Strategy Tester Report
The MasterMind 2
AlpariUS-Demo (Build 216)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2008.03.26 00:00 - 2008.06.23 23:55 (2008.03.26 - 2008.06.24) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Lots=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=true; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind2"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=true; Steady=false; Color=true; Alerts=true; EmailON=false; SignalPrice=true; SignalPriceBUY=Yellow; SignalPriceSELL=Aqua; CountBars=1485; | ||||
| Bars in test | 19210 | Ticks modelled | 645880 | Modelling quality | 64.34% |
| Mismatched charts errors | 57 | ||||
| Initial deposit | £10,000.00 | ||||
| Total net profit | £666,081.59 | Gross profit | £677,363.18 | Gross loss | -£11,281.59 |
| Profit factor | 60.04 | Expected payoff | £13,060.42 | ||
| Absolute drawdown | £8,178.20 | Maximal drawdown | £479,872.92 (56.12%) | Relative drawdown | 90.30% (362,204.68) |
| Total trades | 51 | Short positions (won %) | 27 (77.78%) | Long positions (won %) | 24 (100.00%) |
| Profit trades (% of total) | 45 (88.24%) | Loss trades (% of total) | 6 (11.76%) | ||
| Largest | profit trade | £65,972.79 | loss trade | -£2,760.80 | |
| Average | profit trade | £15,052.52 | loss trade | -£1,880.27 | |
| Maximum | consecutive wins (profit in money) | 21 (£506,188.03) | consecutive losses (loss in money) | 3 (-£6,689.41) | |
| Maximal | consecutive profit (count of wins) | £506,188.03 (21) | consecutive loss (count of losses) | -£6,689.41 (3) | |
| Average | consecutive wins | 15 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2008.03.26 19:55 | sell | 1 | 1.30 | 1.5816 | 1.7816 | 0.0000 | ||
| 2 | 2008.03.26 19:55 | sell | 2 | 1.10 | 1.5817 | 1.7817 | 0.0000 | ||
| 3 | 2008.03.26 19:55 | sell | 3 | 0.80 | 1.5816 | 1.7816 | 0.0000 | ||
| 4 | 2008.03.31 20:50 | close | 1 | 1.30 | 1.5774 | 1.7816 | 0.0000 | £485.55 | £10,485.55 |
| 5 | 2008.03.31 20:50 | close | 2 | 1.10 | 1.5773 | 1.7817 | 0.0000 | £432.85 | £10,918.40 |
| 6 | 2008.03.31 20:50 | close | 3 | 0.80 | 1.5774 | 1.7816 | 0.0000 | £298.80 | £11,217.20 |
| 7 | 2008.03.31 20:50 | buy | 4 | 1.50 | 1.5772 | 1.3772 | 0.0000 | ||
| 8 | 2008.03.31 20:50 | buy | 5 | 1.20 | 1.5773 | 1.3773 | 0.0000 | ||
| 9 | 2008.03.31 20:50 | buy | 6 | 0.90 | 1.5772 | 1.3772 | 0.0000 | ||
| 10 | 2008.04.09 19:00 | close | 4 | 1.50 | 1.5855 | 1.3772 | 0.0000 | £1,281.45 | £12,498.65 |
| 11 | 2008.04.09 19:00 | close | 5 | 1.20 | 1.5856 | 1.3773 | 0.0000 | £1,025.16 | £13,523.81 |
| 12 | 2008.04.09 19:00 | close | 6 | 0.90 | 1.5855 | 1.3772 | 0.0000 | £768.87 | £14,292.68 |
| 13 | 2008.04.09 19:00 | sell | 7 | 1.90 | 1.5856 | 1.7856 | 0.0000 | ||
| 14 | 2008.04.09 19:00 | sell | 8 | 1.50 | 1.5857 | 1.7857 | 0.0000 | ||
| 15 | 2008.04.09 19:00 | sell | 9 | 1.20 | 1.5856 | 1.7856 | 0.0000 | ||
| 16 | 2008.04.10 18:45 | close | 7 | 1.90 | 1.5729 | 1.7856 | 0.0000 | £2,359.99 | £16,652.67 |
| 17 | 2008.04.10 18:45 | close | 8 | 1.50 | 1.5730 | 1.7857 | 0.0000 | £1,863.15 | £18,515.82 |
| 18 | 2008.04.10 18:45 | close | 9 | 1.20 | 1.5731 | 1.7856 | 0.0000 | £1,466.52 | £19,982.34 |
| 19 | 2008.04.10 18:45 | buy | 10 | 2.70 | 1.5732 | 1.3732 | 0.0000 | ||
| 20 | 2008.04.10 18:45 | buy | 11 | 2.10 | 1.5733 | 1.3733 | 0.0000 | ||
| 21 | 2008.04.10 18:45 | buy | 12 | 1.70 | 1.5734 | 1.3734 | 0.0000 | ||
| 22 | 2008.04.11 04:45 | close | 10 | 2.70 | 1.5773 | 1.3732 | 0.0000 | £1,114.29 | £21,096.63 |
| 23 | 2008.04.11 04:46 | close | 11 | 2.10 | 1.5772 | 1.3733 | 0.0000 | £824.67 | £21,921.30 |
| 24 | 2008.04.11 04:46 | close | 12 | 1.70 | 1.5771 | 1.3734 | 0.0000 | £633.59 | £22,554.89 |
| 25 | 2008.04.11 04:47 | sell | 13 | 3.10 | 1.5771 | 1.7771 | 0.0000 | ||
| 26 | 2008.04.11 09:40 | sell | 14 | 2.10 | 1.5842 | 1.7842 | 0.0000 | ||
| 27 | 2008.04.11 09:40 | sell | 15 | 1.60 | 1.5843 | 1.7843 | 0.0000 | ||
| 28 | 2008.05.12 05:55 | close | 13 | 3.10 | 1.5405 | 1.7771 | 0.0000 | £10,509.93 | £33,064.82 |
| 29 | 2008.05.12 05:55 | close | 14 | 2.10 | 1.5404 | 1.7842 | 0.0000 | £8,631.63 | £41,696.45 |
| 30 | 2008.05.12 05:56 | close | 15 | 1.60 | 1.5405 | 1.7843 | 0.0000 | £6,576.48 | £48,272.93 |
| 31 | 2008.05.12 05:56 | buy | 16 | 6.70 | 1.5404 | 1.3404 | 0.0000 | ||
| 32 | 2008.05.12 05:56 | buy | 17 | 5.20 | 1.5405 | 1.3405 | 0.0000 | ||
| 33 | 2008.05.12 05:56 | buy | 18 | 4.10 | 1.5406 | 1.3406 | 0.0000 | ||
| 34 | 2008.05.12 12:50 | close | 16 | 6.70 | 1.5461 | 1.3404 | 0.0000 | £3,819.00 | £52,091.93 |
| 35 | 2008.05.12 12:50 | close | 17 | 5.20 | 1.5462 | 1.3405 | 0.0000 | £2,964.00 | £55,055.93 |
| 36 | 2008.05.12 12:50 | close | 18 | 4.10 | 1.5461 | 1.3406 | 0.0000 | £2,255.00 | £57,310.93 |
| 37 | 2008.05.12 12:50 | sell | 19 | 8.00 | 1.5462 | 1.7462 | 0.0000 | ||
| 38 | 2008.05.12 12:50 | sell | 20 | 6.20 | 1.5461 | 1.7461 | 0.0000 | ||
| 39 | 2008.05.12 12:50 | sell | 21 | 4.90 | 1.5460 | 1.7460 | 0.0000 | ||
| 40 | 2008.05.19 17:20 | close | 19 | 8.00 | 1.5490 | 1.7462 | 0.0000 | -£2,760.80 | £54,550.13 |
| 41 | 2008.05.19 17:20 | close | 20 | 6.20 | 1.5489 | 1.7461 | 0.0000 | -£2,139.62 | £52,410.51 |
| 42 | 2008.05.19 17:20 | close | 21 | 4.90 | 1.5490 | 1.7460 | 0.0000 | -£1,788.99 | £50,621.52 |
| 43 | 2008.05.19 17:20 | buy | 22 | 7.00 | 1.5489 | 1.3489 | 0.0000 | ||
| 44 | 2008.05.19 17:20 | buy | 23 | 5.50 | 1.5490 | 1.3490 | 0.0000 | ||
| 45 | 2008.05.19 17:20 | buy | 24 | 4.30 | 1.5491 | 1.3491 | 0.0000 | ||
| 46 | 2008.05.21 22:10 | close | 22 | 7.00 | 1.5789 | 1.3489 | 0.0000 | £21,037.80 | £71,659.32 |
| 47 | 2008.05.21 22:10 | close | 23 | 5.50 | 1.5788 | 1.3490 | 0.0000 | £16,419.70 | £88,079.02 |
| 48 | 2008.05.21 22:10 | close | 24 | 4.30 | 1.5789 | 1.3491 | 0.0000 | £12,837.22 | £100,916.24 |
| 49 | 2008.05.21 22:10 | sell | 25 | 14.10 | 1.5790 | 1.7790 | 0.0000 | ||
| 50 | 2008.05.21 22:11 | sell | 26 | 10.90 | 1.5789 | 1.7789 | 0.0000 | ||
| 51 | 2008.05.21 22:11 | sell | 27 | 8.50 | 1.5790 | 1.7790 | 0.0000 | ||
| 52 | 2008.05.27 22:05 | close | 25 | 14.10 | 1.5684 | 1.7790 | 0.0000 | £14,159.22 | £115,075.46 |
| 53 | 2008.05.27 22:05 | close | 26 | 10.90 | 1.5685 | 1.7789 | 0.0000 | £10,727.78 | £125,803.24 |
| 54 | 2008.05.27 22:05 | close | 27 | 8.50 | 1.5686 | 1.7790 | 0.0000 | £8,365.70 | £134,168.94 |
| 55 | 2008.05.27 22:05 | buy | 28 | 18.70 | 1.5685 | 1.3685 | 0.0000 | ||
| 56 | 2008.05.27 22:06 | buy | 29 | 14.60 | 1.5686 | 1.3686 | 0.0000 | ||
| 57 | 2008.05.27 22:06 | buy | 30 | 11.40 | 1.5687 | 1.3687 | 0.0000 | ||
| 58 | 2008.05.28 09:20 | close | 28 | 18.70 | 1.5750 | 1.3685 | 0.0000 | £12,205.49 | £146,374.43 |
| 59 | 2008.05.28 09:20 | close | 29 | 14.60 | 1.5751 | 1.3686 | 0.0000 | £9,529.42 | £155,903.85 |
| 60 | 2008.05.28 09:20 | close | 30 | 11.40 | 1.5750 | 1.3687 | 0.0000 | £7,212.78 | £163,116.63 |
| 61 | 2008.05.28 09:20 | sell | 31 | 22.80 | 1.5751 | 1.7751 | 0.0000 | ||
| 62 | 2008.05.28 09:20 | sell | 32 | 17.60 | 1.5752 | 1.7752 | 0.0000 | ||
| 63 | 2008.05.28 09:20 | sell | 33 | 13.80 | 1.5751 | 1.7751 | 0.0000 | ||
| 64 | 2008.05.29 18:10 | close | 31 | 22.80 | 1.5517 | 1.7751 | 0.0000 | £52,715.88 | £215,832.51 |
| 65 | 2008.05.29 18:10 | close | 32 | 17.60 | 1.5518 | 1.7752 | 0.0000 | £40,692.96 | £256,525.47 |
| 66 | 2008.05.29 18:10 | close | 33 | 13.80 | 1.5515 | 1.7751 | 0.0000 | £32,182.98 | £288,708.45 |
| 67 | 2008.05.29 18:10 | buy | 34 | 40.30 | 1.5512 | 1.3512 | 0.0000 | ||
| 68 | 2008.05.29 18:10 | buy | 35 | 31.50 | 1.5513 | 1.3513 | 0.0000 | ||
| 69 | 2008.05.29 18:10 | buy | 36 | 24.30 | 1.5510 | 1.3510 | 0.0000 | ||
| 70 | 2008.06.05 20:15 | close | 34 | 40.30 | 1.5581 | 1.3512 | 0.0000 | £28,568.67 | £317,277.12 |
| 71 | 2008.06.05 20:15 | close | 35 | 31.50 | 1.5582 | 1.3513 | 0.0000 | £22,330.35 | £339,607.47 |
| 72 | 2008.06.05 20:15 | close | 36 | 24.30 | 1.5581 | 1.3510 | 0.0000 | £17,712.27 | £357,319.74 |
| 73 | 2008.06.05 20:15 | sell | 37 | 49.90 | 1.5582 | 1.7582 | 0.0000 | ||
| 74 | 2008.06.05 20:16 | sell | 38 | 39.00 | 1.5581 | 1.7581 | 0.0000 | ||
| 75 | 2008.06.05 20:16 | sell | 39 | 30.70 | 1.5578 | 1.7578 | 0.0000 | ||
| 76 | 2008.06.10 20:45 | close | 37 | 49.90 | 1.5447 | 1.7582 | 0.0000 | £65,972.79 | £423,292.53 |
| 77 | 2008.06.10 20:46 | close | 38 | 39.00 | 1.5445 | 1.7581 | 0.0000 | £51,951.90 | £475,244.43 |
| 78 | 2008.06.10 20:47 | close | 39 | 30.70 | 1.5443 | 1.7578 | 0.0000 | £40,588.47 | £515,832.90 |
| 79 | 2008.06.10 20:47 | buy | 40 | 72.10 | 1.5445 | 1.3445 | 0.0000 | ||
| 80 | 2008.06.10 20:47 | buy | 41 | 56.10 | 1.5443 | 1.3443 | 0.0000 | ||
| 81 | 2008.06.10 20:48 | buy | 42 | 43.70 | 1.5442 | 1.3442 | 0.0000 | ||
| 82 | 2008.06.13 00:30 | close | 40 | 72.10 | 1.5466 | 1.3445 | 0.0000 | £16,114.35 | £531,947.25 |
| 83 | 2008.06.13 00:30 | close | 41 | 56.10 | 1.5467 | 1.3443 | 0.0000 | £14,221.35 | £546,168.60 |
| 84 | 2008.06.13 00:30 | close | 42 | 43.70 | 1.5465 | 1.3442 | 0.0000 | £10,640.95 | £556,809.55 |
| 85 | 2008.06.13 00:31 | sell | 43 | 77.80 | 1.5464 | 1.7464 | 0.0000 | ||
| 86 | 2008.06.13 00:31 | sell | 44 | 60.70 | 1.5465 | 1.7465 | 0.0000 | ||
| 87 | 2008.06.13 00:31 | sell | 45 | 47.80 | 1.5463 | 1.7463 | 0.0000 | ||
| 88 | 2008.06.17 02:15 | close | 43 | 77.80 | 1.5465 | 1.7464 | 0.0000 | -£2,225.08 | £554,584.47 |
| 89 | 2008.06.17 02:15 | close | 44 | 60.70 | 1.5464 | 1.7465 | 0.0000 | -£522.02 | £554,062.45 |
| 90 | 2008.06.17 02:15 | close | 45 | 47.80 | 1.5465 | 1.7463 | 0.0000 | -£1,845.08 | £552,217.37 |
| 91 | 2008.06.17 02:16 | buy | 46 | 77.20 | 1.5464 | 1.3464 | 0.0000 | ||
| 92 | 2008.06.17 02:18 | buy | 47 | 60.40 | 1.5465 | 1.3465 | 0.0000 | ||
| 93 | 2008.06.17 02:19 | buy | 48 | 47.00 | 1.5464 | 1.3464 | 0.0000 | ||
| 94 | 2008.06.18 19:40 | close | 46 | 77.20 | 1.5526 | 1.3464 | 0.0000 | £48,072.44 | £600,289.81 |
| 95 | 2008.06.18 19:40 | close | 47 | 60.40 | 1.5527 | 1.3465 | 0.0000 | £37,611.08 | £637,900.89 |
| 96 | 2008.06.18 19:40 | close | 48 | 47.00 | 1.5526 | 1.3464 | 0.0000 | £29,266.90 | £667,167.79 |
| 97 | 2008.06.18 19:40 | sell | 49 | 93.30 | 1.5525 | 1.7525 | 0.0000 | ||
| 98 | 2008.06.18 19:40 | sell | 50 | 72.50 | 1.5527 | 1.7527 | 0.0000 | ||
| 99 | 2008.06.18 19:41 | sell | 51 | 57.00 | 1.5525 | 1.7525 | 0.0000 | ||
| 100 | 2008.06.23 23:59 | close at stop | 51 | 57.00 | 1.5517 | 1.7525 | 0.0000 | £1,909.50 | £669,077.29 |
| 101 | 2008.06.23 23:59 | close at stop | 50 | 72.50 | 1.5517 | 1.7527 | 0.0000 | £3,878.75 | £672,956.04 |
| 102 | 2008.06.23 23:59 | close at stop | 49 | 93.30 | 1.5517 | 1.7525 | 0.0000 | £3,125.55 | £676,081.59 |
Comments 0