Strategy Tester Report
ATC_Test
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 4 Hours (H4) 2006.01.02 00:00 - 2006.12.21 00:00 (2006.01.01 - 2006.12.21) | ||||
| 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 | 3930 | Ticks modelled | 1500814 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 19779.21 | Gross profit | 33330.01 | Gross loss | -13550.80 |
| Profit factor | 2.46 | Expected payoff | 482.42 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 4171.20 (19.21%) | Relative drawdown | 19.21% (4171.20) |
| Total trades | 41 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 41 (65.85%) |
| Profit trades (% of total) | 27 (65.85%) | Loss trades (% of total) | 14 (34.15%) | ||
| Largest | profit trade | 2959.20 | loss trade | -1044.00 | |
| Average | profit trade | 1234.44 | loss trade | -967.91 | |
| Maximum | consecutive wins (profit in money) | 6 (5034.40) | consecutive losses (loss in money) | 4 (-4171.20) | |
| Maximal | consecutive profit (count of wins) | 6716.00 (3) | consecutive loss (count of losses) | -4171.20 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.01.02 08:49 | buy | 1 | 1.00 | 1.7229 | 1.7125 | 1.7525 | ||
| 2 | 2006.01.04 04:07 | t/p | 1 | 1.00 | 1.7525 | 1.7125 | 1.7525 | 2958.40 | 12958.40 |
| 3 | 2006.01.20 08:07 | buy | 2 | 1.00 | 1.7576 | 1.7472 | 1.7872 | ||
| 4 | 2006.01.23 18:47 | t/p | 2 | 1.00 | 1.7872 | 1.7472 | 1.7872 | 2959.20 | 15917.60 |
| 5 | 2006.01.30 16:07 | buy | 3 | 1.00 | 1.7696 | 1.7592 | 1.7992 | ||
| 6 | 2006.02.01 10:25 | close | 3 | 1.00 | 1.7776 | 1.7592 | 1.7992 | 798.40 | 16716.00 |
| 7 | 2006.02.07 08:50 | buy | 4 | 1.00 | 1.7507 | 1.7403 | 1.7803 | ||
| 8 | 2006.02.08 16:21 | s/l | 4 | 1.00 | 1.7403 | 1.7403 | 1.7803 | -1040.80 | 15675.20 |
| 9 | 2006.02.09 02:00 | buy | 5 | 1.00 | 1.7446 | 1.7342 | 1.7742 | ||
| 10 | 2006.02.14 13:11 | s/l | 5 | 1.00 | 1.7342 | 1.7342 | 1.7742 | -1042.40 | 14632.80 |
| 11 | 2006.02.15 11:31 | buy | 6 | 1.00 | 1.7362 | 1.7258 | 1.7658 | ||
| 12 | 2006.02.21 16:04 | close | 6 | 1.00 | 1.7441 | 1.7258 | 1.7658 | 785.20 | 15418.00 |
| 13 | 2006.02.23 05:31 | buy | 7 | 1.00 | 1.7432 | 1.7328 | 1.7728 | ||
| 14 | 2006.02.23 16:22 | close | 7 | 1.00 | 1.7480 | 1.7328 | 1.7728 | 480.00 | 15898.00 |
| 15 | 2006.02.28 04:23 | buy | 8 | 1.00 | 1.7408 | 1.7304 | 1.7704 | ||
| 16 | 2006.03.01 09:19 | close | 8 | 1.00 | 1.7522 | 1.7304 | 1.7704 | 1139.20 | 17037.20 |
| 17 | 2006.03.08 04:26 | buy | 9 | 1.00 | 1.7385 | 1.7281 | 1.7681 | ||
| 18 | 2006.03.10 15:15 | s/l | 9 | 1.00 | 1.7281 | 1.7281 | 1.7681 | -1043.21 | 15993.99 |
| 19 | 2006.03.13 08:37 | buy | 10 | 1.00 | 1.7293 | 1.7189 | 1.7589 | ||
| 20 | 2006.03.15 10:30 | close | 10 | 1.00 | 1.7440 | 1.7189 | 1.7589 | 1468.40 | 17462.39 |
| 21 | 2006.03.22 20:33 | buy | 11 | 1.00 | 1.7478 | 1.7374 | 1.7774 | ||
| 22 | 2006.03.23 16:20 | s/l | 11 | 1.00 | 1.7374 | 1.7374 | 1.7774 | -1042.40 | 16419.99 |
| 23 | 2006.04.03 16:54 | buy | 12 | 1.00 | 1.7361 | 1.7257 | 1.7657 | ||
| 24 | 2006.04.05 10:38 | close | 12 | 1.00 | 1.7543 | 1.7257 | 1.7657 | 1818.40 | 18238.39 |
| 25 | 2006.04.10 08:59 | buy | 13 | 1.00 | 1.7457 | 1.7353 | 1.7753 | ||
| 26 | 2006.04.12 08:13 | close | 13 | 1.00 | 1.7486 | 1.7353 | 1.7753 | 288.40 | 18526.79 |
| 27 | 2006.05.22 12:05 | buy | 14 | 1.00 | 1.8754 | 1.8650 | 1.9050 | ||
| 28 | 2006.05.23 09:34 | close | 14 | 1.00 | 1.8829 | 1.8650 | 1.9050 | 749.20 | 19275.99 |
| 29 | 2006.05.25 12:54 | buy | 15 | 1.00 | 1.8724 | 1.8620 | 1.9020 | ||
| 30 | 2006.05.26 15:29 | s/l | 15 | 1.00 | 1.8620 | 1.8620 | 1.9020 | -1040.80 | 18235.19 |
| 31 | 2006.05.29 11:07 | buy | 16 | 1.00 | 1.8621 | 1.8517 | 1.8917 | ||
| 32 | 2006.05.31 08:13 | close | 16 | 1.00 | 1.8807 | 1.8517 | 1.8917 | 1858.39 | 20093.58 |
| 33 | 2006.06.02 04:00 | buy | 17 | 1.00 | 1.8661 | 1.8557 | 1.8957 | ||
| 34 | 2006.06.05 14:08 | close | 17 | 1.00 | 1.8823 | 1.8557 | 1.8957 | 1619.20 | 21712.78 |
| 35 | 2006.06.07 12:19 | buy | 18 | 1.00 | 1.8629 | 1.8525 | 1.8925 | ||
| 36 | 2006.06.08 08:34 | s/l | 18 | 1.00 | 1.8525 | 1.8525 | 1.8925 | -1042.40 | 20670.38 |
| 37 | 2006.06.09 08:58 | buy | 19 | 1.00 | 1.8448 | 1.8344 | 1.8744 | ||
| 38 | 2006.06.13 19:14 | s/l | 19 | 1.00 | 1.8344 | 1.8344 | 1.8744 | -1041.60 | 19628.78 |
| 39 | 2006.06.20 07:17 | buy | 20 | 1.00 | 1.8429 | 1.8325 | 1.8725 | ||
| 40 | 2006.06.22 12:48 | s/l | 20 | 1.00 | 1.8325 | 1.8325 | 1.8725 | -1043.20 | 18585.58 |
| 41 | 2006.06.26 09:03 | buy | 21 | 1.00 | 1.8207 | 1.8103 | 1.8503 | ||
| 42 | 2006.06.29 13:18 | s/l | 21 | 1.00 | 1.8103 | 1.8103 | 1.8503 | -1044.00 | 17541.58 |
| 43 | 2006.06.29 20:20 | buy | 22 | 1.00 | 1.8177 | 1.8073 | 1.8473 | ||
| 44 | 2006.06.30 16:39 | t/p | 22 | 1.00 | 1.8473 | 1.8073 | 1.8473 | 2959.20 | 20500.78 |
| 45 | 2006.07.06 12:46 | buy | 23 | 1.00 | 1.8363 | 1.8259 | 1.8659 | ||
| 46 | 2006.07.06 16:59 | close | 23 | 1.00 | 1.8362 | 1.8259 | 1.8659 | -9.99 | 20490.79 |
| 47 | 2006.07.13 09:14 | buy | 24 | 1.00 | 1.8378 | 1.8274 | 1.8674 | ||
| 48 | 2006.07.14 02:55 | close | 24 | 1.00 | 1.8412 | 1.8274 | 1.8674 | 339.20 | 20829.99 |
| 49 | 2006.07.18 08:46 | buy | 25 | 1.00 | 1.8217 | 1.8113 | 1.8513 | ||
| 50 | 2006.07.20 13:52 | t/p | 25 | 1.00 | 1.8513 | 1.8113 | 1.8513 | 2956.80 | 23786.79 |
| 51 | 2006.08.15 04:09 | buy | 26 | 1.00 | 1.8903 | 1.8799 | 1.9199 | ||
| 52 | 2006.08.16 01:49 | close | 26 | 1.00 | 1.8928 | 1.8799 | 1.9199 | 249.20 | 24035.99 |
| 53 | 2006.08.21 02:58 | buy | 27 | 1.00 | 1.8840 | 1.8736 | 1.9136 | ||
| 54 | 2006.08.21 23:52 | close | 27 | 1.00 | 1.8923 | 1.8736 | 1.9136 | 830.00 | 24865.99 |
| 55 | 2006.08.23 08:54 | buy | 28 | 1.00 | 1.8890 | 1.8786 | 1.9186 | ||
| 56 | 2006.08.23 17:02 | close | 28 | 1.00 | 1.8916 | 1.8786 | 1.9186 | 260.00 | 25125.99 |
| 57 | 2006.08.25 12:09 | buy | 29 | 1.00 | 1.8903 | 1.8799 | 1.9199 | ||
| 58 | 2006.08.28 21:00 | close | 29 | 1.00 | 1.8943 | 1.8799 | 1.9199 | 399.20 | 25525.19 |
| 59 | 2006.09.07 09:11 | buy | 30 | 1.00 | 1.8857 | 1.8753 | 1.9153 | ||
| 60 | 2006.09.07 13:09 | s/l | 30 | 1.00 | 1.8753 | 1.8753 | 1.9153 | -1040.00 | 24485.19 |
| 61 | 2006.09.11 08:29 | buy | 31 | 1.00 | 1.8670 | 1.8566 | 1.8966 | ||
| 62 | 2006.09.15 09:39 | close | 31 | 1.00 | 1.8855 | 1.8566 | 1.8966 | 1845.20 | 26330.39 |
| 63 | 2006.09.18 18:18 | buy | 32 | 1.00 | 1.8788 | 1.8684 | 1.9084 | ||
| 64 | 2006.09.19 17:42 | close | 32 | 1.00 | 1.8821 | 1.8684 | 1.9084 | 329.20 | 26659.59 |
| 65 | 2006.10.02 06:30 | buy | 33 | 1.00 | 1.8711 | 1.8607 | 1.9007 | ||
| 66 | 2006.10.03 18:01 | close | 33 | 1.00 | 1.8868 | 1.8607 | 1.9007 | 1569.20 | 28228.79 |
| 67 | 2006.10.06 13:53 | buy | 34 | 1.00 | 1.8789 | 1.8685 | 1.9085 | ||
| 68 | 2006.10.06 16:37 | s/l | 34 | 1.00 | 1.8685 | 1.8685 | 1.9085 | -1040.00 | 27188.79 |
| 69 | 2006.10.10 07:29 | buy | 35 | 1.00 | 1.8675 | 1.8571 | 1.8971 | ||
| 70 | 2006.10.10 13:16 | s/l | 35 | 1.00 | 1.8571 | 1.8571 | 1.8971 | -1040.00 | 26148.79 |
| 71 | 2006.10.11 09:38 | buy | 36 | 1.00 | 1.8563 | 1.8459 | 1.8859 | ||
| 72 | 2006.10.18 11:08 | close | 36 | 1.00 | 1.8701 | 1.8459 | 1.8859 | 1374.40 | 27523.19 |
| 73 | 2006.10.24 16:02 | buy | 37 | 1.00 | 1.8710 | 1.8606 | 1.9006 | ||
| 74 | 2006.10.24 23:36 | close | 37 | 1.00 | 1.8721 | 1.8606 | 1.9006 | 110.00 | 27633.19 |
| 75 | 2006.11.14 15:06 | buy | 38 | 1.00 | 1.9036 | 1.8932 | 1.9332 | ||
| 76 | 2006.11.14 16:13 | s/l | 38 | 1.00 | 1.8932 | 1.8932 | 1.9332 | -1040.00 | 26593.19 |
| 77 | 2006.11.16 10:30 | buy | 39 | 1.00 | 1.8898 | 1.8794 | 1.9194 | ||
| 78 | 2006.11.21 05:48 | close | 39 | 1.00 | 1.8966 | 1.8794 | 1.9194 | 677.60 | 27270.79 |
| 79 | 2006.12.11 16:34 | buy | 40 | 1.00 | 1.9531 | 1.9427 | 1.9827 | ||
| 80 | 2006.12.12 08:53 | close | 40 | 1.00 | 1.9588 | 1.9427 | 1.9827 | 569.21 | 27840.00 |
| 81 | 2006.12.19 07:14 | buy | 41 | 1.00 | 1.9498 | 1.9394 | 1.9794 | ||
| 82 | 2006.12.20 08:59 | close | 41 | 1.00 | 1.9692 | 1.9394 | 1.9794 | 1939.21 | 29779.21 |