Strategy Tester

Strategy Tester Report

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Okres		15 Minut (M15) 2005.12.13 23:15 - 2005.12.30 07:00
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parametry		Precision=4; ENTRY_LVL=8; EXIT_LVL=5; Golum_Stop=30; enable_silent_mode=true;

Słupki w tescie	1262	Ticks modelled	43058	Modelling quality	90.00%

Depozyt początkowy	10000.00
Total net profit	2013.91	Gross profit	2778.21	Gross loss	-764.29
Profit factor	3.64	Przewidywany zysk	26.50
Absolute drawdown	383.57	Maximal drawdown (%)	383.57 (3.8%)

Transakcji w sumie	76	Short positions (won %)	40 (47.50%)	Long positions (won %)	36 (33.33%)
		Profit trades (% of total)	31 (40.79%)	Loss trades (% of total)	45 (59.21%)
Największy		profit trade	432.40	loss trade	-36.00
Average		profit trade	89.62	loss trade	-16.98
Maximum		consecutive wins (profit in money)	9 (2155.77)	consecutive losses (loss in money)	8 (-137.00)
Maximal		consecutive profit (count of wins)	2155.77 (9)	consecutive loss (count of losses)	-137.00 (8)
Średni		consecutive wins	2	consecutive losses	3

#	Czas	Typ	Zlecenie	Loty	Cena	S / L	T / P	Profit	Balance:
1	2005.12.14 00:03	buy	1	0.10	1.7701	0.0000	0.0000
2	2005.12.14 01:21	close	1	0.10	1.7685	0.0000	0.0000	-16.00	9984.00
3	2005.12.14 01:22	sell	2	0.10	1.7683	0.0000	0.0000
4	2005.12.14 02:09	close	2	0.10	1.7708	0.0000	0.0000	-25.00	9959.00
5	2005.12.14 03:15	buy	3	0.10	1.7738	0.0000	0.0000
6	2005.12.14 04:37	close	3	0.10	1.7751	0.0000	0.0000	13.00	9972.00
7	2005.12.14 06:05	buy	4	0.10	1.7746	0.0000	0.0000
8	2005.12.14 06:58	close	4	0.10	1.7729	0.0000	0.0000	-17.00	9955.00
9	2005.12.14 07:57	sell	5	0.10	1.7722	0.0000	0.0000
10	2005.12.14 08:24	close	5	0.10	1.7739	0.0000	0.0000	-17.00	9938.00
11	2005.12.14 08:45	buy	6	0.10	1.7757	0.0000	0.0000
12	2005.12.14 09:56	close	6	0.10	1.7783	0.0000	0.0000	26.00	9964.00
13	2005.12.14 10:38	sell	7	0.10	1.7734	0.0000	0.0000
14	2005.12.14 12:13	close	7	0.10	1.7720	0.0000	0.0000	14.00	9978.00
15	2005.12.14 14:38	buy	8	0.10	1.7754	0.0000	0.0000
16	2005.12.14 15:00	close	8	0.10	1.7720	0.0000	0.0000	-34.00	9944.00
17	2005.12.14 20:02	sell	9	0.10	1.7712	0.0000	0.0000
18	2005.12.15 01:24	close	9	0.10	1.7737	0.0000	0.0000	-25.45	9918.55
19	2005.12.15 02:16	buy	10	0.10	1.7745	0.0000	0.0000
20	2005.12.15 03:46	close	10	0.10	1.7722	0.0000	0.0000	-23.00	9895.55
21	2005.12.15 04:18	sell	11	0.10	1.7713	0.0000	0.0000
22	2005.12.15 05:16	close	11	0.10	1.7724	0.0000	0.0000	-11.00	9884.55
23	2005.12.15 05:29	sell	12	0.10	1.7713	0.0000	0.0000
24	2005.12.15 08:57	buy	13	0.10	1.7720	0.0000	0.0000
25	2005.12.15 14:37	close	13	0.10	1.7714	0.0000	0.0000	-6.00	9878.55
26	2005.12.15 14:37	sell	14	0.10	1.7711	0.0000	0.0000
27	2005.12.15 17:05	close	14	0.10	1.7647	0.0000	0.0000	64.00	9942.55
28	2005.12.15 21:02	buy	15	0.10	1.7650	0.0000	0.0000
29	2005.12.15 22:42	close	15	0.10	1.7642	0.0000	0.0000	-8.00	9934.55
30	2005.12.15 23:00	buy	16	0.10	1.7658	0.0000	0.0000
31	2005.12.16 00:06	close	16	0.10	1.7639	0.0000	0.0000	-19.85	9914.71
32	2005.12.16 02:19	sell	17	0.10	1.7629	0.0000	0.0000
33	2005.12.16 02:47	close	17	0.10	1.7656	0.0000	0.0000	-27.00	9887.71
34	2005.12.16 03:33	sell	18	0.10	1.7629	0.0000	0.0000
35	2005.12.16 05:30	close	18	0.10	1.7645	0.0000	0.0000	-16.00	9871.71
36	2005.12.16 06:16	buy	19	0.10	1.7652	0.0000	0.0000
37	2005.12.16 08:47	close	19	0.10	1.7644	0.0000	0.0000	-8.00	9863.71
38	2005.12.16 09:01	buy	20	0.10	1.7674	0.0000	0.0000
39	2005.12.16 10:38	close	20	0.10	1.7699	0.0000	0.0000	25.00	9888.71
40	2005.12.16 12:10	sell	21	0.10	1.7681	0.0000	0.0000
41	2005.12.16 14:20	close	21	0.10	1.7705	0.0000	0.0000	-24.00	9864.71
42	2005.12.16 14:50	sell	22	0.10	1.7681	0.0000	0.0000
43	2005.12.16 15:37	close	22	0.10	1.7705	0.0000	0.0000	-24.00	9840.71
44	2005.12.16 16:11	buy	23	0.10	1.7722	0.0000	0.0000
45	2005.12.16 17:29	close	23	0.10	1.7708	0.0000	0.0000	-14.00	9826.71
46	2005.12.16 17:48	buy	24	0.10	1.7723	0.0000	0.0000
47	2005.12.16 19:01	close	24	0.10	1.7708	0.0000	0.0000	-15.00	9811.71
48	2005.12.18 23:10	sell	25	0.10	1.7684	0.0000	0.0000
49	2005.12.19 08:33	sell	26	0.10	1.7689	0.0000	0.0000
50	2005.12.19 09:26	close	26	0.10	1.7700	0.0000	0.0000	-11.00	9800.71
51	2005.12.19 09:58	sell	27	0.10	1.7670	0.0000	0.0000
52	2005.12.19 12:00	close	27	0.10	1.7658	0.0000	0.0000	12.00	9812.71
53	2005.12.19 13:49	sell	28	0.10	1.7632	0.0000	0.0000
54	2005.12.19 14:47	close	28	0.10	1.7641	0.0000	0.0000	-9.00	9803.71
55	2005.12.19 18:08	buy	29	0.10	1.7658	0.0000	0.0000
56	2005.12.19 18:38	close	29	0.10	1.7622	0.0000	0.0000	-36.00	9767.71
57	2005.12.19 19:05	sell	30	0.10	1.7615	0.0000	0.0000
58	2005.12.20 02:21	sell	31	0.10	1.7598	0.0000	0.0000
59	2005.12.20 02:59	close	31	0.10	1.7616	0.0000	0.0000	-18.00	9749.71
60	2005.12.20 04:05	sell	32	0.10	1.7598	0.0000	0.0000
61	2005.12.20 05:57	close	32	0.10	1.7598	0.0000	0.0000	0.00	9749.71
62	2005.12.20 06:35	buy	33	0.10	1.7618	0.0000	0.0000
63	2005.12.20 08:23	close	33	0.10	1.7598	0.0000	0.0000	-20.00	9729.71
64	2005.12.20 08:43	buy	34	0.10	1.7618	0.0000	0.0000
65	2005.12.20 10:33	close	34	0.10	1.7605	0.0000	0.0000	-13.00	9716.71
66	2005.12.20 11:23	buy	35	0.10	1.7639	0.0000	0.0000
67	2005.12.20 12:59	close	35	0.10	1.7664	0.0000	0.0000	25.00	9741.71
68	2005.12.20 14:56	sell	36	0.10	1.7616	0.0000	0.0000
69	2005.12.20 16:21	close	36	0.10	1.7609	0.0000	0.0000	7.00	9748.71
70	2005.12.20 17:48	sell	37	0.10	1.7565	0.0000	0.0000
71	2005.12.21 00:38	buy	38	0.10	1.7562	0.0000	0.0000
72	2005.12.21 03:08	close	38	0.10	1.7571	0.0000	0.0000	9.00	9757.71
73	2005.12.21 04:01	sell	39	0.10	1.7561	0.0000	0.0000
74	2005.12.21 05:40	close	39	0.10	1.7566	0.0000	0.0000	-5.00	9752.71
75	2005.12.21 06:10	sell	40	0.10	1.7552	0.0000	0.0000
76	2005.12.21 08:26	buy	41	0.10	1.7581	0.0000	0.0000
77	2005.12.21 08:58	close	41	0.10	1.7560	0.0000	0.0000	-21.00	9731.71
78	2005.12.21 09:02	buy	42	0.10	1.7581	0.0000	0.0000
79	2005.12.21 09:32	close	42	0.10	1.7560	0.0000	0.0000	-21.00	9710.71
80	2005.12.21 09:35	sell	43	0.10	1.7550	0.0000	0.0000
81	2005.12.21 10:22	close	43	0.10	1.7570	0.0000	0.0000	-20.00	9690.71
82	2005.12.21 10:30	sell	44	0.10	1.7551	0.0000	0.0000
83	2005.12.21 15:09	sell	45	0.10	1.7470	0.0000	0.0000
84	2005.12.21 18:21	close	45	0.10	1.7414	0.0000	0.0000	56.00	9746.71
85	2005.12.21 20:13	buy	46	0.10	1.7435	0.0000	0.0000
86	2005.12.21 21:12	close	46	0.10	1.7423	0.0000	0.0000	-12.00	9734.71
87	2005.12.21 21:49	buy	47	0.10	1.7435	0.0000	0.0000
88	2005.12.22 00:52	close	47	0.10	1.7443	0.0000	0.0000	7.72	9742.43
89	2005.12.22 02:34	sell	48	0.10	1.7431	0.0000	0.0000
90	2005.12.22 03:21	close	48	0.10	1.7454	0.0000	0.0000	-23.00	9719.43
91	2005.12.22 08:10	sell	49	0.10	1.7429	0.0000	0.0000
92	2005.12.22 11:55	close	49	0.10	1.7380	0.0000	0.0000	49.00	9768.43
93	2005.12.22 14:20	sell	50	0.10	1.7346	0.0000	0.0000
94	2005.12.22 14:40	close	50	0.10	1.7376	0.0000	0.0000	-30.00	9738.43
95	2005.12.22 15:02	buy	51	0.10	1.7392	0.0000	0.0000
96	2005.12.22 16:38	close	51	0.10	1.7407	0.0000	0.0000	15.00	9753.43
97	2005.12.23 09:29	sell	52	0.10	1.7375	0.0000	0.0000
98	2005.12.23 12:03	close	52	0.10	1.7384	0.0000	0.0000	-9.00	9744.43
99	2005.12.23 13:00	sell	53	0.10	1.7353	0.0000	0.0000
100	2005.12.23 19:35	buy	54	0.10	1.7344	0.0000	0.0000
101	2005.12.25 23:15	close	54	0.10	1.7331	0.0000	0.0000	-13.00	9731.43
102	2005.12.26 03:40	buy	55	0.10	1.7355	0.0000	0.0000
103	2005.12.26 04:21	close	55	0.10	1.7330	0.0000	0.0000	-25.00	9706.43
104	2005.12.26 04:27	sell	56	0.10	1.7323	0.0000	0.0000
105	2005.12.26 08:02	close	56	0.10	1.7340	0.0000	0.0000	-17.00	9689.43
106	2005.12.26 08:29	buy	57	0.10	1.7346	0.0000	0.0000
107	2005.12.26 08:45	close	57	0.10	1.7327	0.0000	0.0000	-19.00	9670.43
108	2005.12.26 08:48	buy	58	0.10	1.7347	0.0000	0.0000
109	2005.12.26 09:15	close	58	0.10	1.7319	0.0000	0.0000	-28.00	9642.43
110	2005.12.26 15:59	sell	59	0.10	1.7325	0.0000	0.0000
111	2005.12.26 17:15	close	59	0.10	1.7334	0.0000	0.0000	-9.00	9633.43
112	2005.12.26 17:56	sell	60	0.10	1.7322	0.0000	0.0000
113	2005.12.26 21:29	close	60	0.10	1.7339	0.0000	0.0000	-17.00	9616.43
114	2005.12.27 00:15	sell	61	0.10	1.7318	0.0000	0.0000
115	2005.12.27 02:15	close	61	0.10	1.7313	0.0000	0.0000	5.00	9621.43
116	2005.12.27 09:11	buy	62	0.10	1.7325	0.0000	0.0000
117	2005.12.27 10:56	close	62	0.10	1.7347	0.0000	0.0000	22.00	9643.43
118	2005.12.27 14:19	sell	63	0.10	1.7339	0.0000	0.0000
119	2005.12.27 20:28	sell	64	0.10	1.7287	0.0000	0.0000
120	2005.12.27 21:49	close	64	0.10	1.7280	0.0000	0.0000	7.00	9650.43
121	2005.12.28 00:39	buy	65	0.10	1.7288	0.0000	0.0000
122	2005.12.28 02:08	close	65	0.10	1.7286	0.0000	0.0000	-2.00	9648.43
123	2005.12.28 07:23	buy	66	0.10	1.7313	0.0000	0.0000
124	2005.12.28 09:42	close	66	0.10	1.7381	0.0000	0.0000	68.00	9716.43
125	2005.12.28 14:18	sell	67	0.10	1.7341	0.0000	0.0000
126	2005.12.28 19:04	close	67	0.10	1.7186	0.0000	0.0000	155.00	9871.43
127	2005.12.28 21:16	buy	68	0.10	1.7173	0.0000	0.0000
128	2005.12.29 02:45	close	68	0.10	1.7196	0.0000	0.0000	22.72	9894.14
129	2005.12.29 05:11	buy	69	0.10	1.7223	0.0000	0.0000
130	2005.12.29 06:34	close	69	0.10	1.7214	0.0000	0.0000	-9.00	9885.14
131	2005.12.29 06:59	buy	70	0.10	1.7224	0.0000	0.0000
132	2005.12.29 09:32	close	70	0.10	1.7214	0.0000	0.0000	-10.00	9875.14
133	2005.12.29 09:43	sell	71	0.10	1.7205	0.0000	0.0000
134	2005.12.29 11:17	close	71	0.10	1.7194	0.0000	0.0000	11.00	9886.14
135	2005.12.29 16:48	buy	72	0.10	1.7230	0.0000	0.0000
136	2005.12.29 18:46	close	72	0.10	1.7239	0.0000	0.0000	9.00	9895.14
137	2005.12.29 19:34	buy	73	0.10	1.7244	0.0000	0.0000
138	2005.12.29 21:13	close	73	0.10	1.7238	0.0000	0.0000	-6.00	9889.14
139	2005.12.30 02:05	sell	74	0.10	1.7230	0.0000	0.0000
140	2005.12.30 03:17	close	74	0.10	1.7245	0.0000	0.0000	-15.00	9874.14
141	2005.12.30 03:20	sell	75	0.10	1.7229	0.0000	0.0000
142	2005.12.30 03:24	close	75	0.10	1.7245	0.0000	0.0000	-16.00	9858.14
143	2005.12.30 04:22	buy	76	0.10	1.7259	0.0000	0.0000
144	2005.12.30 06:29	close	76	0.10	1.7267	0.0000	0.0000	8.00	9866.14
145	2005.12.30 07:14	close at stop	63	0.10	1.7273	0.0000	0.0000	63.77	9929.91
146	2005.12.30 07:14	close at stop	53	0.10	1.7273	0.0000	0.0000	76.87	10006.78
147	2005.12.30 07:14	close at stop	44	0.10	1.7273	0.0000	0.0000	273.08	10279.86
148	2005.12.30 07:14	close at stop	40	0.10	1.7273	0.0000	0.0000	274.08	10553.95
149	2005.12.30 07:14	close at stop	37	0.10	1.7273	0.0000	0.0000	286.64	10840.58
150	2005.12.30 07:14	close at stop	30	0.10	1.7273	0.0000	0.0000	336.19	11176.77
151	2005.12.30 07:14	close at stop	25	0.10	1.7273	0.0000	0.0000	404.74	11581.51
152	2005.12.30 07:14	close at stop	12	0.10	1.7273	0.0000	0.0000	432.40	12013.91