Strategy Tester Report
VP-S&F-MAcross

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period1 Hour (H1) 2003.10.23 00:00 - 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; SL=0; TP=0; uniqueMagic=20060818; TimeNow=0;
Bars in test17895Ticks modelled35690Modelling qualityn/a
Initial deposit10000.00
Total net profit18100.45Gross profit39418.93Gross loss-21318.47
Profit factor1.85Expected payoff362.01
Absolute drawdown2486.56Maximal drawdown7196.17 (48.92%)Relative drawdown48.92% (7196.17)
Total trades50Short positions (won %)25 (76.00%)Long positions (won %)25 (68.00%)
Profit trades (% of total)36 (72.00%)Loss trades (% of total)14 (28.00%)
Largestprofit trade10486.06loss trade-3563.01
Averageprofit trade1094.97loss trade-1522.75
Maximumconsecutive wins (profit in money)9 (7282.56)consecutive losses (loss in money)3 (-3995.61)
Maximalconsecutive profit (count of wins)11089.28 (2)consecutive loss (count of losses)-3995.61 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12003.10.29 23:00buy11.001.31220.00000.0000
22003.10.30 23:00close11.001.31440.00000.0000169.1010169.10
32003.10.30 23:00sell21.001.31440.00000.0000
42003.11.10 23:00close21.001.31390.00000.000026.0310195.13
52003.11.10 23:00buy31.001.31390.00000.0000
62003.11.24 23:00close31.001.31760.00000.0000288.8210483.95
72003.11.24 23:00sell41.001.31760.00000.0000
82003.12.02 23:00close41.001.29830.00000.00001475.8811959.83
92003.12.02 23:00buy51.001.29830.00000.0000
102003.12.04 23:00close51.001.31270.00000.00001099.2713059.10
112003.12.04 23:00sell61.001.31270.00000.0000
122003.12.08 23:00close61.001.29850.00000.00001090.9014150.00
132003.12.08 23:00buy71.001.29850.00000.0000
142003.12.09 23:00close71.001.30580.00000.0000559.6114709.61
152003.12.09 23:00sell81.001.30580.00000.0000
162003.12.24 23:00close81.001.30690.00000.0000-104.2014605.41
172003.12.24 23:00buy91.001.30690.00000.0000
182004.01.15 23:00close91.001.29380.00000.0000-998.7913606.62
192004.01.15 23:00sell101.001.29380.00000.0000
202004.02.10 23:00close101.001.33190.00000.0000-2892.6310714.00
212004.02.10 23:00buy111.001.33190.00000.0000
222004.02.19 23:00close111.001.33200.00000.000013.8010727.80
232004.02.19 23:00sell121.001.33200.00000.0000
242004.03.08 23:00close121.001.32060.00000.0000841.8811569.68
252004.03.08 23:00buy131.001.32060.00000.0000
262004.03.15 23:00close131.001.33440.00000.00001038.1812607.86
272004.03.15 23:00sell141.001.33440.00000.0000
282004.03.25 23:00close141.001.33150.00000.0000201.7812809.63
292004.03.25 23:00buy151.001.33150.00000.0000
302004.04.08 23:00close151.001.32740.00000.0000-300.8612508.77
312004.04.08 23:00sell161.001.32740.00000.0000
322004.05.19 23:00close161.001.37570.00000.0000-3563.018945.76
332004.05.19 23:00buy171.001.37570.00000.0000
342004.06.14 23:00close171.001.37500.00000.0000-36.038909.73
352004.06.14 23:00sell181.001.37500.00000.0000
362004.06.22 23:00close181.001.35830.00000.00001218.8010128.53
372004.06.22 23:00buy191.001.35830.00000.0000
382004.07.15 23:00close191.001.32350.00000.0000-2615.087513.44
392004.07.15 23:00sell201.001.32350.00000.0000
402004.07.19 23:00close201.001.30780.00000.00001197.828711.26
412004.07.19 23:00buy211.001.30780.00000.0000
422004.07.21 23:00close211.001.32130.00000.00001022.869734.13
432004.07.21 23:00sell221.001.32130.00000.0000
442004.07.22 23:00close221.001.31790.00000.0000253.989988.11
452004.07.22 23:00buy231.001.31790.00000.0000
462004.07.26 23:00close231.001.33310.00000.00001141.3411129.45
472004.07.26 23:00sell241.001.33310.00000.0000
482004.08.03 23:00close241.001.31790.00000.00001142.6712272.12
492004.08.03 23:00buy251.001.31790.00000.0000
502004.08.11 23:00close251.001.32490.00000.0000532.9212805.04
512004.08.11 23:00sell261.001.32490.00000.0000
522004.08.16 23:00close261.001.30710.00000.00001355.1114160.15
532004.08.16 23:00buy271.001.30710.00000.0000
542004.08.26 23:00close271.001.30760.00000.000045.1114205.26
552004.08.26 23:00sell281.001.30760.00000.0000
562004.09.02 23:00close281.001.29980.00000.0000590.7414796.00
572004.09.02 23:00buy291.001.29980.00000.0000
582004.09.15 23:00close291.001.29630.00000.0000-263.7114532.30
592004.09.15 23:00sell301.001.29630.00000.0000
602004.09.16 23:00close301.001.29050.00000.0000445.4314977.73
612004.09.16 23:00buy311.001.29050.00000.0000
622004.09.20 23:00close311.001.29420.00000.0000287.0315264.77
632004.09.20 23:00sell321.001.29420.00000.0000
642004.09.21 23:00close321.001.28760.00000.0000511.2415776.01
652004.09.21 23:00buy331.001.28760.00000.0000
662004.10.19 23:00close331.001.25860.00000.0000-2288.1313487.89
672004.10.19 23:00sell341.001.25860.00000.0000
682004.10.20 23:00close341.001.24570.00000.00001034.2214522.11
692004.10.20 23:00buy351.001.24570.00000.0000
702004.11.18 23:00close351.001.20540.00000.0000-3325.5511196.56
712004.11.18 23:00sell361.001.20540.00000.0000
722004.11.22 23:00close361.001.18520.00000.00001701.6812898.24
732004.11.22 23:00buy371.001.18520.00000.0000
742004.12.02 23:00close371.001.19460.00000.0000793.7413691.98
752004.12.02 23:00sell381.001.19460.00000.0000
762004.12.27 23:00close381.001.21870.00000.0000-2008.2311683.75
772004.12.27 23:00buy391.001.21870.00000.0000
782005.01.05 23:00close391.001.22560.00000.0000568.1412251.89
792005.01.05 23:00sell401.001.22560.00000.0000
802005.01.12 23:00close401.001.20200.00000.00001954.0414205.93
812005.01.12 23:00buy411.001.20200.00000.0000
822005.01.19 23:00close411.001.22750.00000.00002081.4016287.33
832005.01.19 23:00sell421.001.22750.00000.0000
842005.02.14 23:00close421.001.23300.00000.0000-480.7915806.54
852005.02.14 23:00buy431.001.23300.00000.0000
862005.02.23 23:00close431.001.24500.00000.0000969.0116775.55
872005.02.23 23:00sell441.001.24500.00000.0000
882005.03.07 23:00close441.001.22960.00000.00001236.4218011.97
892005.03.07 23:00buy451.001.22960.00000.0000
902005.03.23 23:00close451.001.21490.00000.0000-1200.8216811.14
912005.03.23 23:00sell461.001.21490.00000.0000
922005.03.31 23:00close461.001.20960.00000.0000424.8117235.95
932005.03.31 23:00buy471.001.20960.00000.0000
942005.04.04 23:00close471.001.22200.00000.00001015.8718251.82
952005.04.04 23:00sell481.001.22200.00000.0000
962005.04.25 23:00close481.001.23700.00000.0000-1240.6517011.17
972005.04.25 23:00buy491.001.23700.00000.0000
982005.04.26 23:00close491.001.24450.00000.0000603.2217614.40
992005.04.26 23:00sell501.001.24450.00000.0000
1002006.09.15 22:59close at stop501.001.11950.00000.000010486.0628100.45