Strategy Tester Report
GUndam

SymbolGBPUSD (Great Britan vs US Dollar)
Period5 Minutes (M5) 2006.08.10 06:55 - 2007.04.13 23:55
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test48582Ticks modelled942616Modelling quality81.97%
Initial deposit1000.00
Total net profit2099.48Gross profit2099.48Gross loss0.00
Profit factorExpected payoff23.86
Absolute drawdown0.00Maximal drawdown0.00 (0.00%)Relative drawdown0.00% (0.00)
Total trades88Short positions (won %)38 (100.00%)Long positions (won %)50 (100.00%)
Profit trades (% of total)88 (100.00%)Loss trades (% of total)0 (0.00%)
Largestprofit trade40.00loss trade0.00
Averageprofit trade23.86loss trade0.00
Maximumconsecutive wins (profit in money)88 (2099.48)consecutive losses (loss in money)0 (0.00)
Maximalconsecutive profit (count of wins)2099.48 (88)consecutive loss (count of losses)0.00 (0)
Averageconsecutive wins88consecutive losses0
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.08.15 15:32buy10.101.89421.83421.8952
22006.08.15 15:33t/p10.101.89521.83421.895210.001010.00
32006.08.15 15:33buy20.201.89571.83571.8967
42006.08.15 16:07t/p20.201.89671.83571.896720.001030.00
52006.08.16 01:53buy30.201.89501.83501.8960
62006.08.16 15:30t/p30.201.89601.83501.896020.001050.00
72006.08.16 15:30buy40.201.89811.83811.8991
82006.08.16 15:43t/p40.201.89911.83811.899120.001070.00
92006.08.16 15:43buy50.201.89951.83951.9005
102006.08.16 16:16t/p50.201.90051.83951.900520.001090.00
112006.08.17 08:57buy60.201.89761.83761.8986
122006.08.17 10:33t/p60.201.89861.83761.898620.001110.00
132006.08.17 14:47buy70.201.89761.83761.8986
142006.08.21 17:06t/p70.201.89861.83761.898618.921128.92
152006.08.21 19:36buy80.201.89541.83541.8964
162006.08.23 16:43t/p80.201.89641.83541.896418.921147.84
172006.08.23 18:30buy90.201.89171.83171.8927
182006.08.23 18:53t/p90.201.89271.83171.892720.001167.84
192006.08.23 18:53buy100.201.89311.83311.8941
202006.08.23 19:08t/p100.201.89411.83311.894120.001187.84
212006.08.23 20:17buy110.201.89281.83281.8938
222006.08.23 21:35t/p110.201.89381.83281.893820.001207.84
232006.08.25 15:23sell120.201.88501.94501.8840
242006.09.06 14:27t/p120.201.88401.94501.884020.801228.64
252006.09.13 17:07buy130.201.87531.81531.8763
262006.09.13 18:49t/p130.201.87631.81531.876320.001248.64
272006.09.13 18:49buy140.201.87671.81671.8777
282006.09.14 01:00t/p140.201.87771.81671.877718.381267.02
292006.09.18 02:34sell150.201.87771.93771.8767
302006.09.18 12:35t/p150.201.87671.93771.876720.001287.02
312006.09.19 09:44buy160.201.88231.82231.8833
322006.09.19 15:30t/p160.201.88331.82231.883320.001307.02
332006.09.19 15:30buy170.201.88371.82371.8847
342006.09.19 15:33t/p170.201.88471.82371.884720.001327.02
352006.09.19 15:33buy180.201.88511.82511.8861
362006.09.19 15:41t/p180.201.88611.82511.886120.001347.02
372006.09.19 15:41buy190.201.88651.82651.8875
382006.09.19 15:52t/p190.201.88751.82651.887520.001367.02
392006.09.19 15:52buy200.201.88791.82791.8889
402006.09.20 17:58t/p200.201.88891.82791.888919.461386.48
412006.09.21 02:40buy210.201.88871.82871.8897
422006.09.21 03:27t/p210.201.88971.82871.889720.001406.48
432006.09.29 08:23sell220.201.87491.93491.8739
442006.09.29 09:03t/p220.201.87391.93491.873920.001426.48
452006.10.05 13:53buy230.201.88711.82711.8881
462006.10.26 17:36t/p230.201.88811.82711.88818.661435.14
472006.10.30 08:45buy240.201.89861.83861.8996
482006.10.30 12:46t/p240.201.89961.83861.899620.001455.14
492006.11.01 01:30buy250.201.90871.84871.9097
502006.11.01 12:19t/p250.201.90971.84871.909720.001475.14
512006.11.03 15:31sell260.201.90291.96291.9019
522006.11.03 15:32t/p260.201.90191.96291.901920.001495.14
532006.11.03 15:32sell270.201.90151.96151.9005
542006.11.03 15:38t/p270.201.90051.96151.900520.001515.14
552006.11.03 15:38sell280.201.90011.96011.8991
562006.11.03 15:44t/p280.201.89911.96011.899120.001535.14
572006.11.03 15:44sell290.201.89861.95861.8976
582006.11.06 10:57t/p290.201.89761.95861.897620.081555.22
592006.11.07 15:00buy300.201.90471.84471.9057
602006.11.07 15:29t/p300.201.90571.84471.905720.001575.22
612006.11.09 01:00sell310.201.90431.96431.9033
622006.11.09 02:59t/p310.201.90331.96431.903320.001595.22
632006.11.09 08:00sell320.201.90411.96411.9031
642006.11.09 14:15t/p320.201.90311.96411.903120.001615.22
652006.11.09 14:16sell330.201.90241.96241.9014
662006.11.09 15:30t/p330.201.90141.96241.901420.001635.22
672006.11.10 03:00buy340.201.90691.84691.9079
682006.11.10 03:51t/p340.201.90791.84691.907920.001655.22
692006.11.15 02:09sell350.201.89531.95531.8943
702006.11.15 08:12t/p350.201.89431.95531.894320.001675.22
712006.11.15 09:34sell360.201.89511.95511.8941
722006.11.15 11:30t/p360.201.89411.95511.894120.001695.22
732006.11.20 02:55buy370.201.89481.83481.8958
742006.11.20 04:21t/p370.201.89581.83481.895820.001715.22
752006.11.20 06:10buy380.201.89441.83441.8954
762006.11.20 08:52t/p380.201.89541.83441.895420.001735.22
772006.11.20 08:52buy390.201.89561.83561.8966
782006.11.20 11:54t/p390.201.89661.83561.896620.001755.22
792006.12.05 17:11sell400.201.97112.03111.9701
802006.12.05 17:14t/p400.201.97012.03111.970120.001775.22
812006.12.05 17:14sell410.201.96972.02971.9687
822006.12.05 17:27t/p410.201.96872.02971.968720.001795.22
832006.12.05 17:27sell420.201.96802.02801.9670
842006.12.06 11:30t/p420.201.96702.02801.967020.081815.30
852006.12.08 05:39sell430.201.96282.02281.9618
862006.12.08 09:07t/p430.201.96182.02281.961820.001835.30
872006.12.08 15:53buy440.201.96771.90771.9687
882006.12.08 16:08t/p440.201.96871.90771.968720.001855.30
892006.12.12 11:25buy450.201.96101.90101.9620
902006.12.12 11:30t/p450.201.96201.90101.962020.001875.30
912006.12.15 00:30sell460.201.96102.02101.9600
922006.12.15 02:28t/p460.201.96002.02101.960020.001895.30
932006.12.15 04:00sell470.201.96002.02001.9590
942006.12.15 11:30t/p470.201.95902.02001.959020.001915.30
952006.12.21 12:43sell480.201.96372.02371.9627
962006.12.21 13:31t/p480.201.96272.02371.962720.001935.30
972006.12.25 05:30sell490.201.95692.01691.9559
982006.12.26 15:58t/p490.201.95592.01691.955920.081955.38
992006.12.28 23:46buy500.201.96341.90341.9644
1002006.12.29 07:27t/p500.201.96441.90341.964419.461974.84
1012006.12.29 14:05buy510.201.96501.90501.9660
1022007.01.02 09:14t/p510.201.96601.90501.966018.921993.76
1032007.01.02 17:59buy520.201.97301.91301.9740
1042007.01.02 19:21t/p520.201.97401.91301.974020.002013.76
1052007.01.10 15:29sell530.301.93671.99671.9357
1062007.01.10 15:38t/p530.301.93571.99671.935730.002043.76
1072007.01.11 23:00buy540.301.94571.88571.9467
1082007.01.12 08:33t/p540.301.94671.88571.946729.192072.95
1092007.01.18 03:42buy550.301.97141.91141.9724
1102007.01.18 04:22t/p550.301.97241.91141.972430.002102.95
1112007.01.19 10:59buy560.301.97541.91541.9764
1122007.01.19 11:30t/p560.301.97641.91541.976430.002132.95
1132007.01.19 11:30buy570.301.97711.91711.9781
1142007.01.22 18:03t/p570.301.97811.91711.978129.192162.14
1152007.01.26 09:43sell580.301.96532.02531.9643
1162007.01.26 10:08t/p580.301.96432.02531.964330.002192.14
1172007.01.26 11:00sell590.301.96462.02461.9636
1182007.01.26 11:11t/p590.301.96362.02461.963630.002222.14
1192007.01.29 02:14sell600.301.95832.01831.9573
1202007.01.29 09:23t/p600.301.95732.01831.957330.002252.14
1212007.02.01 06:23buy610.301.96471.90471.9657
1222007.02.01 09:53t/p610.301.96571.90471.965730.002282.14
1232007.02.02 16:03sell620.301.96382.02381.9628
1242007.02.05 11:30t/p620.301.96282.02381.962830.122312.26
1252007.02.08 23:00sell630.301.95772.01771.9567
1262007.02.09 09:28t/p630.301.95672.01771.956730.122342.38
1272007.02.09 09:28sell640.301.95592.01591.9549
1282007.02.09 09:29t/p640.301.95492.01591.954930.002372.38
1292007.02.09 09:29sell650.301.95452.01451.9535
1302007.02.09 09:32t/p650.301.95352.01451.953530.002402.38
1312007.02.19 09:30buy660.301.95311.89311.9541
1322007.02.19 20:04t/p660.301.95411.89311.954130.002432.38
1332007.02.20 15:11buy670.301.95251.89251.9535
1342007.02.20 15:30t/p670.301.95351.89251.953530.002462.38
1352007.02.20 16:30buy680.301.95341.89341.9544
1362007.02.20 16:46t/p680.301.95441.89341.954430.002492.38
1372007.02.20 16:46buy690.301.95481.89481.9558
1382007.02.20 17:28t/p690.301.95581.89481.955830.002522.38
1392007.02.21 01:05buy700.301.95511.89511.9561
1402007.02.21 01:54t/p700.301.95611.89511.956130.002552.38
1412007.02.21 07:26buy710.301.95521.89521.9562
1422007.02.21 09:15t/p710.301.95621.89521.956230.002582.38
1432007.02.21 09:15buy720.301.95671.89671.9577
1442007.02.21 10:01t/p720.301.95771.89671.957730.002612.38
1452007.02.21 15:30sell730.301.95262.01261.9516
1462007.02.21 15:32t/p730.301.95162.01261.951630.002642.38
1472007.02.21 15:32sell740.301.95112.01111.9501
1482007.02.21 15:52t/p740.301.95012.01111.950130.002672.38
1492007.02.21 15:52sell750.301.94962.00961.9486
1502007.02.22 09:51t/p750.301.94862.00961.948630.362702.74
1512007.02.23 01:30buy760.301.95691.89691.9579
1522007.02.23 09:27t/p760.301.95791.89691.957930.002732.74
1532007.02.23 09:27buy770.301.95831.89831.9593
1542007.02.23 09:41t/p770.301.95931.89831.959330.002762.74
1552007.02.28 07:45sell780.301.96152.02151.9605
1562007.02.28 09:05t/p780.301.96052.02151.960530.002792.74
1572007.03.01 12:31buy790.301.96311.90311.9641
1582007.03.01 13:24t/p790.301.96411.90311.964130.002822.74
1592007.03.01 13:24buy800.301.96461.90461.9656
1602007.03.21 20:26t/p800.301.96561.90461.965615.422838.16
1612007.03.23 11:14sell810.301.96052.02051.9595
1622007.03.23 16:44t/p810.301.95952.02051.959530.002868.16
1632007.03.25 23:59sell820.301.96112.02111.9601
1642007.03.26 00:17t/p820.301.96012.02111.960130.122898.28
1652007.03.26 10:13sell830.301.95882.01881.9578
1662007.03.30 10:48t/p830.301.95782.01881.957830.722929.00
1672007.04.02 00:30buy840.301.96901.90901.9700
1682007.04.02 09:27t/p840.301.97001.90901.970030.002959.00
1692007.04.04 09:46sell850.301.97272.03271.9717
1702007.04.05 13:58t/p850.301.97172.03271.971730.362989.36
1712007.04.05 21:00sell860.301.97112.03111.9701
1722007.04.06 09:38t/p860.301.97012.03111.970130.123019.48
1732007.04.06 09:38sell870.401.96952.02951.9685
1742007.04.06 15:29t/p870.401.96852.02951.968540.003059.48
1752007.04.13 01:00buy880.401.97941.91941.9804
1762007.04.13 03:36t/p880.401.98041.91941.980440.003099.48