Strategy Tester Report
OzFx v1.2
(Build 211)

SymbolEURUSD (Euro vs US Dollar)
PeriodDaily (D1) 2004.11.03 00:00 - 2007.12.31 00:00 (2004.07.01 - 2008.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagic=887453; Lots=0.01; MoneyManagement=true; UseFreeMargin=20; AccountType=1; Leverage=100; StartUp=true;
Bars in test922Ticks modelled3968977Modelling quality80.25%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-2634.70Gross profit7376.80Gross loss-10011.50
Profit factor0.74Expected payoff-26.35
Absolute drawdown5721.30Maximal drawdown6219.30 (59.24%)Relative drawdown59.24% (6219.30)
Total trades100Short positions (won %)30 (20.00%)Long positions (won %)70 (50.00%)
Profit trades (% of total)41 (41.00%)Loss trades (% of total)59 (59.00%)
Largestprofit trade2405.20loss trade-299.40
Averageprofit trade179.92loss trade-169.69
Maximumconsecutive wins (profit in money)15 (1161.60)consecutive losses (loss in money)19 (-2520.00)
Maximalconsecutive profit (count of wins)2906.60 (5)consecutive loss (count of losses)-2520.00 (19)
Averageconsecutive wins6consecutive losses8
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12004.11.08 00:00buy10.301.29681.28681.3018
22004.11.08 00:00buy20.301.29681.28681.3068
32004.11.08 00:00buy30.301.29681.28681.3118
42004.11.08 00:00buy40.301.29681.28681.3168
52004.11.08 00:00buy50.301.29681.28680.0000
62004.11.10 16:17s/l10.301.28681.28681.3018-299.409700.60
72004.11.10 16:17s/l20.301.28681.28681.3068-299.409401.20
82004.11.10 16:17s/l30.301.28681.28681.3118-299.409101.80
92004.11.10 16:17s/l40.301.28681.28681.3168-299.408802.40
102004.11.10 16:17s/l50.301.28681.28680.0000-299.408503.00
112004.11.18 00:00buy60.201.30411.29411.3091
122004.11.18 00:00buy70.201.30411.29411.3141
132004.11.18 00:00buy80.201.30411.29411.3191
142004.11.18 00:00buy90.201.30411.29411.3241
152004.11.18 00:00buy100.201.30411.29410.0000
162004.11.18 18:21s/l60.201.29411.29411.3091-200.008303.00
172004.11.18 18:21s/l70.201.29411.29411.3141-200.008103.00
182004.11.18 18:21s/l80.201.29411.29411.3191-200.007903.00
192004.11.18 18:21s/l90.201.29411.29411.3241-200.007703.00
202004.11.18 18:21s/l100.201.29411.29410.0000-200.007503.00
212004.11.25 00:00buy110.201.31861.30861.3236
222004.11.25 00:00buy120.201.31861.30861.3286
232004.11.25 00:00buy130.201.31861.30861.3336
242004.11.25 00:00buy140.201.31861.30861.3386
252004.11.25 00:00buy150.201.31861.30860.0000
262004.11.25 16:52t/p110.201.32361.30861.3236100.007603.00
272004.11.25 16:52modify120.201.31861.31861.3286
282004.11.25 16:52modify130.201.31861.31861.3336
292004.11.25 16:52modify140.201.31861.31861.3386
302004.11.25 16:52modify150.201.31861.31860.0000
312004.11.26 05:11t/p120.201.32861.31861.3286200.207803.20
322004.11.26 09:29s/l130.201.31861.31861.33360.207803.40
332004.11.26 09:29s/l140.201.31861.31861.33860.207803.60
342004.11.26 09:29s/l150.201.31861.31860.00000.207803.80
352004.12.06 00:01buy160.201.34431.33431.3493
362004.12.06 00:01buy170.201.34431.33431.3543
372004.12.06 00:01buy180.201.34431.33431.3593
382004.12.06 00:01buy190.201.34431.33431.3643
392004.12.06 00:01buy200.201.34431.33430.0000
402004.12.08 05:47s/l160.201.33431.33431.3493-199.607604.20
412004.12.08 05:47s/l170.201.33431.33431.3543-199.607404.60
422004.12.08 05:47s/l180.201.33431.33431.3593-199.607205.00
432004.12.08 05:47s/l190.201.33431.33431.3643-199.607005.40
442004.12.08 05:47s/l200.201.33431.33430.0000-199.606805.80
452004.12.24 00:00buy210.201.35051.34051.3555
462004.12.24 00:00buy220.201.35051.34051.3605
472004.12.24 00:00buy230.201.35051.34051.3655
482004.12.24 00:00buy240.201.35051.34051.3705
492004.12.24 00:00buy250.201.35051.34050.0000
502004.12.27 16:02t/p210.201.35551.34051.3555100.206906.00
512004.12.27 16:02modify220.201.35051.35051.3605
522004.12.27 16:02modify230.201.35051.35051.3655
532004.12.27 16:02modify240.201.35051.35051.3705
542004.12.27 16:02modify250.201.35051.35050.0000
552004.12.27 16:58t/p220.201.36051.35051.3605200.207106.20
562004.12.30 19:46t/p230.201.36551.35051.3655301.207407.40
572005.01.03 03:57s/l240.201.35051.35051.37051.607409.00
582005.01.03 03:57s/l250.201.35051.35050.00001.607410.60
592005.01.14 00:00buy260.201.32151.31151.3265
602005.01.14 00:00buy270.201.32151.31151.3315
612005.01.14 00:00buy280.201.32151.31151.3365
622005.01.14 00:00buy290.201.32151.31151.3415
632005.01.14 00:00buy300.201.32151.31150.0000
642005.01.14 03:45s/l260.201.31151.31151.3265-200.007210.60
652005.01.14 03:45s/l270.201.31151.31151.3315-200.007010.60
662005.01.14 03:45s/l280.201.31151.31151.3365-200.006810.60
672005.01.14 03:45s/l290.201.31151.31151.3415-200.006610.60
682005.01.14 03:45s/l300.201.31151.31150.0000-200.006410.60
692005.01.26 14:37buy310.101.30321.29321.3082
702005.01.26 14:37buy320.101.30321.29321.3132
712005.01.26 14:37buy330.101.30321.29321.3182
722005.01.26 14:37buy340.101.30321.29321.3232
732005.01.26 14:37buy350.101.30321.29320.0000
742005.01.26 17:04t/p310.101.30821.29321.308250.006460.60
752005.01.26 17:04modify320.101.30321.30321.3132
762005.01.26 17:04modify330.101.30321.30321.3182
772005.01.26 17:04modify340.101.30321.30321.3232
782005.01.26 17:04modify350.101.30321.30320.0000
792005.01.27 13:18s/l320.101.30321.30321.31320.306460.90
802005.01.27 13:18s/l330.101.30321.30321.31820.306461.20
812005.01.27 13:18s/l340.101.30321.30321.32320.306461.50
822005.01.27 13:18s/l350.101.30321.30320.00000.306461.80
832005.02.14 00:01buy360.201.28811.27811.2931
842005.02.14 00:01buy370.201.28811.27811.2981
852005.02.14 00:01buy380.201.28811.27811.3031
862005.02.14 00:01buy390.201.28811.27811.3081
872005.02.14 00:01buy400.201.28811.27810.0000
882005.02.14 02:32t/p360.201.29311.27811.2931100.006561.80
892005.02.14 02:32modify370.201.28811.28811.2981
902005.02.14 02:32modify380.201.28811.28811.3031
912005.02.14 02:32modify390.201.28811.28811.3081
922005.02.14 02:32modify400.201.28811.28810.0000
932005.02.14 10:50t/p370.201.29811.28811.2981200.006761.80
942005.02.15 14:31t/p380.201.30311.28811.3031300.207062.00
952005.02.17 17:05t/p390.201.30811.28811.3081401.007463.00
962005.03.28 15:49s/l400.201.28811.28810.00008.407471.40
972005.04.11 00:00buy410.201.29301.28301.2980
982005.04.11 00:00buy420.201.29301.28301.3030
992005.04.11 00:00buy430.201.29301.28301.3080
1002005.04.11 00:00buy440.201.29301.28301.3130
1012005.04.11 00:00buy450.201.29301.28300.0000
1022005.04.11 13:22t/p410.201.29801.28301.2980100.007571.40
1032005.04.11 13:22modify420.201.29301.29301.3030
1042005.04.11 13:22modify430.201.29301.29301.3080
1052005.04.11 13:22modify440.201.29301.29301.3130
1062005.04.11 13:22modify450.201.29301.29300.0000
1072005.04.12 14:49s/l420.201.29301.29301.30300.207571.60
1082005.04.12 14:49s/l430.201.29301.29301.30800.207571.80
1092005.04.12 14:49s/l440.201.29301.29301.31300.207572.00
1102005.04.12 14:49s/l450.201.29301.29300.00000.207572.20
1112005.05.05 00:01buy460.201.29511.28511.3001
1122005.05.05 00:01buy470.201.29511.28511.3051
1132005.05.05 00:01buy480.201.29511.28511.3101
1142005.05.05 00:01buy490.201.29511.28511.3151
1152005.05.05 00:01buy500.201.29511.28510.0000
1162005.05.06 15:02s/l460.201.28511.28511.3001-199.807372.40
1172005.05.06 15:02s/l470.201.28511.28511.3051-199.807172.60
1182005.05.06 15:02s/l480.201.28511.28511.3101-199.806972.80
1192005.05.06 15:02s/l490.201.28511.28511.3151-199.806773.00
1202005.05.06 15:02s/l500.201.28511.28510.0000-199.806573.20
1212005.05.11 14:30sell510.201.28521.29521.2802
1222005.05.11 14:30sell520.201.28521.29521.2752
1232005.05.11 14:30sell530.201.28521.29521.2702
1242005.05.11 14:30sell540.201.28521.29521.2652
1252005.05.11 14:30sell550.201.28521.29520.0000
1262005.05.11 14:49t/p510.201.28021.29521.2802100.006673.20
1272005.05.11 14:49modify520.201.28521.28521.2752
1282005.05.11 14:49modify530.201.28521.28521.2702
1292005.05.11 14:49modify540.201.28521.28521.2652
1302005.05.11 14:49modify550.201.28521.28520.0000
1312005.05.12 08:58t/p520.201.27521.28521.2752198.806872.00
1322005.05.12 14:30t/p530.201.27021.28521.2702298.807170.80
1332005.05.13 11:31t/p540.201.26521.28521.2652398.407569.20
1342006.01.24 00:00close550.201.22981.28520.00001004.808574.00
1352006.01.24 00:00buy560.201.22981.21981.2348
1362006.01.24 00:00buy570.201.22981.21981.2398
1372006.01.24 00:00buy580.201.22981.21981.2448
1382006.01.24 00:00buy590.201.22981.21981.2498
1392006.01.24 00:00buy600.201.22981.21980.0000
1402006.01.26 23:30s/l560.201.21981.21981.2348-199.208374.80
1412006.01.26 23:30s/l570.201.21981.21981.2398-199.208175.60
1422006.01.26 23:30s/l580.201.21981.21981.2448-199.207976.40
1432006.01.26 23:30s/l590.201.21981.21981.2498-199.207777.20
1442006.01.26 23:30s/l600.201.21981.21980.0000-199.207578.00
1452006.01.30 00:00sell610.201.21031.22031.2053
1462006.01.30 00:00sell620.201.21031.22031.2003
1472006.01.30 00:00sell630.201.21031.22031.1953
1482006.01.30 00:00sell640.201.21031.22031.1903
1492006.01.30 00:00sell650.201.21031.22030.0000
1502006.02.01 20:22t/p610.201.20531.22031.205399.207677.20
1512006.02.01 20:22modify620.201.21031.21031.2003
1522006.02.01 20:22modify630.201.21031.21031.1953
1532006.02.01 20:22modify640.201.21031.21031.1903
1542006.02.01 20:22modify650.201.21031.21030.0000
1552006.02.02 17:27s/l620.201.21031.21031.2003-2.007675.20
1562006.02.02 17:27s/l630.201.21031.21031.1953-2.007673.20
1572006.02.02 17:27s/l640.201.21031.21031.1903-2.007671.20
1582006.02.02 17:27s/l650.201.21031.21030.0000-2.007669.20
1592006.02.27 00:21sell660.201.18381.19381.1788
1602006.02.27 00:21sell670.201.18381.19381.1738
1612006.02.27 00:21sell680.201.18381.19381.1688
1622006.02.27 00:21sell690.201.18381.19381.1638
1632006.02.27 00:21sell700.201.18381.19380.0000
1642006.02.28 19:54s/l660.201.19381.19381.1788-200.407468.80
1652006.02.28 19:54s/l670.201.19381.19381.1738-200.407268.40
1662006.02.28 19:54s/l680.201.19381.19381.1688-200.407068.00
1672006.02.28 19:54s/l690.201.19381.19381.1638-200.406867.60
1682006.02.28 19:54s/l700.201.19381.19380.0000-200.406667.20
1692006.02.28 19:54sell710.201.19351.20351.1885
1702006.02.28 19:54sell720.201.19351.20351.1835
1712006.02.28 19:54sell730.201.19351.20351.1785
1722006.02.28 19:54sell740.201.19351.20351.1735
1732006.02.28 19:54sell750.201.19351.20350.0000
1742006.03.02 20:24s/l710.201.20351.20351.1885-201.606465.60
1752006.03.02 20:24s/l720.201.20351.20351.1835-201.606264.00
1762006.03.02 20:24s/l730.201.20351.20351.1785-201.606062.40
1772006.03.02 20:24s/l740.201.20351.20351.1735-201.605860.80
1782006.03.02 20:24s/l750.201.20351.20350.0000-201.605659.20
1792006.03.10 00:00sell760.101.19041.20041.1854
1802006.03.10 00:00sell770.101.19041.20041.1804
1812006.03.10 00:00sell780.101.19041.20041.1754
1822006.03.10 00:00sell790.101.19041.20041.1704
1832006.03.10 00:00sell800.101.19041.20040.0000
1842006.03.14 16:24s/l760.101.20041.20041.1854-100.405558.80
1852006.03.14 16:24s/l770.101.20041.20041.1804-100.405458.40
1862006.03.14 16:24s/l780.101.20041.20041.1754-100.405358.00
1872006.03.14 16:24s/l790.101.20041.20041.1704-100.405257.60
1882006.03.14 16:24s/l800.101.20041.20040.0000-100.405157.20
1892006.03.15 09:32buy810.101.20451.19451.2095
1902006.03.15 09:32buy820.101.20451.19451.2145
1912006.03.15 09:32buy830.101.20451.19451.2195
1922006.03.15 09:32buy840.101.20451.19451.2245
1932006.03.15 09:32buy850.101.20451.19450.0000
1942006.03.16 14:31t/p810.101.20951.19451.209550.305207.50
1952006.03.16 14:31modify820.101.20451.20451.2145
1962006.03.16 14:31modify830.101.20451.20451.2195
1972006.03.16 14:31modify840.101.20451.20451.2245
1982006.03.16 14:31modify850.101.20451.20450.0000
1992006.03.16 16:05t/p820.101.21451.20451.2145100.305307.80
2002006.03.17 14:49t/p830.101.21951.20451.2195150.405458.20
2012006.03.23 14:43s/l840.101.20451.20451.22451.005459.20
2022006.03.23 14:43s/l850.101.20451.20450.00001.005460.20
2032006.03.24 00:00sell860.101.19661.20661.1916
2042006.03.24 00:00sell870.101.19661.20661.1866
2052006.03.24 00:00sell880.101.19661.20661.1816
2062006.03.24 00:00sell890.101.19661.20661.1766
2072006.03.24 00:00sell900.101.19661.20660.0000
2082006.03.28 10:15s/l860.101.20661.20661.1916-100.405359.80
2092006.03.28 10:15s/l870.101.20661.20661.1866-100.405259.40
2102006.03.28 10:15s/l880.101.20661.20661.1816-100.405159.00
2112006.03.28 10:15s/l890.101.20661.20661.1766-100.405058.60
2122006.03.28 10:15s/l900.101.20661.20660.0000-100.404958.20
2132006.03.31 00:00buy910.101.21661.20661.2216
2142006.03.31 00:00buy920.101.21661.20661.2266
2152006.03.31 00:00buy930.101.21661.20661.2316
2162006.03.31 00:00buy940.101.21661.20661.2366
2172006.03.31 00:00buy950.101.21661.20660.0000
2182006.04.03 05:02s/l910.101.20661.20661.2216-99.904858.30
2192006.04.03 05:02s/l920.101.20661.20661.2266-99.904758.40
2202006.04.03 05:02s/l930.101.20661.20661.2316-99.904658.50
2212006.04.03 05:02s/l940.101.20661.20661.2366-99.904558.60
2222006.04.03 05:02s/l950.101.20661.20660.0000-99.904458.70
2232006.04.18 00:04buy960.101.22581.21581.2308
2242006.04.18 00:04buy970.101.22581.21581.2358
2252006.04.18 00:04buy980.101.22581.21581.2408
2262006.04.18 00:04buy990.101.22581.21581.2458
2272006.04.18 00:04buy1000.101.22581.21580.0000
2282006.04.18 20:02t/p960.101.23081.21581.230850.004508.70
2292006.04.18 20:02modify970.101.22581.22581.2358
2302006.04.18 20:02modify980.101.22581.22581.2408
2312006.04.18 20:02modify990.101.22581.22581.2458
2322006.04.18 20:02modify1000.101.22581.22580.0000
2332006.04.18 22:51t/p970.101.23581.22581.2358100.004608.70
2342006.04.24 20:17t/p980.101.24081.22581.2408150.604759.30
2352006.04.26 17:57t/p990.101.24581.22581.2458200.804960.10
2362007.12.31 18:00close at stop1000.101.46011.22580.00002405.207365.30