Strategy Tester Report
test_swap

SymbolEURUSD (Euro vs US Dollar)
Period4 Hours (H4) 2007.06.01 00:00 - 2007.06.26 00:00 (2007.06.01 - 2007.06.26)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test1973Ticks modelled47740Modelling quality90.00%
Initial deposit10000.00
Total net profit-347.80Gross profit2645.90Gross loss-2993.70
Profit factor0.88Expected payoff-20.46
Absolute drawdown2119.00Maximal drawdown3039.20 (27.83%)Relative drawdown27.83% (3039.20)
Total trades17Short positions (won %)0 (0.00%)Long positions (won %)17 (41.18%)
Profit trades (% of total)7 (41.18%)Loss trades (% of total)10 (58.82%)
Largestprofit trade795.10loss trade-734.90
Averageprofit trade377.99loss trade-299.37
Maximumconsecutive wins (profit in money)3 (1035.30)consecutive losses (loss in money)5 (-2334.30)
Maximalconsecutive profit (count of wins)1035.30 (3)consecutive loss (count of losses)-2334.30 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12007.06.01 00:00buy11.001.34530.00000.0000
22007.06.04 00:00close11.001.34410.00000.0000-124.909875.10
32007.06.04 00:07buy21.001.34440.00000.0000
42007.06.05 00:00close21.001.34880.00000.0000435.1010310.20
52007.06.05 00:03buy31.001.34920.00000.0000
62007.06.06 00:00close31.001.35240.00000.0000315.1010625.30
72007.06.06 00:00buy41.001.35250.00000.0000
82007.06.07 00:00close41.001.35020.00000.0000-244.7010380.60
92007.06.07 00:02buy51.001.35060.00000.0000
102007.06.08 00:00close51.001.34330.00000.0000-734.909645.70
112007.06.08 00:02buy61.001.34340.00000.0000
122007.06.11 00:00close61.001.33710.00000.0000-634.909010.80
132007.06.11 00:05buy71.001.33720.00000.0000
142007.06.12 00:00close71.001.33580.00000.0000-144.908865.90
152007.06.12 00:00buy81.001.33590.00000.0000
162007.06.13 00:00close81.001.33020.00000.0000-574.908291.00
172007.06.13 00:02buy91.001.33030.00000.0000
182007.06.14 00:00close91.001.33110.00000.000065.308356.30
192007.06.14 00:00buy101.001.33150.00000.0000
202007.06.15 00:00close101.001.33120.00000.0000-34.908321.40
212007.06.15 00:00buy111.001.33130.00000.0000
222007.06.18 00:00close111.001.33780.00000.0000645.108966.50
232007.06.18 00:04buy121.001.33840.00000.0000
242007.06.19 00:00close121.001.34150.00000.0000305.109271.60
252007.06.19 00:00buy131.001.34170.00000.0000
262007.06.20 00:00close131.001.34260.00000.000085.109356.70
272007.06.20 00:00buy141.001.34280.00000.0000
282007.06.21 00:00close141.001.34030.00000.0000-264.709092.00
292007.06.21 00:00buy151.001.34040.00000.0000
302007.06.22 00:00close151.001.33890.00000.0000-154.908937.10
312007.06.22 00:01buy161.001.33900.00000.0000
322007.06.25 00:00close161.001.34700.00000.0000795.109732.20
332007.06.25 00:06buy171.001.34700.00000.0000
342007.06.25 23:59close at stop171.001.34620.00000.0000-80.009652.20