Strategy Tester Report
mahl

SymbolUSDCHF (US Dollar vs Swiss Franc)
PeriodDaily (D1) 2005.04.01 00:00 - 2006.01.11 00:00
ModelControl points (based on the nearest less timeframe with fractal interpolation of 12 control points)
ParametersMagicNumber=0; EachTickMode=false; Lots=1; Slippage=4; StopLossMode=false; StopLoss=30; TakeProfitMode=false; TakeProfit=60; TrailingStopMode=false; TrailingStop=30;
Bars in test2529Ticks modelled9470Modelling quality50.00%
Initial deposit10000.00
Total net profit17474.48Gross profit151564.73Gross loss-134090.26
Profit factor1.13Expected payoff101.60
Absolute drawdown2473.47Maximal drawdown (%)16831.47 (61.4%)
Total trades172Short positions (won %)80 (36.25%)Long positions (won %)92 (42.39%)
Profit trades (% of total)68 (39.53%)Loss trades (% of total)104 (60.47%)
Largestprofit trade13420.65loss trade-4936.79
Averageprofit trade2228.89loss trade-1289.33
Maximumconsecutive wins (profit in money)5 (9609.17)consecutive losses (loss in money)6 (-7018.65)
Maximalconsecutive profit (count of wins)13485.49 (2)consecutive loss (count of losses)-9146.08 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
11996.09.27 23:59buy11.001.25670.00000.0000
21996.10.11 23:59close11.001.25430.00000.0000-160.669839.34
31996.10.16 23:59buy21.001.26970.00000.0000
41996.10.23 23:59close21.001.25450.00000.0000-1196.308643.05
51996.10.24 23:59sell31.001.25500.00000.0000
61996.11.01 23:59close31.001.26870.00000.0000-1116.517526.53
71996.11.04 23:59buy41.001.26790.00000.0000
81996.11.12 23:59close41.001.26850.00000.000064.837591.37
91996.11.18 23:59buy51.001.26740.00000.0000
101997.02.25 23:59close51.001.46020.00000.000013420.6521012.02
111997.02.27 23:59buy61.001.47440.00000.0000
121997.03.13 23:59close61.001.46650.00000.0000-508.0220504.01
131997.03.14 23:59sell71.001.45650.00000.0000
141997.03.26 23:59close71.001.46290.00000.0000-492.4820011.52
151997.04.02 23:59sell81.001.44450.00000.0000
161997.04.08 23:59close81.001.47470.00000.0000-2066.2017945.32
171997.04.09 23:59buy91.001.48040.00000.0000
181997.04.21 23:59close91.001.44280.00000.0000-2584.1215361.20
191997.04.22 23:59sell101.001.46320.00000.0000
201997.04.28 23:59close101.001.47450.00000.0000-793.8614567.34
211997.04.29 23:59buy111.001.46870.00000.0000
221997.05.07 23:59close111.001.46000.00000.0000-573.9713993.37
231997.05.08 23:59sell121.001.44670.00000.0000
241997.06.03 23:59close121.001.43770.00000.0000516.0114509.38
251997.06.04 23:59buy131.001.44500.00000.0000
261997.06.24 23:59close131.001.43890.00000.0000-384.4814124.91
271997.06.30 23:59buy141.001.46210.00000.0000
281997.07.11 23:59close141.001.46850.00000.0000464.3114589.22
291997.07.15 23:59buy151.001.47510.00000.0000
301997.08.11 23:59close151.001.52630.00000.00003413.7018002.92
311997.08.14 23:59sell161.001.51870.00000.0000
321997.10.13 23:59close161.001.46390.00000.00003477.6321480.55
331997.10.14 23:59buy171.001.46200.00000.0000
341997.10.28 23:59close171.001.42870.00000.0000-2300.1119180.44
351997.10.29 23:59sell181.001.41080.00000.0000
361997.11.18 23:59close181.001.40670.00000.0000208.9719389.41
371997.11.21 23:59buy191.001.41070.00000.0000
381997.12.12 23:59close191.001.43750.00000.00001910.3821299.79
391997.12.30 23:59buy201.001.45390.00000.0000
401998.01.22 23:59close201.001.46870.00000.00001062.4822362.27
411998.01.23 23:59sell211.001.44050.00000.0000
421998.02.18 23:59close211.001.47160.00000.0000-2232.5020129.77
431998.02.19 23:59buy221.001.46740.00000.0000
441998.02.24 23:59close221.001.45300.00000.0000-984.4719145.30
451998.02.25 23:59sell231.001.46850.00000.0000
461998.03.05 23:59close231.001.49290.00000.0000-1671.0617474.23
471998.03.06 23:59buy241.001.49210.00000.0000
481998.03.16 23:59close241.001.48000.00000.0000-800.0416674.20
491998.03.19 23:59buy251.001.49790.00000.0000
501998.04.09 23:59close251.001.51660.00000.00001279.0517953.24
511998.04.13 23:59sell261.001.51060.00000.0000
521998.04.30 23:59close261.001.50090.00000.0000559.2118512.45
531998.05.01 23:59buy271.001.49290.00000.0000
541998.05.06 23:59close271.001.47330.00000.0000-1319.3917193.06
551998.05.07 23:59sell281.001.47370.00000.0000
561998.06.01 23:59close281.001.47640.00000.0000-288.2816904.78
571998.06.03 23:59buy291.001.47480.00000.0000
581998.07.14 23:59close291.001.52120.00000.00003135.7020040.48
591998.07.15 23:59sell301.001.51210.00000.0000
601998.08.11 23:59close301.001.49180.00000.00001246.2021286.68
611998.08.17 23:59buy311.001.51150.00000.0000
621998.08.28 23:59close311.001.44000.00000.0000-4936.7916349.89
631998.08.31 23:59sell321.001.43600.00000.0000
641998.10.21 23:59close321.001.35290.00000.00005899.4722249.36
651998.10.22 23:59buy331.001.34090.00000.0000
661998.12.02 23:59close331.001.36760.00000.00002042.1924291.56
671998.12.03 23:59sell341.001.35940.00000.0000
681998.12.22 23:59close341.001.36420.00000.0000-429.7623861.80
691998.12.23 23:59buy351.001.36220.00000.0000
701999.01.14 23:59close351.001.35890.00000.0000-194.6223667.18
711999.01.15 23:59sell361.001.38230.00000.0000
721999.01.26 23:59close361.001.39020.00000.0000-609.5023057.67
731999.01.27 23:59buy371.001.40950.00000.0000
741999.03.12 23:59close371.001.46450.00000.00003851.9926909.66
751999.03.17 23:59sell381.001.45150.00000.0000
761999.03.26 23:59close381.001.47930.00000.0000-1920.5124989.15
771999.03.29 23:59buy391.001.48540.00000.0000
781999.05.06 23:59close391.001.48980.00000.0000383.0125372.16
791999.05.07 23:59sell401.001.49530.00000.0000
801999.05.21 23:59close401.001.51690.00000.0000-1488.1223884.04
811999.05.24 23:59buy411.001.51120.00000.0000
821999.05.26 23:59close411.001.52600.00000.0000978.6324862.66
831999.05.27 23:59buy421.001.52670.00000.0000
841999.06.10 23:59close421.001.52210.00000.0000-271.5324591.14
851999.06.11 23:59sell431.001.51650.00000.0000
861999.06.17 23:59close431.001.54280.00000.0000-1732.1922858.95
871999.06.18 23:59buy441.001.53740.00000.0000
881999.06.28 23:59close441.001.54760.00000.0000676.6223535.58
891999.06.30 23:59buy451.001.54840.00000.0000
901999.07.20 23:59close451.001.54160.00000.0000-401.6523133.93
911999.07.21 23:59sell461.001.52720.00000.0000
921999.08.12 23:59close461.001.50070.00000.00001665.0224798.95
931999.08.13 23:59buy471.001.51720.00000.0000
941999.08.23 23:59close471.001.52660.00000.0000633.2825432.23
951999.08.24 23:59buy481.001.51910.00000.0000
961999.09.03 23:59close481.001.50680.00000.0000-790.0024642.23
971999.09.06 23:59sell491.001.51180.00000.0000
981999.09.13 23:59close491.001.54150.00000.0000-1958.7722683.46
991999.09.14 23:59buy501.001.54840.00000.0000
1001999.09.22 23:59close501.001.53800.00000.0000-654.2822029.18
1011999.09.24 23:59sell511.001.53420.00000.0000
1021999.10.25 23:59close511.001.49600.00000.00002420.5824449.76
1031999.10.26 23:59buy521.001.51080.00000.0000
1041999.11.18 23:59close521.001.55590.00000.00002953.4327403.19
1051999.11.25 23:59buy531.001.57200.00000.0000
1061999.12.07 23:59close531.001.56020.00000.0000-734.3926668.80
1071999.12.08 23:59sell541.001.55660.00000.0000
1081999.12.15 23:59close541.001.58880.00000.0000-2058.7724610.03
1091999.12.16 23:59buy551.001.56910.00000.0000
1102000.01.04 23:59close551.001.55730.00000.0000-720.4623889.57
1112000.01.05 23:59sell561.001.55330.00000.0000
1122000.01.17 23:59close561.001.59620.00000.0000-2733.4621156.11
1132000.01.18 23:59buy571.001.58900.00000.0000
1142000.02.10 23:59close571.001.63030.00000.00002588.0723744.19
1152000.02.22 23:59sell581.001.60100.00000.0000
1162000.02.28 23:59close581.001.66160.00000.0000-3674.5920069.60
1172000.02.29 23:59buy591.001.66930.00000.0000
1182000.03.17 23:59close591.001.65750.00000.0000-670.2819399.33
1192000.03.20 23:59sell601.001.65580.00000.0000
1202000.03.22 23:59close601.001.67480.00000.0000-1152.7918246.53
1212000.03.24 23:59sell611.001.62390.00000.0000
1222000.03.30 23:59close611.001.65720.00000.0000-2036.9116209.63
1232000.04.06 23:59sell621.001.64090.00000.0000
1242000.04.18 23:59close621.001.66700.00000.0000-1611.5214598.11
1252000.04.19 23:59buy631.001.67180.00000.0000
1262000.05.15 23:59close631.001.71280.00000.00002446.3417044.45
1272000.05.18 23:59buy641.001.73740.00000.0000
1282000.05.26 23:59close641.001.68330.00000.0000-3196.4013848.06
1292000.05.29 23:59sell651.001.69130.00000.0000
1302000.06.23 23:59close651.001.65600.00000.00002007.9115855.96
1312000.06.26 23:59buy661.001.65270.00000.0000
1322000.07.05 23:59close661.001.62330.00000.0000-1787.0214068.94
1332000.07.06 23:59sell671.001.62440.00000.0000
1342000.07.13 23:59close671.001.65500.00000.0000-1881.0212187.92
1352000.07.14 23:59buy681.001.65100.00000.0000
1362000.07.27 23:59close681.001.66430.00000.0000827.6213015.54
1372000.07.31 23:59buy691.001.67070.00000.0000
1382000.08.28 23:59close691.001.71500.00000.00002644.4615660.00
1392000.08.30 23:59buy701.001.72840.00000.0000
1402000.09.22 23:59close701.001.73380.00000.0000361.8616021.86
1412000.09.25 23:59sell711.001.73480.00000.0000
1422000.10.06 23:59close711.001.75030.00000.0000-945.1415076.73
1432000.10.09 23:59buy721.001.75250.00000.0000
1442000.11.02 23:59close721.001.77910.00000.00001552.1316628.85
1452000.11.03 23:59sell731.001.75500.00000.0000
1462000.11.17 23:59close731.001.80120.00000.0000-2629.1213999.74
1472000.11.20 23:59buy741.001.79490.00000.0000
1482000.11.28 23:59close741.001.76460.00000.0000-1699.5712300.17
1492000.11.29 23:59sell751.001.76040.00000.0000
1502001.01.11 23:59close751.001.61300.00000.00008941.1921241.36
1512001.01.16 23:59buy761.001.63290.00000.0000
1522001.02.01 23:59close761.001.63450.00000.0000137.3421378.70
1532001.02.02 23:59sell771.001.64500.00000.0000
1542001.02.08 23:59close771.001.67110.00000.0000-1589.3519789.36
1552001.02.09 23:59buy781.001.66140.00000.0000
1562001.03.02 23:59close781.001.65020.00000.0000-632.6819156.67
1572001.03.05 23:59sell791.001.65600.00000.0000
1582001.03.14 23:59close791.001.68840.00000.0000-1969.3917187.28
1592001.03.15 23:59buy801.001.71360.00000.0000
1602001.04.04 23:59close801.001.69520.00000.0000-1041.5916145.70
1612001.04.05 23:59sell811.001.70320.00000.0000
1622001.04.18 23:59close811.001.73110.00000.0000-1671.2714474.43
1632001.04.19 23:59buy821.001.70540.00000.0000
1642001.04.23 23:59close821.001.70500.00000.0000-19.0814455.36
1652001.05.01 23:59buy831.001.72610.00000.0000
1662001.06.15 23:59close831.001.77560.00000.00002890.8017346.16
1672001.06.18 23:59sell841.001.77940.00000.0000
1682001.06.29 23:59close841.001.79490.00000.0000-923.1416423.02
1692001.07.02 23:59buy851.001.79640.00000.0000
1702001.07.11 23:59close851.001.76760.00000.0000-1605.2214817.80
1712001.07.12 23:59sell861.001.77100.00000.0000
1722001.09.05 23:59close861.001.70610.00000.00003551.9518369.75
1732001.09.06 23:59buy871.001.68910.00000.0000
1742001.09.12 23:59close871.001.65900.00000.0000-1801.2016568.55
1752001.09.13 23:59sell881.001.64890.00000.0000
1762001.09.28 23:59close881.001.62160.00000.00001614.7818183.33
1772001.10.01 23:59buy891.001.61760.00000.0000
1782001.10.30 23:59close891.001.62480.00000.0000506.6918690.02
1792001.10.31 23:59sell901.001.63410.00000.0000
1802001.11.07 23:59close901.001.63490.00000.0000-81.0118609.01
1812001.11.14 23:59buy911.001.66430.00000.0000
1822001.11.29 23:59close911.001.65570.00000.0000-486.5418122.47
1832001.12.03 23:59sell921.001.65460.00000.0000
1842001.12.11 23:59close921.001.65380.00000.000011.7118134.17
1852001.12.13 23:59sell931.001.65280.00000.0000
1862001.12.24 23:59close931.001.69400.00000.0000-2473.3515660.82
1872001.12.25 23:59buy941.001.68780.00000.0000
1882002.01.03 23:59close941.001.65010.00000.0000-2260.6013400.22
1892002.01.04 23:59sell951.001.65340.00000.0000
1902002.01.16 23:59close951.001.65880.00000.0000-380.5313019.69
1912002.01.18 23:59buy961.001.66180.00000.0000
1922002.02.08 23:59close961.001.69030.00000.00001732.1214751.80
1932002.02.11 23:59sell971.001.68460.00000.0000
1942002.02.21 23:59close971.001.69990.00000.0000-955.0413796.76
1952002.02.27 23:59buy981.001.70550.00000.0000
1962002.03.07 23:59close981.001.66970.00000.0000-2126.5711670.19
1972002.03.08 23:59sell991.001.68630.00000.0000
1982002.03.28 23:59close991.001.68470.00000.00003.3211673.51
1992002.03.29 23:59buy1001.001.68180.00000.0000
2002002.04.02 23:59close1001.001.66340.00000.0000-1101.7910571.72
2012002.04.03 23:59sell1011.001.65960.00000.0000
2022002.05.15 23:59close1011.001.59570.00000.00003812.0314383.76
2032002.05.20 23:59sell1021.001.57780.00000.0000
2042002.07.08 23:59close1021.001.48420.00000.00006081.8820465.63
2052002.07.10 23:59sell1031.001.48560.00000.0000
2062002.07.29 23:59close1031.001.48570.00000.0000-84.6420381.00
2072002.07.30 23:59buy1041.001.48260.00000.0000
2082002.08.28 23:59close1041.001.50190.00000.00001352.9821733.98
2092002.09.03 23:59sell1051.001.47090.00000.0000
2102002.09.11 23:59close1051.001.50120.00000.0000-2064.2219669.76
2112002.09.12 23:59buy1061.001.49710.00000.0000
2122002.09.20 23:59close1061.001.49100.00000.0000-391.5919278.18
2132002.09.23 23:59sell1071.001.49700.00000.0000
2142002.10.09 23:59close1071.001.47890.00000.00001141.3920419.57
2152002.10.10 23:59sell1081.001.48390.00000.0000
2162002.10.16 23:59close1081.001.49600.00000.0000-836.3219583.25
2172002.10.17 23:59buy1091.001.51200.00000.0000
2182002.10.29 23:59close1091.001.49050.00000.0000-1420.5518162.70
2192002.10.30 23:59sell1101.001.48800.00000.0000
2202002.11.20 23:59close1101.001.46710.00000.00001328.3419491.04
2212002.11.21 23:59buy1111.001.46630.00000.0000
2222002.12.04 23:59close1111.001.47140.00000.0000375.1019866.14
2232002.12.05 23:59sell1121.001.47120.00000.0000
2242003.01.08 23:59close1121.001.38740.00000.00005884.2625750.40
2252003.01.13 23:59sell1131.001.38660.00000.0000
2262003.02.11 23:59close1131.001.36760.00000.00001256.4027006.80
2272003.02.13 23:59buy1141.001.35430.00000.0000
2282003.02.21 23:59close1141.001.36450.00000.0000765.0627771.86
2292003.02.25 23:59sell1151.001.35840.00000.0000
2302003.03.14 23:59close1151.001.36650.00000.0000-679.8327092.03
2312003.03.17 23:59buy1161.001.38320.00000.0000
2322003.03.31 23:59close1161.001.35100.00000.0000-2352.7424739.30
2332003.04.01 23:59sell1171.001.35270.00000.0000
2342003.04.07 23:59close1171.001.38910.00000.0000-2647.9022091.40
2352003.04.08 23:59buy1181.001.38680.00000.0000
2362003.04.17 23:59close1181.001.38050.00000.0000-432.2521659.15
2372003.04.23 23:59sell1191.001.37650.00000.0000
2382003.06.04 23:59close1191.001.31920.00000.00004151.0625810.21
2392003.06.05 23:59buy1201.001.30090.00000.0000
2402003.06.16 23:59close1201.001.30580.00000.0000394.9826205.19
2412003.06.19 23:59buy1211.001.31540.00000.0000
2422003.07.21 23:59close1211.001.35380.00000.00002902.2129107.40
2432003.07.22 23:59sell1221.001.36130.00000.0000
2442003.07.31 23:59close1221.001.37030.00000.0000-707.2028400.20
2452003.08.01 23:59buy1231.001.36570.00000.0000
2462003.09.08 23:59close1231.001.39100.00000.00001897.7430297.94
2472003.09.09 23:59sell1241.001.37860.00000.0000
2482003.10.16 23:59close1241.001.33460.00000.00003118.1433416.09
2492003.10.17 23:59buy1251.001.32840.00000.0000
2502003.10.23 23:59close1251.001.31250.00000.0000-1198.2832217.81
2512003.10.24 23:59sell1261.001.31330.00000.0000
2522003.10.30 23:59close1261.001.33370.00000.0000-1557.0830660.73
2532003.10.31 23:59buy1271.001.34000.00000.0000
2542003.11.13 23:59close1271.001.33650.00000.0000-233.3930427.34
2552003.11.14 23:59sell1281.001.32720.00000.0000
2562004.01.16 23:59close1281.001.26540.00000.00004595.1235022.46
2572004.01.19 23:59buy1291.001.27060.00000.0000
2582004.01.23 23:59close1291.001.24260.00000.0000-2240.1932782.27
2592004.01.27 23:59buy1301.001.24010.00000.0000
2602004.02.09 23:59close1301.001.23570.00000.0000-327.5832454.69
2612004.02.10 23:59sell1311.001.23760.00000.0000
2622004.02.23 23:59close1311.001.25520.00000.0000-1461.7530992.95
2632004.02.24 23:59buy1321.001.24200.00000.0000
2642004.03.12 23:59close1321.001.28450.00000.00003350.3234343.27
2652004.03.19 23:59sell1331.001.26830.00000.0000
2662004.03.26 23:59close1331.001.28450.00000.0000-1293.2733050.00
2672004.03.29 23:59buy1341.001.28470.00000.0000
2682004.04.02 23:59close1341.001.29020.00000.0000439.4433489.44
2692004.04.05 23:59buy1351.001.30610.00000.0000
2702004.04.30 23:59close1351.001.29570.00000.0000-743.4732745.97
2712004.05.03 23:59sell1361.001.30090.00000.0000
2722004.05.10 23:59close1361.001.30150.00000.0000-78.1832667.79
2732004.05.11 23:59buy1371.001.29750.00000.0000
2742004.05.18 23:59close1371.001.28340.00000.0000-1083.3031584.49
2752004.05.19 23:59sell1381.001.27690.00000.0000
2762004.06.10 23:59close1381.001.24470.00000.00002486.1534070.64
2772004.06.14 23:59buy1391.001.25610.00000.0000
2782004.06.25 23:59close1391.001.24660.00000.0000-733.5833337.06
2792004.06.30 23:59buy1401.001.25060.00000.0000
2802004.07.05 23:59close1401.001.23630.00000.0000-1150.1032186.96
2812004.07.06 23:59sell1411.001.23610.00000.0000
2822004.07.16 23:59close1411.001.22550.00000.0000809.9632996.92
2832004.07.21 23:59buy1421.001.24950.00000.0000
2842004.08.09 23:59close1421.001.25460.00000.0000443.7633440.68
2852004.08.10 23:59sell1431.001.26260.00000.0000
2862004.08.24 23:59close1431.001.27330.00000.0000-904.5032536.18
2872004.08.25 23:59buy1441.001.27350.00000.0000
2882004.09.02 23:59close1441.001.26150.00000.0000-933.7231602.46
2892004.09.03 23:59sell1451.001.27130.00000.0000
2902004.09.16 23:59close1451.001.26870.00000.0000145.3531747.82
2912004.09.21 23:59buy1461.001.25460.00000.0000
2922004.09.22 23:59close1461.001.25950.00000.0000395.6232143.43
2932004.10.01 23:59sell1471.001.24940.00000.0000
2942004.10.05 23:59close1471.001.26240.00000.0000-1038.9531104.49
2952004.10.07 23:59buy1481.001.26430.00000.0000
2962004.10.11 23:59close1481.001.25060.00000.0000-1091.0930013.40
2972004.10.12 23:59sell1491.001.25590.00000.0000
2982004.12.13 23:59close1491.001.15420.00000.00008527.1738540.57
2992004.12.17 23:59buy1501.001.15740.00000.0000
3002004.12.24 23:59close1501.001.14370.00000.0000-1182.5337358.04
3012004.12.27 23:59sell1511.001.13510.00000.0000
3022005.01.04 23:59close1511.001.16920.00000.0000-2953.1834404.86
3032005.01.05 23:59buy1521.001.16770.00000.0000
3042005.02.15 23:59close1521.001.18960.00000.00001926.4336331.29
3052005.02.16 23:59sell1531.001.18790.00000.0000
3062005.03.04 23:59close1531.001.17000.00000.00001456.5937787.87
3072005.03.08 23:59buy1541.001.16140.00000.0000
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3092005.03.10 23:59sell1551.001.15340.00000.0000
3102005.03.22 23:59close1551.001.18850.00000.0000-2999.1334553.65
3112005.03.23 23:59buy1561.001.19610.00000.0000
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3132005.04.15 00:00buy1571.001.21570.00000.0000
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3152005.04.20 00:00sell1581.001.18160.00000.0000
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3172005.05.03 00:00buy1591.001.19920.00000.0000
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3192005.07.13 00:00sell1601.001.27130.00000.0000
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3212005.07.27 00:00buy1611.001.29940.00000.0000
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3232005.08.02 00:00sell1621.001.28010.00000.0000
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3312005.10.10 00:00sell1661.001.27930.00000.0000
3322005.10.18 00:00close1661.001.29370.00000.0000-1149.7533119.54
3332005.10.19 00:00buy1671.001.29790.00000.0000
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3352005.10.28 00:00sell1681.001.27310.00000.0000
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3392005.11.29 00:00sell1701.001.30590.00000.0000
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3432006.01.05 00:00sell1721.001.27740.00000.0000
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