Strategy Tester Report
OzFx v1.4
(Build 211)

SymbolEURUSD (Euro vs US Dollar)
PeriodDaily (D1) 2005.04.01 00:00 - 2007.12.31 00:00 (2005.04.01 - 2008.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagic=887453; Lots=0.1; MoneyManagement=false; UseFreeMargin=20; AccountType=1; Leverage=100; StartUp=false;
Bars in test922Ticks modelled3321079Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1250.60Gross profit9570.70Gross loss-8320.10
Profit factor1.15Expected payoff5.10
Absolute drawdown1188.40Maximal drawdown3344.30 (27.51%)Relative drawdown27.51% (3344.30)
Total trades245Short positions (won %)100 (41.00%)Long positions (won %)145 (65.52%)
Profit trades (% of total)136 (55.51%)Loss trades (% of total)109 (44.49%)
Largestprofit trade557.90loss trade-100.40
Averageprofit trade70.37loss trade-76.33
Maximumconsecutive wins (profit in money)25 (1276.80)consecutive losses (loss in money)19 (-943.80)
Maximalconsecutive profit (count of wins)1493.40 (17)consecutive loss (count of losses)-1001.50 (10)
Averageconsecutive wins9consecutive losses8
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12005.04.11 00:00buy10.101.29301.28301.2980
22005.04.11 00:00buy20.101.29301.28301.3030
32005.04.11 00:00buy30.101.29301.28301.3080
42005.04.11 00:00buy40.101.29301.28301.3130
52005.04.11 00:00buy50.101.29301.28300.0000
62005.04.11 13:22t/p10.101.29801.28301.298050.0010050.00
72005.04.11 13:22modify20.101.29301.29301.3030
82005.04.11 13:22modify30.101.29301.29301.3080
92005.04.11 13:22modify40.101.29301.29301.3130
102005.04.11 13:22modify50.101.29301.29300.0000
112005.04.12 14:49s/l20.101.29301.29301.30300.1010050.10
122005.04.12 14:49s/l30.101.29301.29301.30800.1010050.20
132005.04.12 14:49s/l40.101.29301.29301.31300.1010050.30
142005.04.12 14:49s/l50.101.29301.29300.00000.1010050.40
152005.05.05 00:01buy60.101.29511.28511.3001
162005.05.05 00:01buy70.101.29511.28511.3051
172005.05.05 00:01buy80.101.29511.28511.3101
182005.05.05 00:01buy90.101.29511.28511.3151
192005.05.05 00:01buy100.101.29511.28510.0000
202005.05.06 15:02s/l60.101.28511.28511.3001-99.909950.50
212005.05.06 15:02s/l70.101.28511.28511.3051-99.909850.60
222005.05.06 15:02s/l80.101.28511.28511.3101-99.909750.70
232005.05.06 15:02s/l90.101.28511.28511.3151-99.909650.80
242005.05.06 15:02s/l100.101.28511.28510.0000-99.909550.90
252005.05.11 14:30sell110.101.28521.29521.2802
262005.05.11 14:30sell120.101.28521.29521.2752
272005.05.11 14:30sell130.101.28521.29521.2702
282005.05.11 14:30sell140.101.28521.29521.2652
292005.05.11 14:30sell150.101.28521.29520.0000
302005.05.11 14:49t/p110.101.28021.29521.280250.009600.90
312005.05.11 14:49modify120.101.28521.28521.2752
322005.05.11 14:49modify130.101.28521.28521.2702
332005.05.11 14:49modify140.101.28521.28521.2652
342005.05.11 14:49modify150.101.28521.28520.0000
352005.05.12 08:58t/p120.101.27521.28521.275299.409700.30
362005.05.12 14:30t/p130.101.27021.28521.2702149.409849.70
372005.05.13 11:31t/p140.101.26521.28521.2652199.2010048.90
382005.06.08 02:52close150.101.22921.28520.0000554.4010603.30
392005.06.14 00:00sell160.101.21111.22111.2061
402005.06.14 00:00sell170.101.21111.22111.2011
412005.06.14 00:00sell180.101.21111.22111.1961
422005.06.14 00:00sell190.101.21111.22111.1911
432005.06.14 00:00sell200.101.21111.22110.0000
442005.06.14 15:14t/p160.101.20611.22111.206150.0010653.30
452005.06.14 15:14modify170.101.21111.21111.2011
462005.06.14 15:14modify180.101.21111.21111.1961
472005.06.14 15:14modify190.101.21111.21111.1911
482005.06.14 15:14modify200.101.21111.21110.0000
492005.06.15 15:39s/l170.101.21111.21111.2011-0.2010653.10
502005.06.15 15:39s/l180.101.21111.21111.1961-0.2010652.90
512005.06.15 15:39s/l190.101.21111.21111.1911-0.2010652.70
522005.06.15 15:39s/l200.101.21111.21110.0000-0.2010652.50
532005.07.04 00:00sell210.101.19281.20281.1878
542005.07.04 00:00sell220.101.19281.20281.1828
552005.07.04 00:00sell230.101.19281.20281.1778
562005.07.04 00:00sell240.101.19281.20281.1728
572005.07.04 00:00sell250.101.19281.20280.0000
582005.07.05 08:41t/p210.101.18781.20281.187849.8010702.30
592005.07.05 08:41modify220.101.19281.19281.1828
602005.07.05 08:41modify230.101.19281.19281.1778
612005.07.05 08:41modify240.101.19281.19281.1728
622005.07.05 08:41modify250.101.19281.19280.0000
632005.07.05 10:49s/l220.101.19281.19281.1828-0.2010702.10
642005.07.05 10:49s/l230.101.19281.19281.1778-0.2010701.90
652005.07.05 10:49s/l240.101.19281.19281.1728-0.2010701.70
662005.07.05 10:49s/l250.101.19281.19280.0000-0.2010701.50
672005.07.20 00:00sell260.101.20261.21261.1976
682005.07.20 00:00sell270.101.20261.21261.1926
692005.07.20 00:00sell280.101.20261.21261.1876
702005.07.20 00:00sell290.101.20261.21261.1826
712005.07.20 00:00sell300.101.20261.21260.0000
722005.07.20 20:02s/l260.101.21261.21261.1976-100.0010601.50
732005.07.20 20:02s/l270.101.21261.21261.1926-100.0010501.50
742005.07.20 20:02s/l280.101.21261.21261.1876-100.0010401.50
752005.07.20 20:02s/l290.101.21261.21261.1826-100.0010301.50
762005.07.20 20:02s/l300.101.21261.21260.0000-100.0010201.50
772005.07.20 20:02sell310.101.21261.22261.2076
782005.07.20 20:02sell320.101.21261.22261.2026
792005.07.20 20:02sell330.101.21261.22261.1976
802005.07.20 20:02sell340.101.21261.22261.1926
812005.07.20 20:02sell350.101.21261.22260.0000
822005.07.21 00:00close310.101.21521.22261.2076-26.6010174.90
832005.07.21 00:00close330.101.21521.22261.1976-26.6010148.30
842005.07.21 00:00close350.101.21521.22260.0000-26.6010121.70
852005.07.21 00:00close320.101.21511.22261.2026-25.6010096.10
862005.07.21 00:01close340.101.21491.22261.1926-23.6010072.50
872005.07.28 00:01sell360.101.20611.21611.2011
882005.07.28 00:01sell370.101.20611.21611.1961
892005.07.28 00:01sell380.101.20611.21611.1911
902005.07.28 00:01sell390.101.20611.21611.1861
912005.07.28 00:01sell400.101.20611.21610.0000
922005.08.01 00:02close360.101.21231.21611.2011-62.4010010.10
932005.08.01 00:02close380.101.21231.21611.1911-62.409947.70
942005.08.01 00:02close400.101.21231.21610.0000-62.409885.30
952005.08.01 00:05close370.101.21251.21611.1961-64.409820.90
962005.08.01 00:05close390.101.21231.21611.1861-62.409758.50
972005.08.16 00:00sell410.101.23651.24651.2315
982005.08.16 00:00sell420.101.23651.24651.2265
992005.08.16 00:00sell430.101.23651.24651.2215
1002005.08.16 00:00sell440.101.23651.24651.2165
1012005.08.16 00:00sell450.101.23651.24650.0000
1022005.08.16 12:54t/p410.101.23151.24651.231550.009808.50
1032005.08.16 13:00modify420.101.23651.23651.2265
1042005.08.16 13:00modify430.101.23651.23651.2215
1052005.08.16 13:00modify440.101.23651.23651.2165
1062005.08.16 13:00modify450.101.23651.23650.0000
1072005.08.16 22:50s/l420.101.23651.23651.22650.009808.50
1082005.08.16 22:50s/l430.101.23651.23651.22150.009808.50
1092005.08.16 22:50s/l440.101.23651.23651.21650.009808.50
1102005.08.16 22:50s/l450.101.23651.23650.00000.009808.50
1112005.08.16 22:51sell460.101.23621.24621.2312
1122005.08.16 22:51sell470.101.23621.24621.2262
1132005.08.16 22:51sell480.101.23621.24621.2212
1142005.08.16 22:51sell490.101.23621.24621.2162
1152005.08.16 22:51sell500.101.23621.24620.0000
1162005.08.17 08:04t/p460.101.23121.24621.231249.809858.30
1172005.08.17 08:04modify470.101.23621.23621.2262
1182005.08.17 08:04modify480.101.23621.23621.2212
1192005.08.17 08:04modify490.101.23621.23621.2162
1202005.08.17 08:04modify500.101.23621.23620.0000
1212005.08.17 18:33t/p470.101.22621.23621.226299.809958.10
1222005.08.18 13:45t/p480.101.22121.23621.2212149.2010107.30
1232005.08.18 16:14t/p490.101.21621.23621.2162199.2010306.50
1242005.08.26 00:02close500.101.23001.23620.000059.6010366.10
1252005.09.09 00:00sell510.101.23971.24971.2347
1262005.09.09 00:00sell520.101.23971.24971.2297
1272005.09.09 00:00sell530.101.23971.24971.2247
1282005.09.09 00:00sell540.101.23971.24971.2197
1292005.09.09 00:00sell550.101.23971.24970.0000
1302005.09.12 04:50t/p510.101.23471.24971.234749.8010415.90
1312005.09.12 04:50modify520.101.23971.23971.2297
1322005.09.12 04:50modify530.101.23971.23971.2247
1332005.09.12 04:50modify540.101.23971.23971.2197
1342005.09.12 04:50modify550.101.23971.23970.0000
1352005.09.12 14:46t/p520.101.22971.23971.229799.8010515.70
1362005.09.13 14:34t/p530.101.22471.23971.2247149.6010665.30
1372005.09.15 09:20t/p540.101.21971.23971.2197198.8010864.10
1382005.10.06 18:40close550.101.21531.23970.0000238.6011102.70
1392005.10.14 00:00sell560.101.20241.21241.1974
1402005.10.14 00:00sell570.101.20241.21241.1924
1412005.10.14 00:00sell580.101.20241.21241.1874
1422005.10.14 00:00sell590.101.20241.21241.1824
1432005.10.14 00:00sell600.101.20241.21240.0000
1442005.10.18 09:51t/p560.101.19741.21241.197449.6011152.30
1452005.10.18 09:51modify570.101.20241.20241.1924
1462005.10.18 09:51modify580.101.20241.20241.1874
1472005.10.18 09:51modify590.101.20241.20241.1824
1482005.10.18 09:51modify600.101.20241.20240.0000
1492005.10.18 15:00t/p570.101.19241.20241.192499.6011251.90
1502005.10.20 21:47s/l580.101.20241.20241.1874-1.2011250.70
1512005.10.20 21:47s/l590.101.20241.20241.1824-1.2011249.50
1522005.10.20 21:47s/l600.101.20241.20240.0000-1.2011248.30
1532005.11.03 08:41sell610.101.20511.21511.2001
1542005.11.03 08:41sell620.101.20511.21511.1951
1552005.11.03 08:41sell630.101.20511.21511.1901
1562005.11.03 08:41sell640.101.20511.21511.1851
1572005.11.03 08:41sell650.101.20511.21510.0000
1582005.11.03 14:42t/p610.101.20011.21511.200150.0011298.30
1592005.11.03 14:42modify620.101.20511.20511.1951
1602005.11.03 14:42modify630.101.20511.20511.1901
1612005.11.03 14:42modify640.101.20511.20511.1851
1622005.11.03 14:42modify650.101.20511.20510.0000
1632005.11.03 18:43t/p620.101.19511.20511.1951100.0011398.30
1642005.11.04 16:06t/p630.101.19011.20511.1901149.8011548.10
1652005.11.04 16:34t/p640.101.18511.20511.1851199.8011747.90
1662005.11.18 00:00close650.101.17441.20510.0000304.0012051.90
1672005.12.05 00:00sell660.101.16961.17961.1646
1682005.12.05 00:00sell670.101.16961.17961.1596
1692005.12.05 00:00sell680.101.16961.17961.1546
1702005.12.05 00:00sell690.101.16961.17961.1496
1712005.12.05 00:00sell700.101.16961.17960.0000
1722005.12.05 18:10s/l660.101.17961.17961.1646-100.0011951.90
1732005.12.05 18:10s/l670.101.17961.17961.1596-100.0011851.90
1742005.12.05 18:10s/l680.101.17961.17961.1546-100.0011751.90
1752005.12.05 18:10s/l690.101.17961.17961.1496-100.0011651.90
1762005.12.05 18:10s/l700.101.17961.17960.0000-100.0011551.90
1772005.12.05 18:10sell710.101.17951.18951.1745
1782005.12.05 18:10sell720.101.17951.18951.1695
1792005.12.05 18:10sell730.101.17951.18951.1645
1802005.12.05 18:10sell740.101.17951.18951.1595
1812005.12.05 18:10sell750.101.17951.18950.0000
1822005.12.06 00:00close710.101.17921.18951.17452.8011554.70
1832005.12.06 00:00close730.101.17921.18951.16452.8011557.50
1842005.12.06 00:00close750.101.17921.18950.00002.8011560.30
1852005.12.06 00:00close720.101.17931.18951.16951.8011562.10
1862005.12.06 00:01close740.101.17921.18951.15952.8011564.90
1872005.12.21 00:00sell760.101.18591.19591.1809
1882005.12.21 00:00sell770.101.18591.19591.1759
1892005.12.21 00:00sell780.101.18591.19591.1709
1902005.12.21 00:00sell790.101.18591.19591.1659
1912005.12.21 00:00sell800.101.18591.19590.0000
1922005.12.21 15:42t/p760.101.18091.19591.180950.0011614.90
1932005.12.21 15:42modify770.101.18591.18591.1759
1942005.12.21 15:42modify780.101.18591.18591.1709
1952005.12.21 15:42modify790.101.18591.18591.1659
1962005.12.21 15:42modify800.101.18591.18590.0000
1972005.12.22 15:32s/l770.101.18591.18591.1759-0.6011614.30
1982005.12.22 15:32s/l780.101.18591.18591.1709-0.6011613.70
1992005.12.22 15:32s/l790.101.18591.18591.1659-0.6011613.10
2002005.12.22 15:32s/l800.101.18591.18590.0000-0.6011612.50
2012006.01.13 00:00sell810.101.20311.21311.1981
2022006.01.13 00:00sell820.101.20311.21311.1931
2032006.01.13 00:00sell830.101.20311.21311.1881
2042006.01.13 00:00sell840.101.20311.21311.1831
2052006.01.13 00:00sell850.101.20311.21310.0000
2062006.01.13 18:38s/l810.101.21311.21311.1981-100.0011512.50
2072006.01.13 18:38s/l820.101.21311.21311.1931-100.0011412.50
2082006.01.13 18:38s/l830.101.21311.21311.1881-100.0011312.50
2092006.01.13 18:38s/l840.101.21311.21311.1831-100.0011212.50
2102006.01.13 18:38s/l850.101.21311.21310.0000-100.0011112.50
2112006.01.24 00:00buy860.101.22981.21981.2348
2122006.01.24 00:00buy870.101.22981.21981.2398
2132006.01.24 00:00buy880.101.22981.21981.2448
2142006.01.24 00:00buy890.101.22981.21981.2498
2152006.01.24 00:00buy900.101.22981.21980.0000
2162006.01.26 23:30s/l860.101.21981.21981.2348-99.6011012.90
2172006.01.26 23:30s/l870.101.21981.21981.2398-99.6010913.30
2182006.01.26 23:30s/l880.101.21981.21981.2448-99.6010813.70
2192006.01.26 23:30s/l890.101.21981.21981.2498-99.6010714.10
2202006.01.26 23:30s/l900.101.21981.21980.0000-99.6010614.50
2212006.01.30 00:00sell910.101.21031.22031.2053
2222006.01.30 00:00sell920.101.21031.22031.2003
2232006.01.30 00:00sell930.101.21031.22031.1953
2242006.01.30 00:00sell940.101.21031.22031.1903
2252006.01.30 00:00sell950.101.21031.22030.0000
2262006.02.01 20:22t/p910.101.20531.22031.205349.6010664.10
2272006.02.01 20:22modify920.101.21031.21031.2003
2282006.02.01 20:22modify930.101.21031.21031.1953
2292006.02.01 20:22modify940.101.21031.21031.1903
2302006.02.01 20:22modify950.101.21031.21030.0000
2312006.02.02 17:27s/l920.101.21031.21031.2003-1.0010663.10
2322006.02.02 17:27s/l930.101.21031.21031.1953-1.0010662.10
2332006.02.02 17:27s/l940.101.21031.21031.1903-1.0010661.10
2342006.02.02 17:27s/l950.101.21031.21030.0000-1.0010660.10
2352006.02.27 00:21sell960.101.18381.19381.1788
2362006.02.27 00:21sell970.101.18381.19381.1738
2372006.02.27 00:21sell980.101.18381.19381.1688
2382006.02.27 00:21sell990.101.18381.19381.1638
2392006.02.27 00:21sell1000.101.18381.19380.0000
2402006.02.28 19:54s/l960.101.19381.19381.1788-100.2010559.90
2412006.02.28 19:54s/l970.101.19381.19381.1738-100.2010459.70
2422006.02.28 19:54s/l980.101.19381.19381.1688-100.2010359.50
2432006.02.28 19:54s/l990.101.19381.19381.1638-100.2010259.30
2442006.02.28 19:54s/l1000.101.19381.19380.0000-100.2010159.10
2452006.02.28 19:54sell1010.101.19351.20351.1885
2462006.02.28 19:54sell1020.101.19351.20351.1835
2472006.02.28 19:54sell1030.101.19351.20351.1785
2482006.02.28 19:54sell1040.101.19351.20351.1735
2492006.02.28 19:54sell1050.101.19351.20350.0000
2502006.03.01 00:00close1010.101.19281.20351.18856.8010165.90
2512006.03.01 00:00close1030.101.19281.20351.17856.8010172.70
2522006.03.01 00:00close1050.101.19281.20350.00006.8010179.50
2532006.03.01 00:00close1020.101.19291.20351.18355.8010185.30
2542006.03.01 00:00close1040.101.19281.20351.17356.8010192.10
2552006.03.10 00:00sell1060.101.19041.20041.1854
2562006.03.10 00:00sell1070.101.19041.20041.1804
2572006.03.10 00:00sell1080.101.19041.20041.1754
2582006.03.10 00:00sell1090.101.19041.20041.1704
2592006.03.10 00:00sell1100.101.19041.20040.0000
2602006.03.14 16:24s/l1060.101.20041.20041.1854-100.4010091.70
2612006.03.14 16:24s/l1070.101.20041.20041.1804-100.409991.30
2622006.03.14 16:24s/l1080.101.20041.20041.1754-100.409890.90
2632006.03.14 16:24s/l1090.101.20041.20041.1704-100.409790.50
2642006.03.14 16:24s/l1100.101.20041.20040.0000-100.409690.10
2652006.03.15 09:32buy1110.101.20451.19451.2095
2662006.03.15 09:32buy1120.101.20451.19451.2145
2672006.03.15 09:32buy1130.101.20451.19451.2195
2682006.03.15 09:32buy1140.101.20451.19451.2245
2692006.03.15 09:32buy1150.101.20451.19450.0000
2702006.03.16 14:31t/p1110.101.20951.19451.209550.309740.40
2712006.03.16 14:31modify1120.101.20451.20451.2145
2722006.03.16 14:31modify1130.101.20451.20451.2195
2732006.03.16 14:31modify1140.101.20451.20451.2245
2742006.03.16 14:31modify1150.101.20451.20450.0000
2752006.03.16 16:05t/p1120.101.21451.20451.2145100.309840.70
2762006.03.17 14:49t/p1130.101.21951.20451.2195150.409991.10
2772006.03.23 14:43s/l1140.101.20451.20451.22451.009992.10
2782006.03.23 14:43s/l1150.101.20451.20450.00001.009993.10
2792006.03.24 00:00sell1160.101.19661.20661.1916
2802006.03.24 00:00sell1170.101.19661.20661.1866
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5642007.10.22 12:35s/l2300.101.42251.42250.00000.7010430.10
5652007.10.29 00:01buy2310.101.44131.43131.4463
5662007.10.29 00:01buy2320.101.44131.43131.4513
5672007.10.29 00:01buy2330.101.44131.43131.4563
5682007.10.29 00:01buy2340.101.44131.43131.4613
5692007.10.29 00:01buy2350.101.44131.43130.0000
5702007.10.31 08:20t/p2310.101.44631.43131.446350.2010480.30
5712007.10.31 08:20modify2320.101.44131.44131.4513
5722007.10.31 08:20modify2330.101.44131.44131.4563
5732007.10.31 08:20modify2340.101.44131.44131.4613
5742007.10.31 08:20modify2350.101.44131.44130.0000
5752007.11.01 12:11s/l2320.101.44131.44131.45130.5010480.80
5762007.11.01 12:11s/l2330.101.44131.44131.45630.5010481.30
5772007.11.01 12:11s/l2340.101.44131.44131.46130.5010481.80
5782007.11.01 12:11s/l2350.101.44131.44130.00000.5010482.30
5792007.11.21 00:04buy2360.101.48341.47341.4884
5802007.11.21 00:04buy2370.101.48341.47341.4934
5812007.11.21 00:04buy2380.101.48341.47341.4984
5822007.11.21 00:04buy2390.101.48341.47341.5034
5832007.11.21 00:04buy2400.101.48341.47340.0000
5842007.11.23 02:20t/p2360.101.48841.47341.488450.4010532.70
5852007.11.23 02:20modify2370.101.48341.48341.4934
5862007.11.23 02:20modify2380.101.48341.48341.4984
5872007.11.23 02:20modify2390.101.48341.48341.5034
5882007.11.23 02:20modify2400.101.48341.48340.0000
5892007.11.23 03:31t/p2370.101.49341.48341.4934100.4010633.10
5902007.11.23 10:07s/l2380.101.48341.48341.49840.4010633.50
5912007.11.23 10:07s/l2390.101.48341.48341.50340.4010633.90
5922007.11.23 10:07s/l2400.101.48341.48340.00000.4010634.30
5932007.12.27 00:02buy2410.101.44851.43851.4535
5942007.12.27 00:02buy2420.101.44851.43851.4585
5952007.12.27 00:02buy2430.101.44851.43851.4635
5962007.12.27 00:02buy2440.101.44851.43851.4685
5972007.12.27 00:02buy2450.101.44851.43850.0000
5982007.12.27 14:36t/p2410.101.45351.43851.453550.0010684.30
5992007.12.27 14:36modify2420.101.44851.44851.4585
6002007.12.27 14:36modify2430.101.44851.44851.4635
6012007.12.27 14:36modify2440.101.44851.44851.4685
6022007.12.27 14:36modify2450.101.44851.44850.0000
6032007.12.27 17:10t/p2420.101.45851.44851.4585100.0010784.30
6042007.12.27 18:54t/p2430.101.46351.44851.4635150.0010934.30
6052007.12.28 11:19t/p2440.101.46851.44851.4685200.1011134.40
6062007.12.31 18:00close at stop2450.101.46011.44850.0000116.2011250.60