Strategy Tester Report
Pivot Test

SymbolEURJPY (Euro vs Japanese Yen)
Period1 Hour (H1) 2005.03.25 21:00 - 2006.05.16 00:00 (2004.07.16 - 2006.05.16)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersmaxLots=1; spread=4; lotSize=1;
Bars in test7148Ticks modelled1611845Modelling quality88.74%
Initial deposit10000.00
Total net profit-8734.77Gross profit9720.20Gross loss-18454.98
Profit factor0.53Expected payoff-76.62
Absolute drawdown8734.77Maximal drawdown (%)9347.99 (88.1%)
Total trades114Short positions (won %)65 (55.38%)Long positions (won %)49 (55.10%)
Profit trades (% of total)63 (55.26%)Loss trades (% of total)51 (44.74%)
Largestprofit trade632.07loss trade-771.12
Averageprofit trade154.29loss trade-361.86
Maximumconsecutive wins (profit in money)8 (1351.53)consecutive losses (loss in money)7 (-2779.04)
Maximalconsecutive profit (count of wins)1644.97 (7)consecutive loss (count of losses)-2779.04 (7)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.03.29 00:00sell11.00138.22138.53138.09
22005.03.29 02:31s/l11.00138.53138.53138.09-281.169718.84
32005.03.30 00:00sell21.00139.01139.42138.80
42005.03.30 04:59t/p21.00138.80139.42138.80187.439906.27
52005.04.01 00:00sell31.00138.86139.33138.81
62005.04.01 01:51s/l31.00139.33139.33138.81-423.249483.03
72005.04.04 00:00buy41.00138.73138.36138.92
82005.04.04 03:47t/p41.00138.92138.36138.92169.349652.37
92005.04.05 00:00sell51.00139.18139.55139.13
102005.04.05 01:07t/p51.00139.13139.55139.1348.379700.74
112005.04.07 00:00sell61.00139.82140.31139.61
122005.04.07 20:16t/p61.00139.61140.31139.61187.449888.18
132005.04.08 00:00buy71.00139.65139.35139.73
142005.04.08 02:08s/l71.00139.35139.35139.73-275.189613.00
152005.04.11 00:00sell81.00140.01140.43139.75
162005.04.11 12:54t/p81.00139.75140.43139.75232.789845.78
172005.04.13 00:00buy91.00139.22138.77139.37
182005.04.13 03:37s/l91.00138.77138.77139.37-408.249437.54
192005.04.19 00:00sell101.00139.87140.41139.62
202005.04.19 09:12t/p101.00139.62140.41139.62223.729661.26
212005.04.21 00:00sell111.00139.90140.21139.75
222005.04.21 11:44s/l111.00140.21140.21139.75-281.159380.11
232005.04.22 00:00buy121.00139.62139.05139.78
242005.04.22 09:45s/l121.00139.05139.05139.78-514.078866.04
252005.04.25 00:00buy131.00137.85137.80138.70
262005.04.25 00:00s/l131.00137.80137.80138.70-45.368820.68
272005.04.27 00:00sell141.00137.83138.17137.69
282005.04.27 02:32t/p141.00137.69138.17137.69126.978947.65
292005.04.28 00:00buy151.00136.95136.37137.15
302005.04.28 02:06t/p151.00137.15136.37137.15184.479132.12
312005.05.02 00:00buy161.00135.15134.03135.50
322005.05.02 09:59t/p161.00135.50134.03135.50317.519449.63
332005.05.09 00:00buy171.00134.74134.05134.90
342005.05.09 01:18t/p171.00134.90134.05134.90142.129591.75
352005.05.10 00:00sell181.00135.90136.45135.56
362005.05.11 00:00close181.00135.95136.45135.56-55.329536.43
372005.05.17 00:00buy191.00135.16134.63135.26
382005.05.17 01:51s/l191.00134.63134.63135.26-483.849052.59
392005.05.18 00:00sell201.00135.43135.97135.25
402005.05.19 00:00close201.00135.75135.97135.25-320.158732.44
412005.05.20 00:00sell211.00136.03136.38135.94
422005.05.20 00:25t/p211.00135.94136.38135.9484.658817.09
432005.05.24 00:00buy221.00135.37135.06135.46
442005.05.24 01:20t/p221.00135.46135.06135.4684.678901.76
452005.05.26 00:00sell231.00135.65136.09135.55
462005.05.26 07:49t/p231.00135.55136.09135.5590.698992.45
472005.05.27 00:00buy241.00135.10134.60135.30
482005.05.27 15:03t/p241.00135.30134.60135.30184.469176.91
492005.05.30 00:00buy251.00135.41135.16135.51
502005.05.30 06:22s/l251.00135.16135.16135.51-223.788953.13
512005.05.31 00:00buy261.00134.76134.28134.89
522005.05.31 03:17s/l261.00134.28134.28134.89-432.438520.70
532005.06.01 00:00buy271.00133.56132.71133.76
542005.06.01 14:32s/l271.00132.71132.71133.76-771.127749.58
552005.06.02 00:00buy281.00132.56131.95132.82
562005.06.02 09:51t/p281.00132.82131.95132.82232.857982.43
572005.06.03 00:00sell291.00132.87133.30132.75
582005.06.03 02:38t/p291.00132.75133.30132.75111.868094.29
592005.06.06 00:00buy301.00131.74131.25132.06
602005.06.06 15:57s/l301.00131.25131.25132.06-444.527649.77
612005.06.07 00:00buy311.00131.13130.65131.27
622005.06.07 07:40t/p311.00131.27130.65131.27127.007776.77
632005.06.10 00:00sell321.00131.40131.79131.36
642005.06.10 08:36t/p321.00131.36131.79131.3639.307816.07
652005.06.13 00:00sell331.00131.57131.99131.51
662005.06.13 01:37t/p331.00131.51131.99131.5151.407867.47
672005.06.14 00:00sell341.00132.69133.33132.25
682005.06.14 15:06t/p341.00132.25133.33132.25399.068266.53
692005.06.15 00:00buy351.00131.69131.06132.04
702005.06.15 14:15t/p351.00132.04131.06132.04317.528584.05
712005.06.16 00:00sell361.00132.36132.81132.13
722005.06.16 03:43t/p361.00132.13132.81132.13205.578789.62
732005.06.22 00:00buy371.00131.90131.16132.04
742005.06.22 01:24t/p371.00132.04131.16132.04127.008916.62
752005.06.24 00:00buy381.00131.12130.39131.21
762005.06.24 06:46t/p381.00131.21130.39131.2184.689001.30
772005.06.27 00:00sell391.00132.11132.55131.67
782005.06.27 02:11s/l391.00132.55132.55131.67-399.058602.25
792005.06.28 00:00sell401.00132.96133.47132.79
802005.06.28 16:00t/p401.00132.79133.47132.79151.168753.41
812005.06.29 00:00buy411.00132.64132.20132.78
822005.06.29 03:51t/p411.00132.78132.20132.78130.038883.44
832005.06.30 00:00sell421.00133.25133.76133.12
842005.06.30 13:59s/l421.00133.76133.76133.12-465.568417.88
852005.07.01 00:00sell431.00133.93134.60133.86
862005.07.01 01:50t/p431.00133.86134.60133.8666.518484.39
872005.07.04 00:00buy441.00133.42133.21133.74
882005.07.04 00:03s/l441.00133.21133.21133.74-190.538293.86
892005.07.05 00:00buy451.00132.81132.32132.87
902005.07.05 01:21t/p451.00132.87132.32132.8754.448348.30
912005.07.07 00:00sell461.00133.90134.31133.61
922005.07.07 11:26s/l461.00134.31134.31133.61-368.867979.44
932005.07.11 00:00sell471.00134.25134.56134.08
942005.07.11 04:04t/p471.00134.08134.56134.08157.228136.66
952005.07.12 00:00sell481.00134.88135.43134.74
962005.07.12 01:34t/p481.00134.74135.43134.74123.968260.62
972005.07.13 00:00sell491.00135.73136.18135.41
982005.07.13 14:30t/p491.00135.41136.18135.41293.278553.89
992005.07.14 00:00buy501.00135.26134.86135.37
1002005.07.14 02:14t/p501.00135.37134.86135.3796.788650.67
1012005.07.15 00:00sell511.00135.66136.20135.51
1022005.07.15 10:44t/p511.00135.51136.20135.51136.068786.73
1032005.07.18 00:00buy521.00135.04134.53135.28
1042005.07.18 01:48t/p521.00135.28134.53135.28214.729001.45
1052005.07.19 00:00buy531.00134.94134.46134.99
1062005.07.19 06:49t/p531.00134.99134.46134.9945.379046.82
1072005.07.20 00:00sell541.00135.65136.15135.46
1082005.07.20 02:52s/l541.00136.15136.15135.46-450.498596.33
1092005.07.21 00:00sell551.00137.08137.73136.69
1102005.07.21 09:33t/p551.00136.69137.73136.69356.768953.09
1112005.07.22 00:00buy561.00134.26132.71134.96
1122005.07.22 03:17t/p561.00134.96132.71134.96632.079585.16
1132005.07.25 00:00buy571.00134.31133.70134.52
1142005.07.25 01:04t/p571.00134.52133.70134.52187.509772.66
1152005.07.26 00:00buy581.00134.52133.95134.57
1162005.07.26 00:16t/p581.00134.57133.95134.5748.389821.04
1172005.07.27 00:00sell591.00135.24135.60135.00
1182005.07.27 09:32t/p591.00135.00135.60135.00220.7110041.75
1192005.07.28 00:00sell601.00135.61136.07135.47
1202005.07.28 01:16t/p601.00135.47136.07135.47123.9610165.71
1212005.07.29 00:00sell611.00136.01136.51135.93
1222005.07.29 08:10t/p611.00135.93136.51135.9375.5910241.30
1232005.08.01 00:00sell621.00136.54136.70136.22
1242005.08.01 00:54s/l621.00136.70136.70136.22-142.1110099.19
1252005.08.03 00:00buy631.00135.90135.40136.12
1262005.08.03 08:20t/p631.00136.12135.40136.12196.5710295.76
1272005.08.04 00:00sell641.00137.05137.63136.70
1282005.08.04 09:27t/p641.00136.70137.63136.70317.4610613.22
1292005.08.05 00:00sell651.00137.78138.28137.47
1302005.08.05 14:23s/l651.00138.28138.28137.47-450.4910162.73
1312005.08.08 00:00sell661.00138.44138.71138.18
1322005.08.08 02:18s/l661.00138.71138.71138.18-241.889920.85
1332005.08.11 00:00buy671.00137.09136.17137.34
1342005.08.12 00:00close671.00136.81136.17137.34-246.339674.52
1352005.08.16 00:00buy681.00135.20134.62135.44
1362005.08.16 11:32s/l681.00134.62134.62135.44-526.229148.30
1372005.08.17 00:00sell691.00135.36135.78135.17
1382005.08.17 03:07t/p691.00135.17135.78135.17172.349320.64
1392005.08.18 00:00buy701.00134.79134.35134.94
1402005.08.18 02:39t/p701.00134.94134.35134.94139.129459.76
1412005.08.19 00:00buy711.00134.60134.11134.76
1422005.08.22 00:00close711.00134.34134.11134.76-228.189231.58
1432005.08.23 00:00sell721.00134.13134.59134.07
1442005.08.23 02:12t/p721.00134.07134.59134.0757.449289.02
1452005.08.24 00:00sell731.00134.45134.93134.39
1462005.08.24 04:20s/l731.00134.93134.93134.39-432.358856.67
1472005.08.25 00:00sell741.00135.26135.60135.00
1482005.08.25 02:55s/l741.00135.60135.60135.00-311.418545.26
1492005.08.26 00:00sell751.00135.33135.71135.27
1502005.08.26 09:36t/p751.00135.27135.71135.2757.458602.71
1512005.08.30 00:00buy761.00135.30134.82135.45
1522005.08.30 04:19t/p761.00135.45134.82135.45133.078735.78
1532005.08.31 00:00sell771.00135.88136.36135.73
1542005.08.31 16:17s/l771.00136.36136.36135.73-438.398297.39
1552005.09.01 00:00sell781.00136.47136.94136.37
1562005.09.01 11:22s/l781.00136.94136.94136.37-429.337868.06
1572005.09.02 00:00sell791.00137.19137.67137.04
1582005.09.02 11:21s/l791.00137.67137.67137.04-432.357435.71
1592005.09.06 00:00buy801.00136.93136.37136.99
1602005.09.06 03:16s/l801.00136.37136.37136.99-511.106924.61
1612005.09.08 00:00buy811.00136.61136.06136.71
1622005.09.08 00:32t/p811.00136.71136.06136.7190.737015.34
1632005.09.13 00:00sell821.00135.51135.93135.41
1642005.09.13 09:04s/l821.00135.93135.93135.41-380.966634.38
1652005.09.16 00:00sell831.00135.28135.88135.21
1662005.09.16 06:34s/l831.00135.88135.88135.21-544.226090.16
1672005.09.19 00:00buy841.00135.60135.49135.92
1682005.09.19 00:09s/l841.00135.49135.49135.92-102.825987.34
1692005.09.21 00:00sell851.00135.71136.10135.64
1702005.09.21 01:24t/p851.00135.64136.10135.6466.516053.85
1712005.09.22 00:00sell861.00136.03136.41135.98
1722005.09.22 02:43s/l861.00136.41136.41135.98-341.655712.20
1732005.09.23 00:00buy871.00135.68135.12135.80
1742005.09.23 11:00s/l871.00135.12135.12135.80-508.085204.12
1752005.09.26 00:00buy881.00135.26134.91135.32
1762005.09.26 09:39t/p881.00135.32134.91135.3254.445258.56
1772005.09.28 00:00sell891.00136.07136.48135.93
1782005.09.28 07:30t/p891.00135.93136.48135.93123.965382.52
1792005.10.04 00:00buy901.00136.07135.64136.17
1802005.10.04 02:56t/p901.00136.17135.64136.1793.765476.28
1812005.10.06 00:00sell911.00136.59136.98136.42
1822005.10.06 00:52s/l911.00136.98136.98136.42-353.745122.54
1832005.10.07 00:00sell921.00137.98138.53137.56
1842005.10.10 00:00close921.00137.86138.53137.5698.875221.41
1852005.10.11 00:00buy931.00137.72137.35137.77
1862005.10.11 02:56s/l931.00137.35137.35137.77-338.724882.69
1872005.10.14 00:00sell941.00137.64137.97137.48
1882005.10.17 00:00close941.00137.87137.97137.48-218.594664.11
1892005.10.20 00:00sell951.00138.35138.78138.22
1902005.10.20 01:17t/p951.00138.22138.78138.22114.894779.00
1912005.10.21 00:00sell961.00138.57138.87138.47
1922005.10.21 02:16s/l961.00138.87138.87138.47-272.114506.89
1932005.10.24 00:00buy971.00138.46138.09138.58
1942005.10.24 08:30s/l971.00138.09138.09138.58-338.714168.18
1952005.10.26 00:00sell981.00139.29139.76138.90
1962005.10.26 13:52s/l981.00139.76139.76138.90-426.303741.88
1972005.10.27 00:00sell991.00139.73140.13139.63
1982005.10.27 06:48t/p991.00139.63140.13139.6390.703832.58
1992005.10.28 00:00sell1001.00140.11140.37139.99
2002005.10.28 01:07t/p1001.00139.99140.37139.99108.843941.42
2012005.10.31 00:00buy1011.00139.62139.20139.67
2022005.10.31 09:33t/p1011.00139.67139.20139.6748.393989.81
2032005.11.01 00:00sell1021.00139.71139.99139.66
2042005.11.01 00:31t/p1021.00139.66139.99139.6642.334032.14
2052005.11.02 00:00sell1031.00140.41140.79140.15
2062005.11.02 16:29s/l1031.00140.79140.79140.15-341.653690.49
2072005.11.03 00:00sell1041.00141.11141.49140.84
2082005.11.03 14:00t/p1041.00140.84141.49140.84241.873932.36
2092005.11.04 00:00buy1051.00140.10139.45140.29
2102005.11.04 04:45t/p1051.00140.29139.45140.29172.384104.74
2112005.11.07 00:00buy1061.00139.69139.09139.93
2122005.11.07 02:13s/l1061.00139.09139.09139.93-547.393557.35
2132005.11.08 00:00buy1071.00138.80138.22138.96
2142005.11.08 02:11s/l1071.00138.22138.22138.96-523.203034.15
2152005.11.10 00:00sell1081.00138.31138.65138.14
2162005.11.10 00:47s/l1081.00138.65138.65138.14-311.412722.74
2172005.11.11 00:00buy1091.00138.10137.73138.23
2182005.11.11 00:57s/l1091.00137.73137.73138.23-335.692387.05
2192005.11.14 00:00sell1101.00138.38138.80138.16
2202005.11.14 05:06s/l1101.00138.80138.80138.16-377.932009.12
2212005.11.16 00:00sell1111.00139.35139.62139.22
2222005.11.16 04:32s/l1111.00139.62139.62139.22-244.901764.22
2232005.11.17 00:00buy1121.00139.13138.65139.22
2242005.11.17 05:53s/l1121.00138.65138.65139.22-438.521325.70
2252005.11.18 00:00sell1131.00139.51140.01139.26
2262005.11.18 10:23t/p1131.00139.26140.01139.26223.731549.43
2272005.11.21 00:00sell1141.00140.35140.66139.87
2282005.11.21 09:22s/l1141.00140.66140.66139.87-284.201265.23