Strategy Tester Report
kamran1

Symbol EURUSD (Euro vs US Dollar)
Period 1 Hour (H1) 2003.11.19 11:00 - 2006.06.30 14:00 (2006.06.01 - 2006.06.29)
Model Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters MA_length=100; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.1; TakeProfit=50; Stoploss=300; Fast_Period=23; Fast_Price=1; Slow_Period=84; Slow_Price=1; DivergenceLimit=0.002; Use_V63D_Divergence=true; PipStep=30; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; GMT=2; DST=0; OpeningHour=0; ClosingHour=23; writelog=0;
Bars in test 16395 Ticks modelled 1619596 Modelling quality 27.78%
Initial deposit 300.00
Total net profit 370.83 Gross profit 411.54 Gross loss -40.72
Profit factor 10.11 Expected payoff 37.08
Absolute drawdown 0.00 Maximal drawdown (%) 40.72 (5.7%)
Total trades 10 Short positions (won %) 7 (100.00%) Long positions (won %) 3 (66.67%)
Profit trades (% of total) 9 (90.00%) Loss trades (% of total) 1 (10.00%)
Largest profit trade 52.89 loss trade -40.72
Average profit trade 45.73 loss trade -40.72
Maximum consecutive wins (profit in money) 9 (411.54) consecutive losses (loss in money) 1 (-40.72)
Maximal consecutive profit (count of wins) 411.54 (9) consecutive loss (count of losses) -40.72 (1)
Average consecutive wins 9 consecutive losses 1
Graph
# Time Type Order Lots Price S / L T / P Profit Balance
1 2006.06.01 10:00 sell 1 0.10 1.2774 1.3074 1.2724
2 2006.06.01 14:23 t/p 1 0.10 1.2724 1.3074 1.2724 50.00 350.00
3 2006.06.01 14:23 sell 2 0.10 1.2721 1.3021 1.2671
4 2006.06.06 19:00 sell 3 0.10 1.2828 1.3128 1.2778
5 2006.06.07 13:48 t/p 3 0.10 1.2778 1.3128 1.2778 50.41 400.41
6 2006.06.08 14:43 t/p 2 0.10 1.2671 1.3021 1.2671 52.89 453.30
7 2006.06.15 02:00 sell 4 0.10 1.2606 1.2906 1.2556
8 2006.06.19 14:23 buy 5 0.10 1.2576 1.2276 1.2626
9 2006.06.19 16:37 t/p 4 0.10 1.2556 1.2906 1.2556 50.83 504.13
10 2006.06.21 04:21 t/p 5 0.10 1.2626 1.2276 1.2626 47.52 551.65
11 2006.06.21 10:00 sell 6 0.10 1.2619 1.2919 1.2569
12 2006.06.21 21:00 sell 7 0.10 1.2659 1.2959 1.2609
13 2006.06.22 12:29 t/p 7 0.10 1.2609 1.2959 1.2609 51.24 602.89
14 2006.06.22 15:20 t/p 6 0.10 1.2569 1.2919 1.2569 51.24 654.13
15 2006.06.23 02:00 buy 8 0.10 1.2582 1.2282 1.2632
16 2006.06.27 05:31 sell 9 0.10 1.2612 1.2912 1.2562
17 2006.06.28 08:16 t/p 9 0.10 1.2562 1.2912 1.2562 50.41 704.54
18 2006.06.28 19:00 buy 10 0.10 1.2538 1.2238 1.2588
19 2006.06.28 23:59 close at stop 10 0.10 1.2545 1.2238 1.2588 7.00 711.54
20 2006.06.28 23:59 close at stop 8 0.10 1.2545 1.2282 1.2632 -40.72 670.83