Strategy Tester Report
Vermillion2
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2006.08.23 08:00 - 2007.02.06 21:00 | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | dLots=1; dStopLossUSD=350; dTakeProfitUSD=850; iBBPeriodFast=91; iBBPeriodSlow=77; iBBDeviation=2; magicNumber=202228; | ||||
| Bars in test | 2910 | Ticks modelled | 234257 | Modelling quality | 52.85% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 2765.97 | Gross profit | 8156.13 | Gross loss | -5390.16 |
| Profit factor | 1.51 | Expected payoff | 125.73 | ||
| Absolute drawdown | 850.60 | Maximal drawdown | 2379.42 (18.11%) | Relative drawdown | 18.11% (2379.42) |
| Total trades | 22 | Short positions (won %) | 22 (45.45%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 10 (45.45%) | Loss trades (% of total) | 12 (54.55%) | ||
| Largest | profit trade | 1022.88 | loss trade | -547.77 | |
| Average | profit trade | 815.61 | loss trade | -449.18 | |
| Maximum | consecutive wins (profit in money) | 4 (3477.38) | consecutive losses (loss in money) | 5 (-2379.42) | |
| Maximal | consecutive profit (count of wins) | 3477.38 (4) | consecutive loss (count of losses) | -2379.42 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.08.25 13:00 | sell | 1 | 1.00 | 117.32 | 0.00 | 0.00 | ||
| 2 | 2006.09.04 08:00 | close | 1 | 1.00 | 116.23 | 0.00 | 0.00 | 814.65 | 10814.65 |
| 3 | 2006.09.07 20:00 | sell | 2 | 1.00 | 116.43 | 0.00 | 0.00 | ||
| 4 | 2006.09.08 16:00 | close | 2 | 1.00 | 116.92 | 0.00 | 0.00 | -434.48 | 10380.16 |
| 5 | 2006.09.11 11:00 | sell | 3 | 1.00 | 117.37 | 0.00 | 0.00 | ||
| 6 | 2006.09.12 16:00 | close | 3 | 1.00 | 117.84 | 0.00 | 0.00 | -414.24 | 9965.92 |
| 7 | 2006.09.15 03:00 | sell | 4 | 1.00 | 117.62 | 0.00 | 0.00 | ||
| 8 | 2006.09.18 10:00 | close | 4 | 1.00 | 118.22 | 0.00 | 0.00 | -522.92 | 9443.00 |
| 9 | 2006.09.18 18:00 | sell | 5 | 1.00 | 118.03 | 0.00 | 0.00 | ||
| 10 | 2006.09.21 11:00 | close | 5 | 1.00 | 116.80 | 0.00 | 0.00 | 976.11 | 10419.11 |
| 11 | 2006.09.27 05:00 | sell | 6 | 1.00 | 117.06 | 0.00 | 0.00 | ||
| 12 | 2006.09.27 16:00 | close | 6 | 1.00 | 117.54 | 0.00 | 0.00 | -408.37 | 10010.74 |
| 13 | 2006.10.03 04:00 | sell | 7 | 1.00 | 117.64 | 0.00 | 0.00 | ||
| 14 | 2006.10.03 23:00 | close | 7 | 1.00 | 118.08 | 0.00 | 0.00 | -372.63 | 9638.11 |
| 15 | 2006.10.06 07:00 | sell | 8 | 1.00 | 118.10 | 0.00 | 0.00 | ||
| 16 | 2006.10.06 13:00 | close | 8 | 1.00 | 118.68 | 0.00 | 0.00 | -488.71 | 9149.40 |
| 17 | 2006.10.12 12:00 | sell | 9 | 1.00 | 119.60 | 0.00 | 0.00 | ||
| 18 | 2006.10.17 22:00 | close | 9 | 1.00 | 118.50 | 0.00 | 0.00 | 882.09 | 10031.48 |
| 19 | 2006.10.18 09:00 | sell | 10 | 1.00 | 118.68 | 0.00 | 0.00 | ||
| 20 | 2006.10.18 16:00 | close | 10 | 1.00 | 119.12 | 0.00 | 0.00 | -369.38 | 9662.10 |
| 21 | 2006.10.26 15:00 | sell | 11 | 1.00 | 118.60 | 0.00 | 0.00 | ||
| 22 | 2006.10.27 14:00 | close | 11 | 1.00 | 117.42 | 0.00 | 0.00 | 989.55 | 10651.65 |
| 23 | 2006.11.06 06:00 | sell | 12 | 1.00 | 118.04 | 0.00 | 0.00 | ||
| 24 | 2006.11.22 13:00 | close | 12 | 1.00 | 117.02 | 0.00 | 0.00 | 625.35 | 11277.00 |
| 25 | 2006.11.23 07:00 | sell | 13 | 1.00 | 116.50 | 0.00 | 0.00 | ||
| 26 | 2006.12.01 16:00 | close | 13 | 1.00 | 115.18 | 0.00 | 0.00 | 1022.88 | 12299.87 |
| 27 | 2006.12.04 08:00 | sell | 14 | 1.00 | 115.60 | 0.00 | 0.00 | ||
| 28 | 2006.12.05 11:00 | close | 14 | 1.00 | 114.62 | 0.00 | 0.00 | 839.61 | 13139.48 |
| 29 | 2006.12.14 17:00 | sell | 15 | 1.00 | 117.59 | 0.00 | 0.00 | ||
| 30 | 2006.12.15 01:00 | close | 15 | 1.00 | 118.05 | 0.00 | 0.00 | -405.06 | 12734.42 |
| 31 | 2006.12.20 12:00 | sell | 16 | 1.00 | 118.11 | 0.00 | 0.00 | ||
| 32 | 2006.12.22 15:00 | close | 16 | 1.00 | 118.58 | 0.00 | 0.00 | -457.94 | 12276.48 |
| 33 | 2006.12.29 02:00 | sell | 17 | 1.00 | 119.02 | 0.00 | 0.00 | ||
| 34 | 2007.01.03 17:00 | close | 17 | 1.00 | 119.62 | 0.00 | 0.00 | -547.77 | 11728.71 |
| 35 | 2007.01.10 10:00 | sell | 18 | 1.00 | 119.27 | 0.00 | 0.00 | ||
| 36 | 2007.01.11 04:00 | close | 18 | 1.00 | 119.74 | 0.00 | 0.00 | -438.70 | 11290.01 |
| 37 | 2007.01.12 04:00 | sell | 19 | 1.00 | 120.59 | 0.00 | 0.00 | ||
| 38 | 2007.01.18 07:00 | close | 19 | 1.00 | 121.12 | 0.00 | 0.00 | -529.94 | 10760.06 |
| 39 | 2007.01.23 23:00 | sell | 20 | 1.00 | 121.69 | 0.00 | 0.00 | ||
| 40 | 2007.01.25 03:00 | close | 20 | 1.00 | 120.47 | 0.00 | 0.00 | 951.12 | 11711.19 |
| 41 | 2007.01.29 16:00 | sell | 21 | 1.00 | 121.90 | 0.00 | 0.00 | ||
| 42 | 2007.01.31 20:00 | close | 21 | 1.00 | 120.75 | 0.00 | 0.00 | 921.59 | 12632.78 |
| 43 | 2007.02.06 11:00 | sell | 22 | 1.00 | 120.29 | 0.00 | 0.00 | ||
| 44 | 2007.02.06 21:59 | close at stop | 22 | 1.00 | 120.13 | 0.00 | 0.00 | 133.19 | 12765.97 |