Strategy Tester Report
ArbitrageReverse_1.11 (LotsDivider)
Darwinex-Live (Build 1045)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2013.12.30 21:15 - 2016.12.29 23:45 (2014.01.01 - 2016.12.30)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersseparator1="---------------- Entry Settings"; beginPrice=1.356; separator2="---------------- Money Management"; experts=1; LotsDivider=10; UseBasketOptions=false; BasketProfit=7500; BasketLoss=99999; separator3="---------------- Order Management"; magicnumber=777; Slippage=3; separator4="---------------- Filters"; TradeOnSunday=true; MondayToThursdayTimeFilter=false; MondayToThursdayStartHour=8; MondayToThursdayEndHour=17; FridayTimeFilter=false; FridayStartHour=8; FridayEndHour=14;
Bars in test72445Ticks modelled132152270Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit-8951.21Gross profit6066.29Gross loss-15017.50
Profit factor0.40Expected payoff-60.48
Absolute drawdown8951.21Maximal drawdown14255.10 (93.15%)Relative drawdown93.15% (14255.10)
Total trades148Short positions (won %)88 (100.00%)Long positions (won %)60 (50.00%)
Profit trades (% of total)118 (79.73%)Loss trades (% of total)30 (20.27%)
Largestprofit trade202.46loss trade-1162.05
Averageprofit trade51.41loss trade-500.58
Maximumconsecutive wins (profit in money)118 (6066.29)consecutive losses (loss in money)30 (-15017.50)
Maximalconsecutive profit (count of wins)6066.29 (118)consecutive loss (count of losses)-15017.50 (30)
Averageconsecutive wins118consecutive losses30
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12014.01.01 21:55sell10.701.376200.000000.00000
22014.01.02 10:45close10.101.372290.000000.0000038.7210038.72
32014.01.02 10:45sell20.601.376200.000000.00000
42014.01.02 11:15close20.101.369560.000000.0000066.0210104.74
52014.01.02 11:15sell30.501.376200.000000.00000
62014.01.02 12:30close30.101.366830.000000.0000093.3210198.06
72014.01.02 12:30sell40.401.376200.000000.00000
82014.01.02 13:45close40.101.363930.000000.00000122.3210320.38
92014.01.02 13:45sell50.301.376200.000000.00000
102014.01.03 15:00close50.101.361000.000000.00000151.7410472.12
112014.01.03 15:00sell60.201.376200.000000.00000
122014.01.06 02:00close60.101.358370.000000.00000178.1610650.28
132014.01.06 02:00sell70.101.376200.000000.00000
142014.01.09 14:15close70.101.356000.000000.00000202.4610852.74
152014.01.09 20:45sell80.101.360530.000000.00000
162014.01.10 06:30sell90.101.361930.000000.00000
172014.01.10 15:00sell100.201.367440.000000.00000
182014.01.15 02:00close100.101.363910.000000.0000035.4010888.14
192014.01.15 02:00sell110.101.367440.000000.00000
202014.01.15 09:30close110.101.361540.000000.0000059.1010947.24
212014.01.17 13:45close90.101.357610.000000.0000043.5410990.78
222014.01.17 17:00close80.101.355340.000000.0000052.3611043.14
232014.01.17 18:00buy120.101.353180.000000.00000
242014.01.20 13:15close120.101.356570.000000.0000032.8511075.99
252014.01.21 11:15buy130.101.353200.000000.00000
262014.01.22 00:45close130.101.356400.000000.0000030.9511106.94
272014.01.23 09:15sell140.201.363460.000000.00000
282014.01.23 13:45sell150.101.364400.000000.00000
292014.01.23 16:15sell160.101.368110.000000.00000
302014.01.24 11:30sell170.201.373350.000000.00000
312014.01.24 13:15close170.101.368750.000000.0000045.5011152.44
322014.01.24 13:15sell180.101.373350.000000.00000
332014.01.27 12:45close180.101.366780.000000.0000065.3211217.76
342014.01.28 10:30close160.101.363740.000000.0000043.8011261.56
352014.01.28 14:30sell190.101.368220.000000.00000
362014.01.29 13:30close190.101.360840.000000.0000073.4211334.98
372014.01.29 14:30sell200.101.367210.000000.00000
382014.01.29 19:15close200.101.364250.000000.0000029.1011364.08
392014.01.30 10:00close150.101.360610.000000.0000038.2411402.32
402014.01.30 13:15close140.101.357380.000000.0000061.1411463.46
412014.01.30 13:15sell210.101.363460.000000.00000
422014.01.30 16:15close210.101.355490.000000.0000080.0411543.50
432014.01.31 13:15buy220.101.351690.000000.00000
442014.01.31 14:30buy230.101.350700.000000.00000
452014.02.05 18:15close230.101.353900.000000.0000028.7511572.25
462014.02.06 13:00buy240.101.350150.000000.00000
472014.02.06 14:15close240.101.361040.000000.00000108.4011680.65
482014.02.06 15:30close220.101.360360.000000.0000082.9011763.55
492014.02.06 17:00sell250.101.360300.000000.00000
502014.02.07 19:00sell260.101.361900.000000.00000
512014.02.10 09:15sell270.101.364360.000000.00000
522014.02.11 01:15sell280.101.367120.000000.00000
532014.02.11 18:30close280.101.363990.000000.0000030.8011794.35
542014.02.12 12:45close270.101.357060.000000.0000072.9811867.33
552014.02.12 13:00close260.101.357670.000000.0000042.4011909.73
562014.02.13 06:45sell290.101.362430.000000.00000
572014.02.13 09:45sell300.201.367200.000000.00000
582014.02.14 08:00sell310.101.370670.000000.00000
592014.02.18 11:15sell320.101.373180.000000.00000
602014.02.18 14:30sell330.101.376060.000000.00000
612014.02.20 11:00close330.101.369310.000000.0000067.2411976.97
622014.02.20 11:30close320.101.369250.000000.0000039.0412016.01
632014.02.21 15:15sell340.101.375160.000000.00000
642014.02.24 09:45sell350.101.376270.000000.00000
652014.02.24 13:45close350.101.372350.000000.0000038.7012054.71
662014.02.25 13:45sell360.101.375450.000000.00000
672014.02.25 15:30close360.101.372310.000000.0000030.9012085.61
682014.02.26 14:45close340.101.369480.000000.0000056.9012142.51
692014.02.26 15:30close310.101.367090.000000.0000036.7412179.25
702014.02.27 16:45sell370.101.371020.000000.00000
712014.02.28 10:30sell380.301.380540.000000.00000
722014.02.28 16:00sell390.101.381040.000000.00000
732014.03.03 00:00close390.101.377430.000000.0000035.7212214.97
742014.03.03 15:15close380.101.375260.000000.0000052.4212267.39
752014.03.03 15:15sell400.201.380540.000000.00000
762014.03.04 01:45close400.101.372490.000000.0000080.4812347.87
772014.03.04 01:45sell410.101.380540.000000.00000
782014.03.06 14:00sell420.301.381500.000000.00000
792014.03.06 15:30sell430.101.383930.000000.00000
802014.03.07 08:15sell440.101.386900.000000.00000
812014.03.07 11:45sell450.101.390710.000000.00000
822014.03.07 16:00close450.101.386340.000000.0000043.2012391.07
832014.03.10 08:00sell460.101.389400.000000.00000
842014.03.10 15:30close460.101.386450.000000.0000029.0012420.07
852014.03.12 15:30sell470.101.389600.000000.00000
862014.03.13 05:45sell480.101.393770.000000.00000
872014.03.13 09:15sell490.101.395470.000000.00000
882014.03.13 17:15close490.101.389680.000000.0000057.4012477.47
892014.03.13 18:15close480.101.385130.000000.0000085.9012563.37
902014.03.13 18:30close470.101.384820.000000.0000047.4212610.79
912014.03.14 14:00sell500.101.391300.000000.00000
922014.03.17 14:30sell510.101.393850.000000.00000
932014.03.19 18:15close510.101.385720.000000.0000081.2812692.07
942014.03.19 18:30close500.101.385650.000000.0000056.6012748.67
952014.03.19 19:15close440.101.381650.000000.0000053.4412802.11
962014.03.20 09:30close430.101.380400.000000.0000036.4812838.59
972014.03.20 11:15close420.101.376430.000000.0000051.8812890.47
982014.03.20 11:15sell520.201.381500.000000.00000
992014.03.24 08:15sell530.101.381730.000000.00000
1002014.03.24 10:00close530.101.377510.000000.0000041.7012932.17
1012014.03.24 20:00sell540.101.383820.000000.00000
1022014.03.25 08:15sell550.101.383970.000000.00000
1032014.03.25 11:45close550.101.380790.000000.0000031.3012963.47
1042014.03.25 13:45close540.101.377960.000000.0000058.4613021.93
1052014.03.25 18:00sell560.101.382560.000000.00000
1062014.03.26 23:15close560.101.378230.000000.0000042.9213064.85
1072014.03.27 10:15close520.101.375200.000000.0000065.0213129.87
1082014.03.27 10:15sell570.101.381500.000000.00000
1092014.03.28 09:00close570.101.371400.000000.00000103.1413233.01
1102014.04.01 15:45sell580.201.380590.000000.00000
1112014.04.03 11:15close580.101.375410.000000.0000051.5413284.55
1122014.04.03 11:15sell590.101.380590.000000.00000
1132014.04.03 13:30close590.101.372170.000000.0000083.9413368.49
1142014.04.04 07:45close410.101.369760.000000.00000111.5013479.99
1152014.04.07 11:15sell600.101.372880.000000.00000
1162014.04.08 08:00sell610.101.376260.000000.00000
1172014.04.08 13:15sell620.101.380080.000000.00000
1182014.04.09 15:00sell630.101.382300.000000.00000
1192014.04.09 18:30sell640.101.384870.000000.00000
1202014.04.10 10:30sell650.101.386840.000000.00000
1212014.04.11 02:00sell660.101.389530.000000.00000
1222014.04.14 01:30close660.101.384800.000000.0000046.9213526.91
1232014.04.14 09:15close650.101.382320.000000.0000044.9413571.85
1242014.04.14 12:45close640.101.381080.000000.0000037.7613609.61
1252014.04.16 10:30sell670.101.384000.000000.00000
1262014.04.18 20:45close670.101.381120.000000.0000028.5413638.15
1272014.04.23 08:45sell680.101.384440.000000.00000
1282014.04.24 14:30close680.101.380900.000000.0000035.0213673.17
1292014.04.25 09:30sell690.101.384530.000000.00000
1302014.04.28 07:30sell700.101.387190.000000.00000
1312014.04.29 13:15close700.101.382640.000000.0000045.3613718.53
1322014.04.29 15:45close690.101.380760.000000.0000037.6813756.21
1332014.04.30 11:15sell710.101.384230.000000.00000
1342014.04.30 15:45sell720.101.386890.000000.00000
1352014.05.02 13:00close720.101.382880.000000.0000039.8413796.05
1362014.05.02 15:30sell730.101.386720.000000.00000
1372014.05.06 09:15sell740.201.392470.000000.00000
1382014.05.08 13:30close740.101.389210.000000.0000032.3413828.39
1392014.05.08 13:30sell750.101.392470.000000.00000
1402014.05.08 15:00close750.101.386400.000000.0000060.4413888.83
1412014.05.08 21:15close730.101.383860.000000.0000028.8213917.65
1422014.05.09 10:15close710.101.381120.000000.0000031.6813949.33
1432014.05.09 12:00close630.101.378330.000000.0000042.8013992.13
1442014.05.09 18:15close620.101.375540.000000.0000048.6214040.75
1452014.05.13 10:15close610.101.372160.000000.0000044.7014085.45
1462014.05.13 17:15close600.101.369070.000000.0000042.1614127.61
1472014.05.15 08:45close370.101.366830.000000.0000050.6414178.25
1482014.05.15 15:15sell760.101.371890.000000.00000
1492014.05.21 12:45close760.101.366570.000000.0000053.4214231.67
1502014.05.23 00:45close300.101.364540.000000.0000037.9814269.65
1512014.05.23 00:45sell770.101.367200.000000.00000
1522014.05.26 03:45close770.101.361830.000000.0000065.2014334.85
1532014.05.26 14:45sell780.101.365080.000000.00000
1542014.05.27 16:00close780.101.361780.000000.0000032.8614367.71
1552014.05.28 17:15close290.101.359120.000000.0000045.0814412.79
1562014.05.30 13:45sell790.101.362890.000000.00000
1572014.05.30 15:15sell800.101.364670.000000.00000
1582014.06.02 07:15close800.101.361640.000000.0000029.9214442.71
1592014.06.02 16:45close790.101.359120.000000.0000037.3214480.03
1602014.06.03 12:15sell810.101.364480.000000.00000
1612014.06.05 12:00close810.101.356950.000000.0000075.0414555.07
1622014.06.05 13:15close250.101.353820.000000.0000078.5814633.65
1632014.06.05 15:00sell820.101.361490.000000.00000
1642014.06.05 16:45sell830.101.363890.000000.00000
1652014.06.05 18:15sell840.101.365520.000000.00000
1662014.06.09 11:45close840.101.361610.000000.0000038.8414672.49
1672014.06.09 15:30close830.101.359050.000000.0000048.1414720.63
1682014.06.10 08:45close820.101.356410.000000.0000050.9014771.53
1692014.06.11 02:00buy850.101.352480.000000.00000
1702014.06.12 18:45close850.101.356790.000000.0000042.0514813.58
1712014.06.13 12:15buy860.101.353420.000000.00000
1722014.06.16 14:15close860.101.356830.000000.0000033.0514846.63
1732014.06.19 05:00sell870.101.359380.000000.00000
1742014.06.19 08:30sell880.101.363750.000000.00000
1752014.06.20 12:15close880.101.358710.000000.0000050.0214896.65
1762014.06.24 10:15sell890.101.361960.000000.00000
1772014.06.24 15:45close890.101.358710.000000.0000032.0014928.65
1782014.06.25 12:45sell900.101.363980.000000.00000
1792014.06.26 13:45close900.101.358070.000000.0000058.7214987.37
1802014.06.27 03:00sell910.101.362250.000000.00000
1812014.06.27 20:15sell920.101.364790.000000.00000
1822014.06.30 14:45sell930.101.367880.000000.00000
1832014.07.03 13:00close930.101.360290.000000.0000076.0015063.37
1842014.07.03 13:15close920.101.360650.000000.0000041.6215104.99
1852014.07.04 08:45close910.101.358970.000000.0000033.1415138.13
1862014.07.09 06:45sell940.101.362550.000000.00000
1872014.07.10 01:30sell950.101.364700.000000.00000
1882014.07.10 11:00close950.101.361430.000000.0000032.2015170.33
1892014.07.15 14:30close940.101.358380.000000.0000041.9215212.25
1902014.07.16 03:00close870.101.356450.000000.0000032.0415244.29
1912014.07.16 10:00buy960.101.353560.000000.00000
1922014.07.18 13:30buy970.101.349940.000000.00000
1932014.07.21 06:00close970.101.354180.000000.0000041.3515285.64
1942014.07.22 07:45buy980.101.350950.000000.00000
1952014.07.22 10:00buy990.101.348270.000000.00000
1962014.07.24 06:30buy1000.101.344690.000000.00000
1972014.07.25 13:15buy1010.101.342960.000000.00000
1982014.07.30 08:00buy1020.101.339860.000000.00000
1992014.07.30 13:15buy1030.101.337590.000000.00000
2002014.08.01 13:15close1030.101.341360.000000.0000036.1015321.74
2012014.08.01 14:45close1020.101.343420.000000.0000034.0015355.74
2022014.08.05 09:15buy1040.101.339580.000000.00000
2032014.08.05 14:30buy1050.101.336590.000000.00000
2042014.08.06 12:00buy1060.101.334270.000000.00000
2052014.08.06 18:00close1060.101.337780.000000.0000034.6015390.34
2062014.08.07 14:15buy1070.101.334400.000000.00000
2072014.08.08 07:00close1070.101.339380.000000.0000048.7515439.09
2082014.08.08 15:00close1050.101.341100.000000.0000042.9515482.04
2092014.08.12 01:15buy1080.101.336900.000000.00000
2102014.08.12 10:30buy1090.101.334190.000000.00000
2112014.08.13 12:45close1090.101.339720.000000.0000054.2515536.29
2122014.08.19 06:30buy1100.101.335010.000000.00000
2132014.08.19 13:15buy1110.101.332190.000000.00000
2142014.08.20 07:45buy1120.101.329070.000000.00000
2152014.08.20 18:15buy1130.101.326110.000000.00000
2162014.08.21 01:45buy1140.101.324560.000000.00000
2172014.08.21 15:30close1140.101.328010.000000.0000034.0015570.29
2182014.08.22 14:45buy1150.101.323630.000000.00000
2192014.08.25 00:15buy1160.101.320400.000000.00000
2202014.08.25 07:45buy1170.101.319200.000000.00000
2212014.08.26 21:45buy1180.101.316810.000000.00000
2222014.08.27 15:00close1180.101.320260.000000.0000033.4515603.74
2232014.08.28 13:45buy1190.101.316520.000000.00000
2242014.08.29 18:15buy1200.101.313980.000000.00000
2252014.09.02 09:30buy1210.101.311450.000000.00000
2262014.09.03 10:30close1210.101.315040.000000.0000034.8515638.59
2272014.09.04 12:30buy1220.301.304170.000000.00000
2282014.09.04 13:45buy1230.101.301930.000000.00000
2292014.09.04 14:30buy1240.101.300410.000000.00000
2302014.09.04 15:15buy1250.101.297000.000000.00000
2312014.09.04 16:30buy1260.201.293700.000000.00000
2322014.09.05 14:30close1260.101.296430.000000.0000026.2515664.84
2332014.09.05 14:30buy1270.101.293700.000000.00000
2342014.09.08 04:30buy1280.101.293650.000000.00000
2352014.09.08 18:30buy1290.101.290720.000000.00000
2362014.09.09 03:00buy1300.101.288230.000000.00000
2372014.09.09 16:45close1300.101.292270.000000.0000039.9015704.74
2382014.09.09 19:30close1290.101.294110.000000.0000031.7515736.49
2392014.09.10 13:15buy1310.101.290750.000000.00000
2402014.09.11 12:45close1310.101.294090.000000.0000032.3515768.84
2412014.09.12 16:45close1280.101.297570.000000.0000035.4015804.24
2422014.09.15 10:00buy1320.101.292380.000000.00000
2432014.09.15 12:15buy1330.101.291200.000000.00000
2442014.09.15 15:30close1330.101.294560.000000.0000033.1015837.34
2452014.09.16 17:15close1320.101.296540.000000.0000039.4515876.79
2462014.09.17 19:15buy1340.101.292290.000000.00000
2472014.09.17 19:30buy1350.201.288480.000000.00000
2482014.09.17 19:45buy1360.101.285980.000000.00000
2492014.09.18 09:00close1360.101.288890.000000.0000028.0515904.84
2502014.09.18 14:30close1350.101.291330.000000.0000027.4515932.29
2512014.09.18 14:30buy1370.101.288480.000000.00000
2522014.09.19 08:30buy1380.101.287580.000000.00000
2532014.09.19 11:15buy1390.101.286200.000000.00000
2542014.09.19 18:45buy1400.101.283660.000000.00000
2552014.09.22 07:00close1400.101.286350.000000.0000025.8515958.14
2562014.09.22 15:30buy1410.101.283070.000000.00000
2572014.09.23 09:00close1410.101.288180.000000.0000048.9516007.09
2582014.09.23 11:30close1390.101.289350.000000.0000028.8016035.89
2592014.09.23 15:45buy1420.101.286150.000000.00000
2602014.09.24 11:30buy1430.101.283370.000000.00000
2612014.09.24 13:15buy1440.101.280750.000000.00000
2622014.09.24 14:00buy1450.101.278770.000000.00000
2632014.09.25 06:30buy1460.101.275650.000000.00000
2642014.09.25 08:00buy1470.101.271740.000000.00000
2652014.09.25 08:15buy1480.101.271330.000000.00000
2662014.09.25 14:15close1480.101.274420.000000.0000030.4016066.29
2672014.09.29 05:48close at stop1470.101.266750.000000.00000-51.5016014.79
2682014.09.29 05:48close at stop1460.101.266750.000000.00000-90.6015924.19
2692014.09.29 05:48close at stop1450.101.266750.000000.00000-122.3515801.84
2702014.09.29 05:48close at stop1440.101.266750.000000.00000-142.1515659.69
2712014.09.29 05:48close at stop1430.101.266750.000000.00000-168.3515491.34
2722014.09.29 05:48close at stop1420.101.266750.000000.00000-196.7015294.64
2732014.09.29 05:48close at stop1380.101.266750.000000.00000-213.2015081.44
2742014.09.29 05:48close at stop1370.101.266750.000000.00000-223.3014858.14
2752014.09.29 05:48close at stop1340.101.266750.000000.00000-261.4014596.74
2762014.09.29 05:48close at stop1270.101.266750.000000.00000-282.6514314.09
2772014.09.29 05:48close at stop1250.101.266750.000000.00000-315.6513998.44
2782014.09.29 05:48close at stop1240.101.266750.000000.00000-349.7513648.69
2792014.09.29 05:48close at stop1230.101.266750.000000.00000-364.9513283.74
2802014.09.29 05:48close at stop1220.301.266750.000000.00000-1162.0512121.69
2812014.09.29 05:48close at stop1200.101.266750.000000.00000-488.7511632.94
2822014.09.29 05:48close at stop1190.101.266750.000000.00000-514.7011118.24
2832014.09.29 05:48close at stop1170.101.266750.000000.00000-544.2510573.99
2842014.09.29 05:48close at stop1160.101.266750.000000.00000-556.2510017.74
2852014.09.29 05:48close at stop1150.101.266750.000000.00000-589.109428.64
2862014.09.29 05:48close at stop1130.101.266750.000000.00000-615.008813.64
2872014.09.29 05:48close at stop1120.101.266750.000000.00000-644.608169.04
2882014.09.29 05:48close at stop1110.101.266750.000000.00000-676.357492.69
2892014.09.29 05:48close at stop1100.101.266750.000000.00000-704.556788.14
2902014.09.29 05:48close at stop1080.101.266750.000000.00000-727.306060.84
2912014.09.29 05:48close at stop1040.101.266750.000000.00000-757.955302.89
2922014.09.29 05:48close at stop1010.101.266750.000000.00000-797.804505.09
2932014.09.29 05:48close at stop1000.101.266750.000000.00000-815.653689.44
2942014.09.29 05:48close at stop990.101.266750.000000.00000-852.552836.89
2952014.09.29 05:48close at stop980.101.266750.000000.00000-879.351957.54
2962014.09.29 05:48close at stop960.101.266750.000000.00000-908.751048.79