Strategy Tester Report
USDJPY Interest Rollover v 1

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period1 Hour (H1) 2004.06.22 18:00 - 2007.06.22 03:00 (2000.01.01 - 2007.06.24)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersMagicNumber=0; SignalMail=false; EachTickMode=true; Lots=1; Slippage=3; StopLossMode=true; StopLoss=30; TakeProfitMode=true; TakeProfit=200; TrailingStopMode=true; TrailingStop=0; ShortStochastic=4; UseHourTrade=true; FromHourTrade=9; ToHourTrade=19; UseHourClose=true; FromHourClose=20; ToHourClose=22; UseDayTrade=true; FromDayTrade=3; ToDayTrade=3;
Bars in test18632Ticks modelled4034116Modelling quality89.52%
Initial deposit10000.00
Total net profit3408.78Gross profit3812.36Gross loss-403.58
Profit factor9.45Expected payoff227.25
Absolute drawdown239.10Maximal drawdown798.79 (6.77%)Relative drawdown6.77% (798.79)
Total trades15Short positions (won %)0 (0.00%)Long positions (won %)15 (80.00%)
Profit trades (% of total)12 (80.00%)Loss trades (% of total)3 (20.00%)
Largestprofit trade1110.30loss trade-281.40
Averageprofit trade317.70loss trade-134.53
Maximumconsecutive wins (profit in money)9 (2201.51)consecutive losses (loss in money)2 (-327.58)
Maximalconsecutive profit (count of wins)2201.51 (9)consecutive loss (count of losses)-327.58 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.06.30 15:39buy11.00109.00108.70111.00
22004.06.30 20:00close11.00109.36108.70111.00329.1910329.19
32004.07.21 11:27buy21.00108.66108.36110.66
42004.07.21 20:00close21.00109.88108.36110.661110.3011439.49
52004.10.20 18:33buy31.00108.30108.00110.30
62004.10.20 20:00close31.00108.25108.00110.30-46.1811393.31
72004.10.27 09:29buy41.00106.91106.61108.91
82004.10.27 12:12s/l41.00106.61106.61108.91-281.4011111.91
92004.11.10 14:58buy51.00106.31106.01108.31
102004.11.10 20:00close51.00107.24106.01108.31867.2111979.12
112005.03.02 09:53buy61.00104.71104.41106.71
122005.03.02 20:00close61.00104.83104.41106.71114.4712093.59
132006.02.08 09:03buy71.00117.94117.64119.94
142006.02.08 20:00close71.00118.61117.64119.94564.8712658.46
152006.03.01 16:07buy81.00116.09115.79118.09
162006.03.01 20:00close81.00116.16115.79118.0960.2712718.73
172006.04.12 14:44buy91.00118.41118.11120.41
182006.04.12 20:00close91.00118.49118.11120.4167.5212786.25
192006.07.05 14:31buy101.00115.17114.87117.17
202006.07.05 20:00close101.00115.67114.87117.17432.2613218.51
212006.11.29 17:05buy111.00116.24115.94118.24
222006.11.29 20:00close111.00116.31115.94118.2460.1813278.69
232006.12.06 18:37buy121.00115.13114.83117.13
242006.12.06 20:00close121.00115.17114.83117.1334.7313313.42
252007.02.07 16:05buy131.00120.69120.39122.69
262007.02.07 20:00close131.00120.69120.39122.690.0013313.42
272007.02.28 16:32buy141.00118.50118.20120.50
282007.02.28 20:00close141.00118.41118.20120.50-76.0013237.42
292007.03.14 18:25buy151.00116.51116.21118.51
302007.03.14 20:00close151.00116.71116.21118.51171.3613408.78