Strategy Tester Report
Vermillion2

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period1 Hour (H1) 2006.10.04 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=41; iBBPeriodSlow=96; iBBDeviation=3; magicNumber=202228;
Bars in test2266Ticks modelled136772Modelling quality63.37%
Initial deposit10000.00
Total net profit2297.29Gross profit5428.48Gross loss-3131.18
Profit factor1.73Expected payoff164.09
Absolute drawdown364.66Maximal drawdown1221.03 (10.64%)Relative drawdown10.64% (1221.03)
Total trades14Short positions (won %)14 (42.86%)Long positions (won %)0 (0.00%)
Profit trades (% of total)6 (42.86%)Loss trades (% of total)8 (57.14%)
Largestprofit trade1029.45loss trade-487.72
Averageprofit trade904.75loss trade-391.40
Maximumconsecutive wins (profit in money)2 (1835.90)consecutive losses (loss in money)3 (-1221.03)
Maximalconsecutive profit (count of wins)1835.90 (2)consecutive loss (count of losses)-1221.03 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.10.05 03:00sell11.001.12520.00000.0000
22006.10.10 13:00close11.001.12930.00000.0000-364.669635.34
32006.10.12 01:00sell21.001.13810.00000.0000
42006.10.19 19:00close21.001.12740.00000.0000945.3510580.68
52006.10.20 01:00sell31.001.12820.00000.0000
62006.10.27 17:00close31.001.11820.00000.0000890.5511471.23
72006.11.01 01:00sell41.001.12220.00000.0000
82006.11.01 07:00close41.001.12770.00000.0000-487.7210983.51
92006.11.02 17:00sell51.001.13590.00000.0000
102006.11.14 10:00close51.001.14000.00000.0000-365.0010618.52
112006.11.14 19:00sell61.001.13780.00000.0000
122006.11.15 14:00close61.001.14200.00000.0000-368.3110250.20
132006.11.20 09:00sell71.001.14470.00000.0000
142006.11.24 11:00close71.001.13300.00000.00001029.4511279.65
152006.12.01 00:00sell81.001.14150.00000.0000
162006.12.04 15:00close81.001.14600.00000.0000-393.2010886.45
172006.12.08 02:00sell91.001.14930.00000.0000
182006.12.12 14:00close91.001.15400.00000.0000-408.3510478.10
192006.12.14 06:00sell101.001.15570.00000.0000
202006.12.20 14:00close101.001.14590.00000.0000853.0811331.18
212007.01.04 17:00sell111.001.17650.00000.0000
222007.01.16 10:00close111.001.16650.00000.0000851.9212183.11
232007.01.18 04:00sell121.001.17310.00000.0000
242007.01.22 18:00close121.001.17750.00000.0000-374.7411808.37
252007.01.24 03:00sell131.001.18100.00000.0000
262007.02.05 05:00close131.001.18530.00000.0000-369.2011439.17
272007.02.05 21:00sell141.001.18270.00000.0000
282007.02.09 21:59close at stop141.001.17260.00000.0000858.1212297.29