Strategy Tester Report
fozzy_1-0

SymbolEURUSD (Euro vs US Dollar)
PeriodDaily (D1) 2005.12.01 00:00 - 2006.09.28 00:00 (2005.12.01 - 2006.09.28)
ModelControl points (based on the nearest less timeframe with fractal interpolation of 12 control points)
ParametersUse_BB_Filter=true; Lots=1; TakeProfit=85; Init_Stop_Cushion=50; TrailingStop=true; TrailingAct=65; TrailingStep=25; Start_BE=40; RSIPeriod=8; RSIMAPeriod=8; BandsPeriod=20;
Bars in test628Ticks modelled7185Modelling quality50.00%
Initial deposit10000.00
Total net profit8903.85Gross profit17577.00Gross loss-8673.15
Profit factor2.03Expected payoff153.51
Absolute drawdown942.40Maximal drawdown2895.45 (17.85%)Relative drawdown17.85% (2895.45)
Total trades58Short positions (won %)24 (75.00%)Long positions (won %)34 (73.53%)
Profit trades (% of total)43 (74.14%)Loss trades (% of total)15 (25.86%)
Largestprofit trade1111.60loss trade-1779.60
Averageprofit trade408.77loss trade-578.21
Maximumconsecutive wins (profit in money)8 (2370.30)consecutive losses (loss in money)3 (-2895.45)
Maximalconsecutive profit (count of wins)5464.20 (7)consecutive loss (count of losses)-2895.45 (3)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.12.02 00:00sell11.001.17391.18561.1656
22005.12.02 08:40modify11.001.17391.17390.0000
32005.12.02 12:40s/l11.001.17391.17390.00000.0010000.00
42005.12.02 12:40sell21.001.17511.18561.1668
52005.12.02 14:00modify21.001.17511.17510.0000
62005.12.02 14:40modify21.001.17511.16880.0000
72005.12.02 15:59s/l21.001.16881.16880.0000630.0010630.00
82005.12.02 15:59sell31.001.16931.18561.1610
92005.12.12 08:40s/l31.001.18561.18561.1610-1572.409057.60
102005.12.20 00:00sell41.001.20051.20901.1922
112005.12.20 05:20modify41.001.20051.20050.0000
122005.12.20 14:00modify41.001.20051.18970.0000
132005.12.20 16:40s/l41.001.18971.18970.00001080.0010137.60
142005.12.20 16:40sell51.001.18971.20901.1814
152005.12.20 18:40modify51.001.18971.18970.0000
162005.12.21 04:40s/l51.001.18971.18970.00007.2010144.80
172006.01.04 00:00buy61.001.20341.17611.2119
182006.01.04 02:40modify61.001.20341.20340.0000
192006.01.04 04:40s/l61.001.20341.20340.00000.0010144.80
202006.01.04 04:40buy71.001.20351.17611.2120
212006.01.04 06:40modify71.001.20351.20350.0000
222006.01.04 14:00modify71.001.20351.20880.0000
232006.01.04 16:40s/l71.001.20881.20880.0000530.0010674.80
242006.01.04 16:40buy81.001.20721.17611.2157
252006.01.04 17:20modify81.001.20721.20720.0000
262006.01.04 17:20modify81.001.20721.21210.0000
272006.01.04 18:00s/l81.001.21211.21210.0000490.0011164.80
282006.01.04 18:00buy91.001.20981.17611.2183
292006.01.04 18:40modify91.001.20981.20980.0000
302006.01.05 00:40s/l91.001.20981.20980.0000-25.9511138.85
312006.01.10 00:00sell101.001.20731.22051.1990
322006.01.12 12:40modify101.001.20731.20730.0000
332006.01.12 12:40modify101.001.20731.20330.0000
342006.01.12 13:20s/l101.001.20331.20330.0000428.8011567.65
352006.01.22 00:00buy111.001.21531.19901.2238
362006.01.23 01:20modify111.001.21531.21530.0000
372006.01.23 02:00modify111.001.21531.22370.0000
382006.01.23 04:40s/l111.001.22371.22370.0000831.3512399.00
392006.02.10 00:00buy121.001.19951.18961.2080
402006.02.10 23:59s/l121.001.18961.18961.2080-990.0011409.00
412006.02.15 00:00buy131.001.19151.18091.2000
422006.02.15 14:00modify131.001.19151.19150.0000
432006.02.15 14:40s/l131.001.19151.19150.00000.0011409.00
442006.02.15 14:40buy141.001.19031.18091.1988
452006.02.17 13:20modify141.001.19031.19030.0000
462006.02.17 14:00s/l141.001.19031.19030.0000-34.6011374.40
472006.02.17 14:00buy151.001.18601.17981.1945
482006.02.17 15:59modify151.001.18601.18600.0000
492006.02.17 16:40modify151.001.18601.19200.0000
502006.02.17 17:20s/l151.001.19201.19200.0000600.0011974.40
512006.02.17 17:20buy161.001.18941.17981.1979
522006.02.19 02:00modify161.001.18941.18940.0000
532006.02.20 01:20modify161.001.18941.19430.0000
542006.02.20 02:00modify161.001.18941.19490.0000
552006.02.20 02:40modify161.001.18941.19500.0000
562006.02.20 08:40s/l161.001.19501.19500.0000551.3512525.75
572006.02.26 00:00sell171.001.18701.19841.1787
582006.02.27 01:20modify171.001.18701.18700.0000
592006.02.27 04:40s/l171.001.18701.18700.00007.2012532.95
602006.03.08 00:00sell181.001.18871.20701.1804
612006.03.15 18:00s/l181.001.20701.20701.1804-1779.6010753.35
622006.03.22 00:00sell191.001.21071.22161.2024
632006.03.22 10:40modify191.001.21071.21070.0000
642006.03.23 14:00modify191.001.21071.19980.0000
652006.03.23 14:40s/l191.001.19981.19980.00001111.6011864.95
662006.03.30 00:00buy201.001.20281.19291.2113
672006.03.30 06:00modify201.001.20281.20280.0000
682006.03.30 10:40modify201.001.20281.20740.0000
692006.03.30 12:40s/l201.001.20741.20740.0000460.0012324.95
702006.03.30 12:40buy211.001.20621.19291.2147
712006.03.30 14:00t/p211.001.21471.19291.2147850.0013174.95
722006.03.30 14:00buy221.001.21511.19291.2236
732006.04.04 13:20modify221.001.21511.21510.0000
742006.04.04 14:40modify221.001.21511.22510.0000
752006.04.05 00:40s/l221.001.22511.22510.0000965.4014140.35
762006.04.07 00:00sell231.001.22041.23811.2121
772006.04.07 13:20modify231.001.22041.22040.0000
782006.04.07 14:40modify231.001.22041.21260.0000
792006.04.10 00:40s/l231.001.21261.21260.0000787.2014927.55
802006.04.17 00:00buy241.001.21371.20681.2222
812006.04.17 01:20modify241.001.21371.21370.0000
822006.04.17 10:40modify241.001.21371.22180.0000
832006.04.17 12:40s/l241.001.22181.22180.0000810.0015737.55
842006.04.17 12:40buy251.001.22151.20681.2300
852006.04.17 14:00modify251.001.22151.22150.0000
862006.04.17 14:00modify251.001.22151.22630.0000
872006.04.17 23:59s/l251.001.22631.22630.0000480.0016217.55
882006.04.17 23:59buy261.001.22601.20681.2345
892006.04.18 14:00modify261.001.22601.22600.0000
902006.04.18 14:40s/l261.001.22601.22600.0000-8.6516208.90
912006.05.02 00:00sell271.001.25831.27381.2500
922006.05.05 12:40s/l271.001.27381.27381.2500-1514.0014694.90
932006.05.09 00:00sell281.001.27001.28381.2617
942006.05.10 18:00s/l281.001.28381.28381.2617-1372.8013322.10
952006.05.16 00:00sell291.001.27911.30021.2708
962006.05.17 12:40modify291.001.27911.27910.0000
972006.05.17 13:20modify291.001.27911.27460.0000
982006.05.17 14:00s/l291.001.27461.27460.0000457.2013779.30
992006.05.31 00:00buy301.001.28601.26921.2945
1002006.05.31 05:20modify301.001.28601.28600.0000
1012006.05.31 10:00s/l301.001.28601.28600.00000.0013779.30
1022006.05.31 10:00buy311.001.28551.26921.2940
1032006.06.02 13:20t/p311.001.29401.26921.2940815.4014594.70
1042006.06.07 00:00sell321.001.28281.29851.2745
1052006.06.07 05:20modify321.001.28281.28280.0000
1062006.06.07 09:20s/l321.001.28281.28280.00000.0014594.70
1072006.06.07 09:20sell331.001.28281.29851.2745
1082006.06.07 10:00modify331.001.28281.28280.0000
1092006.06.07 14:40modify331.001.28281.27850.0000
1102006.06.07 15:59s/l331.001.27851.27850.0000430.0015024.70
1112006.06.07 15:59sell341.001.27951.29851.2712
1122006.06.08 04:40modify341.001.27951.27950.0000
1132006.06.08 06:40s/l341.001.27951.27950.000021.6015046.30
1142006.06.15 00:00buy351.001.26111.24841.2696
1152006.06.15 14:40modify351.001.26111.26110.0000
1162006.06.15 17:20s/l351.001.26111.26110.00000.0015046.30
1172006.06.15 17:20buy361.001.26091.24841.2694
1182006.06.16 06:40modify361.001.26091.26090.0000
1192006.06.19 02:00s/l361.001.26091.26090.0000-17.3015029.00
1202006.06.21 00:00buy371.001.25971.24881.2682
1212006.06.21 10:40modify371.001.25971.25970.0000
1222006.06.21 14:40modify371.001.25971.26400.0000
1232006.06.21 17:20modify371.001.25971.26430.0000
1242006.06.21 18:00modify371.001.25971.26480.0000
1252006.06.21 18:40modify371.001.25971.26510.0000
1262006.06.22 04:40s/l371.001.26511.26510.0000514.0515543.05
1272006.06.27 00:00buy381.001.26091.24531.2694
1282006.06.29 18:00modify381.001.26091.26090.0000
1292006.06.29 18:40s/l381.001.26091.26090.0000-34.6015508.45
1302006.06.29 18:40sell391.001.25211.26331.2438
1312006.06.29 19:59s/l391.001.26331.26331.2438-1120.0014388.45
1322006.07.06 00:00sell401.001.27291.28861.2646
1332006.07.12 14:40modify401.001.27291.27290.0000
1342006.07.13 04:40s/l401.001.27291.27290.000050.4014438.85
1352006.07.20 00:00buy411.001.25981.24091.2683
1362006.07.20 10:40modify411.001.25981.25980.0000
1372006.07.21 04:40modify411.001.25981.26450.0000
1382006.07.21 06:00s/l411.001.26451.26450.0000461.3514900.20
1392006.07.27 00:00buy421.001.27111.25101.2796
1402006.07.27 14:40modify421.001.27111.27110.0000
1412006.07.27 16:40s/l421.001.27111.27110.00000.0014900.20
1422006.07.27 16:40buy431.001.26841.25101.2769
1432006.07.27 18:40modify431.001.26841.26840.0000
1442006.07.27 20:40s/l431.001.26841.26840.00000.0014900.20
1452006.07.27 20:40buy441.001.26841.25101.2769
1462006.07.28 12:40t/p441.001.27691.25101.2769841.3515741.55
1472006.08.08 00:00sell451.001.28221.29371.2739
1482006.08.08 20:40modify451.001.28221.28220.0000
1492006.08.08 21:20s/l451.001.28221.28220.00000.0015741.55
1502006.08.08 21:20sell461.001.28471.29371.2764
1512006.08.08 23:59modify461.001.28471.28470.0000
1522006.08.09 00:40modify461.001.28471.28040.0000
1532006.08.09 02:00modify461.001.28471.27970.0000
1542006.08.09 02:40s/l461.001.27971.27970.0000507.2016248.75
1552006.08.16 00:00buy471.001.27881.26461.2873
1562006.08.16 14:00modify471.001.27881.27880.0000
1572006.08.16 14:40modify471.001.27881.28390.0000
1582006.08.16 18:40s/l471.001.28391.28390.0000510.0016758.75
1592006.08.16 18:40buy481.001.28381.26461.2923
1602006.08.17 08:40modify481.001.28381.28380.0000
1612006.08.17 16:40s/l481.001.28381.28380.0000-25.9516732.80
1622006.08.29 00:00buy491.001.27931.27061.2878
1632006.08.29 04:40modify491.001.27931.27930.0000
1642006.08.29 13:20s/l491.001.27931.27930.00000.0016732.80
1652006.08.29 13:20buy501.001.27531.27061.2838
1662006.08.29 14:00modify501.001.27531.27530.0000
1672006.08.29 18:00modify501.001.27531.28110.0000
1682006.08.29 18:40s/l501.001.28111.28110.0000580.0017312.80
1692006.08.29 18:40buy511.001.28121.27061.2897
1702006.08.30 00:40modify511.001.28121.28120.0000
1712006.08.30 08:40s/l511.001.28121.28120.0000-8.6517304.15
1722006.09.06 00:00sell521.001.28171.29121.2734
1732006.09.06 12:40modify521.001.28171.28170.0000
1742006.09.06 18:00s/l521.001.28171.28170.00000.0017304.15
1752006.09.06 18:00sell531.001.28161.29121.2733
1762006.09.06 18:40modify531.001.28161.28160.0000
1772006.09.06 20:40s/l531.001.28161.28160.00000.0017304.15
1782006.09.06 20:40sell541.001.28171.29121.2734
1792006.09.07 08:40t/p541.001.27341.29121.2734851.6018155.75
1802006.09.14 00:00buy551.001.26981.26151.2783
1812006.09.14 13:20modify551.001.26981.26980.0000
1822006.09.14 14:00s/l551.001.26981.26980.00000.0018155.75
1832006.09.14 14:00buy561.001.27001.26151.2785
1842006.09.14 18:40modify561.001.27001.27000.0000
1852006.09.15 09:20s/l561.001.27001.27000.0000-8.6518147.10
1862006.09.19 00:00buy571.001.27091.25851.2794
1872006.09.21 17:20modify571.001.27091.27090.0000
1882006.09.21 17:20modify571.001.27091.27530.0000
1892006.09.21 18:00modify571.001.27091.27690.0000
1902006.09.21 18:40modify571.001.27091.27740.0000
1912006.09.22 06:00modify571.001.27091.27990.0000
1922006.09.22 09:20modify571.001.27091.28050.0000
1932006.09.22 12:40s/l571.001.28051.28050.0000916.7519063.85
1942006.09.27 00:00sell581.001.26951.28131.2612
1952006.09.27 23:59close at stop581.001.27111.28131.2612-160.0018903.85