2016.02.10 08:16 | modify | 32 | 5.00 | 1.1292 | 1.1435 | 1.1212 | ||
| 96 | 2016.02.10 17:10 | t/p | 32 | 5.00 | 1.1212 | 1.1435 | 1.1212 | 400.00 | 16076.40 |
| 97 | 2016.02.10 19:46 | sell | 33 | 5.00 | 1.1232 | 0.0000 | 0.0000 | ||
| 98 | 2016.02.10 19:46 | modify | 33 | 5.00 | 1.1232 | 1.1375 | 1.1152 | ||
| 99 | 2016.02.11 18:49 | s/l | 33 | 5.00 | 1.1375 | 1.1375 | 1.1152 | -715.15 | 15361.25 |
| 100 | 2016.02.11 20:00 | buy | 34 | 5.00 | 1.1335 | 0.0000 | 0.0000 | ||
| 101 | 2016.02.11 20:00 | modify | 34 | 5.00 | 1.1335 | 1.1192 | 1.1415 | ||
| 102 | 2016.02.15 10:36 | s/l | 34 | 5.00 | 1.1192 | 1.1192 | 1.1415 | -716.30 | 14644.95 |
| 103 | 2016.02.15 21:15 | sell | 35 | 5.00 | 1.1151 | 0.0000 | 0.0000 | ||
| 104 | 2016.02.15 21:15 | modify | 35 | 5.00 | 1.1151 | 1.1294 | 1.1071 | ||
| 105 | 2016.02.19 15:34 | t/p | 35 | 5.00 | 1.1071 | 1.1294 | 1.1071 | 399.70 | 15044.65 |
| 106 | 2016.02.22 08:30 | sell | 36 | 5.00 | 1.1112 | 0.0000 | 0.0000 | ||
| 107 | 2016.02.22 08:30 | modify | 36 | 5.00 | 1.1112 | 1.1255 | 1.1032 | ||
| 108 | 2016.02.22 14:19 | t/p | 36 | 5.00 | 1.1032 | 1.1255 | 1.1032 | 400.00 | 15444.65 |
| 109 | 2016.02.22 21:49 | sell | 37 | 5.00 | 1.1026 | 0.0000 | 0.0000 | ||
| 110 | 2016.02.22 21:49 | modify | 37 | 5.00 | 1.1026 | 1.1169 | 1.0946 | ||
| 111 | 2016.02.26 17:00 | t/p | 37 | 5.00 | 1.0946 | 1.1169 | 1.0946 | 399.70 | 15844.35 |
| 112 | 2016.02.26 22:21 | buy | 38 | 5.00 | 1.0936 | 0.0000 | 0.0000 | ||
| 113 | 2016.02.26 22:21 | modify | 38 | 5.00 | 1.0936 | 1.0793 | 1.1016 | ||
| 114 | 2016.02.29 23:59 | close at stop | 38 | 5.00 | 1.0872 | 1.0793 | 1.1016 | -320.65 | 15523.70 |