Strategy Tester: Firebird v065tf

Strategy Tester Report

Firebird v065tf

Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		30 Minutes (M30) 2006.12.04 00:00 - 2006.12.10 00:00 (2006.12.03 - 2006.12.10)
Model		Control points (based on the nearest less timeframe with fractal interpolation of 12 control points)
Parameters		MA_length=10; MA_timeframe=0; MAtype=0; Percent=0.3; TradeOnFriday=1; slip=100; Lots=0.1; TakeProfit=120; Stoploss=200; PipStep=30; IncreasementType=0; MagicNumber=12345; UseTrailingStop=true; TrailingStop=15; UseHourTrade=true; FromHourTrade=8; ToHourTrade=18;

Bars in test	2048	Ticks modelled	3521	Modelling quality	50.00%

Initial deposit	10000.00
Total net profit	22.10	Gross profit	73.67	Gross loss	-51.57
Profit factor	1.43	Expected payoff	3.16
Absolute drawdown	0.00	Maximal drawdown	51.57 (0.51%)	Relative drawdown	0.51% (51.57)

Total trades	7	Short positions (won %)	3 (33.33%)	Long positions (won %)	4 (100.00%)
		Profit trades (% of total)	5 (71.43%)	Loss trades (% of total)	2 (28.57%)
Largest		profit trade	34.74	loss trade	-48.99
Average		profit trade	14.73	loss trade	-25.79
Maximum		consecutive wins (profit in money)	5 (73.67)	consecutive losses (loss in money)	2 (-51.57)
Maximal		consecutive profit (count of wins)	73.67 (5)	consecutive loss (count of losses)	-51.57 (2)
Average		consecutive wins	5	consecutive losses	2