Strategy Tester Report
DynamicBreakoutV1-1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2006.10.02 00:00 - 2006.10.11 00:00 (2006.09.30 - 2006.10.11)
ModelControl points (based on the nearest less timeframe with fractal interpolation of 12 control points)
ParametersStartOfDay=0; EndOfDay=18; Lots=0.1; ChannelWidth=0.5;
Bars in test57419Ticks modelled66522Modelling quality50.00%
Initial deposit10000.00
Total net profit59.50Gross profit184.80Gross loss-125.30
Profit factor1.47Expected payoff6.61
Absolute drawdown40.60Maximal drawdown44.80 (0.45%)Relative drawdown0.45% (44.80)
Total trades9Short positions (won %)6 (33.33%)Long positions (won %)3 (66.67%)
Profit trades (% of total)4 (44.44%)Loss trades (% of total)5 (55.56%)
Largestprofit trade80.50loss trade-41.30
Averageprofit trade46.20loss trade-25.06
Maximumconsecutive wins (profit in money)1 (80.50)consecutive losses (loss in money)2 (-22.40)
Maximalconsecutive profit (count of wins)80.50 (1)consecutive loss (count of losses)-41.30 (1)
Averageconsecutive wins1consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.10.02 04:00sell10.101.86871.87520.0000
22006.10.02 09:42modify10.101.86871.87450.0000
32006.10.02 10:37s/l10.101.87451.87450.0000-40.609959.40
42006.10.02 10:37buy20.101.87451.86800.0000
52006.10.02 10:48modify20.101.87451.86810.0000
62006.10.02 11:05modify20.101.87451.86820.0000
72006.10.02 11:06modify20.101.87451.86850.0000
82006.10.02 15:21modify20.101.87451.86920.0000
92006.10.02 15:28modify20.101.87451.87020.0000
102006.10.02 15:32modify20.101.87451.87080.0000
112006.10.02 15:34modify20.101.87451.87130.0000
122006.10.02 15:35modify20.101.87451.87140.0000
132006.10.02 15:36modify20.101.87451.87210.0000
142006.10.02 15:37modify20.101.87451.87250.0000
152006.10.02 15:38modify20.101.87451.87280.0000
162006.10.02 15:46modify20.101.87451.87340.0000
172006.10.02 15:47modify20.101.87451.87510.0000
182006.10.02 15:48modify20.101.87451.87560.0000
192006.10.02 15:51modify20.101.87451.87650.0000
202006.10.02 15:52modify20.101.87451.87690.0000
212006.10.02 15:53modify20.101.87451.87790.0000
222006.10.02 16:20modify20.101.87451.87870.0000
232006.10.02 16:23modify20.101.87451.87980.0000
242006.10.02 17:15modify20.101.87451.88040.0000
252006.10.02 17:18modify20.101.87451.88060.0000
262006.10.02 17:33modify20.101.87451.88090.0000
272006.10.02 18:00close20.101.88601.88090.000080.5010039.90
282006.10.04 10:46sell30.101.88261.88800.0000
292006.10.04 10:47modify30.101.88261.88780.0000
302006.10.04 10:48modify30.101.88261.88770.0000
312006.10.04 10:59modify30.101.88261.88720.0000
322006.10.04 11:02modify30.101.88261.88700.0000
332006.10.04 11:03modify30.101.88261.88690.0000
342006.10.04 11:16modify30.101.88261.88680.0000
352006.10.04 12:20modify30.101.88261.88670.0000
362006.10.04 12:23modify30.101.88261.88650.0000
372006.10.04 12:31modify30.101.88261.88610.0000
382006.10.04 12:33modify30.101.88261.88490.0000
392006.10.04 12:43modify30.101.88261.88490.0000
402006.10.04 12:53modify30.101.88261.88450.0000
412006.10.04 13:10modify30.101.88261.88430.0000
422006.10.04 13:18modify30.101.88261.88420.0000
432006.10.04 16:03s/l30.101.88421.88420.0000-11.2010028.70
442006.10.04 16:03buy40.101.88521.87980.0000
452006.10.04 18:00close40.101.88361.87980.0000-11.2010017.50
462006.10.05 14:16sell50.101.88071.88670.0000
472006.10.05 14:32modify50.101.88071.88650.0000
482006.10.05 14:33modify50.101.88071.88540.0000
492006.10.05 14:43modify50.101.88071.88500.0000
502006.10.05 14:55modify50.101.88071.88480.0000
512006.10.05 15:37modify50.101.88071.88450.0000
522006.10.05 15:38modify50.101.88071.88360.0000
532006.10.05 15:43modify50.101.88071.88350.0000
542006.10.05 15:46modify50.101.88071.88340.0000
552006.10.05 15:47modify50.101.88071.88320.0000
562006.10.05 15:48modify50.101.88071.88230.0000
572006.10.05 15:53modify50.101.88071.88180.0000
582006.10.05 16:11modify50.101.88071.88140.0000
592006.10.05 18:00close50.101.87731.88140.000023.8010041.30
602006.10.06 09:01sell60.101.87331.87920.0000
612006.10.06 13:50s/l60.101.87921.87920.0000-41.3010000.00
622006.10.06 13:50buy70.101.87941.87350.0000
632006.10.06 13:58modify70.101.87941.87430.0000
642006.10.06 14:06modify70.101.87941.87530.0000
652006.10.06 14:07modify70.101.87941.87620.0000
662006.10.06 14:22modify70.101.87941.87640.0000
672006.10.06 14:26modify70.101.87941.87660.0000
682006.10.06 14:30modify70.101.87941.88190.0000
692006.10.06 14:32s/l70.101.88191.88190.000017.5010017.50
702006.10.09 15:56sell80.101.86341.87080.0000
712006.10.09 18:00close80.101.86641.87080.0000-21.009996.50
722006.10.10 10:08sell90.101.86431.86980.0000
732006.10.10 10:18modify90.101.86431.86930.0000
742006.10.10 10:22modify90.101.86431.86770.0000
752006.10.10 10:23modify90.101.86431.86760.0000
762006.10.10 10:32modify90.101.86431.86680.0000
772006.10.10 10:33modify90.101.86431.86370.0000
782006.10.10 13:00modify90.101.86431.86370.0000
792006.10.10 13:08modify90.101.86431.86350.0000
802006.10.10 13:13modify90.101.86431.86310.0000
812006.10.10 13:16modify90.101.86431.86270.0000
822006.10.10 13:17modify90.101.86431.86190.0000
832006.10.10 13:18modify90.101.86431.86100.0000
842006.10.10 13:47modify90.101.86431.86090.0000
852006.10.10 15:00modify90.101.86431.86020.0000
862006.10.10 15:13modify90.101.86431.86010.0000
872006.10.10 15:35modify90.101.86431.85880.0000
882006.10.10 15:52modify90.101.86431.85860.0000
892006.10.10 18:00close90.101.85531.85860.000063.0010059.50