Strategy Tester Report
QuibsterEA

SymbolEURJPY (Euro vs Japanese Yen)
Period1 Hour (H1) 2005.01.03 00:00 - 2007.04.27 03:00 (2006.01.01 - 2006.12.31)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersBuy_Level=0.7; Sell_Level=0.1; Stop_Loss=50; dTrailingStop=0; Risk=10; Lots=1;
Bars in test17670Ticks modelled4736203Modelling quality90.00%
Initial deposit10000.00
Total net profit35158.70Gross profit56979.92Gross loss-21821.22
Profit factor2.61Expected payoff857.53
Absolute drawdown935.56Maximal drawdown6253.92 (22.67%)Relative drawdown23.84% (5046.00)
Total trades41Short positions (won %)11 (54.55%)Long positions (won %)30 (30.00%)
Profit trades (% of total)15 (36.59%)Loss trades (% of total)26 (63.41%)
Largestprofit trade23825.91loss trade-1366.95
Averageprofit trade3798.66loss trade-839.28
Maximumconsecutive wins (profit in money)2 (6160.68)consecutive losses (loss in money)6 (-5046.00)
Maximalconsecutive profit (count of wins)23825.91 (1)consecutive loss (count of losses)-6253.92 (5)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.02 12:00buy11.00139.71139.210.00
22006.01.02 16:11s/l11.00139.21139.210.00-422.159577.85
32006.01.03 17:00buy20.50139.75139.250.00
42006.01.03 18:08s/l20.50139.25139.250.00-211.089366.77
52006.01.04 14:00buy30.50140.33139.830.00
62006.01.06 14:49s/l30.50139.83139.830.00-194.079172.70
72006.01.06 22:00sell40.50139.06139.560.00
82006.01.10 01:00close40.50138.33139.560.00296.899469.59
92006.01.10 01:00buy50.50138.33137.830.00
102006.01.10 08:43s/l50.50137.83137.830.00-211.079258.52
112006.01.10 21:00buy60.50138.21137.710.00
122006.01.12 14:14s/l60.50137.71137.710.00-194.089064.44
132006.01.13 05:00buy70.50138.02137.520.00
142006.02.06 11:00close70.50142.28137.520.001891.8810956.32
152006.02.06 11:00sell82.00142.28142.780.00
162006.02.08 07:00close82.00141.35142.780.001525.2212481.54
172006.02.08 07:00buy92.00141.35140.850.00
182006.02.10 08:43s/l92.00140.85140.850.00-776.3011705.24
192006.02.10 13:00sell102.00140.62141.120.00
202006.02.13 13:00close102.00140.45141.120.00264.5711969.81
212006.02.13 13:00buy112.00140.45139.950.00
222006.02.14 00:26s/l112.00139.95139.950.00-827.3111142.50
232006.02.14 23:00buy122.00139.89139.390.00
242006.02.23 18:08s/l122.00139.39139.390.00-657.3210485.18
252006.02.28 06:00buy132.00138.03137.530.00
262006.03.22 16:00close132.00141.31137.530.005912.6616397.84
272006.03.22 16:00sell142.00141.31141.810.00
282006.03.24 04:00close142.00141.11141.810.00248.0216645.86
292006.03.24 04:00buy152.00141.11140.610.00
302006.03.27 03:42s/l152.00140.61140.610.00-827.3215818.54
312006.03.28 09:00buy162.00140.49139.990.00
322006.04.12 05:00close162.00143.46139.990.005270.2121088.75
332006.04.12 05:00sell173.00143.46143.960.00
342006.04.12 12:00close173.00143.43143.960.0075.9921164.74
352006.04.12 12:00buy183.00143.43142.930.00
362006.04.12 14:37s/l183.00142.93142.930.00-1266.4619898.28
372006.04.13 03:00buy192.00143.29142.790.00
382006.04.24 08:52s/l192.00142.79142.790.00-691.3019206.98
392006.04.25 16:00buy202.00142.32141.820.00
402006.05.08 10:03s/l202.00141.82141.820.00-623.3018583.68
412006.05.09 20:00buy212.00141.85141.350.00
422006.05.10 10:57s/l212.00141.35141.350.00-827.3117756.37
432006.05.11 05:00buy222.00141.57141.070.00
442006.05.15 11:52s/l222.00141.07141.070.00-810.3116946.06
452006.05.16 04:00buy232.00141.31140.810.00
462006.05.17 02:18s/l232.00140.81140.810.00-827.3216118.74
472006.05.17 23:00buy242.00141.45140.950.00
482006.05.25 21:00close242.00143.14140.950.003023.7619142.50
492006.05.25 21:00sell252.00143.14143.640.00
502006.05.26 09:00close252.00143.15143.640.00-39.2919103.21
512006.05.26 09:00buy262.00143.15142.650.00
522006.07.31 13:00close262.00145.89142.650.005714.8124818.02
532006.07.31 13:00sell273.00145.89146.390.00
542006.07.31 19:04s/l273.00146.39146.390.00-1266.1423551.88
552006.07.31 23:00buy283.00146.43145.930.00
562006.08.01 07:26s/l283.00145.93145.930.00-1240.9622310.92
572006.08.01 17:00buy293.00146.76146.260.00
582006.08.03 05:05s/l293.00146.26146.260.00-1164.4721146.45
592006.08.03 13:00buy303.00146.73146.230.00
602006.08.10 15:00close303.00147.40146.230.001875.5423021.99
612006.08.10 15:00sell313.00147.40147.900.00
622006.08.11 09:01s/l313.00147.90147.900.00-1299.7621722.23
632006.08.11 10:00buy323.00147.91147.410.00
642006.09.04 14:00close323.00149.24147.410.003929.8225652.05
652006.09.04 14:00sell333.00149.24149.740.00
662006.09.06 01:00close333.00149.00149.740.00540.5426192.59
672006.09.06 01:00buy343.00149.00148.500.00
682006.09.07 11:10s/l343.00148.50148.500.00-1189.9825002.61
692006.09.08 20:00buy353.00148.15147.650.00
702006.09.13 17:00close353.00149.14147.650.002584.1027586.71
712006.09.13 17:00sell363.00149.14149.640.00
722006.09.14 12:30s/l363.00149.64149.640.00-1366.9526219.76
732006.09.14 14:00buy373.00149.58149.080.00
742006.09.15 12:46s/l373.00149.08149.080.00-1240.9424978.82
752006.09.15 16:00sell383.00148.71149.210.00
762006.09.15 18:54s/l383.00149.21149.210.00-1266.1223712.70
772006.09.18 06:00buy393.00149.21148.710.00
782006.09.19 11:58s/l393.00148.71148.710.00-1240.9622471.74
792006.09.20 19:00buy403.00148.97148.470.00
802006.09.25 16:32s/l403.00148.47148.470.00-1138.9521332.79
812006.09.26 22:00buy413.00148.68148.180.00
822006.12.29 22:59close at stop413.00157.12148.180.0023825.9145158.70