Strategy Tester Report
ATC_Test
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 4 Hours (H4) 2004.07.09 00:00 - 2005.12.31 00:00 (2005.01.01 - 2005.12.31) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | sNameExpert="Generate from Gordago"; nAccount=0; dBuyStopLossPoint=100; dSellStopLossPoint=30; dBuyTakeProfitPoint=300; dSellTakeProfitPoint=10; dBuyTrailingStopPoint=0; dSellTrailingStopPoint=0; dLots=1; nSlippage=5; lFlagUseHourTrade=false; nFromHourTrade=0; nToHourTrade=23; lFlagUseSound=true; sSoundFileName="alert.wav"; colorOpenBuy=Blue; colorCloseBuy=Aqua; colorOpenSell=Red; colorCloseSell=Aqua; | ||||
| Bars in test | 3941 | Ticks modelled | 2293025 | Modelling quality | 87.72% |
| Initial deposit | 10000.00 | ||||
| Total net profit | -1041.26 | Gross profit | 31275.17 | Gross loss | -32316.43 |
| Profit factor | 0.97 | Expected payoff | -18.93 | ||
| Absolute drawdown | 3124.79 | Maximal drawdown | 8745.25 (49.40%) | Relative drawdown | 49.40% (8745.25) |
| Total trades | 55 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 55 (41.82%) |
| Profit trades (% of total) | 23 (41.82%) | Loss trades (% of total) | 32 (58.18%) | ||
| Largest | profit trade | 2959.20 | loss trade | -1044.80 | |
| Average | profit trade | 1359.79 | loss trade | -1009.89 | |
| Maximum | consecutive wins (profit in money) | 5 (7254.00) | consecutive losses (loss in money) | 6 (-6251.23) | |
| Maximal | consecutive profit (count of wins) | 7254.00 (5) | consecutive loss (count of losses) | -6251.23 (6) | |
| Average | consecutive wins | 3 | consecutive losses | 4 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2005.01.07 04:11 | buy | 1 | 1.00 | 1.8768 | 1.8664 | 1.9064 | ||
| 2 | 2005.01.07 18:16 | s/l | 1 | 1.00 | 1.8664 | 1.8664 | 1.9064 | -1040.00 | 8960.00 |
| 3 | 2005.01.10 09:13 | buy | 2 | 1.00 | 1.8781 | 1.8677 | 1.9077 | ||
| 4 | 2005.01.14 09:31 | s/l | 2 | 1.00 | 1.8677 | 1.8677 | 1.9077 | -1044.80 | 7915.20 |
| 5 | 2005.01.17 03:29 | buy | 3 | 1.00 | 1.8722 | 1.8618 | 1.9018 | ||
| 6 | 2005.01.17 13:51 | s/l | 3 | 1.00 | 1.8618 | 1.8618 | 1.9018 | -1039.99 | 6875.21 |
| 7 | 2005.01.18 10:36 | buy | 4 | 1.00 | 1.8642 | 1.8538 | 1.8938 | ||
| 8 | 2005.01.24 13:59 | close | 4 | 1.00 | 1.8771 | 1.8538 | 1.8938 | 1285.20 | 8160.41 |
| 9 | 2005.01.26 10:22 | buy | 5 | 1.00 | 1.8708 | 1.8604 | 1.9004 | ||
| 10 | 2005.01.27 09:40 | close | 5 | 1.00 | 1.8807 | 1.8604 | 1.9004 | 987.60 | 9148.01 |
| 11 | 2005.02.08 16:10 | buy | 6 | 1.00 | 1.8564 | 1.8460 | 1.8860 | ||
| 12 | 2005.02.14 10:59 | t/p | 6 | 1.00 | 1.8860 | 1.8460 | 1.8860 | 2955.20 | 12103.21 |
| 13 | 2005.03.04 08:03 | buy | 7 | 1.00 | 1.9084 | 1.8980 | 1.9380 | ||
| 14 | 2005.03.07 08:22 | close | 7 | 1.00 | 1.9203 | 1.8980 | 1.9380 | 1189.20 | 13292.41 |
| 15 | 2005.03.15 08:05 | buy | 8 | 1.00 | 1.9157 | 1.9053 | 1.9453 | ||
| 16 | 2005.03.17 02:16 | close | 8 | 1.00 | 1.9241 | 1.9053 | 1.9453 | 836.80 | 14129.21 |
| 17 | 2005.03.22 09:15 | buy | 9 | 1.00 | 1.9000 | 1.8896 | 1.9296 | ||
| 18 | 2005.03.22 20:47 | s/l | 9 | 1.00 | 1.8896 | 1.8896 | 1.9296 | -1040.00 | 13089.21 |
| 19 | 2005.03.24 09:02 | buy | 10 | 1.00 | 1.8736 | 1.8632 | 1.9032 | ||
| 20 | 2005.03.28 03:17 | s/l | 10 | 1.00 | 1.8632 | 1.8632 | 1.9032 | -1041.60 | 12047.61 |
| 21 | 2005.03.28 16:39 | buy | 11 | 1.00 | 1.8677 | 1.8573 | 1.8973 | ||
| 22 | 2005.04.01 03:41 | close | 11 | 1.00 | 1.8862 | 1.8573 | 1.8973 | 1845.20 | 13892.81 |
| 23 | 2005.04.05 00:27 | buy | 12 | 1.00 | 1.8769 | 1.8665 | 1.9065 | ||
| 24 | 2005.04.07 10:30 | close | 12 | 1.00 | 1.8815 | 1.8665 | 1.9065 | 456.80 | 14349.61 |
| 25 | 2005.04.08 16:08 | buy | 13 | 1.00 | 1.8711 | 1.8607 | 1.9007 | ||
| 26 | 2005.04.12 14:29 | close | 13 | 1.00 | 1.8905 | 1.8607 | 1.9007 | 1938.39 | 16288.00 |
| 27 | 2005.04.15 08:52 | buy | 14 | 1.00 | 1.8815 | 1.8711 | 1.9111 | ||
| 28 | 2005.04.18 04:22 | close | 14 | 1.00 | 1.8883 | 1.8711 | 1.9111 | 679.19 | 16967.19 |
| 29 | 2005.05.03 15:23 | buy | 15 | 1.00 | 1.8952 | 1.8848 | 1.9248 | ||
| 30 | 2005.05.05 15:45 | close | 15 | 1.00 | 1.9026 | 1.8848 | 1.9248 | 736.80 | 17703.99 |
| 31 | 2005.05.10 04:51 | buy | 16 | 1.00 | 1.8844 | 1.8740 | 1.9140 | ||
| 32 | 2005.05.11 15:11 | s/l | 16 | 1.00 | 1.8740 | 1.8740 | 1.9140 | -1040.80 | 16663.19 |
| 33 | 2005.05.13 04:36 | buy | 17 | 1.00 | 1.8661 | 1.8557 | 1.8957 | ||
| 34 | 2005.05.13 12:03 | s/l | 17 | 1.00 | 1.8557 | 1.8557 | 1.8957 | -1040.00 | 15623.19 |
| 35 | 2005.05.17 08:20 | buy | 18 | 1.00 | 1.8392 | 1.8288 | 1.8688 | ||
| 36 | 2005.05.20 15:02 | s/l | 18 | 1.00 | 1.8288 | 1.8288 | 1.8688 | -1044.01 | 14579.18 |
| 37 | 2005.05.23 09:57 | buy | 19 | 1.00 | 1.8297 | 1.8193 | 1.8593 | ||
| 38 | 2005.05.26 17:20 | s/l | 19 | 1.00 | 1.8193 | 1.8193 | 1.8593 | -1044.00 | 13535.18 |
| 39 | 2005.05.27 08:17 | buy | 20 | 1.00 | 1.8236 | 1.8132 | 1.8532 | ||
| 40 | 2005.05.31 03:21 | s/l | 20 | 1.00 | 1.8132 | 1.8132 | 1.8532 | -1041.61 | 12493.57 |
| 41 | 2005.05.31 14:07 | buy | 21 | 1.00 | 1.8221 | 1.8117 | 1.8517 | ||
| 42 | 2005.06.01 12:36 | s/l | 21 | 1.00 | 1.8117 | 1.8117 | 1.8517 | -1040.81 | 11452.76 |
| 43 | 2005.06.02 08:22 | buy | 22 | 1.00 | 1.8144 | 1.8040 | 1.8440 | ||
| 44 | 2005.06.08 08:10 | close | 22 | 1.00 | 1.8340 | 1.8040 | 1.8440 | 1956.80 | 13409.56 |
| 45 | 2005.06.10 10:41 | buy | 23 | 1.00 | 1.8228 | 1.8124 | 1.8524 | ||
| 46 | 2005.06.10 16:49 | s/l | 23 | 1.00 | 1.8124 | 1.8124 | 1.8524 | -1040.01 | 12369.55 |
| 47 | 2005.06.13 23:54 | buy | 24 | 1.00 | 1.8083 | 1.7979 | 1.8379 | ||
| 48 | 2005.06.16 05:48 | close | 24 | 1.00 | 1.8180 | 1.7979 | 1.8379 | 966.00 | 13335.55 |
| 49 | 2005.06.23 12:33 | buy | 25 | 1.00 | 1.8213 | 1.8109 | 1.8509 | ||
| 50 | 2005.06.27 16:48 | close | 25 | 1.00 | 1.8258 | 1.8109 | 1.8509 | 448.39 | 13783.94 |
| 51 | 2005.07.05 01:09 | buy | 26 | 1.00 | 1.7612 | 1.7508 | 1.7908 | ||
| 52 | 2005.07.05 09:05 | s/l | 26 | 1.00 | 1.7508 | 1.7508 | 1.7908 | -1040.00 | 12743.94 |
| 53 | 2005.07.05 10:49 | buy | 27 | 1.00 | 1.7601 | 1.7497 | 1.7897 | ||
| 54 | 2005.07.07 04:43 | s/l | 27 | 1.00 | 1.7497 | 1.7497 | 1.7897 | -1043.20 | 11700.74 |
| 55 | 2005.07.08 15:49 | buy | 28 | 1.00 | 1.7438 | 1.7334 | 1.7734 | ||
| 56 | 2005.07.08 18:59 | s/l | 28 | 1.00 | 1.7334 | 1.7334 | 1.7734 | -1040.00 | 10660.74 |
| 57 | 2005.07.11 03:46 | buy | 29 | 1.00 | 1.7403 | 1.7299 | 1.7699 | ||
| 58 | 2005.07.12 12:29 | t/p | 29 | 1.00 | 1.7699 | 1.7299 | 1.7699 | 2959.20 | 13619.94 |
| 59 | 2005.07.14 08:00 | buy | 30 | 1.00 | 1.7632 | 1.7528 | 1.7928 | ||
| 60 | 2005.07.15 15:15 | s/l | 30 | 1.00 | 1.7528 | 1.7528 | 1.7928 | -1040.80 | 12579.14 |
| 61 | 2005.07.18 08:17 | buy | 31 | 1.00 | 1.7554 | 1.7450 | 1.7850 | ||
| 62 | 2005.07.19 06:50 | s/l | 31 | 1.00 | 1.7450 | 1.7450 | 1.7850 | -1040.79 | 11538.35 |
| 63 | 2005.07.20 10:05 | buy | 32 | 1.00 | 1.7403 | 1.7299 | 1.7699 | ||
| 64 | 2005.07.20 16:33 | s/l | 32 | 1.00 | 1.7299 | 1.7299 | 1.7699 | -1040.00 | 10498.35 |
| 65 | 2005.07.20 20:02 | buy | 33 | 1.00 | 1.7395 | 1.7291 | 1.7691 | ||
| 66 | 2005.07.22 12:11 | close | 33 | 1.00 | 1.7529 | 1.7291 | 1.7691 | 1336.79 | 11835.14 |
| 67 | 2005.07.25 16:04 | buy | 34 | 1.00 | 1.7404 | 1.7300 | 1.7700 | ||
| 68 | 2005.07.29 09:52 | close | 34 | 1.00 | 1.7530 | 1.7300 | 1.7700 | 1255.20 | 13090.34 |
| 69 | 2005.08.19 11:27 | buy | 35 | 1.00 | 1.7977 | 1.7873 | 1.8273 | ||
| 70 | 2005.08.22 20:08 | close | 35 | 1.00 | 1.7990 | 1.7873 | 1.8273 | 129.20 | 13219.54 |
| 71 | 2005.08.31 04:07 | buy | 36 | 1.00 | 1.7878 | 1.7774 | 1.8174 | ||
| 72 | 2005.09.01 16:00 | t/p | 36 | 1.00 | 1.8174 | 1.7774 | 1.8174 | 2957.60 | 16177.14 |
| 73 | 2005.09.13 10:11 | buy | 37 | 1.00 | 1.8239 | 1.8135 | 1.8535 | ||
| 74 | 2005.09.15 10:30 | s/l | 37 | 1.00 | 1.8135 | 1.8135 | 1.8535 | -1043.20 | 15133.94 |
| 75 | 2005.09.16 06:16 | buy | 38 | 1.00 | 1.8104 | 1.8000 | 1.8400 | ||
| 76 | 2005.09.19 08:04 | s/l | 38 | 1.00 | 1.8000 | 1.8000 | 1.8400 | -1040.81 | 14093.13 |
| 77 | 2005.09.19 20:48 | buy | 39 | 1.00 | 1.8037 | 1.7933 | 1.8333 | ||
| 78 | 2005.09.22 16:03 | s/l | 39 | 1.00 | 1.7933 | 1.7933 | 1.8333 | -1044.00 | 13049.13 |
| 79 | 2005.09.26 17:33 | buy | 40 | 1.00 | 1.7759 | 1.7655 | 1.8055 | ||
| 80 | 2005.09.27 08:45 | s/l | 40 | 1.00 | 1.7655 | 1.7655 | 1.8055 | -1040.80 | 12008.33 |
| 81 | 2005.09.28 21:55 | buy | 41 | 1.00 | 1.7683 | 1.7579 | 1.7979 | ||
| 82 | 2005.09.30 01:12 | s/l | 41 | 1.00 | 1.7579 | 1.7579 | 1.7979 | -1043.20 | 10965.13 |
| 83 | 2005.10.04 02:18 | buy | 42 | 1.00 | 1.7563 | 1.7459 | 1.7859 | ||
| 84 | 2005.10.07 07:43 | close | 42 | 1.00 | 1.7751 | 1.7459 | 1.7859 | 1876.00 | 12841.13 |
| 85 | 2005.10.13 18:34 | buy | 43 | 1.00 | 1.7517 | 1.7413 | 1.7813 | ||
| 86 | 2005.10.17 09:36 | close | 43 | 1.00 | 1.7654 | 1.7413 | 1.7813 | 1368.41 | 14209.54 |
| 87 | 2005.10.19 10:50 | buy | 44 | 1.00 | 1.7491 | 1.7387 | 1.7787 | ||
| 88 | 2005.10.20 05:18 | close | 44 | 1.00 | 1.7593 | 1.7387 | 1.7787 | 1017.60 | 15227.14 |
| 89 | 2005.11.02 04:25 | buy | 45 | 1.00 | 1.7666 | 1.7562 | 1.7962 | ||
| 90 | 2005.11.03 08:06 | close | 45 | 1.00 | 1.7734 | 1.7562 | 1.7962 | 677.60 | 15904.74 |
| 91 | 2005.11.09 04:12 | buy | 46 | 1.00 | 1.7424 | 1.7320 | 1.7720 | ||
| 92 | 2005.11.15 12:17 | s/l | 46 | 1.00 | 1.7320 | 1.7320 | 1.7720 | -1044.80 | 14859.94 |
| 93 | 2005.11.15 17:43 | buy | 47 | 1.00 | 1.7389 | 1.7285 | 1.7685 | ||
| 94 | 2005.11.16 11:37 | s/l | 47 | 1.00 | 1.7285 | 1.7285 | 1.7685 | -1040.80 | 13819.14 |
| 95 | 2005.11.17 10:06 | buy | 48 | 1.00 | 1.7206 | 1.7102 | 1.7502 | ||
| 96 | 2005.11.18 10:23 | s/l | 48 | 1.00 | 1.7102 | 1.7102 | 1.7502 | -1040.80 | 12778.34 |
| 97 | 2005.11.18 15:33 | buy | 49 | 1.00 | 1.7215 | 1.7111 | 1.7511 | ||
| 98 | 2005.11.22 10:16 | s/l | 49 | 1.00 | 1.7111 | 1.7111 | 1.7511 | -1041.60 | 11736.74 |
| 99 | 2005.11.24 11:29 | buy | 50 | 1.00 | 1.7260 | 1.7156 | 1.7556 | ||
| 100 | 2005.11.25 16:59 | s/l | 50 | 1.00 | 1.7156 | 1.7156 | 1.7556 | -1040.80 | 10695.94 |
| 101 | 2005.11.28 16:25 | buy | 51 | 1.00 | 1.7143 | 1.7039 | 1.7439 | ||
| 102 | 2005.12.01 12:00 | close | 51 | 1.00 | 1.7285 | 1.7039 | 1.7439 | 1416.00 | 12111.94 |
| 103 | 2005.12.21 08:29 | buy | 52 | 1.00 | 1.7594 | 1.7490 | 1.7890 | ||
| 104 | 2005.12.21 12:44 | s/l | 52 | 1.00 | 1.7490 | 1.7490 | 1.7890 | -1039.99 | 11071.95 |
| 105 | 2005.12.22 16:12 | buy | 53 | 1.00 | 1.7428 | 1.7324 | 1.7724 | ||
| 106 | 2005.12.23 14:59 | s/l | 53 | 1.00 | 1.7324 | 1.7324 | 1.7724 | -1040.81 | 10031.14 |
| 107 | 2005.12.26 08:34 | buy | 54 | 1.00 | 1.7351 | 1.7247 | 1.7647 | ||
| 108 | 2005.12.28 17:52 | s/l | 54 | 1.00 | 1.7247 | 1.7247 | 1.7647 | -1041.60 | 8989.54 |
| 109 | 2005.12.29 12:10 | buy | 55 | 1.00 | 1.7231 | 1.7127 | 1.7527 | ||
| 110 | 2005.12.30 23:59 | close at stop | 55 | 1.00 | 1.7228 | 1.7127 | 1.7527 | -30.80 | 8958.74 |