Strategy Tester Report
DPO

SymbolEURUSD (Euro vs US Dollar)
Period4 Hours (H4) 2005.01.03 00:00 - 2005.12.18 00:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersExpertName="DPO"; DPOPeriod=120; BuyLevel=0.003; SellLevel=-0.003; LotsSize=1; SL=100; TP=250; MaxEntrySlippage=5; MaxExitSlippage=10;
Bars in test7393Ticks modelled863229Modelling quality73.02%
Initial deposit10000.00
Total net profit14589.40Gross profit21918.60Gross loss-7329.20
Profit factor2.99Expected payoff729.47
Absolute drawdown0.00Maximal drawdown (%)3323.80 (14.0%)
Total trades20Short positions (won %)10 (60.00%)Long positions (won %)10 (40.00%)
Profit trades (% of total)10 (50.00%)Loss trades (% of total)10 (50.00%)
Largestprofit trade2577.00loss trade-1028.40
Averageprofit trade2191.86loss trade-732.92
Maximumconsecutive wins (profit in money)3 (7554.60)consecutive losses (loss in money)5 (-3323.80)
Maximalconsecutive profit (count of wins)7554.60 (3)consecutive loss (count of losses)-3323.80 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.01.04 20:35sell11.001.32641.33641.3014
22005.01.18 03:20t/p11.001.30141.33641.30142577.0012577.00
32005.02.22 03:16buy21.001.30781.29781.3328
42005.03.08 15:56t/p21.001.33281.29781.33282400.6014977.60
52005.03.22 21:11sell31.001.30541.31541.2804
62005.04.05 13:38t/p31.001.28041.31541.28042577.0017554.60
72005.05.04 03:57buy41.001.29571.28571.3207
82005.05.06 14:41close41.001.28901.28571.3207-684.2016870.40
92005.05.06 14:41sell51.001.28901.29901.2640
102005.05.13 11:40t/p51.001.26401.29901.26402538.5019408.90
112005.07.12 16:45buy61.001.22071.21071.2457
122005.07.13 15:01close61.001.21321.21071.2457-771.3018637.60
132005.07.13 15:01sell71.001.21321.22321.1882
142005.07.20 19:32close71.001.21241.22321.1882118.5018756.10
152005.07.20 19:32buy81.001.21241.20241.2374
162005.07.26 04:42s/l81.001.20241.20241.2374-1028.4017727.70
172005.07.26 04:42sell91.001.20241.21241.1774
182005.07.28 13:17close91.001.20971.21241.1774-708.0017019.70
192005.07.28 13:17buy101.001.20971.19971.2347
202005.08.04 03:18t/p101.001.23471.19971.23472450.3019470.00
212005.08.30 11:54sell111.001.21981.22981.1948
222005.08.31 16:23close111.001.22811.22981.1948-813.5018656.50
232005.08.31 16:23buy121.001.22811.21811.2531
242005.09.02 09:42t/p121.001.25311.21811.25312485.8021142.30
252005.09.12 16:46sell131.001.22721.23721.2022
262005.09.26 00:21t/p131.001.20221.23721.20222577.0023719.30
272005.10.26 08:14buy141.001.21201.20201.2370
282005.10.26 14:19close141.001.20541.20201.2370-660.0023059.30
292005.10.26 14:19sell151.001.20541.21541.1804
302005.10.27 05:08close151.001.21101.21541.1804-554.5022504.80
312005.10.27 05:08buy161.001.21101.20101.2360
322005.10.31 13:48close161.001.20231.20101.2360-884.2021620.60
332005.10.31 13:48sell171.001.20231.21231.1773
342005.11.02 16:47close171.001.20701.21231.1773-448.0021172.60
352005.11.02 16:47buy181.001.20701.19701.2320
362005.11.03 15:03close181.001.19931.19701.2320-777.1020395.50
372005.11.03 15:03sell191.001.19931.20931.1743
382005.11.08 02:10t/p191.001.17431.20931.17432516.5022912.00
392005.12.12 02:57buy201.001.18391.17391.2089
402005.12.16 23:59close at stop201.001.20111.17391.20891677.4024589.40