Strategy Tester Report
VermillionFX

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2004.10.11 03:00 - 2006.06.01 00:00 (2003.01.01 - 2006.06.01)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersdLots=1; dStopLossUSD=250; dTakeProfitUSD=1250; iBBPeriodFast=20; iBBPeriodSlow=50; iBBDeviation=2;
Bars in test9002Ticks modelled2445674Modelling quality89.00%
Initial deposit10000.00
Total net profit11888.00Gross profit60658.50Gross loss-48770.50
Profit factor1.24Expected payoff67.93
Absolute drawdown1184.50Maximal drawdown6697.00 (43.17%)Relative drawdown43.17% (6697.00)
Total trades175Short positions (won %)63 (26.98%)Long positions (won %)112 (21.43%)
Profit trades (% of total)41 (23.43%)Loss trades (% of total)134 (76.57%)
Largestprofit trade5627.50loss trade-800.00
Averageprofit trade1479.48loss trade-363.96
Maximumconsecutive wins (profit in money)3 (4181.00)consecutive losses (loss in money)19 (-6482.00)
Maximalconsecutive profit (count of wins)6902.50 (2)consecutive loss (count of losses)-6482.00 (19)
Averageconsecutive wins1consecutive losses4
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.10.11 11:00sell11.001.23950.00000.0000
22004.10.13 12:00close11.001.22680.00000.00001281.0011281.00
32004.10.14 01:00buy21.001.23270.00000.0000
42004.10.15 14:00close21.001.24760.00000.00001482.5012763.50
52004.10.15 15:00buy31.001.24800.00000.0000
62004.10.20 16:00close31.001.26240.00000.00001417.5014181.00
72004.10.21 02:00sell41.001.25900.00000.0000
82004.10.21 08:00close41.001.26180.00000.0000-280.0013901.00
92004.10.22 19:00buy51.001.26500.00000.0000
102004.10.25 08:00close51.001.27790.00000.00001282.5015183.50
112004.10.25 18:00sell61.001.28020.00000.0000
122004.10.26 03:00close61.001.28370.00000.0000-344.5014839.00
132004.10.29 18:00buy71.001.27900.00000.0000
142004.11.01 10:00close71.001.27450.00000.0000-457.5014381.50
152004.11.01 20:00sell81.001.27540.00000.0000
162004.11.03 13:00close81.001.27940.00000.0000-389.0013992.50
172004.11.03 14:00buy91.001.27910.00000.0000
182004.11.05 16:00close91.001.29460.00000.00001520.0015512.50
192004.11.05 16:00buy101.001.29480.00000.0000
202004.11.08 19:00close101.001.29140.00000.0000-347.5015165.00
212004.11.10 12:00buy111.001.29660.00000.0000
222004.11.10 14:00close111.001.29100.00000.0000-560.0014605.00
232004.11.11 07:00sell121.001.28890.00000.0000
242004.11.11 18:00close121.001.29160.00000.0000-270.0014335.00
252004.11.12 16:00buy131.001.29690.00000.0000
262004.11.15 10:00close131.001.29440.00000.0000-257.5014077.50
272004.11.15 11:00sell141.001.29450.00000.0000
282004.11.16 09:00close141.001.29760.00000.0000-304.5013773.00
292004.11.16 19:00buy151.001.29680.00000.0000
302004.11.18 22:00close151.001.29390.00000.0000-320.0013453.00
312004.11.19 02:00sell161.001.29580.00000.0000
322004.11.19 08:00close161.001.29900.00000.0000-320.0013133.00
332004.11.23 10:00buy171.001.30550.00000.0000
342004.11.24 21:00close171.001.31840.00000.00001282.5014415.50
352004.11.24 23:00sell181.001.31780.00000.0000
362004.11.25 11:00close181.001.32230.00000.0000-433.5013982.00
372004.11.26 00:00buy191.001.32650.00000.0000
382004.11.26 08:00close191.001.32330.00000.0000-320.0013662.00
392004.11.29 05:00sell201.001.32740.00000.0000
402004.11.30 11:00close201.001.33040.00000.0000-294.5013367.50
412004.11.30 14:00buy211.001.33130.00000.0000
422004.11.30 16:00close211.001.32570.00000.0000-560.0012807.50
432004.12.01 12:00sell221.001.32970.00000.0000
442004.12.01 18:00close221.001.33220.00000.0000-250.0012557.50
452004.12.02 00:00buy231.001.33590.00000.0000
462004.12.02 10:00close231.001.33060.00000.0000-530.0012027.50
472004.12.03 02:00sell241.001.32810.00000.0000
482004.12.03 12:00close241.001.33150.00000.0000-340.0011687.50
492004.12.03 18:00buy251.001.34440.00000.0000
502004.12.06 20:00close251.001.34010.00000.0000-437.5011250.00
512004.12.07 18:00buy261.001.34260.00000.0000
522004.12.08 01:00close261.001.34000.00000.0000-267.5010982.50
532004.12.08 08:00sell271.001.33190.00000.0000
542004.12.08 22:00close271.001.33540.00000.0000-350.0010632.50
552004.12.15 10:00buy281.001.33670.00000.0000
562004.12.16 14:00close281.001.33080.00000.0000-612.5010020.00
572004.12.16 16:00buy291.001.32870.00000.0000
582004.12.16 17:00close291.001.32600.00000.0000-270.009750.00
592004.12.17 00:00sell301.001.32500.00000.0000
602004.12.17 09:00close301.001.32990.00000.0000-490.009260.00
612004.12.20 14:00buy311.001.33830.00000.0000
622004.12.22 00:00close311.001.33560.00000.0000-285.008975.00
632004.12.23 03:00buy321.001.34350.00000.0000
642004.12.27 15:00close321.001.36210.00000.00001845.0010820.00
652004.12.27 16:00buy331.001.36260.00000.0000
662004.12.28 01:00close331.001.36010.00000.0000-257.5010562.50
672004.12.28 09:00sell341.001.36360.00000.0000
682005.01.03 02:00close341.001.35020.00000.00001373.0011935.50
692005.01.03 13:00sell351.001.34770.00000.0000
702005.01.04 15:00close351.001.32960.00000.00001815.5013751.00
712005.01.11 21:00buy361.001.31070.00000.0000
722005.01.14 08:00close361.001.30660.00000.0000-447.5013303.50
732005.01.19 13:00buy371.001.30930.00000.0000
742005.01.19 14:00close371.001.30620.00000.0000-310.0012993.50
752005.01.20 06:00sell381.001.30180.00000.0000
762005.01.21 17:00close381.001.30560.00000.0000-374.5012619.00
772005.01.21 18:00buy391.001.30530.00000.0000
782005.01.25 01:00close391.001.30060.00000.0000-485.0012134.00
792005.01.26 19:00buy401.001.30710.00000.0000
802005.01.27 10:00close401.001.30440.00000.0000-292.5011841.50
812005.01.31 23:00buy411.001.30490.00000.0000
822005.02.01 13:00close411.001.30140.00000.0000-357.5011484.00
832005.02.01 15:00buy421.001.30050.00000.0000
842005.02.03 13:00close421.001.29470.00000.0000-610.0010874.00
852005.02.09 16:00buy431.001.27950.00000.0000
862005.02.14 01:00close431.001.29450.00000.00001462.5012336.50
872005.02.14 04:00buy441.001.29370.00000.0000
882005.02.17 10:00close441.001.30680.00000.00001272.5013609.00
892005.02.17 12:00sell451.001.30500.00000.0000
902005.02.17 16:00close451.001.30860.00000.0000-360.0013249.00
912005.02.18 08:00sell461.001.30710.00000.0000
922005.02.22 02:00close461.001.31080.00000.0000-359.0012890.00
932005.02.22 02:00buy471.001.31080.00000.0000
942005.02.22 16:00close471.001.32330.00000.00001250.0014140.00
952005.02.23 00:00sell481.001.32470.00000.0000
962005.02.28 02:00close481.001.32740.00000.0000-242.5013897.50
972005.02.28 14:00sell491.001.32460.00000.0000
982005.02.28 15:00close491.001.32760.00000.0000-300.0013597.50
992005.03.04 14:00buy501.001.32180.00000.0000
1002005.03.07 13:00close501.001.31900.00000.0000-287.5013310.00
1012005.03.08 14:00buy511.001.33210.00000.0000
1022005.03.10 18:00close511.001.34470.00000.00001230.0014540.00
1032005.03.11 17:00buy521.001.34640.00000.0000
1042005.03.14 06:00close521.001.34290.00000.0000-357.5014182.50
1052005.03.14 19:00sell531.001.33650.00000.0000
1062005.03.15 13:00close531.001.34090.00000.0000-434.5013748.00
1072005.03.16 15:00buy541.001.34300.00000.0000
1082005.03.17 00:00close541.001.34040.00000.0000-282.5013465.50
1092005.03.17 04:00sell551.001.33990.00000.0000
1102005.03.21 02:00close551.001.32580.00000.00001421.0014886.50
1112005.03.30 20:00buy561.001.29170.00000.0000
1122005.04.01 15:00close561.001.28840.00000.0000-360.0014526.50
1132005.04.01 15:00buy571.001.28860.00000.0000
1142005.04.04 14:00close571.001.28480.00000.0000-387.5014139.00
1152005.04.06 12:00buy581.001.28770.00000.0000
1162005.04.06 15:00close581.001.28490.00000.0000-280.0013859.00
1172005.04.06 20:00sell591.001.28670.00000.0000
1182005.04.07 05:00close591.001.28990.00000.0000-303.5013555.50
1192005.04.07 08:00buy601.001.29340.00000.0000
1202005.04.07 11:00close601.001.29030.00000.0000-310.0013245.50
1212005.04.08 07:00sell611.001.28100.00000.0000
1222005.04.08 10:00close611.001.28370.00000.0000-270.0012975.50
1232005.04.11 00:00buy621.001.29240.00000.0000
1242005.04.12 14:00close621.001.28940.00000.0000-307.5012668.00
1252005.04.12 16:00buy631.001.28730.00000.0000
1262005.04.14 10:00close631.001.28440.00000.0000-320.0012348.00
1272005.04.15 19:00buy641.001.29100.00000.0000
1282005.04.18 16:00close641.001.30360.00000.00001252.5013600.50
1292005.04.19 01:00sell651.001.30280.00000.0000
1302005.04.19 20:00close651.001.30760.00000.0000-480.0013120.50
1312005.04.20 06:00buy661.001.30760.00000.0000
1322005.04.20 08:00close661.001.30420.00000.0000-340.0012780.50
1332005.04.21 09:00sell671.001.30950.00000.0000
1342005.04.25 12:00close671.001.29650.00000.00001311.0014091.50
1352005.04.29 10:00buy681.001.29690.00000.0000
1362005.04.29 14:00close681.001.29340.00000.0000-350.0013741.50
1372005.05.02 06:00sell691.001.28540.00000.0000
1382005.05.03 14:00close691.001.28970.00000.0000-424.5013317.00
1392005.05.03 18:00buy701.001.28890.00000.0000
1402005.05.06 13:00close701.001.28610.00000.0000-317.5012999.50
1412005.05.06 13:00buy711.001.28630.00000.0000
1422005.05.06 16:00close711.001.28300.00000.0000-330.0012669.50
1432005.05.06 19:00sell721.001.28160.00000.0000
1442005.05.09 20:00close721.001.28440.00000.0000-274.5012395.00
1452005.05.10 15:00buy731.001.28800.00000.0000
1462005.05.11 13:00close731.001.28020.00000.0000-787.5011607.50
1472005.05.11 13:00buy741.001.28040.00000.0000
1482005.05.12 07:00close741.001.27560.00000.0000-502.5011105.00
1492005.05.17 18:00buy751.001.26440.00000.0000
1502005.05.17 19:00close751.001.26160.00000.0000-280.0010825.00
1512005.05.18 06:00sell761.001.26070.00000.0000
1522005.05.18 13:00close761.001.26490.00000.0000-420.0010405.00
1532005.05.18 18:00buy771.001.26790.00000.0000
1542005.05.19 10:00close771.001.26520.00000.0000-292.5010112.50
1552005.05.19 10:00sell781.001.26520.00000.0000
1562005.05.26 13:00close781.001.25270.00000.00001288.5011401.00
1572005.05.26 17:00sell791.001.25170.00000.0000
1582005.05.27 12:00close791.001.25430.00000.0000-254.5011146.50
1592005.05.30 05:00buy801.001.25410.00000.0000
1602005.05.30 11:00close801.001.25000.00000.0000-410.0010736.50
1612005.05.30 17:00sell811.001.24680.00000.0000
1622005.05.31 11:00close811.001.23240.00000.00001445.5012182.00
1632005.06.03 18:00buy821.001.22160.00000.0000
1642005.06.10 14:00close821.001.21670.00000.0000-542.5011639.50
1652005.06.10 18:00buy831.001.21220.00000.0000
1662005.06.13 02:00close831.001.20850.00000.0000-377.5011262.00
1672005.06.14 16:00buy841.001.20410.00000.0000
1682005.06.17 11:00close841.001.21710.00000.00001262.5012524.50
1692005.06.17 11:00buy851.001.21730.00000.0000
1702005.06.20 14:00close851.001.21480.00000.0000-257.5012267.00
1712005.06.20 15:00buy861.001.21360.00000.0000
1722005.06.21 08:00close861.001.21000.00000.0000-367.5011899.50
1732005.06.22 13:00buy871.001.21110.00000.0000
1742005.06.23 08:00close871.001.20780.00000.0000-352.5011547.00
1752005.06.27 05:00buy881.001.21310.00000.0000
1762005.06.28 09:00close881.001.21040.00000.0000-277.5011269.50
1772005.06.28 13:00buy891.001.20930.00000.0000
1782005.06.28 20:00close891.001.20590.00000.0000-340.0010929.50
1792005.06.30 14:00buy901.001.20820.00000.0000
1802005.07.01 06:00close901.001.20400.00000.0000-427.5010502.00
1812005.07.01 20:00sell911.001.19440.00000.0000
1822005.07.07 10:00close911.001.19890.00000.0000-417.0010085.00
1832005.07.07 10:00buy921.001.19890.00000.0000
1842005.07.07 13:00close921.001.19440.00000.0000-450.009635.00
1852005.07.08 07:00sell931.001.19150.00000.0000
1862005.07.08 14:00close931.001.19570.00000.0000-420.009215.00
1872005.07.11 02:00buy941.001.19790.00000.0000
1882005.07.12 02:00close941.001.21070.00000.00001272.5010487.50
1892005.07.12 21:00sell951.001.22410.00000.0000
1902005.07.13 15:00close951.001.20920.00000.00001495.5011983.00
1912005.07.15 14:00buy961.001.20400.00000.0000
1922005.07.19 06:00close961.001.20070.00000.0000-345.0011638.00
1932005.07.20 05:00buy971.001.20850.00000.0000
1942005.07.20 15:00close971.001.20130.00000.0000-720.0010918.00
1952005.07.20 19:00buy981.001.21590.00000.0000
1962005.07.21 15:00close981.001.21170.00000.0000-442.5010475.50
1972005.07.22 19:00buy991.001.20630.00000.0000
1982005.07.26 02:00close991.001.20310.00000.0000-335.0010140.50
1992005.07.27 20:00buy1001.001.20760.00000.0000
2002005.07.28 08:00close1001.001.20480.00000.0000-302.509838.00
2012005.07.28 09:00sell1011.001.20610.00000.0000
2022005.07.28 12:00close1011.001.21040.00000.0000-430.009408.00
2032005.07.28 17:00buy1021.001.21370.00000.0000
2042005.07.29 08:00close1021.001.21120.00000.0000-257.509150.50
2052005.08.01 05:00buy1031.001.21870.00000.0000
2062005.08.03 02:00close1031.001.21550.00000.0000-335.008815.50
2072005.08.03 02:00buy1041.001.21570.00000.0000
2082005.08.03 10:00close1041.001.23070.00000.00001500.0010315.50
2092005.08.03 10:00buy1051.001.23090.00000.0000
2102005.08.11 14:00close1051.001.24370.00000.00001205.0011520.50
2112005.08.12 09:00sell1061.001.24660.00000.0000
2122005.08.16 01:00close1061.001.23390.00000.00001281.0012801.50
2132005.08.22 13:00buy1071.001.22340.00000.0000
2142005.08.23 02:00close1071.001.22060.00000.0000-287.5012514.00
2152005.08.23 05:00sell1081.001.22080.00000.0000
2162005.08.23 07:00close1081.001.22340.00000.0000-260.0012254.00
2172005.08.24 13:00buy1091.001.22480.00000.0000
2182005.08.30 00:00close1091.001.22200.00000.0000-325.0011929.00
2192005.08.30 00:00sell1101.001.22200.00000.0000
2202005.08.31 15:00close1101.001.23000.00000.0000-794.5011134.50
2212005.08.31 16:00buy1111.001.23340.00000.0000
2222005.09.01 15:00close1111.001.24650.00000.00001287.5012422.00
2232005.09.01 16:00buy1121.001.24570.00000.0000
2242005.09.07 19:00close1121.001.24180.00000.0000-420.0012002.00
2252005.09.14 14:00buy1131.001.23080.00000.0000
2262005.09.14 16:00close1131.001.22810.00000.0000-270.0011732.00
2272005.09.14 23:00sell1141.001.22770.00000.0000
2282005.09.18 23:00close1141.001.21470.00000.00001322.0013054.00
2292005.09.19 05:00sell1151.001.21590.00000.0000
2302005.09.21 05:00close1151.001.21860.00000.0000-259.0012795.00
2312005.09.22 00:00sell1161.001.22610.00000.0000
2322005.09.23 07:00close1161.001.21220.00000.00001395.5014190.50
2332005.09.29 02:00buy1171.001.20540.00000.0000
2342005.09.29 13:00close1171.001.20170.00000.0000-370.0013820.50
2352005.09.30 03:00sell1181.001.20460.00000.0000
2362005.10.03 15:00close1181.001.19100.00000.00001365.5015186.00
2372005.10.05 08:00buy1191.001.19660.00000.0000
2382005.10.05 13:00close1191.001.19330.00000.0000-330.0014856.00
2392005.10.07 06:00sell1201.001.21620.00000.0000
2402005.10.11 01:00close1201.001.20310.00000.00001321.0016177.00
2412005.10.13 01:00buy1211.001.20140.00000.0000
2422005.10.13 02:00close1211.001.19850.00000.0000-290.0015887.00
2432005.10.13 03:00sell1221.001.19890.00000.0000
2442005.10.13 19:00close1221.001.20220.00000.0000-330.0015557.00
2452005.10.14 03:00buy1231.001.20240.00000.0000
2462005.10.14 11:00close1231.001.19850.00000.0000-390.0015167.00
2472005.10.14 11:00sell1241.001.19850.00000.0000
2482005.10.14 13:00close1241.001.20240.00000.0000-390.0014777.00
2492005.10.14 17:00buy1251.001.20860.00000.0000
2502005.10.17 09:00close1251.001.20600.00000.0000-267.5014509.50
2512005.10.17 23:00sell1261.001.20110.00000.0000
2522005.10.21 00:00close1261.001.20390.00000.0000-247.0014262.50
2532005.10.21 00:00buy1271.001.20390.00000.0000
2542005.10.21 11:00close1271.001.20120.00000.0000-270.0013992.50
2552005.10.24 05:00sell1281.001.19350.00000.0000
2562005.10.24 14:00close1281.001.19640.00000.0000-290.0013702.50
2572005.10.25 13:00buy1291.001.20610.00000.0000
2582005.10.31 13:00close1291.001.20260.00000.0000-395.0013307.50
2592005.11.02 12:00buy1301.001.19950.00000.0000
2602005.11.03 17:00close1301.001.19700.00000.0000-272.5013035.00
2612005.11.04 01:00sell1311.001.19380.00000.0000
2622005.11.04 14:00close1311.001.19780.00000.0000-400.0012635.00
2632005.11.10 21:00buy1321.001.16870.00000.0000
2642005.11.15 12:00close1321.001.16570.00000.0000-322.5012312.50
2652005.11.16 12:00buy1331.001.16800.00000.0000
2662005.11.16 15:00close1331.001.16490.00000.0000-310.0012002.50
2672005.11.17 00:00sell1341.001.16730.00000.0000
2682005.11.17 15:00close1341.001.17080.00000.0000-350.0011652.50
2692005.11.17 20:00buy1351.001.17550.00000.0000
2702005.11.18 04:00close1351.001.17240.00000.0000-317.5011335.00
2712005.11.22 07:00sell1361.001.17300.00000.0000
2722005.11.22 20:00close1361.001.18100.00000.0000-800.0010535.00
2732005.11.23 02:00buy1371.001.18020.00000.0000
2742005.11.23 12:00close1371.001.17690.00000.0000-330.0010205.00
2752005.11.23 13:00sell1381.001.17780.00000.0000
2762005.11.23 15:00close1381.001.18030.00000.0000-250.009955.00
2772005.11.28 20:00buy1391.001.18740.00000.0000
2782005.11.28 22:00close1391.001.18480.00000.0000-260.009695.00
2792005.11.29 11:00sell1401.001.18170.00000.0000
2802005.12.02 15:00close1401.001.16640.00000.00001557.5011252.50
2812005.12.05 15:00buy1411.001.17720.00000.0000
2822005.12.07 10:00close1411.001.17270.00000.0000-465.0010787.50
2832005.12.07 12:00buy1421.001.17150.00000.0000
2842005.12.12 04:00close1421.001.18400.00000.00001212.5012000.00
2852005.12.12 09:00buy1431.001.18760.00000.0000
2862005.12.14 03:00close1431.001.20240.00000.00001465.0013465.00
2872005.12.14 07:00buy1441.001.19970.00000.0000
2882005.12.15 00:00close1441.001.19710.00000.0000-282.5013182.50
2892005.12.18 22:00buy1451.001.20190.00000.0000
2902005.12.19 13:00close1451.001.19870.00000.0000-327.5012855.00
2912005.12.23 03:00buy1461.001.18810.00000.0000
2922005.12.23 12:00close1461.001.18440.00000.0000-370.0012485.00
2932005.12.23 15:00buy1471.001.18440.00000.0000
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