Strategy Tester Report
Hans123MVkofipoledni.TSL
| Symbol | GBPUSDm (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Minute (M1) 2006.07.12 21:29 - 2006.08.17 22:38 | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | data="/CPI/"; Start1=14; min=":25"; Length=0.1; EOD=22; Pips=5; StopLoss=35; BEpips=5; BreakEven=20; TrailingStopStep1=20; TrailingStopStep2=15; TrailingStopStep3=8; TakeProfit=200; Lots=1; AccountIsMicro=false; MM=false; Risk=0.02; UpTrend=true; DownTrend=true; | ||||
| Bars in test | 32768 | Ticks modelled | 169197 | Modelling quality | 24.92% |
| Initial deposit | 1000.00 | ||||
| Total net profit | 434.00 | Gross profit | 800.00 | Gross loss | -366.00 |
| Profit factor | 2.19 | Expected payoff | 20.67 | ||
| Absolute drawdown | 57.00 | Maximal drawdown (%) | 106.00 (9.3%) | ||
| Total trades | 21 | Short positions (won %) | 11 (9.09%) | Long positions (won %) | 10 (30.00%) |
| Profit trades (% of total) | 4 (19.05%) | Loss trades (% of total) | 17 (80.95%) | ||
| Largest | profit trade | 200.00 | loss trade | -29.00 | |
| Average | profit trade | 200.00 | loss trade | -21.53 | |
| Maximum | consecutive wins (profit in money) | 1 (200.00) | consecutive losses (loss in money) | 5 (-106.00) | |
| Maximal | consecutive profit (count of wins) | 200.00 (1) | consecutive loss (count of losses) | -106.00 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.07.13 14:25 | buy stop | 1 | 1.00 | 1.8416 | 1.8398 | 1.8616 | ||
| 2 | 2006.07.13 14:25 | sell stop | 2 | 1.00 | 1.8398 | 1.8416 | 1.8198 | ||
| 3 | 2006.07.13 14:30 | buy | 1 | 1.00 | 1.8416 | 1.8398 | 1.8616 | ||
| 4 | 2006.07.13 17:18 | sell | 2 | 1.00 | 1.8398 | 1.8416 | 1.8198 | ||
| 5 | 2006.07.13 17:18 | s/l | 1 | 1.00 | 1.8398 | 1.8398 | 1.8616 | -18.00 | 982.00 |
| 6 | 2006.07.13 18:12 | s/l | 2 | 1.00 | 1.8416 | 1.8416 | 1.8198 | -18.00 | 964.00 |
| 7 | 2006.07.14 14:25 | buy stop | 3 | 1.00 | 1.8433 | 1.8412 | 1.8633 | ||
| 8 | 2006.07.14 14:25 | sell stop | 4 | 1.00 | 1.8412 | 1.8433 | 1.8212 | ||
| 9 | 2006.07.14 14:30 | buy | 3 | 1.00 | 1.8433 | 1.8412 | 1.8633 | ||
| 10 | 2006.07.14 14:51 | sell | 4 | 1.00 | 1.8412 | 1.8433 | 1.8212 | ||
| 11 | 2006.07.14 14:55 | s/l | 3 | 1.00 | 1.8412 | 1.8412 | 1.8633 | -21.00 | 943.00 |
| 12 | 2006.07.17 11:25 | t/p | 4 | 1.00 | 1.8212 | 1.8433 | 1.8212 | 200.00 | 1143.00 |
| 13 | 2006.07.17 14:25 | buy stop | 5 | 1.00 | 1.8223 | 1.8200 | 1.8423 | ||
| 14 | 2006.07.17 14:25 | sell stop | 6 | 1.00 | 1.8200 | 1.8223 | 1.8000 | ||
| 15 | 2006.07.17 14:34 | sell | 6 | 1.00 | 1.8200 | 1.8223 | 1.8000 | ||
| 16 | 2006.07.18 09:24 | s/l | 6 | 1.00 | 1.8223 | 1.8223 | 1.8000 | -23.00 | 1120.00 |
| 17 | 2006.07.18 09:24 | buy | 5 | 1.00 | 1.8223 | 1.8200 | 1.8423 | ||
| 18 | 2006.07.18 14:25 | sell stop | 7 | 1.00 | 1.8282 | 1.8299 | 1.8082 | ||
| 19 | 2006.07.18 14:30 | sell | 7 | 1.00 | 1.8282 | 1.8299 | 1.8082 | ||
| 20 | 2006.07.18 14:30 | s/l | 7 | 1.00 | 1.8299 | 1.8299 | 1.8082 | -17.00 | 1103.00 |
| 21 | 2006.07.18 14:30 | sell stop | 8 | 1.00 | 1.8282 | 1.8299 | 1.8082 | ||
| 22 | 2006.07.18 14:31 | sell | 8 | 1.00 | 1.8282 | 1.8299 | 1.8082 | ||
| 23 | 2006.07.18 14:34 | s/l | 8 | 1.00 | 1.8299 | 1.8299 | 1.8082 | -17.00 | 1086.00 |
| 24 | 2006.07.18 14:34 | sell stop | 9 | 1.00 | 1.8282 | 1.8305 | 1.8082 | ||
| 25 | 2006.07.18 15:00 | sell | 9 | 1.00 | 1.8282 | 1.8305 | 1.8082 | ||
| 26 | 2006.07.18 15:04 | s/l | 9 | 1.00 | 1.8305 | 1.8305 | 1.8082 | -23.00 | 1063.00 |
| 27 | 2006.07.19 14:25 | sell stop | 10 | 1.00 | 1.8258 | 1.8284 | 1.8058 | ||
| 28 | 2006.07.19 14:30 | sell | 10 | 1.00 | 1.8258 | 1.8284 | 1.8058 | ||
| 29 | 2006.07.19 16:00 | s/l | 10 | 1.00 | 1.8284 | 1.8284 | 1.8058 | -26.00 | 1037.00 |
| 30 | 2006.07.19 18:59 | t/p | 5 | 1.00 | 1.8423 | 1.8200 | 1.8423 | 200.00 | 1237.00 |
| 31 | 2006.07.20 14:25 | sell stop | 11 | 1.00 | 1.8501 | 1.8521 | 1.8301 | ||
| 32 | 2006.07.20 14:25 | buy stop | 12 | 1.00 | 1.8521 | 1.8501 | 1.8721 | ||
| 33 | 2006.07.20 14:29 | sell | 11 | 1.00 | 1.8501 | 1.8521 | 1.8301 | ||
| 34 | 2006.07.21 09:14 | s/l | 11 | 1.00 | 1.8521 | 1.8521 | 1.8301 | -20.00 | 1217.00 |
| 35 | 2006.07.21 09:14 | buy | 12 | 1.00 | 1.8521 | 1.8501 | 1.8721 | ||
| 36 | 2006.07.21 14:25 | sell stop | 13 | 1.00 | 1.8562 | 1.8587 | 1.8362 | ||
| 37 | 2006.07.21 15:40 | sell | 13 | 1.00 | 1.8562 | 1.8587 | 1.8362 | ||
| 38 | 2006.07.21 16:06 | s/l | 13 | 1.00 | 1.8587 | 1.8587 | 1.8362 | -25.00 | 1192.00 |
| 39 | 2006.07.24 09:23 | s/l | 12 | 1.00 | 1.8501 | 1.8501 | 1.8721 | -20.00 | 1172.00 |
| 40 | 2006.07.24 14:25 | buy stop | 14 | 1.00 | 1.8555 | 1.8535 | 1.8755 | ||
| 41 | 2006.07.24 14:25 | sell stop | 15 | 1.00 | 1.8535 | 1.8555 | 1.8335 | ||
| 42 | 2006.07.24 15:02 | sell | 15 | 1.00 | 1.8535 | 1.8555 | 1.8335 | ||
| 43 | 2006.07.27 07:22 | s/l | 15 | 1.00 | 1.8555 | 1.8555 | 1.8335 | -20.00 | 1152.00 |
| 44 | 2006.07.27 07:22 | buy | 14 | 1.00 | 1.8555 | 1.8535 | 1.8755 | ||
| 45 | 2006.07.27 14:25 | sell stop | 16 | 1.00 | 1.8600 | 1.8620 | 1.8400 | ||
| 46 | 2006.07.27 14:30 | sell | 16 | 1.00 | 1.8600 | 1.8620 | 1.8400 | ||
| 47 | 2006.07.27 14:58 | s/l | 16 | 1.00 | 1.8620 | 1.8620 | 1.8400 | -20.00 | 1132.00 |
| 48 | 2006.07.28 14:25 | sell stop | 17 | 1.00 | 1.8542 | 1.8562 | 1.8342 | ||
| 49 | 2006.08.01 19:09 | t/p | 14 | 1.00 | 1.8755 | 1.8535 | 1.8755 | 200.00 | 1332.00 |
| 50 | 2006.08.02 14:25 | buy stop | 18 | 1.00 | 1.8778 | 1.8755 | 1.8978 | ||
| 51 | 2006.08.02 15:20 | buy | 18 | 1.00 | 1.8778 | 1.8755 | 1.8978 | ||
| 52 | 2006.08.02 17:05 | s/l | 18 | 1.00 | 1.8755 | 1.8755 | 1.8978 | -23.00 | 1309.00 |
| 53 | 2006.08.03 14:27 | buy | 19 | 1.00 | 1.8870 | 1.8841 | 1.9065 | ||
| 54 | 2006.08.03 17:59 | s/l | 19 | 1.00 | 1.8841 | 1.8841 | 1.9065 | -29.00 | 1280.00 |
| 55 | 2006.08.04 14:25 | buy stop | 20 | 1.00 | 1.8932 | 1.8910 | 1.9132 | ||
| 56 | 2006.08.04 14:28 | buy | 20 | 1.00 | 1.8932 | 1.8910 | 1.9132 | ||
| 57 | 2006.08.08 20:16 | t/p | 20 | 1.00 | 1.9132 | 1.8910 | 1.9132 | 200.00 | 1480.00 |
| 58 | 2006.08.09 14:27 | buy | 21 | 1.00 | 1.9092 | 1.9068 | 1.9287 | ||
| 59 | 2006.08.09 19:37 | s/l | 21 | 1.00 | 1.9068 | 1.9068 | 1.9287 | -24.00 | 1456.00 |
| 60 | 2006.08.10 14:26 | buy | 22 | 1.00 | 1.9050 | 1.9028 | 1.9246 | ||
| 61 | 2006.08.10 14:32 | s/l | 22 | 1.00 | 1.9028 | 1.9028 | 1.9246 | -22.00 | 1434.00 |
| 62 | 2006.08.10 14:32 | buy stop | 23 | 1.00 | 1.9046 | 1.9026 | 1.9246 | ||