Strategy Tester Report
OnlyPivot
| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2007.07.31 00:00 - 2007.08.15 00:00 (2007.07.31 - 2007.08.15) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Bars in test | 2081 | Ticks modelled | 202865 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 2200.70 | Gross profit | 8815.32 | Gross loss | -6614.62 |
| Profit factor | 1.33 | Expected payoff | 115.83 | ||
| Absolute drawdown | 3899.12 | Maximal drawdown | 6159.29 (50.24%) | Relative drawdown | 50.24% (6159.29) |
| Total trades | 19 | Short positions (won %) | 10 (30.00%) | Long positions (won %) | 9 (44.44%) |
| Profit trades (% of total) | 7 (36.84%) | Loss trades (% of total) | 12 (63.16%) | ||
| Largest | profit trade | 3389.35 | loss trade | -1316.02 | |
| Average | profit trade | 1259.33 | loss trade | -551.22 | |
| Maximum | consecutive wins (profit in money) | 2 (4423.14) | consecutive losses (loss in money) | 5 (-2683.03) | |
| Maximal | consecutive profit (count of wins) | 4423.14 (2) | consecutive loss (count of losses) | -2683.03 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.07.31 01:00 | sell | 1 | 1.00 | 163.14 | 0.00 | 0.00 | ||
| 2 | 2007.08.01 14:00 | close | 1 | 1.00 | 162.43 | 0.00 | 0.00 | 595.07 | 10595.07 |
| 3 | 2007.08.01 14:00 | buy | 2 | 1.00 | 162.43 | 0.00 | 0.00 | ||
| 4 | 2007.08.01 19:00 | close | 2 | 1.00 | 161.89 | 0.00 | 0.00 | -461.34 | 10133.73 |
| 5 | 2007.08.01 19:00 | sell | 3 | 1.00 | 161.89 | 0.00 | 0.00 | ||
| 6 | 2007.08.01 20:00 | close | 3 | 1.00 | 162.40 | 0.00 | 0.00 | -435.60 | 9698.13 |
| 7 | 2007.08.01 20:00 | buy | 4 | 1.00 | 162.40 | 0.00 | 0.00 | ||
| 8 | 2007.08.02 01:00 | close | 4 | 1.00 | 162.18 | 0.00 | 0.00 | -162.46 | 9535.67 |
| 9 | 2007.08.02 01:00 | sell | 5 | 1.00 | 162.18 | 0.00 | 0.00 | ||
| 10 | 2007.08.02 13:00 | close | 5 | 1.00 | 162.89 | 0.00 | 0.00 | -606.52 | 8929.15 |
| 11 | 2007.08.02 13:00 | buy | 6 | 1.00 | 162.89 | 0.00 | 0.00 | ||
| 12 | 2007.08.03 08:00 | close | 6 | 1.00 | 163.05 | 0.00 | 0.00 | 145.21 | 9074.36 |
| 13 | 2007.08.03 08:00 | sell | 7 | 1.00 | 163.05 | 0.00 | 0.00 | ||
| 14 | 2007.08.03 18:00 | close | 7 | 1.00 | 163.63 | 0.00 | 0.00 | -495.52 | 8578.84 |
| 15 | 2007.08.03 18:00 | buy | 8 | 1.00 | 163.63 | 0.00 | 0.00 | ||
| 16 | 2007.08.05 22:00 | close | 8 | 1.00 | 162.09 | 0.00 | 0.00 | -1316.02 | 7262.82 |
| 17 | 2007.08.05 22:00 | sell | 9 | 1.00 | 162.09 | 0.00 | 0.00 | ||
| 18 | 2007.08.05 23:00 | close | 9 | 1.00 | 162.47 | 0.00 | 0.00 | -324.65 | 6938.17 |
| 19 | 2007.08.05 23:00 | buy | 10 | 1.00 | 162.47 | 0.00 | 0.00 | ||
| 20 | 2007.08.06 01:00 | close | 10 | 1.00 | 162.23 | 0.00 | 0.00 | -196.59 | 6741.58 |
| 21 | 2007.08.06 01:00 | sell | 11 | 1.00 | 162.23 | 0.00 | 0.00 | ||
| 22 | 2007.08.06 08:00 | close | 11 | 1.00 | 162.64 | 0.00 | 0.00 | -350.25 | 6391.33 |
| 23 | 2007.08.06 08:00 | buy | 12 | 1.00 | 162.64 | 0.00 | 0.00 | ||
| 24 | 2007.08.07 01:00 | close | 12 | 1.00 | 163.87 | 0.00 | 0.00 | 1059.33 | 7450.66 |
| 25 | 2007.08.07 01:00 | sell | 13 | 1.00 | 163.87 | 0.00 | 0.00 | ||
| 26 | 2007.08.08 09:00 | close | 13 | 1.00 | 164.01 | 0.00 | 0.00 | -130.80 | 7319.86 |
| 27 | 2007.08.08 09:00 | buy | 14 | 1.00 | 164.01 | 0.00 | 0.00 | ||
| 28 | 2007.08.09 01:00 | close | 14 | 1.00 | 165.19 | 0.00 | 0.00 | 1033.79 | 8353.65 |
| 29 | 2007.08.09 01:00 | sell | 15 | 1.00 | 165.19 | 0.00 | 0.00 | ||
| 30 | 2007.08.10 01:00 | close | 15 | 1.00 | 161.21 | 0.00 | 0.00 | 3389.35 | 11743.00 |
| 31 | 2007.08.10 01:00 | buy | 16 | 1.00 | 161.21 | 0.00 | 0.00 | ||
| 32 | 2007.08.10 12:00 | close | 16 | 1.00 | 160.10 | 0.00 | 0.00 | -948.15 | 10794.85 |
| 33 | 2007.08.10 12:00 | sell | 17 | 1.00 | 160.10 | 0.00 | 0.00 | ||
| 34 | 2007.08.10 16:00 | close | 17 | 1.00 | 161.49 | 0.00 | 0.00 | -1186.72 | 9608.13 |
| 35 | 2007.08.10 16:00 | buy | 18 | 1.00 | 161.49 | 0.00 | 0.00 | ||
| 36 | 2007.08.13 06:00 | close | 18 | 1.00 | 161.79 | 0.00 | 0.00 | 264.69 | 9872.82 |
| 37 | 2007.08.13 06:00 | sell | 19 | 1.00 | 161.79 | 0.00 | 0.00 | ||
| 38 | 2007.08.14 23:59 | close at stop | 19 | 1.00 | 159.05 | 0.00 | 0.00 | 2327.88 | 12200.70 |