Strategy Tester Report
fozzy_2-0

SymbolEURUSD (Euro vs. United States Dollar)
PeriodDaily (D1) 2004.11.03 00:00 - 2006.09.29 00:00 (2004.06.17 - 2006.09.29)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersUse_BB_Filter=true; Use_00_GMT=true; Lots=2; TakeProfit=130; Use_ATR_Stop=true; Use_ATR_Pct=0.7; Init_Stop_Cushion=0; TrailingStop=true; TrailingAct=65; TrailingStep=25; Start_BE=40; MA_Method=1; RSIPeriod=8; RSIMAPeriod=8; BandsPeriod=20;
Bars in test599Ticks modelled2458808Modelling quality74.99%
Initial deposit10000.00
Total net profit5440.91Gross profit11910.32Gross loss-6469.41
Profit factor1.84Expected payoff320.05
Absolute drawdown367.81Maximal drawdown3762.22 (19.63%)Relative drawdown19.63% (3762.22)
Total trades17Short positions (won %)14 (71.43%)Long positions (won %)3 (66.67%)
Profit trades (% of total)12 (70.59%)Loss trades (% of total)5 (29.41%)
Largestprofit trade2959.99loss trade-1401.40
Averageprofit trade992.53loss trade-1293.88
Maximumconsecutive wins (profit in money)7 (7143.67)consecutive losses (loss in money)2 (-2588.60)
Maximalconsecutive profit (count of wins)7143.67 (7)consecutive loss (count of losses)-2588.60 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.11.15 00:00buy12.001.29721.28991.3102
22004.11.17 10:44modify12.001.29721.29720.0000
32004.11.17 11:31modify12.001.29721.30120.0000
42004.11.17 11:31modify12.001.29721.30120.0000
52004.11.17 11:33modify12.001.29721.30140.0000
62004.11.17 11:33modify12.001.29721.30150.0000
72004.11.17 11:33modify12.001.29721.30160.0000
82004.11.17 11:33modify12.001.29721.30160.0000
92004.11.17 11:35modify12.001.29721.30170.0000
102004.11.17 11:35modify12.001.29721.30180.0000
112004.11.17 11:35modify12.001.29721.30180.0000
122004.11.17 11:37modify12.001.29721.30190.0000
132004.11.17 11:37modify12.001.29721.30200.0000
142004.11.17 13:12s/l12.001.30201.30200.0000924.4010924.40
152004.11.18 00:00buy22.001.30411.29761.3171
162004.11.18 17:20s/l22.001.2976391.29761.3171-1292.219632.19
172004.11.25 00:00buy32.001.31861.31221.3316
182004.11.25 12:26modify32.001.31861.31860.0000
192004.11.25 22:52modify32.001.31861.32260.0000
202004.11.25 22:52modify32.001.31861.32280.0000
212004.11.25 22:52modify32.001.31861.32290.0000
222004.11.25 22:52modify32.001.31861.32300.0000
232004.11.25 22:52modify32.001.31861.32310.0000
242004.11.25 22:52modify32.001.31861.32320.0000
252004.11.25 22:53modify32.001.31861.32350.0000
262004.11.25 22:53modify32.001.31861.32350.0000
272004.11.25 22:53modify32.001.31861.32360.0000
282004.11.25 22:53modify32.001.31861.32370.0000
292004.11.25 22:53modify32.001.31861.32380.0000
302004.11.25 22:53modify32.001.31861.32390.0000
312004.11.25 22:53modify32.001.31861.32400.0000
322004.11.25 22:53modify32.001.31861.32410.0000
332004.11.25 22:53modify32.001.31861.32420.0000
342004.11.25 22:53modify32.001.31861.32500.0000
352004.11.25 22:54modify32.001.31861.32520.0000
362004.11.25 22:54modify32.001.31861.32560.0000
372004.11.25 22:54modify32.001.31861.32570.0000
382004.11.25 22:56modify32.001.31861.32570.0000
392004.11.25 22:57modify32.001.31861.32580.0000
402004.11.26 00:53s/l32.001.32581.32580.00001422.2111054.40
412004.12.07 00:00sell42.001.33981.34721.3270
422004.12.08 05:39modify42.001.33981.33980.0000
432004.12.08 09:13modify42.001.33981.33530.0000
442004.12.08 09:13modify42.001.33981.33480.0000
452004.12.08 09:14modify42.001.33981.33470.0000
462004.12.08 09:15modify42.001.33981.33460.0000
472004.12.08 09:15modify42.001.33981.33430.0000
482004.12.08 09:15modify42.001.33981.33380.0000
492004.12.08 09:15modify42.001.33981.33370.0000
502004.12.08 09:31modify42.001.33981.33360.0000
512004.12.08 09:31modify42.001.33981.33310.0000
522004.12.08 09:31modify42.001.33981.33300.0000
532004.12.08 09:31modify42.001.33981.33280.0000
542004.12.08 09:31modify42.001.33981.33260.0000
552004.12.08 09:31modify42.001.33981.33240.0000
562004.12.08 09:33modify42.001.33981.33230.0000
572004.12.08 09:33modify42.001.33981.33210.0000
582004.12.08 09:33modify42.001.33981.33190.0000
592004.12.08 09:34modify42.001.33981.33180.0000
602004.12.08 09:34modify42.001.33981.33170.0000
612004.12.08 09:34modify42.001.33981.33160.0000
622004.12.08 09:45s/l42.001.33161.33160.00001653.5612707.96
632005.01.03 00:00sell52.001.35601.36181.3432
642005.01.03 03:43modify52.001.35601.35600.0000
652005.01.03 03:58modify52.001.35601.35190.0000
662005.01.03 04:05modify52.001.35601.35160.0000
672005.01.03 04:05modify52.001.35601.35150.0000
682005.01.03 04:06modify52.001.35601.35150.0000
692005.01.03 04:06modify52.001.35601.35140.0000
702005.01.03 04:06modify52.001.35601.35120.0000
712005.01.03 04:06modify52.001.35601.35110.0000
722005.01.03 04:06modify52.001.35601.35110.0000
732005.01.03 04:06modify52.001.35601.35100.0000
742005.01.03 04:07modify52.001.35601.35100.0000
752005.01.03 04:07modify52.001.35601.35090.0000
762005.01.03 04:07modify52.001.35601.35090.0000
772005.01.03 04:09modify52.001.35601.35080.0000
782005.01.03 04:09modify52.001.35601.35070.0000
792005.01.03 04:20modify52.001.35601.35060.0000
802005.01.03 04:20modify52.001.35601.35060.0000
812005.01.03 04:23modify52.001.35601.35040.0000
822005.01.03 04:23modify52.001.35601.35020.0000
832005.01.03 04:23modify52.001.35601.35010.0000
842005.01.03 04:24modify52.001.35601.35000.0000
852005.01.03 04:24modify52.001.35601.34970.0000
862005.01.03 04:24modify52.001.35601.34960.0000
872005.01.03 04:24modify52.001.35601.34950.0000
882005.01.03 04:24modify52.001.35601.34950.0000
892005.01.03 04:24modify52.001.35601.34940.0000
902005.01.03 04:26modify52.001.35601.34930.0000
912005.01.03 04:26modify52.001.35601.34920.0000
922005.01.03 04:26modify52.001.35601.34910.0000
932005.01.03 04:26modify52.001.35601.34890.0000
942005.01.03 04:26modify52.001.35601.34870.0000
952005.01.03 04:26modify52.001.35601.34860.0000
962005.01.03 04:26modify52.001.35601.34850.0000
972005.01.03 04:27modify52.001.35601.34840.0000
982005.01.03 04:27modify52.001.35601.34830.0000
992005.01.03 04:27modify52.001.35601.34820.0000
1002005.01.03 04:27modify52.001.35601.34820.0000
1012005.01.03 04:27modify52.001.35601.34800.0000
1022005.01.03 04:28modify52.001.35601.34790.0000
1032005.01.03 04:28modify52.001.35601.34780.0000
1042005.01.03 04:28modify52.001.35601.34770.0000
1052005.01.03 04:28modify52.001.35601.34770.0000
1062005.01.03 04:39modify52.001.35601.34760.0000
1072005.01.03 04:39modify52.001.35601.34760.0000
1082005.01.03 04:40modify52.001.35601.34750.0000
1092005.01.03 04:40modify52.001.35601.34720.0000
1102005.01.03 04:40modify52.001.35601.34690.0000
1112005.01.03 04:40modify52.001.35601.34680.0000
1122005.01.03 04:40modify52.001.35601.34670.0000
1132005.01.03 04:40modify52.001.35601.34650.0000
1142005.01.03 04:40modify52.001.35601.34640.0000
1152005.01.03 04:40modify52.001.35601.34630.0000
1162005.01.03 04:40modify52.001.35601.34600.0000
1172005.01.03 04:44modify52.001.35601.34580.0000
1182005.01.03 04:45modify52.001.35601.34560.0000
1192005.01.03 04:45modify52.001.35601.34550.0000
1202005.01.03 04:45modify52.001.35601.34530.0000
1212005.01.03 04:45modify52.001.35601.34520.0000
1222005.01.03 04:45modify52.001.35601.34490.0000
1232005.01.03 04:45modify52.001.35601.34480.0000
1242005.01.03 04:45modify52.001.35601.34370.0000
1252005.01.03 04:46modify52.001.35601.34360.0000
1262005.01.03 04:46modify52.001.35601.34310.0000
1272005.01.03 04:46modify52.001.35601.34290.0000
1282005.01.03 04:46modify52.001.35601.34270.0000
1292005.01.03 04:46modify52.001.35601.34250.0000
1302005.01.03 04:54modify52.001.35601.34220.0000
1312005.01.03 04:54modify52.001.35601.34130.0000
1322005.01.03 04:54modify52.001.35601.34120.0000
1332005.01.03 04:59s/l52.001.34121.34120.00002959.9915667.95
1342005.03.01 00:00sell62.001.32141.32741.3086
1352005.03.01 04:02modify62.001.32141.32140.0000
1362005.03.01 11:12s/l62.001.32141.32140.00000.0015667.95
1372005.07.14 00:00sell72.001.20821.21601.1954
1382005.07.15 14:36modify72.001.20821.20820.0000
1392005.07.18 10:30s/l72.001.20821.20820.000027.1715695.12
1402005.10.10 00:00sell82.001.21171.21811.1989
1412005.10.10 14:33modify82.001.21171.21170.0000
1422005.10.10 16:19modify82.001.21171.20760.0000
1432005.10.10 16:21modify82.001.21171.20760.0000
1442005.10.10 16:21modify82.001.21171.20750.0000
1452005.10.10 16:23modify82.001.21171.20750.0000
1462005.10.10 16:48modify82.001.21171.20740.0000
1472005.10.10 16:48modify82.001.21171.20720.0000
1482005.10.10 16:48modify82.001.21171.20710.0000
1492005.10.10 16:49modify82.001.21171.20700.0000
1502005.10.10 16:49modify82.001.21171.20690.0000
1512005.10.10 16:51modify82.001.21171.20680.0000
1522005.10.10 16:54modify82.001.21171.20670.0000
1532005.10.10 16:54modify82.001.21171.20650.0000
1542005.10.10 21:40s/l82.001.20651.20650.00001040.0016735.12
1552005.12.21 00:00sell92.001.18591.19321.1731
1562005.12.21 15:35modify92.001.18591.18590.0000
1572005.12.22 15:32s/l92.001.18591.18590.000040.7516775.87
1582006.01.13 00:00sell102.001.20311.21011.1903
1592006.01.13 17:41s/l102.001.2101071.21011.1903-1401.4015374.47
1602006.01.26 00:00sell112.001.22421.23031.2114
1612006.01.26 20:18modify112.001.22421.22420.0000
1622006.01.27 12:09modify112.001.22421.22000.0000
1632006.01.27 12:09modify112.001.22421.21960.0000
1642006.01.27 12:09modify112.001.22421.21940.0000
1652006.01.27 12:09modify112.001.22421.21910.0000
1662006.01.27 14:18modify112.001.22421.21910.0000
1672006.01.27 14:18modify112.001.22421.21900.0000
1682006.01.27 14:20modify112.001.22421.21900.0000
1692006.01.27 14:20modify112.001.22421.21890.0000
1702006.01.27 14:21modify112.001.22421.21880.0000
1712006.01.27 14:21modify112.001.22421.21860.0000
1722006.01.27 14:30s/l112.001.21861.21860.00001133.5916508.06
1732006.03.22 00:00sell122.001.21101.21591.1982
1742006.03.22 11:05modify122.001.21101.21100.0000
1752006.03.23 16:01modify122.001.21101.20660.0000
1762006.03.23 16:02modify122.001.21101.20650.0000
1772006.03.23 16:02modify122.001.21101.20620.0000
1782006.03.23 16:02modify122.001.21101.20610.0000
1792006.03.23 16:03modify122.001.21101.20600.0000
1802006.03.23 16:03modify122.001.21101.20580.0000
1812006.03.23 16:06modify122.001.21101.20570.0000
1822006.03.23 16:06modify122.001.21101.20560.0000
1832006.03.23 16:06modify122.001.21101.20560.0000
1842006.03.23 16:10modify122.001.21101.20550.0000
1852006.03.23 16:11modify122.001.21101.20540.0000
1862006.03.23 16:11modify122.001.21101.20530.0000
1872006.03.23 16:11modify122.001.21101.20520.0000
1882006.03.23 16:11modify122.001.21101.20520.0000
1892006.03.23 16:12modify122.001.21101.20470.0000
1902006.03.23 16:12modify122.001.21101.20470.0000
1912006.03.23 16:13modify122.001.21101.20460.0000
1922006.03.23 16:14modify122.001.21101.20450.0000
1932006.03.23 16:19modify122.001.21101.20400.0000
1942006.03.23 16:20modify122.001.21101.20390.0000
1952006.03.23 16:20modify122.001.21101.20390.0000
1962006.03.23 16:20modify122.001.21101.20380.0000
1972006.03.23 16:20modify122.001.21101.20370.0000
1982006.03.23 16:20modify122.001.21101.20350.0000
1992006.03.23 16:20modify122.001.21101.20350.0000
2002006.03.23 16:21modify122.001.21101.20340.0000
2012006.03.23 16:22modify122.001.21101.20330.0000
2022006.03.23 16:22modify122.001.21101.20310.0000
2032006.03.23 16:22modify122.001.21101.20300.0000
2042006.03.23 16:26modify122.001.21101.20290.0000
2052006.03.23 16:26modify122.001.21101.20280.0000
2062006.03.23 16:26modify122.001.21101.20270.0000
2072006.03.23 16:26modify122.001.21101.20260.0000
2082006.03.23 16:27modify122.001.21101.20250.0000
2092006.03.23 16:27modify122.001.21101.20230.0000
2102006.03.23 16:27modify122.001.21101.20220.0000
2112006.03.23 16:27modify122.001.21101.20210.0000
2122006.03.23 16:28modify122.001.21101.20200.0000
2132006.03.23 16:28modify122.001.21101.20190.0000
2142006.03.23 16:28modify122.001.21101.20180.0000
2152006.03.23 16:28modify122.001.21101.20160.0000
2162006.03.23 16:28modify122.001.21101.20150.0000
2172006.03.23 16:28modify122.001.21101.20140.0000
2182006.03.23 16:28modify122.001.21101.20130.0000
2192006.03.23 16:28modify122.001.21101.20110.0000
2202006.03.23 16:29modify122.001.21101.20080.0000
2212006.03.23 16:29modify122.001.21101.20060.0000
2222006.03.23 16:29modify122.001.21101.20050.0000
2232006.03.23 16:29modify122.001.21101.20040.0000
2242006.03.23 16:29modify122.001.21101.20030.0000
2252006.03.23 16:29modify122.001.21101.20020.0000
2262006.03.23 16:29modify122.001.21101.20010.0000
2272006.03.23 16:29modify122.001.21101.20000.0000
2282006.03.23 16:29modify122.001.21101.19990.0000
2292006.03.23 16:29modify122.001.21101.19970.0000
2302006.03.23 16:29modify122.001.21101.19950.0000
2312006.03.23 17:11modify122.001.21101.19940.0000
2322006.03.23 20:03modify122.001.21101.19930.0000
2332006.03.23 20:03modify122.001.21101.19910.0000
2342006.03.23 20:03modify122.001.21101.19900.0000
2352006.03.23 20:04modify122.001.21101.19900.0000
2362006.03.23 20:05modify122.001.21101.19890.0000
2372006.03.23 20:05modify122.001.21101.19880.0000
2382006.03.23 20:06modify122.001.21101.19870.0000
2392006.03.23 20:06modify122.001.21101.19860.0000
2402006.03.23 20:06modify122.001.21101.19850.0000
2412006.03.23 20:06modify122.001.21101.19840.0000
2422006.03.23 20:06modify122.001.21101.19840.0000
2432006.03.23 20:19modify122.001.21101.19820.0000
2442006.03.23 20:19modify122.001.21101.19810.0000
2452006.03.23 20:20modify122.001.21101.19800.0000
2462006.03.24 08:23s/l122.001.19801.19800.00002654.3219162.38
2472006.07.06 00:00sell132.001.27231.27821.2595
2482006.07.06 14:33s/l132.001.2782361.27821.2595-1187.2017975.18
2492006.07.11 00:00sell142.001.27381.27961.2610
2502006.07.12 14:31modify142.001.27381.27380.0000
2512006.07.12 14:31s/l142.001.27381.27380.000013.5817988.77
2522006.07.28 00:00sell152.001.26971.27651.2569
2532006.07.28 16:56s/l152.001.2765041.27651.2569-1360.8016627.97
2542006.08.08 00:00sell162.001.28161.28771.2688
2552006.08.08 20:14s/l162.001.2877391.28771.2688-1227.8015400.17
2562006.08.23 00:00sell172.001.28031.28631.2675
2572006.08.24 03:07modify172.001.28031.28030.0000
2582006.08.24 10:01s/l172.001.28031.28030.000040.7515440.91