Strategy Tester Report
NeoTradEx
PrivateFX-Live (Build 419)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2007.03.30 16:01 - 2012.03.26 12:59 (2007.04.10 - 1970.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parameterslearn=false; Verbosity=0; Depth=10000; ValidationLength=200; DeltaOpen=0.8; DeltaStop=2; VolatilityStop=96; VolatilityTake=0; VolatilityTrail=2; Fixed=false; Capital=0.1; Lots=0.1; MaxOrders=1; MaxTraining=100000; StopMSE=0;
Bars in test31157Ticks modelled71124282Modelling quality99.00%
Mismatched charts errors0
Initial deposit1000.00
Total net profit18547722.54Gross profit22323392.36Gross loss-3775669.81
Profit factor5.91Expected payoff11621.38
Absolute drawdown955.02Maximal drawdown1494983.42 (14.72%)Relative drawdown95.65% (988.06)
Total trades1596Short positions (won %)835 (85.27%)Long positions (won %)761 (88.96%)
Profit trades (% of total)1389 (87.03%)Loss trades (% of total)207 (12.97%)
Largestprofit trade1460666.16loss trade-1014488.74
Averageprofit trade16071.56loss trade-18239.95
Maximumconsecutive wins (profit in money)149 (507427.11)consecutive losses (loss in money)5 (-42.55)
Maximalconsecutive profit (count of wins)9586560.40 (29)consecutive loss (count of losses)-1014488.74 (1)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12007.04.10 03:00buy10.041.342600.000000.00000
22007.04.10 03:00modify10.041.342601.085590.00000
32007.04.12 15:00modify10.041.342601.343870.00000
42007.04.13 01:00modify10.041.342601.343950.00000
52007.04.13 02:00modify10.041.342601.345550.00000
62007.04.13 03:00modify10.041.342601.345990.00000
72007.04.13 07:00modify10.041.342601.346090.00000
82007.04.13 08:00modify10.041.342601.346540.00000
92007.04.13 10:00modify10.041.342601.347680.00000
102007.04.13 11:00modify10.041.342601.348230.00000
112007.04.13 13:00modify10.041.342601.348380.00000
122007.04.13 14:00modify10.041.342601.348580.00000
132007.04.13 15:18s/l10.041.348581.348580.000002.431002.43
142007.04.13 16:00sell20.041.351650.000000.00000
152007.04.13 16:00modify20.041.351651.609940.00000
162007.05.10 17:00modify20.041.351651.349640.00000
172007.05.10 18:00modify20.041.351651.348440.00000
182007.05.10 18:35s/l20.041.348441.348440.000000.671003.09
192007.05.10 19:00sell31.671.348200.000000.00000
202007.05.10 19:00modify31.671.348201.354340.00000
212007.05.11 01:00modify31.671.348201.347640.00000
222007.05.11 01:52s/l31.671.347641.347640.000008.401011.50
232007.05.11 06:00sell41.641.347900.000000.00000
242007.05.11 06:00modify41.641.347901.354180.00000
252007.05.13 21:09s/l41.641.354181.354180.00000-102.99908.51
262007.05.14 03:00buy51.501.354500.000000.00000
272007.05.14 03:00modify51.501.354501.348340.00000
282007.05.15 07:00modify51.501.354501.354510.00000
292007.05.15 07:19s/l51.501.354511.354510.000000.41908.92
302007.05.15 16:00buy61.791.360300.000000.00000
312007.05.15 16:00modify61.791.360301.355120.00000
322007.05.16 15:09s/l61.791.355121.355120.00000-92.40816.52
332007.05.16 17:00sell71.721.351300.000000.00000
342007.05.16 17:00modify71.721.351301.356140.00000
352007.05.17 13:00modify71.721.351301.349970.00000
362007.05.17 14:00modify71.721.351301.349930.00000
372007.05.17 16:11s/l71.721.349931.349930.0000020.64837.16
382007.05.18 02:00sell81.971.349000.000000.00000
392007.05.18 02:00modify81.971.349001.353350.00000
402007.05.18 11:00modify81.971.349001.348090.00000
412007.05.18 11:20s/l81.971.348091.348090.0000017.93855.09
422007.05.21 02:00sell92.061.351700.000000.00000
432007.05.21 02:00modify92.061.351701.356010.00000
442007.05.21 07:00modify92.061.351701.351400.00000
452007.05.21 08:00modify92.061.351701.351250.00000
462007.05.21 10:00modify92.061.351701.349700.00000
472007.05.21 11:00modify92.061.351701.345860.00000
482007.05.21 12:00modify92.061.351701.345620.00000
492007.05.21 13:00modify92.061.351701.345320.00000
502007.05.21 14:53s/l92.061.345321.345320.00000131.43986.52
512007.05.21 19:00sell102.331.346700.000000.00000
522007.05.21 19:00modify102.331.346701.351040.00000
532007.05.22 02:00modify102.331.346701.346510.00000
542007.05.22 03:00modify102.331.346701.346460.00000
552007.05.22 04:00modify102.331.346701.346410.00000
562007.05.22 05:40s/l102.331.346411.346410.000005.44991.96
572007.05.23 09:00sell112.051.342600.000000.00000
582007.05.23 09:00modify112.051.342601.347600.00000
592007.05.23 11:45s/l112.051.347601.347600.00000-102.50889.46
602007.05.23 12:00buy121.831.348700.000000.00000
612007.05.23 12:00modify121.831.348701.343740.00000
622007.05.24 07:45s/l121.831.343741.343740.00000-89.80799.65
632007.05.24 14:00sell131.661.344800.000000.00000
642007.05.24 14:00modify131.661.344801.349710.00000
652007.05.24 15:00modify131.661.344801.344520.00000
662007.05.24 16:00modify131.661.344801.343870.00000
672007.05.24 16:21s/l131.661.343871.343870.0000015.44815.09
682007.05.24 21:00sell141.671.342800.000000.00000
692007.05.24 21:00modify141.671.342801.347880.00000
702007.05.25 01:00modify141.671.342801.342730.00000
712007.05.25 01:40s/l141.671.342731.342730.000000.22815.32
722007.05.25 16:00sell151.611.345200.000000.00000
732007.05.25 16:00modify151.611.345201.350300.00000
742007.05.29 02:00modify151.611.345201.343900.00000
752007.05.29 03:00modify151.611.345201.343250.00000
762007.05.29 03:49s/l151.611.343251.343250.0000029.57844.89
772007.05.29 17:00sell161.791.347550.000000.00000
782007.05.29 17:00modify161.791.347551.352430.00000
792007.05.29 18:00modify161.791.347551.345560.00000
802007.05.29 21:02s/l161.791.345561.345560.0000035.63880.52
812007.05.30 07:00sell171.871.343700.000000.00000
822007.05.30 07:00modify171.871.343701.348510.00000
832007.05.30 10:00modify171.871.343701.343150.00000
842007.05.30 10:18s/l171.871.343151.343150.0000010.28890.80
852007.05.30 13:00sell181.901.342000.000000.00000
862007.05.30 13:00modify181.901.342001.346790.00000
872007.05.31 12:28s/l181.901.346791.346790.00000-94.24796.56
882007.05.31 20:00sell191.751.345500.000000.00000
892007.05.31 20:00modify191.751.345501.350150.00000
902007.06.01 07:00modify191.751.345501.345160.00000
912007.06.01 08:00modify191.751.345501.345110.00000
922007.06.01 09:00modify191.751.345501.344660.00000
932007.06.01 11:00modify191.751.345501.344250.00000
942007.06.01 12:10s/l191.751.344251.344250.0000020.88817.44
952007.06.01 14:00sell201.831.342600.000000.00000
962007.06.01 14:00modify201.831.342601.347460.00000
972007.06.04 11:55s/l201.831.347461.347460.00000-89.98727.46
982007.06.04 12:00buy211.731.347300.000000.00000
992007.06.04 12:00modify211.731.347301.342990.00000
1002007.06.04 13:00modify211.731.347301.348010.00000
1012007.06.04 14:00modify211.731.347301.348200.00000
1022007.06.04 14:26s/l211.731.348201.348200.0000015.57743.03
1032007.06.04 22:00sell221.791.349300.000000.00000
1042007.06.04 22:00modify221.791.349301.353660.00000
1052007.06.05 12:16s/l221.791.353661.353660.00000-79.05663.98
1062007.06.05 15:00sell231.551.352300.000000.00000
1072007.06.05 15:00modify231.551.352301.356640.00000
1082007.06.06 01:00modify231.551.352301.352250.00000
1092007.06.06 01:40s/l231.551.352251.352250.00000-0.11663.87
1102007.06.06 06:00sell241.471.352800.000000.00000
1112007.06.06 06:00modify241.471.352801.357430.00000
1122007.06.06 11:00modify241.471.352801.352480.00000
1132007.06.06 11:44s/l241.471.352481.352480.000004.70668.57
1142007.06.06 13:00sell251.471.350300.000000.00000
1152007.06.06 13:00modify251.471.350301.354960.00000
1162007.06.06 15:00modify251.471.350301.350080.00000
1172007.06.06 15:01s/l251.471.350081.350080.000003.23671.80
1182007.06.06 16:00sell261.471.349100.000000.00000
1192007.06.06 16:00modify261.471.349101.353760.00000
1202007.06.07 11:00modify261.471.349101.347990.00000
1212007.06.07 11:20s/l261.471.347991.347990.0000013.82685.63
1222007.06.07 12:00sell271.511.347400.000000.00000
1232007.06.07 12:00modify271.511.347401.352100.00000
1242007.06.07 13:00modify271.511.347401.347290.00000
1252007.06.07 13:02s/l271.511.347291.347290.000001.66687.29
1262007.06.07 14:00sell281.511.347500.000000.00000
1272007.06.07 14:00modify281.511.347501.352160.00000
1282007.06.07 15:00modify281.511.347501.346580.00000
1292007.06.07 15:09s/l281.511.346581.346580.0000013.89701.18
1302007.06.07 16:00sell291.541.345500.000000.00000
1312007.06.07 16:00modify291.541.345501.350160.00000
1322007.06.07 17:00modify291.541.345501.343490.00000
1332007.06.07 17:04s/l291.541.343491.343490.0000030.95732.13
1342007.06.07 18:00sell301.611.342500.000000.00000
1352007.06.07 18:00modify301.611.342501.347160.00000
1362007.06.08 08:00modify301.611.342501.340680.00000
1372007.06.08 09:00modify301.611.342501.340130.00000
1382007.06.08 10:00modify301.611.342501.336390.00000
1392007.06.08 11:00modify301.611.342501.335350.00000
1402007.06.08 11:54s/l301.611.335351.335350.00000114.20846.33
1412007.06.08 12:00sell311.851.335100.000000.00000
1422007.06.08 12:00modify311.851.335101.339820.00000
1432007.06.11 08:00modify311.851.335101.335090.00000
1442007.06.11 08:16s/l311.851.335091.335090.00000-0.87845.46
1452007.06.11 21:00sell321.731.335700.000000.00000
1462007.06.11 21:00modify321.731.335701.340680.00000
1472007.06.12 08:00modify321.731.335701.335670.00000
1482007.06.12 09:00modify321.731.335701.335170.00000
1492007.06.12 09:41s/l321.731.335171.335170.000008.19853.65
1502007.06.12 10:00sell331.641.334700.000000.00000
1512007.06.12 10:00modify331.641.334701.340020.00000
1522007.06.12 13:00modify331.641.334701.334670.00000
1532007.06.12 14:00modify331.641.334701.332680.00000
1542007.06.12 14:55s/l331.641.332681.332680.0000033.13886.78
1552007.06.12 15:00sell341.651.331550.000000.00000
1562007.06.12 15:00modify341.651.331551.337090.00000
1572007.06.12 21:00modify341.651.331551.331090.00000
1582007.06.13 00:00modify341.651.331551.330990.00000
1592007.06.13 01:00modify341.651.331551.330090.00000
1602007.06.13 01:32s/l341.651.330091.330090.0000023.16909.94
1612007.06.13 10:00sell351.491.327800.000000.00000
1622007.06.13 10:00modify351.491.327801.333990.00000
1632007.06.15 12:30s/l351.491.333991.333990.00000-95.60814.33
1642007.06.15 16:00buy361.271.336450.000000.00000
1652007.06.15 16:00modify361.271.336451.329880.00000
1662007.06.15 17:00modify361.271.336451.336930.00000
1672007.06.15 18:00modify361.271.336451.337330.00000
1682007.06.15 21:00modify361.271.336451.337830.00000
1692007.06.17 21:00s/l361.271.337831.337830.0000017.52831.85
1702007.06.18 00:00sell371.311.338700.000000.00000
1712007.06.18 00:00modify371.311.338701.345270.00000
1722007.06.22 12:17s/l371.311.345271.345270.00000-90.52741.33
1732007.06.25 00:00sell381.151.346300.000000.00000
1742007.06.25 00:00modify381.151.346301.352960.00000
1752007.06.25 08:00modify381.151.346301.345240.00000
1762007.06.25 08:24s/l381.151.345241.345240.0000012.19753.52
1772007.06.25 11:00sell391.161.345800.000000.00000
1782007.06.25 11:00modify391.161.345801.352470.00000
1792007.06.25 16:00modify391.161.345801.345740.00000
1802007.06.25 16:29s/l391.161.345741.345740.000000.70754.22
1812007.06.26 01:00sell401.141.345800.000000.00000
1822007.06.26 01:00modify401.141.345801.352500.00000
1832007.06.26 07:00modify401.141.345801.345750.00000
1842007.06.26 10:00modify401.141.345801.345400.00000
1852007.06.26 10:30s/l401.141.345401.345400.000004.56758.78
1862007.06.27 00:00sell411.121.345000.000000.00000
1872007.06.27 00:00modify411.121.345001.351900.00000
1882007.06.27 04:00modify411.121.345001.344840.00000
1892007.06.27 05:00modify411.121.345001.344830.00000
1902007.06.27 06:00modify411.121.345001.344430.00000
1912007.06.27 07:00modify411.121.345001.343830.00000
1922007.06.27 08:00modify411.121.345001.343730.00000
1932007.06.27 08:08s/l411.121.343731.343730.0000014.22773.00
1942007.06.27 10:00sell421.141.343500.000000.00000
1952007.06.27 10:00modify421.141.343501.350410.00000
1962007.06.29 10:33s/l421.141.350411.350410.00000-81.35691.65
1972007.06.29 20:00sell430.961.353400.000000.00000
1982007.06.29 20:00modify430.961.353401.360680.00000
1992007.07.02 13:00s/l430.961.360681.360680.00000-70.43621.22
2002007.07.02 21:00sell440.811.362100.000000.00000
2012007.07.02 21:00modify440.811.362101.370090.00000
2022007.07.03 08:00modify440.811.362101.360970.00000
2032007.07.03 08:29s/l440.811.360971.360970.000008.69629.91
2042007.07.03 09:00sell450.781.360400.000000.00000
2052007.07.03 09:00modify450.781.360401.368600.00000
2062007.07.03 11:00modify450.781.360401.360020.00000
2072007.07.03 11:05s/l450.781.360021.360020.000002.96632.87
2082007.07.03 16:00sell460.761.361350.000000.00000
2092007.07.03 16:00modify460.761.361351.369780.00000
2102007.07.03 19:00modify460.761.361351.361080.00000
2112007.07.03 19:44s/l460.761.361081.361080.000002.05634.92
2122007.07.03 22:00sell470.751.360800.000000.00000
2132007.07.03 22:00modify470.751.360801.369310.00000
2142007.07.05 16:00modify470.751.360801.359990.00000
2152007.07.05 16:47s/l470.751.359991.359990.000004.37639.29
2162007.07.05 17:00sell480.711.359800.000000.00000
2172007.07.05 17:00modify480.711.359801.368960.00000
2182007.07.06 06:00modify480.711.359801.359320.00000
2192007.07.06 06:59s/l480.711.359321.359320.000003.01642.30
2202007.07.06 09:00sell490.711.359500.000000.00000
2212007.07.06 09:00modify490.711.359501.368690.00000
2222007.07.10 13:15s/l490.711.368691.368690.00000-66.05576.25
2232007.07.10 14:00buy500.721.370800.000000.00000
2242007.07.10 14:00modify500.721.370801.362660.00000
2252007.07.10 15:00modify500.721.370801.371130.00000
2262007.07.10 15:23s/l500.721.371131.371130.000002.38578.63
2272007.07.10 16:00buy510.721.371450.000000.00000
2282007.07.10 16:00modify510.721.371451.363290.00000
2292007.07.10 19:00modify510.721.371451.372120.00000
2302007.07.10 21:00modify510.721.371451.373920.00000
2312007.07.10 22:00modify510.721.371451.376010.00000
2322007.07.10 22:24s/l510.721.376011.376010.0000032.83611.46
2332007.07.10 23:00buy520.771.376200.000000.00000
2342007.07.10 23:00modify520.771.376201.368140.00000
2352007.07.11 15:00modify520.771.376201.376760.00000
2362007.07.11 15:02s/l520.771.376761.376760.000004.45615.90
2372007.07.11 19:00sell530.791.376100.000000.00000
2382007.07.11 19:00modify530.791.376101.384020.00000
2392007.07.11 21:00modify530.791.376101.375500.00000
2402007.07.11 22:00modify530.791.376101.375300.00000
2412007.07.11 22:36s/l530.791.375301.375300.000006.32622.22
2422007.07.11 23:00sell540.801.375200.000000.00000
2432007.07.11 23:00modify540.801.375201.383030.00000
2442007.07.18 04:28s/l540.801.383031.383030.00000-65.81556.41
2452007.07.18 06:00sell550.661.381400.000000.00000
2462007.07.18 06:00modify550.661.381401.389900.00000
2472007.07.18 08:00modify550.661.381401.379400.00000
2482007.07.18 08:13s/l550.661.379401.379400.0000013.20569.61
2492007.07.18 09:00sell560.681.378600.000000.00000
2502007.07.18 09:00modify560.681.378601.387050.00000
2512007.07.18 12:00modify560.681.378601.377700.00000
2522007.07.18 12:08s/l560.681.377701.377700.000006.12575.73
2532007.07.18 15:00buy570.701.380750.000000.00000
2542007.07.18 15:00modify570.701.380751.372480.00000
2552007.07.19 09:00modify570.701.380751.380880.00000
2562007.07.19 10:00modify570.701.380751.380980.00000
2572007.07.19 11:23s/l570.701.380981.380980.000001.98577.71
2582007.07.19 14:00sell580.741.382100.000000.00000
2592007.07.19 14:00modify580.741.382101.389990.00000
2602007.07.19 16:00modify580.741.382101.382020.00000
2612007.07.19 16:56s/l580.741.382021.382020.000000.59578.30
2622007.07.19 19:00sell590.751.380500.000000.00000
2632007.07.19 19:00modify590.751.380501.388340.00000
2642007.07.20 02:00modify590.751.380501.380320.00000
2652007.07.20 05:20s/l590.751.380321.380320.000000.93579.23
2662007.07.20 18:00sell600.761.381950.000000.00000
2672007.07.20 18:00modify600.761.381951.389740.00000
2682007.07.23 10:00modify600.761.381951.381410.00000
2692007.07.23 10:25s/l600.761.381411.381410.000003.67582.90
2702007.07.23 11:00sell610.761.381100.000000.00000
2712007.07.23 11:00modify610.761.381101.388920.00000
2722007.07.23 18:00modify610.761.381101.380710.00000
2732007.07.23 20:24s/l610.761.380711.380710.000002.96585.86
2742007.07.24 00:00sell620.761.380050.000000.00000
2752007.07.24 00:00modify620.761.380051.387870.00000
2762007.07.25 08:00modify620.761.380051.377930.00000
2772007.07.25 09:00modify620.761.380051.374140.00000
2782007.07.25 09:10s/l620.761.374141.374140.0000044.49630.35
2792007.07.25 10:00sell630.831.373850.000000.00000
2802007.07.25 10:00modify630.831.373851.381570.00000
2812007.07.25 11:00modify630.831.373851.373650.00000
2822007.07.25 11:02s/l630.831.373651.373650.000001.66632.01
2832007.07.25 13:00sell640.831.373700.000000.00000
2842007.07.25 13:00modify640.831.373701.381380.00000
2852007.07.25 15:00modify640.831.373701.371250.00000
2862007.07.25 15:04s/l640.831.371251.371250.0000020.33652.34
2872007.07.25 16:00sell650.861.371000.000000.00000
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8842008.02.05 13:00sell1970.151.467800.000000.00000
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8902008.02.06 02:00sell1980.151.462900.000000.00000
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8932008.02.06 11:16s/l1980.151.462601.462600.000000.45203.29
8942008.02.06 16:00buy1990.141.465800.000000.00000
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9022008.02.08 01:00buy2010.121.448200.000000.00000
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17712008.09.30 16:00sell3840.081.407950.000000.00000
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17912008.10.07 01:00buy3890.051.350400.000000.00000
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18572008.10.24 02:00sell4040.051.281850.000000.00000
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18612008.10.24 05:00sell4050.051.281850.000000.00000
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19032008.11.03 20:00modify4130.041.271301.267030.00000
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19172008.11.05 03:00sell4150.061.293550.000000.00000
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19292008.11.06 00:00sell4180.071.291350.000000.00000
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19382008.11.11 17:00sell4200.061.256150.000000.00000
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19422008.11.12 09:00buy4210.061.255700.000000.00000
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19522008.11.21 00:00modify4230.061.249701.248200.00000
19532008.11.21 01:00modify4230.061.249701.247750.00000
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19622008.11.24 13:00buy4260.071.277350.000000.00000
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19922008.12.01 00:00modify4330.061.270651.270400.00000
19932008.12.01 01:00modify4330.061.270651.269830.00000
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19992008.12.04 17:00buy4350.051.283850.000000.00000
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20022008.12.05 20:00buy4360.051.269100.000000.00000
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20112008.12.08 09:00modify4360.051.269101.286500.00000
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20132008.12.08 17:00buy4370.051.294300.000000.00000
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20152008.12.10 08:00modify4370.051.294301.295230.00000
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