Strategy Tester Report
Vermillion2o
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2006.06.29 04:00 - 2006.11.10 20:00 | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | dLots=4; dStopLossUSD=280; dTakeProfitUSD=1290; iBBPeriodFast=20; iBBPeriodSlow=54; iBBDeviation=2; magicNumber=202228; | ||||
| Bars in test | 2350 | Ticks modelled | 309037 | Modelling quality | 55.33% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 7920.40 | Gross profit | 21385.20 | Gross loss | -13464.80 |
| Profit factor | 1.59 | Expected payoff | 240.01 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 5663.60 (35.58%) | Relative drawdown | 35.58% (5663.60) |
| Total trades | 33 | Short positions (won %) | 33 (33.33%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 11 (33.33%) | Loss trades (% of total) | 22 (66.67%) | ||
| Largest | profit trade | 3610.00 | loss trade | -1241.20 | |
| Average | profit trade | 1944.11 | loss trade | -612.04 | |
| Maximum | consecutive wins (profit in money) | 2 (3620.00) | consecutive losses (loss in money) | 9 (-5663.60) | |
| Maximal | consecutive profit (count of wins) | 3620.00 (2) | consecutive loss (count of losses) | -5663.60 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.07.05 12:00 | sell | 1 | 4.00 | 1.2790 | 0.0000 | 0.0000 | ||
| 2 | 2006.07.05 13:00 | close | 1 | 4.00 | 1.2747 | 0.0000 | 0.0000 | 1690.00 | 11690.00 |
| 3 | 2006.07.10 08:00 | sell | 2 | 4.00 | 1.2801 | 0.0000 | 0.0000 | ||
| 4 | 2006.07.10 12:00 | close | 2 | 4.00 | 1.2752 | 0.0000 | 0.0000 | 1930.00 | 13620.00 |
| 5 | 2006.07.10 18:00 | sell | 3 | 4.00 | 1.2729 | 0.0000 | 0.0000 | ||
| 6 | 2006.07.10 20:00 | close | 3 | 4.00 | 1.2737 | 0.0000 | 0.0000 | -350.00 | 13270.00 |
| 7 | 2006.07.12 22:00 | sell | 4 | 4.00 | 1.2703 | 0.0000 | 0.0000 | ||
| 8 | 2006.07.12 23:00 | close | 4 | 4.00 | 1.2712 | 0.0000 | 0.0000 | -390.00 | 12880.00 |
| 9 | 2006.07.20 10:00 | sell | 5 | 4.00 | 1.2603 | 0.0000 | 0.0000 | ||
| 10 | 2006.07.20 11:00 | close | 5 | 4.00 | 1.2629 | 0.0000 | 0.0000 | -1070.00 | 11810.00 |
| 11 | 2006.07.24 17:00 | sell | 6 | 4.00 | 1.2630 | 0.0000 | 0.0000 | ||
| 12 | 2006.07.25 06:00 | close | 6 | 4.00 | 1.2661 | 0.0000 | 0.0000 | -1241.20 | 10568.80 |
| 13 | 2006.07.27 12:00 | sell | 7 | 4.00 | 1.2740 | 0.0000 | 0.0000 | ||
| 14 | 2006.07.27 18:00 | close | 7 | 4.00 | 1.2703 | 0.0000 | 0.0000 | 1450.00 | 12018.80 |
| 15 | 2006.07.31 08:00 | sell | 8 | 4.00 | 1.2751 | 0.0000 | 0.0000 | ||
| 16 | 2006.07.31 12:00 | close | 8 | 4.00 | 1.2767 | 0.0000 | 0.0000 | -670.00 | 11348.80 |
| 17 | 2006.08.02 11:00 | sell | 9 | 4.00 | 1.2799 | 0.0000 | 0.0000 | ||
| 18 | 2006.08.02 15:00 | close | 9 | 4.00 | 1.2810 | 0.0000 | 0.0000 | -470.00 | 10878.80 |
| 19 | 2006.08.07 08:00 | sell | 10 | 4.00 | 1.2880 | 0.0000 | 0.0000 | ||
| 20 | 2006.08.07 18:00 | close | 10 | 4.00 | 1.2836 | 0.0000 | 0.0000 | 1730.00 | 12608.80 |
| 21 | 2006.08.10 02:00 | sell | 11 | 4.00 | 1.2879 | 0.0000 | 0.0000 | ||
| 22 | 2006.08.10 07:00 | close | 11 | 4.00 | 1.2898 | 0.0000 | 0.0000 | -790.00 | 11818.80 |
| 23 | 2006.08.10 22:00 | sell | 12 | 4.00 | 1.2792 | 0.0000 | 0.0000 | ||
| 24 | 2006.08.11 13:00 | close | 12 | 4.00 | 1.2730 | 0.0000 | 0.0000 | 2478.80 | 14297.60 |
| 25 | 2006.08.17 06:00 | sell | 13 | 4.00 | 1.2852 | 0.0000 | 0.0000 | ||
| 26 | 2006.08.17 08:00 | close | 13 | 4.00 | 1.2869 | 0.0000 | 0.0000 | -710.00 | 13587.60 |
| 27 | 2006.08.22 08:00 | sell | 14 | 4.00 | 1.2871 | 0.0000 | 0.0000 | ||
| 28 | 2006.08.22 12:00 | close | 14 | 4.00 | 1.2812 | 0.0000 | 0.0000 | 2330.00 | 15917.60 |
| 29 | 2006.08.25 06:00 | sell | 15 | 4.00 | 1.2767 | 0.0000 | 0.0000 | ||
| 30 | 2006.08.28 05:00 | close | 15 | 4.00 | 1.2798 | 0.0000 | 0.0000 | -1241.20 | 14676.40 |
| 31 | 2006.08.28 15:00 | sell | 16 | 4.00 | 1.2788 | 0.0000 | 0.0000 | ||
| 32 | 2006.08.29 01:00 | close | 16 | 4.00 | 1.2808 | 0.0000 | 0.0000 | -801.20 | 13875.20 |
| 33 | 2006.08.30 14:00 | sell | 17 | 4.00 | 1.2828 | 0.0000 | 0.0000 | ||
| 34 | 2006.08.30 20:00 | close | 17 | 4.00 | 1.2835 | 0.0000 | 0.0000 | -310.00 | 13565.20 |
| 35 | 2006.09.01 06:00 | sell | 18 | 4.00 | 1.2815 | 0.0000 | 0.0000 | ||
| 36 | 2006.09.01 09:00 | close | 18 | 4.00 | 1.2824 | 0.0000 | 0.0000 | -390.00 | 13175.20 |
| 37 | 2006.09.04 11:00 | sell | 19 | 4.00 | 1.2864 | 0.0000 | 0.0000 | ||
| 38 | 2006.09.04 21:00 | close | 19 | 4.00 | 1.2874 | 0.0000 | 0.0000 | -430.00 | 12745.20 |
| 39 | 2006.09.07 20:00 | sell | 20 | 4.00 | 1.2729 | 0.0000 | 0.0000 | ||
| 40 | 2006.09.07 22:00 | close | 20 | 4.00 | 1.2737 | 0.0000 | 0.0000 | -350.00 | 12395.20 |
| 41 | 2006.09.19 23:00 | sell | 21 | 4.00 | 1.2675 | 0.0000 | 0.0000 | ||
| 42 | 2006.09.20 15:00 | close | 21 | 4.00 | 1.2703 | 0.0000 | 0.0000 | -1121.20 | 11274.00 |
| 43 | 2006.09.22 12:00 | sell | 22 | 4.00 | 1.2812 | 0.0000 | 0.0000 | ||
| 44 | 2006.09.22 13:00 | close | 22 | 4.00 | 1.2824 | 0.0000 | 0.0000 | -510.00 | 10764.00 |
| 45 | 2006.09.29 02:00 | sell | 23 | 4.00 | 1.2695 | 0.0000 | 0.0000 | ||
| 46 | 2006.09.29 03:00 | close | 23 | 4.00 | 1.2707 | 0.0000 | 0.0000 | -510.00 | 10254.00 |
| 47 | 2006.10.03 08:00 | sell | 24 | 4.00 | 1.2746 | 0.0000 | 0.0000 | ||
| 48 | 2006.10.04 09:00 | close | 24 | 4.00 | 1.2688 | 0.0000 | 0.0000 | 2318.80 | 12572.80 |
| 49 | 2006.10.18 05:00 | sell | 25 | 4.00 | 1.2546 | 0.0000 | 0.0000 | ||
| 50 | 2006.10.18 07:00 | close | 25 | 4.00 | 1.2554 | 0.0000 | 0.0000 | -350.00 | 12222.80 |
| 51 | 2006.10.19 01:00 | sell | 26 | 4.00 | 1.2533 | 0.0000 | 0.0000 | ||
| 52 | 2006.10.19 02:00 | close | 26 | 4.00 | 1.2542 | 0.0000 | 0.0000 | -390.00 | 11832.80 |
| 53 | 2006.10.20 09:00 | sell | 27 | 4.00 | 1.2634 | 0.0000 | 0.0000 | ||
| 54 | 2006.10.23 07:00 | close | 27 | 4.00 | 1.2591 | 0.0000 | 0.0000 | 1718.80 | 13551.60 |
| 55 | 2006.10.27 01:00 | sell | 28 | 4.00 | 1.2702 | 0.0000 | 0.0000 | ||
| 56 | 2006.10.27 02:00 | close | 28 | 4.00 | 1.2710 | 0.0000 | 0.0000 | -350.00 | 13201.60 |
| 57 | 2006.10.30 09:00 | sell | 29 | 4.00 | 1.2726 | 0.0000 | 0.0000 | ||
| 58 | 2006.10.31 08:00 | close | 29 | 4.00 | 1.2687 | 0.0000 | 0.0000 | 1558.80 | 14760.40 |
| 59 | 2006.11.01 11:00 | sell | 30 | 4.00 | 1.2756 | 0.0000 | 0.0000 | ||
| 60 | 2006.11.01 12:00 | close | 30 | 4.00 | 1.2766 | 0.0000 | 0.0000 | -430.00 | 14330.40 |
| 61 | 2006.11.03 07:00 | sell | 31 | 4.00 | 1.2777 | 0.0000 | 0.0000 | ||
| 62 | 2006.11.03 14:00 | close | 31 | 4.00 | 1.2686 | 0.0000 | 0.0000 | 3610.00 | 17940.40 |
| 63 | 2006.11.08 07:00 | sell | 32 | 4.00 | 1.2775 | 0.0000 | 0.0000 | ||
| 64 | 2006.11.08 09:00 | close | 32 | 4.00 | 1.2789 | 0.0000 | 0.0000 | -590.00 | 17350.40 |
| 65 | 2006.11.10 16:00 | sell | 33 | 4.00 | 1.2862 | 0.0000 | 0.0000 | ||
| 66 | 2006.11.10 20:59 | close at stop | 33 | 4.00 | 1.2847 | 0.0000 | 0.0000 | 570.00 | 17920.40 |