Strategy Tester Report
BreakOut SiFi Yen v3.6

 
Symbol AUDJPY (Australian Dollar vs Japanese Yen)
Period 1 Hour (H1) 2009.08.03 08:00 - 2009.12.08 23:00 (2009.08.03 - 2009.12.09)
Model Every tick (the most precise method based on all available least timeframes)
 
Bars in test 3050 Ticks modelled 4908267 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 10000.00        
Total net profit 20250.69 Gross profit 26444.83 Gross loss -6194.14
Profit factor 4.27 Expected payoff 595.61    
Absolute drawdown 293.49 Maximal drawdown 3199.96 (12.56%) Relative drawdown 18.19% (3093.84)
 
Total trades 34 Short positions (won %) 16 (93.75%) Long positions (won %) 18 (88.89%)
  Profit trades (% of total) 31 (91.18%) Loss trades (% of total) 3 (8.82%)
Largest profit trade 3564.48 loss trade -2680.13
Average profit trade 853.06 loss trade -2064.71
Maximum consecutive wins (profit in money) 13 (5682.39) consecutive losses (loss in money) 1 (-2680.13)
Maximal consecutive profit (count of wins) 10365.48 (11) consecutive loss (count of losses) -2680.13 (1)
Average consecutive wins 8 consecutive losses 1  

 
# Type Order Size Price S / L T / P Profit Balance
1 buy stop 1 0.90 80.45 0.00 0.00  
2 sell stop 2 0.90 79.79 0.00 0.00  
3 modify 1 0.90 80.45 79.35 80.85  
4 modify 2 0.90 79.79 80.89 79.39  
5 buy 1 0.90 80.45 79.35 80.85  
6 delete 2 0.90 79.79 80.89 79.39  
7 sell stop 3 0.90 79.35 0.00 0.00  
8 modify 3 0.90 79.35 80.45 77.85  
9 close 1 0.90 80.80 79.35 80.85 354.22 10354.22
10 delete 3 0.90 79.35 80.45 77.85  
11 buy stop 4 0.90 80.69 0.00 0.00  
12 sell stop 5 0.90 79.68 0.00 0.00  
13 modify 4 0.90 80.69 79.59 81.09  
14 modify 5 0.90 79.68 80.78 79.28  
15 delete 4 0.90 80.69 79.59 81.09  
16 delete 5 0.90 79.68 80.78 79.28  
17 buy stop 6 0.90 80.28 0.00 0.00  
18 sell stop 7 0.90 79.20 0.00 0.00  
19 modify 6 0.90 80.28 79.18 80.68  
20 modify 7 0.90 79.20 80.30 78.80  
21 buy 6 0.90 80.28 79.18 80.68  
22 delete 7 0.90 79.20 80.30 78.80  
23 sell stop 8 0.90 79.18 0.00 0.00  
24 modify 8 0.90 79.18 80.28 77.68  
25 close 6 0.90 80.63 79.18 80.68 354.20 10708.42
26 delete 8 0.90 79.18 80.28 77.68  
27 buy stop 9 0.90 81.80 0.00 0.00  
28 sell stop 10 0.90 80.74 0.00 0.00  
29 modify 9 0.90 81.80 80.70 82.20  
30 modify 10 0.90 80.74 81.84 80.34  
31 sell 10 0.90 80.74 81.84 80.34  
32 delete 9 0.90 81.80 80.70 82.20  
33 buy stop 11 0.90 81.84 0.00 0.00  
34 modify 11 0.90 81.84 80.74 83.34  
35 close 10 0.90 80.39 81.84 80.34 354.14 11062.56
36 delete 11 0.90 81.84 80.74 83.34  
37 buy stop 12 1.00 80.03 0.00 0.00  
38 sell stop 13 1.00 79.16 0.00 0.00  
39 modify 12 1.00 80.03 78.93 80.43  
40 modify 13 1.00 79.16 80.26 78.76  
41 sell 13 1.00 79.16 80.26 78.76  
42 delete 12 1.00 80.03 78.93 80.43  
43 buy stop 14 1.00 80.26 0.00 0.00  
44 modify 14 1.00 80.26 79.16 81.76  
45 t/p 13 1.00 78.76 80.26 78.76 449.69 11512.25
46 delete 14 1.00 80.26 79.16 81.76  
47 buy stop 15 1.00 80.65 0.00 0.00  
48 sell stop 16 1.00 79.27 0.00 0.00  
49 modify 15 1.00 80.65 79.55 81.05  
50 modify 16 1.00 79.27 80.37 78.87  
51 buy 15 1.00 80.65 79.55 81.05  
52 delete 16 1.00 79.27 80.37 78.87  
53 sell stop 17 1.00 79.55 0.00 0.00  
54 modify 17 1.00 79.55 80.65 78.05  
55 close 15 1.00 81.00 79.55 81.05 393.50 11905.75
56 delete 17 1.00 79.55 80.65 78.05  
57 buy stop 18 1.00 78.00 0.00 0.00  
58 sell stop 19 1.00 77.02 0.00 0.00  
59 modify 18 1.00 78.00 76.90 78.40  
60 modify 19 1.00 77.02 78.12 76.62  
61 buy 18 1.00 78.00 76.90 78.40  
62 delete 19 1.00 77.02 78.12 76.62  
63 sell stop 20 1.00 76.90 0.00 0.00  
64 modify 20 1.00 76.90 78.00 75.40  
65 t/p 18 1.00 78.40 76.90 78.40 449.72 12355.47
66 delete 20 1.00 76.90 78.00 75.40  
67 buy stop 21 1.10 78.95 0.00 0.00  
68 sell stop 22 1.10 77.50 0.00 0.00  
69 modify 21 1.10 78.95 77.85 79.35  
70 modify 22 1.10 77.50 78.60 77.10  
71 sell 22 1.10 77.50 78.60 77.10  
72 delete 21 1.10 78.95 77.85 79.35  
73 buy stop 23 1.10 78.60 0.00 0.00  
74 modify 23 1.10 78.60 77.50 80.10  
75 t/p 22 1.10 77.10 78.60 77.10 494.61 12850.08
76 delete 23 1.10 78.60 77.50 80.10  
77 buy stop 24 1.10 78.29 0.00 0.00  
78 sell stop 25 1.10 77.18 0.00 0.00  
79 modify 24 1.10 78.29 77.19 78.69  
80 modify 25 1.10 77.18 78.28 76.78  
81 buy 24 1.10 78.29 77.19 78.69  
82 delete 25 1.10 77.18 78.28 76.78  
83 sell stop 26 1.10 77.19 0.00 0.00  
84 modify 26 1.10 77.19 78.29 75.69  
85 close 24 1.10 78.64 77.19 78.69 432.87 13282.95
86 delete 26 1.10 77.19 78.29 75.69  
87 buy stop 27 1.10 79.94 0.00 0.00  
88 sell stop 28 1.10 78.81 0.00 0.00  
89 modify 27 1.10 79.94 78.84 80.34  
90 modify 28 1.10 78.81 79.91 78.41  
91 sell 28 1.10 78.81 79.91 78.41  
92 delete 27 1.10 79.94 78.84 80.34  
93 buy stop 29 1.10 79.91 0.00 0.00  
94 modify 29 1.10 79.91 78.81 81.41  
95 t/p 28 1.10 78.41 79.91 78.41 494.67 13777.62
96 delete 29 1.10 79.91 78.81 81.41  
97 buy stop 30 1.20 79.85 0.00 0.00  
98 sell stop 31 1.20 78.08 0.00 0.00  
99 modify 30 1.20 79.85 78.75 80.25  
100 modify 31 1.20 78.08 79.18 77.68  
101 sell 31 1.20 78.08 79.18 77.68  
102 delete 30 1.20 79.85 78.75 80.25  
103 buy stop 32 1.20 79.18 0.00 0.00  
104 modify 32 1.20 79.18 78.08 80.68  
105 close 31 1.20 77.73 79.18 77.68 442.97 14220.59
106 delete 32 1.20 79.18 78.08 80.68  
107 buy stop 33 1.20 78.86 0.00 0.00  
108 sell stop 34 1.20 77.57 0.00 0.00  
109 modify 33 1.20 78.86 77.76 79.26  
110 modify 34 1.20 77.57 78.67 77.17  
111 delete 33 1.20 78.86 77.76 79.26  
112 delete 34 1.20 77.57 78.67 77.17  
113 buy stop 35 1.20 78.64 0.00 0.00  
114 sell stop 36 1.20 76.27 0.00 0.00  
115 modify 35 1.20 78.64 77.54 79.04  
116 modify 36 1.20 76.27 77.37 75.87  
117 delete 35 1.20 78.64 77.54 79.04  
118 delete 36 1.20 76.27 77.37 75.87  
119 buy stop 37 1.20 77.34 0.00 0.00  
120 sell stop 38 1.20 76.50 0.00 0.00  
121 modify 37 1.20 77.34 76.24 77.74  
122 modify 38 1.20 76.50 77.60 76.10  
123 buy 37 1.20 77.34 76.24 77.74  
124 delete 38 1.20 76.50 77.60 76.10  
125 sell stop 39 1.20 76.24 0.00 0.00  
126 modify 39 1.20 76.24 77.34 74.74  
127 close 37 1.20 77.69 76.24 77.74 472.21 14692.80
128 delete 39 1.20 76.24 77.34 74.74  
129 buy stop 40 1.30 79.81 0.00 0.00  
130 sell stop 41 1.30 79.32 0.00 0.00  
131 modify 40 1.30 79.81 78.71 80.21  
132 modify 41 1.30 79.32 80.42 78.92  
133 sell 41 1.30 79.32 80.42 78.92  
134 delete 40 1.30 79.81 78.71 80.21  
135 buy stop 42 1.30 80.42 0.00 0.00  
136 modify 42 1.30 80.42 79.32 81.92  
137 close 41 1.30 78.97 80.42 78.92 469.38 15162.18
138 delete 42 1.30 80.42 79.32 81.92  
139 buy stop 43 1.30 78.52 0.00 0.00  
140 sell stop 44 1.30 77.85 0.00 0.00  
141 modify 43 1.30 78.52 77.42 78.92  
142 modify 44 1.30 77.85 78.95 77.45  
143 buy 43 1.30 78.52 77.42 78.92  
144 delete 44 1.30 77.85 78.95 77.45  
145 sell stop 45 1.30 77.42 0.00 0.00  
146 modify 45 1.30 77.42 78.52 75.92  
147 close 43 1.30 78.87 77.42 78.92 520.21 15682.39
148 delete 45 1.30 77.42 78.52 75.92  
149 buy stop 46 1.40 79.70 0.00 0.00  
150 sell stop 47 1.40 78.68 0.00 0.00  
151 modify 46 1.40 79.70 78.60 80.10  
152 modify 47 1.40 78.68 79.78 78.28  
153 buy 46 1.40 79.70 78.60 80.10  
154 delete 47 1.40 78.68 79.78 78.28  
155 sell stop 48 1.40 78.60 0.00 0.00  
156 modify 48 1.40 78.60 79.70 77.10  
157 s/l 46 1.40 78.60 78.60 80.10 -1658.67 14023.72
158 sell 48 1.40 78.60 79.70 77.10  
159 close 48 1.40 77.16 79.70 77.10 2255.31 16279.03
160 sell stop 49 1.40 77.23 0.00 0.00  
161 buy 50 1.40 78.59 0.00 0.00  
162 modify 49 1.40 77.23 78.33 76.83  
163 modify 50 1.40 78.59 77.49 78.99  
164 delete 49 1.40 77.23 78.33 76.83  
165 sell stop 51 1.40 77.49 0.00 0.00  
166 modify 51 1.40 77.49 78.59 75.99  
167 close 50 1.40 78.94 77.49 78.99 560.15 16839.19
168 delete 51 1.40 77.49 78.59 75.99  
169 buy stop 52 1.50 79.64 0.00 0.00  
170 sell stop 53 1.50 78.44 0.00 0.00  
171 modify 52 1.50 79.64 78.54 80.04  
172 modify 53 1.50 78.44 79.54 78.04  
173 delete 52 1.50 79.64 78.54 80.04  
174 delete 53 1.50 78.44 79.54 78.04  
175 buy stop 54 1.50 78.85 0.00 0.00  
176 sell stop 55 1.50 78.12 0.00 0.00  
177 modify 54 1.50 78.85 77.75 79.25  
178 modify 55 1.50 78.12 79.22 77.72  
179 sell 55 1.50 78.12 79.22 77.72  
180 delete 54 1.50 78.85 77.75 79.25  
181 buy stop 56 1.50 79.22 0.00 0.00  
182 modify 56 1.50 79.22 78.12 80.72  
183 s/l 55 1.50 79.22 79.22 77.72 -1855.33 14983.86
184 buy 56 1.50 79.22 78.12 80.72  
185 t/p 56 1.50 80.72 78.12 80.72 2579.70 17563.55
186 buy stop 57 1.50 81.67 0.00 0.00  
187 sell stop 58 1.50 81.12 0.00 0.00  
188 modify 57 1.50 81.67 80.57 82.07  
189 modify 58 1.50 81.12 82.22 80.72  
190 buy 57 1.50 81.67 80.57 82.07  
191 delete 58 1.50 81.12 82.22 80.72  
192 sell stop 59 1.50 80.57 0.00 0.00  
193 modify 59 1.50 80.57 81.67 79.07  
194 close 57 1.50 82.02 80.57 82.07 629.66 18193.21
195 delete 59 1.50 80.57 81.67 79.07  
196 buy stop 60 1.60 84.39 0.00 0.00  
197 sell stop 61 1.60 83.23 0.00 0.00  
198 modify 60 1.60 84.39 83.29 84.79  
199 modify 61 1.60 83.23 84.33 82.83  
200 delete 60 1.60 84.39 83.29 84.79  
201 delete 61 1.60 83.23 84.33 82.83  
202 buy stop 62 1.60 84.19 0.00 0.00  
203 sell stop 63 1.60 83.35 0.00 0.00  
204 modify 62 1.60 84.19 83.09 84.59  
205 modify 63 1.60 83.35 84.45 82.95  
206 buy 62 1.60 84.19 83.09 84.59  
207 delete 63 1.60 83.35 84.45 82.95  
208 sell stop 64 1.60 83.09 0.00 0.00  
209 modify 64 1.60 83.09 84.19 81.59  
210 close 62 1.60 84.54 83.09 84.59 629.90 18823.11
211 delete 64 1.60 83.09 84.19 81.59  
212 buy stop 65 1.70 84.95 0.00 0.00  
213 sell stop 66 1.70 83.89 0.00 0.00  
214 modify 65 1.70 84.95 83.85 85.35  
215 modify 66 1.70 83.89 84.99 83.49  
216 delete 65 1.70 84.95 83.85 85.35  
217 delete 66 1.70 83.89 84.99 83.49  
218 buy stop 67 1.70 84.88 0.00 0.00  
219 sell stop 68 1.70 84.00 0.00 0.00  
220 modify 67 1.70 84.88 83.78 85.28  
221 modify 68 1.70 84.00 85.10 83.60  
222 delete 67 1.70 84.88 83.78 85.28  
223 delete 68 1.70 84.00 85.10 83.60  
224 buy stop 69 1.70 84.50 0.00 0.00  
225 sell stop 70 1.70 83.24 0.00 0.00  
226 modify 69 1.70 84.50 83.40 84.90  
227 modify 70 1.70 83.24 84.34 82.84  
228 sell 70 1.70 83.24 84.34 82.84  
229 delete 69 1.70 84.50 83.40 84.90  
230 buy stop 71 1.70 84.34 0.00 0.00  
231 modify 71 1.70 84.34 83.24 85.84  
232 t/p 70 1.70 82.84 84.34 82.84 764.88 19587.99
233 delete 71 1.70 84.34 83.24 85.84  
234 buy stop 72 1.70 82.27 0.00 0.00  
235 sell stop 73 1.70 80.76 0.00 0.00  
236 modify 72 1.70 82.27 81.17 82.67  
237 modify 73 1.70 80.76 81.86 80.36  
238 buy 72 1.70 82.27 81.17 82.67  
239 delete 73 1.70 80.76 81.86 80.36  
240 sell stop 74 1.70 81.17 0.00 0.00  
241 modify 74 1.70 81.17 82.27 79.67  
242 t/p 72 1.70 82.67 81.17 82.67 765.04 20353.04
243 delete 74 1.70 81.17 82.27 79.67  
244 buy stop 75 1.80 82.48 0.00 0.00  
245 sell stop 76 1.80 81.00 0.00 0.00  
246 modify 75 1.80 82.48 81.38 82.88  
247 modify 76 1.80 81.00 82.10 80.60  
248 sell 76 1.80 81.00 82.10 80.60  
249 delete 75 1.80 82.48 81.38 82.88  
250 buy stop 77 1.80 82.10 0.00 0.00  
251 modify 77 1.80 82.10 81.00 83.60  
252 close 76 1.80 80.66 82.10 80.60 688.43 21041.47
253 delete 77 1.80 82.10 81.00 83.60  
254 buy stop 78 1.90 81.88 0.00 0.00  
255 sell stop 79 1.90 80.78 0.00 0.00  
256 modify 78 1.90 81.88 80.78 82.28  
257 modify 79 1.90 80.78 81.88 80.38  
258 buy 78 1.90 81.88 80.78 82.28  
259 delete 79 1.90 80.78 81.88 80.38  
260 sell stop 80 1.90 80.78 0.00 0.00  
261 modify 80 1.90 80.78 81.88 79.28  
262 t/p 78 1.90 82.28 80.78 82.28 855.04 21896.51
263 delete 80 1.90 80.78 81.88 79.28  
264 buy stop 81 1.90 83.25 0.00 0.00  
265 sell stop 82 1.90 81.87 0.00 0.00  
266 modify 81 1.90 83.25 82.15 83.65  
267 modify 82 1.90 81.87 82.97 81.47  
268 sell 82 1.90 81.87 82.97 81.47  
269 delete 81 1.90 83.25 82.15 83.65  
270 buy stop 83 1.90 82.97 0.00 0.00  
271 modify 83 1.90 82.97 81.87 84.47  
272 t/p 82 1.90 81.47 82.97 81.47 854.88 22751.39
273 delete 83 1.90 82.97 81.87 84.47  
274 buy stop 84 2.00 83.95 0.00 0.00  
275 sell stop 85 2.00 83.29 0.00 0.00  
276 modify 84 2.00 83.95 82.85 84.35  
277 modify 85 2.00 83.29 84.39 82.89  
278 sell 85 2.00 83.29 84.39 82.89  
279 delete 84 2.00 83.95 82.85 84.35  
280 buy stop 86 2.00 84.39 0.00 0.00  
281 modify 86 2.00 84.39 83.29 85.89  
282 t/p 85 2.00 82.89 84.39 82.89 786.64 23538.03
283 delete 86 2.00 84.39 83.29 85.89  
284 buy stop 87 2.10 83.33 0.00 0.00  
285 sell stop 88 2.10 82.52 0.00 0.00  
286 modify 87 2.10 83.33 82.23 83.73  
287 modify 88 2.10 82.52 83.62 82.12  
288 delete 87 2.10 83.33 82.23 83.73  
289 delete 88 2.10 82.52 83.62 82.12  
290 buy stop 89 2.10 83.28 0.00 0.00  
291 sell stop 90 2.10 82.40 0.00 0.00  
292 modify 89 2.10 83.28 82.18 83.68  
293 modify 90 2.10 82.40 83.50 82.00  
294 sell 90 2.10 82.40 83.50 82.00  
295 delete 89 2.10 83.28 82.18 83.68  
296 buy stop 91 2.10 83.50 0.00 0.00  
297 modify 91 2.10 83.50 82.40 85.00  
298 t/p 90 2.10 82.00 83.50 82.00 945.03 24483.06
299 delete 91 2.10 83.50 82.40 85.00  
300 buy stop 92 2.20 82.63 0.00 0.00  
301 sell stop 93 2.20 81.65 0.00 0.00  
302 modify 92 2.20 82.63 81.53 83.03  
303 modify 93 2.20 81.65 82.75 81.25  
304 sell 93 2.20 81.65 82.75 81.25  
305 delete 92 2.20 82.63 81.53 83.03  
306 buy stop 94 2.20 82.75 0.00 0.00  
307 modify 94 2.20 82.75 81.65 84.25  
308 close 93 2.20 81.30 82.75 81.25 866.28 25349.33
309 delete 94 2.20 82.75 81.65 84.25  
310 buy stop 95 2.20 81.92 0.00 0.00  
311 sell stop 96 2.20 80.88 0.00 0.00  
312 modify 95 2.20 81.92 80.82 82.32  
313 modify 96 2.20 80.88 81.98 80.48  
314 buy 95 2.20 81.92 80.82 82.32  
315 delete 96 2.20 80.88 81.98 80.48  
316 sell stop 97 2.20 80.82 0.00 0.00  
317 modify 97 2.20 80.82 81.92 79.32  
318 s/l 95 2.20 80.82 80.82 82.32 -2680.13 22669.20
319 sell 97 2.20 80.82 81.92 79.32  
320 close 97 2.20 79.38 81.92 79.32 3564.48 26233.68
321 buy stop 98 2.30 79.41 0.00 0.00  
322 sell stop 99 2.30 78.46 0.00 0.00  
323 modify 98 2.30 79.41 78.31 79.81  
324 modify 99 2.30 78.46 79.56 78.06  
325 buy 98 2.30 79.41 78.31 79.81  
326 delete 99 2.30 78.46 79.56 78.06  
327 sell stop 100 2.30 78.31 0.00 0.00  
328 modify 100 2.30 78.31 79.41 76.81  
329 close 98 2.30 79.76 78.31 79.81 905.90 27139.58
330 delete 100 2.30 78.31 79.41 76.81  
331 buy stop 101 2.40 80.63 0.00 0.00  
332 sell stop 102 2.40 79.80 0.00 0.00  
333 modify 101 2.40 80.63 79.53 81.03  
334 modify 102 2.40 79.80 80.90 79.40  
335 buy 101 2.40 80.63 79.53 81.03  
336 delete 102 2.40 79.80 80.90 79.40  
337 sell stop 103 2.40 79.53 0.00 0.00  
338 modify 103 2.40 79.53 80.63 78.03  
339 close 101 2.40 80.98 79.53 81.03 945.29 28084.87
340 delete 103 2.40 79.53 80.63 78.03  
341 buy stop 104 2.50 81.74 0.00 0.00  
342 sell stop 105 2.50 80.37 0.00 0.00  
343 modify 104 2.50 81.74 80.64 82.14  
344 modify 105 2.50 80.37 81.47 79.97  
345 buy 104 2.50 81.74 80.64 82.14  
346 delete 105 2.50 80.37 81.47 79.97  
347 sell stop 106 2.50 80.64 0.00 0.00  
348 modify 106 2.50 80.64 81.74 79.14  
349 t/p 104 2.50 82.14 80.64 82.14 1141.76 29226.63
350 delete 106 2.50 80.64 81.74 79.14  
351 buy stop 107 2.60 82.09 0.00 0.00  
352 sell stop 108 2.60 81.24 0.00 0.00  
353 modify 107 2.60 82.09 80.99 82.49  
354 modify 108 2.60 81.24 82.34 80.84  
355 sell 108 2.60 81.24 82.34 80.84  
356 delete 107 2.60 82.09 80.99 82.49  
357 buy stop 109 2.60 82.34 0.00 0.00  
358 modify 109 2.60 82.34 81.24 83.84  
359 close 108 2.60 80.89 82.34 80.84 1024.06 30250.69
360 delete 109 2.60 82.34 81.24 83.84