Strategy Tester Report
VP-S&F-MAcross

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2003.10.15 19:00 - 2006.09.15 22:00
ModelOpen prices only (fastest method to analyze the bar just completed)
ParametersStartSessionTime="23:00"; EndSessionTime="22:00"; Lots=1; UseServerTime=true; DeleteVPFileWhenRead=false; Adjust=0; StopLoss=120; TakeProfit=400; uniqueMagic=20060818; TimeNow=0;
Bars in test18074Ticks modelled36048Modelling qualityn/a
Initial deposit10000.00
Total net profit16079.00Gross profit63741.00Gross loss-47662.00
Profit factor1.34Expected payoff172.89
Absolute drawdown1647.00Maximal drawdown7277.00 (41.05%)Relative drawdown41.05% (7277.00)
Total trades93Short positions (won %)46 (54.35%)Long positions (won %)47 (59.57%)
Profit trades (% of total)53 (56.99%)Loss trades (% of total)40 (43.01%)
Largestprofit trade2967.50loss trade-1231.50
Averageprofit trade1202.66loss trade-1191.55
Maximumconsecutive wins (profit in money)6 (4684.00)consecutive losses (loss in money)5 (-5987.00)
Maximalconsecutive profit (count of wins)9374.50 (5)consecutive loss (count of losses)-5987.00 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12003.10.21 23:00buy11.001.16701.15501.2070
22003.10.22 23:00close11.001.18041.15501.20701336.5011336.50
32003.10.22 23:00sell21.001.18041.19241.1404
42003.10.30 23:00close21.001.16291.19241.14041765.0013101.50
52003.10.30 23:00buy31.001.16291.15091.2029
62003.11.03 17:00s/l31.001.15091.15091.2029-1207.0011894.50
72003.11.12 23:00sell41.001.16321.17521.1232
82003.11.14 01:00s/l41.001.17521.17521.1232-1194.0010700.50
92004.01.15 23:00buy51.001.25821.24621.2982
102004.01.16 16:00s/l51.001.24621.24621.2982-1203.509497.00
112004.01.22 23:00sell61.001.27201.28401.2320
122004.01.28 23:00close61.001.24721.28401.23202486.0011983.00
132004.01.28 23:00buy71.001.24721.23521.2872
142004.01.30 11:00s/l71.001.23521.23521.2872-1214.0010769.00
152004.02.05 23:00sell81.001.25491.26691.2149
162004.02.06 15:00s/l81.001.26691.26691.2149-1198.509570.50
172004.02.23 23:00buy91.001.25591.24391.2959
182004.02.26 10:00s/l91.001.24391.24391.2959-1217.508353.00
192004.03.11 23:00sell101.001.23541.24741.1954
202004.03.15 23:00close101.001.22661.24741.1954883.009236.00
212004.03.15 23:00buy111.001.22661.21461.2666
222004.03.18 23:00close111.001.23901.21461.26661222.5010458.50
232004.03.18 23:00sell121.001.23901.25101.1990
242004.03.24 23:00close121.001.21381.25101.19902526.0012984.50
252004.03.24 23:00buy131.001.21381.20181.2538
262004.03.31 23:00close131.001.23181.20181.25381775.5014760.00
272004.03.31 23:00sell141.001.23181.24381.1918
282004.04.05 23:00close141.001.20221.24381.19182967.5017727.50
292004.04.05 23:00buy151.001.20221.19021.2422
302004.04.14 08:00s/l151.001.19021.19021.2422-1231.5016496.00
312004.04.29 23:00sell161.001.19621.20821.1562
322004.05.04 15:00s/l161.001.20821.20821.1562-1195.5015300.50
332004.05.10 23:00buy171.001.18511.17311.2251
342004.05.17 23:00close171.001.20271.17311.22511735.5017036.00
352004.05.17 23:00sell181.001.20271.21471.1627
362004.05.26 12:00s/l181.001.21471.21471.1627-1186.5015849.50
372004.06.09 23:00buy191.001.20511.19311.2451
382004.06.21 23:00close191.001.21141.19311.2451588.0016437.50
392004.06.21 23:00sell201.001.21141.22341.1714
402004.07.02 15:00s/l201.001.22341.22341.1714-1180.5015257.00
412004.07.21 23:00buy211.001.22611.21411.2661
422004.07.23 17:00s/l211.001.21411.21411.2661-1214.0014043.00
432004.08.09 23:00sell221.001.22721.23921.1872
442004.08.17 15:00s/l221.001.23921.23921.1872-1188.0012855.00
452004.08.23 23:00buy231.001.21451.20251.2545
462004.08.27 18:00s/l231.001.20251.20251.2545-1221.0011634.00
472004.09.01 23:00sell241.001.21881.23081.1788
482004.09.10 16:00s/l241.001.23081.23081.1788-1183.5010450.50
492004.09.20 23:00buy251.001.21781.20581.2578
502004.09.21 23:00close251.001.23361.20581.25781576.5012027.00
512004.09.21 23:00sell261.001.23361.24561.1936
522004.10.07 23:00close261.001.22851.24561.1936537.0012564.00
532004.10.07 23:00buy271.001.22851.21651.2685
542004.10.11 23:00close271.001.23861.21651.26851003.0013567.00
552004.10.11 23:00sell281.001.23861.25061.1986
562004.10.15 17:00s/l281.001.25061.25061.1986-1191.0012376.00
572004.12.13 23:00buy291.001.33131.31931.3713
582004.12.15 23:00close291.001.33901.31931.3713763.0013139.00
592004.12.15 23:00sell301.001.33901.35101.2990
602004.12.16 23:00close301.001.32441.35101.29901464.5014603.50
612004.12.16 23:00buy311.001.32441.31241.3644
622004.12.20 23:00close311.001.33931.31241.36441483.0016086.50
632004.12.20 23:00sell321.001.33931.35131.2993
642004.12.23 22:00s/l321.001.35131.35131.2993-1192.5014894.00
652005.01.04 23:00buy331.001.32801.31601.3680
662005.01.06 19:00s/l331.001.31601.31601.3680-1214.0013680.00
672005.01.26 23:00sell341.001.30731.31931.2673
682005.02.03 23:00close341.001.29761.31931.2673985.0014665.00
692005.02.03 23:00buy351.001.29761.28561.3376
702005.02.07 01:00s/l351.001.28561.28561.3376-1207.0013458.00
712005.02.14 23:00sell361.001.29731.30931.2573
722005.02.22 04:00s/l361.001.30931.30931.2573-1188.0012270.00
732005.03.03 23:00buy371.001.31101.29901.3510
742005.03.07 23:00close371.001.32131.29901.35101023.0013293.00
752005.03.07 23:00sell381.001.32131.33331.2813
762005.03.08 17:00s/l381.001.33331.33331.2813-1198.5012094.50
772005.03.21 23:00buy391.001.31571.30371.3557
782005.03.23 11:00s/l391.001.30371.30371.3557-1207.0010887.50
792005.04.11 23:00sell401.001.29721.30921.2572
802005.04.14 23:00close401.001.28141.30921.25721587.5012475.00
812005.04.14 23:00buy411.001.28141.26941.3214
822005.04.18 23:00close411.001.30201.26941.32142053.0014528.00
832005.04.18 23:00sell421.001.30201.31401.2620
842005.04.27 23:00close421.001.29321.31401.2620893.5015421.50
852005.04.27 23:00buy431.001.29321.28121.3332
862005.05.05 23:00close431.001.29571.28121.3332215.0015636.50
872005.05.05 23:00sell441.001.29571.30771.2557
882005.05.09 23:00close441.001.28411.30771.25571163.0016799.50
892005.05.09 23:00buy451.001.28411.27211.3241
902005.05.12 15:00s/l451.001.27211.27211.3241-1217.5015582.00
912005.06.20 23:00sell461.001.21531.22731.1753
922005.06.23 23:00close461.001.20371.22731.17531167.5016749.50
932005.06.23 23:00buy471.001.20371.19171.2437
942005.06.30 23:00close471.001.21021.19171.2437625.5017375.00
952005.06.30 23:00sell481.001.21021.22221.1702
962005.07.04 23:00close481.001.19001.22221.17022023.0019398.00
972005.07.04 23:00buy491.001.19001.17801.2300
982005.07.11 23:00close491.001.20691.17801.23001665.5021063.50
992005.07.11 23:00sell501.001.20691.21891.1669
1002005.07.12 10:00s/l501.001.21891.21891.1669-1198.5019865.00
1012005.08.17 23:00buy511.001.22711.21511.2671
1022005.08.19 10:00s/l511.001.21511.21511.2671-1214.0018651.00
1032005.08.29 23:00sell521.001.22321.23521.1832
1042005.08.31 19:00s/l521.001.23521.23521.1832-1197.0017454.00
1052005.09.12 23:00buy531.001.22861.21661.2686
1062005.09.19 01:00s/l531.001.21661.21661.2686-1224.5016229.50
1072005.10.06 23:00sell541.001.21791.22991.1779
1082005.10.17 23:00close541.001.20241.22991.17791563.5017793.00
1092005.10.17 23:00buy551.001.20241.19041.2424
1102005.10.19 09:00s/l551.001.19041.19041.2424-1207.0016586.00
1112005.10.20 23:00sell561.001.20221.21421.1622
1122005.10.24 23:00close561.001.19861.21421.1622363.0016949.00
1132005.10.24 23:00buy571.001.19861.18661.2386
1142005.10.25 23:00close571.001.21061.18661.23861196.5018145.50
1152005.10.25 23:00sell581.001.21061.22261.1706
1162005.11.03 23:00close581.001.19461.22261.17061616.5019762.00
1172005.11.03 23:00buy591.001.19461.18261.2346
1182005.11.04 18:00s/l591.001.18261.18261.2346-1203.5018558.50
1192005.11.22 23:00sell601.001.18131.19331.1413
1202005.12.01 23:00close601.001.17381.19331.1413766.5019325.00
1212005.12.01 23:00buy611.001.17381.16181.2138
1222005.12.05 23:00close611.001.17911.16181.2138523.0019848.00
1232005.12.05 23:00sell621.001.17911.19111.1391
1242005.12.07 23:00close621.001.17121.19111.1391793.0020641.00
1252005.12.07 23:00buy631.001.17121.15921.2112
1262005.12.08 23:00close631.001.18151.15921.21121019.5021660.50
1272005.12.08 23:00sell641.001.18151.19351.1415
1282005.12.12 14:00s/l641.001.19351.19351.1415-1197.0020463.50
1292005.12.21 23:00buy651.001.18331.17131.2233
1302006.01.03 23:00close651.001.20111.17131.22331734.5022198.00
1312006.01.03 23:00sell661.001.20111.21311.1611
1322006.01.04 18:00s/l661.001.21311.21311.1611-1198.5020999.50
1332006.01.30 23:00buy671.001.20931.19731.2493
1342006.02.03 15:00s/l671.001.19731.19731.2493-1221.0019778.50
1352006.02.20 23:00sell681.001.19351.20551.1535
1362006.02.27 23:00close681.001.18481.20551.1535880.5020659.00
1372006.02.27 23:00buy691.001.18481.17281.2248
1382006.02.28 23:00close691.001.19261.17281.2248776.5021435.50
1392006.02.28 23:00sell701.001.19261.20461.1526
1402006.03.03 15:00s/l701.001.20461.20461.1526-1192.5020243.00
1412006.03.13 23:00buy711.001.19601.18401.2360
1422006.03.14 23:00close711.001.20141.18401.2360536.5020779.50
1432006.03.14 23:00sell721.001.20141.21341.1614
1442006.03.16 14:00s/l721.001.21341.21341.1614-1194.0019585.50
1452006.03.23 23:00buy731.001.19701.18501.2370
1462006.03.30 23:00close731.001.21631.18501.23701905.5021491.00
1472006.03.30 23:00sell741.001.21631.22831.1763
1482006.04.05 07:00s/l741.001.22831.22831.1763-1194.0020297.00
1492006.04.12 23:00buy751.001.21031.19831.2503
1502006.04.17 23:00close751.001.22551.19831.25031502.5021799.50
1512006.04.17 23:00sell761.001.22551.23751.1855
1522006.04.19 18:00s/l761.001.23751.23751.1855-1197.0020602.50
1532006.05.24 23:00buy771.001.27591.26391.3159
1542006.05.25 23:00close771.001.28241.26391.3159639.5021242.00
1552006.05.25 23:00sell781.001.28241.29441.2424
1562006.05.29 23:00close781.001.27521.29441.2424723.0021965.00
1572006.05.29 23:00buy791.001.27521.26321.3152
1582006.05.30 23:00close791.001.28701.26321.31521176.5023141.50
1592006.05.30 23:00sell801.001.28701.29901.2470
1602006.06.08 23:00close801.001.26541.29901.24702176.5025318.00
1612006.06.08 23:00buy811.001.26541.25341.3054
1622006.06.13 20:00s/l811.001.25341.25341.3054-1210.5024107.50
1632006.06.21 23:00sell821.001.26601.27801.2260
1642006.06.22 23:00close821.001.25791.27801.2260814.5024922.00
1652006.06.22 23:00buy831.001.25791.24591.2979
1662006.06.29 23:00close831.001.26651.24591.2979835.5025757.50
1672006.06.29 23:00sell841.001.26651.27851.2265
1682006.06.30 17:00s/l841.001.27851.27851.2265-1198.5024559.00
1692006.07.12 23:00buy851.001.27051.25851.3105
1702006.07.17 11:00s/l851.001.25851.25851.3105-1217.5023341.50
1712006.07.25 23:00sell861.001.25791.26991.2179
1722006.07.26 21:00s/l861.001.26991.26991.2179-1198.5022143.00
1732006.08.14 23:00buy871.001.27151.25951.3115
1742006.08.16 23:00close871.001.28411.25951.31151253.0023396.00
1752006.08.16 23:00sell881.001.28411.29611.2441
1762006.08.17 23:00close881.001.28301.29611.2441114.5023510.50
1772006.08.17 23:00buy891.001.28301.27101.3230
1782006.08.21 23:00close891.001.28901.27101.3230593.0024103.50
1792006.08.21 23:00sell901.001.28901.30101.2490
1802006.08.24 23:00close901.001.27661.30101.24901247.5025351.00
1812006.08.24 23:00buy911.001.27661.26461.3166
1822006.08.29 23:00close911.001.28231.26461.3166559.5025910.50
1832006.08.29 23:00sell921.001.28231.29431.2423
1842006.09.07 23:00close921.001.27331.29431.2423916.5026827.00
1852006.09.07 23:00buy931.001.27331.26131.3133
1862006.09.15 22:59close at stop931.001.26611.26131.3133-748.0026079.00