Strategy Tester Report
Shadow

SymbolNZDUSD (New Zealand Dollar vs US Dollar)
Period1 Hour (H1) 2006.10.04 16:00 - 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 test3305Ticks modelled302832Modelling quality35.54%
Initial deposit10000.00
Total net profit-4852.80Gross profit6619.40Gross loss-11472.20
Profit factor0.58Expected payoff-66.48
Absolute drawdown5568.00Maximal drawdown6479.00 (59.38%)Relative drawdown59.38% (6479.00)
Total trades73Short positions (won %)36 (16.67%)Long positions (won %)37 (35.14%)
Profit trades (% of total)19 (26.03%)Loss trades (% of total)54 (73.97%)
Largestprofit trade1026.00loss trade-709.00
Averageprofit trade348.39loss trade-212.45
Maximumconsecutive wins (profit in money)2 (1255.00)consecutive losses (loss in money)14 (-2744.20)
Maximalconsecutive profit (count of wins)1255.00 (2)consecutive loss (count of losses)-2744.20 (14)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.10.06 05:00sell11.000.66170.66420.6517
22006.10.06 09:19s/l11.000.66420.66420.6517-250.009750.00
32006.10.06 11:00buy21.000.66510.66260.6751
42006.10.06 12:27s/l21.000.66260.66260.6751-250.009500.00
52006.10.06 14:00sell31.000.65830.66080.6483
62006.10.09 22:02s/l31.000.66080.66080.6483-255.409244.60
72006.10.10 03:00buy41.000.65890.65640.6689
82006.10.11 06:37close41.000.65690.65640.6689-194.809049.80
92006.10.11 09:00sell51.000.65790.66040.6479
102006.10.11 10:38s/l51.000.66040.66040.6479-250.008799.80
112006.10.11 11:00buy61.000.66070.65820.6707
122006.10.12 01:30s/l61.000.65820.65820.6707-234.408565.40
132006.10.12 02:00sell71.000.65800.66050.6480
142006.10.12 08:28s/l71.000.66050.66050.6480-250.008315.40
152006.10.12 12:00buy81.000.66100.65850.6710
162006.10.12 16:38s/l81.000.65850.65850.6710-250.008065.40
172006.10.13 01:00sell91.000.65870.66120.6487
182006.10.13 14:38modify91.000.65870.65870.6487
192006.10.16 09:28s/l91.000.65870.65870.6487-5.408060.00
202006.10.16 17:00buy101.000.65820.65570.6682
212006.10.17 07:29modify101.000.65820.65820.6682
222006.10.17 08:36modify101.000.65820.66070.6682
232006.10.19 15:30modify101.000.65820.66320.6682
242006.10.19 17:00t/p101.000.66820.66320.66821026.009086.00
252006.10.23 10:00sell111.000.66400.66650.6540
262006.10.23 13:40modify111.000.66400.66400.6540
272006.10.23 14:20s/l111.000.66400.66400.65400.009086.00
282006.10.27 05:00buy121.000.65930.65680.6693
292006.10.27 07:40s/l121.000.65680.65680.6693-250.008836.00
302006.10.27 09:00sell131.000.65670.65920.6467
312006.10.27 12:28s/l131.000.65920.65920.6467-250.008586.00
322006.10.27 13:00buy141.000.65970.65720.6697
332006.10.27 16:05modify141.000.65970.65970.6697
342006.10.30 12:39modify141.000.65970.66220.6697
352006.10.31 15:27modify141.000.65970.66470.6697
362006.10.31 16:20t/p141.000.66970.66470.66971010.409596.40
372006.11.03 15:00sell151.000.67030.67280.6603
382006.11.06 06:40modify151.000.67030.67030.6603
392006.11.06 07:39modify151.000.67030.66780.6603
402006.11.06 10:30s/l151.000.66780.66780.6603244.609841.00
412006.11.07 09:00buy161.000.67100.66850.6810
422006.11.07 11:30s/l161.000.66850.66850.6810-250.009591.00
432006.11.08 07:00sell171.000.66870.67120.6587
442006.11.08 15:39modify171.000.66870.66870.6587
452006.11.08 16:40s/l171.000.66870.66870.65870.009591.00
462006.11.12 22:00buy181.000.66620.66370.6762
472006.11.13 09:28s/l181.000.66370.66370.6762-244.809346.20
482006.11.16 06:00buy191.000.66140.65890.6714
492006.11.16 11:38modify191.000.66140.66140.6714
502006.11.19 23:05modify191.000.66140.66390.6714
512006.11.21 08:28modify191.000.66140.66640.6714
522006.11.21 09:40t/p191.000.67140.66640.67141015.6010361.80
532006.11.23 18:00sell201.000.66970.67220.6597
542006.11.24 07:40s/l201.000.67220.67220.6597-255.4010106.40
552006.11.24 08:00buy211.000.67170.66920.6817
562006.11.24 08:36modify211.000.67170.67170.6817
572006.11.24 09:36s/l211.000.67170.67170.68170.0010106.40
582006.11.27 10:00sell221.000.66940.67190.6594
592006.11.28 08:13s/l221.000.67190.67190.6594-255.409851.00
602006.11.28 10:00buy231.000.67340.67090.6834
612006.11.28 13:38modify231.000.67340.67340.6834
622006.11.28 18:37modify231.000.67340.67840.6834
632006.11.29 02:00s/l231.000.67840.67840.6834505.2010356.20
642006.12.05 13:00sell241.000.68620.68870.6762
652006.12.06 00:37s/l241.000.68870.68870.6762-255.4010100.80
662006.12.07 05:00buy251.000.68830.68580.6983
672006.12.07 07:59modify251.000.68830.68830.6983
682006.12.07 09:40modify251.000.68830.69080.6983
692006.12.07 09:59s/l251.000.69080.69080.6983250.0010350.80
702006.12.10 22:00sell261.000.68590.68840.6759
712006.12.11 01:38modify261.000.68590.68590.6759
722006.12.11 02:40s/l261.000.68590.68590.6759-5.4010345.40
732006.12.11 22:00buy271.000.68860.68610.6986
742006.12.12 09:28modify271.000.68860.68860.6986
752006.12.12 13:39s/l271.000.68860.68860.69865.2010350.60
762006.12.14 12:00sell281.000.68680.68930.6768
772006.12.14 14:03s/l281.000.68930.68930.6768-250.0010100.60
782006.12.18 02:00buy291.000.69060.68810.7006
792006.12.19 08:30modify291.000.69060.69060.7006
802006.12.19 18:28modify291.000.69060.69310.7006
812006.12.20 03:40modify291.000.69060.69560.7006
822006.12.20 16:30s/l291.000.69560.69560.7006510.4010611.00
832006.12.21 05:00sell301.000.69520.69770.6852
842006.12.21 23:40s/l301.000.69770.69770.6852-250.0010361.00
852007.01.03 12:00sell311.000.70360.70610.6936
862007.01.03 13:29s/l311.000.70610.70610.6936-250.0010111.00
872007.01.03 23:00buy321.000.70810.70560.7181
882007.01.04 00:19s/l321.000.70560.70560.7181-234.409876.60
892007.01.04 01:00sell331.000.70510.70760.6951
902007.01.04 06:39modify331.000.70510.70510.6951
912007.01.04 07:39s/l331.000.70510.70510.69510.009876.60
922007.01.09 01:00buy341.000.69300.69050.7030
932007.01.09 16:27s/l341.000.69050.69050.7030-250.009626.60
942007.01.10 09:00sell351.000.69010.69260.6801
952007.01.10 10:14modify351.000.69010.69010.6801
962007.01.11 09:00s/l351.000.69010.69010.6801-16.209610.40
972007.01.11 13:00buy361.000.69170.68920.7017
982007.01.11 22:28s/l361.000.68920.68920.7017-250.009360.40
992007.01.16 23:00sell371.000.68980.69230.6798
1002007.01.17 10:40s/l371.000.69230.69230.6798-255.409105.00
1012007.01.18 04:00buy381.000.69420.69170.7042
1022007.01.18 20:19modify381.000.69420.69420.7042
1032007.01.19 00:48s/l381.000.69420.69420.70425.209110.20
1042007.01.24 07:00sell391.000.69670.69920.6867
1052007.01.24 09:42s/l391.000.69920.69920.6867-250.008860.20
1062007.01.25 03:00buy401.000.70030.69780.7103
1072007.01.25 07:23modify401.000.70030.70030.7103
1082007.01.25 10:13s/l401.000.70030.70030.71030.008860.20
1092007.01.25 21:00sell411.000.69640.69890.6864
1102007.01.26 08:43modify411.000.69640.69640.6864
1112007.01.26 08:47s/l411.000.69640.69640.6864-5.408854.80
1122007.01.30 07:00buy421.000.69840.69590.7084
1132007.01.30 08:38s/l421.000.69590.69590.7084-250.008604.80
1142007.01.30 10:00sell431.000.69330.69580.6833
1152007.01.30 10:39s/l431.000.69580.69580.6833-250.008354.80
1162007.02.05 04:00buy441.000.68430.68180.6943
1172007.02.05 11:37s/l441.000.68180.68180.6943-250.008104.80
1182007.02.06 12:00sell451.000.68180.68430.6718
1192007.02.06 13:29modify451.000.68180.68180.6718
1202007.02.06 19:37s/l451.000.68180.68180.67180.008104.80
1212007.02.07 11:00buy461.000.68310.68060.6931
1222007.02.07 16:12modify461.000.68310.68310.6931
1232007.02.07 22:39modify461.000.68310.68560.6931
1242007.02.08 10:28s/l461.000.68560.68560.6931265.608370.40
1252007.02.08 23:00sell471.000.68380.68630.6738
1262007.02.09 01:12s/l471.000.68630.68630.6738-255.408115.00
1272007.02.09 03:00buy481.000.68570.68320.6957
1282007.02.09 07:19s/l481.000.68320.68320.6957-250.007865.00
1292007.02.09 08:00sell491.000.68100.68350.6710
1302007.02.09 08:38s/l491.000.68350.68350.6710-250.007615.00
1312007.02.12 05:00buy501.000.68530.68280.6953
1322007.02.12 21:38s/l501.000.68280.68280.6953-250.007365.00
1332007.02.12 23:00sell511.000.68270.68520.6727
1342007.05.08 02:00s/l511.000.68520.68520.6727-709.006656.00
1352007.05.08 03:00buy521.000.73900.73650.7490
1362007.05.08 03:00close521.000.73860.73650.7490-40.006616.00
1372007.05.08 03:01buy531.000.73900.73650.7490
1382007.05.08 03:01close531.000.73860.73650.7490-40.006576.00
1392007.05.08 03:02buy541.000.73900.73650.7490
1402007.05.08 03:03close541.000.73860.73650.7490-40.006536.00
1412007.05.08 03:03buy551.000.73900.73650.7490
1422007.05.08 03:05close551.000.73860.73650.7490-40.006496.00
1432007.05.11 15:00buy561.000.73410.73160.7441
1442007.05.16 21:00close561.000.73280.73160.7441-114.406381.60
1452007.05.21 06:00buy571.000.73110.72860.7411
1462007.05.21 10:29s/l571.000.72860.72860.7411-250.006131.60
1472007.05.21 11:00sell581.000.72810.73060.7181
1482007.05.21 18:28s/l581.000.73060.73060.7181-250.005881.60
1492007.05.23 13:00buy591.000.73040.72790.7404
1502007.05.23 22:40s/l591.000.72790.72790.7404-250.005631.60
1512007.05.24 08:00sell601.000.72710.72960.7171
1522007.05.24 15:28modify601.000.72710.72710.7171
1532007.05.25 05:40s/l601.000.72710.72710.7171-5.405626.20
1542007.05.28 09:00buy611.000.72670.72420.7367
1552007.05.30 13:38modify611.000.72670.72670.7367
1562007.05.31 08:05modify611.000.72670.72920.7367
1572007.05.31 12:19modify611.000.72670.73170.7367
1582007.05.31 12:36t/p611.000.73670.73170.73671026.006652.20
1592007.06.07 22:00sell621.000.75020.75270.7402
1602007.06.07 23:21s/l621.000.75270.75270.7402-250.006402.20
1612007.06.08 03:00buy631.000.75470.75220.7647
1622007.06.08 06:13s/l631.000.75220.75220.7647-250.006152.20
1632007.06.08 08:00sell641.000.75130.75380.7413
1642007.06.08 12:26s/l641.000.75380.75380.7413-250.005902.20
1652007.06.08 15:00buy651.000.75620.75370.7662
1662007.06.11 02:57s/l651.000.75370.75370.7662-244.805657.40
1672007.06.11 08:00sell661.000.74920.75170.7392
1682007.06.11 19:11s/l661.000.75170.75170.7392-250.005407.40
1692007.06.14 10:00buy671.000.75200.74950.7620
1702007.06.14 12:12s/l671.000.74950.74950.7620-250.005157.40
1712007.06.14 22:00sell681.000.74970.75220.7397
1722007.06.15 00:21s/l681.000.75220.75220.7397-255.404902.00
1732007.06.26 01:00sell691.000.76450.76700.7545
1742007.06.26 03:58s/l691.000.76700.76700.7545-250.004652.00
1752007.06.27 01:00sell701.000.76450.76700.7545
1762007.06.27 06:28modify701.000.76450.76450.7545
1772007.06.27 08:48modify701.000.76450.76200.7545
1782007.06.27 11:30s/l701.000.76200.76200.7545250.004902.00
1792007.06.28 06:00buy711.000.76470.76220.7747
1802007.06.28 08:28modify711.000.76470.76470.7747
1812007.06.28 10:58modify711.000.76470.76720.7747
1822007.06.29 08:03modify711.000.76470.76970.7747
1832007.06.29 18:23s/l711.000.76970.76970.7747505.205407.20
1842007.07.06 05:00sell721.000.78200.78450.7720
1852007.07.06 13:08s/l721.000.78450.78450.7720-250.005157.20
1862007.07.06 18:00sell731.000.78090.78340.7709
1872007.07.06 19:59close at stop731.000.78100.78340.7709-10.005147.20