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=false; TrailingStop=10; MaxOpenTrade=1; Shift=3; Slope=2; EntLongEMA=43; EntShortEMA=1; ExitEMA=51; TrendEMA=1500; MonitorInMinutes=60; ThresholdMove=1; MinsMultiplier=30;
Bars in test17815Ticks modelled135133Modelling quality89.50%
Initial deposit500.00
Total net profit1260.00Gross profit6279.00Gross loss-5019.00
Profit factor1.25Expected payoff15.18
Absolute drawdown77.00Maximal drawdown2422.00 (61.08%)Relative drawdown61.08% (2422.00)
Total trades83Short positions (won %)0 (0.00%)Long positions (won %)83 (80.72%)
Profit trades (% of total)67 (80.72%)Loss trades (% of total)16 (19.28%)
Largestprofit trade157.50loss trade-829.50
Averageprofit trade93.72loss trade-313.69
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
22006.04.14 13:43close10.351.75150.00001.7582-77.00423.00
32006.04.14 13:45buy20.351.75220.00001.7567
42006.04.16 21:39modify20.351.75221.75221.7567
52006.04.16 21:44modify20.351.75221.75261.7567
62006.04.16 22:10modify20.351.75221.75291.7567
72006.04.17 00:14t/p20.351.75671.75291.7567157.50580.50
82006.04.17 00:15buy30.351.75720.00001.7617
92006.04.17 08:55modify30.351.75721.75721.7617
102006.04.17 09:00modify30.351.75721.75731.7617
112006.04.17 09:00modify30.351.75721.75751.7617
122006.04.17 09:00modify30.351.75721.75771.7617
132006.04.17 09:07s/l30.351.75771.75771.761717.50598.00
142006.04.17 09:25buy40.351.75820.00001.7627
152006.04.17 10:09modify40.351.75821.75851.7627
162006.04.17 11:39t/p40.351.76271.75851.7627157.50755.50
172006.04.17 11:40buy50.351.76310.00001.7676
182006.04.17 12:19t/p50.351.76760.00001.7676157.50913.00
192006.04.17 12:20buy60.351.76990.00001.7744
202006.04.18 00:09modify60.351.76991.77051.7744
212006.04.18 00:24s/l60.351.77051.77051.774421.00934.00
222006.04.18 00:25buy70.351.77080.00001.7753
232006.04.18 06:04modify70.351.77081.77091.7753
242006.04.18 06:09s/l70.351.77091.77091.77533.50937.50
252006.04.18 06:50buy80.351.77170.00001.7762
262006.04.18 10:19modify80.351.77171.77221.7762
272006.04.18 10:34s/l80.351.77221.77221.776217.50955.00
282006.04.18 10:35buy90.351.77270.00001.7772
292006.04.18 12:54t/p90.351.77720.00001.7772157.501112.50
302006.04.18 12:55buy100.351.77820.00001.7827
312006.04.18 20:54t/p100.351.78270.00001.7827157.501270.00
322006.04.18 20:55buy110.351.78330.00001.7878
332006.04.19 08:34modify110.351.78331.78421.7878
342006.04.19 08:40s/l110.351.78421.78421.787831.501301.50
352006.04.19 08:45buy120.351.78490.00001.7894
362006.04.19 13:54modify120.351.78491.78491.7894
372006.04.19 14:34t/p120.351.78941.78491.7894157.501459.00
382006.04.19 14:35buy130.351.78990.00001.7944
392006.04.20 20:36close130.351.77880.00001.7944-388.501070.50
402006.04.21 00:30buy140.351.77950.00001.7840
412006.04.21 08:09modify140.351.77951.78221.7840
422006.04.21 08:14s/l140.351.78221.78221.784094.501165.00
432006.04.21 08:15buy150.351.78210.00001.7866
442006.04.21 15:19modify150.351.78211.78241.7866
452006.04.21 15:49s/l150.351.78241.78241.786610.501175.50
462006.04.21 15:50buy160.351.78290.00001.7874
472006.04.24 06:39t/p160.351.78740.00001.7874157.501333.00
482006.04.24 06:40buy170.351.78850.00001.7930
492006.04.24 17:59modify170.351.78851.78901.7930
502006.04.24 18:59s/l170.351.78901.78901.793017.501350.50
512006.04.24 19:00buy180.351.78990.00001.7944
522006.04.25 13:09modify180.351.78991.79031.7944
532006.04.25 13:59s/l180.351.79031.79031.794414.001364.50
542006.04.25 14:00buy190.351.78990.00001.7944
552006.04.26 20:00close190.351.78420.00001.7944-199.501165.00
562006.04.26 22:40buy200.351.78510.00001.7896
572006.04.27 12:59modify200.351.78511.78611.7896
582006.04.27 13:59s/l200.351.78611.78611.789635.001200.00
592006.04.27 14:00buy210.351.78640.00001.7909
602006.04.27 14:09t/p210.351.79090.00001.7909157.501357.50
612006.04.27 14:10buy220.351.79270.00001.7972
622006.04.27 14:29t/p220.351.79720.00001.7972157.501515.00
632006.04.27 14:30buy230.351.79820.00001.8027
642006.04.27 14:49t/p230.351.80270.00001.8027157.501672.50
652006.04.27 14:50buy240.351.80360.00001.8081
662006.04.28 08:34modify240.351.80361.80371.8081
672006.04.28 09:49t/p240.351.80811.80371.8081157.501830.00
682006.04.28 09:50buy250.351.80930.00001.8138
692006.04.28 14:49t/p250.351.81380.00001.8138157.501987.50
702006.04.28 14:50buy260.351.81440.00001.8189
712006.04.28 15:09t/p260.351.81890.00001.8189157.502145.00
722006.04.28 15:10buy270.351.82420.00001.8287
732006.05.01 08:24close270.351.82420.00001.82870.002145.00
742006.05.01 09:55buy280.351.82570.00001.8302
752006.05.01 11:39modify280.351.82571.82571.8302
762006.05.01 12:30s/l280.351.82571.82571.83020.002145.00
772006.05.01 12:40buy290.351.82830.00001.8328
782006.05.01 13:03t/p290.351.83280.00001.8328157.502302.50
792006.05.01 13:05buy300.351.83370.00001.8382
802006.05.01 13:34t/p300.351.83820.00001.8382157.502460.00
812006.05.01 13:35buy310.351.83890.00001.8434
822006.05.02 15:44modify310.351.83891.83911.8434
832006.05.02 16:00s/l310.351.83911.83911.84347.002467.00
842006.05.02 16:05buy320.351.83870.00001.8432
852006.05.03 01:30modify320.351.83871.83881.8432
862006.05.03 02:24modify320.351.83871.83901.8432
872006.05.03 02:34t/p320.351.84321.83901.8432157.502624.50
882006.05.03 02:35buy330.351.84430.00001.8488
892006.05.03 16:04modify330.351.84431.84531.8488
902006.05.03 16:19s/l330.351.84531.84531.848835.002659.50
912006.05.03 16:20buy340.351.84500.00001.8495
922006.05.04 14:19modify340.351.84501.84621.8495
932006.05.04 16:14s/l340.351.84621.84621.849542.002701.50
942006.05.04 16:15buy350.351.84750.00001.8520
952006.05.04 18:14t/p350.351.85200.00001.8520157.502859.00
962006.05.04 18:15buy360.351.85440.00001.8589
972006.05.05 12:34modify360.351.85441.85691.8589
982006.05.05 12:39s/l360.351.85691.85691.858987.502946.50
992006.05.05 12:50buy370.351.85630.00001.8608
1002006.05.05 13:29t/p370.351.86080.00001.8608157.503104.00
1012006.05.05 13:30buy380.351.86230.00001.8668
1022006.05.08 06:45close380.351.85980.00001.8668-87.503016.50
1032006.05.08 07:15buy390.351.86220.00001.8667
1042006.05.08 08:24modify390.351.86221.86241.8667
1052006.05.08 08:29t/p390.351.86671.86241.8667157.503174.00
1062006.05.08 08:30buy400.351.86720.00001.8717
1072006.05.09 14:34modify400.351.86721.86731.8717
1082006.05.09 14:39s/l400.351.86731.86731.87173.503177.50
1092006.05.09 14:40buy410.351.86840.00001.8729
1102006.05.10 06:54modify410.351.86841.87061.8729
1112006.05.10 07:00s/l410.351.87061.87061.872977.003254.50
1122006.05.10 07:00buy420.351.87100.00001.8755
1132006.05.11 13:54modify420.351.87101.87241.8755
1142006.05.11 13:59s/l420.351.87241.87241.875549.003303.50
1152006.05.11 14:00buy430.351.87280.00001.8773
1162006.05.11 14:39t/p430.351.87730.00001.8773157.503461.00
1172006.05.11 14:40buy440.351.87920.00001.8837
1182006.05.11 15:54t/p440.351.88370.00001.8837157.503618.50
1192006.05.11 15:55buy450.351.88490.00001.8894
1202006.05.12 05:44modify450.351.88491.88551.8894
1212006.05.12 06:34s/l450.351.88551.88551.889421.003639.50
1222006.05.12 06:35buy460.351.88580.00001.8903
1232006.05.12 07:29t/p460.351.89030.00001.8903157.503797.00
1242006.05.12 07:30buy470.351.89140.00001.8959
1252006.05.12 09:39t/p470.351.89590.00001.8959157.503954.50
1262006.05.12 09:40buy480.351.89740.00001.9019
1272006.05.14 22:19modify480.351.89741.89771.9019
1282006.05.15 00:04s/l480.351.89771.89771.901910.503965.00
1292006.05.15 00:05buy490.351.89830.00001.9028
1302006.05.16 07:45close490.351.88130.00001.9028-595.003370.00
1312006.05.16 08:25buy500.351.88240.00001.8869
1322006.05.16 12:34modify500.351.88241.88391.8869
1332006.05.16 13:19s/l500.351.88391.88391.886952.503422.50
1342006.05.16 13:20buy510.351.88470.00001.8892
1352006.05.16 17:59modify510.351.88471.88521.8892
1362006.05.16 18:49t/p510.351.88921.88521.8892157.503580.00
1372006.05.16 18:50buy520.351.88960.00001.8941
1382006.05.17 03:14modify520.351.88961.88961.8941
1392006.05.17 06:35s/l520.351.88961.88961.89410.003580.00
1402006.05.17 06:45buy530.351.89130.00001.8958
1412006.05.17 07:19t/p530.351.89580.00001.8958157.503737.50
1422006.05.17 07:20buy540.351.89650.00001.9010
1432006.05.19 02:15close540.351.89170.00001.9010-168.003569.50
1442006.05.22 14:30buy550.351.88110.00001.8856
1452006.05.22 15:14modify550.351.88111.88251.8856
1462006.05.22 15:49t/p550.351.88561.88251.8856157.503727.00
1472006.05.22 15:50buy560.351.88640.00001.8909
1482006.05.23 07:14modify560.351.88641.88691.8909
1492006.05.23 07:20s/l560.351.88691.88691.890917.503744.50
1502006.05.23 07:25buy570.351.88720.00001.8917
1512006.05.24 13:29close570.351.87740.00001.8917-343.003401.50
1522006.05.25 22:05buy580.351.87700.00001.8815
1532006.05.28 21:30close580.351.85820.00001.8815-658.002743.50
1542006.05.30 03:40buy590.351.86850.00001.8730
1552006.05.30 06:09modify590.351.86851.86921.8730
1562006.05.30 06:19t/p590.351.87301.86921.8730157.502901.00
1572006.05.30 06:20buy600.351.87380.00001.8783
1582006.05.30 09:54t/p600.351.87830.00001.8783157.503058.50
1592006.05.30 09:55buy610.351.87950.00001.8840
1602006.05.30 14:04t/p610.351.88400.00001.8840157.503216.00
1612006.05.30 14:05buy620.351.88610.00001.8906
1622006.05.31 20:05close620.351.87060.00001.8906-542.502673.50
1632006.06.02 12:30buy630.351.87500.00001.8795
1642006.06.02 12:34modify630.351.87501.87571.8795
1652006.06.02 12:44t/p630.351.87951.87571.8795157.502831.00
1662006.06.02 12:45buy640.351.88270.00001.8872
1672006.06.05 07:20close640.351.88250.00001.8872-7.002824.00
1682006.06.05 07:45buy650.351.88700.00001.8915
1692006.06.06 13:49close650.351.86330.00001.8915-829.501994.50
1702006.06.14 13:30buy660.351.85000.00001.8545
1712006.06.15 13:04modify660.351.85001.85141.8545
1722006.06.15 13:09s/l660.351.85141.85141.854549.002043.50
1732006.06.15 13:10buy670.351.85400.00001.8585
1742006.06.16 08:10modify670.351.85401.85481.8585
1752006.06.16 08:19s/l670.351.85481.85481.858528.002071.50
1762006.06.16 08:20buy680.351.85550.00001.8600
1772006.06.19 00:55close680.351.84750.00001.8600-280.001791.50
1782006.06.20 17:30buy690.351.84580.00001.8503
1792006.06.21 03:04modify690.351.84581.84581.8503
1802006.06.21 03:15s/l690.351.84581.84581.85030.001791.50
1812006.06.21 03:15buy700.351.84610.00001.8506
1822006.06.22 09:19close700.351.83900.00001.8506-248.501543.00
1832006.06.29 18:40buy710.351.82620.00001.8307
1842006.06.29 18:49modify710.351.82621.82631.8307
1852006.06.29 19:40s/l710.351.82631.82631.83073.501546.50
1862006.06.29 19:45buy720.351.82670.00001.8312
1872006.06.30 01:33t/p720.351.83120.00001.8312157.501704.00
1882006.06.30 01:35buy730.351.83290.00001.8374
1892006.06.30 09:42modify730.351.83291.83311.8374
1902006.06.30 09:55s/l730.351.83311.83311.83747.001711.00
1912006.06.30 10:00buy740.351.83360.00001.8381
1922006.06.30 12:31t/p740.351.83810.00001.8381157.501868.50
1932006.06.30 12:35buy750.351.84070.00001.8452
1942006.06.30 13:49t/p750.351.84520.00001.8452157.502026.00
1952006.06.30 13:50buy760.351.84550.00001.8500
1962006.07.03 01:25close760.351.84510.00001.8500-14.002012.00
1972006.07.03 03:30buy770.351.84650.00001.8510
1982006.07.03 06:35modify770.351.84651.84661.8510
1992006.07.03 06:35modify770.351.84651.84671.8510
2002006.07.03 06:40modify770.351.84651.84681.8510
2012006.07.03 06:57s/l770.351.84681.84681.851010.502022.50
2022006.07.03 07:00buy780.351.84720.00001.8517
2032006.07.04 23:35close780.351.84300.00001.8517-147.001875.50
2042006.07.05 03:55buy790.351.84400.00001.8485
2052006.07.05 04:52modify790.351.84401.84401.8485
2062006.07.05 04:52modify790.351.84401.84411.8485
2072006.07.05 04:52modify790.351.84401.84421.8485
2082006.07.05 04:52modify790.351.84401.84431.8485
2092006.07.05 04:52modify790.351.84401.84441.8485
2102006.07.05 04:52modify790.351.84401.84451.8485
2112006.07.05 04:52modify790.351.84401.84471.8485
2122006.07.05 04:55modify790.351.84401.84491.8485
2132006.07.05 04:55modify790.351.84401.84501.8485
2142006.07.05 05:04modify790.351.84401.84511.8485
2152006.07.05 05:04modify790.351.84401.84521.8485
2162006.07.05 05:06modify790.351.84401.84551.8485
2172006.07.05 06:04t/p790.351.84851.84551.8485157.502033.00
2182006.07.05 06:05buy800.351.84870.00001.8532
2192006.07.06 20:10close800.351.83630.00001.8532-434.001599.00
2202006.07.06 21:40buy810.351.83770.00001.8422
2212006.07.07 08:47modify810.351.83771.83771.8422
2222006.07.07 08:49s/l810.351.83771.83771.84220.001599.00
2232006.07.07 08:50buy820.351.83850.00001.8430
2242006.07.07 12:29t/p820.351.84300.00001.8430157.501756.50
2252006.07.07 12:35buy830.351.85120.00001.8557
2262006.07.07 19:59close at stop830.351.85130.00001.85573.501760.00