Strategy Tester Report
Shadow

SymbolEURGBP (Euro vs Great Britain Pound )
Period1 Hour (H1) 2006.08.10 14:00 - 2007.07.06 19:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1; CloseLot=1; StopLoss=25; TakeProfit=100; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=123; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="Shadow"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; ShadowPeriod=62; ShadowZone=20; FastPeriod=5; SlowPeriod=34; MiddlePeriod=13; ShadowEmaBreak=3; ExitBeyond1=34; ExitBeyond2=55; ExitBeyond3=89; ExitBeyond4=144; ExitBeyond5=233;
Bars in test4242Ticks modelled390444Modelling quality67.72%
Initial deposit10000.00
Total net profit2145.20Gross profit7811.84Gross loss-5666.64
Profit factor1.38Expected payoff71.51
Absolute drawdown2030.63Maximal drawdown3191.89 (28.60%)Relative drawdown28.60% (3191.89)
Total trades30Short positions (won %)22 (54.55%)Long positions (won %)8 (50.00%)
Profit trades (% of total)16 (53.33%)Loss trades (% of total)14 (46.67%)
Largestprofit trade2044.82loss trade-509.84
Averageprofit trade488.24loss trade-404.76
Maximumconsecutive wins (profit in money)4 (1196.39)consecutive losses (loss in money)3 (-1255.49)
Maximalconsecutive profit (count of wins)2044.82 (1)consecutive loss (count of losses)-1255.49 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.08.11 03:00sell11.000.67440.67690.6644
22006.08.16 08:40s/l11.000.67690.67690.6644-486.079513.93
32006.08.21 21:00sell21.000.68060.68310.6706
42006.08.23 12:39modify21.000.68060.68060.6706
52006.08.24 04:10modify21.000.68060.67810.6706
62006.08.25 07:52s/l21.000.67810.67810.6706536.3510050.28
72006.08.25 11:00sell31.000.67570.67820.6657
82006.09.06 08:31s/l31.000.67820.67820.6657-446.979603.31
92006.09.08 06:00sell41.000.67860.68110.6686
102006.09.11 08:39s/l41.000.68110.68110.6686-497.239106.07
112006.09.12 10:00sell51.000.67860.68110.6686
122006.09.12 15:00modify51.000.67860.67860.6686
132006.09.14 08:39modify51.000.67860.67610.6686
142006.09.18 14:54s/l51.000.67610.67610.6686536.359642.42
152006.09.19 11:00sell61.000.67310.67560.6631
162006.09.21 06:24modify61.000.67310.67310.6631
172006.09.22 08:20s/l61.000.67310.67310.663127.939670.35
182006.09.25 08:00sell71.000.67180.67430.6618
192006.09.26 10:54modify71.000.67180.67180.6618
202006.09.27 08:09s/l71.000.67180.67180.661811.179681.52
212006.09.27 10:00buy81.000.67170.66920.6817
222006.09.28 05:04modify81.000.67170.67170.6817
232006.09.28 08:00modify81.000.67170.67420.6817
242006.10.03 09:00close81.000.67500.67420.6817620.9410302.46
252006.10.05 13:00buy91.000.67540.67290.6854
262006.10.06 12:20s/l91.000.67290.67290.6854-509.849792.62
272006.10.06 13:00sell101.000.67190.67440.6619
282006.10.09 07:16s/l101.000.67440.67440.6619-497.239295.39
292006.10.09 11:00buy111.000.67530.67280.6853
302006.10.10 07:00close111.000.67410.67280.6853-248.429046.97
312006.10.11 21:00sell121.000.67480.67730.6648
322006.10.16 12:54modify121.000.67480.67480.6648
332006.10.17 21:55modify121.000.67480.67230.6648
342006.10.19 08:40s/l121.000.67230.67230.6648558.689605.65
352006.10.20 11:00sell131.000.66970.67220.6597
362006.10.26 02:40s/l131.000.67220.67220.6597-469.319136.34
372006.10.27 11:00sell141.000.67020.67270.6602
382006.10.31 08:36modify141.000.67020.67020.6602
392006.11.03 07:38s/l141.000.67020.67020.660239.109175.44
402006.11.03 14:00sell151.000.66820.67070.6582
412006.11.06 17:22s/l151.000.67070.67070.6582-497.238678.21
422006.11.08 21:00sell161.000.66970.67220.6597
432006.11.09 12:25s/l161.000.67220.67220.6597-486.078192.14
442006.11.09 13:00buy171.000.67190.66940.6819
452006.11.09 15:10modify171.000.67190.67190.6819
462006.11.10 10:39s/l171.000.67190.67190.6819-7.118185.03
472006.11.16 22:00sell181.000.67750.68000.6675
482006.11.29 13:33modify181.000.67750.67750.6675
492006.12.07 16:11s/l181.000.67750.67750.6675117.318302.33
502006.12.08 20:00sell191.000.67570.67820.6657
512006.12.13 09:33modify191.000.67570.67570.6657
522006.12.14 17:00modify191.000.67570.67320.6657
532006.12.29 17:00s/l191.000.67320.67320.6657620.138922.46
542007.01.04 16:00sell201.000.67310.67560.6631
552007.01.05 11:12s/l201.000.67560.67560.6631-497.248425.22
562007.01.05 19:00sell211.000.67390.67640.6639
572007.01.09 12:00modify211.000.67390.67390.6639
582007.01.11 10:00modify211.000.67390.67140.6639
592007.01.11 12:00modify211.000.67390.66890.6639
602007.01.11 14:03t/p211.000.66390.66890.66392044.8210470.04
612007.01.19 05:00buy221.000.65780.65530.6678
622007.01.22 12:05s/l221.000.65530.65530.6678-509.839960.21
632007.01.23 18:00buy231.000.65630.65380.6663
642007.01.24 09:30modify231.000.65630.65630.6663
652007.01.31 12:42modify231.000.65630.65880.6663
662007.02.02 15:02s/l231.000.65880.65880.6663417.4010377.61
672007.02.07 15:00buy241.000.66040.65790.6704
682007.02.08 13:06modify241.000.66040.66040.6704
692007.02.08 14:18modify241.000.66040.66290.6704
702007.02.09 09:49modify241.000.66040.66540.6704
712007.02.12 11:40s/l241.000.66540.66540.6704969.9011347.51
722007.02.12 19:00sell251.000.66560.66810.6556
732007.05.08 02:00s/l251.000.66810.66810.6556-28.0011319.51
742007.05.08 03:00buy261.000.68230.67980.6923
752007.05.08 06:03close261.000.68260.67980.692360.3211379.83
762007.05.16 18:00sell271.000.68360.68610.6736
772007.05.23 07:37modify271.000.68360.68360.6736
782007.05.23 14:27modify271.000.68360.68110.6736
792007.05.31 06:39s/l271.000.68110.68110.6736597.7911977.62
802007.06.01 00:00sell281.000.67970.68220.6697
812007.06.12 13:30modify281.000.67970.67970.6697
822007.06.13 01:01modify281.000.67970.67720.6697
832007.06.15 18:20s/l281.000.67720.67720.6697581.0312558.65
842007.06.19 08:00sell291.000.67560.67810.6656
852007.06.20 17:38modify291.000.67560.67560.6656
862007.07.02 08:39s/l291.000.67560.67560.665672.6212631.27
872007.07.04 03:00sell301.000.67470.67720.6647
882007.07.05 09:44s/l301.000.67720.67720.6647-486.0712145.20