Strategy Tester Report
VP-S&F-MAcross

SymbolGBPJPY (Great Britain Pound vs Japanese Yen)
Period1 Hour (H1) 2003.10.27 01:00 - 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 test17898Ticks modelled35696Modelling qualityn/a
Initial deposit10000.00
Total net profit19851.69Gross profit68718.06Gross loss-48866.36
Profit factor1.41Expected payoff208.97
Absolute drawdown1096.14Maximal drawdown10561.54 (54.26%)Relative drawdown54.26% (10561.54)
Total trades95Short positions (won %)48 (45.83%)Long positions (won %)47 (53.19%)
Profit trades (% of total)47 (49.47%)Loss trades (% of total)48 (50.53%)
Largestprofit trade3449.85loss trade-1145.39
Averageprofit trade1462.09loss trade-1018.05
Maximumconsecutive wins (profit in money)5 (5216.99)consecutive losses (loss in money)8 (-8180.48)
Maximalconsecutive profit (count of wins)8084.01 (4)consecutive loss (count of losses)-8180.48 (8)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12003.10.31 23:00sell11.00186.40187.60182.40
22003.11.04 23:00close11.00184.13187.60182.401912.1111912.11
32003.11.04 23:00buy21.00184.13182.93188.13
42003.11.06 23:00close21.00183.83182.93188.13-228.8911683.22
52003.11.06 23:00sell31.00183.83185.03179.83
62003.11.07 23:00close31.00183.32185.03179.83424.3212107.54
72003.11.07 23:00buy41.00183.32182.12187.32
82003.11.10 11:00s/l41.00182.12182.12187.32-1014.5011093.04
92003.11.17 23:00sell51.00184.27185.47180.27
102003.11.19 18:00s/l51.00185.47185.47180.27-1040.0810052.96
112003.12.08 23:00buy61.00186.19184.99190.19
122003.12.10 23:00close61.00189.03184.99190.192429.8012482.76
132003.12.10 23:00sell71.00189.03190.23185.03
142003.12.18 07:00s/l71.00190.23190.23185.03-1116.6711366.09
152004.01.19 23:00buy81.00191.27190.07195.27
162004.01.20 18:00t/p81.00195.27190.07195.273410.2714776.36
172004.01.27 23:00sell91.00192.91194.11188.91
182004.01.28 08:00s/l91.00194.11194.11188.91-1030.5013745.85
192004.01.28 23:00buy101.00193.16191.96197.16
202004.01.29 19:00s/l101.00191.96191.96197.16-1001.3112744.54
212004.02.05 23:00sell111.00194.09195.29190.09
222004.02.06 10:00s/l111.00195.29195.29190.09-1030.4911714.04
232004.03.03 23:00buy121.00201.42200.22205.42
242004.03.05 18:00t/p121.00205.42200.22205.423430.0615144.11
252004.03.08 23:00sell131.00205.80207.00201.80
262004.03.09 23:00close131.00203.37207.00201.802057.8117201.91
272004.03.09 23:00buy141.00203.37202.17207.37
282004.03.10 13:00s/l141.00202.17202.17207.37-1014.5116187.40
292004.04.06 23:00sell151.00194.94196.14190.94
302004.04.19 17:00s/l151.00196.14196.14190.94-1145.3915042.01
312004.04.26 23:00buy161.00194.07192.87198.07
322004.04.27 23:00close161.00196.01192.87198.071657.3816699.38
332004.04.27 23:00sell171.00196.01197.21192.01
342004.05.04 11:00s/l171.00197.21197.21192.01-1087.9515611.44
352004.05.31 23:00buy181.00200.66199.46204.66
362004.06.01 23:00close181.00203.48199.46204.662406.1918017.62
372004.06.01 23:00sell191.00203.48204.68199.48
382004.06.03 14:00s/l191.00204.68204.68199.48-1059.2116958.41
392004.06.07 23:00buy201.00201.75200.55205.75
402004.06.09 05:00s/l201.00200.55200.55205.75-1007.9215950.49
412004.06.09 23:00sell211.00202.13203.33198.13
422004.06.10 23:00close211.00201.54203.33198.13473.2416423.73
432004.06.10 23:00buy221.00201.54200.34205.54
442004.06.11 13:00s/l221.00200.34200.34205.54-1014.5015409.22
452004.07.05 23:00sell231.00199.53200.73195.53
462004.07.06 04:00s/l231.00200.73200.73195.53-1030.5014378.72
472004.07.26 23:00buy241.00202.40201.20206.40
482004.07.28 23:00close241.00203.74201.20206.401153.4315532.15
492004.07.28 23:00sell251.00203.74204.94199.74
502004.08.12 23:00close251.00202.14204.94199.741198.4916730.63
512004.08.12 23:00buy261.00202.14200.94206.14
522004.08.16 23:00close261.00203.30200.94206.141000.2517730.89
532004.08.16 23:00sell271.00203.30204.50199.30
542004.08.17 23:00close271.00201.25204.50199.301734.5219465.40
552004.08.17 23:00buy281.00201.25200.05205.25
562004.08.18 15:00s/l281.00200.05200.05205.25-1014.5118450.89
572004.09.13 23:00sell291.00197.66198.86193.66
582004.09.23 04:00s/l291.00198.86198.86193.66-1135.8217315.07
592004.10.04 23:00buy301.00198.03196.83202.03
602004.10.08 16:00s/l301.00196.83196.83202.03-981.5316333.54
612004.10.20 23:00sell311.00196.78197.98192.78
622004.10.26 23:00close311.00195.83197.98192.78750.8017084.34
632004.10.26 23:00buy321.00195.83194.63199.83
642004.10.27 21:00s/l321.00194.63194.63199.83-1014.5116069.83
652004.11.03 23:00sell331.00196.45197.65192.45
662004.11.10 16:00s/l331.00197.65197.65192.45-1087.9514981.88
672004.11.15 23:00buy341.00194.48193.28198.48
682004.11.17 17:00s/l341.00193.28193.28198.48-1007.9213973.96
692004.11.29 23:00sell351.00194.77195.97190.77
702004.11.30 12:00s/l351.00195.97195.97190.77-1030.5012943.46
712004.12.21 23:00buy361.00201.18199.98205.18
722004.12.22 12:00s/l361.00199.98199.98205.18-1014.5011928.95
732005.01.24 23:00sell371.00192.99194.19188.99
742005.01.25 12:00s/l371.00194.19194.19188.99-1030.5010898.45
752005.03.09 23:00buy381.00200.12198.92204.12
762005.03.22 21:00s/l381.00198.92198.92204.12-935.369963.09
772005.03.29 23:00sell391.00201.54202.74197.54
782005.03.31 23:00s/l391.00202.74202.74197.54-1059.228903.86
792005.04.14 23:00buy401.00203.53202.33207.53
802005.04.18 23:00close401.00204.58202.33207.53906.669810.52
812005.04.18 23:00sell411.00204.58205.78200.58
822005.04.25 23:00close411.00201.89205.78200.582221.5712032.10
832005.04.25 23:00buy421.00201.89200.69205.89
842005.04.29 15:00s/l421.00200.69200.69205.89-981.5411050.56
852005.05.12 23:00sell431.00199.09200.29195.09
862005.05.16 23:00close431.00196.19200.29195.092448.1013498.66
872005.05.16 23:00buy441.00196.19194.99200.19
882005.05.25 23:00close441.00197.22194.99200.19935.8014434.46
892005.05.25 23:00sell451.00197.22198.42193.22
902005.05.26 23:00close451.00196.43198.42193.22643.3915077.85
912005.05.26 23:00buy461.00196.43195.23200.43
922005.05.31 23:00close461.00197.20195.23200.43675.0015752.84
932005.05.31 23:00sell471.00197.20198.40193.20
942005.06.02 23:00close471.00196.55198.40193.20514.7116267.55
952005.06.02 23:00buy481.00196.55195.35200.55
962005.06.03 17:00s/l481.00195.35195.35200.55-1014.5015253.04
972005.06.13 23:00sell491.00197.92199.12193.92
982005.06.15 18:00s/l491.00199.12199.12193.92-1040.0814212.96
992005.06.23 23:00buy501.00197.73196.53201.73
1002005.06.27 23:00close501.00199.72196.53201.731706.5215919.48
1012005.06.27 23:00sell511.00199.72200.92195.72
1022005.07.01 23:00close511.00197.59200.92195.721754.7017674.18
1032005.07.01 23:00buy521.00197.59196.39201.59
1042005.07.04 05:00s/l521.00196.39196.39201.59-1014.5016659.68
1052005.07.13 23:00sell531.00197.37198.57193.37
1062005.07.18 23:00close531.00195.79198.57193.371296.3517956.03
1072005.07.18 23:00buy541.00195.79194.59199.79
1082005.07.19 23:00close541.00196.07194.59199.79244.8618200.88
1092005.07.19 23:00sell551.00196.07197.27192.07
1102005.07.21 23:00close551.00193.14197.27192.072454.4720655.36
1112005.07.21 23:00buy561.00193.14191.94197.14
1122005.07.28 18:00t/p561.00197.14191.94197.143449.8524105.21
1132005.07.28 23:00sell571.00196.82198.02192.82
1142005.08.01 16:00s/l571.00198.02198.02192.82-1040.0823065.13
1152005.08.15 23:00buy581.00197.86196.66201.86
1162005.08.24 23:00close581.00198.44196.66201.86552.8923618.01
1172005.08.24 23:00sell591.00198.44199.64194.44
1182005.08.25 23:00close591.00198.38199.64194.4422.3223640.33
1192005.08.25 23:00buy601.00198.38197.18202.38
1202005.08.29 23:00close601.00198.68197.18202.38268.4723908.80
1212005.08.29 23:00sell611.00198.68199.88194.68
1222005.08.31 17:00s/l611.00199.88199.88194.68-1040.0822868.73
1232005.09.15 23:00buy621.00199.80198.60203.80
1242005.10.03 23:00close621.00200.25198.60203.80488.4423357.17
1252005.10.03 23:00sell631.00200.25201.45196.25
1262005.10.06 01:00s/l631.00201.45201.45196.25-1068.8022288.37
1272005.11.07 23:00buy641.00205.26204.06209.26
1282005.11.08 18:00s/l641.00204.06204.06209.26-1014.5021273.87
1292005.11.28 23:00sell651.00205.50206.70201.50
1302005.11.30 17:00s/l651.00206.70206.70201.50-1040.0820233.79
1312005.12.14 23:00buy661.00208.42207.22212.42
1322005.12.15 08:00s/l661.00207.22207.22212.42-1001.3219232.47
1332006.01.04 23:00sell671.00203.94205.14199.94
1342006.01.09 23:00close671.00202.23205.14199.941406.9520639.42
1352006.01.09 23:00buy681.00202.23201.03206.23
1362006.01.11 11:00s/l681.00201.03201.03206.23-1007.9119631.51
1372006.01.16 23:00sell691.00203.38204.58199.38
1382006.01.23 01:00s/l691.00204.58204.58199.38-1087.9518543.56
1392006.02.07 23:00buy701.00205.68204.48209.68
1402006.02.14 01:00s/l701.00204.48204.48209.68-974.9317568.63
1412006.02.21 23:00sell711.00207.22208.42203.22
1422006.02.27 01:00t/p711.00203.22208.42203.223345.6620914.29
1432006.02.27 23:00buy721.00202.20201.00206.20
1442006.03.06 23:00close721.00205.63201.00206.202964.8223879.10
1452006.03.06 23:00sell731.00205.63206.83201.63
1462006.03.20 23:00close731.00204.35206.83201.63954.9624834.06
1472006.03.20 23:00buy741.00204.35203.15208.35
1482006.03.28 23:00close741.00205.25203.15208.35818.5825652.64
1492006.03.28 23:00sell751.00205.25206.45201.25
1502006.04.06 11:00s/l751.00206.45206.45201.25-1126.2324526.41
1512006.04.24 23:00buy761.00204.96203.76208.96
1522006.05.02 23:00close761.00208.63203.76208.963175.6327702.04
1532006.05.02 23:00sell771.00208.63209.83204.63
1542006.05.04 08:00s/l771.00209.83209.83204.63-1059.2226642.82
1552006.05.10 23:00buy781.00206.22205.02210.22
1562006.05.11 23:00close781.00208.40205.02210.221874.8028517.61
1572006.05.11 23:00sell791.00208.40209.60204.40
1582006.05.15 23:00close791.00207.56209.60204.40695.5029213.12
1592006.05.15 23:00buy801.00207.56206.36211.56
1602006.05.17 23:00close801.00209.07206.36211.561298.0730511.19
1612006.05.17 23:00sell811.00209.07210.27205.07
1622006.05.22 08:00s/l811.00210.27210.27205.07-1068.8029442.39
1632006.06.09 23:00buy821.00209.73208.53213.73
1642006.06.12 23:00close821.00210.69208.53213.73823.4830265.86
1652006.06.12 23:00sell831.00210.69211.89206.69
1662006.06.13 17:00s/l831.00211.89211.89206.69-1030.5029235.36
1672006.06.26 23:00buy841.00212.05210.85216.05
1682006.06.29 16:00s/l841.00210.85210.85216.05-988.1228247.23
1692006.07.05 23:00sell851.00212.28213.48208.28
1702006.07.06 23:00close851.00211.54213.48208.28600.8528848.08
1712006.07.06 23:00buy861.00211.54210.34215.54
1722006.07.10 06:00s/l861.00210.34210.34215.54-1007.9127840.17
1732006.07.12 23:00sell871.00211.93213.13207.93
1742006.07.14 04:00s/l871.00213.13213.13207.93-1059.2226780.95
1752006.07.31 23:00buy881.00214.19212.99218.19
1762006.08.03 23:00close881.00217.09212.99218.192500.6429281.59
1772006.08.03 23:00sell891.00217.09218.29213.09
1782006.08.04 12:00s/l891.00218.29218.29213.09-1030.5028251.08
1792006.08.17 23:00buy901.00218.66217.46222.66
1802006.08.22 23:00close901.00220.01217.46222.661168.5329419.61
1812006.08.22 23:00sell911.00220.01221.21216.01
1822006.08.24 23:00close911.00219.90221.21216.0155.2829474.89
1832006.08.24 23:00buy921.00219.90218.70223.90
1842006.08.28 23:00close921.00221.86218.70223.901680.9931155.88
1852006.08.28 23:00sell931.00221.86223.06217.86
1862006.08.30 17:00s/l931.00223.06223.06217.86-1040.0730115.82
1872006.09.05 23:00buy941.00219.96218.76223.96
1882006.09.07 12:00s/l941.00218.76218.76223.96-994.7229121.10
1892006.09.14 23:00sell951.00221.91223.11217.91
1902006.09.15 22:59close at stop951.00221.04223.11217.91730.6029851.69