Strategy Tester Report
R2
| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| Period | Daily (D1) 1999.10.11 00:00 - 2007.04.03 00:00 (1970.01.01 - 2007.04.03) | ||||
| Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) | ||||
| Parameters | MovingAverage=5; MAPeriod=200; JMAPhase=0; Oscillator=2; OscillatorPeriod=15; OscillatorHighLevel=45; OscillatorLowLevel=60; OscillatorExitHighLevel=65; OscillatorExitLowLevel=30; | ||||
| Bars in test | 2049 | Ticks modelled | 31309 | Modelling quality | 28.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 18055.35 | Gross profit | 31529.26 | Gross loss | -13473.91 |
| Profit factor | 2.34 | Expected payoff | 1388.87 | ||
| Absolute drawdown | 498.94 | Maximal drawdown | 12974.97 (47.06%) | Relative drawdown | 47.06% (12974.97) |
| Total trades | 13 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 7 (53.85%) | Loss trades (% of total) | 6 (46.15%) | ||
| Largest | profit trade | 6386.70 | loss trade | -4464.97 | |
| Average | profit trade | 4504.18 | loss trade | -2245.65 | |
| Maximum | consecutive wins (profit in money) | 4 (13458.34) | consecutive losses (loss in money) | 5 (-12974.97) | |
| Maximal | consecutive profit (count of wins) | 18070.92 (3) | consecutive loss (count of losses) | -12974.97 (5) | |
| Average | consecutive wins | 4 | consecutive losses | 3 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2000.07.31 00:00 | sell | 1 | 1.00 | 164.66 | 0.00 | 0.00 | ||
| 2 | 2000.08.15 00:00 | close | 1 | 1.00 | 164.78 | 0.00 | 0.00 | -498.94 | 9501.06 |
| 3 | 2001.02.19 00:00 | buy | 2 | 1.00 | 167.96 | 0.00 | 0.00 | ||
| 4 | 2001.02.20 00:00 | buy | 3 | 1.00 | 167.94 | 0.00 | 0.00 | ||
| 5 | 2001.02.21 00:00 | buy | 4 | 1.00 | 167.42 | 0.00 | 0.00 | ||
| 6 | 2001.03.07 00:00 | close | 2 | 1.00 | 174.20 | 0.00 | 0.00 | 5639.69 | 15140.75 |
| 7 | 2001.03.07 00:00 | close | 4 | 1.00 | 174.20 | 0.00 | 0.00 | 6044.53 | 21185.28 |
| 8 | 2001.03.08 00:00 | close | 3 | 1.00 | 175.01 | 0.00 | 0.00 | 6386.70 | 27571.98 |
| 9 | 2001.05.10 00:00 | buy | 5 | 1.00 | 174.05 | 0.00 | 0.00 | ||
| 10 | 2001.05.11 00:00 | buy | 6 | 1.00 | 174.38 | 0.00 | 0.00 | ||
| 11 | 2001.05.14 00:00 | buy | 7 | 1.00 | 173.95 | 0.00 | 0.00 | ||
| 12 | 2001.05.24 00:00 | close | 5 | 1.00 | 170.32 | 0.00 | 0.00 | -2791.86 | 24780.12 |
| 13 | 2001.05.24 00:00 | close | 7 | 1.00 | 170.32 | 0.00 | 0.00 | -2756.95 | 22023.18 |
| 14 | 2001.05.25 00:00 | close | 6 | 1.00 | 168.66 | 0.00 | 0.00 | -4464.97 | 17558.21 |
| 15 | 2002.05.17 00:00 | buy | 8 | 1.00 | 186.51 | 0.00 | 0.00 | ||
| 16 | 2002.05.20 00:00 | close | 8 | 1.00 | 183.85 | 0.00 | 0.00 | -2211.85 | 15346.36 |
| 17 | 2003.05.01 00:00 | sell | 9 | 1.00 | 190.22 | 0.00 | 0.00 | ||
| 18 | 2003.05.02 00:00 | close | 9 | 1.00 | 191.08 | 0.00 | 0.00 | -749.35 | 14597.01 |
| 19 | 2005.06.08 00:00 | buy | 10 | 1.00 | 195.67 | 0.00 | 0.00 | ||
| 20 | 2005.06.09 00:00 | buy | 11 | 1.00 | 195.56 | 0.00 | 0.00 | ||
| 21 | 2005.06.10 00:00 | buy | 12 | 1.00 | 195.57 | 0.00 | 0.00 | ||
| 22 | 2005.06.20 00:00 | close | 10 | 1.00 | 198.66 | 0.00 | 0.00 | 2808.88 | 17405.89 |
| 23 | 2005.06.20 00:00 | close | 12 | 1.00 | 198.66 | 0.00 | 0.00 | 2794.63 | 20200.52 |
| 24 | 2005.06.21 00:00 | close | 11 | 1.00 | 199.49 | 0.00 | 0.00 | 3550.03 | 23750.55 |
| 25 | 2006.01.13 00:00 | buy | 13 | 1.00 | 201.80 | 0.00 | 0.00 | ||
| 26 | 2006.01.26 00:00 | close | 13 | 1.00 | 206.54 | 0.00 | 0.00 | 4304.80 | 28055.35 |