EURJPY 1 Day tester strategy: EURJPY

Strategy Tester Report

CR1Day-Tester

ODL_Pro-MT4 Demo (Build 217)

Symbol		EURJPY (Euro vs Japanese Yen)
Period		Daily (D1) 2008.01.02 00:00 - 2008.09.04 23:59 (2008.01.02 - 2008.09.06)
Model		Open prices only (only for Expert Advisors that explicitly control bar opening)


Bars in test	1212	Ticks modelled	1424	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	7239.93	Gross profit	8570.20	Gross loss	-1330.27
Profit factor	6.44	Expected payoff	127.02
Absolute drawdown	0.00	Maximal drawdown	222.68 (1.41%)	Relative drawdown	2.01% (206.68)

Total trades	57	Short positions (won %)	31 (70.97%)	Long positions (won %)	26 (96.15%)
		Profit trades (% of total)	47 (82.46%)	Loss trades (% of total)	10 (17.54%)
Largest		profit trade	288.52	loss trade	-158.64
Average		profit trade	182.34	loss trade	-133.03
Maximum		consecutive wins (profit in money)	14 (1672.18)	consecutive losses (loss in money)	2 (-211.72)
Maximal		consecutive profit (count of wins)	1692.20 (7)	consecutive loss (count of losses)	-211.72 (2)
Average		consecutive wins	5	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2008.01.02 00:00	sell	1	0.10	163.67	165.30	160.95
2	2008.01.03 00:00	t/p	1	0.10	160.95	165.30	160.95	249.09	10249.09
3	2008.01.03 00:00	sell	2	0.10	160.80	162.43	158.08
4	2008.01.16 00:00	t/p	2	0.10	158.08	162.43	158.08	236.17	10485.26
5	2008.01.16 00:00	sell	3	0.10	158.02	159.65	155.30
6	2008.01.22 00:00	t/p	3	0.10	155.30	159.65	155.30	244.26	10729.51
7	2008.01.22 00:00	sell	4	0.10	152.32	153.95	149.60
8	2008.01.23 00:00	s/l	4	0.10	153.95	153.95	149.60	-153.80	10575.72
9	2008.01.23 00:00	sell	5	0.10	156.81	158.44	154.09
10	2008.01.24 00:00	t/p	5	0.10	154.09	158.44	154.09	249.09	10824.81
11	2008.01.24 00:00	buy	6	0.10	156.16	154.53	157.03
12	2008.01.25 00:00	t/p	6	0.10	157.03	154.53	157.03	82.81	10907.62
13	2008.01.25 00:00	sell	7	0.10	158.30	159.93	155.58
14	2008.01.29 00:00	t/p	7	0.10	155.58	159.93	155.58	250.72	11158.34
15	2008.01.29 00:00	buy	8	0.10	158.23	156.60	159.10
16	2008.01.31 00:00	t/p	8	0.10	159.10	156.60	159.10	87.52	11245.85
17	2008.01.31 00:00	buy	9	0.10	157.54	155.91	158.41
18	2008.02.01 00:00	t/p	9	0.10	158.41	155.91	158.41	82.81	11328.66
19	2008.02.01 00:00	buy	10	0.10	157.96	156.33	158.83
20	2008.02.03 00:00	t/p	10	0.10	158.83	156.33	158.83	81.24	11409.90
21	2008.02.03 00:00	sell	11	0.10	157.82	159.45	155.10
22	2008.02.08 00:00	t/p	11	0.10	155.10	159.45	155.10	242.64	11652.54
23	2008.02.08 00:00	buy	12	0.10	155.35	153.72	156.22
24	2008.02.12 00:00	t/p	12	0.10	156.22	153.72	156.22	84.38	11736.92
25	2008.02.12 00:00	buy	13	0.10	155.00	153.37	155.87
26	2008.02.13 00:00	t/p	13	0.10	155.87	153.37	155.87	82.81	11819.73
27	2008.02.13 00:00	buy	14	0.10	156.56	154.93	157.43
28	2008.02.14 00:00	t/p	14	0.10	157.43	154.93	157.43	85.95	11905.68
29	2008.02.14 00:00	buy	15	0.10	157.63	156.00	158.50
30	2008.02.17 00:00	t/p	15	0.10	158.50	156.00	158.50	82.81	11988.49
31	2008.02.17 00:00	buy	16	0.10	158.19	156.56	159.06
32	2008.02.20 00:00	t/p	16	0.10	159.06	156.56	159.06	85.95	12074.43
33	2008.02.20 00:00	buy	17	0.10	159.02	157.39	159.89
34	2008.02.26 00:00	t/p	17	0.10	159.89	157.39	159.89	90.65	12165.09
35	2008.02.26 00:00	buy	18	0.10	160.29	158.66	161.16
36	2008.02.27 00:00	t/p	18	0.10	161.16	158.66	161.16	82.81	12247.90
37	2008.02.27 00:00	buy	19	0.10	161.05	159.42	161.92
38	2008.02.29 00:00	s/l	19	0.10	159.42	159.42	161.92	-145.93	12101.96
39	2008.02.29 00:00	sell	20	0.10	159.41	161.04	156.69
40	2008.03.04 00:00	t/p	20	0.10	156.69	161.04	156.69	250.71	12352.67
41	2008.03.04 00:00	sell	21	0.10	157.32	158.95	154.60
42	2008.03.06 00:00	s/l	21	0.10	158.95	158.95	154.60	-158.64	12194.03
43	2008.03.06 00:00	sell	22	0.10	158.77	160.40	156.05
44	2008.03.11 00:00	t/p	22	0.10	156.05	160.40	156.05	249.10	12443.13
45	2008.03.11 00:00	sell	23	0.10	155.61	157.24	152.89
46	2008.03.12 00:00	s/l	23	0.10	157.24	157.24	152.89	-153.80	12289.34
47	2008.03.12 00:00	sell	24	0.10	158.43	160.06	155.71
48	2008.03.14 00:00	t/p	24	0.10	155.71	160.06	155.71	247.49	12536.82
49	2008.03.14 00:00	sell	25	0.10	157.33	158.96	154.61
50	2008.03.17 00:00	t/p	25	0.10	154.61	158.96	154.61	252.33	12789.16
51	2008.03.17 00:00	sell	26	0.10	154.60	156.23	151.88
52	2008.03.18 00:00	t/p	26	0.10	151.88	156.23	151.88	252.32	13041.48
53	2008.03.18 00:00	sell	27	0.10	152.83	154.46	150.11
54	2008.03.19 00:00	s/l	27	0.10	154.46	154.46	150.11	-153.80	12887.69
55	2008.03.19 00:00	sell	28	0.10	156.31	157.94	153.59
56	2008.03.21 00:00	t/p	28	0.10	153.59	157.94	153.59	247.49	13135.17
57	2008.03.21 00:00	sell	29	0.10	153.37	155.00	150.65
58	2008.03.25 00:00	s/l	29	0.10	155.00	155.00	150.65	-155.41	12979.76
59	2008.03.25 00:00	buy	30	0.10	155.56	153.93	156.43
60	2008.03.26 00:00	t/p	30	0.10	156.43	153.93	156.43	82.81	13062.57
61	2008.03.26 00:00	buy	31	0.10	156.27	154.64	157.14
62	2008.03.27 00:00	t/p	31	0.10	157.14	154.64	157.14	85.95	13148.52
63	2008.03.27 00:00	buy	32	0.10	156.91	155.28	157.78
64	2008.03.28 00:00	t/p	32	0.10	157.78	155.28	157.78	82.81	13231.33
65	2008.03.28 00:00	buy	33	0.10	157.41	155.78	158.28
66	2008.03.30 00:00	t/p	33	0.10	158.28	155.78	158.28	81.24	13312.57
67	2008.03.30 00:00	buy	34	0.10	156.27	154.64	157.14
68	2008.04.01 00:00	t/p	34	0.10	157.14	154.64	157.14	84.38	13396.94
69	2008.04.01 00:00	buy	35	0.10	157.27	155.64	158.14
70	2008.04.02 00:00	t/p	35	0.10	158.14	155.64	158.14	82.81	13479.75
71	2008.04.02 00:00	buy	36	0.10	158.61	156.98	161.33
72	2008.04.08 00:00	t/p	36	0.10	161.33	156.98	161.33	263.40	13743.16
73	2008.04.08 00:00	sell	37	0.10	161.05	162.08	158.38
74	2008.04.15 00:00	t/p	37	0.10	158.38	162.08	158.38	237.96	13981.12
75	2008.04.15 00:00	buy	38	0.10	160.03	158.40	162.75
76	2008.04.18 00:00	t/p	38	0.10	162.75	158.40	162.75	261.84	14242.95
77	2008.04.18 00:00	sell	39	0.10	162.87	163.90	160.20
78	2008.04.20 00:00	s/l	39	0.10	163.90	163.90	160.20	-96.17	14146.78
79	2008.04.20 00:00	sell	40	0.10	164.15	165.18	161.48
80	2008.04.30 00:00	t/p	40	0.10	161.48	165.18	161.48	233.12	14379.90
81	2008.04.30 00:00	sell	41	0.10	161.81	162.84	159.14
82	2008.05.01 00:00	s/l	41	0.10	162.84	162.84	159.14	-101.01	14278.90
83	2008.05.01 00:00	sell	42	0.10	162.37	163.40	159.70
84	2008.05.09 00:00	t/p	42	0.10	159.70	163.40	159.70	236.34	14515.24
85	2008.05.09 00:00	buy	43	0.10	159.99	158.36	162.71
86	2008.05.15 00:00	t/p	43	0.10	162.71	158.36	162.71	263.40	14778.65
87	2008.05.15 00:00	buy	44	0.10	162.69	161.06	165.41
88	2008.06.08 00:00	t/p	44	0.10	165.41	161.06	165.41	288.52	15067.17
89	2008.06.08 00:00	buy	45	0.10	165.00	163.37	167.72
90	2008.06.18 00:00	t/p	45	0.10	167.72	163.37	167.72	269.68	15336.85
91	2008.06.18 00:00	buy	46	0.10	167.48	165.85	168.35
92	2008.06.25 00:00	t/p	46	0.10	168.35	165.85	168.35	92.22	15429.07
93	2008.06.25 00:00	buy	47	0.10	167.94	166.31	168.81
94	2008.06.26 00:00	t/p	47	0.10	168.81	166.31	168.81	85.95	15515.02
95	2008.06.26 00:00	sell	48	0.10	168.94	169.97	166.27
96	2008.07.01 00:00	t/p	48	0.10	166.27	169.97	166.27	244.43	15759.45
97	2008.07.01 00:00	sell	49	0.10	167.11	168.14	164.44
98	2008.07.03 00:00	s/l	49	0.10	168.14	168.14	164.44	-102.62	15656.83
99	2008.07.03 00:00	sell	50	0.10	168.15	169.18	165.48
100	2008.07.13 00:00	s/l	50	0.10	169.18	169.18	165.48	-109.10	15547.73
101	2008.07.13 00:00	sell	51	0.10	169.41	170.44	166.74
102	2008.07.16 00:00	t/p	51	0.10	166.74	170.44	166.74	244.43	15792.16
103	2008.07.16 00:00	buy	52	0.10	166.76	165.13	169.48
104	2008.07.20 00:00	t/p	52	0.10	169.48	165.13	169.48	260.27	16052.43
105	2008.07.20 00:00	sell	53	0.10	169.41	170.44	166.74
106	2008.08.10 00:00	t/p	53	0.10	166.74	170.44	166.74	215.35	16267.78
107	2008.08.10 00:00	sell	54	0.10	164.90	166.53	162.18
108	2008.08.14 00:00	t/p	54	0.10	162.18	166.53	162.18	244.26	16512.03
109	2008.08.14 00:00	sell	55	0.10	162.68	164.31	159.96
110	2008.08.27 00:00	t/p	55	0.10	159.96	164.31	159.96	236.17	16748.20
111	2008.08.27 00:00	sell	56	0.10	160.47	162.10	157.75
112	2008.09.02 00:00	t/p	56	0.10	157.75	162.10	157.75	244.25	16992.44
113	2008.09.02 00:00	sell	57	0.10	157.58	159.21	154.86
114	2008.09.04 23:59	t/p	57	0.10	154.86	159.21	154.86	247.49	17239.93

EURJPY 1 Day tester strategy

Thursday, September 4, 2008

EURJPY

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