Strategy Tester: Inertia Trader
Strategy Tester Report
Inertia Trader
(Build 1010)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2004.01.01 00:00 - 2016.08.30 23:59 (2004.01.01 - 2016.09.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLot=0; MMLot=0.1; MaxOpenOrders=3; CommentField="Inertia Trader"; MagicNumber=37100578; MaxSpread=4; MaxSlippage=4;
Bars in test949575Ticks modelled173177703Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread10
Total net profit11108587.44Gross profit26646181.48Gross loss-15537594.05
Profit factor1.71Expected payoff9462.17
Absolute drawdown30.83Maximal drawdown1068960.00 (13.75%)Relative drawdown54.02% (13341.65)
Total trades1174Short positions (won %)597 (52.43%)Long positions (won %)577 (49.74%)
Profit trades (% of total)600 (51.11%)Loss trades (% of total)574 (48.89%)
Largestprofit trade205000.00loss trade-120800.00
Averageprofit trade44410.30loss trade-27068.98
Maximumconsecutive wins (profit in money)15 (3800.46)consecutive losses (loss in money)15 (-626834.25)
Maximalconsecutive profit (count of wins)1383728.00 (9)consecutive loss (count of losses)-739160.00 (8)
Averageconsecutive wins4consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12004.01.08 14:00buy10.101.273280.000000.00000
22004.01.08 14:00modify10.101.273281.268471.29113
32004.01.09 13:33close10.101.280931.268471.2911376.371076.37
42004.01.09 13:35buy20.111.284280.000000.00000
52004.01.09 13:35modify20.111.284281.280381.30061
62004.01.09 14:01s/l20.111.280381.280381.30061-42.901033.47
72004.01.28 19:25sell30.101.252230.000000.00000
82004.01.28 19:25modify30.101.252231.255491.23697
92004.01.28 19:30sell40.101.248980.000000.00000
102004.01.28 19:30modify40.101.248981.253611.23143
112004.01.28 19:35sell50.101.247930.000000.00000
122004.01.28 19:35modify50.101.247931.252561.23038
132004.01.28 19:35close30.101.247871.255491.2369743.601077.07
142004.01.28 19:40sell60.101.248200.000000.00000
152004.01.28 19:40modify60.101.248201.253151.23011
162004.01.28 22:39close40.101.241421.253611.2314375.601152.67
172004.01.29 09:48s/l50.101.252561.252561.23038-46.171106.50
182004.01.29 15:43close60.101.239481.253151.2301187.331193.82
192004.02.06 13:50buy70.121.267870.000000.00000
202004.02.06 13:50modify70.121.267871.263431.28510
212004.02.06 13:55buy80.121.266790.000000.00000
222004.02.06 13:55modify80.121.266791.262151.28436
232004.02.06 14:00buy90.111.266320.000000.00000
242004.02.06 14:00modify90.111.266321.261681.28389
252004.02.08 22:00s/l70.121.263431.263431.28510-53.281140.54
262004.02.08 22:00s/l80.121.262151.262151.28436-55.681084.86
272004.02.08 22:00s/l90.111.261681.261681.28389-51.041033.82
282004.02.11 16:10buy100.101.276150.000000.00000
292004.02.11 16:10modify100.101.276151.272901.29141
302004.02.11 16:30buy110.101.279470.000000.00000
312004.02.11 16:30modify110.101.279471.275391.29610
322004.02.11 16:35buy120.101.279190.000000.00000
332004.02.11 16:35modify120.101.279191.275031.29596
342004.02.11 16:36close100.101.280801.272901.2914146.501080.32
352004.02.11 16:40buy130.101.279780.000000.00000
362004.02.11 16:40modify130.101.279781.275141.29734
372004.02.13 13:30close120.101.286551.275031.2959673.081153.40
382004.02.13 13:30close110.101.286551.275391.2961070.281223.68
392004.02.13 13:39close130.101.287341.275141.2973475.081298.76
402004.02.13 15:35sell140.131.279330.000000.00000
412004.02.13 15:35modify140.131.279331.282411.26437
422004.02.13 15:40sell150.131.278720.000000.00000
432004.02.13 15:40modify150.131.278721.281801.26376
442004.02.13 15:45sell160.131.276950.000000.00000
452004.02.13 15:45modify160.131.276951.280611.26102
462004.02.13 16:28close140.131.275291.282411.2643752.521351.28
472004.02.13 16:29close150.131.273821.281801.2637663.701414.98
482004.02.16 15:45close160.131.277881.280611.26102-12.041402.95
492004.02.17 07:30buy170.141.283070.000000.00000
502004.02.17 07:30modify170.141.283071.280681.29689
512004.02.17 11:05close170.141.286791.280681.2968952.081455.03
522004.02.25 15:30sell180.151.253670.000000.00000
532004.02.25 15:30modify180.151.253671.258191.23630
542004.02.25 15:45sell190.141.253440.000000.00000
552004.02.25 15:45modify190.141.253441.258061.23591
562004.02.26 08:26close180.151.246031.258191.23630114.791569.82
572004.02.26 08:26close190.141.245641.258061.23591109.381679.19
582004.03.02 16:00sell200.171.228120.000000.00000
592004.03.02 16:00modify200.171.228121.233201.20982
602004.03.02 17:50close200.171.219621.233201.20982144.501823.69
612004.03.11 11:30buy210.181.229850.000000.00000
622004.03.11 11:30modify210.181.229851.225971.24615
632004.03.11 11:44s/l210.181.225971.225971.24615-69.841753.85
642004.03.18 14:35buy220.181.233680.000000.00000
652004.03.18 14:35modify220.181.233681.230221.24927
662004.03.18 16:04close220.181.238821.230221.2492792.521846.37
672004.04.13 06:40sell230.181.201220.000000.00000
682004.04.13 06:40modify230.181.201221.203351.18784
692004.04.13 06:45sell240.181.200730.000000.00000
702004.04.13 06:45modify240.181.200731.202861.18735
712004.04.13 06:50sell250.181.200600.000000.00000
722004.04.13 06:50modify250.181.200601.202871.18699
732004.04.13 07:14close230.181.197501.203351.1878466.961913.33
742004.04.13 07:15sell260.191.197640.000000.00000
752004.04.13 07:15modify260.191.197641.200701.18270
762004.04.13 07:26s/l260.191.200701.200701.18270-58.141855.19
772004.04.13 10:47close240.181.197291.202861.1873561.921917.11
782004.04.13 10:48close250.181.197091.202871.1869963.181980.29
792004.05.27 13:20buy270.201.225820.000000.00000
802004.05.27 13:20modify270.201.225821.221061.24358
812004.05.27 13:25buy280.191.225100.000000.00000
822004.05.27 13:25modify280.191.225101.220181.24313
832004.05.28 14:29s/l270.201.221061.221061.24358-95.461884.83
842004.05.28 15:40s/l280.191.220181.220181.24313-93.731791.10
852004.07.02 12:30buy290.181.224620.000000.00000
862004.07.02 12:30modify290.181.224621.221651.23940
872004.07.02 12:35buy300.181.226320.000000.00000
882004.07.02 12:35modify300.181.226321.222561.24242
892004.07.02 12:40buy310.181.226640.000000.00000
902004.07.02 12:40modify310.181.226641.222881.24274
912004.07.02 13:40close290.181.229331.221651.2394084.781875.88
922004.07.02 16:51close300.181.232101.222561.24242104.041979.92
932004.07.04 21:20close310.181.232441.222881.24274104.402084.32
942004.07.20 19:10sell320.211.230930.000000.00000
952004.07.20 19:10modify320.211.230931.234961.21437
962004.07.20 19:15sell330.201.230750.000000.00000
972004.07.20 19:15modify330.201.230751.235051.21375
982004.07.21 14:33close320.211.224381.234961.21437137.642221.96
992004.07.21 14:34close330.201.222961.235051.21375155.882377.85
1002004.07.27 14:45sell340.241.206110.000000.00000
1012004.07.27 14:45modify340.241.206111.209671.19034
1022004.07.28 13:59close340.241.200281.209671.19034140.022517.87
1032004.08.10 18:50sell350.251.224810.000000.00000
1042004.08.10 18:50modify350.251.224811.226841.21159
1052004.08.10 18:55sell360.251.224120.000000.00000
1062004.08.10 18:55modify360.251.224121.226291.21067
1072004.08.10 19:00sell370.251.223270.000000.00000
1082004.08.10 19:00modify370.251.223271.225811.20921
1092004.08.11 08:44close350.251.221531.226841.2115982.112599.97
1102004.08.11 13:27close360.251.220081.226291.21067101.112701.08
1112004.08.12 08:13s/l370.251.225811.225811.20921-63.082638.00
1122004.08.13 12:45buy380.261.229500.000000.00000
1132004.08.13 12:45modify380.261.229501.226011.24515
1142004.08.13 12:50buy390.261.231800.000000.00000
1152004.08.13 12:50modify390.261.231801.227741.24840
1162004.08.13 12:55buy400.261.231350.000000.00000
1172004.08.13 12:55modify400.261.231351.227291.24795
1182004.08.13 14:42close380.261.234981.226011.24515142.482780.48
1192004.08.15 21:49close400.261.237881.227291.24795169.782950.26
1202004.08.16 12:50close390.261.235791.227741.24840103.403053.66
1212004.09.03 12:45sell410.311.211120.000000.00000
1222004.09.03 12:45modify410.311.211121.213541.19725
1232004.09.03 12:50sell420.301.211310.000000.00000
1242004.09.03 12:50modify420.301.211311.213731.19744
1252004.09.03 13:00sell430.301.209640.000000.00000
1262004.09.03 13:00modify430.301.209641.212281.19540
1272004.09.03 14:29close420.301.207571.213731.19744112.203165.86
1282004.09.03 14:29close410.311.207241.213541.19725120.283286.14
1292004.09.03 15:00close430.301.205431.212281.19540126.303412.44
1302004.09.08 14:45buy440.341.209550.000000.00000
1312004.09.08 14:45modify440.341.209551.207101.22347
1322004.09.08 14:50buy450.341.211880.000000.00000
1332004.09.08 14:50modify450.341.211881.209211.22617
1342004.09.08 14:55buy460.331.211310.000000.00000
1352004.09.08 14:55modify460.331.211311.208451.22590
1362004.09.08 15:20close440.341.213361.207101.22347129.543541.98
1372004.09.08 15:20buy470.351.213460.000000.00000
1382004.09.08 15:20modify470.351.213461.210391.22841
1392004.09.08 15:25close460.331.215901.208451.22590151.473693.45
1402004.09.08 15:25buy480.381.216000.000000.00000
1412004.09.08 15:25modify480.381.216001.212341.23194
1422004.09.08 15:29close450.341.216401.209211.22617153.683847.13
1432004.09.08 15:30buy490.381.216540.000000.00000
1442004.09.08 15:30modify490.381.216541.212641.23288
1452004.09.08 18:48close470.351.218331.210391.22841170.454017.58
1462004.09.09 21:03close480.381.222021.212341.23194227.284244.86
1472004.09.09 21:12close490.381.222461.212641.23288223.484468.34
1482004.09.10 13:00buy500.451.229250.000000.00000
1492004.09.10 13:00modify500.451.229251.226071.24438
1502004.09.10 19:38s/l500.451.226071.226071.24438-143.104325.24
1512004.09.21 18:25buy510.431.232770.000000.00000
1522004.09.21 18:25modify510.431.232771.228121.25036
1532004.09.21 18:30buy520.421.232610.000000.00000
1542004.09.21 18:30modify520.421.232611.227961.25020
1552004.09.21 18:35buy530.411.232520.000000.00000
1562004.09.21 18:35modify530.411.232521.227871.25011
1572004.09.22 10:10s/l510.431.228121.228121.25036-200.514124.73
1582004.09.22 10:10s/l520.421.227961.227961.25020-195.853928.88
1592004.09.22 10:10s/l530.411.227871.227871.25011-191.183737.70
1602004.09.30 11:50buy540.371.241080.000000.00000
1612004.09.30 11:50modify540.371.241081.238461.25528
1622004.09.30 12:00buy550.371.241010.000000.00000
1632004.09.30 12:00modify550.371.241011.238001.25586
1642004.09.30 12:05buy560.361.241050.000000.00000
1652004.09.30 12:05modify560.361.241051.238041.25590
1662004.10.01 11:03s/l540.371.238461.238461.25528-97.423640.28
1672004.10.03 21:00close560.361.238791.238041.25590-81.833558.45
1682004.10.03 21:00close550.371.238791.238001.25586-82.623475.83
1692004.10.08 12:35buy570.351.237670.000000.00000
1702004.10.08 12:35modify570.351.237671.234981.25199
1712004.10.08 12:40buy580.341.236370.000000.00000
1722004.10.08 12:40modify580.341.236371.233611.25081
1732004.10.08 12:45buy590.341.238600.000000.00000
1742004.10.08 12:45modify590.341.238601.235761.25317
1752004.10.08 13:51close580.341.240661.233611.25081145.863621.69
1762004.10.08 15:50close570.351.241861.234981.25199146.653768.34
1772004.10.11 12:45close590.341.238511.235761.25317-3.503764.84
1782004.10.13 17:55buy600.381.234840.000000.00000
1792004.10.13 17:55modify600.381.234841.231251.25065
1802004.10.13 18:00buy610.371.233970.000000.00000
1812004.10.13 18:00modify610.371.233971.230381.24978
1822004.10.13 18:05buy620.351.233540.000000.00000
1832004.10.13 18:05modify620.351.233541.229951.24935
1842004.10.14 12:30close620.351.239981.229951.24935224.033988.87
1852004.10.14 12:30close610.371.239981.230381.24978220.934209.80
1862004.10.14 12:31close600.381.240931.231251.25065229.944439.74
1872004.10.15 13:20buy630.441.246490.000000.00000
1882004.10.15 13:20modify630.441.246491.243071.26203
1892004.10.18 13:03close630.441.252001.243071.26203241.874681.60
1902004.10.27 15:45sell640.471.270950.000000.00000
1912004.10.27 15:45modify640.471.270951.273811.25635
1922004.10.28 06:51s/l640.471.273811.273811.25635-133.834547.78
1932004.11.02 20:25buy650.451.271440.000000.00000
1942004.11.02 20:25modify650.451.271441.269171.28506
1952004.11.02 20:30buy660.451.271770.000000.00000
1962004.11.02 20:30modify660.451.271771.269501.28539
1972004.11.02 20:35buy670.441.271540.000000.00000
1982004.11.02 20:35modify670.441.271541.269271.28516
1992004.11.02 23:40sell680.421.271220.000000.00000
2002004.11.02 23:40modify680.421.271221.273571.25747
2012004.11.02 23:45sell690.431.271240.000000.00000
2022004.11.02 23:45modify690.431.271241.273591.25749
2032004.11.02 23:50sell700.441.271260.000000.00000
2042004.11.02 23:50modify700.441.271261.273611.25751
2052004.11.03 02:08s/l660.451.269501.269501.28539-102.734445.04
2062004.11.03 02:08s/l670.441.269271.269271.28516-100.454344.59
2072004.11.03 02:09s/l650.451.269171.269171.28506-102.734241.85
2082004.11.03 02:21close690.431.267501.273591.25749161.004402.85
2092004.11.03 02:21close680.421.267501.273571.25747156.424559.27
2102004.11.03 02:21close700.441.268041.273611.25751141.864701.14
2112004.11.05 14:40buy710.471.286420.000000.00000
2122004.11.05 14:40modify710.471.286421.282541.30272
2132004.11.05 14:45buy720.461.287390.000000.00000
2142004.11.05 14:45modify720.461.287391.283511.30369
2152004.11.05 14:50buy730.461.287500.000000.00000
2162004.11.05 14:50modify730.461.287501.283621.30380
2172004.11.05 16:02close710.471.292401.282541.30272281.064982.20
2182004.11.05 16:17close730.461.293211.283621.30380262.665244.86
2192004.11.05 16:17close720.461.293211.283511.30369267.725512.58
2202004.11.10 15:20sell740.551.286520.000000.00000
2212004.11.10 15:20modify740.551.286521.290501.27006
2222004.11.10 15:25sell750.541.286300.000000.00000
2232004.11.10 15:25modify750.541.286301.290501.26947
2242004.11.10 15:50s/l740.551.290501.290501.27006-218.905293.68
2252004.11.10 15:50s/l750.541.290501.290501.26947-226.805066.88
2262004.11.10 16:05buy760.511.290890.000000.00000
2272004.11.10 16:05modify760.511.290891.286691.30772
2282004.11.10 16:10buy770.501.291150.000000.00000
2292004.11.10 16:10modify770.501.291151.286951.30798
2302004.11.10 17:51s/l770.501.286951.286951.30798-210.004856.88
2312004.11.10 17:51s/l760.511.286691.286691.30772-214.204642.68
2322004.11.23 10:45buy780.461.304750.000000.00000
2332004.11.23 10:45modify780.461.304751.302591.31818
2342004.11.23 10:50buy790.461.305080.000000.00000
2352004.11.23 10:50modify790.461.305081.302891.31857
2362004.11.23 11:00buy800.451.305040.000000.00000
2372004.11.23 11:00modify800.451.305041.302851.31853
2382004.11.23 11:05s/l790.461.302891.302891.31857-100.744541.94
2392004.11.23 11:05buy810.421.302960.000000.00000
2402004.11.23 11:05modify810.421.302961.300381.31709
2412004.11.23 11:05s/l780.461.302591.302591.31818-99.364442.58
2422004.11.23 11:05s/l800.451.302851.302851.31853-98.554344.03
2432004.11.23 12:30close810.421.306661.300381.31709155.404499.43
2442004.11.26 08:25sell820.451.325290.000000.00000
2452004.11.26 08:25modify820.451.325291.328551.31002
2462004.11.26 08:30sell830.441.324490.000000.00000
2472004.11.26 08:30modify830.441.324491.327741.30923
2482004.11.26 08:31close820.451.319121.328551.31002277.654777.08
2492004.11.26 08:31close830.441.319281.327741.30923229.245006.32
2502004.11.26 08:35sell840.501.324540.000000.00000
2512004.11.26 08:35modify840.501.324541.328381.30830
2522004.11.26 08:40sell850.501.323100.000000.00000
2532004.11.26 08:40modify850.501.323101.326941.30686
2542004.11.26 08:45sell860.481.323830.000000.00000
2552004.11.26 08:45modify860.481.323831.327671.30759
2562004.11.26 11:31s/l850.501.326941.326941.30686-192.004814.32
2572004.11.26 16:05s/l860.481.327671.327671.30759-184.324630.00
2582004.11.26 16:17s/l840.501.328381.328381.30830-192.004438.00
2592004.12.02 15:40sell870.441.327450.000000.00000
2602004.12.02 15:40modify870.441.327451.330521.31250
2612004.12.02 16:05sell880.441.325320.000000.00000
2622004.12.02 16:05modify880.441.325321.329121.30916
2632004.12.02 16:10sell890.441.324560.000000.00000
2642004.12.02 16:10modify890.441.324561.328361.30840
2652004.12.02 17:04s/l890.441.328361.328361.30840-167.204270.80
2662004.12.02 17:35s/l880.441.329121.329121.30916-167.204103.60
2672004.12.03 12:27s/l870.441.330521.330521.31250-134.903968.70
2682004.12.16 14:25sell900.401.329420.000000.00000
2692004.12.16 14:25modify900.401.329421.333171.31334
2702004.12.16 14:30sell910.381.331130.000000.00000
2712004.12.16 14:30modify910.381.331131.334971.31490
2722004.12.16 14:40sell920.391.329460.000000.00000
2732004.12.16 14:40modify920.391.329461.333301.31323
2742004.12.16 17:57close910.381.324861.334971.31490238.264206.96
2752004.12.16 18:25close920.391.323071.333301.31323249.214456.17
2762004.12.16 18:25close900.401.323071.333171.31334254.004710.17
2772005.01.03 03:30sell930.471.345500.000000.00000
2782005.01.03 03:30modify930.471.345501.351221.32613
2792005.01.03 07:48s/l930.471.351221.351221.32613-268.844441.33
2802005.01.07 15:25sell940.441.309650.000000.00000
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