Strategy Tester Report
Hans123MV22_SMM_JRT

SymbolUSDJPYm (US Dollar vs Japanese Yen)
Period1 Hour (H1) 2006.04.03 00:00 - 2006.05.26 19:00 (2006.04.03 - 2006.05.27)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersStart1=13; Start2=14; EOD=20; FridayClosing=21; FirstSessionOnly=false; Length=2; Pips=0; StopLoss=51; BreakEven=45; TrailingStop=0; TakeProfit=150; Minimum.Lot=0.1; MaximumRisk=0.1; DecreaseFactor=3; Lot.Margin=50; Use.Money.Mgt=true; DevL=7; DevS=1;
Bars in test17187Ticks modelled175410Modelling quality90.00%
Initial deposit1000.00
Total net profit8378.10Gross profit10227.98Gross loss-1849.88
Profit factor5.53Expected payoff132.99
Absolute drawdown37.60Maximal drawdown (%)549.29 (6.7%)
Total trades63Short positions (won %)34 (82.35%)Long positions (won %)29 (48.28%)
Profit trades (% of total)42 (66.67%)Loss trades (% of total)21 (33.33%)
Largestprofit trade1151.46loss trade-549.29
Averageprofit trade243.52loss trade-88.09
Maximumconsecutive wins (profit in money)14 (1940.21)consecutive losses (loss in money)6 (-451.61)
Maximalconsecutive profit (count of wins)4019.30 (7)consecutive loss (count of losses)-549.29 (1)
Averageconsecutive wins5consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.04.03 13:02sell stop12.00118.28118.55116.78
22006.04.03 13:53sell12.00118.28118.55116.78
32006.04.03 14:00sell stop21.79118.21118.55116.71
42006.04.03 14:00sell21.79118.21118.55116.71
52006.04.03 14:56modify12.00118.28118.28116.78
62006.04.03 15:18modify21.79118.21118.21116.71
72006.04.03 20:00close12.00117.73118.28116.7893.431093.43
82006.04.03 20:00close21.79117.73118.21116.7172.981166.41
92006.04.04 13:00sell stop32.33117.31117.82115.81
102006.04.04 13:00buy stop42.33117.84117.33119.34
112006.04.04 13:44sell32.33117.31117.82115.81
122006.04.04 14:00buy stop52.08117.74117.23119.24
132006.04.04 14:00sell stop62.10117.22117.73115.72
142006.04.04 20:00close32.33117.46117.82115.81-29.751136.66
152006.04.04 20:00delete52.08117.74117.23119.24
162006.04.04 20:00delete42.33117.84117.33119.34
172006.04.04 20:01delete62.10117.22117.73115.72
182006.04.05 13:00buy stop72.27117.65117.31119.15
192006.04.05 13:08buy72.27117.65117.31119.15
202006.04.05 14:00buy stop81.99117.75117.31119.25
212006.04.05 14:50buy81.99117.75117.31119.25
222006.04.05 18:32s/l72.27117.31117.31119.15-65.791070.87
232006.04.05 18:32s/l81.99117.31117.31119.25-74.64996.23
242006.04.06 13:00buy stop91.99117.84117.46119.34
252006.04.06 13:31buy91.99117.84117.46119.34
262006.04.06 14:00buy stop101.74118.03117.54119.53
272006.04.06 20:00close91.99117.64117.46119.34-33.83962.40
282006.04.06 20:00delete101.74118.03117.54119.53
292006.04.07 13:00buy stop111.92117.98117.47119.48
302006.04.07 14:00buy stop121.92117.98117.47119.48
312006.04.07 14:00sell stop131.92117.39117.90115.89
322006.04.07 14:55buy111.92117.98117.47119.48
332006.04.07 14:55buy121.92117.98117.47119.48
342006.04.10 09:28modify111.92117.98117.98119.48
352006.04.10 09:28modify121.92117.98117.98119.48
362006.04.10 14:00modify131.92118.29118.57116.79
372006.04.10 20:00close111.92118.39117.98119.4866.491028.89
382006.04.10 20:00delete131.92118.29118.57116.79
392006.04.10 20:00close121.92118.40117.98119.4868.111097.00
402006.04.11 13:00buy stop142.19118.96118.64120.46
412006.04.11 14:00buy stop152.19118.96118.46120.46
422006.04.11 14:00sell stop162.19118.46118.96116.96
432006.04.11 16:40sell162.19118.46118.96116.96
442006.04.11 20:00delete142.19118.96118.64120.46
452006.04.11 20:00close162.19118.24118.96116.9640.751137.75
462006.04.11 20:00delete152.19118.96118.46120.46
472006.04.12 13:00buy stop172.28118.54118.03120.04
482006.04.12 14:00buy stop182.28118.54118.03120.04
492006.04.12 17:20buy172.28118.54118.03120.04
502006.04.12 17:20buy182.28118.54118.03120.04
512006.04.12 20:00close172.28118.52118.03120.04-3.851133.90
522006.04.12 20:00close182.28118.52118.03120.04-3.851130.05
532006.04.13 13:00buy stop192.26118.80118.52120.30
542006.04.13 13:09buy192.26118.80118.52120.30
552006.04.13 14:00buy stop201.98118.90118.52120.40
562006.04.13 14:07s/l192.26118.52118.52120.30-53.391076.66
572006.04.13 20:00delete201.98118.90118.52120.40
582006.04.14 13:00sell stop212.15118.52118.72117.02
592006.04.14 14:00sell stop222.15118.60118.76117.10
602006.04.14 14:00buy stop232.15118.76118.60120.26
612006.04.14 16:40sell222.15118.60118.76117.10
622006.04.16 21:59sell212.15118.52118.72117.02
632006.04.17 00:15modify222.15118.60118.60117.10
642006.04.17 01:21modify212.15118.52118.52117.02
652006.04.17 14:00modify232.15118.08117.57119.58
662006.04.17 20:00close212.15117.84118.52117.02124.071200.73
672006.04.17 20:00delete232.15118.08117.57119.58
682006.04.17 20:00close222.15117.84118.60117.10138.661339.39
692006.04.18 13:00sell stop242.68117.46117.97115.96
702006.04.18 14:00sell stop252.68117.46117.97115.96
712006.04.18 18:02sell242.68117.46117.97115.96
722006.04.18 18:02sell252.68117.46117.97115.96
732006.04.18 20:00close242.68117.34117.97115.9627.411366.80
742006.04.18 20:00close252.68117.34117.97115.9627.411394.21
752006.04.19 13:00buy stop262.79117.58117.07119.08
762006.04.19 13:00buy262.79117.58117.07119.08
772006.04.19 14:00buy stop272.59118.01117.50119.51
782006.04.19 20:00close262.79117.18117.07119.08-95.241298.97
792006.04.19 20:00delete272.59118.01117.50119.51
802006.04.20 13:00sell stop282.60117.55117.86116.05
812006.04.20 13:36sell282.60117.55117.86116.05
822006.04.20 14:00sell stop292.38117.35117.86115.85
832006.04.20 15:13sell292.38117.35117.86115.85
842006.04.20 20:00close282.60117.58117.86116.05-6.631292.34
852006.04.20 20:00close292.38117.59117.86115.85-48.581243.76
862006.04.21 13:00sell stop302.49116.81117.32115.31
872006.04.21 14:00sell stop312.49116.80117.31115.30
882006.04.21 14:31sell302.49116.81117.32115.31
892006.04.21 14:32sell312.49116.80117.31115.30
902006.04.23 21:00modify302.49116.81116.81115.31
912006.04.23 21:00modify312.49116.80116.80115.30
922006.04.24 06:52t/p302.49115.31116.81115.31323.941567.70
932006.04.24 06:52t/p312.49115.30116.80115.30323.941891.64
942006.04.24 13:00buy stop323.78115.21114.83116.71
952006.04.24 14:00buy stop333.78115.21114.83116.71
962006.04.24 20:00delete323.78115.21114.83116.71
972006.04.24 20:00delete333.78115.21114.83116.71
982006.04.25 13:00buy stop343.78114.75114.31116.25
992006.04.25 14:00buy stop353.78114.72114.31116.22
1002006.04.25 14:00buy353.78114.72114.31116.22
1012006.04.25 14:00buy343.78114.75114.31116.25
1022006.04.25 20:00close343.78114.82114.31116.2523.041914.68
1032006.04.25 20:02close353.78114.81114.31116.2229.631944.31
1042006.04.26 13:00sell stop363.89114.87115.38113.37
1052006.04.26 13:21sell363.89114.87115.38113.37
1062006.04.26 14:00sell stop373.51114.78115.29113.28
1072006.04.26 14:06sell373.51114.78115.29113.28
1082006.04.26 20:00close363.89114.75115.38113.3740.681984.99
1092006.04.26 20:01close373.51114.75115.29113.289.181994.17
1102006.04.27 13:00buy stop383.99115.18114.67116.68
1112006.04.27 14:00buy stop393.99115.18114.69116.68
1122006.04.27 20:00delete383.99115.18114.67116.68
1132006.04.27 20:00delete393.99115.18114.69116.68
1142006.04.28 13:00sell stop403.99114.03114.43112.53
1152006.04.28 13:00buy stop413.99114.43114.03115.93
1162006.04.28 13:47sell403.99114.03114.43112.53
1172006.04.28 14:00buy stop423.54114.44113.93115.94
1182006.04.28 14:02sell stop433.61113.90114.41112.40
1192006.04.28 15:06sell433.61113.90114.41112.40
1202006.05.01 00:51modify403.99114.03114.03112.53
1212006.05.01 02:11modify433.61113.90113.90112.40
1222006.05.01 13:00modify413.99113.33112.82114.83
1232006.05.01 13:10t/p403.99112.53114.03112.53531.862526.03
1242006.05.01 13:38t/p433.61112.40113.90112.40481.853007.88
1252006.05.01 14:00sell stop446.02112.31112.82110.81
1262006.05.01 14:00modify423.54113.33112.82114.83
1272006.05.01 19:11buy413.99113.33112.82114.83
1282006.05.01 19:11buy423.54113.33112.82114.83
1292006.05.01 20:00close413.99113.23112.82114.83-35.242972.64
1302006.05.01 20:00delete446.02112.31112.82110.81
1312006.05.01 20:00close423.54113.23112.82114.83-31.262941.38
1322006.05.02 13:00sell stop455.88113.21113.72111.71
1332006.05.02 14:00sell stop465.88113.21113.72111.71
1342006.05.02 14:02buy stop475.88113.72113.21115.22
1352006.05.02 14:43sell455.88113.21113.72111.71
1362006.05.02 14:43sell465.88113.21113.72111.71
1372006.05.02 20:00close455.88113.30113.72111.71-46.712894.67
1382006.05.02 20:00delete475.88113.72113.21115.22
1392006.05.02 20:00close465.88113.30113.72111.71-46.712847.96
1402006.05.03 13:00buy stop485.70113.63113.33115.13
1412006.05.03 14:00buy stop495.70113.63113.35115.13
1422006.05.03 14:03buy485.70113.63113.33115.13
1432006.05.03 14:03buy495.70113.63113.35115.13
1442006.05.03 15:17s/l495.70113.35113.35115.13-140.802707.16
1452006.05.03 15:24s/l485.70113.33113.33115.13-150.892556.27
1462006.05.04 13:00sell stop505.11113.79114.15112.29
1472006.05.04 13:02sell505.11113.79114.15112.29
1482006.05.04 14:00sell stop514.67113.63114.14112.13
1492006.05.04 14:04sell514.67113.63114.14112.13
1502006.05.04 15:09modify505.11113.79113.79112.29
1512006.05.04 20:00close505.11113.63113.79112.2971.952628.22
1522006.05.04 20:00close514.67113.63114.14112.130.002628.22
1532006.05.05 13:00sell stop525.26113.25113.76111.75
1542006.05.05 13:06sell525.26113.25113.76111.75
1552006.05.05 13:17modify525.26113.25113.25111.75
1562006.05.05 14:00sell stop535.25112.54113.05111.04
1572006.05.05 14:10sell535.25112.54113.05111.04
1582006.05.05 20:59close525.26112.51113.25111.75345.962974.18
1592006.05.07 21:00modify535.25112.54112.54111.04
1602006.05.08 11:46t/p535.25111.04112.54111.04709.273683.45
1612006.05.08 13:00buy stop547.37111.40110.97112.90
1622006.05.08 13:36buy547.37111.40110.97112.90
1632006.05.08 14:00buy stop556.74111.56111.11113.06
1642006.05.08 14:12buy556.74111.56111.11113.06
1652006.05.08 20:00close547.37111.68110.97112.90184.783868.23
1662006.05.08 20:00close556.74111.68111.11113.0672.423940.65
1672006.05.09 13:04sell567.88111.36111.65109.86
1682006.05.09 14:01sell577.19111.25111.64109.76
1692006.05.09 14:20modify567.88111.36111.36109.86
1702006.05.09 15:56s/l567.88111.36111.36109.860.003940.65
1712006.05.09 20:00close577.19111.15111.64109.7664.694005.34
1722006.05.10 13:00sell stop588.01110.34110.77108.84
1732006.05.10 14:00sell stop598.01110.43110.78108.93
1742006.05.10 14:00buy stop608.01110.78110.43112.28
1752006.05.10 14:32sell598.01110.43110.78108.93
1762006.05.10 17:11sell588.01110.34110.77108.84
1772006.05.10 20:00close588.01110.15110.77108.84138.174143.51
1782006.05.10 20:00delete608.01110.78110.43112.28
1792006.05.10 20:00close598.01110.15110.78108.93203.614347.12
1802006.05.11 13:00sell stop618.69110.64111.15109.14
1812006.05.11 14:00sell stop628.69110.64111.15109.14
1822006.05.11 14:36sell618.69110.64111.15109.14
1832006.05.11 14:36sell628.69110.64111.15109.14
1842006.05.11 15:55modify618.69110.64110.64109.14
1852006.05.11 15:55modify628.69110.64110.64109.14
1862006.05.11 20:00close618.69110.54110.64109.1478.614425.73
1872006.05.11 20:00close628.69110.55110.64109.1470.754496.48
1882006.05.12 13:00buy stop638.99110.14109.63111.64
1892006.05.12 14:00buy stop648.99110.14109.63111.64
1902006.05.12 14:16buy638.99110.14109.63111.64
1912006.05.12 14:16buy648.99110.14109.63111.64
1922006.05.12 14:37modify638.99110.14110.14111.64
1932006.05.12 14:37modify648.99110.14110.14111.64
1942006.05.12 15:16s/l638.99110.14110.14111.640.004496.48
1952006.05.12 15:16s/l648.99110.14110.14111.640.004496.48
1962006.05.15 13:00buy stop658.99110.48109.97111.98
1972006.05.15 13:00sell stop668.99109.89110.40108.39
1982006.05.15 14:00sell stop678.99109.89110.40108.39
1992006.05.15 14:00buy stop688.99110.52110.01112.02
2002006.05.15 16:58buy658.99110.48109.97111.98
2012006.05.15 16:58buy688.99110.52110.01112.02
2022006.05.15 20:00close658.99110.33109.97111.98-122.224374.26
2032006.05.15 20:00delete678.99109.89110.40108.39
2042006.05.15 20:00delete668.99109.89110.40108.39
2052006.05.15 20:00close688.99110.35110.01112.02-138.504235.76
2062006.05.16 13:00sell stop698.47109.80110.31108.30
2072006.05.16 14:00sell stop708.47109.80110.31108.30
2082006.05.16 18:25sell698.47109.80110.31108.30
2092006.05.16 18:25sell708.47109.80110.31108.30
2102006.05.16 20:00close698.47109.78110.31108.3015.434251.19
2112006.05.16 20:00close708.47109.78110.31108.3015.434266.62
2122006.05.17 13:00buy stop718.53109.62109.11111.12
2132006.05.17 14:00buy stop728.53109.62109.11111.12
2142006.05.17 14:24buy718.53109.62109.11111.12
2152006.05.17 14:24buy728.53109.62109.11111.12
2162006.05.17 15:23modify718.53109.62109.62111.12
2172006.05.17 15:23modify728.53109.62109.62111.12
2182006.05.17 18:31t/p718.53111.12109.62111.121151.465418.08
2192006.05.17 18:31t/p728.53111.12109.62111.121151.466569.54
2202006.05.18 13:00buy stop7313.14111.30110.89112.80
2212006.05.18 14:00sell stop7413.14110.31110.82108.81
2222006.05.18 20:00delete7313.14111.30110.89112.80
2232006.05.18 20:00delete7413.14110.31110.82108.81
2242006.05.19 13:00buy stop7513.14112.04111.53113.54
2252006.05.19 13:00sell stop7613.14111.52112.03110.02
2262006.05.19 14:00sell stop7713.14111.52112.03110.02
2272006.05.19 14:29buy7513.14112.04111.53113.54
2282006.05.22 06:24modify7513.14112.04112.04113.54
2292006.05.22 13:00modify7613.14112.34112.68110.84
2302006.05.22 13:46sell7613.14112.34112.68110.84
2312006.05.22 14:00modify7713.14112.05112.56110.55
2322006.05.22 14:05sell7713.14112.05112.56110.55
2332006.05.22 14:05s/l7513.14112.04112.04113.540.006569.54
2342006.05.22 15:12modify7613.14112.34112.34110.84
2352006.05.22 16:02modify7713.14112.05112.05110.55
2362006.05.22 20:00close7613.14111.48112.34110.841013.677583.21
2372006.05.22 20:00close7713.14111.48112.05110.55671.858255.06
2382006.05.23 13:00buy stop7816.51111.59111.22113.09
2392006.05.23 13:32buy7816.51111.59111.22113.09
2402006.05.23 14:00buy stop7914.24111.80111.29113.30
2412006.05.23 14:30s/l7816.51111.22111.22113.09-549.297705.77
2422006.05.23 20:00delete7914.24111.80111.29113.30
2432006.05.24 13:00sell stop8015.41111.63112.08110.13
2442006.05.24 13:00buy stop8115.41112.08111.63113.58
2452006.05.24 13:05buy8115.41112.08111.63113.58
2462006.05.24 14:00buy stop8214.42112.38111.87113.88
2472006.05.24 14:01buy8214.42112.38111.87113.88
2482006.05.24 14:08modify8115.41112.08112.08113.58
2492006.05.24 15:24modify8214.42112.38112.38113.88
2502006.05.24 20:00delete8015.41111.63112.08110.13
2512006.05.24 20:00close8214.42112.64112.38113.88332.858038.62
2522006.05.24 20:00close8115.41112.64112.08113.58766.128804.74
2532006.05.25 13:00sell stop8317.61111.83112.34110.33
2542006.05.25 13:00sell8317.61111.83112.34110.33
2552006.05.25 14:00sell stop8415.60111.75112.26110.25
2562006.05.25 18:00sell8415.60111.75112.26110.25
2572006.05.25 20:00close8317.61111.81112.34110.3331.508836.24
2582006.05.25 20:00close8415.60111.81112.26110.25-83.718752.53
2592006.05.26 13:00buy stop8517.51112.26111.81113.76
2602006.05.26 13:00buy8517.51112.26111.81113.76
2612006.05.26 14:00buy stop8616.72112.78112.27114.28
2622006.05.26 14:07modify8517.51112.26112.26113.76
2632006.05.26 17:04buy8616.72112.78112.27114.28
2642006.05.26 19:59close at stop8616.72112.72112.27114.28-89.008663.53
2652006.05.26 19:59close at stop8517.51112.72112.26113.76714.579378.10