Strategy Tester Report
usdjpy_15m1

SymbolUSDJPYm (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2006.09.07 22:15 - 2006.10.06 19:45
ModelControl points (based on the nearest less timeframe with fractal interpolation of 12 control points)
ParametersLots=1; MaximumRisk=0.3; DecreaseFactor=1; PrefSettings=true; MM=true; AccountIsMicro=false; TakeProfit=0; StopLoss=0; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=0; SMA2Bars=0; Percent=0; EnvelopePeriod=0; OSMAFast=0; OSMASlow=0; OSMASignal=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=0; Fast_Price=1; Slow_Period=0; Slow_Price=1; DVBuySell=0; DVStayOut=0;
Bars in test2071Ticks modelled27006Modelling quality47.61%
Initial deposit10000.00
Total net profit-104.72Gross profit334.29Gross loss-439.01
Profit factor0.76Expected payoff-6.54
Absolute drawdown394.03Maximal drawdown394.03 (3.94%)Relative drawdown3.94% (394.03)
Total trades16Short positions (won %)8 (37.50%)Long positions (won %)8 (75.00%)
Profit trades (% of total)9 (56.25%)Loss trades (% of total)7 (43.75%)
Largestprofit trade43.30loss trade-76.02
Averageprofit trade37.14loss trade-62.72
Maximumconsecutive wins (profit in money)8 (290.99)consecutive losses (loss in money)4 (-290.19)
Maximalconsecutive profit (count of wins)290.99 (8)consecutive loss (count of losses)-290.19 (4)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.09.07 23:00sell11.00116.45117.29116.03
22006.09.11 07:13s/l11.00117.29117.29116.03-74.549925.46
32006.09.11 07:15sell21.00117.23118.07116.81
42006.09.12 18:01s/l21.00118.07118.07116.81-72.609852.86
52006.09.12 23:00buy31.00117.85117.01118.27
62006.09.18 11:24t/p31.00118.27117.01118.2743.309896.16
72006.09.18 15:15buy41.00117.98117.14118.40
82006.09.19 12:44s/l41.00117.14117.14118.40-70.419825.75
92006.09.20 01:15buy51.00117.37116.53117.79
102006.09.21 16:31s/l51.00116.53116.53117.79-68.189757.57
112006.09.22 03:45sell61.00116.42117.26116.00
122006.09.27 08:18s/l61.00117.26117.26116.00-76.029681.55
132006.09.27 09:15sell71.00117.13117.97116.71
142006.09.28 18:28s/l71.00117.97117.97116.71-75.589605.97
152006.09.28 20:45buy81.00117.82116.98118.24
162006.10.02 01:25t/p81.00118.24116.98118.2438.109644.07
172006.10.02 07:00sell91.00118.25119.09117.83
182006.10.02 13:36t/p91.00117.83119.09117.8335.659679.72
192006.10.02 13:36buy101.00117.82116.98118.24
202006.10.04 11:27t/p101.00118.24116.98118.2438.119717.83
212006.10.04 11:27sell111.00118.25119.09117.83
222006.10.04 21:16t/p111.00117.83119.09117.8335.659753.48
232006.10.05 07:30buy121.00117.62116.78118.04
242006.10.06 02:48t/p121.00118.04116.78118.0436.889790.36
252006.10.06 07:15sell131.00118.13118.97117.71
262006.10.06 12:30t/p131.00117.71118.97117.7135.689826.04
272006.10.06 12:30buy141.00117.70116.86118.12
282006.10.06 12:32t/p141.00118.12116.86118.1235.539861.57
292006.10.06 12:32buy151.00118.23117.39118.65
302006.10.06 12:58t/p151.00118.65117.39118.6535.399896.96
312006.10.06 19:45sell161.00119.00119.84118.58
322006.10.06 19:59close at stop161.00119.02119.84118.58-1.689895.28