Strategy Tester Report
X92 II Avg
| Symbol | EURUSD (Euro vs. United States Dollar) | ||||
| Period | 1 Hour (H1) 2007.05.01 00:00 - 2007.06.19 00:00 (2007.05.01 - 2007.06.19) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Lotsize=1; intTakeProfit=999; intStopLoss=999; longbelow=20; shortabove=65; longcloseabove=30; shortclosebelow=70; rsiperiodM1=13; rsiperiodM5=13; rsiperiodM15=9; rsiperiodM30=8; rsiperiodH1=11; rsiperiodH4=13; slippage=3; | ||||
| Bars in test | 3789 | Ticks modelled | 108849 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 6439.04 | Gross profit | 8920.99 | Gross loss | -2481.95 |
| Profit factor | 3.59 | Expected payoff | 257.56 | ||
| Absolute drawdown | 180.00 | Maximal drawdown | 1783.53 (9.98%) | Relative drawdown | 9.98% (1783.53) |
| Total trades | 25 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 20 (80.00%) | Loss trades (% of total) | 5 (20.00%) | ||
| Largest | profit trade | 884.64 | loss trade | -1036.80 | |
| Average | profit trade | 446.05 | loss trade | -496.39 | |
| Maximum | consecutive wins (profit in money) | 8 (3535.68) | consecutive losses (loss in money) | 2 (-1152.34) | |
| Maximal | consecutive profit (count of wins) | 3535.68 (8) | consecutive loss (count of losses) | -1152.34 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.05.01 09:52 | sell | 1 | 1.00 | 1.3657 | 1.4656 | 1.2658 | ||
| 2 | 2007.05.02 06:21 | close | 1 | 1.00 | 1.3569 | 1.4656 | 1.2658 | 884.64 | 10884.64 |
| 3 | 2007.05.02 06:21 | buy | 2 | 1.00 | 1.3569 | 1.2570 | 1.4568 | ||
| 4 | 2007.05.02 16:17 | close | 2 | 1.00 | 1.3599 | 1.2570 | 1.4568 | 300.00 | 11184.64 |
| 5 | 2007.05.02 16:17 | sell | 3 | 1.00 | 1.3599 | 1.4598 | 1.2600 | ||
| 6 | 2007.05.08 17:14 | close | 3 | 1.00 | 1.3534 | 1.4598 | 1.2600 | 677.84 | 11862.48 |
| 7 | 2007.05.08 17:14 | buy | 4 | 1.00 | 1.3534 | 1.2535 | 1.4533 | ||
| 8 | 2007.05.09 16:15 | close | 4 | 1.00 | 1.3552 | 1.2535 | 1.4533 | 173.27 | 12035.75 |
| 9 | 2007.05.09 16:15 | sell | 5 | 1.00 | 1.3552 | 1.4551 | 1.2553 | ||
| 10 | 2007.05.10 20:04 | close | 5 | 1.00 | 1.3467 | 1.4551 | 1.2553 | 863.92 | 12899.67 |
| 11 | 2007.05.10 20:04 | buy | 6 | 1.00 | 1.3467 | 1.2468 | 1.4466 | ||
| 12 | 2007.05.11 15:30 | close | 6 | 1.00 | 1.3496 | 1.2468 | 1.4466 | 283.27 | 13182.94 |
| 13 | 2007.05.11 15:30 | sell | 7 | 1.00 | 1.3496 | 1.4495 | 1.2497 | ||
| 14 | 2007.05.16 19:03 | close | 7 | 1.00 | 1.3516 | 1.4495 | 1.2497 | -186.08 | 12996.86 |
| 15 | 2007.05.16 19:03 | buy | 8 | 1.00 | 1.3516 | 1.2517 | 1.4515 | ||
| 16 | 2007.05.17 09:47 | close | 8 | 1.00 | 1.3539 | 1.2517 | 1.4515 | 209.82 | 13206.68 |
| 17 | 2007.05.17 09:47 | sell | 9 | 1.00 | 1.3539 | 1.4538 | 1.2540 | ||
| 18 | 2007.05.17 15:38 | close | 9 | 1.00 | 1.3487 | 1.4538 | 1.2540 | 520.00 | 13726.68 |
| 19 | 2007.05.17 15:38 | buy | 10 | 1.00 | 1.3487 | 1.2488 | 1.4486 | ||
| 20 | 2007.05.18 11:13 | close | 10 | 1.00 | 1.3509 | 1.2488 | 1.4486 | 213.27 | 13939.95 |
| 21 | 2007.05.18 11:13 | sell | 11 | 1.00 | 1.3509 | 1.4508 | 1.2510 | ||
| 22 | 2007.05.21 13:29 | close | 11 | 1.00 | 1.3475 | 1.4508 | 1.2510 | 344.64 | 14284.59 |
| 23 | 2007.05.21 13:29 | buy | 12 | 1.00 | 1.3475 | 1.2476 | 1.4474 | ||
| 24 | 2007.05.22 08:40 | close | 12 | 1.00 | 1.3465 | 1.2476 | 1.4474 | -106.73 | 14177.86 |
| 25 | 2007.05.22 08:40 | sell | 13 | 1.00 | 1.3465 | 1.4464 | 1.2466 | ||
| 26 | 2007.05.23 10:51 | close | 13 | 1.00 | 1.3426 | 1.4464 | 1.2466 | 394.64 | 14572.50 |
| 27 | 2007.05.23 10:51 | buy | 14 | 1.00 | 1.3426 | 1.2427 | 1.4425 | ||
| 28 | 2007.05.23 14:26 | close | 14 | 1.00 | 1.3464 | 1.2427 | 1.4425 | 380.00 | 14952.50 |
| 29 | 2007.05.23 14:26 | sell | 15 | 1.00 | 1.3464 | 1.4463 | 1.2465 | ||
| 30 | 2007.05.29 05:44 | close | 15 | 1.00 | 1.3421 | 1.4463 | 1.2465 | 457.84 | 15410.34 |
| 31 | 2007.05.29 05:44 | buy | 16 | 1.00 | 1.3421 | 1.2422 | 1.4420 | ||
| 32 | 2007.05.29 10:55 | close | 16 | 1.00 | 1.3453 | 1.2422 | 1.4420 | 320.00 | 15730.34 |
| 33 | 2007.05.29 10:55 | sell | 17 | 1.00 | 1.3453 | 1.4452 | 1.2454 | ||
| 34 | 2007.06.01 15:30 | close | 17 | 1.00 | 1.3410 | 1.4452 | 1.2454 | 453.20 | 16183.54 |
| 35 | 2007.06.01 15:30 | buy | 18 | 1.00 | 1.3410 | 1.2411 | 1.4409 | ||
| 36 | 2007.06.01 15:34 | close | 18 | 1.00 | 1.3451 | 1.2411 | 1.4409 | 410.00 | 16593.54 |
| 37 | 2007.06.01 15:34 | sell | 19 | 1.00 | 1.3451 | 1.4450 | 1.2452 | ||
| 38 | 2007.06.01 17:11 | close | 19 | 1.00 | 1.3394 | 1.4450 | 1.2452 | 570.00 | 17163.54 |
| 39 | 2007.06.01 17:11 | buy | 20 | 1.00 | 1.3394 | 1.2395 | 1.4393 | ||
| 40 | 2007.06.01 19:53 | close | 20 | 1.00 | 1.3449 | 1.2395 | 1.4393 | 550.00 | 17713.54 |
| 41 | 2007.06.01 19:53 | sell | 21 | 1.00 | 1.3449 | 1.4448 | 1.2450 | ||
| 42 | 2007.06.07 13:26 | close | 21 | 1.00 | 1.3467 | 1.4448 | 1.2450 | -152.16 | 17561.38 |
| 43 | 2007.06.07 13:26 | buy | 22 | 1.00 | 1.3467 | 1.2468 | 1.4466 | ||
| 44 | 2007.06.12 09:15 | close | 22 | 1.00 | 1.3369 | 1.2468 | 1.4466 | -1000.18 | 16561.20 |
| 45 | 2007.06.12 09:15 | sell | 23 | 1.00 | 1.3369 | 1.4368 | 1.2370 | ||
| 46 | 2007.06.13 03:13 | close | 23 | 1.00 | 1.3294 | 1.4368 | 1.2370 | 754.64 | 17315.84 |
| 47 | 2007.06.13 03:13 | buy | 24 | 1.00 | 1.3294 | 1.2295 | 1.4293 | ||
| 48 | 2007.06.13 21:56 | close | 24 | 1.00 | 1.3310 | 1.2295 | 1.4293 | 160.00 | 17475.84 |
| 49 | 2007.06.13 21:56 | sell | 25 | 1.00 | 1.3310 | 1.4309 | 1.2311 | ||
| 50 | 2007.06.18 23:59 | close at stop | 25 | 1.00 | 1.3416 | 1.4309 | 1.2311 | -1036.80 | 16439.04 |