Strategy Tester Report
Profit Generator 2.7

SymbolCHFJPY (Swiss Frank vs Japanese Yen)
PeriodDaily (D1) 2005.01.03 00:00 - 2006.03.31 00:00 (2005.01.01 - 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 modelled1378998Modelling quality90.00%
Initial deposit10000.00
Total net profit-2132.47Gross profit27606.74Gross loss-29739.21
Profit factor0.93Expected payoff-20.70
Absolute drawdown8072.01Maximal drawdown (%)8921.63 (82.2%)
Total trades103Short positions (won %)66 (30.30%)Long positions (won %)37 (35.14%)
Profit trades (% of total)33 (32.04%)Loss trades (% of total)70 (67.96%)
Largestprofit trade849.84loss trade-424.92
Averageprofit trade836.57loss trade-424.85
Maximumconsecutive wins (profit in money)3 (2549.27)consecutive losses (loss in money)9 (-3823.62)
Maximalconsecutive profit (count of wins)2549.27 (3)consecutive loss (count of losses)-3823.62 (9)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.01.03 04:05buy11.0089.3388.8390.33
22005.01.05 14:37s/l11.0088.8388.8390.33-424.929575.08
32005.01.06 02:19buy21.0089.0688.5690.06
42005.01.07 16:03s/l21.0088.5688.5690.06-424.929150.16
52005.01.10 01:17sell31.0088.5189.0187.51
62005.01.11 18:39t/p31.0087.5189.0187.51849.629999.78
72005.01.12 01:17buy41.0087.3986.8988.39
82005.01.14 06:16s/l41.0086.8986.8988.39-424.929574.86
92005.01.17 03:49sell51.0086.4886.9885.48
102005.01.18 11:33s/l51.0086.9886.9885.48-424.819150.05
112005.01.18 20:59buy61.0086.2885.7887.28
122005.01.25 09:38t/p61.0087.2885.7887.28849.849999.89
132005.01.26 18:32sell71.0087.1287.6286.12
142005.01.27 08:45s/l71.0087.6287.6286.12-424.819575.08
152005.01.27 09:55buy81.0087.2386.7388.23
162005.01.27 23:00s/l81.0086.7386.7388.23-424.919150.17
172005.01.28 02:56sell91.0087.0287.5286.02
182005.02.04 17:33t/p91.0086.0287.5286.02849.629999.79
192005.02.07 01:10buy101.0085.9485.4486.94
202005.02.09 17:32t/p101.0086.9485.4486.94849.8310849.62
212005.02.10 05:25sell111.0086.8987.3985.89
222005.02.10 14:39s/l111.0087.3987.3985.89-424.8110424.81
232005.02.11 01:48buy121.0087.5687.0688.56
242005.02.13 09:44s/l121.0087.0687.0688.56-424.929999.89
252005.02.15 02:13sell131.0087.8188.3186.81
262005.02.16 06:24s/l131.0088.3188.3186.81-424.819575.08
272005.02.17 01:23sell141.0088.8589.3587.85
282005.02.18 16:51s/l141.0089.3589.3587.85-424.819150.27
292005.02.18 16:51sell151.0089.2889.7888.28
302005.02.22 19:47s/l151.0089.7889.7888.28-424.808725.47
312005.02.23 01:15sell161.0090.0590.5589.05
322005.02.24 10:52s/l161.0090.5590.5589.05-424.818300.66
332005.02.24 17:07buy171.0090.1889.6891.18
342005.02.28 14:14s/l171.0089.6889.6891.18-424.927875.74
352005.03.01 08:59sell181.0089.8190.3188.81
362005.03.10 05:10s/l181.0090.3190.3188.81-424.817450.93
372005.03.11 01:53sell191.0090.2490.7489.24
382005.03.14 02:36s/l191.0090.7490.7489.24-424.817026.12
392005.03.14 02:36sell201.0090.6891.1889.68
402005.03.15 16:44t/p201.0089.6891.1889.68849.627875.74
412005.03.16 08:43sell211.0089.7890.2888.78
422005.03.16 14:43s/l211.0090.2890.2888.78-424.817450.93
432005.03.17 13:12sell221.0090.4490.9489.44
442005.03.21 23:59t/p221.0089.4490.9489.44849.618300.54
452005.03.22 16:05sell231.0089.2789.7788.27
462005.03.30 10:56s/l231.0089.7789.7788.27-424.817875.73
472005.03.30 10:56sell241.0089.7190.2188.71
482005.04.06 12:29s/l241.0090.2190.2188.71-424.817450.92
492005.04.07 01:59sell251.0090.2490.7489.24
502005.04.13 15:24t/p251.0089.2490.7489.24849.628300.54
512005.04.14 02:07sell261.0089.4189.9188.41
522005.04.18 08:40s/l261.0089.9189.9188.41-424.807875.74
532005.04.19 04:43buy271.0090.4389.9391.43
542005.04.22 10:39s/l271.0089.9389.9391.43-424.917450.83
552005.04.24 17:22sell281.0089.4189.9188.41
562005.04.29 15:26t/p281.0088.4189.9188.41849.628300.45
572005.05.01 10:50sell291.0087.9088.4086.90
582005.05.06 17:12t/p291.0086.9088.4086.90849.619150.06
592005.05.09 01:56sell301.0087.2387.7386.23
602005.05.09 23:10s/l301.0087.7387.7386.23-424.808725.26
612005.05.10 06:44sell311.0087.7688.2686.76
622005.05.11 09:09s/l311.0088.2688.2686.76-424.818300.45
632005.05.11 10:22buy321.0087.7787.2788.77
642005.05.16 23:32s/l321.0087.2787.2788.77-424.917875.54
652005.05.16 23:32buy331.0087.3486.8488.34
662005.05.31 03:19s/l331.0086.8486.8488.34-424.927450.62
672005.06.01 02:23buy341.0086.8186.3187.81
682005.06.02 06:32s/l341.0086.3186.3187.81-424.917025.71
692005.06.02 08:48sell351.0086.4986.9985.49
702005.06.07 04:01t/p351.0085.4986.9985.49849.627875.33
712005.06.07 06:54sell361.0085.5986.0984.59
722005.06.08 07:24s/l361.0086.0986.0984.59-424.817450.52
732005.06.08 18:43buy371.0085.5685.0686.56
742005.06.23 13:53s/l371.0085.0685.0686.56-424.927025.60
752005.06.24 06:13sell381.0085.1285.6284.12
762005.06.24 10:04s/l381.0085.6285.6284.12-424.816600.79
772005.06.27 07:15buy391.0085.9885.4886.98
782005.07.12 05:29t/p391.0086.9885.4886.98849.847450.63
792005.07.13 08:38sell401.0087.2187.7186.21
802005.07.20 19:30s/l401.0087.7187.7186.21-424.817025.82
812005.07.21 05:05buy411.0087.7187.2188.71
822005.07.21 13:01s/l411.0087.2187.2188.71-424.916600.91
832005.07.22 02:07sell421.0086.0386.5385.03
842005.07.22 03:19s/l421.0086.5386.5385.03-424.816176.10
852005.07.22 16:03buy431.0086.0085.5087.00
862005.07.28 13:57t/p431.0087.0085.5087.00849.837025.93
872005.07.29 01:41sell441.0087.3687.8686.36
882005.08.01 14:39s/l441.0087.8687.8686.36-424.816601.12
892005.08.04 02:30sell451.0088.0988.5987.09
902005.08.05 05:15s/l451.0088.5988.5987.09-424.816176.31
912005.08.05 05:15sell461.0088.5489.0487.54
922005.08.08 21:19s/l461.0089.0489.0487.54-424.815751.50
932005.08.08 21:19sell471.0088.9889.4887.98
942005.08.10 16:43t/p471.0087.9889.4887.98849.626601.12
952005.08.11 01:40buy481.0087.9887.4888.98
962005.08.15 09:40s/l481.0087.4887.4888.98-424.926176.20
972005.08.16 18:00sell491.0087.0987.5986.09
982005.08.22 11:49t/p491.0086.0987.5986.09849.617025.81
992005.08.23 07:31sell501.0086.3986.8985.39
1002005.08.24 04:19s/l501.0086.8986.8985.39-424.816601.00
1012005.08.24 09:13buy511.0086.5786.0787.57
1022005.08.25 17:28t/p511.0087.5786.0787.57849.847450.84
1032005.08.26 03:18sell521.0087.6888.1886.68
1042005.08.29 08:14s/l521.0088.1888.1886.68-424.817026.03
1052005.08.29 08:14sell531.0088.1288.6287.12
1062005.09.01 13:09s/l531.0088.6288.6287.12-424.806601.23
1072005.09.02 03:42buy541.0088.9388.4389.93
1082005.09.05 16:52s/l541.0088.4388.4389.93-424.916176.32
1092005.09.06 13:21sell551.0088.6789.1787.67
1102005.09.09 06:46s/l551.0089.1789.1787.67-424.815751.51
1112005.09.09 12:37buy561.0088.8188.3189.81
1122005.09.09 15:52s/l561.0088.3188.3189.81-424.915326.60
1132005.09.11 01:46sell571.0087.7788.2786.77
1142005.09.26 02:49t/p571.0086.7788.2786.77849.616176.21
1152005.09.26 02:49buy581.0086.7786.2787.77
1162005.09.30 12:35t/p581.0087.7786.2787.77849.837026.04
1172005.10.02 11:22sell591.0087.8688.3686.86
1182005.10.05 23:58s/l591.0088.3688.3686.86-424.816601.23
1192005.10.07 05:48buy601.0089.0788.5790.07
1202005.10.11 08:21s/l601.0088.5788.5790.07-424.926176.31
1212005.10.11 21:43sell611.0088.7989.2987.79
1222005.10.19 17:08s/l611.0089.2989.2987.79-424.815751.50
1232005.10.19 17:08sell621.0089.2389.7388.23
1242005.10.20 23:59s/l621.0089.7389.7388.23-424.815326.69
1252005.10.21 01:44sell631.0089.6790.1788.67
1262005.10.25 23:05s/l631.0090.1790.1788.67-424.814901.88
1272005.10.26 00:57sell641.0090.2890.7889.28
1282005.11.01 23:59s/l641.0090.7890.7889.28-424.814477.07
1292005.11.02 02:30sell651.0090.7591.2589.75
1302005.11.02 15:28s/l651.0091.2591.2589.75-424.814052.26
1312005.11.03 01:25buy661.0091.3490.8492.34
1322005.11.03 18:03s/l661.0090.8490.8492.34-424.923627.34
1332005.11.04 16:07buy671.0090.7890.2891.78
1342005.11.06 06:07s/l671.0090.2890.2891.78-424.923202.42
1352005.11.06 22:23sell681.0090.4290.9289.42
1362005.11.08 16:35t/p681.0089.4290.9289.42849.624052.04
1372005.11.09 07:51sell691.0089.4889.9888.48
1382005.11.09 23:59s/l691.0089.9889.9888.48-424.813627.23
1392005.11.10 12:38sell701.0090.0190.5189.01
1402005.11.14 12:14s/l701.0090.5190.5189.01-424.813202.42
1412005.11.15 09:20sell711.0090.2390.7389.23
1422005.11.20 00:00s/l711.0090.7390.7389.23-424.802777.62
1432005.11.20 05:06sell721.0090.7291.2289.72
1442005.11.29 01:40s/l721.0091.2291.2289.72-424.802352.82
1452005.11.29 02:23buy731.0091.0490.5492.04
1462005.12.05 13:02t/p731.0092.0490.5492.04849.843202.66
1472005.12.05 13:02sell741.0092.0492.5491.04
1482005.12.05 18:33s/l741.0092.5492.5491.04-424.812777.85
1492005.12.07 01:17sell751.0092.5093.0091.50
1502005.12.12 03:03s/l751.0093.0093.0091.50-424.812353.04
1512005.12.13 00:59sell761.0093.0593.5592.05
1522005.12.14 14:54t/p761.0092.0593.5592.05849.613202.65
1532005.12.15 00:49buy771.0091.5191.0192.51
1542005.12.15 08:47s/l771.0091.0191.0192.51-424.922777.73
1552005.12.16 09:06sell781.0090.1990.6989.19
1562005.12.16 10:16s/l781.0090.6990.6989.19-424.812352.92
1572005.12.16 10:16sell791.0090.6291.1289.62
1582005.12.20 15:04t/p791.0089.6291.1289.62849.613202.53
1592005.12.20 15:04buy801.0089.6289.1290.62
1602005.12.22 14:58s/l801.0089.1289.1290.62-424.922777.61
1612005.12.23 08:47sell811.0088.9489.4487.94
1622005.12.28 08:04s/l811.0089.4489.4487.94-424.812352.80
1632005.12.28 08:04sell821.0089.3889.8888.38
1642005.12.30 02:00s/l821.0089.8889.8888.38-424.811927.99
1652005.12.30 04:18buy831.0089.6889.1890.68
1662006.01.04 15:29t/p831.0090.6889.1890.68849.832777.82
1672006.01.05 01:26sell841.0091.0991.5990.09
1682006.01.06 19:30t/p841.0090.0991.5990.09849.623627.44
1692006.01.08 23:37sell851.0090.1790.6789.17
1702006.01.12 11:48t/p851.0089.1790.6789.17849.624477.06
1712006.01.13 00:21sell861.0089.2489.7488.24
1722006.01.16 04:59s/l861.0089.7489.7488.24-424.814052.25
1732006.01.17 16:03sell871.0089.9790.4788.97
1742006.01.22 03:35s/l871.0090.4790.4788.97-424.813627.44
1752006.01.22 12:15buy881.0090.2489.7491.24
1762006.01.25 05:49t/p881.0091.2489.7491.24849.834477.27
1772006.01.25 07:00buy891.0091.1290.6292.12
1782006.02.02 17:42t/p891.0092.1290.6292.12849.835327.10
1792006.02.05 06:30buy901.0091.8791.3792.87
1802006.02.06 14:51s/l901.0091.3791.3792.87-424.924902.18
1812006.02.07 03:36buy911.0091.4890.9892.48
1822006.02.07 09:48s/l911.0090.9890.9892.48-424.924477.26
1832006.02.08 01:00sell921.0090.8491.3489.84
1842006.02.08 11:52s/l921.0091.3491.3489.84-424.814052.45
1852006.02.09 01:58sell931.0091.3191.8190.31
1862006.02.10 16:31t/p931.0090.3191.8190.31849.624902.07
1872006.02.12 16:23sell941.0090.1590.6589.15
1882006.02.21 03:37s/l941.0090.6590.6589.15-424.814477.26
1892006.02.21 09:03buy951.0090.5190.0191.51
1902006.02.23 04:29s/l951.0090.0190.0191.51-424.924052.34
1912006.02.26 01:07sell961.0088.7689.2687.76
1922006.02.27 02:59t/p961.0087.7689.2687.76849.614901.95
1932006.03.01 00:26buy971.0088.2987.7989.29
1942006.03.03 01:13t/p971.0089.2987.7989.29849.835751.78
1952006.03.08 01:47buy981.0089.6089.1090.60
1962006.03.13 03:39t/p981.0090.6089.1090.60849.836601.61
1972006.03.13 16:51buy991.0090.3689.8691.36
1982006.03.17 15:49s/l991.0089.8689.8691.36-424.926176.69
1992006.03.17 18:55sell1001.0090.6291.1289.62
2002006.03.20 14:52t/p1001.0089.6291.1289.62849.617026.30
2012006.03.20 23:29sell1011.0089.9890.4888.98
2022006.03.27 23:44t/p1011.0088.9890.4888.98849.627875.92
2032006.03.28 01:01sell1021.0089.0489.5488.04
2042006.03.28 08:04s/l1021.0089.5489.5488.04-424.817451.11
2052006.03.29 07:25buy1031.0089.9089.4090.90
2062006.03.30 23:59close at stop1031.0090.3989.4090.90416.427867.53