Strategy Tester Report
JLPiGrid

SymbolUSDJPY (US Dollar vs Japanise Yen)
Period1 Hour (H1) 2005.01.03 00:00 - 2007.03.19 00:00 (2005.01.01 - 2007.03.19)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test14541Ticks modelled2517567Modelling quality90.00%
Initial deposit10000.00
Total net profit7052.31Gross profit13372.04Gross loss-6319.73
Profit factor2.12Expected payoff46.09
Absolute drawdown0.00Maximal drawdown2458.45 (16.06%)Relative drawdown16.06% (2458.45)
Total trades153Short positions (won %)64 (81.25%)Long positions (won %)89 (78.65%)
Profit trades (% of total)122 (79.74%)Loss trades (% of total)31 (20.26%)
Largestprofit trade155.95loss trade-636.21
Averageprofit trade109.61loss trade-203.86
Maximumconsecutive wins (profit in money)29 (3146.52)consecutive losses (loss in money)9 (-2458.45)
Maximalconsecutive profit (count of wins)3146.52 (29)consecutive loss (count of losses)-2458.45 (9)
Averageconsecutive wins11consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.01.03 04:59sell10.10103.250.00102.29
22005.01.04 11:15sell20.10104.000.00103.04
32005.01.06 11:14sell30.10105.000.00104.04
42005.01.07 14:50t/p30.10104.040.00104.0492.2710092.27
52005.01.07 18:09sell40.10105.000.00104.04
62005.01.11 03:06t/p40.10104.040.00104.0492.2410184.51
72005.01.12 13:16t/p20.10103.040.00103.0493.0610277.57
82005.01.12 14:53t/p10.10102.290.00102.2993.7310371.30
92005.01.14 19:01sell50.10101.940.00100.98
102005.01.20 09:41sell60.10103.010.00102.05
112005.01.25 16:11sell70.10104.000.00103.04
122005.01.26 15:15t/p70.10103.040.00103.0493.1610464.46
132005.02.01 16:46sell80.10104.000.00103.04
142005.02.07 18:24sell90.10105.000.00104.04
152005.02.10 12:54sell100.10106.020.00105.06
162005.02.14 02:11t/p100.10105.060.00105.0691.3510555.81
172005.02.22 10:25t/p90.10104.040.00104.0492.0710647.88
182005.02.23 16:31sell110.11105.000.00104.04
192005.03.09 11:43t/p110.11104.040.00104.04101.2910749.18
202005.03.09 15:57close80.10103.820.00103.0416.8610766.03
212005.03.09 15:57close60.10103.820.00102.05-78.6410687.40
222005.03.09 15:57close50.10103.820.00100.98-181.7810505.62
232005.03.09 16:22buy120.11104.040.00105.00
242005.03.09 16:22sell130.11104.000.00103.04
252005.03.14 17:41t/p120.11105.000.00105.00100.6410606.26
262005.03.14 17:41buy140.11105.040.00106.00
272005.03.14 17:41sell150.11105.000.00104.04
282005.03.16 13:16t/p150.11104.040.00104.04101.4710707.73
292005.03.16 14:38buy160.11104.000.00104.96
302005.03.18 11:49t/p160.11104.960.00104.96100.6510808.39
312005.03.18 14:03sell170.11105.010.00104.05
322005.03.23 18:31t/p140.11106.000.00106.0099.7310908.12
332005.03.23 18:31buy180.11106.050.00107.01
342005.03.23 18:31sell190.11106.010.00105.05
352005.03.28 08:24t/p180.11107.010.00107.0198.7311006.84
362005.03.28 08:24buy200.11107.080.00108.04
372005.03.28 08:24sell210.11107.040.00106.08
382005.04.04 09:41buy220.11108.040.00109.00
392005.04.04 09:41sell230.11108.000.00107.04
402005.04.04 09:41t/p200.11108.040.00108.0497.8311104.68
412005.04.19 17:06t/p230.11107.040.00107.0498.4311203.11
422005.04.19 17:08buy240.11107.000.00107.96
432005.04.22 15:23t/p210.11106.080.00106.0899.1511302.26
442005.04.22 15:39buy250.11106.000.00106.96
452005.04.29 14:27t/p190.11105.050.00105.0599.9611402.22
462005.04.29 15:26buy260.11104.990.00105.95
472005.05.12 03:13t/p260.11105.950.00105.9599.8511502.06
482005.05.12 03:14sell270.11106.010.00105.05
492005.05.13 10:56t/p250.11106.960.00106.9699.0111601.08
502005.05.13 11:00sell280.11107.000.00106.04
512005.05.20 14:49t/p240.11107.960.00107.9698.2511699.33
522005.05.20 14:52sell290.12108.000.00107.04
532005.06.06 10:48close290.12107.120.00107.0498.3411797.66
542005.06.06 10:48close280.11107.120.00106.04-12.6411785.02
552005.06.06 10:48close270.11107.120.00105.05-114.3211670.70
562005.06.06 10:48close220.11107.080.00109.00-97.7711572.94
572005.06.06 10:48close170.11107.120.00104.05-217.8211355.12
582005.06.06 10:48close130.11107.120.00103.04-321.7011033.42
592005.06.06 15:13buy300.11107.000.00107.96
602005.06.10 16:08t/p300.11107.960.00107.9697.8911131.31
612005.06.10 16:12buy310.11108.050.00109.01
622005.06.13 11:21buy320.11109.040.00110.00
632005.06.13 11:21t/p310.11109.010.00109.0196.8711228.18
642005.06.28 15:46t/p320.11110.000.00110.0096.2011324.39
652005.06.28 15:46buy330.11110.040.00111.00
662005.07.01 03:29t/p330.11111.000.00111.0095.1811419.56
672005.07.01 03:29buy340.11111.070.00112.03
682005.07.05 09:50buy350.11112.070.00113.03
692005.07.05 09:51t/p340.11112.030.00112.0394.2811513.84
702005.07.12 10:24buy360.11111.000.00111.96
712005.07.13 15:23close360.11111.900.00111.9688.4811602.32
722005.07.13 15:23close350.11111.900.00113.03-16.6011585.72
732005.07.13 16:30buy370.12112.040.00113.00
742005.07.20 04:39t/p370.12113.000.00113.00102.0511687.78
752005.07.20 04:39buy380.12113.040.00114.00
762005.07.21 13:04buy390.12111.920.00112.88
772005.07.21 13:23buy400.12110.990.00111.95
782005.07.21 19:04buy410.12109.980.00110.94
792005.07.22 02:54t/p410.12110.940.00110.94103.8511791.63
802005.07.25 09:15t/p400.12111.950.00111.95102.9311894.56
812005.08.04 03:02buy420.12111.000.00111.96
822005.08.05 14:52t/p420.12111.960.00111.96102.9011997.47
832005.08.10 10:51buy430.12111.000.00111.96
842005.08.11 15:42buy440.12110.000.00110.96
852005.08.30 04:23t/p440.12110.960.00110.96104.0712101.54
862005.09.01 17:11buy450.12110.000.00110.96
872005.09.05 10:27buy460.12108.970.00109.93
882005.09.07 05:16t/p460.12109.930.00109.93104.8212206.36
892005.09.13 13:00t/p450.12110.960.00110.96103.9612310.31
902005.09.14 13:57buy470.12110.000.00110.96
912005.09.16 14:41t/p470.12110.960.00110.96103.8712414.18
922005.09.16 16:09close430.12111.210.00111.9623.2412437.42
932005.09.16 16:09close390.12111.210.00112.88-75.7712361.65
942005.09.16 16:09close380.12111.210.00114.00-196.5712165.08
952005.09.20 23:39buy480.12112.040.00113.00
962005.09.20 23:39sell490.12112.000.00111.04
972005.09.21 16:04t/p490.12111.040.00111.04103.7312268.81
982005.09.27 10:08t/p480.12113.000.00113.00102.0312370.85
992005.09.27 10:08buy500.12113.060.00114.02
1002005.09.27 10:08sell510.12113.020.00112.06
1012005.10.03 03:03buy520.12114.050.00115.01
1022005.10.03 03:03sell530.12114.010.00113.05
1032005.10.03 03:03t/p500.12114.020.00114.02101.1112471.96
1042005.10.13 18:11t/p520.12115.010.00115.01100.3512572.30
1052005.10.13 18:11buy540.13115.050.00116.01
1062005.10.13 18:11sell550.13115.010.00114.05
1072005.10.14 16:36t/p550.13114.050.00114.05109.4212681.73
1082005.10.14 17:17buy560.13114.000.00114.96
1092005.10.17 22:19t/p560.13114.960.00114.96108.5712790.29
1102005.10.18 00:43sell570.13115.000.00114.04
1112005.10.27 01:50t/p540.13116.010.00116.01107.8012898.10
1122005.10.27 01:50buy580.13116.050.00117.01
1132005.10.27 01:50sell590.13116.010.00115.05
1142005.10.27 14:50t/p590.13115.050.00115.05108.5013006.60
1152005.10.27 15:25buy600.13115.000.00115.96
1162005.10.31 12:02t/p600.13115.960.00115.96107.6513114.25
1172005.10.31 12:10sell610.13116.000.00115.04
1182005.11.03 15:21buy620.13117.040.00118.00
1192005.11.03 15:21sell630.13117.000.00116.04
1202005.11.03 16:05t/p580.13117.010.00117.01106.7713221.02
1212005.11.04 16:54t/p620.13118.000.00118.00105.7813326.80
1222005.11.04 16:54buy640.13118.040.00119.00
1232005.11.04 16:54sell650.13118.000.00117.04
1242005.11.09 15:00t/p650.13117.040.00117.04106.6413433.43
1252005.11.09 15:00buy660.13116.970.00117.93
1262005.11.10 15:33t/p660.13117.930.00117.93105.8813539.31
1272005.11.10 15:36sell670.13118.000.00117.04
1282005.11.15 11:40t/p640.13119.000.00119.00104.9713644.29
1292005.11.15 11:40buy680.13119.090.00120.05
1302005.11.15 11:40sell690.13119.050.00118.09
1312005.12.01 12:09buy700.13120.050.00121.01
1322005.12.01 12:09sell710.13120.010.00119.05
1332005.12.01 12:42t/p680.13120.050.00120.05104.2513748.53
1342005.12.02 14:59t/p700.13121.010.00121.01103.1113851.64
1352005.12.02 14:59buy720.14121.100.00122.06
1362005.12.02 14:59sell730.14121.060.00120.10
1372005.12.08 18:09t/p730.14120.100.00120.10111.8013963.44
1382005.12.12 13:59buy740.14119.990.00120.95
1392005.12.14 02:59t/p710.13119.050.00119.05104.9014068.34
1402005.12.14 02:59buy750.14118.760.00119.72
1412005.12.14 13:59t/p690.13118.090.00118.09105.3814173.71
1422005.12.14 13:59buy760.14117.870.00118.83
1432005.12.14 16:59t/p670.13117.040.00117.04106.2114279.92
1442005.12.14 16:59buy770.14116.880.00117.84
1452005.12.15 10:39t/p630.13116.040.00116.04106.8214386.74
1462005.12.15 11:59buy780.14115.960.00116.92
1472005.12.20 15:59t/p780.14116.920.00116.92115.0014501.75
1482005.12.20 16:59sell790.14117.010.00116.05
1492005.12.28 18:00t/p770.14117.840.00117.84114.2914616.04
1502005.12.30 00:59sell800.14118.010.00117.05
1512006.01.03 08:59t/p800.14117.050.00117.05114.8214730.86
1522006.01.03 15:59buy810.14116.670.00117.63
1532006.01.03 23:59t/p790.14116.050.00116.05115.6214846.48
1542006.01.03 23:59buy820.15115.980.00116.94
1552006.01.06 13:59t/p610.13115.040.00115.04107.4014953.88
1562006.01.06 13:59buy830.15114.920.00115.88
1572006.01.06 14:10t/p830.15115.880.00115.88124.2215078.10
1582006.01.09 00:59t/p570.13114.040.00114.04108.0815186.17
1592006.01.09 00:59buy840.15113.950.00114.91
1602006.01.16 13:59t/p840.15114.910.00114.91125.4315311.60
1612006.01.16 14:16sell850.15115.030.00114.07
1622006.01.17 15:59close850.15115.870.00114.07-108.7615202.84
1632006.01.17 15:59close820.15115.830.00116.94-19.1715183.67
1642006.01.17 15:59close810.14115.830.00117.63-101.2915082.38
1652006.01.17 15:59close760.14115.830.00118.83-245.9814836.40
1662006.01.17 15:59close750.14115.830.00119.72-353.5514482.85
1672006.01.17 15:59close740.14115.830.00120.95-502.1913980.66
1682006.01.17 15:59close720.14115.830.00122.06-636.2113344.45
1692006.01.17 15:59close530.12115.870.00113.05-194.3313150.11
1702006.01.17 15:59close510.12115.870.00112.06-296.9612853.16
1712006.01.18 09:48buy860.13115.000.00115.96
1722006.01.26 14:41t/p860.13115.960.00115.96107.7712960.93
1732006.01.26 15:59buy870.13116.100.00117.06
1742006.01.27 16:59t/p870.13117.060.00117.06106.5513067.47
1752006.01.27 16:59buy880.13117.190.00118.15
1762006.02.01 19:01buy890.13118.040.00119.00
1772006.02.02 01:59t/p880.13118.150.00118.15105.6513173.12
1782006.02.03 13:59t/p890.13119.000.00119.00104.9213278.04
1792006.02.03 13:59buy900.13119.060.00120.02
1802006.02.07 09:59buy910.13117.870.00118.83
1812006.02.09 19:59t/p910.13118.830.00118.83105.0513383.10
1822006.02.23 10:59buy920.13116.960.00117.92
1832006.02.27 01:59buy930.13115.840.00116.80
1842006.03.06 03:59t/p930.13116.800.00116.80106.8913489.99
1852006.03.07 09:32t/p920.13117.920.00117.92105.9613595.95
1862006.03.09 05:59close900.13118.260.00120.02-87.4013508.55
1872006.03.09 06:00sell940.14117.700.00116.74
1882006.03.10 14:59sell950.13119.010.00118.05
1892006.03.14 14:59t/p950.13118.050.00118.05105.8713614.42
1902006.03.16 17:59sell960.14116.910.00115.95
1912006.03.17 00:59t/p940.14116.740.00116.74115.0713729.49
1922006.03.17 13:59t/p960.14115.950.00115.95115.9613845.45
1932006.03.17 13:59sell970.14115.840.00114.88
1942006.03.21 15:59sell980.14117.020.00116.06
1952006.03.24 01:41sell990.14118.000.00117.04
1962006.03.27 01:00t/p990.14117.040.00117.04114.8213960.27
1972006.03.29 13:25sell1000.14118.000.00117.04
1982006.04.05 04:19t/p1000.14117.040.00117.04114.7114074.98
1992006.04.07 15:59sell1010.14118.020.00117.06
2002006.04.18 22:59t/p1010.14117.060.00117.06114.6514189.63
2012006.04.24 00:00t/p980.14116.060.00116.06115.4914305.12
2022006.04.24 00:00close970.14115.730.00114.8812.6414317.76
2032006.04.24 09:37buy1020.14114.980.00115.94
2042006.04.27 17:00buy1030.14114.000.00114.96
2052006.05.01 13:59buy1040.14112.700.00113.66
2062006.05.02 00:05t/p1040.14113.660.00113.66118.2714436.03
2072006.05.05 14:59buy1050.14112.700.00113.66
2082006.05.08 00:00buy1060.14111.960.00112.92
2092006.05.10 00:57buy1070.14111.000.00111.96
2102006.05.12 08:28buy1080.14110.000.00110.96
2112006.05.17 20:30t/p1080.14110.960.00110.96121.1714557.20
2122006.05.19 10:59t/p1070.14111.960.00111.96120.1414677.34
2132006.05.24 21:59t/p1060.14112.920.00112.92119.2714796.60
2142006.06.02 14:33buy1090.15112.000.00112.96
2152006.06.06 15:36t/p1090.15112.960.00112.96127.5214924.12
2162006.06.07 15:33t/p1050.14113.660.00113.66118.7815042.91
2172006.06.08 14:21close1030.14114.450.00114.9655.7715098.68
2182006.06.08 14:21close1020.14114.450.00115.94-64.0215034.66
2192006.06.09 00:20sell1100.15113.960.00113.00
2202006.06.13 16:19sell1110.15115.000.00114.04
2212006.06.22 18:10sell1120.15116.000.00115.04
2222006.06.29 21:00t/p1120.15115.040.00115.04125.0515159.71
2232006.07.07 14:35t/p1110.15114.040.00114.04125.7515285.46
2242006.07.12 13:16sell1130.15115.000.00114.04
2252006.07.14 05:47sell1140.15116.000.00115.04
2262006.07.17 12:01sell1150.15117.000.00116.04
2272006.07.21 10:50t/p1150.15116.040.00116.04123.9815409.44
2282006.07.25 17:11sell1160.15117.000.00116.04
2292006.07.27 09:04t/p1160.15116.040.00116.04124.0215533.46
2302006.07.28 14:43t/p1140.15115.040.00115.04124.8915658.35
2312006.08.04 16:55t/p1130.15114.040.00114.04125.7715784.11
2322006.08.11 12:39sell1170.16116.000.00115.04
2332006.08.25 08:22sell1180.16117.000.00116.04
2342006.09.04 14:04t/p1180.16116.040.00116.04132.2015916.31
2352006.09.07 10:29sell1190.16117.000.00116.04
2362006.09.07 11:16t/p1190.16116.040.00116.04132.3716048.68
2372006.09.12 20:03sell1200.16118.000.00117.04
2382006.09.19 16:52t/p1200.16117.040.00117.04131.1016179.78
2392006.09.21 20:03close1170.16116.470.00115.04-65.4516114.34
2402006.09.21 20:03close1100.15116.470.00113.00-325.3515788.99
2412006.09.26 16:36buy1210.16117.060.00118.02
2422006.09.29 08:51buy1220.16118.040.00119.00
2432006.09.29 09:26t/p1210.16118.020.00118.02130.2315919.22
2442006.10.06 22:03t/p1220.16119.000.00119.00129.2116048.43
2452006.10.06 22:03buy1230.16119.050.00120.01
2462006.10.27 15:55buy1240.16117.990.00118.95
2472006.10.31 17:36buy1250.16116.990.00117.95
2482006.11.03 15:00t/p1250.16117.950.00117.95130.1916178.61
2492006.11.22 14:38buy1260.16117.000.00117.96
2502006.11.24 10:28buy1270.16116.000.00116.96
2512006.12.01 17:39buy1280.16115.000.00115.96
2522006.12.08 18:27t/p1280.16115.960.00115.96132.6016311.21
2532006.12.11 11:28t/p1270.16116.960.00116.96131.6316442.84
2542006.12.15 02:27t/p1260.16117.960.00117.96130.7016573.54
2552006.12.22 16:37close1240.16118.530.00118.9573.9916647.53
2562006.12.22 16:37close1230.16118.530.00120.01-68.6716578.86
2572006.12.26 19:18buy1290.17119.040.00120.00
2582007.01.11 10:06t/p1290.17120.000.00120.00136.3816715.24
2592007.01.11 10:06buy1300.17120.040.00121.00
2602007.01.18 08:28t/p1300.17121.000.00121.00135.0316850.26
2612007.01.18 08:28buy1310.17121.040.00122.00
2622007.01.29 09:00t/p1310.17122.000.00122.00133.9616984.22
2632007.01.29 09:00buy1320.17122.040.00123.00
2642007.01.31 17:38buy1330.17121.000.00121.96
2652007.02.06 15:13buy1340.17120.000.00120.96
2662007.02.08 08:27t/p1340.17120.960.00120.96135.0017119.23
2672007.02.12 00:27t/p1330.17121.960.00121.96134.0617253.29
2682007.02.14 11:29buy1350.17121.000.00121.96
2692007.02.15 03:29buy1360.17120.000.00120.96
2702007.02.21 15:20t/p1360.17120.960.00120.96135.0017388.29
2712007.02.22 22:29close1350.17121.590.00121.9682.7017470.99
2722007.02.22 22:29close1320.17121.590.00123.00-62.3817408.62
2732007.02.23 16:38buy1370.17121.000.00121.96
2742007.02.23 16:38sell1380.17120.960.00120.00
2752007.02.27 09:37t/p1380.17120.000.00120.00135.9517544.57
2762007.02.27 09:37buy1390.18120.000.00120.96
2772007.02.27 09:37sell1400.18119.960.00119.00
2782007.02.27 15:27t/p1400.18119.000.00119.00145.2117689.78
2792007.02.27 15:27buy1410.18119.000.00119.96
2802007.02.27 15:27sell1420.18118.960.00118.00
2812007.02.27 22:18t/p1420.18118.000.00118.00146.4417836.22
2822007.02.27 22:18buy1430.18118.000.00118.96
2832007.02.27 22:18sell1440.18117.960.00117.00
2842007.03.01 16:53t/p1440.18117.000.00117.00147.5917983.81
2852007.03.01 16:53buy1450.18117.000.00117.96
2862007.03.01 16:53sell1460.18116.960.00116.00
2872007.03.05 01:51t/p1460.18116.000.00116.00148.9218132.74
2882007.03.05 01:51buy1470.18116.000.00116.96
2892007.03.05 01:51sell1480.18115.960.00115.00
2902007.03.08 11:44t/p1470.18116.960.00116.96147.8418280.58
2912007.03.08 11:44sell1490.18117.000.00116.04
2922007.03.09 15:35t/p1450.18117.960.00117.96146.6518427.22
2932007.03.09 15:35sell1500.18118.000.00117.04
2942007.03.13 14:06t/p1500.18117.040.00117.04147.5918574.82
2952007.03.13 14:07buy1510.18117.000.00117.96
2962007.03.14 02:15t/p1490.18116.040.00116.04148.8618723.68
2972007.03.14 02:15buy1520.19116.000.00116.96
2982007.03.14 22:16t/p1520.19116.960.00116.96155.9518879.63
2992007.03.14 22:16sell1530.19117.000.00116.04
3002007.03.16 23:59close at stop1530.19116.710.00116.0447.1118926.74
3012007.03.16 23:59close at stop1510.18116.670.00117.96-50.8018875.94
3022007.03.16 23:59close at stop1480.18116.710.00115.00-115.9818759.96
3032007.03.16 23:59close at stop1430.18116.670.00118.96-204.7718555.19
3042007.03.16 23:59close at stop1410.18116.670.00119.96-359.0618196.13
3052007.03.16 23:59close at stop1390.18116.670.00120.96-513.3417682.79
3062007.03.16 23:59close at stop1370.17116.670.00121.96-630.4817052.31