Strategy Tester Report
QuibsterEA
| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2005.01.03 00:00 - 2007.04.27 03:00 (2005.01.01 - 2005.12.31) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Buy_Level=0.7; Sell_Level=0.1; Stop_Loss=50; dTrailingStop=0; Risk=10; Lots=1; | ||||
| Bars in test | 17670 | Ticks modelled | 4736203 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | -78.20 | Gross profit | 11912.97 | Gross loss | -11991.17 |
| Profit factor | 0.99 | Expected payoff | -1.18 | ||
| Absolute drawdown | 2559.11 | Maximal drawdown | 4259.37 (36.40%) | Relative drawdown | 36.40% (4259.37) |
| Total trades | 66 | Short positions (won %) | 23 (39.13%) | Long positions (won %) | 43 (27.91%) |
| Profit trades (% of total) | 21 (31.82%) | Loss trades (% of total) | 45 (68.18%) | ||
| Largest | profit trade | 1693.42 | loss trade | -844.31 | |
| Average | profit trade | 567.28 | loss trade | -266.47 | |
| Maximum | consecutive wins (profit in money) | 4 (3811.68) | consecutive losses (loss in money) | 11 (-2785.33) | |
| Maximal | consecutive profit (count of wins) | 3811.68 (4) | consecutive loss (count of losses) | -2785.33 (11) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2005.01.04 19:00 | buy | 1 | 1.00 | 138.70 | 138.20 | 0.00 | ||
| 2 | 2005.01.05 13:47 | s/l | 1 | 1.00 | 138.20 | 138.20 | 0.00 | -413.66 | 9586.34 |
| 3 | 2005.01.06 08:00 | buy | 2 | 0.50 | 138.35 | 137.85 | 0.00 | ||
| 4 | 2005.01.07 07:57 | s/l | 2 | 0.50 | 137.85 | 137.85 | 0.00 | -206.83 | 9379.51 |
| 5 | 2005.01.11 12:00 | buy | 3 | 0.50 | 136.83 | 136.33 | 0.00 | ||
| 6 | 2005.01.11 17:36 | s/l | 3 | 0.50 | 136.33 | 136.33 | 0.00 | -211.07 | 9168.44 |
| 7 | 2005.01.12 01:00 | sell | 4 | 0.50 | 135.61 | 136.11 | 0.00 | ||
| 8 | 2005.01.12 16:43 | s/l | 4 | 0.50 | 136.11 | 136.11 | 0.00 | -211.02 | 8957.42 |
| 9 | 2005.01.12 19:00 | buy | 5 | 0.50 | 135.83 | 135.33 | 0.00 | ||
| 10 | 2005.01.13 09:31 | s/l | 5 | 0.50 | 135.33 | 135.33 | 0.00 | -198.33 | 8759.09 |
| 11 | 2005.01.18 09:00 | buy | 6 | 0.50 | 133.54 | 133.04 | 0.00 | ||
| 12 | 2005.01.18 23:03 | s/l | 6 | 0.50 | 133.04 | 133.04 | 0.00 | -211.08 | 8548.01 |
| 13 | 2005.01.19 00:00 | sell | 7 | 0.50 | 133.00 | 133.50 | 0.00 | ||
| 14 | 2005.01.19 02:28 | s/l | 7 | 0.50 | 133.50 | 133.50 | 0.00 | -211.03 | 8336.98 |
| 15 | 2005.01.19 11:00 | buy | 8 | 0.50 | 134.37 | 133.87 | 0.00 | ||
| 16 | 2005.01.19 13:17 | s/l | 8 | 0.50 | 133.87 | 133.87 | 0.00 | -211.07 | 8125.91 |
| 17 | 2005.01.21 00:00 | buy | 9 | 0.50 | 134.01 | 133.51 | 0.00 | ||
| 18 | 2005.02.04 19:00 | close | 9 | 0.50 | 133.82 | 133.51 | 0.00 | -20.70 | 8105.21 |
| 19 | 2005.02.04 19:00 | sell | 10 | 0.50 | 133.82 | 134.32 | 0.00 | ||
| 20 | 2005.02.07 00:00 | s/l | 10 | 0.50 | 134.32 | 134.32 | 0.00 | -216.63 | 7888.58 |
| 21 | 2005.02.08 08:00 | buy | 11 | 0.50 | 134.39 | 133.89 | 0.00 | ||
| 22 | 2005.02.28 14:00 | close | 11 | 0.50 | 138.20 | 133.89 | 0.00 | 1693.42 | 9582.00 |
| 23 | 2005.02.28 14:00 | sell | 12 | 0.50 | 138.20 | 138.70 | 0.00 | ||
| 24 | 2005.03.02 10:00 | close | 12 | 0.50 | 137.64 | 138.70 | 0.00 | 225.15 | 9807.15 |
| 25 | 2005.03.02 10:00 | buy | 13 | 0.50 | 137.64 | 137.14 | 0.00 | ||
| 26 | 2005.03.18 18:00 | close | 13 | 0.50 | 139.37 | 137.14 | 0.00 | 806.83 | 10613.98 |
| 27 | 2005.03.18 18:00 | sell | 14 | 2.00 | 139.37 | 139.87 | 0.00 | ||
| 28 | 2005.03.22 18:00 | close | 14 | 2.00 | 138.70 | 139.87 | 0.00 | 1086.28 | 11700.26 |
| 29 | 2005.03.22 18:00 | buy | 15 | 2.00 | 138.70 | 138.20 | 0.00 | ||
| 30 | 2005.03.22 20:27 | s/l | 15 | 2.00 | 138.20 | 138.20 | 0.00 | -844.31 | 10855.95 |
| 31 | 2005.03.23 08:00 | sell | 16 | 2.00 | 137.70 | 138.20 | 0.00 | ||
| 32 | 2005.03.24 05:00 | close | 16 | 2.00 | 137.92 | 138.20 | 0.00 | -438.59 | 10417.36 |
| 33 | 2005.03.24 05:00 | buy | 17 | 2.00 | 137.92 | 137.42 | 0.00 | ||
| 34 | 2005.03.25 00:00 | close | 17 | 2.00 | 137.65 | 137.42 | 0.00 | -438.91 | 9978.45 |
| 35 | 2005.03.25 00:00 | sell | 18 | 1.00 | 137.65 | 138.15 | 0.00 | ||
| 36 | 2005.03.25 12:00 | close | 18 | 1.00 | 137.83 | 138.15 | 0.00 | -151.93 | 9826.52 |
| 37 | 2005.03.25 12:00 | buy | 19 | 0.50 | 137.83 | 137.33 | 0.00 | ||
| 38 | 2005.04.08 05:00 | close | 19 | 0.50 | 139.18 | 137.33 | 0.00 | 629.40 | 10455.92 |
| 39 | 2005.04.08 05:00 | sell | 20 | 2.00 | 139.18 | 139.68 | 0.00 | ||
| 40 | 2005.04.08 17:19 | s/l | 20 | 2.00 | 139.68 | 139.68 | 0.00 | -844.10 | 9611.82 |
| 41 | 2005.04.08 18:00 | buy | 21 | 0.50 | 139.83 | 139.33 | 0.00 | ||
| 42 | 2005.04.12 17:12 | s/l | 21 | 0.50 | 139.33 | 139.33 | 0.00 | -202.58 | 9409.24 |
| 43 | 2005.04.12 23:00 | sell | 22 | 0.50 | 139.23 | 139.73 | 0.00 | ||
| 44 | 2005.04.14 07:00 | close | 22 | 0.50 | 138.80 | 139.73 | 0.00 | 159.08 | 9568.32 |
| 45 | 2005.04.14 07:00 | buy | 23 | 0.50 | 138.80 | 138.30 | 0.00 | ||
| 46 | 2005.04.22 03:00 | close | 23 | 0.50 | 139.24 | 138.30 | 0.00 | 219.75 | 9788.07 |
| 47 | 2005.04.22 03:00 | sell | 24 | 0.50 | 139.24 | 139.74 | 0.00 | ||
| 48 | 2005.04.26 07:00 | close | 24 | 0.50 | 137.61 | 139.74 | 0.00 | 676.74 | 10464.81 |
| 49 | 2005.04.26 07:00 | buy | 25 | 2.00 | 137.61 | 137.11 | 0.00 | ||
| 50 | 2005.04.27 08:41 | s/l | 25 | 2.00 | 137.11 | 137.11 | 0.00 | -827.30 | 9637.51 |
| 51 | 2005.04.29 02:00 | buy | 26 | 0.50 | 136.93 | 136.43 | 0.00 | ||
| 52 | 2005.04.29 06:45 | s/l | 26 | 0.50 | 136.43 | 136.43 | 0.00 | -211.08 | 9426.43 |
| 53 | 2005.05.02 11:00 | buy | 27 | 0.50 | 135.57 | 135.07 | 0.00 | ||
| 54 | 2005.05.02 16:08 | s/l | 27 | 0.50 | 135.07 | 135.07 | 0.00 | -211.08 | 9215.35 |
| 55 | 2005.05.03 15:00 | buy | 28 | 0.50 | 135.32 | 134.82 | 0.00 | ||
| 56 | 2005.05.06 15:02 | s/l | 28 | 0.50 | 134.82 | 134.82 | 0.00 | -189.83 | 9025.52 |
| 57 | 2005.05.09 00:00 | sell | 29 | 0.50 | 134.68 | 135.18 | 0.00 | ||
| 58 | 2005.05.09 11:24 | s/l | 29 | 0.50 | 135.18 | 135.18 | 0.00 | -211.03 | 8814.49 |
| 59 | 2005.05.09 13:00 | buy | 30 | 0.50 | 135.37 | 134.87 | 0.00 | ||
| 60 | 2005.05.16 23:27 | s/l | 30 | 0.50 | 134.87 | 134.87 | 0.00 | -181.33 | 8633.16 |
| 61 | 2005.05.17 00:00 | sell | 31 | 0.50 | 135.10 | 135.60 | 0.00 | ||
| 62 | 2005.05.17 11:00 | close | 31 | 0.50 | 135.48 | 135.60 | 0.00 | -160.38 | 8472.78 |
| 63 | 2005.05.17 11:00 | buy | 32 | 0.50 | 135.48 | 134.98 | 0.00 | ||
| 64 | 2005.05.25 01:35 | s/l | 32 | 0.50 | 134.98 | 134.98 | 0.00 | -177.07 | 8295.71 |
| 65 | 2005.05.25 16:00 | buy | 33 | 0.50 | 135.53 | 135.03 | 0.00 | ||
| 66 | 2005.05.26 18:30 | s/l | 33 | 0.50 | 135.03 | 135.03 | 0.00 | -198.33 | 8097.38 |
| 67 | 2005.05.27 17:00 | buy | 34 | 0.50 | 135.52 | 135.02 | 0.00 | ||
| 68 | 2005.05.30 11:22 | s/l | 34 | 0.50 | 135.02 | 135.02 | 0.00 | -206.83 | 7890.55 |
| 69 | 2005.07.01 00:00 | buy | 35 | 0.50 | 133.95 | 133.45 | 0.00 | ||
| 70 | 2005.07.01 18:06 | s/l | 35 | 0.50 | 133.45 | 133.45 | 0.00 | -211.07 | 7679.48 |
| 71 | 2005.07.04 03:00 | sell | 36 | 0.50 | 133.08 | 133.58 | 0.00 | ||
| 72 | 2005.07.05 06:00 | close | 36 | 0.50 | 132.99 | 133.58 | 0.00 | 32.39 | 7711.87 |
| 73 | 2005.07.05 06:00 | buy | 37 | 0.50 | 132.99 | 132.49 | 0.00 | ||
| 74 | 2005.07.21 19:00 | close | 37 | 0.50 | 134.18 | 132.49 | 0.00 | 578.86 | 8290.73 |
| 75 | 2005.07.21 19:00 | sell | 38 | 0.50 | 134.18 | 134.68 | 0.00 | ||
| 76 | 2005.07.22 02:27 | s/l | 38 | 0.50 | 134.68 | 134.68 | 0.00 | -216.62 | 8074.11 |
| 77 | 2005.07.22 07:00 | buy | 39 | 0.50 | 135.29 | 134.79 | 0.00 | ||
| 78 | 2005.07.22 10:02 | s/l | 39 | 0.50 | 134.79 | 134.79 | 0.00 | -211.08 | 7863.03 |
| 79 | 2005.07.22 13:00 | buy | 40 | 0.50 | 134.98 | 134.48 | 0.00 | ||
| 80 | 2005.07.22 16:03 | s/l | 40 | 0.50 | 134.48 | 134.48 | 0.00 | -211.07 | 7651.96 |
| 81 | 2005.07.25 11:00 | buy | 41 | 0.50 | 134.79 | 134.29 | 0.00 | ||
| 82 | 2005.07.25 20:11 | s/l | 41 | 0.50 | 134.29 | 134.29 | 0.00 | -211.07 | 7440.89 |
| 83 | 2005.07.26 09:00 | buy | 42 | 0.50 | 134.73 | 134.23 | 0.00 | ||
| 84 | 2005.08.10 09:00 | close | 42 | 0.50 | 137.63 | 134.23 | 0.00 | 1288.00 | 8728.89 |
| 85 | 2005.08.10 09:00 | sell | 43 | 0.50 | 137.63 | 138.13 | 0.00 | ||
| 86 | 2005.08.12 07:00 | close | 43 | 0.50 | 136.83 | 138.13 | 0.00 | 315.24 | 9044.13 |
| 87 | 2005.08.12 07:00 | buy | 44 | 0.50 | 136.83 | 136.33 | 0.00 | ||
| 88 | 2005.08.12 11:09 | s/l | 44 | 0.50 | 136.33 | 136.33 | 0.00 | -211.07 | 8833.06 |
| 89 | 2005.08.16 22:00 | buy | 45 | 0.50 | 135.42 | 134.92 | 0.00 | ||
| 90 | 2005.08.17 06:07 | s/l | 45 | 0.50 | 134.92 | 134.92 | 0.00 | -206.82 | 8626.24 |
| 91 | 2005.08.18 06:00 | buy | 46 | 0.50 | 135.35 | 134.85 | 0.00 | ||
| 92 | 2005.08.18 14:07 | s/l | 46 | 0.50 | 134.85 | 134.85 | 0.00 | -211.07 | 8415.17 |
| 93 | 2005.08.22 20:00 | buy | 47 | 0.50 | 134.27 | 133.77 | 0.00 | ||
| 94 | 2005.09.05 11:00 | close | 47 | 0.50 | 136.72 | 133.77 | 0.00 | 1093.77 | 9508.94 |
| 95 | 2005.09.05 11:00 | sell | 48 | 0.50 | 136.72 | 137.22 | 0.00 | ||
| 96 | 2005.09.06 04:00 | close | 48 | 0.50 | 136.52 | 137.22 | 0.00 | 78.81 | 9587.75 |
| 97 | 2005.09.06 04:00 | buy | 49 | 0.50 | 136.52 | 136.02 | 0.00 | ||
| 98 | 2005.09.08 03:00 | close | 49 | 0.50 | 136.86 | 136.02 | 0.00 | 160.54 | 9748.29 |
| 99 | 2005.09.08 03:00 | sell | 50 | 0.50 | 136.86 | 137.36 | 0.00 | ||
| 100 | 2005.09.08 10:00 | close | 50 | 0.50 | 137.13 | 137.36 | 0.00 | -113.95 | 9634.34 |
| 101 | 2005.09.08 10:00 | buy | 51 | 0.50 | 137.13 | 136.63 | 0.00 | ||
| 102 | 2005.09.09 14:14 | s/l | 51 | 0.50 | 136.63 | 136.63 | 0.00 | -206.83 | 9427.51 |
| 103 | 2005.09.09 19:00 | sell | 52 | 0.50 | 136.31 | 136.81 | 0.00 | ||
| 104 | 2005.09.13 00:00 | close | 52 | 0.50 | 135.55 | 136.81 | 0.00 | 309.56 | 9737.07 |
| 105 | 2005.09.13 00:00 | buy | 53 | 0.50 | 135.55 | 135.05 | 0.00 | ||
| 106 | 2005.09.15 04:32 | s/l | 53 | 0.50 | 135.05 | 135.05 | 0.00 | -194.07 | 9543.00 |
| 107 | 2005.09.15 14:00 | sell | 54 | 0.50 | 134.91 | 135.41 | 0.00 | ||
| 108 | 2005.09.15 23:00 | close | 54 | 0.50 | 135.27 | 135.41 | 0.00 | -151.93 | 9391.07 |
| 109 | 2005.09.15 23:00 | buy | 55 | 0.50 | 135.27 | 134.77 | 0.00 | ||
| 110 | 2005.10.03 13:00 | close | 55 | 0.50 | 136.09 | 134.77 | 0.00 | 414.17 | 9805.24 |
| 111 | 2005.10.03 13:00 | sell | 56 | 0.50 | 136.09 | 136.59 | 0.00 | ||
| 112 | 2005.10.04 12:00 | close | 56 | 0.50 | 136.51 | 136.59 | 0.00 | -182.86 | 9622.38 |
| 113 | 2005.10.04 12:00 | buy | 57 | 0.50 | 136.51 | 136.01 | 0.00 | ||
| 114 | 2005.10.05 03:34 | s/l | 57 | 0.50 | 136.01 | 136.01 | 0.00 | -206.83 | 9415.55 |
| 115 | 2005.10.05 21:00 | buy | 58 | 0.50 | 136.25 | 135.75 | 0.00 | ||
| 116 | 2005.10.24 04:00 | close | 58 | 0.50 | 138.31 | 135.75 | 0.00 | 950.38 | 10365.93 |
| 117 | 2005.10.24 04:00 | sell | 59 | 2.00 | 138.31 | 138.81 | 0.00 | ||
| 118 | 2005.10.25 01:00 | close | 59 | 2.00 | 138.28 | 138.81 | 0.00 | 28.23 | 10394.16 |
| 119 | 2005.10.25 01:00 | buy | 60 | 2.00 | 138.28 | 137.78 | 0.00 | ||
| 120 | 2005.11.09 14:01 | s/l | 60 | 2.00 | 137.78 | 137.78 | 0.00 | -589.31 | 9804.85 |
| 121 | 2005.11.09 23:00 | buy | 61 | 0.50 | 138.27 | 137.77 | 0.00 | ||
| 122 | 2005.11.11 00:57 | s/l | 61 | 0.50 | 137.77 | 137.77 | 0.00 | -194.08 | 9610.77 |
| 123 | 2005.11.11 04:00 | sell | 62 | 0.50 | 137.69 | 138.19 | 0.00 | ||
| 124 | 2005.11.11 10:23 | s/l | 62 | 0.50 | 138.19 | 138.19 | 0.00 | -211.02 | 9399.75 |
| 125 | 2005.11.11 15:00 | buy | 63 | 0.50 | 138.04 | 137.54 | 0.00 | ||
| 126 | 2005.12.20 20:00 | close | 63 | 0.50 | 138.93 | 137.54 | 0.00 | 532.97 | 9932.72 |
| 127 | 2005.12.20 20:00 | sell | 64 | 1.00 | 138.93 | 139.43 | 0.00 | ||
| 128 | 2005.12.21 09:07 | s/l | 64 | 1.00 | 139.43 | 139.43 | 0.00 | -433.25 | 9499.47 |
| 129 | 2005.12.22 05:00 | buy | 65 | 0.50 | 138.97 | 138.47 | 0.00 | ||
| 130 | 2005.12.22 15:02 | s/l | 65 | 0.50 | 138.47 | 138.47 | 0.00 | -211.07 | 9288.40 |
| 131 | 2005.12.26 14:00 | buy | 66 | 0.50 | 138.03 | 137.53 | 0.00 | ||
| 132 | 2005.12.30 22:59 | close at stop | 66 | 0.50 | 139.47 | 137.53 | 0.00 | 633.40 | 9921.80 |