Strategy Tester Report
VP-S&F-MAcross

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2006.04.04 22:30 - 2006.09.15 22:35
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersStartSessionTime="23:00"; EndSessionTime="22:00"; Lots=1; UseServerTime=true; DeleteVPFileWhenRead=false; Adjust=0; StopLoss=120; TakeProfit=400; uniqueMagic=20060818; TimeNow=0;
Bars in test32768Ticks modelled553902Modelling quality69.90%
Initial deposit10000.00
Total net profit7344.00Gross profit14114.00Gross loss-6770.00
Profit factor2.08Expected payoff367.20
Absolute drawdown0.00Maximal drawdown3614.50 (21.23%)Relative drawdown21.23% (3614.50)
Total trades20Short positions (won %)10 (70.00%)Long positions (won %)10 (70.00%)
Profit trades (% of total)14 (70.00%)Loss trades (% of total)6 (30.00%)
Largestprofit trade2176.50loss trade-1217.50
Averageprofit trade1008.14loss trade-1128.33
Maximumconsecutive wins (profit in money)6 (4684.00)consecutive losses (loss in money)3 (-3614.50)
Maximalconsecutive profit (count of wins)4715.50 (4)consecutive loss (count of losses)-3614.50 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.04.04 23:00sell11.001.22581.23781.1858
22006.04.12 23:00close11.001.21031.23781.18581562.0011562.00
32006.04.12 23:00buy21.001.21031.19831.2503
42006.04.17 23:00close21.001.22551.19831.25031502.5013064.50
52006.04.17 23:00sell31.001.22551.23751.1855
62006.04.19 17:20s/l31.001.23751.23751.1855-1197.0011867.50
72006.05.24 23:00buy41.001.27591.26391.3159
82006.05.25 23:00close41.001.28241.26391.3159639.5012507.00
92006.05.25 23:00sell51.001.28241.29441.2424
102006.05.29 23:00close51.001.27521.29441.2424723.0013230.00
112006.05.29 23:00buy61.001.27521.26321.3152
122006.05.30 23:00close61.001.28701.26321.31521176.5014406.50
132006.05.30 23:00sell71.001.28701.29901.2470
142006.06.08 23:00close71.001.26541.29901.24702176.5016583.00
152006.06.08 23:00buy81.001.26541.25341.3054
162006.06.13 19:17s/l81.001.25341.25341.3054-1210.5015372.50
172006.06.21 23:00sell91.001.26601.27801.2260
182006.06.22 23:00close91.001.25791.27801.2260814.5016187.00
192006.06.22 23:00buy101.001.25791.24591.2979
202006.06.29 23:00close101.001.26651.24591.2979835.5017022.50
212006.06.29 23:00sell111.001.26651.27851.2265
222006.06.30 16:57s/l111.001.27851.27851.2265-1198.5015824.00
232006.07.12 23:00buy121.001.27051.25851.3105
242006.07.17 10:19s/l121.001.25851.25851.3105-1217.5014606.50
252006.07.25 23:00sell131.001.25791.26991.2179
262006.07.26 20:25s/l131.001.26991.26991.2179-1198.5013408.00
272006.08.14 23:00buy141.001.27151.25951.3115
282006.08.16 23:00close141.001.28411.25951.31151253.0014661.00
292006.08.16 23:00sell151.001.28411.29611.2441
302006.08.17 23:00close151.001.28301.29611.2441114.5014775.50
312006.08.17 23:00buy161.001.28301.27101.3230
322006.08.21 23:00close161.001.28901.27101.3230593.0015368.50
332006.08.21 23:00sell171.001.28901.30101.2490
342006.08.24 23:00close171.001.27661.30101.24901247.5016616.00
352006.08.24 23:00buy181.001.27661.26461.3166
362006.08.29 23:00close181.001.28231.26461.3166559.5017175.50
372006.08.29 23:00sell191.001.28231.29431.2423
382006.09.07 23:00close191.001.27331.29431.2423916.5018092.00
392006.09.07 23:00buy201.001.27331.26131.3133
402006.09.15 22:39close at stop201.001.26611.26131.3133-748.0017344.00