Strategy Tester Report
Vermillion2

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2006.08.11 03:00 - 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=75; iBBDeviation=3; magicNumber=202228;
Bars in test3178Ticks modelled324097Modelling quality76.88%
Initial deposit10000.00
Total net profit5962.40Gross profit13140.60Gross loss-7178.20
Profit factor1.83Expected payoff205.60
Absolute drawdown970.60Maximal drawdown1610.20 (13.16%)Relative drawdown13.16% (1610.20)
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 trade1401.00loss trade-574.80
Averageprofit trade1010.82loss trade-448.64
Maximumconsecutive wins (profit in money)2 (2305.20)consecutive losses (loss in money)4 (-1569.00)
Maximalconsecutive profit (count of wins)2305.20 (2)consecutive loss (count of losses)-1569.00 (4)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.08.16 08:00sell11.001.27880.00000.0000
22006.08.16 13:00close11.001.28450.00000.0000-570.009430.00
32006.08.17 05:00sell21.001.28520.00000.0000
42006.08.21 07:00close21.001.28870.00000.0000-341.609088.40
52006.08.21 21:00sell31.001.28910.00000.0000
62006.08.22 16:00close31.001.28050.00000.0000864.209952.60
72006.08.30 14:00sell41.001.28280.00000.0000
82006.08.31 13:00close41.001.28700.00000.0000-407.409545.20
92006.09.01 06:00sell51.001.28140.00000.0000
102006.09.04 05:00close51.001.28660.00000.0000-515.809029.40
112006.09.04 10:00sell61.001.28590.00000.0000
122006.09.07 11:00close61.001.27670.00000.0000941.009970.40
132006.09.15 07:00sell71.001.27180.00000.0000
142006.09.21 17:00close71.001.27780.00000.0000-574.809395.60
152006.09.22 11:00sell81.001.28190.00000.0000
162006.09.26 09:00close81.001.27140.00000.00001058.4010454.00
172006.09.29 16:00sell91.001.26840.00000.0000
182006.10.02 14:00close91.001.27370.00000.0000-525.809928.20
192006.10.03 08:00sell101.001.27410.00000.0000
202006.10.06 13:00close101.001.26030.00000.00001401.0011329.20
212006.10.20 09:00sell111.001.26350.00000.0000
222006.10.23 13:00close111.001.25450.00000.0000904.2012233.40
232006.10.26 20:00sell121.001.26890.00000.0000
242006.10.27 14:00close121.001.27340.00000.0000-445.8011787.60
252006.11.01 11:00sell131.001.27550.00000.0000
262006.11.07 15:00close131.001.28100.00000.0000-524.8011262.80
272006.11.10 14:00sell141.001.28670.00000.0000
282006.11.17 05:00close141.001.27770.00000.0000929.4012192.20
292006.11.20 11:00sell151.001.28430.00000.0000
302006.11.22 12:00close151.001.28780.00000.0000-341.6011850.60
312006.11.23 07:00sell161.001.29350.00000.0000
322006.11.23 10:00close161.001.29720.00000.0000-370.0011480.60
332006.11.29 20:00sell171.001.31560.00000.0000
342006.11.30 10:00close171.001.32020.00000.0000-447.4011033.20
352006.12.01 09:00sell181.001.32380.00000.0000
362006.12.01 15:00close181.001.32790.00000.0000-410.0010623.20
372006.12.04 07:00sell191.001.33190.00000.0000
382006.12.08 17:00close191.001.32150.00000.00001065.2011688.40
392006.12.11 05:00sell201.001.31520.00000.0000
402006.12.11 08:00close201.001.32040.00000.0000-520.0011168.40
412006.12.13 22:00sell211.001.32110.00000.0000
422006.12.15 10:00close211.001.31060.00000.00001066.8012235.20
432006.12.20 06:00sell221.001.32250.00000.0000
442006.12.22 17:00close221.001.31330.00000.0000936.8013172.00
452006.12.29 05:00sell231.001.31620.00000.0000
462006.12.29 17:00close231.001.32010.00000.0000-390.0012782.00
472007.01.03 01:00sell241.001.32790.00000.0000
482007.01.03 17:00close241.001.31710.00000.00001080.0013862.00
492007.01.03 22:00sell251.001.31700.00000.0000
502007.01.04 21:00close251.001.30830.00000.0000882.6014744.60
512007.01.17 08:00sell261.001.29210.00000.0000
522007.01.18 03:00close261.001.29580.00000.0000-357.4014387.20
532007.01.18 11:00sell271.001.29420.00000.0000
542007.01.19 03:00close271.001.29860.00000.0000-435.8013951.40
552007.01.24 05:00sell281.001.30340.00000.0000
562007.01.25 20:00close281.001.29290.00000.00001062.6015014.00
572007.02.01 11:00sell291.001.30130.00000.0000
582007.02.05 15:00close291.001.29190.00000.0000948.4015962.40