Strategy Tester Report
FT_3BB_RSI_Stohastic_MA
Gamma-Server (Build 451)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2012.08.31 19:15 - 2013.02.26 15:49
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
Parametersb="тип входа"; enter=0; b1="Параметры BB"; bolinger_per=150; bolinger_deviation_yellow=2; r1="Фильтр по RSI"; RSIFilter=0; rsi_period=18; rsi_ur=70; r2="Фильтр по Stohastic"; StohasticFilter=1; stohastic_period=16; stohastic_ur=95; сx="Закрытие между линиями"; close_type=5; sf="Для теста по тикам"; shift=1; з2="Стандартные параметры"; EA_Magic=12354; InpLots=0.1; InpTakeProfit=200; InpStopLoss=200; onebuy=1;
Bars in test35742Ticks modelled71384Modelling qualityn/a
Mismatched charts errors0
Initial deposit300.00
Total net profit1573.60Gross profit2279.17Gross loss-705.57
Profit factor3.23Expected payoff44.96
Absolute drawdown109.89Maximal drawdown296.45 (20.41%)Relative drawdown49.22% (184.26)
Total trades35Short positions (won %)19 (73.68%)Long positions (won %)16 (68.75%)
Profit trades (% of total)25 (71.43%)Loss trades (% of total)10 (28.57%)
Largestprofit trade200.11loss trade-199.85
Averageprofit trade91.17loss trade-70.56
Maximumconsecutive wins (profit in money)6 (657.60)consecutive losses (loss in money)3 (-351.79)
Maximalconsecutive profit (count of wins)657.60 (6)consecutive loss (count of losses)-351.79 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.09.03 18:05sell10.101.259660.000000.00000
22012.09.03 18:05modify10.101.259661.279661.23966
32012.09.05 02:50close10.101.252971.279661.2396666.98366.98
42012.09.13 21:15sell20.101.298770.000000.00000
52012.09.13 21:15modify20.101.298771.318771.27877
62012.09.18 12:45buy30.101.306100.000000.00000
72012.09.18 12:45modify30.101.306101.286101.32610
82012.09.19 07:10close30.101.306671.286101.326105.52372.50
92012.09.20 05:40buy40.101.302890.000000.00000
102012.09.20 05:40modify40.101.302891.282891.32289
112012.09.21 11:45close40.101.302571.282891.32289-3.38369.12
122012.09.28 17:10close20.101.288701.318771.27877101.27470.39
132012.09.28 17:20buy50.101.286310.000000.00000
142012.09.28 17:20modify50.101.286311.266311.30631
152012.10.01 10:55sell60.101.287350.000000.00000
162012.10.01 10:55modify60.101.287351.307351.26735
172012.10.05 10:10close60.101.299811.307351.26735-124.37346.02
182012.10.05 16:05close50.101.303681.266311.30631172.47518.48
192012.10.05 16:35sell70.101.304260.000000.00000
202012.10.05 16:35modify70.101.304261.324261.28426
212012.10.09 10:30buy80.101.294520.000000.00000
222012.10.09 10:30modify80.101.294521.274521.31452
232012.10.09 10:35close70.101.293811.324261.28426104.58623.06
242012.10.12 10:20close80.101.296481.274521.3145218.72641.78
252012.10.15 03:30buy90.101.291670.000000.00000
262012.10.15 03:30modify90.101.291671.271671.31167
272012.10.17 01:00sell100.101.309710.000000.00000
282012.10.17 01:00modify100.101.309711.329711.28971
292012.10.17 02:30t/p90.101.311671.271671.31167199.65841.43
302012.10.19 09:45close100.101.304991.329711.2897147.35888.78
312012.10.24 10:40buy110.101.296480.000000.00000
322012.10.24 10:40modify110.101.296481.276481.31648
332012.10.25 09:00sell120.101.300010.000000.00000
342012.10.25 09:00modify120.101.300011.320011.28001
352012.10.26 13:45close120.101.288531.320011.28001114.841003.62
362012.10.30 09:10close110.101.293321.276481.31648-32.66970.96
372012.10.31 10:10sell130.101.298340.000000.00000
382012.10.31 10:10modify130.101.298341.318341.27834
392012.11.01 09:25close130.101.293381.318341.2783449.711020.67
402012.11.07 05:40sell140.101.283940.000000.00000
412012.11.07 05:40modify140.101.283941.303941.26394
422012.11.16 12:15buy150.101.272810.000000.00000
432012.11.16 12:15modify150.101.272811.252811.29281
442012.11.19 17:45close150.101.280291.252811.2928174.621095.30
452012.11.21 05:40close140.101.278061.303941.2639459.331154.63
462012.11.21 05:45buy160.101.277550.000000.00000
472012.11.21 05:45modify160.101.277551.257551.29755
482012.11.23 17:05sell170.101.294390.000000.00000
492012.11.23 17:05modify170.101.294391.314391.27439
502012.11.23 19:10t/p160.101.297551.257551.29755199.301353.92
512012.11.28 13:15buy180.101.290320.000000.00000
522012.11.28 13:15modify180.101.290321.270321.31032
532012.12.04 16:00t/p180.101.310321.270321.31032198.941552.87
542012.12.06 03:00buy190.101.305650.000000.00000
552012.12.06 03:00modify190.101.305651.285651.32565
562012.12.06 17:05close170.101.299491.314391.27439-50.511502.36
572012.12.11 06:30close190.101.295561.285651.32565-101.431400.93
582012.12.13 09:05sell200.101.309760.000000.00000
592012.12.13 09:05modify200.101.309761.329761.28976
602012.12.19 14:50s/l200.101.329761.329761.28976-199.851201.08
612012.12.20 12:40sell210.101.324620.000000.00000
622012.12.20 12:40modify210.101.324621.344621.30462
632012.12.21 03:20buy220.101.319680.000000.00000
642012.12.21 03:20modify220.101.319681.299681.33968
652012.12.24 10:25close220.101.320951.299681.3396812.521213.60
662012.12.28 11:00close210.101.321181.344621.3046234.701248.31
672013.01.02 07:25sell230.101.327040.000000.00000
682013.01.02 07:25modify230.101.327041.347041.30704
692013.01.03 21:10t/p230.101.307041.347041.30704200.111448.42
702013.01.14 04:20sell240.101.339380.000000.00000
712013.01.14 04:20modify240.101.339381.359381.31938
722013.01.15 14:35buy250.101.332010.000000.00000
732013.01.15 14:35modify250.101.332011.312011.35201
742013.01.17 10:50close250.101.333921.312011.3520118.401466.82
752013.01.18 11:25close240.101.333871.359381.3193855.331522.14
762013.01.24 18:15sell260.101.338880.000000.00000
772013.01.24 18:15modify260.101.338881.358881.31888
782013.01.28 10:05buy270.101.343190.000000.00000
792013.01.28 10:05modify270.101.343191.323191.36319
802013.01.29 13:15close260.101.341731.358881.31888-28.391493.75
812013.01.30 09:25close270.101.350481.323191.3631972.551566.30
822013.01.30 12:35sell280.101.354380.000000.00000
832013.01.30 12:35modify280.101.354381.374381.33438
842013.01.31 09:05close280.101.354891.374381.33438-4.991561.32
852013.02.01 18:20sell290.101.370470.000000.00000
862013.02.01 18:20modify290.101.370471.390471.35047
872013.02.05 00:50t/p290.101.350471.390471.35047200.081761.39
882013.02.05 11:15sell300.101.353990.000000.00000
892013.02.05 11:15modify300.101.353991.373991.33399
902013.02.06 08:05buy310.101.356240.000000.00000
912013.02.06 08:05modify310.101.356241.336241.37624
922013.02.06 09:40close300.101.353331.373991.333996.641768.03
932013.02.07 08:40sell320.101.353640.000000.00000
942013.02.07 08:40modify320.101.353641.373641.33364
952013.02.07 10:25close310.101.356441.336241.376241.471769.50
962013.02.14 09:00close320.101.341581.373641.33364120.861890.36
972013.02.14 09:15buy330.101.340300.000000.00000
982013.02.14 09:15modify330.101.340301.320301.36030
992013.02.15 08:35close330.101.338691.320301.36030-16.281874.09
1002013.02.21 10:40buy340.101.321420.000000.00000
1012013.02.21 10:40modify340.101.321421.301421.34142
1022013.02.25 08:45sell350.101.321550.000000.00000
1032013.02.25 08:45modify350.101.321551.341551.30155
1042013.02.26 15:49close at stop350.101.307231.341551.30155143.242017.33
1052013.02.26 15:49close at stop340.101.307101.301421.34142-143.731873.60