Strategy Tester Report
i_Trend_Cross

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2007.01.02 01:00 - 2007.05.25 00:00 (2007.01.01 - 2007.05.25)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersEvaluate_Interval=-1; x=0.0001; Bands_Mode_0_2=0; Power_Price_0_6=1; Price_Type_0_3=0; Bands_Period=36; Bands_Deviation=8; Power_Period=9; Lots=1; TP=102; SL=50; TS_Trigger=15; TS_Mode=2; TS_Sensitivity=5; TS_DynamicFactor=0.9; Enable_Alert=false;
Bars in test14779Ticks modelled492569Modelling quality90.00%
Initial deposit10000.00
Total net profit2981.90Gross profit5280.00Gross loss-2298.10
Profit factor2.30Expected payoff78.47
Absolute drawdown640.00Maximal drawdown1298.10 (9.47%)Relative drawdown9.47% (1298.10)
Total trades38Short positions (won %)19 (78.95%)Long positions (won %)19 (26.32%)
Profit trades (% of total)20 (52.63%)Loss trades (% of total)18 (47.37%)
Largestprofit trade1020.00loss trade-498.10
Averageprofit trade264.00loss trade-127.67
Maximumconsecutive wins (profit in money)5 (520.00)consecutive losses (loss in money)3 (-400.00)
Maximalconsecutive profit (count of wins)1020.00 (1)consecutive loss (count of losses)-628.10 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12007.01.11 11:45buy11.001.94051.93551.9507
22007.01.11 12:00close11.001.93911.93551.9507-140.009860.00
32007.01.11 12:00sell21.001.93911.94411.9289
42007.01.11 13:45modify21.001.93911.93891.9289
52007.01.11 14:00s/l21.001.93891.93891.928920.009880.00
62007.01.11 14:15buy31.001.95191.94691.9621
72007.01.11 14:17modify31.001.95191.94891.9621
82007.01.11 14:30close31.001.94971.94891.9621-220.009660.00
92007.01.11 14:30sell41.001.94971.95471.9395
102007.01.11 15:38modify41.001.94971.95421.9395
112007.01.11 15:47modify41.001.94971.95151.9395
122007.01.11 16:00modify41.001.94971.94971.9395
132007.01.11 16:30modify41.001.94971.94781.9395
142007.01.11 17:00modify41.001.94971.94681.9395
152007.01.11 17:15modify41.001.94971.94351.9395
162007.01.11 17:15t/p41.001.93951.94351.93951020.0010680.00
172007.01.25 10:30buy51.001.97331.96831.9835
182007.01.25 10:45close51.001.97221.96831.9835-110.0010570.00
192007.01.25 10:45sell61.001.97221.97721.9620
202007.01.25 11:00modify61.001.97221.97301.9620
212007.01.25 11:15modify61.001.97221.97101.9620
222007.01.25 11:45modify61.001.97221.97041.9620
232007.01.25 12:00modify61.001.97221.96971.9620
242007.01.25 12:45s/l61.001.96971.96971.9620250.0010820.00
252007.02.14 09:45buy71.001.95101.94601.9612
262007.02.14 10:00close71.001.95081.94601.9612-20.0010800.00
272007.02.14 10:00sell81.001.95081.95581.9406
282007.02.14 12:30modify81.001.95081.95351.9406
292007.02.14 12:35s/l81.001.95351.95351.9406-270.0010530.00
302007.02.19 01:00buy91.001.95461.94961.9648
312007.02.19 01:15close91.001.95351.94961.9648-110.0010420.00
322007.02.19 01:15sell101.001.95351.95851.9433
332007.02.19 10:12modify101.001.95351.95431.9433
342007.02.19 10:20modify101.001.95351.95241.9433
352007.02.19 10:48modify101.001.95351.95161.9433
362007.02.19 11:05s/l101.001.95161.95161.9433190.0010610.00
372007.03.19 10:15buy111.001.94451.93951.9547
382007.03.19 10:30close111.001.94401.93951.9547-50.0010560.00
392007.03.19 10:30sell121.001.94401.94901.9338
402007.03.19 12:18modify121.001.94401.94401.9338
412007.03.19 13:24s/l121.001.94401.94401.93380.0010560.00
422007.03.21 09:00buy131.001.96341.95841.9736
432007.03.21 09:15close131.001.96271.95841.9736-70.0010490.00
442007.03.21 09:15sell141.001.96271.96771.9525
452007.03.21 11:30modify141.001.96271.96241.9525
462007.03.21 11:45modify141.001.96271.95871.9525
472007.03.21 11:53s/l141.001.95871.95871.9525400.0010890.00
482007.03.21 20:30buy151.001.96461.95961.9748
492007.03.21 20:32modify151.001.96461.96301.9748
502007.03.21 20:45modify151.001.96461.96531.9748
512007.03.21 21:00modify151.001.96461.96701.9748
522007.03.21 21:00close151.001.96861.96701.9748400.0011290.00
532007.03.21 21:00sell161.001.96861.97361.9584
542007.03.21 21:03modify161.001.96861.97041.9584
552007.03.21 21:15modify161.001.96861.96771.9584
562007.03.21 21:28s/l161.001.96771.96771.958490.0011380.00
572007.03.22 11:30buy171.001.97161.96661.9818
582007.03.22 11:45close171.001.97021.96661.9818-140.0011240.00
592007.03.22 11:45sell181.001.97021.97521.9600
602007.03.22 13:16modify181.001.97021.97251.9600
612007.03.22 13:46modify181.001.97021.97091.9600
622007.03.22 14:15modify181.001.97021.96951.9600
632007.03.22 14:25s/l181.001.96951.96951.960070.0011310.00
642007.03.30 05:45buy191.001.96371.95871.9739
652007.03.30 06:15close191.001.96361.95871.9739-10.0011300.00
662007.03.30 06:15sell201.001.96361.96861.9534
672007.03.30 10:18modify201.001.96361.96361.9534
682007.03.30 10:31modify201.001.96361.96111.9534
692007.03.30 10:45modify201.001.96361.95931.9534
702007.03.30 11:00modify201.001.96361.95751.9534
712007.03.30 11:18s/l201.001.95751.95751.9534610.0011910.00
722007.03.30 18:30buy211.001.97071.96571.9809
732007.03.30 18:45close211.001.97051.96571.9809-20.0011890.00
742007.03.30 18:45sell221.001.97051.97551.9603
752007.03.30 18:55modify221.001.97051.97391.9603
762007.03.30 19:00modify221.001.97051.97031.9603
772007.03.30 21:45modify221.001.97051.96961.9603
782007.03.30 22:00modify221.001.97051.96861.9603
792007.03.30 23:49s/l221.001.96861.96861.9603190.0012080.00
802007.04.03 10:15buy231.001.98191.97691.9921
812007.04.03 10:30close231.001.98191.97691.99210.0012080.00
822007.04.03 10:30sell241.001.98191.98691.9717
832007.04.03 10:39modify241.001.98191.98331.9717
842007.04.03 10:46modify241.001.98191.98161.9717
852007.04.03 11:00modify241.001.98191.97971.9717
862007.04.03 11:47s/l241.001.97971.97971.9717220.0012300.00
872007.04.11 05:00buy251.001.97591.97091.9861
882007.04.11 05:07modify251.001.97591.97471.9861
892007.04.11 05:15close251.001.97641.97471.986150.0012350.00
902007.04.11 05:15sell261.001.97641.98141.9662
912007.04.11 07:06modify261.001.97641.97651.9662
922007.04.11 07:15modify261.001.97641.97581.9662
932007.04.11 07:38s/l261.001.97581.97581.966260.0012410.00
942007.04.17 11:45buy271.001.99951.99452.0097
952007.04.17 12:00close271.001.99891.99452.0097-60.0012350.00
962007.04.17 12:00sell281.001.99892.00391.9887
972007.04.17 12:27modify281.001.99892.00161.9887
982007.04.17 13:23s/l281.002.00162.00161.9887-270.0012080.00
992007.04.18 11:45buy291.002.01222.00722.0224
1002007.04.18 12:00close291.002.01222.00722.02240.0012080.00
1012007.04.18 12:00sell301.002.01222.01722.0020
1022007.04.18 13:38modify301.002.01222.01242.0020
1032007.04.18 14:30modify301.002.01222.00982.0020
1042007.04.18 15:00modify301.002.01222.00742.0020
1052007.04.18 15:15modify301.002.01222.00542.0020
1062007.04.18 15:35t/p301.002.00202.00542.00201020.0013100.00
1072007.04.20 09:15buy311.002.00612.00112.0163
1082007.04.20 09:30close311.002.00572.00112.0163-40.0013060.00
1092007.04.20 09:30sell321.002.00572.01071.9955
1102007.04.20 10:42modify321.002.00572.00621.9955
1112007.04.20 10:45modify321.002.00572.00481.9955
1122007.04.20 11:45modify321.002.00572.00241.9955
1132007.04.20 12:07s/l321.002.00242.00241.9955330.0013390.00
1142007.05.01 10:00buy331.002.00281.99782.0130
1152007.05.01 10:15close331.002.00211.99782.0130-70.0013320.00
1162007.05.01 10:15sell341.002.00212.00711.9919
1172007.05.01 10:31modify341.002.00212.00281.9919
1182007.05.01 11:52s/l341.002.00282.00281.9919-70.0013250.00
1192007.05.04 15:45buy351.001.98961.98461.9998
1202007.05.04 15:58modify351.001.98961.98821.9998
1212007.05.04 16:00modify351.001.98961.99021.9998
1222007.05.04 16:15close351.001.99101.99021.9998140.0013390.00
1232007.05.04 16:15sell361.001.99101.99601.9808
1242007.05.07 04:13s/l361.001.99601.99601.9808-498.1012891.90
1252007.05.18 09:30buy371.001.97581.97081.9860
1262007.05.18 09:45close371.001.97451.97081.9860-130.0012761.90
1272007.05.18 09:45sell381.001.97451.97951.9643
1282007.05.18 11:30modify381.001.97451.97621.9643
1292007.05.18 11:47modify381.001.97451.97451.9643
1302007.05.18 12:00modify381.001.97451.97231.9643
1312007.05.18 12:05s/l381.001.97231.97231.9643220.0012981.90