Strategy Tester Report
Firebird v63H02

SymbolGBPUSD (Great Britan vs US Dollar)
Period5 Minutes (M5) 2006.05.31 23:50 - 2006.07.20 03:10
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersMA_length=15; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.5; TakeProfit=20; Stoploss=60; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=10; TradeUntil3=23; TradeFrom4=0; TradeUntil4=0; SafeArea=40; Fast_Period=28; Fast_Price=1; Slow_Period=84; Slow_Price=1; DivergenceLimit=0.002; Use_V63D_Divergence=true; PipStep=21; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; GMT=0; DST=0; OpeningHour=14; ClosingHour=24; writelog=0;
Bars in test9964Ticks modelled204176Modelling quality63.73%
Initial deposit1000.00
Total net profit4276.00Gross profit6977.50Gross loss-2701.50
Profit factor2.58Expected payoff54.13
Absolute drawdown0.00Maximal drawdown600.00 (12.80%)Relative drawdown31.32% (501.50)
Total trades79Short positions (won %)31 (87.10%)Long positions (won %)48 (89.58%)
Profit trades (% of total)70 (88.61%)Loss trades (% of total)9 (11.39%)
Largestprofit trade101.50loss trade-301.50
Averageprofit trade99.68loss trade-300.17
Maximumconsecutive wins (profit in money)20 (1998.00)consecutive losses (loss in money)2 (-600.00)
Maximalconsecutive profit (count of wins)1998.00 (20)consecutive loss (count of losses)-600.00 (2)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.06.01 14:30buy10.501.86201.85601.8640
22006.06.01 15:19buy20.501.85991.85391.8619
32006.06.01 17:05t/p20.501.86191.85391.8619100.001100.00
42006.06.01 17:35t/p10.501.86401.85601.8640100.001200.00
52006.06.01 18:20sell30.501.86531.87131.8633
62006.06.01 18:52sell40.501.86741.87341.8654
72006.06.01 21:55t/p40.501.86541.87341.8654100.001300.00
82006.06.02 09:15t/p30.501.86331.87131.8633100.501400.50
92006.06.02 22:05sell50.501.88341.88941.8814
102006.06.05 15:38t/p50.501.88141.88941.8814100.501501.00
112006.06.05 15:50buy60.501.88101.87501.8830
122006.06.05 16:20buy70.501.87891.87291.8809
132006.06.05 21:11t/p70.501.88091.87291.8809100.001601.00
142006.06.05 21:40s/l60.501.87501.87501.8830-300.001301.00
152006.06.05 22:35buy80.501.87351.86751.8755
162006.06.06 09:44t/p80.501.87551.86751.875598.501399.50
172006.06.06 14:00buy90.501.86951.86351.8715
182006.06.06 15:54s/l90.501.86351.86351.8715-300.001099.50
192006.06.06 21:16buy100.501.86071.85471.8627
202006.06.07 04:17t/p100.501.86271.85471.862798.501198.00
212006.06.07 14:00sell110.501.86281.86881.8608
222006.06.07 14:30t/p110.501.86081.86881.8608100.001298.00
232006.06.07 17:00buy120.501.85521.84921.8572
242006.06.07 17:10t/p120.501.85721.84921.8572100.001398.00
252006.06.07 17:10buy130.501.85761.85161.8596
262006.06.07 18:20t/p130.501.85961.85161.8596100.001498.00
272006.06.09 16:05buy140.501.83951.83351.8415
282006.06.09 16:15t/p140.501.84151.83351.8415100.001598.00
292006.06.09 16:19buy150.501.83961.83361.8416
302006.06.09 16:19t/p150.501.84161.83361.8416100.001698.00
312006.06.09 16:44sell160.501.84451.85051.8425
322006.06.09 17:50t/p160.501.84251.85051.8425100.001798.00
332006.06.09 20:58buy170.501.84081.83481.8428
342006.06.12 07:09t/p170.501.84281.83481.842898.501896.50
352006.06.12 14:50buy180.501.83931.83331.8413
362006.06.12 15:00t/p180.501.84131.83331.8413100.001996.50
372006.06.12 15:04buy190.501.84061.83461.8426
382006.06.12 15:20t/p190.501.84261.83461.8426100.002096.50
392006.06.12 16:00sell200.501.84481.85081.8428
402006.06.12 17:55t/p200.501.84281.85081.8428100.002196.50
412006.06.12 21:59sell210.501.84541.85141.8434
422006.06.12 23:05t/p210.501.84341.85141.8434100.002296.50
432006.06.13 15:30buy220.501.83941.83341.8414
442006.06.13 16:35t/p220.501.84141.83341.8414100.002396.50
452006.06.13 17:45buy230.501.83951.83351.8415
462006.06.13 18:06buy240.501.83741.83141.8394
472006.06.13 18:12t/p240.501.83941.83141.8394100.002496.50
482006.06.13 20:01buy250.501.83721.83121.8392
492006.06.13 20:15s/l230.501.83351.83351.8415-300.002196.50
502006.06.13 20:50buy260.501.83411.82811.8361
512006.06.14 07:50t/p260.501.83611.82811.836198.502295.00
522006.06.14 09:23t/p250.501.83921.83121.839298.502393.50
532006.06.14 15:30buy270.501.83871.83271.8407
542006.06.14 15:35t/p270.501.84071.83271.8407100.002493.50
552006.06.14 15:42buy280.501.83861.83261.8406
562006.06.14 15:46t/p280.501.84061.83261.8406100.002593.50
572006.06.14 15:46buy290.501.83851.83251.8405
582006.06.14 16:05t/p290.501.84051.83251.8405100.002693.50
592006.06.14 16:09buy300.501.83861.83261.8406
602006.06.14 16:09t/p300.501.84061.83261.8406100.002793.50
612006.06.14 17:23sell310.501.84711.85311.8451
622006.06.14 21:30t/p310.501.84511.85311.8451100.002893.50
632006.06.14 22:13buy320.501.84311.83711.8451
642006.06.15 01:39t/p320.501.84511.83711.845195.502989.00
652006.06.15 14:10sell330.501.84741.85341.8454
662006.06.15 16:08s/l330.501.85341.85341.8454-300.002689.00
672006.06.15 21:25buy340.501.84671.84071.8487
682006.06.15 23:16t/p340.501.84871.84071.8487100.002789.00
692006.06.16 17:05buy350.501.84931.84331.8513
702006.06.16 18:10t/p350.501.85131.84331.8513100.002889.00
712006.06.16 20:15buy360.501.84901.84301.8510
722006.06.16 21:30t/p360.501.85101.84301.8510100.002989.00
732006.06.19 14:55sell370.501.84661.85261.8446
742006.06.19 15:25t/p370.501.84461.85261.8446100.003089.00
752006.06.19 16:16buy380.501.84211.83611.8441
762006.06.19 17:21buy390.501.84001.83401.8420
772006.06.20 08:16t/p390.501.84201.83401.842098.503187.50
782006.06.20 08:49t/p380.501.84411.83611.844198.503286.00
792006.06.20 14:18buy400.501.84021.83421.8422
802006.06.20 16:40t/p400.501.84221.83421.8422100.003386.00
812006.06.20 17:34sell410.501.84351.84951.8415
822006.06.20 18:20t/p410.501.84151.84951.8415100.003486.00
832006.06.20 20:16sell420.501.84451.85051.8425
842006.06.20 21:26t/p420.501.84251.85051.8425100.003586.00
852006.06.21 14:00buy430.501.84181.83581.8438
862006.06.21 16:03t/p430.501.84381.83581.8438100.003686.00
872006.06.21 19:10sell440.501.84481.85081.8428
882006.06.22 10:29t/p440.501.84281.85081.8428101.503787.50
892006.06.22 19:55buy450.501.82811.82211.8301
902006.06.23 09:12t/p450.501.83011.82211.830198.503886.00
912006.06.26 17:15buy460.501.81841.81241.8204
922006.06.26 18:04buy470.501.81621.81021.8182
932006.06.26 18:43t/p470.501.81821.81021.8182100.003986.00
942006.06.26 19:32t/p460.501.82041.81241.8204100.004086.00
952006.06.26 20:04sell480.501.82151.82751.8195
962006.06.26 20:50sell490.501.82371.82971.8217
972006.06.27 10:33t/p490.501.82171.82971.8217100.504186.50
982006.06.27 13:20t/p480.501.81951.82751.8195100.504287.00
992006.06.27 14:07buy500.501.82101.81501.8230
1002006.06.27 16:07t/p500.501.82301.81501.8230100.004387.00
1012006.06.27 16:30sell510.501.82371.82971.8217
1022006.06.27 23:09t/p510.501.82171.82971.8217100.004487.00
1032006.06.28 17:58buy520.501.81611.81011.8181
1042006.06.28 21:53t/p520.501.81811.81011.8181100.004587.00
1052006.06.29 18:46buy530.501.81111.80511.8131
1062006.06.29 21:16t/p530.501.81311.80511.8131100.004687.00
1072006.06.30 14:26sell540.501.83501.84101.8330
1082006.06.30 15:15sell550.501.83711.84311.8351
1092006.06.30 15:35s/l540.501.84101.84101.8330-300.004387.00
1102006.06.30 15:41s/l550.501.84311.84311.8351-300.004087.00
1112006.06.30 21:50sell560.501.84751.85351.8455
1122006.07.03 04:19t/p560.501.84551.85351.8455100.504187.50
1132006.07.03 18:55buy570.501.84011.83411.8421
1142006.07.03 19:19t/p570.501.84211.83411.8421100.004287.50
1152006.07.04 15:55sell580.501.84721.85321.8452
1162006.07.04 17:43t/p580.501.84521.85321.8452100.004387.50
1172006.07.05 14:34sell590.501.84641.85241.8444
1182006.07.05 15:15t/p590.501.84441.85241.8444100.004487.50
1192006.07.05 16:35buy600.501.83781.83181.8398
1202006.07.06 17:09t/p600.501.83981.83181.839895.504583.00
1212006.07.06 17:20sell610.501.83961.84561.8376
1222006.07.06 17:34t/p610.501.83761.84561.8376100.004683.00
1232006.07.06 17:34sell620.501.83801.84401.8360
1242006.07.06 23:27t/p620.501.83601.84401.8360100.004783.00
1252006.07.07 21:50sell630.501.85141.85741.8494
1262006.07.10 03:12t/p630.501.84941.85741.8494100.504883.50
1272006.07.11 14:05buy640.501.83911.83311.8411
1282006.07.11 15:21t/p640.501.84111.83311.8411100.004983.50
1292006.07.11 18:47sell650.501.84261.84861.8406
1302006.07.11 21:23sell660.501.84471.85071.8427
1312006.07.12 11:34t/p660.501.84271.85071.8427100.505084.00
1322006.07.12 14:19t/p650.501.84061.84861.8406100.505184.50
1332006.07.12 14:50buy670.501.84001.83401.8420
1342006.07.12 15:31s/l670.501.83401.83401.8420-300.004884.50
1352006.07.12 20:45buy680.501.83301.82701.8350
1362006.07.13 02:13t/p680.501.83501.82701.835095.504980.00
1372006.07.13 14:39sell690.501.83941.84541.8374
1382006.07.13 15:33sell700.501.84161.84761.8396
1392006.07.13 16:26sell710.501.84371.84971.8417
1402006.07.13 17:10s/l690.501.84541.84541.8374-300.004680.00
1412006.07.13 18:09t/p710.501.84171.84971.8417100.004780.00
1422006.07.13 18:18t/p700.501.83961.84761.8396100.004880.00
1432006.07.13 22:00sell720.501.84391.84991.8419
1442006.07.14 03:55t/p720.501.84191.84991.8419100.504980.50
1452006.07.14 14:21sell730.501.84191.84791.8399
1462006.07.14 15:58t/p730.501.83991.84791.8399100.005080.50
1472006.07.14 16:35buy740.501.83801.83201.8400
1482006.07.14 17:20buy750.501.83591.82991.8379
1492006.07.14 20:44t/p750.501.83791.82991.8379100.005180.50
1502006.07.17 11:01s/l740.501.83201.83201.8400-301.504879.00
1512006.07.17 18:10buy760.501.81951.81351.8215
1522006.07.18 09:54t/p760.501.82151.81351.821598.504977.50
1532006.07.18 19:40buy770.501.82551.81951.8275
1542006.07.19 09:42t/p770.501.82751.81951.827598.505076.00
1552006.07.19 15:30buy780.501.82511.81911.8271
1562006.07.19 15:30t/p780.501.82711.81911.8271100.005176.00
1572006.07.19 15:30buy790.501.82481.81881.8268
1582006.07.19 16:44t/p790.501.82681.81881.8268100.005276.00