Strategy Tester Report
GODZILLA
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 4 Hours (H4) 2006.10.02 00:00 - 2006.12.25 00:00 (2006.10.02 - 2006.12.25) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Bars in test | 3947 | Ticks modelled | 251178 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 928.76 | Gross profit | 3104.61 | Gross loss | -2175.85 |
| Profit factor | 1.43 | Expected payoff | 185.75 | ||
| Absolute drawdown | 1431.40 | Maximal drawdown | 1431.40 (14.31%) | Relative drawdown | 14.31% (1431.40) |
| Total trades | 5 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 2 (40.00%) | Loss trades (% of total) | 3 (60.00%) | ||
| Largest | profit trade | 1707.11 | loss trade | -748.16 | |
| Average | profit trade | 1552.30 | loss trade | -725.28 | |
| Maximum | consecutive wins (profit in money) | 2 (3104.61) | consecutive losses (loss in money) | 2 (-1431.40) | |
| Maximal | consecutive profit (count of wins) | 3104.61 (2) | consecutive loss (count of losses) | -1431.40 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.10.19 20:00 | buy | 1 | 1.20 | 1.2625 | 1.2555 | 1.2816 | ||
| 2 | 2006.10.23 11:57 | s/l | 1 | 1.20 | 1.2555 | 1.2555 | 1.2816 | -683.24 | 9316.76 |
| 3 | 2006.10.23 12:00 | sell | 2 | 1.10 | 1.2557 | 1.2646 | 1.2417 | ||
| 4 | 2006.10.26 08:56 | s/l | 2 | 1.10 | 1.2646 | 1.2646 | 1.2417 | -748.16 | 8568.60 |
| 5 | 2006.10.26 12:00 | buy | 3 | 1.00 | 1.2661 | 1.2591 | 1.2852 | ||
| 6 | 2006.11.10 03:01 | t/p | 3 | 1.00 | 1.2852 | 1.2591 | 1.2852 | 1397.50 | 9966.10 |
| 7 | 2006.11.22 16:00 | buy | 4 | 1.20 | 1.2922 | 1.2852 | 1.3113 | ||
| 8 | 2006.11.27 00:00 | t/p | 4 | 1.20 | 1.3113 | 1.2852 | 1.3113 | 1707.11 | 11673.21 |
| 9 | 2006.12.20 04:00 | buy | 5 | 1.40 | 1.3234 | 1.3164 | 1.3425 | ||
| 10 | 2006.12.20 18:47 | s/l | 5 | 1.40 | 1.3164 | 1.3164 | 1.3425 | -744.45 | 10928.76 |