Strategy Tester Report
ArtificialIntelligence
| Symbol | GBPUSDm (Great Britain Pound vs US Dollar) | ||||
| Period | 4 Hours (H4) 2005.09.06 08:00 - 2006.12.22 20:00 (2006.08.27 - 2006.12.21) | ||||
| Model | Open prices only (fastest method to analyze the bar just completed) | ||||
| Parameters | x1=135; x2=127; x3=16; x4=93; sl=85; lots=3; MagicNumber=888; | ||||
| Bars in test | 2060 | Ticks modelled | 4020 | Modelling quality | n/a |
| Initial deposit | 1000.00 | ||||
| Total net profit | 2346.18 | Gross profit | 6931.38 | Gross loss | -4585.20 |
| Profit factor | 1.51 | Expected payoff | 43.45 | ||
| Absolute drawdown | 266.84 | Maximal drawdown | 801.43 (22.95%) | Relative drawdown | 26.68% (266.84) |
| Total trades | 54 | Short positions (won %) | 27 (59.26%) | Long positions (won %) | 27 (74.07%) |
| Profit trades (% of total) | 36 (66.67%) | Loss trades (% of total) | 18 (33.33%) | ||
| Largest | profit trade | 1021.37 | loss trade | -270.21 | |
| Average | profit trade | 192.54 | loss trade | -254.73 | |
| Maximum | consecutive wins (profit in money) | 7 (1785.24) | consecutive losses (loss in money) | 3 (-801.44) | |
| Maximal | consecutive profit (count of wins) | 1785.24 (7) | consecutive loss (count of losses) | -801.44 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.08.27 20:05 | sell | 1 | 3.00 | 1.8879 | 1.8968 | 0.0000 | ||
| 2 | 2006.08.28 16:00 | s/l | 1 | 3.00 | 1.8968 | 1.8968 | 0.0000 | -266.83 | 733.16 |
| 3 | 2006.08.28 16:00 | buy | 2 | 3.00 | 1.8969 | 1.8880 | 0.0000 | ||
| 4 | 2006.08.31 08:00 | sell | 3 | 6.00 | 1.9074 | 1.9163 | 0.0000 | ||
| 5 | 2006.08.31 08:00 | close by | 3 | 3.00 | 1.8969 | 1.9163 | 0.0000 | 312.00 | 1045.17 |
| 6 | 2006.08.31 08:00 | sell | 4 | 3.00 | 1.9074 | 1.9163 | 0.0000 | ||
| 7 | 2006.08.31 08:00 | close by | 2 | 0.00 | 1.8969 | 1.8880 | 0.0000 | 0.00 | 1045.17 |
| 8 | 2006.09.05 08:00 | buy | 5 | 6.00 | 1.8987 | 1.8898 | 0.0000 | ||
| 9 | 2006.09.05 08:00 | close by | 5 | 3.00 | 1.9074 | 1.8898 | 0.0000 | 258.50 | 1303.66 |
| 10 | 2006.09.05 08:00 | buy | 6 | 3.00 | 1.8987 | 1.8898 | 0.0000 | ||
| 11 | 2006.09.05 08:00 | close by | 4 | 0.00 | 1.9074 | 1.9163 | 0.0000 | 0.00 | 1303.66 |
| 12 | 2006.09.06 12:00 | s/l | 6 | 3.00 | 1.8898 | 1.8898 | 0.0000 | -270.11 | 1033.55 |
| 13 | 2006.09.06 12:00 | sell | 7 | 3.00 | 1.8847 | 1.8936 | 0.0000 | ||
| 14 | 2006.09.07 12:00 | buy | 8 | 6.00 | 1.8746 | 1.8657 | 0.0000 | ||
| 15 | 2006.09.07 12:00 | close by | 8 | 3.00 | 1.8847 | 1.8657 | 0.0000 | 303.50 | 1337.05 |
| 16 | 2006.09.07 12:00 | buy | 9 | 3.00 | 1.8746 | 1.8657 | 0.0000 | ||
| 17 | 2006.09.07 12:00 | close by | 7 | 0.00 | 1.8847 | 1.8936 | 0.0000 | 0.00 | 1337.05 |
| 18 | 2006.09.08 16:00 | s/l | 9 | 3.00 | 1.8657 | 1.8657 | 0.0000 | -267.11 | 1069.94 |
| 19 | 2006.09.08 16:00 | buy | 10 | 3.00 | 1.8657 | 1.8568 | 0.0000 | ||
| 20 | 2006.09.12 16:00 | modify | 10 | 3.00 | 1.8657 | 1.8660 | 0.0000 | ||
| 21 | 2006.09.14 12:00 | sell | 11 | 6.00 | 1.8865 | 1.8954 | 0.0000 | ||
| 22 | 2006.09.14 12:00 | close by | 11 | 3.00 | 1.8657 | 1.8954 | 0.0000 | 620.40 | 1690.34 |
| 23 | 2006.09.14 12:00 | sell | 12 | 3.00 | 1.8865 | 1.8954 | 0.0000 | ||
| 24 | 2006.09.14 12:00 | close by | 10 | 0.00 | 1.8657 | 1.8660 | 0.0000 | 0.00 | 1690.34 |
| 25 | 2006.09.17 20:05 | modify | 12 | 3.00 | 1.8865 | 1.8863 | 0.0000 | ||
| 26 | 2006.09.19 16:00 | s/l | 12 | 3.00 | 1.8863 | 1.8863 | 0.0000 | 2.90 | 1693.24 |
| 27 | 2006.09.19 16:00 | sell | 13 | 3.00 | 1.8827 | 1.8916 | 0.0000 | ||
| 28 | 2006.09.20 20:00 | s/l | 13 | 3.00 | 1.8916 | 1.8916 | 0.0000 | -266.83 | 1426.40 |
| 29 | 2006.09.20 20:00 | buy | 14 | 3.00 | 1.8878 | 1.8789 | 0.0000 | ||
| 30 | 2006.09.21 12:00 | modify | 14 | 3.00 | 1.8878 | 1.8897 | 0.0000 | ||
| 31 | 2006.09.27 12:00 | s/l | 14 | 3.00 | 1.8897 | 1.8897 | 0.0000 | 52.80 | 1479.20 |
| 32 | 2006.09.27 12:00 | sell | 15 | 3.00 | 1.8918 | 1.9007 | 0.0000 | ||
| 33 | 2006.09.28 08:00 | buy | 16 | 6.00 | 1.8809 | 1.8720 | 0.0000 | ||
| 34 | 2006.09.28 08:00 | close by | 16 | 3.00 | 1.8918 | 1.8720 | 0.0000 | 327.50 | 1806.70 |
| 35 | 2006.09.28 08:00 | buy | 17 | 3.00 | 1.8809 | 1.8720 | 0.0000 | ||
| 36 | 2006.09.28 08:00 | close by | 15 | 0.00 | 1.8918 | 1.9007 | 0.0000 | 0.00 | 1806.70 |
| 37 | 2006.09.29 08:00 | s/l | 17 | 3.00 | 1.8720 | 1.8720 | 0.0000 | -267.11 | 1539.59 |
| 38 | 2006.09.29 08:00 | buy | 18 | 3.00 | 1.8688 | 1.8599 | 0.0000 | ||
| 39 | 2006.10.02 16:00 | modify | 18 | 3.00 | 1.8688 | 1.8772 | 0.0000 | ||
| 40 | 2006.10.05 16:00 | s/l | 18 | 3.00 | 1.8772 | 1.8772 | 0.0000 | 248.40 | 1787.99 |
| 41 | 2006.10.05 16:00 | sell | 19 | 3.00 | 1.8771 | 1.8860 | 0.0000 | ||
| 42 | 2006.10.06 16:00 | s/l | 19 | 3.00 | 1.8860 | 1.8860 | 0.0000 | -266.83 | 1521.16 |
| 43 | 2006.10.06 16:00 | sell | 20 | 3.00 | 1.8709 | 1.8798 | 0.0000 | ||
| 44 | 2006.10.10 12:00 | buy | 21 | 6.00 | 1.8566 | 1.8477 | 0.0000 | ||
| 45 | 2006.10.10 12:00 | close by | 21 | 3.00 | 1.8709 | 1.8477 | 0.0000 | 429.33 | 1950.49 |
| 46 | 2006.10.10 12:00 | buy | 22 | 3.00 | 1.8566 | 1.8477 | 0.0000 | ||
| 47 | 2006.10.10 12:00 | close by | 20 | 0.00 | 1.8709 | 1.8798 | 0.0000 | 0.00 | 1950.49 |
| 48 | 2006.10.17 12:00 | sell | 23 | 6.00 | 1.8665 | 1.8754 | 0.0000 | ||
| 49 | 2006.10.17 12:00 | close by | 23 | 3.00 | 1.8566 | 1.8754 | 0.0000 | 293.13 | 2243.62 |
| 50 | 2006.10.17 12:00 | sell | 24 | 3.00 | 1.8665 | 1.8754 | 0.0000 | ||
| 51 | 2006.10.17 12:00 | close by | 22 | 0.00 | 1.8566 | 1.8477 | 0.0000 | 0.00 | 2243.62 |
| 52 | 2006.10.19 16:00 | s/l | 24 | 3.00 | 1.8754 | 1.8754 | 0.0000 | -270.21 | 1973.41 |
| 53 | 2006.10.19 16:00 | sell | 25 | 3.00 | 1.8755 | 1.8844 | 0.0000 | ||
| 54 | 2006.10.20 12:00 | s/l | 25 | 3.00 | 1.8844 | 1.8844 | 0.0000 | -266.83 | 1706.57 |
| 55 | 2006.10.20 12:00 | sell | 26 | 3.00 | 1.8841 | 1.8930 | 0.0000 | ||
| 56 | 2006.10.23 12:00 | buy | 27 | 6.00 | 1.8728 | 1.8639 | 0.0000 | ||
| 57 | 2006.10.23 12:00 | close by | 27 | 3.00 | 1.8841 | 1.8639 | 0.0000 | 339.17 | 2045.74 |
| 58 | 2006.10.23 12:00 | buy | 28 | 3.00 | 1.8728 | 1.8639 | 0.0000 | ||
| 59 | 2006.10.23 12:00 | close by | 26 | 0.00 | 1.8841 | 1.8930 | 0.0000 | 0.00 | 2045.74 |
| 60 | 2006.10.26 08:00 | modify | 28 | 3.00 | 1.8728 | 1.8756 | 0.0000 | ||
| 61 | 2006.10.27 16:00 | modify | 28 | 3.00 | 1.8728 | 1.8882 | 0.0000 | ||
| 62 | 2006.10.31 16:00 | sell | 29 | 6.00 | 1.9070 | 1.9159 | 0.0000 | ||
| 63 | 2006.10.31 16:00 | close by | 29 | 3.00 | 1.8728 | 1.9159 | 0.0000 | 1021.37 | 3067.10 |
| 64 | 2006.10.31 16:00 | sell | 30 | 3.00 | 1.9070 | 1.9159 | 0.0000 | ||
| 65 | 2006.10.31 16:00 | close by | 28 | 0.00 | 1.8728 | 1.8882 | 0.0000 | 0.00 | 3067.10 |
| 66 | 2006.11.06 12:00 | buy | 31 | 6.00 | 1.8965 | 1.8876 | 0.0000 | ||
| 67 | 2006.11.06 12:00 | close by | 31 | 3.00 | 1.9070 | 1.8876 | 0.0000 | 311.36 | 3378.46 |
| 68 | 2006.11.06 12:00 | buy | 32 | 3.00 | 1.8965 | 1.8876 | 0.0000 | ||
| 69 | 2006.11.06 12:00 | close by | 30 | 0.00 | 1.9070 | 1.9159 | 0.0000 | 0.00 | 3378.46 |
| 70 | 2006.11.07 16:00 | modify | 32 | 3.00 | 1.8965 | 1.9005 | 0.0000 | ||
| 71 | 2006.11.09 16:00 | s/l | 32 | 3.00 | 1.9005 | 1.9005 | 0.0000 | 113.36 | 3491.81 |
| 72 | 2006.11.09 16:00 | sell | 33 | 3.00 | 1.8989 | 1.9078 | 0.0000 | ||
| 73 | 2006.11.09 20:00 | s/l | 33 | 3.00 | 1.9078 | 1.9078 | 0.0000 | -267.00 | 3224.81 |
| 74 | 2006.11.09 20:00 | sell | 34 | 3.00 | 1.9053 | 1.9142 | 0.0000 | ||
| 75 | 2006.11.10 12:00 | s/l | 34 | 3.00 | 1.9142 | 1.9142 | 0.0000 | -266.83 | 2957.98 |
| 76 | 2006.11.10 12:00 | buy | 35 | 3.00 | 1.9157 | 1.9068 | 0.0000 | ||
| 77 | 2006.11.13 12:00 | s/l | 35 | 3.00 | 1.9068 | 1.9068 | 0.0000 | -267.60 | 2690.38 |
| 78 | 2006.11.13 12:00 | sell | 36 | 3.00 | 1.9052 | 1.9141 | 0.0000 | ||
| 79 | 2006.11.14 16:00 | modify | 36 | 3.00 | 1.9052 | 1.9029 | 0.0000 | ||
| 80 | 2006.11.17 08:00 | buy | 37 | 6.00 | 1.8852 | 1.8763 | 0.0000 | ||
| 81 | 2006.11.17 08:00 | close by | 37 | 3.00 | 1.9052 | 1.8763 | 0.0000 | 600.99 | 3291.37 |
| 82 | 2006.11.17 08:00 | buy | 38 | 3.00 | 1.8852 | 1.8763 | 0.0000 | ||
| 83 | 2006.11.17 08:00 | close by | 36 | 0.00 | 1.9052 | 1.9029 | 0.0000 | 0.00 | 3291.37 |
| 84 | 2006.11.17 16:00 | modify | 38 | 3.00 | 1.8852 | 1.8857 | 0.0000 | ||
| 85 | 2006.11.22 08:00 | sell | 39 | 6.00 | 1.9041 | 1.9130 | 0.0000 | ||
| 86 | 2006.11.22 08:00 | close by | 39 | 3.00 | 1.8852 | 1.9130 | 0.0000 | 566.19 | 3857.56 |
| 87 | 2006.11.22 08:00 | sell | 40 | 3.00 | 1.9041 | 1.9130 | 0.0000 | ||
| 88 | 2006.11.22 08:00 | close by | 38 | 0.00 | 1.8852 | 1.8857 | 0.0000 | 0.00 | 3857.56 |
| 89 | 2006.11.22 16:00 | s/l | 40 | 3.00 | 1.9130 | 1.9130 | 0.0000 | -267.81 | 3589.75 |
| 90 | 2006.11.22 16:00 | sell | 41 | 3.00 | 1.9135 | 1.9224 | 0.0000 | ||
| 91 | 2006.11.24 12:00 | s/l | 41 | 3.00 | 1.9224 | 1.9224 | 0.0000 | -266.34 | 3323.41 |
| 92 | 2006.11.24 12:00 | sell | 42 | 3.00 | 1.9330 | 1.9419 | 0.0000 | ||
| 93 | 2006.11.28 08:00 | s/l | 42 | 3.00 | 1.9419 | 1.9419 | 0.0000 | -266.67 | 3056.74 |
| 94 | 2006.11.28 08:00 | buy | 43 | 3.00 | 1.9425 | 1.9336 | 0.0000 | ||
| 95 | 2006.11.29 00:00 | sell | 44 | 6.00 | 1.9528 | 1.9617 | 0.0000 | ||
| 96 | 2006.11.29 00:00 | close by | 44 | 3.00 | 1.9425 | 1.9617 | 0.0000 | 308.40 | 3365.14 |
| 97 | 2006.11.29 00:00 | sell | 45 | 3.00 | 1.9528 | 1.9617 | 0.0000 | ||
| 98 | 2006.11.29 00:00 | close by | 43 | 0.00 | 1.9425 | 1.9336 | 0.0000 | 0.00 | 3365.14 |
| 99 | 2006.11.30 16:00 | s/l | 45 | 3.00 | 1.9617 | 1.9617 | 0.0000 | -267.11 | 3098.03 |
| 100 | 2006.11.30 16:00 | buy | 46 | 3.00 | 1.9674 | 1.9585 | 0.0000 | ||
| 101 | 2006.12.01 16:00 | modify | 46 | 3.00 | 1.9674 | 1.9721 | 0.0000 | ||
| 102 | 2006.12.05 16:00 | s/l | 46 | 3.00 | 1.9721 | 1.9721 | 0.0000 | 139.20 | 3237.23 |
| 103 | 2006.12.05 16:00 | sell | 47 | 3.00 | 1.9706 | 1.9795 | 0.0000 | ||
| 104 | 2006.12.08 08:00 | buy | 48 | 6.00 | 1.9612 | 1.9523 | 0.0000 | ||
| 105 | 2006.12.08 08:00 | close by | 48 | 3.00 | 1.9706 | 1.9523 | 0.0000 | 282.82 | 3520.06 |
| 106 | 2006.12.08 08:00 | buy | 49 | 3.00 | 1.9612 | 1.9523 | 0.0000 | ||
| 107 | 2006.12.08 08:00 | close by | 47 | 0.00 | 1.9706 | 1.9795 | 0.0000 | 0.00 | 3520.06 |
| 108 | 2006.12.08 20:00 | s/l | 49 | 3.00 | 1.9523 | 1.9523 | 0.0000 | -266.18 | 3253.88 |
| 109 | 2006.12.08 20:00 | buy | 50 | 3.00 | 1.9526 | 1.9437 | 0.0000 | ||
| 110 | 2006.12.12 04:00 | modify | 50 | 3.00 | 1.9526 | 1.9528 | 0.0000 | ||
| 111 | 2006.12.13 00:00 | modify | 50 | 3.00 | 1.9526 | 1.9625 | 0.0000 | ||
| 112 | 2006.12.13 16:00 | s/l | 50 | 3.00 | 1.9625 | 1.9625 | 0.0000 | 295.20 | 3549.08 |
| 113 | 2006.12.13 16:00 | buy | 51 | 3.00 | 1.9675 | 1.9586 | 0.0000 | ||
| 114 | 2006.12.14 16:00 | s/l | 51 | 3.00 | 1.9586 | 1.9586 | 0.0000 | -268.80 | 3280.28 |
| 115 | 2006.12.14 16:00 | sell | 52 | 3.00 | 1.9627 | 1.9716 | 0.0000 | ||
| 116 | 2006.12.15 16:00 | modify | 52 | 3.00 | 1.9627 | 1.9607 | 0.0000 | ||
| 117 | 2006.12.19 12:00 | s/l | 52 | 3.00 | 1.9607 | 1.9607 | 0.0000 | 60.49 | 3340.78 |
| 118 | 2006.12.19 12:00 | buy | 53 | 3.00 | 1.9638 | 1.9549 | 0.0000 | ||
| 119 | 2006.12.20 04:00 | modify | 53 | 3.00 | 1.9638 | 1.9653 | 0.0000 | ||
| 120 | 2006.12.20 16:00 | s/l | 53 | 3.00 | 1.9653 | 1.9653 | 0.0000 | 44.40 | 3385.18 |
| 121 | 2006.12.20 16:00 | buy | 54 | 3.00 | 1.9655 | 1.9566 | 0.0000 | ||
| 122 | 2006.12.20 20:00 | close at stop | 54 | 3.00 | 1.9642 | 1.9566 | 0.0000 | -39.00 | 3346.18 |