Strategy Tester Report
ANITA_V102
(Build 419)

SymbolUSDCHF- (US Dollar vs Swiss Franc)
Period5 Minutes (M5) 2008.01.01 22:08 - 2012.03.15 23:59 (2008.01.01 - 2012.03.16)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLots=0.1; KEY="2D6A5D0-2A62B1C-2A09DB9"; EA_NAME="ANITA EA";
Bars in test314207Ticks modelled46993954Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1790.49Gross profit4799.58Gross loss-3009.09
Profit factor1.60Expected payoff17.73
Absolute drawdown16.06Maximal drawdown741.81 (6.70%)Relative drawdown6.70% (741.81)
Total trades101Short positions (won %)51 (76.47%)Long positions (won %)50 (88.00%)
Profit trades (% of total)83 (82.18%)Loss trades (% of total)18 (17.82%)
Largestprofit trade82.26loss trade-286.95
Averageprofit trade57.83loss trade-167.17
Maximumconsecutive wins (profit in money)20 (1108.91)consecutive losses (loss in money)2 (-200.06)
Maximalconsecutive profit (count of wins)1108.91 (20)consecutive loss (count of losses)-286.95 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.01.02 03:40sell10.101.132200.000000.00000
22008.01.02 03:40modify10.101.132201.157201.12620
32008.01.02 10:40t/p10.101.126201.157201.1262053.2810053.28
42008.01.16 16:20buy20.101.100450.000000.00000
52008.01.16 16:20modify20.101.100451.075451.10645
62008.01.17 08:21t/p20.101.106451.075451.1064554.2410107.52
72008.01.17 12:05sell30.101.098700.000000.00000
82008.01.17 12:05modify30.101.098701.123701.09270
92008.01.22 22:16t/p30.101.092701.123701.0927054.4910162.01
102008.03.11 12:50buy40.101.027600.000000.00000
112008.03.11 12:50modify40.101.027601.002601.03360
122008.03.11 14:57t/p40.101.033601.002601.0336058.0510220.06
132008.03.14 14:20sell50.101.002800.000000.00000
142008.03.14 14:20modify50.101.002801.027800.99680
152008.03.16 22:00t/p50.100.996801.027800.9968060.5310280.59
162008.03.17 04:15buy60.100.978300.000000.00000
172008.03.17 04:15modify60.100.978300.953300.98430
182008.03.17 07:25t/p60.100.984300.953300.9843060.9610341.55
192008.03.26 09:40sell70.100.999850.000000.00000
202008.03.26 09:40modify70.100.999851.024850.99385
212008.03.26 17:00t/p70.100.993851.024850.9938560.3810401.93
222008.04.10 15:50buy80.101.005000.000000.00000
232008.04.10 15:50modify80.101.005000.980001.01100
242008.04.15 22:23t/p80.101.011000.980001.0110059.3610461.28
252008.05.16 14:50sell90.101.048150.000000.00000
262008.05.16 14:50modify90.101.048151.073151.04215
272008.05.19 08:29t/p90.101.042151.073151.0421557.4410518.72
282008.06.03 13:25buy100.101.045000.000000.00000
292008.06.03 13:25modify100.101.045001.020001.05100
302008.06.05 10:07t/p100.101.051001.020001.0510057.0910575.81
312008.06.05 13:35sell110.101.041700.000000.00000
322008.06.05 13:35modify110.101.041701.066701.03570
332008.06.05 18:31t/p110.101.035701.066701.0357057.9310633.74
342008.07.03 13:00buy120.101.022400.000000.00000
352008.07.03 13:00modify120.101.022400.997401.02840
362008.07.07 01:48t/p120.101.028400.997401.0284058.3410692.08
372008.09.09 15:40sell130.101.126300.000000.00000
382008.09.09 15:40modify130.101.126301.151301.12030
392008.09.14 22:00t/p130.101.120301.151301.1203052.8610744.94
402008.09.15 11:45buy140.101.125550.000000.00000
412008.09.15 11:45modify140.101.125551.100551.13155
422008.09.15 20:05close140.101.109001.100551.13155-149.2310595.71
432008.09.15 20:05sell150.101.109000.000000.00000
442008.09.15 20:05modify150.101.109001.134001.10300
452008.09.16 10:00close150.101.114651.134001.10300-50.8310544.88
462008.09.16 10:00buy160.101.114650.000000.00000
472008.09.16 10:00modify160.101.114651.089651.12065
482008.09.16 14:54t/p160.101.120651.089651.1206553.5410598.42
492008.09.17 17:35sell170.101.107450.000000.00000
502008.09.17 17:35modify170.101.107451.132451.10145
512008.09.17 18:04t/p170.101.101451.132451.1014554.4910652.91
522008.09.18 07:25buy180.101.109050.000000.00000
532008.09.18 07:25modify180.101.109051.084051.11505
542008.09.18 09:25close180.101.097201.084051.11505-108.0010544.91
552008.09.18 09:25sell190.101.097200.000000.00000
562008.09.18 09:25modify190.101.097201.122201.09120
572008.09.18 10:09t/p190.101.091201.122201.0912054.9910599.90
582008.09.18 13:40buy200.101.099300.000000.00000
592008.09.18 13:40modify200.101.099301.074301.10530
602008.09.18 19:15t/p200.101.105301.074301.1053054.2810654.18
612008.09.19 13:35sell210.101.113100.000000.00000
622008.09.19 13:35modify210.101.113101.138101.10710
632008.09.19 14:51t/p210.101.107101.138101.1071054.2010708.38
642008.09.30 14:55buy220.101.119800.000000.00000
652008.09.30 14:55modify220.101.119801.094801.12580
662008.10.01 12:25t/p220.101.125801.094801.1258053.3010761.69
672008.10.03 15:45sell230.101.129200.000000.00000
682008.10.03 15:45modify230.101.129201.154201.12320
692008.10.03 18:12t/p230.101.123201.154201.1232053.4210815.11
702008.10.05 22:00buy240.101.137600.000000.00000
712008.10.05 22:00modify240.101.137601.112601.14360
722008.10.06 09:03t/p240.101.143601.112601.1436052.4710867.58
732008.10.12 21:25sell250.101.130350.000000.00000
742008.10.12 21:25modify250.101.130351.155351.12435
752008.10.13 16:15close250.101.139001.155351.12435-76.0810791.50
762008.10.13 16:15buy260.101.139000.000000.00000
772008.10.13 16:15modify260.101.139001.114001.14500
782008.10.16 04:36t/p260.101.145001.114001.1450052.4110843.91
792008.10.16 08:15sell270.101.136750.000000.00000
802008.10.16 08:15modify270.101.136751.161751.13075
812008.10.16 11:14t/p270.101.130751.161751.1307553.0710896.98
822008.10.24 15:45buy280.101.162350.000000.00000
832008.10.24 15:45modify280.101.162351.137351.16835
842008.10.24 18:05t/p280.101.168351.137351.1683551.3510948.33
852008.10.26 22:55sell290.101.160400.000000.00000
862008.10.26 22:55modify290.101.160401.185401.15440
872008.10.27 16:08t/p290.101.154401.185401.1544051.8411000.17
882008.10.29 19:25buy300.101.137900.000000.00000
892008.10.29 19:25modify300.101.137901.112901.14390
902008.10.30 15:30t/p300.101.143901.112901.1439052.4611052.62
912008.11.04 16:10sell310.101.158200.000000.00000
922008.11.04 16:10modify310.101.158201.183201.15220
932008.11.11 01:41s/l310.101.183201.183201.15220-212.1710840.45
942008.11.14 21:35buy320.101.196600.000000.00000
952008.11.14 21:35modify320.101.196601.171601.20260
962008.11.18 18:36t/p320.101.202601.171601.2026049.8910890.35
972008.11.25 13:55sell330.101.192800.000000.00000
982008.11.25 13:55modify330.101.192801.217801.18680
992008.11.25 14:12t/p330.101.186801.217801.1868050.5610940.91
1002008.11.26 16:25buy340.101.204100.000000.00000
1012008.11.26 16:25modify340.101.204101.179101.21010
1022008.11.28 12:00t/p340.101.210101.179101.2101049.5910990.50
1032008.12.04 16:30sell350.101.198600.000000.00000
1042008.12.04 16:30modify350.101.198601.223601.19260
1052008.12.05 15:48s/l350.101.223601.223601.19260-204.4510786.05
1062008.12.18 13:55buy360.101.053950.000000.00000
1072008.12.18 13:55modify360.101.053951.028951.05995
1082008.12.18 14:22t/p360.101.059951.028951.0599556.6010842.65
1092008.12.18 19:00sell370.101.076650.000000.00000
1102008.12.18 19:00modify370.101.076651.101651.07065
1112008.12.19 09:00close370.101.096601.101651.07065-182.0710660.58
1122008.12.19 09:00buy380.101.096600.000000.00000
1132008.12.19 09:00modify380.101.096601.071601.10260
1142008.12.19 12:00t/p380.101.102601.071601.1026054.4210715.00
1152008.12.30 00:30sell390.101.054200.000000.00000
1162008.12.30 00:30modify390.101.054201.079201.04820
1172008.12.30 13:15close390.101.061651.079201.04820-70.1710644.83
1182008.12.30 13:15buy400.101.061650.000000.00000
1192008.12.30 13:15modify400.101.061651.036651.06765
1202008.12.31 12:51t/p400.101.067651.036651.0676556.1910701.02
1212009.01.01 22:25sell410.101.061900.000000.00000
1222009.01.01 22:25modify410.101.061901.086901.05590
1232009.01.02 13:00close410.101.072351.086901.05590-97.5910603.43
1242009.01.02 13:00buy420.101.072350.000000.00000
1252009.01.02 13:00modify420.101.072351.047351.07835
1262009.01.02 18:52t/p420.101.078351.047351.0783555.6310659.06
1272009.01.04 23:55sell430.101.074550.000000.00000
1282009.01.04 23:55modify430.101.074551.099551.06855
1292009.01.05 08:35close430.101.093251.099551.06855-171.1910487.87
1302009.01.05 08:35buy440.101.093250.000000.00000
1312009.01.05 08:35modify440.101.093251.068251.09925
1322009.01.05 08:43t/p440.101.099251.068251.0992554.5810542.45
1332009.01.05 14:20sell450.101.104850.000000.00000
1342009.01.05 14:20modify450.101.104851.129851.09885
1352009.01.07 11:44t/p450.101.098851.129851.0988554.3310596.78
1362009.01.09 14:05buy460.101.106950.000000.00000
1372009.01.09 14:05modify460.101.106951.081951.11295
1382009.01.09 15:32t/p460.101.112951.081951.1129553.9110650.69
1392009.01.21 21:15sell470.101.151000.000000.00000
1402009.01.21 21:15modify470.101.151001.176001.14500
1412009.01.26 15:01t/p470.101.145001.176001.1450051.7010702.39
1422009.01.29 17:15buy480.101.152250.000000.00000
1432009.01.29 17:15modify480.101.152251.127251.15825
1442009.01.30 07:53t/p480.101.158251.127251.1582551.8010754.19
1452009.02.03 14:35sell490.101.149100.000000.00000
1462009.02.03 14:35modify490.101.149101.174101.14310
1472009.02.03 15:24t/p490.101.143101.174101.1431052.4910806.68
1482009.02.03 17:55buy500.101.147900.000000.00000
1492009.02.03 17:55modify500.101.147901.122901.15390
1502009.02.04 09:24t/p500.101.153901.122901.1539051.9910858.67
1512009.02.20 17:05sell510.101.160650.000000.00000
1522009.02.20 17:05modify510.101.160651.185651.15465
1532009.02.20 17:09t/p510.101.154651.185651.1546551.9710910.64
1542009.02.20 20:20buy520.101.152700.000000.00000
1552009.02.20 20:20modify520.101.152701.127701.15870
1562009.02.22 22:01t/p520.101.158701.127701.1587051.7710962.41
1572009.02.23 02:25sell530.101.148500.000000.00000
1582009.02.23 02:25modify530.101.148501.173501.14250
1592009.02.25 19:50s/l530.101.173501.173501.14250-213.3010749.11
1602009.03.10 18:45buy540.101.163350.000000.00000
1612009.03.10 18:45modify540.101.163351.138351.16935
1622009.03.12 13:00t/p540.101.169351.138351.1693551.1810800.29
1632009.03.12 16:00sell550.101.189350.000000.00000
1642009.03.12 16:00modify550.101.189351.214351.18335
1652009.03.16 08:57t/p550.101.183351.214351.1833550.4210850.71
1662009.03.18 22:40buy560.101.141400.000000.00000
1672009.03.18 22:40modify560.101.141401.116401.14740
1682009.03.19 12:15close560.101.127851.116401.14740-120.1310730.58
1692009.03.19 12:15sell570.101.127850.000000.00000
1702009.03.19 12:15modify570.101.127851.152851.12185
1712009.03.19 14:34t/p570.101.121851.152851.1218553.4810784.06
1722009.03.19 17:15buy580.101.126300.000000.00000
1732009.03.19 17:15modify580.101.126301.101301.13230
1742009.03.23 13:53t/p580.101.132301.101301.1323052.9910837.05
1752009.05.04 14:25sell590.101.130700.000000.00000
1762009.05.04 14:25modify590.101.130701.155701.12470
1772009.05.05 12:49t/p590.101.124701.155701.1247053.2110890.26
1782009.05.15 16:15buy600.101.116100.000000.00000
1792009.05.15 16:15modify600.101.116101.091101.12210
1802009.05.15 17:44t/p600.101.122101.091101.1221053.4710943.73
1812009.05.21 16:55sell610.101.093900.000000.00000
1822009.05.21 16:55modify610.101.093901.118901.08790
1832009.05.22 07:18t/p610.101.087901.118901.0879055.0210998.75
1842009.06.05 13:25buy620.101.082350.000000.00000
1852009.06.05 13:25modify620.101.082351.057351.08835
1862009.06.05 18:05t/p620.101.088351.057351.0883555.1311053.88
1872009.07.31 15:50sell630.101.069800.000000.00000
1882009.07.31 15:50modify630.101.069801.094801.06380
1892009.08.03 14:05t/p630.101.063801.094801.0638056.2811110.16
1902009.08.07 14:50buy640.101.080100.000000.00000
1912009.08.07 14:50modify640.101.080101.055101.08610
1922009.08.10 15:08t/p640.101.086101.055101.0861055.2411165.40
1932009.08.27 18:35sell650.101.055750.000000.00000
1942009.08.27 18:35modify650.101.055751.080751.04975
1952009.09.08 09:45t/p650.101.049751.080751.0497555.7611221.16
1962009.09.30 12:40buy660.101.039000.000000.00000
1972009.09.30 12:40modify660.101.039001.014001.04500
1982009.10.01 11:31t/p660.101.045001.014001.0450057.4311278.59
1992010.01.08 14:00sell670.101.027250.000000.00000
2002010.01.08 14:00modify670.101.027251.052251.02125
2012010.01.10 23:36t/p670.101.021251.052251.0212558.7511337.34
2022010.02.05 03:20buy680.101.075800.000000.00000
2032010.02.05 03:20modify680.101.075801.050801.08180
2042010.02.12 10:30t/p680.101.081801.050801.0818055.4711392.81
2052010.03.18 18:00sell690.101.053450.000000.00000
2062010.03.18 18:00modify690.101.053451.078451.04745
2072010.04.01 14:34t/p690.101.047451.078451.0474555.3211448.13
2082010.04.01 16:10buy700.101.055250.000000.00000
2092010.04.01 16:10modify700.101.055251.030251.06125
2102010.04.02 13:10t/p700.101.061251.030251.0612556.5411504.67
2112010.04.11 21:20sell710.101.056600.000000.00000
2122010.04.11 21:20modify710.101.056601.081601.05060
2132010.04.14 03:54t/p710.101.050601.081601.0506056.6911561.36
2142010.05.05 13:30buy720.101.117650.000000.00000
2152010.05.05 13:30modify720.101.117651.092651.12365
2162010.05.06 06:58t/p720.101.123651.092651.1236553.4111614.77
2172010.05.27 15:55sell730.101.149750.000000.00000
2182010.05.27 15:55modify730.101.149751.174751.14375
2192010.06.04 11:01t/p730.101.143751.174751.1437551.3511666.12
2202010.07.16 15:45buy740.101.053700.000000.00000
2212010.07.16 15:45modify740.101.053701.028701.05970
2222010.07.27 09:29t/p740.101.059701.028701.0597056.6411722.76
2232010.08.06 13:05sell750.101.039800.000000.00000
2242010.08.06 13:05modify750.101.039801.064801.03380
2252010.08.06 15:10t/p750.101.033801.064801.0338058.0411780.80
2262010.09.01 14:50buy760.101.016100.000000.00000
2272010.09.01 14:50modify760.101.016100.991101.02210
2282010.09.03 12:30t/p760.101.022100.991101.0221058.6911839.49
2292010.09.14 14:55sell770.100.994800.000000.00000
2302010.09.14 14:55modify770.100.994801.019800.98880
2312010.09.16 12:25close770.101.011651.019800.98880-167.1211672.37
2322010.09.16 12:25buy780.101.011650.000000.00000
2332010.09.16 12:25modify780.101.011650.986651.01765
2342010.09.17 07:48t/p780.101.017650.986651.0176558.9611731.33
2352010.09.28 14:40sell790.100.974850.000000.00000
2362010.09.28 14:40modify790.100.974850.999850.96885
2372010.10.05 07:44t/p790.100.968850.999850.9688560.9511792.28
2382010.11.18 16:10buy800.100.999590.000000.00000
2392010.11.18 16:10modify800.100.999590.974591.00559
2402010.12.01 08:53t/p800.101.005590.974591.0055959.6911851.97
2412010.12.03 13:55sell810.100.979720.000000.00000
2422010.12.03 13:55modify810.100.979721.004720.97372
2432010.12.03 21:29t/p810.100.973721.004720.9737261.6211913.59
2442011.01.11 15:25buy820.100.978290.000000.00000
2452011.01.11 15:25modify820.100.978290.953290.98429
2462011.01.19 18:57s/l820.100.953290.953290.98429-262.2511651.34
2472011.02.16 16:40sell830.100.963360.000000.00000
2482011.02.16 16:40modify830.100.963360.988360.95736
2492011.02.16 19:35t/p830.100.957360.988360.9573662.6811714.02
2502011.03.17 00:20buy840.100.904550.000000.00000
2512011.03.17 00:20modify840.100.904550.879550.91055
2522011.03.24 03:57t/p840.100.910550.879550.9105565.9011779.92
2532011.04.06 07:55sell850.100.916940.000000.00000
2542011.04.06 07:55modify850.100.916940.941940.91094
2552011.04.08 03:40t/p850.100.910940.941940.9109465.3111845.23
2562011.06.30 14:20buy860.100.845760.000000.00000
2572011.06.30 14:20modify860.100.845760.820760.85176
2582011.07.01 14:06t/p860.100.851760.820760.8517670.4511915.68
2592011.07.08 13:00sell870.100.838810.000000.00000
2602011.07.08 13:00modify870.100.838810.863810.83281
2612011.07.12 09:15t/p870.100.832810.863810.8328171.7711987.45
2622011.08.03 07:40buy880.100.776230.000000.00000
2632011.08.03 07:40modify880.100.776230.751230.78223
2642011.08.07 21:25close880.100.757780.751230.78223-243.4611743.99
2652011.08.07 21:25sell890.100.757780.000000.00000
2662011.08.07 21:25modify890.100.757780.782780.75178
2672011.08.08 16:19t/p890.100.751780.782780.7517879.6811823.67
2682011.08.09 20:50buy900.100.723360.000000.00000
2692011.08.09 20:50modify900.100.723360.698360.72936
2702011.08.10 05:41t/p900.100.729360.698360.7293682.2611905.93
2712011.08.11 15:50sell910.100.757550.000000.00000
2722011.08.11 15:50modify910.100.757550.782550.75155
2732011.08.11 16:13t/p910.100.751550.782550.7515579.8611985.79
2742011.08.12 08:10buy920.100.768370.000000.00000
2752011.08.12 08:10modify920.100.768370.743370.77437
2762011.08.12 08:39t/p920.100.774370.743370.7743777.4812063.27
2772011.08.17 07:15sell930.100.786570.000000.00000
2782011.08.17 07:15modify930.100.786570.811570.78057
2792011.08.17 14:35close930.100.795820.811570.78057-116.2311947.04
2802011.08.17 14:35buy940.100.795820.000000.00000
2812011.08.17 14:35modify940.100.795820.770820.80182
2822011.08.26 14:20t/p940.100.801820.770820.8018274.8312021.87
2832011.09.06 10:45sell950.100.847910.000000.00000
2842011.09.06 10:45modify950.100.847910.872910.84191
2852011.09.08 16:05s/l950.100.872910.872910.84191-286.9511734.92
2862011.09.20 13:10buy960.100.888850.000000.00000
2872011.09.20 13:10modify960.100.888850.863850.89485
2882011.09.21 04:24t/p960.100.894850.863850.8948567.0411801.97
2892011.09.22 13:30sell970.100.907280.000000.00000
2902011.09.22 13:30modify970.100.907280.932280.90128
2912011.09.23 08:16t/p970.100.901280.932280.9012866.4311868.40
2922011.10.07 17:00buy980.100.924740.000000.00000
2932011.10.07 17:00modify980.100.924740.899740.93074
2942011.10.12 08:57s/l980.100.899740.899740.93074-277.8611590.53
2952011.10.12 09:10sell990.100.896060.000000.00000
2962011.10.12 09:10modify990.100.896060.921060.89006
2972011.10.17 08:00t/p990.100.890060.921060.8900666.7111657.24
2982011.11.03 14:10buy1000.100.887800.000000.00000
2992011.11.03 14:10modify1000.100.887800.862800.89380
3002011.11.07 03:56t/p1000.100.893800.862800.8938067.1211724.37
3012011.11.30 13:20sell1010.100.913560.000000.00000
3022011.11.30 13:20modify1010.100.913560.938560.90756
3032011.11.30 14:00t/p1010.100.907560.938560.9075666.1211790.49