Strategy Tester Report
Profit Generator 2.7

SymbolCHFJPY (Swiss Frank vs Japanese Yen)
PeriodDaily (D1) 2005.12.01 00:00 - 2006.03.31 00:00 (2005.12.01 - 2006.03.31)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersID_BASE=100000; lots=1; MM=false; Risk=10; stoploss=50; takeprofit=100; UseClose=false; TSactivation=10; TrailPips=5; LongBar=15; MaxTrades=1; UseHourTrade=false; FromHourTrade=7; ToHourTrade=20; UseLastPeriodPerams=false; period=0; OneTradeperPeriod=false; Alerts=false; AlertOnlyMode=false; WeekendMode=false; hour_to_close=21;
Bars in test840Ticks modelled369022Modelling quality90.00%
Initial deposit10000.00
Total net profit5514.71Gross profit12312.33Gross loss-6797.62
Profit factor1.81Expected payoff177.89
Absolute drawdown424.83Maximal drawdown (%)1274.76 (9.8%)
Total trades31Short positions (won %)18 (44.44%)Long positions (won %)13 (53.85%)
Profit trades (% of total)15 (48.39%)Loss trades (% of total)16 (51.61%)
Largestprofit trade849.84loss trade-424.92
Averageprofit trade820.82loss trade-424.85
Maximumconsecutive wins (profit in money)3 (2549.27)consecutive losses (loss in money)3 (-1274.65)
Maximalconsecutive profit (count of wins)2549.27 (3)consecutive loss (count of losses)-1274.65 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.12.01 07:45sell11.0091.1791.6790.17
22005.12.02 11:51s/l11.0091.6791.6790.17-424.819575.19
32005.12.02 16:41buy21.0091.4090.9092.40
42005.12.05 18:16t/p21.0092.4090.9092.40849.8410425.03
52005.12.07 01:17sell31.0092.5093.0091.50
62005.12.12 03:03s/l31.0093.0093.0091.50-424.8110000.22
72005.12.13 00:59sell41.0093.0593.5592.05
82005.12.14 14:54t/p41.0092.0593.5592.05849.6110849.83
92005.12.15 00:49buy51.0091.5191.0192.51
102005.12.15 08:47s/l51.0091.0191.0192.51-424.9210424.91
112005.12.16 09:06sell61.0090.1990.6989.19
122005.12.16 10:16s/l61.0090.6990.6989.19-424.8110000.10
132005.12.16 10:16sell71.0090.6291.1289.62
142005.12.20 15:04t/p71.0089.6291.1289.62849.6110849.71
152005.12.20 15:04buy81.0089.6289.1290.62
162005.12.22 14:58s/l81.0089.1289.1290.62-424.9210424.79
172005.12.23 08:47sell91.0088.9489.4487.94
182005.12.28 08:04s/l91.0089.4489.4487.94-424.819999.98
192005.12.28 08:04sell101.0089.3889.8888.38
202005.12.30 02:00s/l101.0089.8889.8888.38-424.819575.17
212005.12.30 04:18buy111.0089.6889.1890.68
222006.01.04 15:29t/p111.0090.6889.1890.68849.8310425.00
232006.01.05 01:26sell121.0091.0991.5990.09
242006.01.06 19:30t/p121.0090.0991.5990.09849.6211274.62
252006.01.08 23:37sell131.0090.1790.6789.17
262006.01.12 11:48t/p131.0089.1790.6789.17849.6212124.24
272006.01.13 00:21sell141.0089.2489.7488.24
282006.01.16 04:59s/l141.0089.7489.7488.24-424.8111699.43
292006.01.17 16:03sell151.0089.9790.4788.97
302006.01.22 03:35s/l151.0090.4790.4788.97-424.8111274.62
312006.01.22 12:15buy161.0090.2489.7491.24
322006.01.25 05:49t/p161.0091.2489.7491.24849.8312124.45
332006.01.25 07:00buy171.0091.1290.6292.12
342006.02.02 17:42t/p171.0092.1290.6292.12849.8312974.28
352006.02.05 06:30buy181.0091.8791.3792.87
362006.02.06 14:51s/l181.0091.3791.3792.87-424.9212549.36
372006.02.07 03:36buy191.0091.4890.9892.48
382006.02.07 09:48s/l191.0090.9890.9892.48-424.9212124.44
392006.02.08 01:00sell201.0090.8491.3489.84
402006.02.08 11:52s/l201.0091.3491.3489.84-424.8111699.63
412006.02.09 01:58sell211.0091.3191.8190.31
422006.02.10 16:31t/p211.0090.3191.8190.31849.6212549.25
432006.02.12 16:23sell221.0090.1590.6589.15
442006.02.21 03:37s/l221.0090.6590.6589.15-424.8112124.44
452006.02.21 09:03buy231.0090.5190.0191.51
462006.02.23 04:29s/l231.0090.0190.0191.51-424.9211699.52
472006.02.26 01:07sell241.0088.7689.2687.76
482006.02.27 02:59t/p241.0087.7689.2687.76849.6112549.13
492006.03.01 00:26buy251.0088.2987.7989.29
502006.03.03 01:13t/p251.0089.2987.7989.29849.8313398.96
512006.03.08 01:47buy261.0089.6089.1090.60
522006.03.13 03:39t/p261.0090.6089.1090.60849.8314248.79
532006.03.13 16:51buy271.0090.3689.8691.36
542006.03.17 15:49s/l271.0089.8689.8691.36-424.9213823.87
552006.03.17 18:55sell281.0090.6291.1289.62
562006.03.20 14:52t/p281.0089.6291.1289.62849.6114673.48
572006.03.20 23:29sell291.0089.9890.4888.98
582006.03.27 23:44t/p291.0088.9890.4888.98849.6215523.10
592006.03.28 01:01sell301.0089.0489.5488.04
602006.03.28 08:04s/l301.0089.5489.5488.04-424.8115098.29
612006.03.29 07:25buy311.0089.9089.4090.90
622006.03.30 23:59close at stop311.0090.3989.4090.90416.4215514.71