Strategy Tester Report

Profit Generator 333

Symbol		USDJPY (US Dollar vs Japanise Yen (spot))
Period		5 Minutes (M5) 2006.03.01 00:00 - 2006.10.06 22:55 (2006.03.01 - 2006.10.09)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test	170376	Ticks modelled	1010240	Modelling quality	90.00%
Initial deposit	10000.00
Total net profit	14757.82	Gross profit	23686.45	Gross loss	-8928.63
Profit factor	2.65	Expected payoff	258.91
Absolute drawdown	0.00	Maximal drawdown	1805.56 (10.37%)	Relative drawdown	10.37% (1805.56)
Total trades	57	Short positions (won %)	31 (80.65%)	Long positions (won %)	26 (84.62%)
		Profit trades (% of total)	47 (82.46%)	Loss trades (% of total)	10 (17.54%)
Largest		profit trade	709.03	loss trade	-1304.92
Average		profit trade	503.97	loss trade	-892.86
Maximum		consecutive wins (profit in money)	11 (5873.03)	consecutive losses (loss in money)	2 (-1805.56)
Maximal		consecutive profit (count of wins)	5873.03 (11)	consecutive loss (count of losses)	-1805.56 (2)
Average		consecutive wins	5	consecutive losses	1

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.03.06 04:49	buy	1	1.00	116.91	116.41	117.18
2	2006.03.06 11:41	t/p	1	1.00	117.18	116.41	117.18	230.38	10230.38
3	2006.03.09 14:32	buy	2	2.00	117.50	117.00	117.77
4	2006.03.09 17:15	t/p	2	2.00	117.77	117.00	117.77	458.52	10688.90
5	2006.03.16 14:49	sell	3	2.00	117.27	117.77	117.00
6	2006.03.16 16:05	t/p	3	2.00	117.00	117.77	117.00	461.62	11150.52
7	2006.03.28 21:28	buy	4	2.00	117.62	117.12	117.89
8	2006.03.28 21:36	t/p	4	2.00	117.89	117.12	117.89	458.02	11608.54
9	2006.03.28 21:58	buy	5	2.00	117.92	117.42	118.19
10	2006.03.29 16:24	t/p	5	2.00	118.19	117.42	118.19	456.85	12065.39
11	2006.04.05 03:19	sell	6	2.00	117.27	117.77	117.00
12	2006.04.05 04:19	t/p	6	2.00	117.00	117.77	117.00	461.54	12526.93
13	2006.04.06 14:59	buy	7	2.00	117.65	117.15	117.92
14	2006.04.06 15:31	t/p	7	2.00	117.92	117.15	117.92	457.94	12984.87
15	2006.04.12 14:31	buy	8	2.00	118.19	117.69	118.46
16	2006.04.12 14:48	t/p	8	2.00	118.46	117.69	118.46	455.82	13440.69
17	2006.04.26 15:29	sell	9	2.00	114.92	115.42	114.65
18	2006.04.26 18:10	t/p	9	2.00	114.65	115.42	114.65	471.08	13911.77
19	2006.05.04 06:29	buy	10	2.00	113.94	113.44	114.21
20	2006.05.04 16:21	s/l	10	2.00	113.44	113.44	114.21	-881.60	13030.17
21	2006.05.04 16:22	sell	11	2.00	113.58	114.08	113.31
22	2006.05.04 17:35	t/p	11	2.00	113.31	114.08	113.31	476.61	13506.78
23	2006.05.05 14:38	sell	12	2.00	113.46	113.96	113.19
24	2006.05.05 15:06	t/p	12	2.00	113.19	113.96	113.19	477.16	13983.94
25	2006.05.09 16:43	sell	13	2.00	111.15	111.65	110.88
26	2006.05.10 08:48	t/p	13	2.00	110.88	111.65	110.88	487.06	14471.00
27	2006.05.11 14:31	sell	14	2.00	111.07	111.57	110.80
28	2006.05.11 14:31	t/p	14	2.00	110.80	111.57	110.80	487.46	14958.46
29	2006.05.11 18:04	sell	15	2.00	110.27	110.77	110.00
30	2006.05.12 02:10	t/p	15	2.00	110.00	110.77	110.00	490.91	15449.37
31	2006.05.12 09:25	sell	16	2.00	109.92	110.42	109.65
32	2006.05.12 09:37	t/p	16	2.00	109.65	110.42	109.65	492.52	15941.89
33	2006.05.12 14:30	buy	17	2.00	109.62	109.12	109.89
34	2006.05.12 14:31	t/p	17	2.00	109.89	109.12	109.89	491.35	16433.24
35	2006.05.12 15:19	buy	18	2.00	109.80	109.30	110.07
36	2006.05.12 16:15	t/p	18	2.00	110.07	109.30	110.07	490.55	16923.79
37	2006.05.17 14:30	buy	19	2.00	109.40	108.90	109.67
38	2006.05.17 16:25	t/p	19	2.00	109.67	108.90	109.67	492.39	17416.18
39	2006.05.17 20:53	buy	20	2.00	111.02	110.52	111.29
40	2006.05.18 15:35	s/l	20	2.00	110.52	110.52	111.29	-904.98	16511.20
41	2006.05.18 16:54	sell	21	2.00	110.51	111.01	110.24
42	2006.05.18 18:00	s/l	21	2.00	111.01	111.01	110.24	-900.58	15610.62
43	2006.05.19 09:46	buy	22	2.00	111.50	111.00	111.77
44	2006.05.19 10:01	t/p	22	2.00	111.77	111.00	111.77	483.09	16093.71
45	2006.05.19 16:53	buy	23	2.00	111.94	111.44	112.21
46	2006.05.19 17:15	t/p	23	2.00	112.21	111.44	112.21	481.20	16574.91
47	2006.05.22 08:19	buy	24	2.00	112.35	111.85	112.62
48	2006.05.22 08:26	t/p	24	2.00	112.62	111.85	112.62	479.40	17054.31
49	2006.05.24 09:49	sell	25	2.00	111.86	112.36	111.59
50	2006.05.24 16:01	s/l	25	2.00	112.36	112.36	111.59	-889.91	16164.40
51	2006.05.26 15:54	buy	26	2.00	112.57	112.07	112.84
52	2006.05.26 21:00	close	26	2.00	112.71	112.07	112.84	248.43	16412.83
53	2006.05.30 13:42	buy	27	2.00	112.14	111.64	112.41
54	2006.05.30 14:31	t/p	27	2.00	112.41	111.64	112.41	480.38	16893.21
55	2006.05.30 16:03	sell	28	2.00	111.96	112.46	111.69
56	2006.05.31 08:44	t/p	28	2.00	111.69	112.46	111.69	483.53	17376.74
57	2006.05.31 08:54	sell	29	2.00	111.62	112.12	111.35
58	2006.05.31 13:24	s/l	29	2.00	112.12	112.12	111.35	-891.67	16485.07
59	2006.06.01 09:38	buy	30	2.00	112.90	112.40	113.17
60	2006.06.01 13:11	t/p	30	2.00	113.17	112.40	113.17	477.07	16962.14
61	2006.06.02 16:44	sell	31	2.00	111.70	112.20	111.43
62	2006.06.02 16:54	t/p	31	2.00	111.43	112.20	111.43	484.65	17446.79
63	2006.06.08 13:59	buy	32	2.00	114.16	113.66	114.43
64	2006.06.08 14:18	t/p	32	2.00	114.43	113.66	114.43	471.90	17918.69
65	2006.06.09 14:39	buy	33	2.00	114.19	113.69	114.46
66	2006.06.09 15:30	s/l	33	2.00	113.69	113.69	114.46	-879.67	17039.02
67	2006.06.13 14:34	buy	34	2.00	114.66	114.16	114.93
68	2006.06.13 16:08	t/p	34	2.00	114.93	114.16	114.93	469.85	17508.87
69	2006.06.15 14:37	buy	35	2.00	115.07	114.57	115.34
70	2006.06.16 08:25	s/l	35	2.00	114.57	114.57	115.34	-872.90	16635.97
71	2006.06.29 20:21	sell	36	2.00	115.87	116.37	115.60
72	2006.06.29 20:21	t/p	36	2.00	115.60	116.37	115.60	467.46	17103.43
73	2006.06.30 14:36	sell	37	2.00	114.48	114.98	114.21
74	2006.06.30 14:44	t/p	37	2.00	114.21	114.98	114.21	472.81	17576.24
75	2006.07.07 14:30	sell	38	2.00	114.53	115.03	114.26
76	2006.07.07 14:30	t/p	38	2.00	114.26	115.03	114.26	472.90	18049.14
77	2006.07.07 14:31	sell	39	2.00	114.50	115.00	114.23
78	2006.07.07 14:31	t/p	39	2.00	114.23	115.00	114.23	472.77	18521.91
79	2006.07.12 10:23	buy	40	2.00	114.58	114.08	114.85
80	2006.07.12 11:59	t/p	40	2.00	114.85	114.08	114.85	470.18	18992.09
81	2006.07.12 14:30	buy	41	2.00	115.16	114.66	115.43
82	2006.07.12 14:31	t/p	41	2.00	115.43	114.66	115.43	467.57	19459.66
83	2006.07.19 16:07	sell	42	2.00	117.49	117.99	117.22
84	2006.07.19 16:08	t/p	42	2.00	117.22	117.99	117.22	460.91	19920.57
85	2006.07.28 14:44	sell	43	2.00	115.24	115.74	114.97
86	2006.07.28 14:44	t/p	43	2.00	114.97	115.74	114.97	469.73	20390.30
87	2006.07.28 14:44	sell	44	3.00	115.20	115.70	114.93
88	2006.07.28 14:48	t/p	44	3.00	114.93	115.70	114.93	704.90	21095.20
89	2006.07.28 14:49	sell	45	3.00	115.00	115.50	114.73
90	2006.07.28 16:45	t/p	45	3.00	114.73	115.50	114.73	706.07	21801.27
91	2006.08.01 18:18	sell	46	3.00	114.73	115.23	114.46
92	2006.08.02 00:38	t/p	46	3.00	114.46	115.23	114.46	707.73	22509.00
93	2006.08.02 15:29	sell	47	3.00	114.44	114.94	114.17
94	2006.08.03 10:43	s/l	47	3.00	114.94	114.94	114.17	-1304.92	21204.08
95	2006.08.04 14:58	sell	48	3.00	114.51	115.01	114.24
96	2006.08.04 15:01	t/p	48	3.00	114.24	115.01	114.24	709.03	21913.11
97	2006.08.04 16:58	sell	49	3.00	114.13	114.63	113.86
98	2006.08.04 21:00	close	49	3.00	114.37	114.63	113.86	-629.54	21283.57
99	2006.09.07 10:58	sell	50	3.00	116.54	117.04	116.27
100	2006.09.07 11:08	t/p	50	3.00	116.27	117.04	116.27	696.72	21980.29
101	2006.09.07 11:17	sell	51	3.00	116.15	116.65	115.88
102	2006.09.07 16:58	close	51	3.00	116.45	116.65	115.88	-772.86	21207.43
103	2006.09.07 16:58	buy	52	3.00	116.45	115.95	116.72
104	2006.09.08 14:44	t/p	52	3.00	116.72	115.95	116.72	693.97	21901.40
105	2006.09.19 09:43	sell	53	3.00	117.74	118.24	117.47
106	2006.09.19 13:10	t/p	53	3.00	117.47	118.24	117.47	689.54	22590.94
107	2006.09.19 14:41	sell	54	3.00	117.34	117.84	117.07
108	2006.09.19 14:52	t/p	54	3.00	117.07	117.84	117.07	691.89	23282.83
109	2006.09.29 16:04	buy	55	3.00	118.04	117.54	118.31
110	2006.09.29 21:00	close	55	3.00	118.08	117.54	118.31	101.63	23384.46
111	2006.10.02 16:02	sell	56	3.00	117.78	118.28	117.51
112	2006.10.03 09:28	t/p	56	3.00	117.51	118.28	117.51	689.30	24073.76
113	2006.10.06 14:37	buy	57	3.00	118.14	117.64	118.41
114	2006.10.06 14:56	t/p	57	3.00	118.41	117.64	118.41	684.06	24757.82