Strategy Tester Report
Gogetter

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period5 Minutes (M5) 2006.04.13 07:40 - 2006.07.09 00:00 (2006.04.13 - 2006.07.09)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersMagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.35; Slippage=3; StopLossMode=false; StopLoss=50; ReversalTriggerRange=173; TakeProfitMode=true; TakeProfit=45; TrailingStopMode=true; TrailingStop=10; MaxOpenTrade=1; Shift=3; EntLongEMA=43; EntShortEMA=1; ExitEMA=51; TrendEMA=1500; MonitorInMinutes=60; ThresholdMove=1; MinsMultiplier=30;
Bars in test17798Ticks modelled135133Modelling quality89.49%
Initial deposit500.00
Total net profit1239.00Gross profit6289.50Gross loss-5050.50
Profit factor1.25Expected payoff14.75
Absolute drawdown98.00Maximal drawdown2422.00 (61.41%)Relative drawdown61.41% (2422.00)
Total trades84Short positions (won %)0 (0.00%)Long positions (won %)84 (80.95%)
Profit trades (% of total)68 (80.95%)Loss trades (% of total)16 (19.05%)
Largestprofit trade157.50loss trade-829.50
Averageprofit trade92.49loss trade-315.66
Maximumconsecutive wins (profit in money)18 (1939.00)consecutive losses (loss in money)2 (-1001.00)
Maximalconsecutive profit (count of wins)1939.00 (18)consecutive loss (count of losses)-1001.00 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.04.13 07:40buy10.351.75370.00001.7582
22006.04.13 08:24modify10.351.75371.75401.7582
32006.04.13 09:06s/l10.351.75401.75401.758210.50510.50
42006.04.13 09:10buy20.351.75430.00001.7588
52006.04.14 15:14close20.351.75120.00001.7588-108.50402.00
62006.04.14 15:55buy30.351.75180.00001.7563
72006.04.16 21:39modify30.351.75181.75221.7563
82006.04.16 21:44modify30.351.75181.75261.7563
92006.04.16 22:10modify30.351.75181.75291.7563
102006.04.17 00:14t/p30.351.75631.75291.7563157.50559.50
112006.04.17 00:15buy40.351.75720.00001.7617
122006.04.17 08:55modify40.351.75721.75721.7617
132006.04.17 09:00modify40.351.75721.75731.7617
142006.04.17 09:00modify40.351.75721.75751.7617
152006.04.17 09:00modify40.351.75721.75771.7617
162006.04.17 09:07s/l40.351.75771.75771.761717.50577.00
172006.04.17 09:25buy50.351.75820.00001.7627
182006.04.17 10:09modify50.351.75821.75851.7627
192006.04.17 11:39t/p50.351.76271.75851.7627157.50734.50
202006.04.17 11:40buy60.351.76310.00001.7676
212006.04.17 12:19t/p60.351.76760.00001.7676157.50892.00
222006.04.17 12:20buy70.351.76990.00001.7744
232006.04.18 00:09modify70.351.76991.77051.7744
242006.04.18 00:24s/l70.351.77051.77051.774421.00913.00
252006.04.18 00:25buy80.351.77080.00001.7753
262006.04.18 06:04modify80.351.77081.77091.7753
272006.04.18 06:09s/l80.351.77091.77091.77533.50916.50
282006.04.18 06:50buy90.351.77170.00001.7762
292006.04.18 10:19modify90.351.77171.77221.7762
302006.04.18 10:34s/l90.351.77221.77221.776217.50934.00
312006.04.18 10:35buy100.351.77270.00001.7772
322006.04.18 12:54t/p100.351.77720.00001.7772157.501091.50
332006.04.18 12:55buy110.351.77820.00001.7827
342006.04.18 20:54t/p110.351.78270.00001.7827157.501249.00
352006.04.18 20:55buy120.351.78330.00001.7878
362006.04.19 08:34modify120.351.78331.78421.7878
372006.04.19 08:40s/l120.351.78421.78421.787831.501280.50
382006.04.19 08:45buy130.351.78490.00001.7894
392006.04.19 13:54modify130.351.78491.78491.7894
402006.04.19 14:34t/p130.351.78941.78491.7894157.501438.00
412006.04.19 14:35buy140.351.78990.00001.7944
422006.04.20 20:36close140.351.77880.00001.7944-388.501049.50
432006.04.21 00:30buy150.351.77950.00001.7840
442006.04.21 08:09modify150.351.77951.78221.7840
452006.04.21 08:14s/l150.351.78221.78221.784094.501144.00
462006.04.21 08:15buy160.351.78210.00001.7866
472006.04.21 15:19modify160.351.78211.78241.7866
482006.04.21 15:49s/l160.351.78241.78241.786610.501154.50
492006.04.21 15:50buy170.351.78290.00001.7874
502006.04.24 06:39t/p170.351.78740.00001.7874157.501312.00
512006.04.24 06:40buy180.351.78850.00001.7930
522006.04.24 17:59modify180.351.78851.78901.7930
532006.04.24 18:59s/l180.351.78901.78901.793017.501329.50
542006.04.24 19:00buy190.351.78990.00001.7944
552006.04.25 13:09modify190.351.78991.79031.7944
562006.04.25 13:59s/l190.351.79031.79031.794414.001343.50
572006.04.25 14:00buy200.351.78990.00001.7944
582006.04.26 20:00close200.351.78420.00001.7944-199.501144.00
592006.04.26 22:40buy210.351.78510.00001.7896
602006.04.27 12:59modify210.351.78511.78611.7896
612006.04.27 13:59s/l210.351.78611.78611.789635.001179.00
622006.04.27 14:00buy220.351.78640.00001.7909
632006.04.27 14:09t/p220.351.79090.00001.7909157.501336.50
642006.04.27 14:10buy230.351.79270.00001.7972
652006.04.27 14:29t/p230.351.79720.00001.7972157.501494.00
662006.04.27 14:30buy240.351.79820.00001.8027
672006.04.27 14:49t/p240.351.80270.00001.8027157.501651.50
682006.04.27 14:50buy250.351.80360.00001.8081
692006.04.28 08:34modify250.351.80361.80371.8081
702006.04.28 09:49t/p250.351.80811.80371.8081157.501809.00
712006.04.28 09:50buy260.351.80930.00001.8138
722006.04.28 14:49t/p260.351.81380.00001.8138157.501966.50
732006.04.28 14:50buy270.351.81440.00001.8189
742006.04.28 15:09t/p270.351.81890.00001.8189157.502124.00
752006.04.28 15:10buy280.351.82420.00001.8287
762006.05.01 08:24close280.351.82420.00001.82870.002124.00
772006.05.01 09:55buy290.351.82570.00001.8302
782006.05.01 11:39modify290.351.82571.82571.8302
792006.05.01 12:30s/l290.351.82571.82571.83020.002124.00
802006.05.01 12:40buy300.351.82830.00001.8328
812006.05.01 13:03t/p300.351.83280.00001.8328157.502281.50
822006.05.01 13:05buy310.351.83370.00001.8382
832006.05.01 13:34t/p310.351.83820.00001.8382157.502439.00
842006.05.01 13:35buy320.351.83890.00001.8434
852006.05.02 15:44modify320.351.83891.83911.8434
862006.05.02 16:00s/l320.351.83911.83911.84347.002446.00
872006.05.02 16:05buy330.351.83870.00001.8432
882006.05.03 01:30modify330.351.83871.83881.8432
892006.05.03 02:24modify330.351.83871.83901.8432
902006.05.03 02:34t/p330.351.84321.83901.8432157.502603.50
912006.05.03 02:35buy340.351.84430.00001.8488
922006.05.03 16:04modify340.351.84431.84531.8488
932006.05.03 16:19s/l340.351.84531.84531.848835.002638.50
942006.05.03 16:20buy350.351.84500.00001.8495
952006.05.04 14:19modify350.351.84501.84621.8495
962006.05.04 16:14s/l350.351.84621.84621.849542.002680.50
972006.05.04 16:15buy360.351.84750.00001.8520
982006.05.04 18:14t/p360.351.85200.00001.8520157.502838.00
992006.05.04 18:15buy370.351.85440.00001.8589
1002006.05.05 12:34modify370.351.85441.85691.8589
1012006.05.05 12:39s/l370.351.85691.85691.858987.502925.50
1022006.05.05 12:50buy380.351.85630.00001.8608
1032006.05.05 13:29t/p380.351.86080.00001.8608157.503083.00
1042006.05.05 13:30buy390.351.86230.00001.8668
1052006.05.08 06:45close390.351.85980.00001.8668-87.502995.50
1062006.05.08 07:15buy400.351.86220.00001.8667
1072006.05.08 08:24modify400.351.86221.86241.8667
1082006.05.08 08:29t/p400.351.86671.86241.8667157.503153.00
1092006.05.08 08:30buy410.351.86720.00001.8717
1102006.05.09 14:34modify410.351.86721.86731.8717
1112006.05.09 14:39s/l410.351.86731.86731.87173.503156.50
1122006.05.09 14:40buy420.351.86840.00001.8729
1132006.05.10 06:54modify420.351.86841.87061.8729
1142006.05.10 07:00s/l420.351.87061.87061.872977.003233.50
1152006.05.10 07:00buy430.351.87100.00001.8755
1162006.05.11 13:54modify430.351.87101.87241.8755
1172006.05.11 13:59s/l430.351.87241.87241.875549.003282.50
1182006.05.11 14:00buy440.351.87280.00001.8773
1192006.05.11 14:39t/p440.351.87730.00001.8773157.503440.00
1202006.05.11 14:40buy450.351.87920.00001.8837
1212006.05.11 15:54t/p450.351.88370.00001.8837157.503597.50
1222006.05.11 15:55buy460.351.88490.00001.8894
1232006.05.12 05:44modify460.351.88491.88551.8894
1242006.05.12 06:34s/l460.351.88551.88551.889421.003618.50
1252006.05.12 06:35buy470.351.88580.00001.8903
1262006.05.12 07:29t/p470.351.89030.00001.8903157.503776.00
1272006.05.12 07:30buy480.351.89140.00001.8959
1282006.05.12 09:39t/p480.351.89590.00001.8959157.503933.50
1292006.05.12 09:40buy490.351.89740.00001.9019
1302006.05.14 22:19modify490.351.89741.89771.9019
1312006.05.15 00:04s/l490.351.89771.89771.901910.503944.00
1322006.05.15 00:05buy500.351.89830.00001.9028
1332006.05.16 07:45close500.351.88130.00001.9028-595.003349.00
1342006.05.16 08:25buy510.351.88240.00001.8869
1352006.05.16 12:34modify510.351.88241.88391.8869
1362006.05.16 13:19s/l510.351.88391.88391.886952.503401.50
1372006.05.16 13:20buy520.351.88470.00001.8892
1382006.05.16 17:59modify520.351.88471.88521.8892
1392006.05.16 18:49t/p520.351.88921.88521.8892157.503559.00
1402006.05.16 18:50buy530.351.88960.00001.8941
1412006.05.17 03:14modify530.351.88961.88961.8941
1422006.05.17 06:35s/l530.351.88961.88961.89410.003559.00
1432006.05.17 06:45buy540.351.89130.00001.8958
1442006.05.17 07:19t/p540.351.89580.00001.8958157.503716.50
1452006.05.17 07:20buy550.351.89650.00001.9010
1462006.05.19 02:15close550.351.89170.00001.9010-168.003548.50
1472006.05.22 14:30buy560.351.88110.00001.8856
1482006.05.22 15:14modify560.351.88111.88251.8856
1492006.05.22 15:49t/p560.351.88561.88251.8856157.503706.00
1502006.05.22 15:50buy570.351.88640.00001.8909
1512006.05.23 07:14modify570.351.88641.88691.8909
1522006.05.23 07:20s/l570.351.88691.88691.890917.503723.50
1532006.05.23 07:25buy580.351.88720.00001.8917
1542006.05.24 13:29close580.351.87740.00001.8917-343.003380.50
1552006.05.25 22:05buy590.351.87700.00001.8815
1562006.05.28 21:30close590.351.85820.00001.8815-658.002722.50
1572006.05.30 03:40buy600.351.86850.00001.8730
1582006.05.30 06:09modify600.351.86851.86921.8730
1592006.05.30 06:19t/p600.351.87301.86921.8730157.502880.00
1602006.05.30 06:20buy610.351.87380.00001.8783
1612006.05.30 09:54t/p610.351.87830.00001.8783157.503037.50
1622006.05.30 09:55buy620.351.87950.00001.8840
1632006.05.30 14:04t/p620.351.88400.00001.8840157.503195.00
1642006.05.30 14:05buy630.351.88610.00001.8906
1652006.05.31 20:05close630.351.87060.00001.8906-542.502652.50
1662006.06.02 12:30buy640.351.87500.00001.8795
1672006.06.02 12:34modify640.351.87501.87571.8795
1682006.06.02 12:44t/p640.351.87951.87571.8795157.502810.00
1692006.06.02 12:45buy650.351.88270.00001.8872
1702006.06.05 07:20close650.351.88250.00001.8872-7.002803.00
1712006.06.05 07:45buy660.351.88700.00001.8915
1722006.06.06 13:49close660.351.86330.00001.8915-829.501973.50
1732006.06.14 13:30buy670.351.85000.00001.8545
1742006.06.15 13:04modify670.351.85001.85141.8545
1752006.06.15 13:09s/l670.351.85141.85141.854549.002022.50
1762006.06.15 13:10buy680.351.85400.00001.8585
1772006.06.16 08:10modify680.351.85401.85481.8585
1782006.06.16 08:19s/l680.351.85481.85481.858528.002050.50
1792006.06.16 08:20buy690.351.85550.00001.8600
1802006.06.19 00:55close690.351.84750.00001.8600-280.001770.50
1812006.06.20 17:30buy700.351.84580.00001.8503
1822006.06.21 03:04modify700.351.84581.84581.8503
1832006.06.21 03:15s/l700.351.84581.84581.85030.001770.50
1842006.06.21 03:15buy710.351.84610.00001.8506
1852006.06.22 09:19close710.351.83900.00001.8506-248.501522.00
1862006.06.29 18:40buy720.351.82620.00001.8307
1872006.06.29 18:49modify720.351.82621.82631.8307
1882006.06.29 19:40s/l720.351.82631.82631.83073.501525.50
1892006.06.29 19:45buy730.351.82670.00001.8312
1902006.06.30 01:33t/p730.351.83120.00001.8312157.501683.00
1912006.06.30 01:35buy740.351.83290.00001.8374
1922006.06.30 09:42modify740.351.83291.83311.8374
1932006.06.30 09:55s/l740.351.83311.83311.83747.001690.00
1942006.06.30 10:00buy750.351.83360.00001.8381
1952006.06.30 12:31t/p750.351.83810.00001.8381157.501847.50
1962006.06.30 12:35buy760.351.84070.00001.8452
1972006.06.30 13:49t/p760.351.84520.00001.8452157.502005.00
1982006.06.30 13:50buy770.351.84550.00001.8500
1992006.07.03 01:25close770.351.84510.00001.8500-14.001991.00
2002006.07.03 03:30buy780.351.84650.00001.8510
2012006.07.03 06:35modify780.351.84651.84661.8510
2022006.07.03 06:35modify780.351.84651.84671.8510
2032006.07.03 06:40modify780.351.84651.84681.8510
2042006.07.03 06:57s/l780.351.84681.84681.851010.502001.50
2052006.07.03 07:00buy790.351.84720.00001.8517
2062006.07.04 23:35close790.351.84300.00001.8517-147.001854.50
2072006.07.05 03:55buy800.351.84400.00001.8485
2082006.07.05 04:52modify800.351.84401.84401.8485
2092006.07.05 04:52modify800.351.84401.84411.8485
2102006.07.05 04:52modify800.351.84401.84421.8485
2112006.07.05 04:52modify800.351.84401.84431.8485
2122006.07.05 04:52modify800.351.84401.84441.8485
2132006.07.05 04:52modify800.351.84401.84451.8485
2142006.07.05 04:52modify800.351.84401.84471.8485
2152006.07.05 04:55modify800.351.84401.84491.8485
2162006.07.05 04:55modify800.351.84401.84501.8485
2172006.07.05 05:04modify800.351.84401.84511.8485
2182006.07.05 05:04modify800.351.84401.84521.8485
2192006.07.05 05:06modify800.351.84401.84551.8485
2202006.07.05 06:04t/p800.351.84851.84551.8485157.502012.00
2212006.07.05 06:05buy810.351.84870.00001.8532
2222006.07.06 20:10close810.351.83630.00001.8532-434.001578.00
2232006.07.06 21:40buy820.351.83770.00001.8422
2242006.07.07 08:47modify820.351.83771.83771.8422
2252006.07.07 08:49s/l820.351.83771.83771.84220.001578.00
2262006.07.07 08:50buy830.351.83850.00001.8430
2272006.07.07 12:29t/p830.351.84300.00001.8430157.501735.50
2282006.07.07 12:35buy840.351.85120.00001.8557
2292006.07.07 19:59close at stop840.351.85130.00001.85573.501739.00