Strategy Tester Report
GGL3.01

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period30 Minutes (M30) 2005.09.12 22:30 - 2006.08.30 00:00 (2005.09.09 - 2006.08.30)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLotIncreaseFactor=0.11; Main_Signal="Main Trade Signal Settings"; UseMain_Signal=true; MaxOpenTrade_1=1; Lots1=0.1; TakeProfit1=90; StopLoss1=16; MinsMultiplier1=75; MatchingSignal_1="Matching Signal 1 Settings"; UseMS1=true; MaxOpenTrade_5=1; Lots5=0.09; TakeProfit5=85; StopLoss5=7; MinsMultiplier5=18; MatchingSignal_2="Matching Signal 2 Settings"; UseMS2=true; MaxOpenTrade_6=1; Lots6=0.6; TakeProfit6=55; StopLoss6=12; MinsMultiplier6=18; MatchingSignal_3="Matching Signal 3 Settings"; UseMS3=true; MaxOpenTrade_7=1; Lots7=1; TakeProfit7=53; StopLoss7=7; MinsMultiplier7=18; Use_Function_Settings="Use Mode Settings"; TakeProfitMode=true; TrailingStopMode=false; StopLossMode=true; SignalMail=false; EachTickMode=true; Support_Resistance_Settings="Support Resistance Settings"; ResistanceBarsBack=145; SupportBarsBack=145; HStartBack=1; LStartBack=1; Main_Moving_Aves_etc="Moving Average and Initial Order Settings"; ShortemaS=4; ShortemaL=18; Mtrendema=150; TrailingStop=12; Slippage=3; Shift=2;
Bars in test12015Ticks modelled1261681Modelling quality89.25%
Initial deposit500.00
Total net profit5327.40Gross profit13721.80Gross loss-8394.40
Profit factor1.63Expected payoff15.95
Absolute drawdown0.00Maximal drawdown1789.90 (30.23%)Relative drawdown62.46% (1134.10)
Total trades334Short positions (won %)0 (0.00%)Long positions (won %)334 (15.27%)
Profit trades (% of total)51 (15.27%)Loss trades (% of total)283 (84.73%)
Largestprofit trade3420.00loss trade-800.00
Averageprofit trade269.05loss trade-29.66
Maximumconsecutive wins (profit in money)3 (1269.00)consecutive losses (loss in money)23 (-305.00)
Maximalconsecutive profit (count of wins)3429.00 (2)consecutive loss (count of losses)-825.90 (21)
Averageconsecutive wins1consecutive losses7
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.09.12 22:30buy10.101.81881.81721.8278
22005.09.14 03:29t/p10.101.82781.81721.827890.00590.00
32005.09.15 05:00buy20.501.81711.81641.8256
42005.09.15 06:57s/l20.501.81641.81641.8256-35.00555.00
52005.09.15 06:57buy30.011.81631.81471.8253
62005.09.15 09:18s/l30.011.81471.81471.8253-1.60553.40
72005.09.15 09:18buy40.011.81481.81411.8233
82005.09.15 09:19s/l40.011.81411.81411.8233-0.70552.70
92005.09.15 09:19buy50.011.81431.81311.8198
102005.09.15 10:30s/l50.011.81311.81311.8198-1.20551.50
112005.09.15 10:30buy60.011.81331.81261.8218
122005.09.15 10:32s/l60.011.81261.81261.8218-0.70550.80
132005.09.15 10:32buy70.011.81251.81131.8180
142005.09.15 10:49s/l70.011.81131.81131.8180-1.20549.60
152005.09.15 10:49buy80.011.81141.81071.8167
162005.09.15 10:55s/l80.011.81071.81071.8167-0.70548.90
172005.09.15 10:55buy90.011.81091.80931.8199
182005.09.15 11:16s/l90.011.80931.80931.8199-1.60547.30
192005.09.15 11:16buy100.011.80941.80781.8184
202005.09.15 11:59s/l100.011.80781.80781.8184-1.60545.70
212005.09.15 11:59buy110.011.80791.80631.8169
222005.09.15 14:15s/l110.011.80631.80631.8169-1.60544.10
232005.09.15 14:15buy120.011.80641.80481.8154
242005.09.15 15:33s/l120.011.80481.80481.8154-1.60542.50
252005.09.15 15:33buy130.011.80491.80331.8139
262005.09.16 06:35t/p130.011.81391.80331.81399.00551.50
272005.09.16 19:00buy140.501.80321.80161.8122
282005.09.19 00:10t/p140.501.81221.80161.8122450.001001.50
292005.09.19 09:00buy150.901.79751.79591.8065
302005.09.20 08:30t/p150.901.80651.79591.8065810.001811.50
312005.09.21 01:00buy160.011.79761.79641.8031
322005.09.21 01:15s/l160.011.79641.79641.8031-1.201810.30
332005.09.21 01:15buy170.011.79631.79561.8016
342005.09.21 04:37t/p170.011.80161.79561.80165.301815.60
352005.09.22 13:00buy181.701.80171.80011.8107
362005.09.22 14:20s/l181.701.80011.80011.8107-272.001543.60
372005.09.22 14:20buy190.011.80031.79871.8093
382005.09.22 14:29s/l190.011.79871.79871.8093-1.601542.00
392005.09.22 14:29buy200.011.79881.79721.8078
402005.09.22 14:40s/l200.011.79721.79721.8078-1.601540.40
412005.09.22 14:40buy210.011.79691.79531.8059
422005.09.22 14:46s/l210.011.79531.79531.8059-1.601538.80
432005.09.22 14:46buy220.011.79541.79381.8044
442005.09.22 16:03s/l220.011.79381.79381.8044-1.601537.20
452005.09.22 16:03buy230.011.79391.79231.8029
462005.09.22 16:04s/l230.011.79231.79231.8029-1.601535.60
472005.09.22 16:04buy240.011.79231.79071.8013
482005.09.22 16:21s/l240.011.79071.79071.8013-1.601534.00
492005.09.22 16:21buy250.011.79061.78901.7996
502005.09.22 16:42s/l250.011.78901.78901.7996-1.601532.40
512005.09.22 16:42buy260.011.78911.78751.7981
522005.09.23 08:57s/l260.011.78751.78751.7981-1.601530.80
532005.09.23 09:30buy270.011.78491.78331.7939
542005.09.23 14:50s/l270.011.78331.78331.7939-1.601529.20
552005.09.23 14:50buy280.011.78331.78171.7923
562005.09.23 15:25s/l280.011.78171.78171.7923-1.601527.60
572005.09.23 15:25buy290.011.78111.77951.7901
582005.09.23 15:56s/l290.011.77951.77951.7901-1.601526.00
592005.09.23 15:56buy300.011.77961.77801.7886
602005.09.23 16:51s/l300.011.77801.77801.7886-1.601524.40
612005.09.23 16:51buy310.011.77821.77661.7872
622005.09.23 16:52s/l310.011.77661.77661.7872-1.601522.80
632005.09.23 16:52buy320.011.77681.77521.7858
642005.09.23 22:38s/l320.011.77521.77521.7858-1.601521.20
652005.09.23 22:38buy330.011.77541.77381.7844
662005.09.26 00:00s/l330.011.77381.77381.7844-1.601519.60
672005.09.26 00:00buy340.011.77231.77071.7813
682005.09.26 08:59s/l340.011.77071.77071.7813-1.601518.00
692005.09.27 07:00buy350.011.77021.76901.7757
702005.09.27 07:53s/l350.011.76901.76901.7757-1.201516.80
712005.09.27 07:53buy360.011.76911.76841.7744
722005.09.27 08:00s/l360.011.76841.76841.7744-0.701516.10
732005.09.27 08:00buy370.011.76851.76691.7775
742005.09.27 08:16s/l370.011.76691.76691.7775-1.601514.50
752005.09.27 08:16buy380.011.76671.76511.7757
762005.09.27 08:49s/l380.011.76511.76511.7757-1.601512.90
772005.09.27 08:49buy390.011.76521.76361.7742
782005.09.28 16:06s/l390.011.76361.76361.7742-1.601511.30
792005.09.28 17:39buy400.011.76121.76051.7697
802005.09.28 17:40s/l400.011.76051.76051.7697-0.701510.60
812005.09.28 17:40buy410.011.76051.75931.7660
822005.09.28 18:22t/p410.011.76601.75931.76605.501516.10
832005.10.03 03:51buy421.401.75461.75391.7631
842005.10.03 04:00s/l421.401.75391.75391.7631-98.001418.10
852005.10.03 04:00buy430.011.75411.75251.7631
862005.10.03 04:15s/l430.011.75251.75251.7631-1.601416.50
872005.10.03 04:15buy440.011.75271.75111.7617
882005.10.04 15:33t/p440.011.76171.75111.76179.001425.50
892005.10.07 15:30buy451.301.76011.75941.7686
902005.10.07 15:32s/l451.301.75941.75941.7686-91.001334.50
912005.10.07 15:32buy460.011.75951.75831.7650
922005.10.07 17:21s/l460.011.75831.75831.7650-1.201333.30
932005.10.07 17:21buy470.011.75851.75781.7638
942005.10.07 17:21s/l470.011.75781.75781.7638-0.701332.60
952005.10.07 17:21buy480.011.75791.75631.7669
962005.10.10 14:04s/l480.011.75631.75631.7669-1.601331.00
972005.10.10 16:00buy490.011.75441.75281.7634
982005.10.10 16:19s/l490.011.75281.75281.7634-1.601329.40
992005.10.10 16:19buy500.011.75301.75141.7620
1002005.10.10 17:05s/l500.011.75141.75141.7620-1.601327.80
1012005.10.10 17:05buy510.011.75151.74991.7605
1022005.10.11 08:00s/l510.011.74991.74991.7605-1.601326.20
1032005.10.11 09:04buy520.011.74761.74601.7566
1042005.10.11 15:42s/l520.011.74601.74601.7566-1.601324.60
1052005.10.11 20:41buy530.011.74431.74271.7533
1062005.10.12 01:31s/l530.011.74271.74271.7533-1.601323.00
1072005.10.12 02:56buy540.011.74201.74131.7505
1082005.10.12 08:03s/l540.011.74131.74131.7505-0.701322.30
1092005.10.17 20:55buy550.011.75401.75241.7630
1102005.10.18 00:38s/l550.011.75241.75241.7630-1.601320.70
1112005.10.18 00:38buy560.011.75251.75091.7615
1122005.10.18 02:19s/l560.011.75091.75091.7615-1.601319.10
1132005.10.18 02:19buy570.011.75111.74951.7601
1142005.10.18 07:59s/l570.011.74951.74951.7601-1.601317.50
1152005.10.18 11:03buy580.011.74561.74401.7546
1162005.10.18 12:25s/l580.011.74401.74401.7546-1.601315.90
1172005.10.18 12:25buy590.011.74401.74241.7530
1182005.10.18 15:06s/l590.011.74241.74241.7530-1.601314.30
1192005.10.18 15:06buy600.011.74251.74091.7515
1202005.10.18 22:12t/p600.011.75151.74091.75159.001323.30
1212005.10.28 18:30buy611.201.77611.77541.7846
1222005.10.28 18:57s/l611.201.77541.77541.7846-84.001239.30
1232005.10.28 18:57buy620.011.77541.77421.7809
1242005.10.28 19:06s/l620.011.77421.77421.7809-1.201238.10
1252005.10.28 19:06buy630.011.77421.77351.7795
1262005.10.28 19:21s/l630.011.77351.77351.7795-0.701237.40
1272005.10.28 19:21buy640.011.77361.77201.7826
1282005.10.31 01:25s/l640.011.77201.77201.7826-1.601235.80
1292005.10.31 01:25buy650.011.77211.77051.7811
1302005.10.31 09:34t/p650.011.78111.77051.78119.001244.80
1312005.10.31 17:15buy661.101.76791.76631.7769
1322005.11.01 07:42s/l661.101.76631.76631.7769-176.001068.80
1332005.11.01 17:00buy670.011.76131.76011.7668
1342005.11.01 23:29t/p670.011.76681.76011.76685.501074.30
1352005.11.04 14:30buy681.001.76251.76091.7715
1362005.11.04 16:00s/l681.001.76091.76091.7715-160.00914.30
1372005.11.04 16:00buy690.011.76031.75871.7693
1382005.11.04 16:07s/l690.011.75871.75871.7693-1.60912.70
1392005.11.04 16:07buy700.011.75881.75721.7678
1402005.11.04 16:09s/l700.011.75721.75721.7678-1.60911.10
1412005.11.04 16:09buy710.011.75721.75561.7662
1422005.11.04 16:24s/l710.011.75561.75561.7662-1.60909.50
1432005.11.04 16:24buy720.011.75551.75391.7645
1442005.11.04 16:29s/l720.011.75391.75391.7645-1.60907.90
1452005.11.04 16:29buy730.011.75411.75251.7631
1462005.11.04 16:34s/l730.011.75251.75251.7631-1.60906.30
1472005.11.04 16:34buy740.011.75261.75101.7616
1482005.11.04 16:35s/l740.011.75101.75101.7616-1.60904.70
1492005.11.04 16:35buy750.011.75121.74961.7602
1502005.11.04 16:53s/l750.011.74961.74961.7602-1.60903.10
1512005.11.04 16:53buy760.011.74971.74811.7587
1522005.11.04 16:56s/l760.011.74811.74811.7587-1.60901.50
1532005.11.04 16:56buy770.011.74831.74671.7573
1542005.11.04 18:33s/l770.011.74671.74671.7573-1.60899.90
1552005.11.04 18:33buy780.011.74681.74521.7558
1562005.11.07 00:04s/l780.011.74521.74521.7558-1.60898.30
1572005.11.07 00:04buy790.011.74511.74351.7541
1582005.11.07 14:28s/l790.011.74351.74351.7541-1.60896.70
1592005.11.07 14:30buy800.011.74411.74251.7531
1602005.11.07 14:41s/l800.011.74251.74251.7531-1.60895.10
1612005.11.07 14:41buy810.011.74271.74111.7517
1622005.11.07 14:56s/l810.011.74111.74111.7517-1.60893.50
1632005.11.07 14:56buy820.011.74121.73961.7502
1642005.11.07 14:57s/l820.011.73961.73961.7502-1.60891.90
1652005.11.07 14:57buy830.011.73981.73821.7488
1662005.11.08 02:15s/l830.011.73821.73821.7488-1.60890.30
1672005.11.08 02:31buy840.011.73651.73491.7455
1682005.11.08 02:35s/l840.011.73491.73491.7455-1.60888.70
1692005.11.08 02:35buy850.011.73501.73341.7440
1702005.11.08 10:34s/l850.011.73341.73341.7440-1.60887.10
1712005.11.08 10:34buy860.011.73351.73191.7425
1722005.11.08 18:15t/p860.011.74251.73191.74259.00896.10
1732005.11.14 16:38buy870.801.73611.73541.7446
1742005.11.14 16:39s/l870.801.73541.73541.7446-56.00840.10
1752005.11.14 16:39buy880.011.73551.73431.7410
1762005.11.14 17:48s/l880.011.73431.73431.7410-1.20838.90
1772005.11.14 17:48buy890.011.73451.73291.7435
1782005.11.15 11:23s/l890.011.73291.73291.7435-1.60837.30
1792005.11.16 12:30buy900.011.72391.72321.7324
1802005.11.16 15:00s/l900.011.72321.72321.7324-0.70836.60
1812005.11.16 15:00buy910.011.72281.72121.7318
1822005.11.16 15:09s/l910.011.72121.72121.7318-1.60835.00
1832005.11.16 15:09buy920.011.72121.71961.7302
1842005.11.16 15:21s/l920.011.71961.71961.7302-1.60833.40
1852005.11.16 15:21buy930.011.71971.71811.7287
1862005.11.16 15:36s/l930.011.71811.71811.7287-1.60831.80
1872005.11.16 15:36buy940.011.71821.71661.7272
1882005.11.16 15:37s/l940.011.71661.71661.7272-1.60830.20
1892005.11.16 15:37buy950.011.71671.71511.7257
1902005.11.16 16:28s/l950.011.71511.71511.7257-1.60828.60
1912005.11.16 16:28buy960.011.71521.71361.7242
1922005.11.18 09:00s/l960.011.71361.71361.7242-1.60827.00
1932005.11.18 10:00buy970.011.71171.71101.7202
1942005.11.18 10:12s/l970.011.71101.71101.7202-0.70826.30
1952005.11.18 10:12buy980.011.71111.70991.7166
1962005.11.18 10:25s/l980.011.70991.70991.7166-1.20825.10
1972005.11.18 10:25buy990.011.71001.70931.7153
1982005.11.18 13:37t/p990.011.71531.70931.71535.30830.40
1992005.11.22 14:13buy1000.011.70901.70781.7145
2002005.11.22 16:09s/l1000.011.70781.70781.7145-1.20829.20
2012005.11.22 16:09buy1010.011.70801.70641.7170
2022005.11.22 20:03t/p1010.011.71701.70641.71709.00838.20
2032005.11.25 18:30buy1020.011.71341.71221.7189
2042005.11.28 01:16s/l1020.011.71221.71221.7189-1.20837.00
2052005.11.28 01:18buy1030.011.71111.70951.7201
2062005.11.28 08:25s/l1030.011.70951.70951.7201-1.60835.40
2072005.11.28 09:02buy1040.011.70601.70441.7150
2082005.11.28 16:32t/p1040.011.71501.70441.71509.00844.40
2092005.12.07 11:00buy1050.011.73191.73071.7374
2102005.12.07 11:02s/l1050.011.73071.73071.7374-1.20843.20
2112005.12.07 11:02buy1060.011.73081.73011.7361
2122005.12.07 14:15s/l1060.011.73011.73011.7361-0.70842.50
2132005.12.07 14:15buy1070.011.73031.72871.7393
2142005.12.08 09:26t/p1070.011.73931.72871.73939.00851.50
2152005.12.15 18:00buy1080.801.76491.76421.7734
2162005.12.15 18:26s/l1080.801.76421.76421.7734-56.00795.50
2172005.12.15 18:26buy1090.011.76441.76321.7699
2182005.12.15 18:33s/l1090.011.76321.76321.7699-1.20794.30
2192005.12.15 18:33buy1100.011.76331.76261.7686
2202005.12.15 18:37s/l1100.011.76261.76261.7686-0.70793.60
2212005.12.15 18:37buy1110.011.76271.76111.7717
2222005.12.16 10:02t/p1110.011.77171.76111.77179.00802.60
2232005.12.19 13:50buy1120.701.76331.76261.7718
2242005.12.19 13:51s/l1120.701.76261.76261.7718-49.00753.60
2252005.12.19 13:51buy1130.011.76281.76161.7683
2262005.12.19 14:21s/l1130.011.76161.76161.7683-1.20752.40
2272005.12.19 14:21buy1140.011.76181.76021.7708
2282005.12.19 19:07s/l1140.011.76021.76021.7708-1.60750.80
2292005.12.19 19:07buy1150.011.76001.75841.7690
2302005.12.20 05:31s/l1150.011.75841.75841.7690-1.60749.20
2312005.12.20 18:33buy1160.011.75501.75431.7635
2322005.12.20 18:44s/l1160.011.75431.75431.7635-0.70748.50
2332005.12.20 18:44buy1170.011.75421.75301.7597
2342005.12.20 18:59s/l1170.011.75301.75301.7597-1.20747.30
2352005.12.20 18:59buy1180.011.75321.75251.7585
2362005.12.20 19:28s/l1180.011.75251.75251.7585-0.70746.60
2372005.12.20 19:28buy1190.011.75271.75111.7617
2382005.12.21 11:01s/l1190.011.75111.75111.7617-1.60745.00
2392005.12.21 13:00buy1200.011.74951.74791.7585
2402005.12.21 15:08s/l1200.011.74791.74791.7585-1.60743.40
2412005.12.21 15:08buy1210.011.74811.74651.7571
2422005.12.21 15:12s/l1210.011.74651.74651.7571-1.60741.80
2432005.12.21 15:12buy1220.011.74671.74511.7557
2442005.12.21 15:34s/l1220.011.74511.74511.7557-1.60740.20
2452005.12.21 15:34buy1230.011.74521.74361.7542
2462005.12.21 15:37s/l1230.011.74361.74361.7542-1.60738.60
2472005.12.21 15:37buy1240.011.74381.74221.7528
2482005.12.21 15:45s/l1240.011.74221.74221.7528-1.60737.00
2492005.12.21 15:45buy1250.011.74241.74081.7514
2502005.12.21 16:51s/l1250.011.74081.74081.7514-1.60735.40
2512005.12.21 16:51buy1260.011.74091.73931.7499
2522005.12.21 16:52s/l1260.011.73931.73931.7499-1.60733.80
2532005.12.21 16:52buy1270.011.73941.73781.7484
2542005.12.22 10:57s/l1270.011.73781.73781.7484-1.60732.20
2552005.12.22 11:00buy1280.011.73571.73501.7442
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5252006.06.06 15:31buy2630.011.86331.86171.8723
5262006.06.06 15:39s/l2630.011.86171.86171.8723-1.604736.20
5272006.06.06 15:39buy2640.011.86191.86031.8709
5282006.06.06 16:53s/l2640.011.86031.86031.8709-1.604734.60
5292006.06.06 16:53buy2650.011.86041.85881.8694
5302006.06.07 08:16s/l2650.011.85881.85881.8694-1.604733.00
5312006.06.07 17:00buy2660.011.85481.85321.8638
5322006.06.08 08:34s/l2660.011.85321.85321.8638-1.604731.40
5332006.06.08 10:00buy2670.011.84911.84751.8581
5342006.06.08 10:30s/l2670.011.84751.84751.8581-1.604729.80
5352006.06.08 10:30buy2680.011.84741.84581.8564
5362006.06.08 13:54s/l2680.011.84581.84581.8564-1.604728.20
5372006.06.08 13:54buy2690.011.84591.84521.8544
5382006.06.08 13:55s/l2690.011.84521.84521.8544-0.704727.50
5392006.06.08 13:55buy2700.011.84541.84421.8509
5402006.06.08 14:01s/l2700.011.84421.84421.8509-1.204726.30
5412006.06.08 14:01buy2710.011.84471.84351.8502
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5452006.06.08 14:04buy2730.011.84301.84141.8520
5462006.06.08 14:31s/l2730.011.84141.84141.8520-1.604722.80
5472006.06.08 14:31buy2740.011.84161.84091.8501
5482006.06.08 14:31s/l2740.011.84091.84091.8501-0.704722.10
5492006.06.08 14:31buy2750.011.84101.83981.8465
5502006.06.08 14:32s/l2750.011.83981.83981.8465-1.204720.90
5512006.06.08 14:32buy2760.011.83931.83861.8446
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5532006.06.08 14:33buy2770.011.83841.83681.8474
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5572006.06.13 22:17buy2790.011.83311.83241.8384
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5592006.06.13 22:21buy2800.011.83261.83101.8416
5602006.06.14 08:50t/p2800.011.84161.83101.84169.004725.70
5612006.06.19 05:19buy2814.301.84381.84311.8523
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5632006.06.19 05:29buy2820.011.84331.84211.8488
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5652006.06.19 17:00buy2830.011.83761.83601.8466
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5732006.06.22 12:29buy2870.011.83431.83271.8433
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