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=0.01; MoneyManagement=true; UseFreeMargin=20; AccountType=1; Leverage=100; StartUp=false;
Bars in test922Ticks modelled3321079Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-2791.00Gross profit16440.20Gross loss-19231.20
Profit factor0.85Expected payoff-11.39
Absolute drawdown4717.20Maximal drawdown10432.50 (66.38%)Relative drawdown66.38% (10432.50)
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 trade1216.00loss trade-500.00
Averageprofit trade120.88loss trade-176.43
Maximumconsecutive wins (profit in money)25 (1276.80)consecutive losses (loss in money)19 (-2831.40)
Maximalconsecutive profit (count of wins)3872.60 (17)consecutive loss (count of losses)-3503.60 (14)
Averageconsecutive wins9consecutive losses8
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12005.04.11 00:00buy10.301.29301.28301.2980
22005.04.11 00:00buy20.301.29301.28301.3030
32005.04.11 00:00buy30.301.29301.28301.3080
42005.04.11 00:00buy40.301.29301.28301.3130
52005.04.11 00:00buy50.301.29301.28300.0000
62005.04.11 13:22t/p10.301.29801.28301.2980150.0010150.00
72005.04.11 13:22modify20.301.29301.29301.3030
82005.04.11 13:22modify30.301.29301.29301.3080
92005.04.11 13:22modify40.301.29301.29301.3130
102005.04.11 13:22modify50.301.29301.29300.0000
112005.04.12 14:49s/l20.301.29301.29301.30300.3010150.30
122005.04.12 14:49s/l30.301.29301.29301.30800.3010150.60
132005.04.12 14:49s/l40.301.29301.29301.31300.3010150.90
142005.04.12 14:49s/l50.301.29301.29300.00000.3010151.20
152005.05.05 00:01buy60.301.29511.28511.3001
162005.05.05 00:01buy70.301.29511.28511.3051
172005.05.05 00:01buy80.301.29511.28511.3101
182005.05.05 00:01buy90.301.29511.28511.3151
192005.05.05 00:01buy100.301.29511.28510.0000
202005.05.06 15:02s/l60.301.28511.28511.3001-299.709851.50
212005.05.06 15:02s/l70.301.28511.28511.3051-299.709551.80
222005.05.06 15:02s/l80.301.28511.28511.3101-299.709252.10
232005.05.06 15:02s/l90.301.28511.28511.3151-299.708952.40
242005.05.06 15:02s/l100.301.28511.28510.0000-299.708652.70
252005.05.11 14:30sell110.201.28521.29521.2802
262005.05.11 14:30sell120.201.28521.29521.2752
272005.05.11 14:30sell130.201.28521.29521.2702
282005.05.11 14:30sell140.201.28521.29521.2652
292005.05.11 14:30sell150.201.28521.29520.0000
302005.05.11 14:49t/p110.201.28021.29521.2802100.008752.70
312005.05.11 14:49modify120.201.28521.28521.2752
322005.05.11 14:49modify130.201.28521.28521.2702
332005.05.11 14:49modify140.201.28521.28521.2652
342005.05.11 14:49modify150.201.28521.28520.0000
352005.05.12 08:58t/p120.201.27521.28521.2752198.808951.50
362005.05.12 14:30t/p130.201.27021.28521.2702298.809250.30
372005.05.13 11:31t/p140.201.26521.28521.2652398.409648.70
382005.06.08 02:52close150.201.22921.28520.00001108.8010757.50
392005.06.14 00:00sell160.301.21111.22111.2061
402005.06.14 00:00sell170.301.21111.22111.2011
412005.06.14 00:00sell180.301.21111.22111.1961
422005.06.14 00:00sell190.301.21111.22111.1911
432005.06.14 00:00sell200.301.21111.22110.0000
442005.06.14 15:14t/p160.301.20611.22111.2061150.0010907.50
452005.06.14 15:14modify170.301.21111.21111.2011
462005.06.14 15:14modify180.301.21111.21111.1961
472005.06.14 15:14modify190.301.21111.21111.1911
482005.06.14 15:14modify200.301.21111.21110.0000
492005.06.15 15:39s/l170.301.21111.21111.2011-0.6010906.90
502005.06.15 15:39s/l180.301.21111.21111.1961-0.6010906.30
512005.06.15 15:39s/l190.301.21111.21111.1911-0.6010905.70
522005.06.15 15:39s/l200.301.21111.21110.0000-0.6010905.10
532005.07.04 00:00sell210.301.19281.20281.1878
542005.07.04 00:00sell220.301.19281.20281.1828
552005.07.04 00:00sell230.301.19281.20281.1778
562005.07.04 00:00sell240.301.19281.20281.1728
572005.07.04 00:00sell250.301.19281.20280.0000
582005.07.05 08:41t/p210.301.18781.20281.1878149.4011054.50
592005.07.05 08:41modify220.301.19281.19281.1828
602005.07.05 08:41modify230.301.19281.19281.1778
612005.07.05 08:41modify240.301.19281.19281.1728
622005.07.05 08:41modify250.301.19281.19280.0000
632005.07.05 10:49s/l220.301.19281.19281.1828-0.6011053.90
642005.07.05 10:49s/l230.301.19281.19281.1778-0.6011053.30
652005.07.05 10:49s/l240.301.19281.19281.1728-0.6011052.70
662005.07.05 10:49s/l250.301.19281.19280.0000-0.6011052.10
672005.07.20 00:00sell260.301.20261.21261.1976
682005.07.20 00:00sell270.301.20261.21261.1926
692005.07.20 00:00sell280.301.20261.21261.1876
702005.07.20 00:00sell290.301.20261.21261.1826
712005.07.20 00:00sell300.301.20261.21260.0000
722005.07.20 20:02s/l260.301.21261.21261.1976-300.0010752.10
732005.07.20 20:02s/l270.301.21261.21261.1926-300.0010452.10
742005.07.20 20:02s/l280.301.21261.21261.1876-300.0010152.10
752005.07.20 20:02s/l290.301.21261.21261.1826-300.009852.10
762005.07.20 20:02s/l300.301.21261.21260.0000-300.009552.10
772005.07.20 20:02sell310.301.21261.22261.2076
782005.07.20 20:02sell320.301.21261.22261.2026
792005.07.20 20:02sell330.301.21261.22261.1976
802005.07.20 20:02sell340.301.21261.22261.1926
812005.07.20 20:02sell350.301.21261.22260.0000
822005.07.21 00:00close310.301.21521.22261.2076-79.809472.30
832005.07.21 00:00close330.301.21521.22261.1976-79.809392.50
842005.07.21 00:00close350.301.21521.22260.0000-79.809312.70
852005.07.21 00:00close320.301.21511.22261.2026-76.809235.90
862005.07.21 00:01close340.301.21491.22261.1926-70.809165.10
872005.07.28 00:01sell360.301.20611.21611.2011
882005.07.28 00:01sell370.301.20611.21611.1961
892005.07.28 00:01sell380.301.20611.21611.1911
902005.07.28 00:01sell390.301.20611.21611.1861
912005.07.28 00:01sell400.301.20611.21610.0000
922005.08.01 00:02close360.301.21231.21611.2011-187.208977.90
932005.08.01 00:02close380.301.21231.21611.1911-187.208790.70
942005.08.01 00:02close400.301.21231.21610.0000-187.208603.50
952005.08.01 00:05close370.301.21251.21611.1961-193.208410.30
962005.08.01 00:05close390.301.21231.21611.1861-187.208223.10
972005.08.16 00:00sell410.201.23651.24651.2315
982005.08.16 00:00sell420.201.23651.24651.2265
992005.08.16 00:00sell430.201.23651.24651.2215
1002005.08.16 00:00sell440.201.23651.24651.2165
1012005.08.16 00:00sell450.201.23651.24650.0000
1022005.08.16 12:54t/p410.201.23151.24651.2315100.008323.10
1032005.08.16 13:00modify420.201.23651.23651.2265
1042005.08.16 13:00modify430.201.23651.23651.2215
1052005.08.16 13:00modify440.201.23651.23651.2165
1062005.08.16 13:00modify450.201.23651.23650.0000
1072005.08.16 22:50s/l420.201.23651.23651.22650.008323.10
1082005.08.16 22:50s/l430.201.23651.23651.22150.008323.10
1092005.08.16 22:50s/l440.201.23651.23651.21650.008323.10
1102005.08.16 22:50s/l450.201.23651.23650.00000.008323.10
1112005.08.16 22:51sell460.201.23621.24621.2312
1122005.08.16 22:51sell470.201.23621.24621.2262
1132005.08.16 22:51sell480.201.23621.24621.2212
1142005.08.16 22:51sell490.201.23621.24621.2162
1152005.08.16 22:51sell500.201.23621.24620.0000
1162005.08.17 08:04t/p460.201.23121.24621.231299.608422.70
1172005.08.17 08:04modify470.201.23621.23621.2262
1182005.08.17 08:04modify480.201.23621.23621.2212
1192005.08.17 08:04modify490.201.23621.23621.2162
1202005.08.17 08:04modify500.201.23621.23620.0000
1212005.08.17 18:33t/p470.201.22621.23621.2262199.608622.30
1222005.08.18 13:45t/p480.201.22121.23621.2212298.408920.70
1232005.08.18 16:14t/p490.201.21621.23621.2162398.409319.10
1242005.08.26 00:02close500.201.23001.23620.0000119.209438.30
1252005.09.09 00:00sell510.301.23971.24971.2347
1262005.09.09 00:00sell520.301.23971.24971.2297
1272005.09.09 00:00sell530.301.23971.24971.2247
1282005.09.09 00:00sell540.301.23971.24971.2197
1292005.09.09 00:00sell550.301.23971.24970.0000
1302005.09.12 04:50t/p510.301.23471.24971.2347149.409587.70
1312005.09.12 04:50modify520.301.23971.23971.2297
1322005.09.12 04:50modify530.301.23971.23971.2247
1332005.09.12 04:50modify540.301.23971.23971.2197
1342005.09.12 04:50modify550.301.23971.23970.0000
1352005.09.12 14:46t/p520.301.22971.23971.2297299.409887.10
1362005.09.13 14:34t/p530.301.22471.23971.2247448.8010335.90
1372005.09.15 09:20t/p540.301.21971.23971.2197596.4010932.30
1382005.10.06 18:40close550.301.21531.23970.0000715.8011648.10
1392005.10.14 00:00sell560.301.20241.21241.1974
1402005.10.14 00:00sell570.301.20241.21241.1924
1412005.10.14 00:00sell580.301.20241.21241.1874
1422005.10.14 00:00sell590.301.20241.21241.1824
1432005.10.14 00:00sell600.301.20241.21240.0000
1442005.10.18 09:51t/p560.301.19741.21241.1974148.8011796.90
1452005.10.18 09:51modify570.301.20241.20241.1924
1462005.10.18 09:51modify580.301.20241.20241.1874
1472005.10.18 09:51modify590.301.20241.20241.1824
1482005.10.18 09:51modify600.301.20241.20240.0000
1492005.10.18 15:00t/p570.301.19241.20241.1924298.8012095.70
1502005.10.20 21:47s/l580.301.20241.20241.1874-3.6012092.10
1512005.10.20 21:47s/l590.301.20241.20241.1824-3.6012088.50
1522005.10.20 21:47s/l600.301.20241.20240.0000-3.6012084.90
1532005.11.03 08:41sell610.401.20511.21511.2001
1542005.11.03 08:41sell620.401.20511.21511.1951
1552005.11.03 08:41sell630.401.20511.21511.1901
1562005.11.03 08:41sell640.401.20511.21511.1851
1572005.11.03 08:41sell650.401.20511.21510.0000
1582005.11.03 14:42t/p610.401.20011.21511.2001200.0012284.90
1592005.11.03 14:42modify620.401.20511.20511.1951
1602005.11.03 14:42modify630.401.20511.20511.1901
1612005.11.03 14:42modify640.401.20511.20511.1851
1622005.11.03 14:42modify650.401.20511.20510.0000
1632005.11.03 18:43t/p620.401.19511.20511.1951400.0012684.90
1642005.11.04 16:06t/p630.401.19011.20511.1901599.2013284.10
1652005.11.04 16:34t/p640.401.18511.20511.1851799.2014083.30
1662005.11.18 00:00close650.401.17441.20510.00001216.0015299.30
1672005.12.05 00:00sell660.501.16961.17961.1646
1682005.12.05 00:00sell670.501.16961.17961.1596
1692005.12.05 00:00sell680.501.16961.17961.1546
1702005.12.05 00:00sell690.501.16961.17961.1496
1712005.12.05 00:00sell700.501.16961.17960.0000
1722005.12.05 18:10s/l660.501.17961.17961.1646-500.0014799.30
1732005.12.05 18:10s/l670.501.17961.17961.1596-500.0014299.30
1742005.12.05 18:10s/l680.501.17961.17961.1546-500.0013799.30
1752005.12.05 18:10s/l690.501.17961.17961.1496-500.0013299.30
1762005.12.05 18:10s/l700.501.17961.17960.0000-500.0012799.30
1772005.12.05 18:10sell710.401.17951.18951.1745
1782005.12.05 18:10sell720.401.17951.18951.1695
1792005.12.05 18:10sell730.401.17951.18951.1645
1802005.12.05 18:10sell740.401.17951.18951.1595
1812005.12.05 18:10sell750.401.17951.18950.0000
1822005.12.06 00:00close710.401.17921.18951.174511.2012810.50
1832005.12.06 00:00close730.401.17921.18951.164511.2012821.70
1842005.12.06 00:00close750.401.17921.18950.000011.2012832.90
1852005.12.06 00:00close720.401.17931.18951.16957.2012840.10
1862005.12.06 00:01close740.401.17921.18951.159511.2012851.30
1872005.12.21 00:00sell760.401.18591.19591.1809
1882005.12.21 00:00sell770.401.18591.19591.1759
1892005.12.21 00:00sell780.401.18591.19591.1709
1902005.12.21 00:00sell790.401.18591.19591.1659
1912005.12.21 00:00sell800.401.18591.19590.0000
1922005.12.21 15:42t/p760.401.18091.19591.1809200.0013051.30
1932005.12.21 15:42modify770.401.18591.18591.1759
1942005.12.21 15:42modify780.401.18591.18591.1709
1952005.12.21 15:42modify790.401.18591.18591.1659
1962005.12.21 15:42modify800.401.18591.18590.0000
1972005.12.22 15:32s/l770.401.18591.18591.1759-2.4013048.90
1982005.12.22 15:32s/l780.401.18591.18591.1709-2.4013046.50
1992005.12.22 15:32s/l790.401.18591.18591.1659-2.4013044.10
2002005.12.22 15:32s/l800.401.18591.18590.0000-2.4013041.70
2012006.01.13 00:00sell810.401.20311.21311.1981
2022006.01.13 00:00sell820.401.20311.21311.1931
2032006.01.13 00:00sell830.401.20311.21311.1881
2042006.01.13 00:00sell840.401.20311.21311.1831
2052006.01.13 00:00sell850.401.20311.21310.0000
2062006.01.13 18:38s/l810.401.21311.21311.1981-400.0012641.70
2072006.01.13 18:38s/l820.401.21311.21311.1931-400.0012241.70
2082006.01.13 18:38s/l830.401.21311.21311.1881-400.0011841.70
2092006.01.13 18:38s/l840.401.21311.21311.1831-400.0011441.70
2102006.01.13 18:38s/l850.401.21311.21310.0000-400.0011041.70
2112006.01.24 00:00buy860.301.22981.21981.2348
2122006.01.24 00:00buy870.301.22981.21981.2398
2132006.01.24 00:00buy880.301.22981.21981.2448
2142006.01.24 00:00buy890.301.22981.21981.2498
2152006.01.24 00:00buy900.301.22981.21980.0000
2162006.01.26 23:30s/l860.301.21981.21981.2348-298.8010742.90
2172006.01.26 23:30s/l870.301.21981.21981.2398-298.8010444.10
2182006.01.26 23:30s/l880.301.21981.21981.2448-298.8010145.30
2192006.01.26 23:30s/l890.301.21981.21981.2498-298.809846.50
2202006.01.26 23:30s/l900.301.21981.21980.0000-298.809547.70
2212006.01.30 00:00sell910.301.21031.22031.2053
2222006.01.30 00:00sell920.301.21031.22031.2003
2232006.01.30 00:00sell930.301.21031.22031.1953
2242006.01.30 00:00sell940.301.21031.22031.1903
2252006.01.30 00:00sell950.301.21031.22030.0000
2262006.02.01 20:22t/p910.301.20531.22031.2053148.809696.50
2272006.02.01 20:22modify920.301.21031.21031.2003
2282006.02.01 20:22modify930.301.21031.21031.1953
2292006.02.01 20:22modify940.301.21031.21031.1903
2302006.02.01 20:22modify950.301.21031.21030.0000
2312006.02.02 17:27s/l920.301.21031.21031.2003-3.009693.50
2322006.02.02 17:27s/l930.301.21031.21031.1953-3.009690.50
2332006.02.02 17:27s/l940.301.21031.21031.1903-3.009687.50
2342006.02.02 17:27s/l950.301.21031.21030.0000-3.009684.50
2352006.02.27 00:21sell960.301.18381.19381.1788
2362006.02.27 00:21sell970.301.18381.19381.1738
2372006.02.27 00:21sell980.301.18381.19381.1688
2382006.02.27 00:21sell990.301.18381.19381.1638
2392006.02.27 00:21sell1000.301.18381.19380.0000
2402006.02.28 19:54s/l960.301.19381.19381.1788-300.609383.90
2412006.02.28 19:54s/l970.301.19381.19381.1738-300.609083.30
2422006.02.28 19:54s/l980.301.19381.19381.1688-300.608782.70
2432006.02.28 19:54s/l990.301.19381.19381.1638-300.608482.10
2442006.02.28 19:54s/l1000.301.19381.19380.0000-300.608181.50
2452006.02.28 19:54sell1010.201.19351.20351.1885
2462006.02.28 19:54sell1020.201.19351.20351.1835
2472006.02.28 19:54sell1030.201.19351.20351.1785
2482006.02.28 19:54sell1040.201.19351.20351.1735
2492006.02.28 19:54sell1050.201.19351.20350.0000
2502006.03.01 00:00close1010.201.19281.20351.188513.608195.10
2512006.03.01 00:00close1030.201.19281.20351.178513.608208.70
2522006.03.01 00:00close1050.201.19281.20350.000013.608222.30
2532006.03.01 00:00close1020.201.19291.20351.183511.608233.90
2542006.03.01 00:00close1040.201.19281.20351.173513.608247.50
2552006.03.10 00:00sell1060.201.19041.20041.1854
2562006.03.10 00:00sell1070.201.19041.20041.1804
2572006.03.10 00:00sell1080.201.19041.20041.1754
2582006.03.10 00:00sell1090.201.19041.20041.1704
2592006.03.10 00:00sell1100.201.19041.20040.0000
2602006.03.14 16:24s/l1060.201.20041.20041.1854-200.808046.70
2612006.03.14 16:24s/l1070.201.20041.20041.1804-200.807845.90
2622006.03.14 16:24s/l1080.201.20041.20041.1754-200.807645.10
2632006.03.14 16:24s/l1090.201.20041.20041.1704-200.807444.30
2642006.03.14 16:24s/l1100.201.20041.20040.0000-200.807243.50
2652006.03.15 09:32buy1110.201.20451.19451.2095
2662006.03.15 09:32buy1120.201.20451.19451.2145
2672006.03.15 09:32buy1130.201.20451.19451.2195
2682006.03.15 09:32buy1140.201.20451.19451.2245
2692006.03.15 09:32buy1150.201.20451.19450.0000
2702006.03.16 14:31t/p1110.201.20951.19451.2095100.607344.10
2712006.03.16 14:31modify1120.201.20451.20451.2145
2722006.03.16 14:31modify1130.201.20451.20451.2195
2732006.03.16 14:31modify1140.201.20451.20451.2245
2742006.03.16 14:31modify1150.201.20451.20450.0000
2752006.03.16 16:05t/p1120.201.21451.20451.2145200.607544.70
2762006.03.17 14:49t/p1130.201.21951.20451.2195300.807845.50
2772006.03.23 14:43s/l1140.201.20451.20451.22452.007847.50
2782006.03.23 14:43s/l1150.201.20451.20450.00002.007849.50
2792006.03.24 00:00sell1160.201.19661.20661.1916
2802006.03.24 00:00sell1170.201.19661.20661.1866
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3022006.04.18 00:04buy1290.101.22581.21581.2458
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3152006.06.05 00:00buy1330.201.29271.28271.3077
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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/p2310.101.44631.43131.446350.206438.70
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/l2320.101.44131.44131.45130.506439.20
5762007.11.01 12:11s/l2330.101.44131.44131.45630.506439.70
5772007.11.01 12:11s/l2340.101.44131.44131.46130.506440.20
5782007.11.01 12:11s/l2350.101.44131.44130.00000.506440.70
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/p2360.101.48841.47341.488450.406491.10
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/p2370.101.49341.48341.4934100.406591.50
5902007.11.23 10:07s/l2380.101.48341.48341.49840.406591.90
5912007.11.23 10:07s/l2390.101.48341.48341.50340.406592.30
5922007.11.23 10:07s/l2400.101.48341.48340.00000.406592.70
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/p2410.101.45351.43851.453550.006642.70
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/p2420.101.45851.44851.4585100.006742.70
6042007.12.27 18:54t/p2430.101.46351.44851.4635150.006892.70
6052007.12.28 11:19t/p2440.101.46851.44851.4685200.107092.80
6062007.12.31 18:00close at stop2450.101.46011.44850.0000116.207209.00