Strategy Tester Report
fozzy_1-0

SymbolEURUSD (Euro vs US Dollar)
PeriodDaily (D1) 2005.12.01 00:00 - 2006.09.29 00:00 (2006.01.01 - 2006.09.30)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersUse_BB_Filter=true; Use_00_GMT=true; Lots=2; TakeProfit=130; Init_Stop_Cushion=0; TrailingStop=true; TrailingAct=65; TrailingStep=25; Start_BE=40; MA_Method=1; RSIPeriod=8; RSIMAPeriod=8; BandsPeriod=20;
Bars in test521Ticks modelled1008500Modelling quality90.00%
Initial deposit10000.00
Total net profit-9008.70Gross profit1099.80Gross loss-10108.50
Profit factor0.11Expected payoff-900.87
Absolute drawdown9008.70Maximal drawdown9008.70 (90.09%)Relative drawdown90.09% (9008.70)
Total trades10Short positions (won %)4 (50.00%)Long positions (won %)6 (50.00%)
Profit trades (% of total)5 (50.00%)Loss trades (% of total)5 (50.00%)
Largestprofit trade1085.40loss trade-2600.00
Averageprofit trade219.96loss trade-2021.70
Maximumconsecutive wins (profit in money)3 (1099.80)consecutive losses (loss in money)2 (-4957.30)
Maximalconsecutive profit (count of wins)1099.80 (3)consecutive loss (count of losses)-4957.30 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.04 00:00buy12.001.20371.18111.2167
22006.01.04 04:12modify12.001.20371.20370.0000
32006.01.04 08:01s/l12.001.20371.20370.00000.0010000.00
42006.01.13 00:00sell22.001.20431.21641.1918
52006.01.15 10:27s/l22.001.21641.21641.1918-2420.007580.00
62006.02.22 00:00sell32.001.19181.19371.1793
72006.02.22 11:32modify32.001.19181.19180.0000
82006.02.22 18:23s/l32.001.19181.19180.00000.007580.00
92006.02.26 00:00sell42.001.18711.19341.1746
102006.02.27 01:44modify42.001.18711.18710.0000
112006.02.27 05:41s/l42.001.18711.18710.000014.407594.40
122006.03.31 00:00buy52.001.21721.20241.2302
132006.04.04 14:04modify52.001.21721.21720.0000
142006.04.04 14:21modify52.001.21721.22120.0000
152006.04.04 14:21modify52.001.21721.22140.0000
162006.04.04 14:21modify52.001.21721.22160.0000
172006.04.04 14:28modify52.001.21721.22170.0000
182006.04.04 14:28modify52.001.21721.22200.0000
192006.04.04 14:29modify52.001.21721.22220.0000
202006.04.04 14:29modify52.001.21721.22220.0000
212006.04.04 14:29modify52.001.21721.22230.0000
222006.04.04 14:29modify52.001.21721.22250.0000
232006.04.04 14:29modify52.001.21721.22260.0000
242006.04.04 14:29modify52.001.21721.22270.0000
252006.04.04 14:29modify52.001.21721.22280.0000
262006.04.04 15:02s/l52.001.22281.22280.00001085.408679.80
272006.04.12 00:00buy62.001.21611.20891.2291
282006.04.12 14:36s/l62.001.20891.20891.2291-1440.007239.80
292006.04.13 00:00sell72.001.21021.21681.1977
302006.04.17 02:24s/l72.001.21681.21681.1977-1291.205948.60
312006.05.17 00:00buy82.001.28571.27701.2987
322006.05.17 09:09modify82.001.28571.28570.0000
332006.05.17 15:19s/l82.001.28571.28570.00000.005948.60
342006.05.19 00:00buy92.001.28661.27361.2996
352006.05.19 12:03s/l92.001.27361.27361.2996-2600.003348.60
362006.05.23 00:00buy102.001.28561.26951.2986
372006.05.24 17:19close at stop102.001.27391.26951.2986-2357.30991.30