Strategy Tester: Harvstat25

Strategy Tester Report

Harvstat25

MIG-Demo (Build 223)

Symbol		EURGBP (Euro vs Great Britain Pound)
Period		30 Minutes (M30) 2009.04.01 00:00 - 2009.04.29 23:30 (2009.04.01 - 2009.04.30)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	2000	Ticks modelled	670073	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	1000.00
Total net profit	189.34	Gross profit	726.51	Gross loss	-537.17
Profit factor	1.35	Expected payoff	1.74
Absolute drawdown	56.04	Maximal drawdown	434.26 (29.37%)	Relative drawdown	29.37% (434.26)

Total trades	109	Short positions (won %)	55 (85.45%)	Long positions (won %)	54 (92.59%)
		Profit trades (% of total)	97 (88.99%)	Loss trades (% of total)	12 (11.01%)
Largest		profit trade	16.64	loss trade	-87.75
Average		profit trade	7.49	loss trade	-44.76
Maximum		consecutive wins (profit in money)	30 (201.38)	consecutive losses (loss in money)	3 (-254.18)
Maximal		consecutive profit (count of wins)	240.64 (29)	consecutive loss (count of losses)	-254.18 (3)
Average		consecutive wins	14	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.04.01 04:26	sell	1	0.10	0.9236	0.0000	0.0000
2	2009.04.01 04:30	sell	2	0.10	0.9239	0.0000	0.0000
3	2009.04.01 05:31	close	2	0.10	0.9236	0.0000	0.0000	4.54	1004.54
4	2009.04.01 07:20	close	1	0.10	0.9236	0.0000	0.0000	0.00	1004.54
5	2009.04.01 21:01	buy	3	0.10	0.9156	0.0000	0.0000
6	2009.04.01 21:03	close	3	0.10	0.9161	0.0000	0.0000	7.57	1012.11
7	2009.04.01 21:04	buy	4	0.10	0.9158	0.0000	0.0000
8	2009.04.01 21:22	close	4	0.10	0.9163	0.0000	0.0000	7.57	1019.68
9	2009.04.01 22:47	sell	5	0.10	0.9167	0.0000	0.0000
10	2009.04.01 22:48	close	5	0.10	0.9162	0.0000	0.0000	7.57	1027.25
11	2009.04.01 23:01	buy	6	0.10	0.9154	0.0000	0.0000
12	2009.04.02 00:54	close	6	0.10	0.9157	0.0000	0.0000	4.60	1031.85
13	2009.04.02 02:30	sell	7	0.10	0.9160	0.0000	0.0000
14	2009.04.02 02:46	close	7	0.10	0.9155	0.0000	0.0000	7.57	1039.42
15	2009.04.02 04:42	sell	8	0.10	0.9161	0.0000	0.0000
16	2009.04.02 04:43	sell	9	0.10	0.9166	0.0000	0.0000
17	2009.04.02 04:44	sell	10	0.10	0.9169	0.0000	0.0000
18	2009.04.02 04:49	close	10	0.10	0.9164	0.0000	0.0000	7.57	1046.99
19	2009.04.02 04:53	close	9	0.10	0.9160	0.0000	0.0000	9.08	1056.07
20	2009.04.02 04:55	close	8	0.10	0.9156	0.0000	0.0000	7.57	1063.64
21	2009.04.02 22:28	buy	11	0.10	0.9134	0.0000	0.0000
22	2009.04.02 22:53	close	11	0.10	0.9142	0.0000	0.0000	12.10	1075.74
23	2009.04.06 01:34	buy	12	0.10	0.9087	0.0000	0.0000
24	2009.04.06 01:39	close	12	0.10	0.9093	0.0000	0.0000	9.08	1084.82
25	2009.04.06 03:02	sell	13	0.10	0.9100	0.0000	0.0000
26	2009.04.06 03:10	sell	14	0.10	0.9104	0.0000	0.0000
27	2009.04.06 03:19	close	13	0.10	0.9099	0.0000	0.0000	1.51	1086.33
28	2009.04.06 03:22	close	14	0.10	0.9098	0.0000	0.0000	9.08	1095.41
29	2009.04.06 03:36	buy	15	0.10	0.9089	0.0000	0.0000
30	2009.04.06 03:42	buy	16	0.10	0.9085	0.0000	0.0000
31	2009.04.06 04:05	buy	17	0.10	0.9081	0.0000	0.0000
32	2009.04.06 04:30	close	17	0.10	0.9086	0.0000	0.0000	7.57	1102.98
33	2009.04.06 04:47	buy	18	0.10	0.9081	0.0000	0.0000
34	2009.04.06 05:09	close	18	0.10	0.9086	0.0000	0.0000	7.57	1110.55
35	2009.04.06 05:20	close	16	0.10	0.9088	0.0000	0.0000	4.54	1115.09
36	2009.04.06 06:01	close	15	0.10	0.9091	0.0000	0.0000	3.03	1118.12
37	2009.04.06 22:50	buy	19	0.10	0.9087	0.0000	0.0000
38	2009.04.06 22:56	buy	20	0.10	0.9083	0.0000	0.0000
39	2009.04.06 23:26	close	20	0.10	0.9088	0.0000	0.0000	7.57	1125.69
40	2009.04.06 23:29	close	19	0.10	0.9092	0.0000	0.0000	7.57	1133.26
41	2009.04.07 01:34	sell	21	0.10	0.9097	0.0000	0.0000
42	2009.04.07 01:35	close	21	0.10	0.9089	0.0000	0.0000	12.11	1145.37
43	2009.04.07 01:44	buy	22	0.10	0.9084	0.0000	0.0000
44	2009.04.07 01:52	close	22	0.10	0.9089	0.0000	0.0000	7.57	1152.94
45	2009.04.07 02:00	sell	23	0.10	0.9098	0.0000	0.0000
46	2009.04.07 02:06	sell	24	0.10	0.9102	0.0000	0.0000
47	2009.04.07 02:21	close	24	0.10	0.9097	0.0000	0.0000	7.57	1160.51
48	2009.04.07 02:22	close	23	0.10	0.9093	0.0000	0.0000	7.57	1168.08
49	2009.04.07 03:43	buy	25	0.10	0.9087	0.0000	0.0000
50	2009.04.07 04:04	close	25	0.10	0.9092	0.0000	0.0000	7.57	1175.65
51	2009.04.07 04:26	sell	26	0.10	0.9101	0.0000	0.0000
52	2009.04.07 05:41	close	26	0.10	0.9098	0.0000	0.0000	4.54	1180.19
53	2009.04.07 21:06	sell	27	0.10	0.9006	0.0000	0.0000
54	2009.04.07 21:19	sell	28	0.10	0.9009	0.0000	0.0000
55	2009.04.07 21:24	close	27	0.10	0.9005	0.0000	0.0000	1.51	1181.70
56	2009.04.07 21:25	close	28	0.10	0.9004	0.0000	0.0000	7.57	1189.27
57	2009.04.07 22:52	sell	29	0.10	0.9011	0.0000	0.0000
58	2009.04.07 23:06	close	29	0.10	0.9005	0.0000	0.0000	9.08	1198.35
59	2009.04.08 02:12	buy	30	0.10	0.8999	0.0000	0.0000
60	2009.04.08 02:25	buy	31	0.10	0.8996	0.0000	0.0000
61	2009.04.08 02:27	buy	32	0.10	0.8992	0.0000	0.0000
62	2009.04.08 04:48	close	32	0.10	0.8994	0.0000	0.0000	3.03	1201.38
63	2009.04.08 08:31	close	31	0.10	0.8992	0.0000	0.0000	-6.06	1195.32
64	2009.04.08 09:33	close	30	0.10	0.8996	0.0000	0.0000	-4.54	1190.78
65	2009.04.08 21:30	buy	33	0.10	0.9010	0.0000	0.0000
66	2009.04.08 21:41	close	33	0.10	0.9016	0.0000	0.0000	9.08	1199.86
67	2009.04.09 03:04	buy	34	0.10	0.9015	0.0000	0.0000
68	2009.04.09 03:25	close	34	0.10	0.9020	0.0000	0.0000	7.57	1207.43
69	2009.04.10 01:04	buy	35	0.10	0.8965	0.0000	0.0000
70	2009.04.10 01:05	close	35	0.10	0.8970	0.0000	0.0000	7.57	1215.00
71	2009.04.10 01:06	buy	36	0.10	0.8965	0.0000	0.0000
72	2009.04.10 01:36	close	36	0.10	0.8970	0.0000	0.0000	7.57	1222.57
73	2009.04.10 04:11	sell	37	0.10	0.8966	0.0000	0.0000
74	2009.04.10 04:16	close	37	0.10	0.8961	0.0000	0.0000	7.57	1230.14
75	2009.04.13 21:34	buy	38	0.10	0.9000	0.0000	0.0000
76	2009.04.13 21:44	close	38	0.10	0.9005	0.0000	0.0000	7.57	1237.71
77	2009.04.13 22:06	sell	39	0.10	0.9011	0.0000	0.0000
78	2009.04.13 22:17	close	39	0.10	0.9006	0.0000	0.0000	7.57	1245.28
79	2009.04.13 22:31	buy	40	0.10	0.8999	0.0000	0.0000
80	2009.04.13 23:00	close	40	0.10	0.9005	0.0000	0.0000	9.08	1254.36
81	2009.04.13 23:01	buy	41	0.10	0.8998	0.0000	0.0000
82	2009.04.13 23:09	close	41	0.10	0.9003	0.0000	0.0000	7.57	1261.93
83	2009.04.14 21:14	buy	42	0.10	0.8893	0.0000	0.0000
84	2009.04.14 21:34	close	42	0.10	0.8898	0.0000	0.0000	7.57	1269.50
85	2009.04.14 22:19	sell	43	0.10	0.8905	0.0000	0.0000
86	2009.04.14 23:13	close	43	0.10	0.8900	0.0000	0.0000	7.57	1277.07
87	2009.04.14 23:21	sell	44	0.10	0.8906	0.0000	0.0000
88	2009.04.14 23:22	close	44	0.10	0.8901	0.0000	0.0000	7.57	1284.64
89	2009.04.14 23:56	sell	45	0.10	0.8907	0.0000	0.0000
90	2009.04.15 00:02	close	45	0.10	0.8902	0.0000	0.0000	7.52	1292.16
91	2009.04.15 03:03	buy	46	0.10	0.8894	0.0000	0.0000
92	2009.04.15 03:46	close	46	0.10	0.8899	0.0000	0.0000	7.57	1299.73
93	2009.04.15 03:46	sell	47	0.10	0.8899	0.0000	0.0000
94	2009.04.15 03:47	sell	48	0.10	0.8903	0.0000	0.0000
95	2009.04.15 03:48	sell	49	0.10	0.8907	0.0000	0.0000
96	2009.04.15 03:50	close	49	0.10	0.8902	0.0000	0.0000	7.57	1307.30
97	2009.04.15 03:51	close	48	0.10	0.8898	0.0000	0.0000	7.57	1314.87
98	2009.04.15 03:51	close	47	0.10	0.8894	0.0000	0.0000	7.57	1322.44
99	2009.04.15 03:58	sell	50	0.10	0.8901	0.0000	0.0000
100	2009.04.15 03:59	close	50	0.10	0.8895	0.0000	0.0000	9.08	1331.52
101	2009.04.15 04:47	sell	51	0.10	0.8902	0.0000	0.0000
102	2009.04.15 06:20	close	51	0.10	0.8899	0.0000	0.0000	4.54	1336.06
103	2009.04.15 21:54	sell	52	0.10	0.8821	0.0000	0.0000
104	2009.04.15 22:31	close	52	0.10	0.8815	0.0000	0.0000	9.09	1345.15
105	2009.04.15 23:00	buy	53	0.10	0.8808	0.0000	0.0000
106	2009.04.15 23:01	close	53	0.10	0.8819	0.0000	0.0000	16.64	1361.79
107	2009.04.15 23:36	sell	54	0.10	0.8822	0.0000	0.0000
108	2009.04.15 23:37	close	54	0.10	0.8814	0.0000	0.0000	12.11	1373.90
109	2009.04.16 02:17	buy	55	0.10	0.8807	0.0000	0.0000
110	2009.04.16 02:48	close	55	0.10	0.8812	0.0000	0.0000	7.57	1381.47
111	2009.04.16 04:08	buy	56	0.10	0.8799	0.0000	0.0000
112	2009.04.16 04:10	close	56	0.10	0.8805	0.0000	0.0000	9.08	1390.55
113	2009.04.16 04:16	buy	57	0.10	0.8799	0.0000	0.0000
114	2009.04.16 04:21	close	57	0.10	0.8805	0.0000	0.0000	9.08	1399.63
115	2009.04.16 04:45	sell	58	0.10	0.8812	0.0000	0.0000
116	2009.04.16 04:58	close	58	0.10	0.8806	0.0000	0.0000	9.08	1408.71
117	2009.04.17 02:00	sell	59	0.10	0.8837	0.0000	0.0000
118	2009.04.17 02:07	close	59	0.10	0.8832	0.0000	0.0000	7.57	1416.28
119	2009.04.17 02:53	buy	60	0.10	0.8826	0.0000	0.0000
120	2009.04.17 03:09	close	60	0.10	0.8831	0.0000	0.0000	7.57	1423.85
121	2009.04.17 03:58	buy	61	0.10	0.8824	0.0000	0.0000
122	2009.04.17 04:07	close	61	0.10	0.8829	0.0000	0.0000	7.57	1431.42
123	2009.04.17 04:24	buy	62	0.10	0.8823	0.0000	0.0000
124	2009.04.17 07:58	close	62	0.10	0.8819	0.0000	0.0000	-6.06	1425.36
125	2009.04.20 00:05	sell	63	0.10	0.8818	0.0000	0.0000
126	2009.04.20 00:07	close	63	0.10	0.8812	0.0000	0.0000	9.08	1434.44
127	2009.04.20 01:51	buy	64	0.10	0.8802	0.0000	0.0000
128	2009.04.20 02:02	close	64	0.10	0.8808	0.0000	0.0000	9.08	1443.52
129	2009.04.20 02:19	buy	65	0.10	0.8801	0.0000	0.0000
130	2009.04.20 02:36	close	65	0.10	0.8806	0.0000	0.0000	7.57	1451.09
131	2009.04.20 03:00	sell	66	0.10	0.8812	0.0000	0.0000
132	2009.04.20 03:08	close	66	0.10	0.8807	0.0000	0.0000	7.57	1458.66
133	2009.04.20 03:20	sell	67	0.10	0.8811	0.0000	0.0000
134	2009.04.20 03:31	sell	68	0.10	0.8815	0.0000	0.0000
135	2009.04.20 03:32	sell	69	0.10	0.8818	0.0000	0.0000
136	2009.04.20 03:59	close	69	0.10	0.8813	0.0000	0.0000	7.57	1466.23
137	2009.04.20 03:59	close	68	0.10	0.8809	0.0000	0.0000	9.08	1475.31
138	2009.04.20 04:13	sell	70	0.10	0.8816	0.0000	0.0000
139	2009.04.20 04:14	sell	71	0.10	0.8820	0.0000	0.0000
140	2009.04.20 09:28	close	67	0.10	0.8866	0.0000	0.0000	-83.23	1392.08
141	2009.04.20 09:31	close	70	0.10	0.8871	0.0000	0.0000	-83.23	1308.85
142	2009.04.20 09:35	close	71	0.10	0.8875	0.0000	0.0000	-83.23	1225.62
143	2009.04.20 21:20	sell	72	0.10	0.8893	0.0000	0.0000
144	2009.04.20 21:24	close	72	0.10	0.8888	0.0000	0.0000	7.57	1233.19
145	2009.04.21 00:12	buy	73	0.10	0.8883	0.0000	0.0000
146	2009.04.21 00:21	close	73	0.10	0.8888	0.0000	0.0000	7.57	1240.76
147	2009.04.21 03:02	buy	74	0.10	0.8893	0.0000	0.0000
148	2009.04.21 03:04	close	74	0.10	0.8899	0.0000	0.0000	9.08	1249.84
149	2009.04.21 03:05	buy	75	0.10	0.8893	0.0000	0.0000
150	2009.04.21 03:08	close	75	0.10	0.8899	0.0000	0.0000	9.08	1258.92
151	2009.04.21 03:13	buy	76	0.10	0.8892	0.0000	0.0000
152	2009.04.21 03:16	close	76	0.10	0.8898	0.0000	0.0000	9.07	1267.99
153	2009.04.21 04:18	sell	77	0.10	0.8907	0.0000	0.0000
154	2009.04.21 04:37	close	77	0.10	0.8901	0.0000	0.0000	9.08	1277.07
155	2009.04.21 23:17	sell	78	0.10	0.8828	0.0000	0.0000
156	2009.04.21 23:19	close	78	0.10	0.8823	0.0000	0.0000	7.57	1284.64
157	2009.04.22 03:45	sell	79	0.10	0.8825	0.0000	0.0000
158	2009.04.22 03:55	sell	80	0.10	0.8828	0.0000	0.0000
159	2009.04.22 08:10	close	80	0.10	0.8832	0.0000	0.0000	-6.05	1278.59
160	2009.04.22 08:10	close	79	0.10	0.8828	0.0000	0.0000	-4.54	1274.05
161	2009.04.22 21:20	buy	81	0.10	0.8970	0.0000	0.0000
162	2009.04.22 21:30	buy	82	0.10	0.8967	0.0000	0.0000
163	2009.04.22 21:42	close	81	0.10	0.8972	0.0000	0.0000	3.02	1277.07
164	2009.04.22 21:42	close	82	0.10	0.8973	0.0000	0.0000	9.07	1286.14
165	2009.04.23 02:22	buy	83	0.10	0.8970	0.0000	0.0000
166	2009.04.23 02:38	close	83	0.10	0.8976	0.0000	0.0000	9.07	1295.21
167	2009.04.23 22:31	sell	84	0.10	0.8930	0.0000	0.0000
168	2009.04.23 23:19	close	84	0.10	0.8923	0.0000	0.0000	10.59	1305.80
169	2009.04.24 01:36	sell	85	0.10	0.8935	0.0000	0.0000
170	2009.04.24 01:37	sell	86	0.10	0.8938	0.0000	0.0000
171	2009.04.24 01:50	sell	87	0.10	0.8942	0.0000	0.0000
172	2009.04.24 02:07	close	87	0.10	0.8937	0.0000	0.0000	7.57	1313.37
173	2009.04.24 02:15	sell	88	0.10	0.8945	0.0000	0.0000
174	2009.04.24 08:06	close	86	0.10	0.8993	0.0000	0.0000	-83.22	1230.15
175	2009.04.24 08:06	close	85	0.10	0.8993	0.0000	0.0000	-87.75	1142.40
176	2009.04.24 09:05	close	88	0.10	0.9000	0.0000	0.0000	-83.21	1059.19
177	2009.04.27 00:12	buy	89	0.10	0.9024	0.0000	0.0000
178	2009.04.27 00:34	buy	90	0.10	0.9020	0.0000	0.0000
179	2009.04.27 00:51	close	90	0.10	0.9025	0.0000	0.0000	7.57	1066.76
180	2009.04.27 00:51	buy	91	0.10	0.9020	0.0000	0.0000
181	2009.04.27 00:53	close	91	0.10	0.9025	0.0000	0.0000	7.57	1074.33
182	2009.04.27 01:29	buy	92	0.10	0.9020	0.0000	0.0000
183	2009.04.27 01:44	close	92	0.10	0.9025	0.0000	0.0000	7.57	1081.90
184	2009.04.27 01:49	close	89	0.10	0.9027	0.0000	0.0000	4.54	1086.44
185	2009.04.27 01:52	sell	93	0.10	0.9034	0.0000	0.0000
186	2009.04.27 01:54	close	93	0.10	0.9029	0.0000	0.0000	7.57	1094.01
187	2009.04.27 02:04	sell	94	0.10	0.9034	0.0000	0.0000
188	2009.04.27 02:14	close	94	0.10	0.9029	0.0000	0.0000	7.57	1101.58
189	2009.04.27 02:27	buy	95	0.10	0.9020	0.0000	0.0000
190	2009.04.27 02:37	close	95	0.10	0.9025	0.0000	0.0000	7.57	1109.15
191	2009.04.27 02:47	buy	96	0.10	0.9020	0.0000	0.0000
192	2009.04.27 03:29	close	96	0.10	0.9025	0.0000	0.0000	7.57	1116.72
193	2009.04.27 23:39	sell	97	0.10	0.8910	0.0000	0.0000
194	2009.04.27 23:40	close	97	0.10	0.8903	0.0000	0.0000	10.58	1127.30
195	2009.04.27 23:45	sell	98	0.10	0.8909	0.0000	0.0000
196	2009.04.27 23:46	close	98	0.10	0.8904	0.0000	0.0000	7.56	1134.86
197	2009.04.28 01:12	sell	99	0.10	0.8910	0.0000	0.0000
198	2009.04.28 01:25	close	99	0.10	0.8905	0.0000	0.0000	7.56	1142.42
199	2009.04.28 02:55	sell	100	0.10	0.8913	0.0000	0.0000
200	2009.04.28 03:56	close	100	0.10	0.8910	0.0000	0.0000	4.53	1146.95
201	2009.04.28 04:29	sell	101	0.10	0.8919	0.0000	0.0000
202	2009.04.28 05:31	close	101	0.10	0.8916	0.0000	0.0000	4.54	1151.49
203	2009.04.28 23:40	buy	102	0.10	0.8979	0.0000	0.0000
204	2009.04.28 23:41	close	102	0.10	0.8985	0.0000	0.0000	9.08	1160.57
205	2009.04.28 23:53	buy	103	0.10	0.8979	0.0000	0.0000
206	2009.04.29 00:29	buy	104	0.10	0.8976	0.0000	0.0000
207	2009.04.29 00:46	close	103	0.10	0.8980	0.0000	0.0000	1.53	1162.10
208	2009.04.29 00:50	close	104	0.10	0.8981	0.0000	0.0000	7.57	1169.67
209	2009.04.29 00:57	buy	105	0.10	0.8975	0.0000	0.0000
210	2009.04.29 01:53	buy	106	0.10	0.8971	0.0000	0.0000
211	2009.04.29 02:03	buy	107	0.10	0.8968	0.0000	0.0000
212	2009.04.29 04:06	close	107	0.10	0.8971	0.0000	0.0000	4.54	1174.21
213	2009.04.29 04:15	close	106	0.10	0.8973	0.0000	0.0000	3.03	1177.24
214	2009.04.29 05:10	close	105	0.10	0.8971	0.0000	0.0000	-6.05	1171.19
215	2009.04.29 23:15	buy	108	0.10	0.8974	0.0000	0.0000
216	2009.04.29 23:17	close	108	0.10	0.8980	0.0000	0.0000	9.07	1180.26
217	2009.04.29 23:30	sell	109	0.10	0.8986	0.0000	0.0000
218	2009.04.29 23:36	close	109	0.10	0.8980	0.0000	0.0000	9.08	1189.34