Strategy Tester Report
Vermillion2

SymbolEURGBP (Euro vs Great Britain Pound )
Period1 Hour (H1) 2006.08.10 14:00 - 2007.02.09 21:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersdLots=1; dStopLossUSD=350; dTakeProfitUSD=850; iBBPeriodFast=21; iBBPeriodSlow=20; iBBDeviation=2; magicNumber=202228;
Bars in test3192Ticks modelled161214Modelling quality60.42%
Initial deposit10000.00
Total net profit6119.41Gross profit12389.15Gross loss-6269.74
Profit factor1.98Expected payoff211.01
Absolute drawdown1174.96Maximal drawdown1789.73 (10.02%)Relative drawdown11.75% (1174.96)
Total trades29Short positions (won %)29 (44.83%)Long positions (won %)0 (0.00%)
Profit trades (% of total)13 (44.83%)Loss trades (% of total)16 (55.17%)
Largestprofit trade1277.88loss trade-531.64
Averageprofit trade953.01loss trade-391.86
Maximumconsecutive wins (profit in money)3 (3092.96)consecutive losses (loss in money)5 (-1789.73)
Maximalconsecutive profit (count of wins)3092.96 (3)consecutive loss (count of losses)-1789.73 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.08.11 09:00sell11.000.67390.00000.0000
22006.08.16 13:00close11.000.67650.00000.0000-453.659546.35
32006.08.17 05:00sell21.000.67750.00000.0000
42006.08.17 12:00close21.000.67930.00000.0000-350.919195.44
52006.08.17 12:00sell31.000.67910.00000.0000
62006.08.17 19:00close31.000.68100.00000.0000-370.408825.04
72006.08.21 09:00sell41.000.68050.00000.0000
82006.08.23 15:00close41.000.67570.00000.0000971.239796.27
92006.08.24 11:00sell51.000.67750.00000.0000
102006.08.31 17:00close51.000.67280.00000.00001040.4210836.69
112006.08.31 22:00sell61.000.67260.00000.0000
122006.09.04 05:00close61.000.67460.00000.0000-354.4310482.26
132006.09.05 14:00sell71.000.67580.00000.0000
142006.09.06 08:00close71.000.67790.00000.0000-391.6510090.61
152006.09.06 10:00sell81.000.67910.00000.0000
162006.09.11 09:00close81.000.68130.00000.0000-340.219750.40
172006.09.11 09:00sell91.000.68110.00000.0000
182006.09.14 10:00close91.000.67500.00000.00001277.8811028.28
192006.09.14 10:00sell101.000.67480.00000.0000
202006.09.26 13:00close101.000.66960.00000.00001191.1012219.38
212006.09.28 04:00sell111.000.67370.00000.0000
222006.09.28 07:00close111.000.67590.00000.0000-428.8811790.50
232006.09.28 09:00sell121.000.67670.00000.0000
242006.10.06 13:00close121.000.67210.00000.00001038.6612829.15
252006.10.09 11:00sell131.000.67510.00000.0000
262006.10.17 11:00close131.000.67060.00000.00001019.1713848.32
272006.10.19 11:00sell141.000.67240.00000.0000
282006.10.31 10:00close141.000.66800.00000.00001035.1414883.46
292006.11.09 14:00sell151.000.67260.00000.0000
302006.11.14 10:00close151.000.67560.00000.0000-531.6414351.82
312006.11.14 11:00sell161.000.67570.00000.0000
322006.11.15 11:00close161.000.67820.00000.0000-469.6313882.18
332006.11.16 20:00sell171.000.67750.00000.0000
342006.12.01 07:00close171.000.67260.00000.00001221.3015103.48
352006.12.05 21:00sell181.000.67500.00000.0000
362006.12.07 17:00close181.000.67740.00000.0000-396.9414706.55
372006.12.11 13:00sell191.000.67620.00000.0000
382006.12.13 20:00close191.000.67180.00000.0000893.2515599.80
392007.01.04 15:00sell201.000.67300.00000.0000
402007.01.05 05:00close201.000.67510.00000.0000-391.6615208.13
412007.01.05 07:00sell211.000.67480.00000.0000
422007.01.09 14:00close211.000.67040.00000.0000893.2516101.39
432007.01.11 11:00sell221.000.66850.00000.0000
442007.01.11 16:00close221.000.66410.00000.0000857.7816959.17
452007.01.12 15:00sell231.000.66110.00000.0000
462007.01.17 14:00close231.000.65670.00000.0000910.9917870.15
472007.01.17 14:00sell241.000.65650.00000.0000
482007.01.24 07:00close241.000.65870.00000.0000-304.7417565.41
492007.01.24 07:00sell251.000.65850.00000.0000
502007.01.29 15:00close251.000.66050.00000.0000-301.2217264.19
512007.01.30 21:00sell261.000.66050.00000.0000
522007.01.31 12:00close261.000.66260.00000.0000-391.6516872.54
532007.02.01 13:00sell271.000.66150.00000.0000
542007.02.08 14:00close271.000.66440.00000.0000-441.2116431.33
552007.02.08 14:00sell281.000.66420.00000.0000
562007.02.08 19:00close281.000.66600.00000.0000-350.9116080.42
572007.02.09 12:00sell291.000.66760.00000.0000
582007.02.09 21:59close at stop291.000.66740.00000.000038.9916119.41