Strategy Tester Report
Vermillion2o

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2006.08.13 23:15 - 2006.11.10 20:55
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersdLots=2; dStopLossUSD=280; dTakeProfitUSD=1250; iBBPeriodFast=20; iBBPeriodSlow=53; iBBDeviation=2; magicNumber=202228;
Bars in test17510Ticks modelled225883Modelling quality43.92%
Initial deposit10000.00
Total net profit1935.80Gross profit18120.40Gross loss-16184.60
Profit factor1.12Expected payoff37.96
Absolute drawdown4749.60Maximal drawdown4749.60 (47.50%)Relative drawdown47.50% (4749.60)
Total trades51Short positions (won %)51 (27.45%)Long positions (won %)0 (0.00%)
Profit trades (% of total)14 (27.45%)Loss trades (% of total)37 (72.55%)
Largestprofit trade1605.00loss trade-1520.60
Averageprofit trade1294.31loss trade-437.42
Maximumconsecutive wins (profit in money)2 (2613.20)consecutive losses (loss in money)8 (-4048.00)
Maximalconsecutive profit (count of wins)2613.20 (2)consecutive loss (count of losses)-4048.00 (8)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.08.14 08:30sell12.001.27350.00000.0000
22006.08.14 14:20close12.001.27490.00000.0000-295.009705.00
32006.08.14 15:45sell22.001.27380.00000.0000
42006.08.15 12:35close22.001.27610.00000.0000-460.609244.40
52006.08.15 14:15sell32.001.27920.00000.0000
62006.08.16 12:35close32.001.28270.00000.0000-700.608543.80
72006.08.16 14:10sell42.001.28510.00000.0000
82006.08.17 07:25close42.001.28700.00000.0000-351.808192.00
92006.08.17 09:35sell52.001.28620.00000.0000
102006.08.17 12:05close52.001.28780.00000.0000-335.007857.00
112006.08.17 13:55sell62.001.28680.00000.0000
122006.08.18 11:30close62.001.28020.00000.00001319.409176.40
132006.08.18 14:30sell72.001.28030.00000.0000
142006.08.18 15:00close72.001.28210.00000.0000-375.008801.40
152006.08.18 15:40sell82.001.28120.00000.0000
162006.08.21 07:05close82.001.28880.00000.0000-1520.607280.80
172006.08.21 15:35sell92.001.29150.00000.0000
182006.08.22 09:15close92.001.28500.00000.00001299.408580.20
192006.08.23 08:45sell102.001.28190.00000.0000
202006.08.23 14:00close102.001.28340.00000.0000-315.008265.20
212006.08.23 15:40sell112.001.27910.00000.0000
222006.08.24 08:05close112.001.28060.00000.0000-271.807993.40
232006.08.24 09:40sell122.001.28260.00000.0000
242006.08.24 16:00close122.001.27600.00000.00001305.009298.40
252006.08.25 16:40sell132.001.27590.00000.0000
262006.08.28 07:35close132.001.28100.00000.0000-1020.608277.80
272006.08.28 12:25sell142.001.28000.00000.0000
282006.08.29 07:20close142.001.28380.00000.0000-760.607517.20
292006.08.29 09:35sell152.001.28140.00000.0000
302006.08.29 18:45close152.001.28280.00000.0000-295.007222.20
312006.08.29 19:50sell162.001.28220.00000.0000
322006.08.30 01:05close162.001.28450.00000.0000-460.606761.60
332006.08.30 03:00sell172.001.28280.00000.0000
342006.08.30 13:15close172.001.28420.00000.0000-295.006466.60
352006.08.31 14:40sell182.001.28050.00000.0000
362006.09.01 08:55close182.001.28220.00000.0000-340.606126.00
372006.09.01 13:20sell192.001.27620.00000.0000
382006.09.01 14:05close192.001.27850.00000.0000-475.005651.00
392006.09.01 17:05sell202.001.28320.00000.0000
402006.09.04 06:15close202.001.28520.00000.0000-400.605250.40
412006.09.04 06:55sell212.001.28550.00000.0000
422006.09.06 12:05close212.001.27890.00000.00001333.806584.20
432006.09.07 16:50sell222.001.27460.00000.0000
442006.09.08 12:40close222.001.26820.00000.00001279.407863.60
452006.09.11 11:00sell232.001.27170.00000.0000
462006.09.14 14:55close232.001.27320.00000.0000-243.007620.60
472006.09.14 16:20sell242.001.27420.00000.0000
482006.09.15 12:00close242.001.26750.00000.00001339.408960.00
492006.09.19 14:20sell252.001.27020.00000.0000
502006.09.20 18:25close252.001.27180.00000.0000-320.608639.40
512006.09.20 19:40sell262.001.26850.00000.0000
522006.09.21 00:25close262.001.27050.00000.0000-371.808267.60
532006.09.21 06:45sell272.001.27040.00000.0000
542006.09.21 07:40close272.001.27220.00000.0000-375.007892.60
552006.09.21 08:40sell282.001.27230.00000.0000
562006.09.21 10:45close282.001.27390.00000.0000-335.007557.60
572006.09.21 14:50sell292.001.27220.00000.0000
582006.09.21 16:05close292.001.27650.00000.0000-875.006682.60
592006.09.21 17:40sell302.001.27700.00000.0000
602006.09.21 18:55close302.001.27880.00000.0000-375.006307.60
612006.09.22 14:20sell312.001.28070.00000.0000
622006.09.25 14:35close312.001.27380.00000.00001379.407687.00
632006.09.26 07:45sell322.001.27410.00000.0000
642006.09.26 08:10close322.001.27560.00000.0000-315.007372.00
652006.09.28 13:00sell332.001.27000.00000.0000
662006.10.02 13:35close332.001.27250.00000.0000-486.206885.80
672006.10.02 15:10sell342.001.27530.00000.0000
682006.10.04 08:55close342.001.26900.00000.00001273.808159.60
692006.10.04 09:00sell352.001.26870.00000.0000
702006.10.05 04:30close352.001.27010.00000.0000-251.807907.80
712006.10.06 01:30sell362.001.26830.00000.0000
722006.10.06 13:00close362.001.26020.00000.00001605.009512.80
732006.10.09 07:30sell372.001.25910.00000.0000
742006.10.10 06:35close372.001.26100.00000.0000-380.609132.20
752006.10.10 08:20sell382.001.25830.00000.0000
762006.10.11 18:25close382.001.25150.00000.00001359.4010491.60
772006.10.11 18:50sell392.001.25140.00000.0000
782006.10.11 19:35close392.001.25280.00000.0000-295.0010196.60
792006.10.13 07:05sell402.001.25670.00000.0000
802006.10.13 14:05close402.001.24990.00000.00001345.0011541.60
812006.10.17 16:50sell412.001.25540.00000.0000
822006.10.19 09:05close412.001.25700.00000.0000-277.4011264.20
832006.10.19 10:20sell422.001.25690.00000.0000
842006.10.19 13:45close422.001.25860.00000.0000-355.0010909.20
852006.10.19 15:40sell432.001.25980.00000.0000
862006.10.19 17:10close432.001.26180.00000.0000-415.0010494.20
872006.10.19 19:05sell442.001.26250.00000.0000
882006.10.23 09:30close442.001.25620.00000.00001273.8011768.00
892006.10.27 14:25sell452.001.27380.00000.0000
902006.10.31 15:10close452.001.27540.00000.0000-306.2011461.80
912006.10.31 16:40sell462.001.27750.00000.0000
922006.11.01 15:05close462.001.27900.00000.0000-300.6011161.20
932006.11.01 16:50sell472.001.27720.00000.0000
942006.11.03 13:40close472.001.27020.00000.00001442.6012603.80
952006.11.03 14:05sell482.001.26930.00000.0000
962006.11.03 15:00close482.001.27110.00000.0000-375.0012228.80
972006.11.07 15:40sell492.001.28020.00000.0000
982006.11.09 16:30close492.001.28220.00000.0000-357.4011871.40
992006.11.09 17:50sell502.001.28340.00000.0000
1002006.11.10 02:05close502.001.28590.00000.0000-500.6011370.80
1012006.11.10 10:25sell512.001.28760.00000.0000
1022006.11.10 20:59close at stop512.001.28470.00000.0000565.0011935.80