Strategy Tester Report
SpaghettiFX_Trader_STM
FxPro.com-Demo01 (Build 509)

SymbolAUDUSD (Australian vs US Dollar)
Period4 Hours (H4) 2010.01.04 00:00 - 2013.11.22 20:00 (2010.01.01 - 2013.11.24)
ModelEvery tick (the most precise method based on all available least timeframes)
Parameterse_mail=""; note1="SPAGHETTI SETTINGS"; timeframe=240; spaghetti_fast_min=3; spaghetti_fast_max=15; spaghetti_slow_min=30; spaghetti_slow_max=60; note1a="O=SMA, 1=EMA, 2=SMMA, 3=LWMA, 4=HULLMA"; ma_method=1; note1b="O=C, 1=O, 2=H, 3=L, 4=MED, 5=TYP, 6=WEI"; ma_price=0; note2="STRATEGY SETTINGS"; note2a="0=STM; 1=Signal; 2=Trend; 3=BFT"; strategy=0; binary_key=224; confirmation_bars=3; lookback=30; stop_percent=50; target1_percent=50; target2_percent=100; breakeven_stop_percent=0; breakeven_target_percent=90; note3="MM SETTINGS"; hard_SL_pips=0; hard_TP_pips=0; lotsize1=0.1; lotsize2=0.1; slippage=5; note4="EA SETTINGS"; magic1=26112013; magic2=26112014; comment="Spaghetti Trader"; text_interface=false; show_lines=false;
Bars in test7068Ticks modelled70724040Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00
Total net profit4044.50Gross profit9640.65Gross loss-5596.15
Profit factor1.72Expected payoff27.70
Absolute drawdown64.14Maximal drawdown1344.59 (10.43%)Relative drawdown10.43% (1344.59)
Total trades146Short positions (won %)74 (32.43%)Long positions (won %)72 (62.50%)
Profit trades (% of total)69 (47.26%)Loss trades (% of total)77 (52.74%)
Largestprofit trade416.14loss trade-192.99
Averageprofit trade139.72loss trade-72.68
Maximumconsecutive wins (profit in money)7 (1160.63)consecutive losses (loss in money)7 (-415.87)
Maximalconsecutive profit (count of wins)1320.75 (6)consecutive loss (count of losses)-573.38 (5)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.01.04 20:00buy10.100.912420.000000.00000
22010.01.04 20:00buy20.100.912420.000000.00000
32010.01.11 00:00close10.100.928640.000000.00000165.9010165.90
42010.01.20 13:04close20.100.912190.000000.000006.1510172.04
52010.01.22 00:00sell30.100.899450.000000.00000
62010.01.22 00:00sell40.100.899450.000000.00000
72010.01.29 22:39close30.100.884920.000000.00000140.5310312.58
82010.02.04 18:09close40.100.870160.000000.00000284.0510596.62
92010.02.16 16:00buy50.100.898050.000000.00000
102010.02.16 16:00buy60.100.898050.000000.00000
112010.02.25 15:37close50.100.884350.000000.00000-131.1910465.43
122010.02.25 15:37close60.100.884350.000000.00000-131.1910334.24
132010.03.03 00:00buy70.100.903610.000000.00000
142010.03.03 00:00buy80.100.903610.000000.00000
152010.03.10 00:18close70.100.915060.000000.00000118.2010452.44
162010.03.19 16:36close80.100.915050.000000.00000123.9010576.34
172010.03.26 20:00sell90.100.900180.000000.00000
182010.03.26 20:00sell100.100.900180.000000.00000
192010.03.29 09:27close90.100.910180.000000.00000-100.6810475.66
202010.03.29 09:27close100.100.910180.000000.00000-100.6810374.98
212010.03.31 00:00buy110.100.919760.000000.00000
222010.03.31 00:00buy120.100.919760.000000.00000
232010.04.07 20:29close110.100.929260.000000.0000098.7010473.67
242010.04.12 09:37close120.100.929250.000000.00000101.2410574.91
252010.04.27 20:00sell130.100.918480.000000.00000
262010.04.27 20:00sell140.100.918480.000000.00000
272010.04.28 21:38close130.100.926360.000000.00000-79.4810495.43
282010.04.28 21:38close140.100.926360.000000.00000-79.4810415.95
292010.05.04 20:00sell150.100.911790.000000.00000
302010.05.04 20:00sell160.100.911790.000000.00000
312010.05.06 09:19close150.100.901720.000000.0000097.9810513.92
322010.05.06 18:38close160.100.891430.000000.00000200.8810714.80
332010.06.14 08:00buy170.100.856260.000000.00000
342010.06.14 08:00buy180.100.856260.000000.00000
352010.06.21 00:00close170.100.881960.000000.00000260.7010975.50
362010.06.29 11:38close180.100.856030.000000.000005.6210981.12
372010.06.30 20:00sell190.100.846650.000000.00000
382010.06.30 20:00sell200.100.846650.000000.00000
392010.07.02 00:36close190.100.846880.000000.00000-5.0210976.09
402010.07.02 00:36close200.100.846880.000000.00000-5.0210971.07
412010.07.09 00:00buy210.100.877480.000000.00000
422010.07.09 00:00buy220.100.877480.000000.00000
432010.07.26 18:37close210.100.900060.000000.00000233.7211204.79
442010.08.11 17:38close220.100.900060.000000.00000242.1711446.96
452010.08.16 12:00sell230.100.891200.000000.00000
462010.08.16 12:00sell240.100.891200.000000.00000
472010.08.17 18:19close230.100.905310.000000.00000-141.7811305.18
482010.08.17 18:19close240.100.905310.000000.00000-141.7811163.39
492010.09.02 04:00buy250.100.909200.000000.00000
502010.09.02 04:00buy260.100.909200.000000.00000
512010.09.09 04:28close250.100.921240.000000.00000124.1011287.49
522010.09.13 16:36close260.100.933500.000000.00000247.7511535.24
532010.10.28 04:00sell270.100.974900.000000.00000
542010.10.28 04:00sell280.100.974900.000000.00000
552010.11.01 00:04close270.100.986370.000000.00000-116.0611419.18
562010.11.01 00:04close280.100.986370.000000.00000-116.0611303.12
572010.11.02 04:00buy290.100.987290.000000.00000
582010.11.02 04:00buy300.100.987290.000000.00000
592010.11.02 05:32close290.100.998040.000000.00000107.5011410.62
602010.11.04 11:08close300.101.009010.000000.00000219.3111629.93
612010.11.15 12:00sell310.100.985710.000000.00000
622010.11.15 12:00sell320.100.985710.000000.00000
632010.11.26 08:27close310.100.970140.000000.00000146.8511776.78
642010.12.01 03:38close320.100.954340.000000.00000302.8012079.58
652010.12.06 20:00buy330.100.988770.000000.00000
662010.12.06 20:00buy340.100.988770.000000.00000
672010.12.23 18:37close330.101.006030.000000.00000182.6312262.21
682010.12.31 17:30close340.101.023510.000000.00000361.6612623.87
692011.01.07 00:00sell350.100.994090.000000.00000
702011.01.07 00:00sell360.100.994090.000000.00000
712011.02.01 16:00close350.101.007470.000000.00000-149.4612474.41
722011.02.01 16:00close360.101.007470.000000.00000-149.4612324.94
732011.02.01 16:00buy370.101.007470.000000.00000
742011.02.01 16:00buy380.101.007470.000000.00000
752011.02.01 16:00buy390.101.007470.000000.00000
762011.02.01 16:00buy400.101.007470.000000.00000
772011.02.04 02:38close390.101.017620.000000.00000104.1412429.08
782011.02.04 02:38close370.101.017620.000000.00000104.1412533.22
792011.02.10 06:39close400.101.007240.000000.000003.5112536.73
802011.02.10 06:39close380.101.007240.000000.000003.5112540.24
812011.02.16 04:00sell410.100.998670.000000.00000
822011.02.16 04:00sell420.100.998670.000000.00000
832011.02.17 15:03close410.101.006700.000000.00000-82.3412457.90
842011.02.17 15:03close420.101.006700.000000.00000-82.3412375.55
852011.02.18 16:00buy430.101.011190.000000.00000
862011.02.18 16:00buy440.101.011190.000000.00000
872011.02.22 05:26close430.101.002580.000000.00000-85.0412290.51
882011.02.22 05:26close440.101.002580.000000.00000-85.0412205.47
892011.02.23 12:00sell450.101.002570.000000.00000
902011.02.23 12:00sell460.101.002570.000000.00000
912011.02.24 16:19close450.101.009380.000000.00000-70.1412135.32
922011.02.24 16:19close460.101.009380.000000.00000-70.1412065.18
932011.02.25 12:00buy470.101.011010.000000.00000
942011.02.25 12:00buy480.101.011010.000000.00000
952011.02.28 07:38close470.101.017870.000000.0000069.1312134.31
962011.03.02 03:38close480.101.010780.000000.00000-0.7212133.59
972011.03.10 16:00sell490.101.002220.000000.00000
982011.03.10 16:00sell500.101.002220.000000.00000
992011.03.11 18:38close490.101.010580.000000.00000-84.2812049.31
1002011.03.11 18:38close500.101.010580.000000.00000-84.2811965.03
1012011.03.23 12:00buy510.101.011100.000000.00000
1022011.03.23 12:00buy520.101.011100.000000.00000
1032011.03.28 10:39close510.101.031200.000000.00000203.6412168.67
1042011.04.08 06:38close520.101.051520.000000.00000413.7012582.37
1052011.05.11 16:00buy530.101.084020.000000.00000
1062011.05.11 16:00buy540.101.084020.000000.00000
1072011.05.11 19:32close530.101.068670.000000.00000-153.5012428.87
1082011.05.11 19:32close540.101.068670.000000.00000-153.5012275.37
1092011.05.12 16:00sell550.101.062160.000000.00000
1102011.05.12 16:00sell560.101.062160.000000.00000
1112011.05.23 18:18close550.101.049050.000000.00000124.9712400.34
1122011.05.26 16:36close560.101.062390.000000.00000-11.8312388.51
1132011.06.01 16:00buy570.101.074380.000000.00000
1142011.06.01 16:00buy580.101.074380.000000.00000
1152011.06.01 22:43close570.101.062360.000000.00000-120.2012268.31
1162011.06.01 22:43close580.101.062360.000000.00000-120.2012148.11
1172011.06.10 00:00sell590.101.062340.000000.00000
1182011.06.10 00:00sell600.101.062340.000000.00000
1192011.06.10 17:49close590.101.055010.000000.0000073.3012221.41
1202011.06.13 21:19close600.101.062570.000000.00000-2.9812218.43
1212011.06.30 16:00buy610.101.074140.000000.00000
1222011.06.30 16:00buy620.101.074140.000000.00000
1232011.07.12 10:13close610.101.056450.000000.00000-171.6212046.81
1242011.07.12 10:13close620.101.056450.000000.00000-171.6211875.19
1252011.07.18 20:00sell630.101.057780.000000.00000
1262011.07.18 20:00sell640.101.057780.000000.00000
1272011.07.19 12:19close630.101.069070.000000.00000-113.5811761.61
1282011.07.19 12:19close640.101.069070.000000.00000-113.5811648.03
1292011.07.20 16:00buy650.101.074560.000000.00000
1302011.07.20 16:00buy660.101.074560.000000.00000
1312011.07.21 17:19close650.101.083510.000000.0000091.0811739.11
1322011.07.26 09:18close660.101.092680.000000.00000184.3711923.48
1332011.08.04 12:00sell670.101.064480.000000.00000
1342011.08.04 12:00sell680.101.064480.000000.00000
1352011.08.05 01:48close670.101.043720.000000.00000206.9212130.40
1362011.08.08 21:48close680.101.022730.000000.00000416.1412546.54
1372011.08.26 20:00buy690.101.058100.000000.00000
1382011.08.26 20:00buy700.101.058100.000000.00000
1392011.08.30 18:32close690.101.068750.000000.00000107.5612654.09
1402011.09.05 03:48close700.101.057870.000000.000001.9212656.02
1412011.09.12 08:00sell710.101.034790.000000.00000
1422011.09.12 08:00sell720.101.034790.000000.00000
1432011.09.14 08:32close710.101.019390.000000.00000152.6412808.65
1442011.09.16 07:18close720.101.035020.000000.00000-6.3912802.27
1452011.10.12 20:00buy730.101.019230.000000.00000
1462011.10.12 20:00buy740.101.019230.000000.00000
1472011.10.24 20:14close730.101.047440.000000.00000288.4413090.70
1482011.11.01 05:49close740.101.047440.000000.00000292.6613383.36
1492011.11.09 20:00sell750.101.019400.000000.00000
1502011.11.09 20:00sell760.101.019400.000000.00000
1512011.11.10 09:02close750.101.007040.000000.00000121.5613504.92
1522011.11.10 15:43close760.101.019630.000000.00000-4.3413500.58
1532011.12.01 08:00buy770.101.022880.000000.00000
1542011.12.01 08:00buy780.101.022880.000000.00000
1552011.12.14 12:00close770.101.003000.000000.00000-192.9913307.59
1562011.12.14 12:00close780.101.003000.000000.00000-192.9913114.59
1572011.12.14 12:00sell790.101.003000.000000.00000
1582011.12.14 12:00sell800.101.003000.000000.00000
1592011.12.14 12:00sell810.101.003000.000000.00000
1602011.12.14 12:00sell820.101.003000.000000.00000
1612011.12.20 15:44close810.101.003230.000000.00000-6.3913108.21
1622011.12.20 15:44close790.101.003230.000000.00000-6.3913101.82
1632011.12.20 15:44close820.101.003230.000000.00000-6.3913095.44
1642011.12.20 15:44close800.101.003230.000000.00000-6.3913089.05
1652011.12.23 04:00buy830.101.016980.000000.00000
1662011.12.23 04:00buy840.101.016980.000000.00000
1672012.01.03 11:44close830.101.031010.000000.00000145.0513234.10
1682012.01.09 02:43close840.101.016750.000000.000005.6213239.72
1692012.02.22 20:00sell850.101.062480.000000.00000
1702012.02.22 20:00sell860.101.062480.000000.00000
1712012.02.24 00:31close850.101.072240.000000.00000-100.3213139.40
1722012.02.24 00:31close860.101.072240.000000.00000-100.3213039.07
1732012.02.28 12:00buy870.101.076950.000000.00000
1742012.02.28 12:00buy880.101.076950.000000.00000
1752012.02.29 12:49close870.101.085250.000000.0000083.5313122.60
1762012.02.29 17:45close880.101.076720.000000.00000-1.7713120.83
1772012.03.06 12:00sell890.101.060450.000000.00000
1782012.03.06 12:00sell900.101.060450.000000.00000
1792012.03.12 16:31close890.101.048110.000000.00000119.3113240.14
1802012.03.19 00:19close900.101.060680.000000.00000-11.1513228.99
1812012.04.18 04:00buy910.101.041370.000000.00000
1822012.04.18 04:00buy920.101.041370.000000.00000
1832012.04.18 16:07close910.101.034070.000000.00000-73.0013155.99
1842012.04.18 16:07close920.101.034070.000000.00000-73.0013082.99
1852012.04.20 16:00sell930.101.035300.000000.00000
1862012.04.20 16:00sell940.101.035300.000000.00000
1872012.04.23 10:07close930.101.032300.000000.0000029.3213112.31
1882012.04.23 12:18close940.101.029070.000000.0000061.6213173.93
1892012.04.23 20:00sell950.101.029300.000000.00000
1902012.04.23 20:00sell960.101.029300.000000.00000
1912012.04.25 22:01close950.101.035760.000000.00000-65.9613107.97
1922012.04.25 22:01close960.101.035760.000000.00000-65.9613042.00
1932012.04.27 12:00buy970.101.039880.000000.00000
1942012.04.27 12:00buy980.101.039880.000000.00000
1952012.04.27 20:31close970.101.047150.000000.0000072.7013114.70
1962012.05.01 07:02close980.101.039650.000000.00000-1.2413113.46
1972012.05.03 08:00sell990.101.030390.000000.00000
1982012.05.03 08:00sell1000.101.030390.000000.00000
1992012.05.04 15:49close990.101.022130.000000.0000081.9213195.38
2002012.05.07 01:18close1000.101.013650.000000.00000166.0413361.42
2012012.06.07 20:00buy1010.100.993710.000000.00000
2022012.06.07 20:00buy1020.100.993710.000000.00000
2032012.06.18 00:00close1010.101.011250.000000.00000180.1513541.57
2042012.07.03 18:43close1020.101.029010.000000.00000365.6713907.24
2052012.07.18 00:00buy1030.101.031820.000000.00000
2062012.07.18 00:00buy1040.101.031820.000000.00000
2072012.07.19 13:18close1030.101.042410.000000.00000107.4814014.73
2082012.07.23 04:19close1040.101.031590.000000.000000.3414015.07
2092012.08.17 20:00sell1050.101.041850.000000.00000
2102012.08.17 20:00sell1060.101.041850.000000.00000
2112012.08.21 09:48close1050.101.049810.000000.00000-80.9613934.10
2122012.08.21 09:48close1060.101.049810.000000.00000-80.9613853.14
2132012.09.12 04:00buy1070.101.044230.000000.00000
2142012.09.12 04:00buy1080.101.044230.000000.00000
2152012.09.14 04:50close1070.101.057760.000000.00000137.4113990.55
2162012.09.18 04:32close1080.101.044000.000000.000000.8713991.42
2172012.09.26 16:00sell1090.101.034910.000000.00000
2182012.09.26 16:00sell1100.101.034910.000000.00000
2192012.09.27 18:48close1090.101.043600.000000.00000-88.9413902.48
2202012.09.27 18:48close1100.101.043600.000000.00000-88.9413813.54
2212012.10.01 16:00sell1110.101.037780.000000.00000
2222012.10.01 16:00sell1120.101.037780.000000.00000
2232012.10.02 07:38close1110.101.033230.000000.0000044.8213858.35
2242012.10.02 19:48close1120.101.028450.000000.0000092.6213950.97
2252012.10.18 04:00buy1130.101.037410.000000.00000
2262012.10.18 04:00buy1140.101.037410.000000.00000
2272012.10.23 13:19close1130.101.028650.000000.00000-86.0213864.96
2282012.10.23 13:19close1140.101.028650.000000.00000-86.0213778.94
2292012.11.16 04:00sell1150.101.033400.000000.00000
2302012.11.16 04:00sell1160.101.033400.000000.00000
2312012.11.19 12:48close1150.101.039820.000000.00000-64.8813714.06
2322012.11.19 12:48close1160.101.039820.000000.00000-64.8813649.18
2332012.11.26 00:00buy1170.101.045850.000000.00000
2342012.11.26 00:00buy1180.101.045850.000000.00000
2352012.12.03 02:45close1170.101.039680.000000.00000-58.0013591.18
2362012.12.03 02:45close1180.101.039680.000000.00000-58.0013533.17
2372012.12.21 16:00sell1190.101.042690.000000.00000
2382012.12.21 16:00sell1200.101.042690.000000.00000
2392012.12.26 18:18close1190.101.035480.000000.0000070.0613603.23
2402013.01.02 08:00close1200.101.047490.000000.00000-54.8113548.42
2412013.01.07 20:00buy1210.101.048960.000000.00000
2422013.01.07 20:00buy1220.101.048960.000000.00000
2432013.01.10 04:16close1210.101.054920.000000.0000062.2413610.66
2442013.01.18 16:49close1220.101.048730.000000.000004.5613615.22
2452013.01.25 08:00sell1230.101.044790.000000.00000
2462013.01.25 08:00sell1240.101.044790.000000.00000
2472013.01.29 04:14close1230.101.045020.000000.00000-3.6613611.56
2482013.01.29 04:14close1240.101.045020.000000.00000-3.6613607.90
2492013.03.13 00:00buy1250.101.032320.000000.00000
2502013.03.13 00:00buy1260.101.032320.000000.00000
2512013.03.14 03:03close1250.101.037980.000000.0000058.1813666.08
2522013.03.21 14:19close1260.101.043870.000000.00000120.7813786.86
2532013.04.10 08:00buy1270.101.050740.000000.00000
2542013.04.10 08:00buy1280.101.050740.000000.00000
2552013.04.12 17:45close1270.101.050510.000000.00000-0.1913786.67
2562013.04.12 17:45close1280.101.050510.000000.00000-0.1913786.49
2572013.04.16 20:00sell1290.101.037090.000000.00000
2582013.04.16 20:00sell1300.101.037090.000000.00000
2592013.04.22 03:39close1290.101.026800.000000.0000098.8113885.30
2602013.04.30 08:19close1300.101.037320.000000.00000-11.8313873.47
2612013.06.20 12:00sell1310.100.920580.000000.00000
2622013.06.20 12:00sell1320.100.920580.000000.00000
2632013.07.16 11:49close1310.100.920810.000000.00000-18.6413854.82
2642013.07.16 11:49close1320.100.920810.000000.00000-18.6413836.18
2652013.07.18 00:00buy1330.100.923700.000000.00000
2662013.07.18 00:00buy1340.100.923700.000000.00000
2672013.07.30 06:14close1330.100.911600.000000.00000-115.7213720.46
2682013.07.30 06:14close1340.100.911600.000000.00000-115.7213604.74
2692013.07.31 00:00sell1350.100.906100.000000.00000
2702013.07.31 00:00sell1360.100.906100.000000.00000
2712013.08.01 00:49close1350.100.893540.000000.00000123.5613728.30
2722013.08.08 06:19close1360.100.906330.000000.00000-9.1113719.19
2732013.08.12 08:00buy1370.100.920460.000000.00000
2742013.08.12 08:00buy1380.100.920460.000000.00000
2752013.08.20 09:49close1370.100.904240.000000.00000-157.9813561.21
2762013.08.20 09:49close1380.100.904240.000000.00000-157.9813403.23
2772013.08.21 20:00sell1390.100.902640.000000.00000
2782013.08.21 20:00sell1400.100.902640.000000.00000
2792013.08.22 15:51close1390.100.902870.000000.00000-4.3413398.89
2802013.08.22 15:51close1400.100.902870.000000.00000-4.3413394.55
2812013.09.05 00:00buy1410.100.917320.000000.00000
2822013.09.05 00:00buy1420.100.917320.000000.00000
2832013.09.10 17:24close1410.100.931070.000000.00000139.0813533.63
2842013.09.18 21:07close1420.100.945050.000000.00000283.1113816.74
2852013.10.30 08:00sell1430.100.948940.000000.00000
2862013.10.30 08:00sell1440.100.948940.000000.00000
2872013.11.08 15:40close1430.100.940130.000000.0000080.6113897.35
2882013.11.12 18:23close1440.100.931100.000000.00000169.5514066.90
2892013.11.22 16:00sell1450.100.916070.000000.00000
2902013.11.22 16:00sell1460.100.916070.000000.00000
2912013.11.22 23:59close at stop1460.100.917190.000000.00000-11.2014055.70
2922013.11.22 23:59close at stop1450.100.917190.000000.00000-11.2014044.50