Strategy Tester Report
phreak system 113

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period5 Minutes (M5) 2006.10.01 22:00 - 2006.11.17 20:55 (2006.10.01 - 2006.11.18)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=0.5; Slippage=3; MagicNumber=1525; MM=false; RiskPercent=1; FastPeriod=25; SlowPeriod=70; PRICEMODE=0; SmoothConst=9; StopLoss=0; TakeProfit1=10; TakeProfit2=50; TakeProfit3=100; UseTrailingStop=false; TrailStartPips=50; TrailStopPips=50; TimeFrame=0; MaxTrades=1; Current=1;
Bars in test16462Ticks modelled180154Modelling quality59.20%
Initial deposit10000.00
Total net profit-9060.40Gross profit6212.73Gross loss-15273.12
Profit factor0.41Expected payoff-56.28
Absolute drawdown9060.40Maximal drawdown9160.40 (90.70%)Relative drawdown90.70% (9160.40)
Total trades161Short positions (won %)82 (24.39%)Long positions (won %)79 (24.05%)
Profit trades (% of total)39 (24.22%)Loss trades (% of total)122 (75.78%)
Largestprofit trade501.07loss trade-450.00
Averageprofit trade159.30loss trade-125.19
Maximumconsecutive wins (profit in money)7 (1801.08)consecutive losses (loss in money)24 (-2475.70)
Maximalconsecutive profit (count of wins)1801.08 (7)consecutive loss (count of losses)-2520.00 (20)
Averageconsecutive wins2consecutive losses8
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.10.02 00:10sell11.001.87150.00001.8705
22006.10.02 00:10sell20.501.87150.00001.8665
32006.10.02 00:10sell30.501.87150.00001.8615
42006.10.02 01:10t/p11.001.87050.00001.8705100.0010100.00
52006.10.02 05:20close30.501.87180.00001.8615-15.0010085.00
62006.10.02 05:20close20.501.87180.00001.8665-15.0010070.00
72006.10.02 05:20buy41.001.87180.00001.8728
82006.10.02 05:20buy50.501.87180.00001.8768
92006.10.02 05:20buy60.501.87180.00001.8818
102006.10.02 05:55close60.501.87010.00001.8818-85.009985.00
112006.10.02 05:55close50.501.87010.00001.8768-85.009900.00
122006.10.02 05:55close41.001.87010.00001.8728-170.009730.00
132006.10.02 05:55sell71.001.87010.00001.8691
142006.10.02 05:55sell80.501.87010.00001.8651
152006.10.02 05:55sell90.501.87010.00001.8601
162006.10.02 06:10close90.501.87350.00001.8601-170.009560.00
172006.10.02 06:10close80.501.87350.00001.8651-170.009390.00
182006.10.02 06:10close71.001.87350.00001.8691-340.009050.00
192006.10.02 06:10buy101.001.87350.00001.8745
202006.10.02 06:10buy110.501.87350.00001.8785
212006.10.02 06:10buy120.501.87350.00001.8835
222006.10.02 07:25close120.501.86950.00001.8835-200.008850.00
232006.10.02 07:25close110.501.86950.00001.8785-200.008650.00
242006.10.02 07:25close101.001.86950.00001.8745-400.008250.00
252006.10.02 07:25sell131.001.86950.00001.8685
262006.10.02 07:25sell140.501.86950.00001.8645
272006.10.02 07:25sell150.501.86950.00001.8595
282006.10.02 07:40t/p131.001.86850.00001.8685100.008350.00
292006.10.02 08:50close150.501.87490.00001.8595-270.008080.00
302006.10.02 08:50close140.501.87490.00001.8645-270.007810.00
312006.10.02 08:50buy161.001.87490.00001.8759
322006.10.02 08:50buy170.501.87490.00001.8799
332006.10.02 08:50buy180.501.87490.00001.8849
342006.10.02 12:20close180.501.87130.00001.8849-180.007630.00
352006.10.02 12:20close170.501.87130.00001.8799-180.007450.00
362006.10.02 12:20close161.001.87130.00001.8759-360.007090.00
372006.10.02 12:20sell191.001.87130.00001.8703
382006.10.02 12:20sell200.501.87130.00001.8663
392006.10.02 12:20sell210.501.87130.00001.8613
402006.10.02 13:25close210.501.87580.00001.8613-225.006865.00
412006.10.02 13:25close200.501.87580.00001.8663-225.006640.00
422006.10.02 13:25close191.001.87580.00001.8703-450.006190.00
432006.10.02 13:25buy221.001.87580.00001.8768
442006.10.02 13:25buy230.501.87580.00001.8808
452006.10.02 13:25buy240.501.87580.00001.8858
462006.10.02 13:30t/p221.001.87680.00001.8768100.006290.00
472006.10.02 13:49t/p230.501.88080.00001.8808250.006540.00
482006.10.02 14:24t/p240.501.88580.00001.8858500.007040.00
492006.10.02 21:40sell251.001.88630.00001.8853
502006.10.02 21:40sell260.501.88630.00001.8813
512006.10.02 21:40sell270.501.88630.00001.8763
522006.10.03 03:25close270.501.88770.00001.8763-68.926971.07
532006.10.03 03:25close260.501.88770.00001.8813-68.926902.15
542006.10.03 03:25close251.001.88770.00001.8853-137.856764.30
552006.10.03 03:25buy281.001.88770.00001.8887
562006.10.03 03:25buy290.501.88770.00001.8927
572006.10.03 03:25buy300.501.88770.00001.8977
582006.10.03 07:35t/p281.001.88870.00001.8887100.006864.30
592006.10.03 08:50close300.501.88650.00001.8977-60.006804.30
602006.10.03 08:50close290.501.88650.00001.8927-60.006744.30
612006.10.03 08:50sell311.001.88650.00001.8855
622006.10.03 08:50sell320.501.88650.00001.8815
632006.10.03 08:50sell330.501.88650.00001.8765
642006.10.03 09:35close330.501.88910.00001.8765-130.006614.30
652006.10.03 09:35close320.501.88910.00001.8815-130.006484.30
662006.10.03 09:35close311.001.88910.00001.8855-260.006224.30
672006.10.03 09:35buy341.001.88910.00001.8901
682006.10.03 09:35buy350.501.88910.00001.8941
692006.10.03 09:35buy360.501.88910.00001.8991
702006.10.03 12:45close360.501.88750.00001.8991-80.006144.30
712006.10.03 12:45close350.501.88750.00001.8941-80.006064.30
722006.10.03 12:45close341.001.88750.00001.8901-160.005904.30
732006.10.03 12:45sell371.001.88750.00001.8865
742006.10.03 12:45sell380.501.88750.00001.8825
752006.10.03 12:45sell390.501.88750.00001.8775
762006.10.03 13:15close390.501.88950.00001.8775-100.005804.30
772006.10.03 13:15close380.501.88950.00001.8825-100.005704.30
782006.10.03 13:15close371.001.88950.00001.8865-200.005504.30
792006.10.03 13:15buy401.001.88950.00001.8905
802006.10.03 13:15buy410.501.88950.00001.8945
812006.10.03 13:15buy420.501.88950.00001.8995
822006.10.03 16:00close420.501.88700.00001.8995-125.005379.30
832006.10.03 16:00close410.501.88700.00001.8945-125.005254.30
842006.10.03 16:00close401.001.88700.00001.8905-250.005004.30
852006.10.03 16:00sell431.001.88700.00001.8860
862006.10.03 16:00sell440.501.88700.00001.8820
872006.10.03 16:00sell450.501.88700.00001.8770
882006.10.03 20:40close450.501.88880.00001.8770-90.004914.30
892006.10.03 20:40close440.501.88880.00001.8820-90.004824.30
902006.10.03 20:40close431.001.88880.00001.8860-180.004644.30
912006.10.03 20:40buy461.001.88880.00001.8898
922006.10.03 20:40buy470.501.88880.00001.8938
932006.10.03 20:40buy480.501.88880.00001.8988
942006.10.03 21:40close480.501.88730.00001.8988-75.004569.30
952006.10.03 21:40close470.501.88730.00001.8938-75.004494.30
962006.10.03 21:40close461.001.88730.00001.8898-150.004344.30
972006.10.03 21:40sell491.001.88730.00001.8863
982006.10.03 21:40sell500.501.88730.00001.8823
992006.10.03 21:40sell510.501.88730.00001.8773
1002006.10.03 22:30t/p491.001.88630.00001.8863100.004444.30
1012006.10.04 07:00close510.501.88720.00001.87736.084450.37
1022006.10.04 07:00close500.501.88720.00001.88236.084456.45
1032006.10.04 07:00buy521.001.88720.00001.8882
1042006.10.04 07:00buy530.501.88720.00001.8922
1052006.10.04 07:00buy540.501.88720.00001.8972
1062006.10.04 07:09t/p521.001.88820.00001.8882100.004556.45
1072006.10.04 08:50close540.501.88270.00001.8972-225.004331.45
1082006.10.04 08:50close530.501.88270.00001.8922-225.004106.45
1092006.10.04 08:50sell551.001.88270.00001.8817
1102006.10.04 08:50sell560.501.88270.00001.8777
1112006.10.04 08:50sell570.501.88270.00001.8727
1122006.10.04 08:56t/p551.001.88170.00001.8817100.004206.45
1132006.10.04 13:55close570.501.88240.00001.872715.004221.45
1142006.10.04 13:55close560.501.88240.00001.877715.004236.45
1152006.10.04 13:55buy581.001.88240.00001.8834
1162006.10.04 13:55buy590.501.88240.00001.8874
1172006.10.04 13:55buy600.501.88240.00001.8924
1182006.10.04 14:00t/p581.001.88340.00001.8834100.004336.45
1192006.10.05 01:20close600.501.88540.00001.8924144.754481.20
1202006.10.05 01:20close590.501.88540.00001.8874144.754625.95
1212006.10.05 01:20sell611.001.88540.00001.8844
1222006.10.05 01:20sell620.501.88540.00001.8804
1232006.10.05 01:20sell630.501.88540.00001.8754
1242006.10.05 05:25close630.501.88660.00001.8754-60.004565.95
1252006.10.05 05:25close620.501.88660.00001.8804-60.004505.95
1262006.10.05 05:25close611.001.88660.00001.8844-120.004385.95
1272006.10.05 05:25buy641.001.88660.00001.8876
1282006.10.05 05:25buy650.501.88660.00001.8916
1292006.10.05 05:25buy660.501.88660.00001.8966
1302006.10.05 06:50close660.501.88470.00001.8966-95.004290.95
1312006.10.05 06:50close650.501.88470.00001.8916-95.004195.95
1322006.10.05 06:50close641.001.88470.00001.8876-190.004005.95
1332006.10.05 06:50sell671.001.88470.00001.8837
1342006.10.05 06:50sell680.501.88470.00001.8797
1352006.10.05 06:50sell690.501.88470.00001.8747
1362006.10.05 07:30close690.501.88700.00001.8747-115.003890.95
1372006.10.05 07:30close680.501.88700.00001.8797-115.003775.95
1382006.10.05 07:30close671.001.88700.00001.8837-230.003545.95
1392006.10.05 07:30buy701.001.88700.00001.8880
1402006.10.05 07:30buy710.501.88700.00001.8920
1412006.10.05 07:30buy720.501.88700.00001.8970
1422006.10.05 08:25close720.501.88470.00001.8970-115.003430.95
1432006.10.05 08:25close710.501.88470.00001.8920-115.003315.95
1442006.10.05 08:25close701.001.88470.00001.8880-230.003085.95
1452006.10.05 08:25sell731.001.88470.00001.8837
1462006.10.05 08:25sell740.501.88470.00001.8797
1472006.10.05 08:25sell750.501.88470.00001.8747
1482006.10.05 08:30close750.501.88660.00001.8747-95.002990.95
1492006.10.05 08:30close740.501.88660.00001.8797-95.002895.95
1502006.10.05 08:30close731.001.88660.00001.8837-190.002705.95
1512006.10.05 08:30buy761.001.88660.00001.8876
1522006.10.05 08:30buy770.501.88660.00001.8916
1532006.10.05 08:30buy780.501.88660.00001.8966
1542006.10.05 08:35close780.501.88530.00001.8966-65.002640.95
1552006.10.05 08:35close770.501.88530.00001.8916-65.002575.95
1562006.10.05 08:35close761.001.88530.00001.8876-130.002445.95
1572006.10.05 08:35sell791.001.88530.00001.8843
1582006.10.05 08:35sell800.501.88530.00001.8803
1592006.10.05 08:35sell810.501.88530.00001.8753
1602006.10.05 11:01t/p791.001.88430.00001.8843100.002545.95
1612006.10.05 12:33t/p800.501.88030.00001.8803250.002795.95
1622006.10.05 16:40close810.501.87870.00001.8753330.003125.95
1632006.10.05 16:40buy821.001.87870.00001.8797
1642006.10.05 16:40buy830.501.87870.00001.8837
1652006.10.05 16:40buy840.501.87870.00001.8887
1662006.10.05 21:00t/p821.001.87970.00001.8797100.003225.95
1672006.10.05 22:50close840.501.87830.00001.8887-20.003205.95
1682006.10.05 22:50close830.501.87830.00001.8837-20.003185.95
1692006.10.05 22:50sell851.001.87830.00001.8773
1702006.10.05 22:50sell860.501.87830.00001.8733
1712006.10.05 22:50sell870.501.87830.00001.8683
1722006.10.06 00:20close870.501.87940.00001.8683-53.923132.02
1732006.10.06 00:20close860.501.87940.00001.8733-53.923078.10
1742006.10.06 00:20close851.001.87940.00001.8773-107.852970.25
1752006.10.06 00:20buy881.001.87940.00001.8804
1762006.10.06 00:20buy890.501.87940.00001.8844
1772006.10.06 00:20buy900.501.87940.00001.8894
1782006.10.06 01:05close900.501.87750.00001.8894-95.002875.25
1792006.10.06 01:05close890.501.87750.00001.8844-95.002780.25
1802006.10.06 01:05close881.001.87750.00001.8804-190.002590.25
1812006.10.06 01:05sell911.001.87750.00001.8765
1822006.10.06 01:05sell920.501.87750.00001.8725
1832006.10.06 01:05sell930.501.87750.00001.8675
1842006.10.06 01:19t/p911.001.87650.00001.8765100.002690.25
1852006.10.06 04:45close930.501.87860.00001.8675-55.002635.25
1862006.10.06 04:45close920.501.87860.00001.8725-55.002580.25
1872006.10.06 04:45buy941.001.87860.00001.8796
1882006.10.06 04:45buy950.501.87860.00001.8836
1892006.10.06 04:45buy960.501.87860.00001.8886
1902006.10.06 06:10close960.501.87670.00001.8886-95.002485.25
1912006.10.06 06:10close950.501.87670.00001.8836-95.002390.25
1922006.10.06 06:10close941.001.87670.00001.8796-190.002200.25
1932006.10.06 06:10sell971.001.87670.00001.8757
1942006.10.06 06:10sell980.501.87670.00001.8717
1952006.10.06 06:10sell990.501.87670.00001.8667
1962006.10.06 06:35t/p971.001.87570.00001.8757100.002300.25
1972006.10.06 09:25close990.501.87710.00001.8667-20.002280.25
1982006.10.06 09:25close980.501.87710.00001.8717-20.002260.25
1992006.10.06 09:25buy1001.001.87710.00001.8781
2002006.10.06 09:25buy1010.501.87710.00001.8821
2012006.10.06 09:25buy1020.501.87710.00001.8871
2022006.10.06 11:51t/p1001.001.87810.00001.8781100.002360.25
2032006.10.06 12:09t/p1010.501.88210.00001.8821250.002610.25
2042006.10.06 12:30t/p1020.501.88710.00001.8871500.003110.25
2052006.10.06 13:20sell1031.001.87390.00001.8729
2062006.10.06 13:20sell1040.501.87390.00001.8689
2072006.10.06 13:20sell1050.501.87390.00001.8639
2082006.10.06 13:55t/p1031.001.87290.00001.8729100.003210.25
2092006.10.06 14:35t/p1040.501.86890.00001.8689250.003460.25
2102006.10.09 13:58t/p1050.501.86390.00001.8639501.073961.32
2112006.10.09 17:05buy1061.001.86640.00001.8674
2122006.10.09 17:05buy1070.501.86640.00001.8714
2132006.10.09 17:05buy1080.501.86640.00001.8764
2142006.10.09 18:19t/p1061.001.86740.00001.8674100.004061.32
2152006.10.09 23:25close1080.501.86620.00001.8764-10.004051.32
2162006.10.09 23:25close1070.501.86620.00001.8714-10.004041.32
2172006.10.09 23:25sell1091.001.86620.00001.8652
2182006.10.09 23:25sell1100.501.86620.00001.8612
2192006.10.09 23:25sell1110.501.86620.00001.8562
2202006.10.10 02:35close1110.501.86700.00001.8562-38.924002.40
2212006.10.10 02:35close1100.501.86700.00001.8612-38.923963.47
2222006.10.10 02:35close1091.001.86700.00001.8652-77.853885.62
2232006.10.10 02:35buy1121.001.86700.00001.8680
2242006.10.10 02:35buy1130.501.86700.00001.8720
2252006.10.10 02:35buy1140.501.86700.00001.8770
2262006.10.10 02:45close1140.501.86600.00001.8770-50.003835.62
2272006.10.10 02:45close1130.501.86600.00001.8720-50.003785.62
2282006.10.10 02:45close1121.001.86600.00001.8680-100.003685.62
2292006.10.10 02:45sell1151.001.86600.00001.8650
2302006.10.10 02:45sell1160.501.86600.00001.8610
2312006.10.10 02:45sell1170.501.86600.00001.8560
2322006.10.10 05:25close1170.501.86680.00001.8560-40.003645.62
2332006.10.10 05:25close1160.501.86680.00001.8610-40.003605.62
2342006.10.10 05:25close1151.001.86680.00001.8650-80.003525.62
2352006.10.10 05:25buy1181.001.86680.00001.8678
2362006.10.10 05:25buy1190.501.86680.00001.8718
2372006.10.10 05:25buy1200.501.86680.00001.8768
2382006.10.10 06:15t/p1181.001.86780.00001.8678100.003625.62
2392006.10.10 08:10close1200.501.86470.00001.8768-105.003520.62
2402006.10.10 08:10close1190.501.86470.00001.8718-105.003415.62
2412006.10.10 08:10sell1211.001.86470.00001.8637
2422006.10.10 08:10sell1220.501.86470.00001.8597
2432006.10.10 08:10sell1230.501.86470.00001.8547
2442006.10.10 08:20t/p1211.001.86370.00001.8637100.003515.62
2452006.10.10 08:34t/p1220.501.85970.00001.8597250.003765.62
2462006.10.10 13:36t/p1230.501.85470.00001.8547500.004265.62
2472006.10.10 16:55buy1241.001.85600.00001.8570
2482006.10.10 16:55buy1250.501.85600.00001.8610
2492006.10.10 16:55buy1260.501.85600.00001.8660
2502006.10.10 17:00close1260.501.85470.00001.8660-65.004200.62
2512006.10.10 17:00close1250.501.85470.00001.8610-65.004135.62
2522006.10.10 17:00close1241.001.85470.00001.8570-130.004005.62
2532006.10.10 17:00sell1271.001.85470.00001.8537
2542006.10.10 17:00sell1280.501.85470.00001.8497
2552006.10.10 17:00sell1290.501.85470.00001.8447
2562006.10.10 17:15close1290.501.85540.00001.8447-35.003970.62
2572006.10.10 17:15close1280.501.85540.00001.8497-35.003935.62
2582006.10.10 17:15close1271.001.85540.00001.8537-70.003865.62
2592006.10.10 17:15buy1301.001.85540.00001.8564
2602006.10.10 17:15buy1310.501.85540.00001.8604
2612006.10.10 17:15buy1320.501.85540.00001.8654
2622006.10.10 17:25close1320.501.85450.00001.8654-45.003820.62
2632006.10.10 17:25close1310.501.85450.00001.8604-45.003775.62
2642006.10.10 17:25close1301.001.85450.00001.8564-90.003685.62
2652006.10.10 17:25sell1331.001.85450.00001.8535
2662006.10.10 17:25sell1340.501.85450.00001.8495
2672006.10.10 17:25sell1350.501.85450.00001.8445
2682006.10.10 18:25close1350.501.85590.00001.8445-70.003615.62
2692006.10.10 18:25close1340.501.85590.00001.8495-70.003545.62
2702006.10.10 18:25close1331.001.85590.00001.8535-140.003405.62
2712006.10.10 18:25buy1361.001.85590.00001.8569
2722006.10.10 18:25buy1370.501.85590.00001.8609
2732006.10.10 18:25buy1380.501.85590.00001.8659
2742006.10.10 19:05close1380.501.85420.00001.8659-85.003320.62
2752006.10.10 19:05close1370.501.85420.00001.8609-85.003235.62
2762006.10.10 19:05close1361.001.85420.00001.8569-170.003065.62
2772006.10.10 19:05sell1391.001.85420.00001.8532
2782006.10.10 19:05sell1400.501.85420.00001.8492
2792006.10.10 19:05sell1410.501.85420.00001.8442
2802006.10.11 00:50close1410.501.85470.00001.8442-23.933041.70
2812006.10.11 00:50close1400.501.85470.00001.8492-23.933017.77
2822006.10.11 00:50close1391.001.85470.00001.8532-47.852969.92
2832006.10.11 00:50buy1421.001.85470.00001.8557
2842006.10.11 00:50buy1430.501.85470.00001.8597
2852006.10.11 00:50buy1440.501.85470.00001.8647
2862006.10.11 06:45close1440.501.85220.00001.8647-125.002844.92
2872006.10.11 06:45close1430.501.85220.00001.8597-125.002719.92
2882006.10.11 06:45close1421.001.85220.00001.8557-250.002469.92
2892006.10.11 06:45sell1451.001.85220.00001.8512
2902006.10.11 06:45sell1460.501.85220.00001.8472
2912006.10.11 06:45sell1470.501.85220.00001.8422
2922006.10.11 07:50close1470.501.85560.00001.8422-170.002299.92
2932006.10.11 07:50close1460.501.85560.00001.8472-170.002129.92
2942006.10.11 07:50close1451.001.85560.00001.8512-340.001789.92
2952006.10.11 07:50buy1481.001.85560.00001.8566
2962006.10.11 07:50buy1490.501.85560.00001.8606
2972006.10.11 08:51t/p1481.001.85660.00001.8566100.001889.92
2982006.10.11 12:45close1490.501.85430.00001.8606-65.001824.92
2992006.10.11 12:45sell1501.001.85430.00001.8533
3002006.10.11 12:45sell1510.501.85430.00001.8493
3012006.10.11 15:00close1510.501.85650.00001.8493-110.001714.92
3022006.10.11 15:00close1501.001.85650.00001.8533-220.001494.92
3032006.10.11 15:00buy1521.001.85650.00001.8575
3042006.10.11 15:30t/p1521.001.85750.00001.8575100.001594.92
3052006.10.11 18:25sell1531.001.85210.00001.8511
3062006.10.11 18:25sell1540.501.85210.00001.8471
3072006.10.12 00:20close1540.501.85560.00001.8471-171.781423.15
3082006.10.12 00:20close1531.001.85560.00001.8511-343.551079.60
3092006.10.12 00:20buy1551.001.85560.00001.8566
3102006.10.12 02:38t/p1551.001.85660.00001.8566100.001179.60
3112006.10.12 09:15sell1561.001.85700.00001.8560
3122006.10.12 09:15t/p1561.001.85600.00001.8560100.001279.60
3132006.10.12 17:45buy1571.001.85720.00001.8582
3142006.10.12 19:19t/p1571.001.85820.00001.8582100.001379.60
3152006.10.13 00:55sell1581.001.85840.00001.8574
3162006.10.13 01:15close1581.001.86020.00001.8574-180.001199.60
3172006.10.13 01:15buy1591.001.86020.00001.8612
3182006.10.13 01:15t/p1591.001.86120.00001.8612100.001299.60
3192006.10.13 06:35sell1601.001.86040.00001.8594
3202006.10.13 06:50close1601.001.86220.00001.8594-180.001119.60
3212006.10.13 06:50buy1611.001.86220.00001.8632
3222006.10.13 10:05close1611.001.86040.00001.8632-180.00939.60