Strategy Tester Report
VP-S&F-MAcross

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period1 Hour (H1) 2003.12.11 18:00 - 2006.09.11 15:00
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 test17011Ticks modelled33922Modelling qualityn/a
Initial deposit10000.00
Total net profit4783.05Gross profit46866.54Gross loss-42083.49
Profit factor1.11Expected payoff47.83
Absolute drawdown6826.95Maximal drawdown10219.43 (42.74%)Relative drawdown69.24% (7141.36)
Total trades100Short positions (won %)50 (52.00%)Long positions (won %)50 (62.00%)
Profit trades (% of total)57 (57.00%)Loss trades (% of total)43 (43.00%)
Largestprofit trade2438.10loss trade-1230.94
Averageprofit trade822.22loss trade-978.69
Maximumconsecutive wins (profit in money)11 (5702.96)consecutive losses (loss in money)5 (-5263.02)
Maximalconsecutive profit (count of wins)7175.42 (6)consecutive loss (count of losses)-5263.02 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12003.12.17 23:00sell11.00107.42108.62103.42
22003.12.23 23:00close11.00107.50108.62103.42-113.529886.48
32003.12.23 23:00buy21.00107.50106.30111.50
42003.12.26 23:00close21.00107.49106.30111.504.669891.14
52003.12.26 23:00sell31.00107.49108.69103.49
62003.12.29 23:00close31.00107.03108.69103.49423.2710314.42
72003.12.29 23:00buy41.00107.03105.83111.03
82004.01.16 09:00s/l41.00105.83105.83111.03-1076.539237.89
92004.01.16 23:00sell51.00106.72107.92102.72
102004.01.20 16:00s/l51.00107.92107.92102.72-1130.258107.63
112004.01.22 23:00buy61.00106.08104.88110.08
122004.01.23 23:00close61.00106.55104.88110.08443.908551.54
132004.01.23 23:00sell71.00106.55107.75102.55
142004.01.26 23:00close71.00106.39107.75102.55143.878695.41
152004.01.26 23:00buy81.00106.39105.19110.39
162004.02.11 18:00s/l81.00105.19105.19110.39-1094.167601.25
172004.02.13 23:00sell91.00105.45106.65101.45
182004.02.16 23:00close91.00105.49106.65101.45-44.447556.81
192004.02.16 23:00buy101.00105.49104.29109.49
202004.02.17 23:00close101.00105.66104.29109.49163.687720.49
212004.02.17 23:00sell111.00105.66106.86101.66
222004.02.18 21:00s/l111.00106.86106.86101.66-1130.436590.07
232004.03.15 23:00buy121.00110.34109.14114.34
242004.03.16 17:00s/l121.00109.14109.14114.34-1098.335491.74
252004.04.08 23:00sell131.00106.27107.47102.27
262004.04.14 09:00s/l131.00107.47107.47102.27-1144.324347.42
272004.05.05 23:00buy141.00108.71107.51112.71
282004.05.06 23:00close141.00109.77107.51112.71974.045321.46
292004.05.06 23:00sell151.00109.77110.97105.77
302004.05.07 15:00s/l151.00110.97110.97105.77-1085.084236.38
312004.05.20 23:00buy161.00112.79111.59116.79
322004.05.26 07:00s/l161.00111.59111.59116.79-1063.333173.05
332004.06.09 23:00sell171.00110.43111.63106.43
342004.06.10 23:00close171.00109.35111.63106.43968.104141.15
352004.06.10 23:00buy181.00109.35108.15113.35
362004.06.14 23:00close181.00111.03108.15113.351518.695659.84
372004.06.14 23:00sell191.00111.03112.23107.03
382004.06.15 23:00close191.00109.54112.23107.031353.717013.55
392004.06.15 23:00buy201.00109.54108.34113.54
402004.06.21 04:00s/l201.00108.34108.34113.54-1090.975922.58
412004.07.05 23:00sell211.00109.09110.29105.09
422004.07.12 23:00close211.00108.29110.29105.09693.146615.72
432004.07.12 23:00buy221.00108.29107.09112.29
442004.07.14 23:00close221.00109.17107.09112.29811.677427.39
452004.07.14 23:00sell231.00109.17110.37105.17
462004.07.19 23:00close231.00108.27110.37105.17798.678226.06
472004.07.19 23:00buy241.00108.27107.07112.27
482004.07.20 23:00close241.00108.68107.07112.27380.048606.11
492004.07.20 23:00sell251.00108.68109.88104.68
502004.07.21 17:00s/l251.00109.88109.88104.68-1097.437508.68
512004.08.09 23:00buy261.00110.64109.44114.64
522004.08.10 23:00close261.00111.30109.44114.64595.788104.46
532004.08.10 23:00sell271.00111.30112.50107.30
542004.08.11 23:00close271.00110.94112.50107.30317.988422.44
552004.08.11 23:00buy281.00110.94109.74114.94
562004.08.18 09:00s/l281.00109.74109.74114.94-1072.857349.60
572004.08.25 23:00sell291.00110.19111.39106.19
582004.08.26 23:00close291.00109.70111.39106.19427.127776.71
592004.08.26 23:00buy301.00109.70108.50113.70
602004.08.30 23:00close301.00109.88108.50113.70169.417946.12
612004.08.30 23:00sell311.00109.88111.08105.88
622004.08.31 23:00close311.00109.17111.08105.88643.848589.96
632004.08.31 23:00buy321.00109.17107.97113.17
642004.09.09 23:00close321.00109.67107.97113.17486.639076.60
652004.09.09 23:00sell331.00109.67110.87105.67
662004.09.16 23:00close331.00109.59110.87105.6727.389103.98
672004.09.16 23:00buy341.00109.59108.39113.59
682004.09.20 23:00close341.00109.88108.39113.59269.519373.48
692004.09.20 23:00sell351.00109.88111.08105.88
702004.09.21 23:00close351.00109.66111.08105.88194.109567.59
712004.09.21 23:00buy361.00109.66108.46113.66
722004.09.22 23:00close361.00110.59108.46113.66843.7310411.32
732004.09.22 23:00sell371.00110.59111.79106.59
742004.09.30 23:00close371.00110.06111.79106.59416.3910827.71
752004.09.30 23:00buy381.00110.06108.86114.06
762004.10.04 23:00close381.00110.96108.86114.06816.6911644.40
772004.10.04 23:00sell391.00110.96112.16106.96
782004.10.11 23:00close391.00109.37112.16106.961408.1613052.56
792004.10.11 23:00buy401.00109.37108.17113.37
802004.10.20 11:00s/l401.00108.17108.17113.37-1083.2011969.35
812004.11.10 23:00sell411.00107.13108.33103.13
822004.11.15 23:00close411.00105.28108.33103.131724.6413693.99
832004.11.15 23:00buy421.00105.28104.08109.28
842004.11.17 18:00s/l421.00104.08104.08109.28-1146.7012547.28
852004.12.02 23:00sell431.00103.22104.4299.22
862004.12.08 15:00s/l431.00104.42104.4299.22-1170.7811376.51
872004.12.20 23:00buy441.00104.11102.91108.11
882004.12.27 18:00s/l441.00102.91102.91108.11-1146.2910230.22
892005.01.04 23:00sell451.00104.54105.74100.54
902005.01.12 23:00close451.00102.42105.74100.542017.7712247.99
912005.01.12 23:00buy461.00102.42101.22106.42
922005.01.20 23:00close461.00103.37101.22106.42946.9613194.95
932005.01.20 23:00sell471.00103.37104.5799.37
942005.01.24 23:00close471.00102.63104.5799.37708.0113902.96
952005.01.24 23:00buy481.00102.63101.43106.63
962005.01.25 23:00close481.00104.03101.43106.631348.5615251.52
972005.01.25 23:00sell491.00104.03105.23100.03
982005.02.08 08:00s/l491.00105.23105.23100.03-1230.9414020.58
992005.02.15 23:00buy501.00104.41103.21108.41
1002005.02.16 23:00close501.00105.39103.21108.41932.6714953.26
1012005.02.16 23:00sell511.00105.39106.59101.39
1022005.02.21 23:00close511.00105.55106.59101.39-184.1814769.08
1032005.02.21 23:00buy521.00105.55104.35109.55
1042005.02.22 10:00s/l521.00104.35104.35109.55-1147.9513621.13
1052005.02.24 23:00sell531.00105.37106.57101.37
1062005.02.28 23:00close531.00104.63106.57101.37694.2214315.35
1072005.02.28 23:00buy541.00104.63103.43108.63
1082005.03.03 23:00close541.00105.26103.43108.63612.4914927.83
1092005.03.03 23:00sell551.00105.26106.46101.26
1102005.03.08 23:00close551.00104.68106.46101.26534.5215462.35
1112005.03.08 23:00buy561.00104.68103.48108.68
1122005.03.21 23:00close561.00105.15103.48108.68483.2915945.64
1132005.03.21 23:00sell571.00105.15106.35101.15
1142005.03.24 03:00s/l571.00106.35106.35101.15-1161.3714784.28
1152005.04.12 23:00buy581.00107.78106.58111.78
1162005.04.20 18:00s/l581.00106.58106.58111.78-1101.2513683.03
1172005.05.09 23:00sell591.00105.62106.82101.62
1182005.05.12 15:00s/l591.00106.82106.82101.62-1156.0812526.96
1192005.06.06 23:00buy601.00106.92105.72110.92
1202005.06.13 23:00close601.00109.57105.72110.922438.1014965.06
1212005.06.13 23:00sell611.00109.57110.77105.57
1222005.06.21 23:00close611.00108.17110.77105.571242.1216207.18
1232005.06.21 23:00buy621.00108.17106.97112.17
1242005.06.22 23:00close621.00108.85106.97112.17627.5016834.68
1252005.06.22 23:00sell631.00108.85110.05104.85
1262005.06.23 23:00close631.00108.94110.05104.85-102.1616732.52
1272005.06.23 23:00buy641.00108.94107.74112.94
1282005.06.27 23:00close641.00109.26107.74112.94298.4717030.99
1292005.06.27 23:00sell651.00109.26110.46105.26
1302005.06.29 16:00s/l651.00110.46110.46105.26-1098.8115932.18
1312005.07.12 23:00buy661.00110.81109.61114.81
1322005.07.13 23:00close661.00111.86109.61114.81941.4616873.64
1332005.07.13 23:00sell671.00111.86113.06107.86
1342005.07.18 23:00close671.00111.98113.06107.86-139.7516733.89
1352005.07.18 23:00buy681.00111.98110.78115.98
1362005.07.19 23:00close681.00112.67110.78115.98615.2017349.10
1372005.07.19 23:00sell691.00112.67113.87108.67
1382005.07.21 23:00close691.00110.28113.87108.672141.1419490.24
1392005.07.21 23:00buy701.00110.28109.08114.28
1402005.07.26 23:00close701.00112.52109.08114.281999.1421489.38
1412005.07.26 23:00sell711.00112.52113.72108.52
1422005.08.03 23:00close711.00111.09113.72108.521235.1022724.48
1432005.08.03 23:00buy721.00111.09109.89115.09
1442005.08.08 23:00close721.00112.16109.89115.09967.9623692.44
1452005.08.08 23:00sell731.00112.16113.36108.16
1462005.08.09 23:00close731.00111.91113.36108.16216.8723909.31
1472005.08.09 23:00buy741.00111.91110.71115.91
1482005.08.10 17:00s/l741.00110.71110.71115.91-1083.0822826.23
1492005.08.24 23:00sell751.00110.20111.40106.20
1502005.08.30 14:00s/l751.00111.40111.40106.20-1115.5321710.70
1512005.09.01 23:00buy761.00109.84108.64113.84
1522005.09.08 23:00close761.00110.50108.64113.84616.8422327.54
1532005.09.08 23:00sell771.00110.50111.70106.50
1542005.09.19 09:00s/l771.00111.70111.70106.50-1133.8221193.72
1552005.11.28 23:00buy781.00118.82117.62122.82
1562005.11.29 23:00close781.00119.65117.62122.82696.4821890.20
1572005.11.29 23:00sell791.00119.65120.85115.65
1582005.12.02 11:00s/l791.00120.85120.85115.65-1025.7120864.49
1592005.12.12 23:00buy801.00119.81118.61123.81
1602005.12.14 03:00s/l801.00118.61118.61123.81-1005.1119859.37
1612005.12.27 23:00sell811.00117.40118.60113.40
1622006.01.03 23:00close811.00116.25118.60113.40943.6320803.00
1632006.01.03 23:00buy821.00116.25115.05120.25
1642006.01.06 14:00s/l821.00115.05115.05120.25-1030.7019772.31
1652006.01.17 23:00sell831.00115.45116.65111.45
1662006.01.27 11:00s/l831.00116.65116.65111.45-1105.1618667.14
1672006.02.13 23:00buy841.00117.78116.58121.78
1682006.02.21 23:00close841.00118.80116.58121.78880.9319548.08
1692006.02.21 23:00sell851.00118.80120.00114.80
1702006.02.23 23:00close851.00117.04120.00114.801477.6921025.77
1712006.02.23 23:00buy861.00117.04115.84121.04
1722006.02.27 02:00s/l861.00115.84115.84121.04-1030.5919995.18
1732006.03.06 23:00sell871.00117.63118.83113.63
1742006.03.10 15:00s/l871.00118.83118.83113.63-1047.4218947.75
1752006.03.16 23:00buy881.00116.92115.72120.92
1762006.03.17 14:00s/l881.00115.72115.72120.92-1032.9517914.81
1772006.03.23 23:00sell891.00117.86119.06113.86
1782006.03.27 23:00close891.00116.79119.06113.86903.1418817.94
1792006.03.27 23:00buy901.00116.79115.59120.79
1802006.03.28 23:00close901.00117.76115.59120.79826.5019644.45
1812006.03.28 23:00sell911.00117.76118.96113.76
1822006.04.18 23:00close911.00117.04118.96113.76478.3120122.76
1832006.04.18 23:00buy921.00117.04115.84121.04
1842006.04.24 01:00s/l921.00115.84115.84121.04-1019.4219103.34
1852006.05.22 23:00sell931.00111.44112.64107.44
1862006.05.24 07:00s/l931.00112.64112.64107.44-1079.8918023.44
1872006.06.05 23:00buy941.00112.26111.06116.26
1882006.06.06 23:00close941.00113.31111.06116.26929.4518952.90
1892006.06.06 23:00sell951.00113.31114.51109.31
1902006.06.08 15:00s/l951.00114.51114.51109.31-1074.4717878.43
1912006.06.29 23:00buy961.00115.20114.00119.20
1922006.07.07 15:00s/l961.00114.00114.00119.20-1028.8116849.62
1932006.07.12 23:00sell971.00115.50116.70111.50
1942006.07.17 11:00s/l971.00116.70116.70111.50-1059.1815790.44
1952006.07.26 23:00buy981.00116.27115.07120.27
1962006.07.28 15:00s/l981.00115.07115.07120.27-1032.0414758.40
1972006.08.08 23:00sell991.00115.30116.50111.30
1982006.08.14 15:00s/l991.00116.50116.50111.30-1068.5213689.88
1992006.09.04 23:00buy1001.00116.10114.90120.10
2002006.09.11 15:59close at stop1001.00117.36114.90120.101093.1714783.05