Strategy Tester Report
GBEstillwell_Test3_Fiber_Faifarni

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2006.05.01 00:00 - 2006.06.01 00:00 (2006.05.01 - 2006.06.01)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersSystemWideParms="** Goblin Systemwide Parameters **"; LotSize=0.1; LotsIncreaseBy=2; UseMoneyMgmt=true; EquityProtectionLevel=0.55; MaxLossPerOrder=0; TargetEquityToCloseAndReset=2; TargetEquityByPct=true; RiskPercent=2; VolatilityBasedSizing=true; UseFiboLotSizeProgression=false; UseConservativeRSX_Signals=false; RSX_Period=7; RSX_Timeframe=60; UseSMATrendFilter=false; TrendFilterSMATimeFrame=60; TrendFilterFastSMAPeriod=65; TrendFilterMediumSMAPeriod=20; TrendFilterSlowSMAPeriod=7; LongTradeParms="** Goblin Buy Side Parameters **"; LongTakeProfit=20; LongInitialStop=0; LongTrailingStop=0; LongMaxTrades=4; LongPips=5; LongSecureProfit=0; LongAccountProtection=false; LongOrderstoProtect=0; ShortTradeParms="** Goblin Sell Side Parameters **"; ShortTakeProfit=20; ShortInitialStop=0; ShortTrailingStop=0; ShortMaxTrades=4; ShortPips=5; ShortSecureProfit=0; ShortAccountProtection=false; ShortOrderstoProtect=0;
Bars in test12151Ticks modelled170059Modelling quality90.00%
Initial deposit10000.00
Total net profit-3953.60Gross profit6125.80Gross loss-10079.40
Profit factor0.61Expected payoff-34.38
Absolute drawdown3953.60Maximal drawdown7323.60 (54.78%)Relative drawdown54.78% (7323.60)
Total trades115Short positions (won %)38 (71.05%)Long positions (won %)77 (89.61%)
Profit trades (% of total)96 (83.48%)Loss trades (% of total)19 (16.52%)
Largestprofit trade323.20loss trade-3148.80
Averageprofit trade63.81loss trade-530.49
Maximumconsecutive wins (profit in money)41 (1957.00)consecutive losses (loss in money)8 (-3899.00)
Maximalconsecutive profit (count of wins)2732.00 (30)consecutive loss (count of losses)-6042.00 (4)
Averageconsecutive wins16consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.05.01 03:00sell10.201.26140.00001.2594
22006.05.01 04:14sell20.401.26200.00001.2600
32006.05.01 04:23sell30.801.26250.00001.2605
42006.05.01 04:47sell41.601.26310.00001.2611
52006.05.01 07:00buy50.201.26280.00001.2648
62006.05.01 09:44buy60.401.26230.00001.2643
72006.05.01 09:45close60.401.26150.00001.2643-32.009968.00
82006.05.01 09:45close50.201.26150.00001.2648-26.009942.00
92006.05.01 09:45close41.601.26180.00001.2611208.0010150.00
102006.05.01 09:45close30.801.26180.00001.260556.0010206.00
112006.05.01 09:45close20.401.26180.00001.26008.0010214.00
122006.05.01 09:45close10.201.26180.00001.2594-8.0010206.00
132006.05.01 09:45buy70.201.26190.00001.2639
142006.05.01 12:00sell80.201.26200.00001.2600
152006.05.01 12:31buy90.401.26140.00001.2634
162006.05.01 13:15sell100.401.26250.00001.2605
172006.05.01 14:05sell110.801.26320.00001.2612
182006.05.01 14:08t/p90.401.26340.00001.263480.0010286.00
192006.05.01 14:08close70.201.26340.00001.263930.0010316.00
202006.05.01 14:09sell121.601.26420.00001.2622
212006.05.01 14:26close121.601.26320.00001.2622160.0010476.00
222006.05.01 14:26close110.801.26320.00001.26120.0010476.00
232006.05.01 14:26close100.401.26320.00001.2605-28.0010448.00
242006.05.01 14:26close80.201.26320.00001.2600-24.0010424.00
252006.05.01 15:00buy130.201.26700.00001.2690
262006.05.01 15:51buy140.401.26650.00001.2685
272006.05.01 15:52buy150.801.26590.00001.2679
282006.05.01 16:00buy161.601.26540.00001.2674
292006.05.01 16:29close161.601.26650.00001.2674176.0010600.00
302006.05.01 16:29close150.801.26650.00001.267948.0010648.00
312006.05.01 16:29close140.401.26650.00001.26850.0010648.00
322006.05.01 16:29close130.201.26650.00001.2690-10.0010638.00
332006.05.01 16:29buy170.201.26670.00001.2687
342006.05.01 16:32buy180.401.26610.00001.2681
352006.05.01 16:37buy190.801.26550.00001.2675
362006.05.01 16:39buy201.601.26490.00001.2669
372006.05.01 19:00sell210.201.26170.00001.2597
382006.05.01 19:23sell220.401.26240.00001.2604
392006.05.01 21:17t/p220.401.26040.00001.260480.0010718.00
402006.05.01 21:17close210.201.26030.00001.259728.0010746.00
412006.05.01 21:17sell230.201.26030.00001.2583
422006.05.01 21:19t/p230.201.25830.00001.258340.0010786.00
432006.05.01 21:19sell240.201.25790.00001.2559
442006.05.01 21:22sell250.401.25850.00001.2565
452006.05.01 21:22sell260.801.25930.00001.2573
462006.05.01 21:41t/p260.801.25730.00001.2573160.0010946.00
472006.05.01 21:41close250.401.25720.00001.256552.0010998.00
482006.05.01 21:41close240.201.25710.00001.255916.0011014.00
492006.05.01 21:41sell270.201.25670.00001.2547
502006.05.01 21:54sell280.401.25720.00001.2552
512006.05.01 21:55sell290.801.25790.00001.2559
522006.05.01 21:56sell301.601.25840.00001.2564
532006.05.02 02:38t/p301.601.25640.00001.2564323.2011337.20
542006.05.02 02:38close290.801.25630.00001.2559129.6011466.80
552006.05.02 02:39close280.401.25640.00001.255232.8011499.60
562006.05.02 02:40close270.201.25630.00001.25478.4011508.00
572006.05.02 02:40sell310.201.25600.00001.2540
582006.05.02 02:50sell320.401.25660.00001.2546
592006.05.02 02:57sell330.801.25730.00001.2553
602006.05.02 03:19sell341.601.25790.00001.2559
612006.05.04 16:18t/p201.601.26690.00001.2669288.0011796.00
622006.05.04 16:18close190.801.26720.00001.2675120.0011916.00
632006.05.04 16:18close180.401.26700.00001.268128.0011944.00
642006.05.04 16:18close170.201.26720.00001.26876.0011950.00
652006.05.04 16:19buy350.201.26760.00001.2696
662006.05.04 18:12buy360.401.26700.00001.2690
672006.05.04 18:13buy370.801.26650.00001.2685
682006.05.04 18:53t/p370.801.26850.00001.2685160.0012110.00
692006.05.04 18:53close360.401.26860.00001.269064.0012174.00
702006.05.04 18:53close350.201.26870.00001.269622.0012196.00
712006.05.04 18:53buy380.201.26910.00001.2711
722006.05.04 19:00buy390.401.26850.00001.2705
732006.05.04 20:10t/p390.401.27050.00001.270580.0012276.00
742006.05.04 20:10close380.201.27070.00001.271132.0012308.00
752006.05.04 20:10buy400.201.27110.00001.2731
762006.05.04 22:31buy410.401.27050.00001.2725
772006.05.04 22:42buy420.801.26990.00001.2719
782006.05.04 22:49buy431.601.26940.00001.2714
792006.05.05 14:30t/p431.601.27140.00001.2714313.6012621.60
802006.05.05 14:30close420.801.27140.00001.2719116.8012738.40
812006.05.05 14:30close410.401.27170.00001.272546.4012784.80
822006.05.05 14:30close400.201.27190.00001.273115.2012800.00
832006.05.05 15:00buy440.201.27490.00001.2769
842006.05.05 15:00buy450.401.27440.00001.2764
852006.05.05 15:50buy460.801.27380.00001.2758
862006.05.05 16:46buy471.601.27320.00001.2752
872006.05.08 09:12t/p471.601.27520.00001.2752313.6013113.60
882006.05.08 09:12close460.801.27520.00001.2758108.8013222.40
892006.05.08 09:12close450.401.27510.00001.276426.4013248.80
902006.05.08 09:12close440.201.27520.00001.27695.2013254.00
912006.05.08 09:12buy480.201.27540.00001.2774
922006.05.08 09:48buy490.401.27480.00001.2768
932006.05.08 10:26t/p490.401.27680.00001.276880.0013334.00
942006.05.08 10:26close480.201.27690.00001.277430.0013364.00
952006.05.08 10:26buy500.201.27710.00001.2791
962006.05.08 10:28close500.201.27740.00001.27916.0013370.00
972006.05.08 10:28close341.601.27770.00001.2559-3148.8010221.20
982006.05.08 10:28close330.801.27770.00001.2553-1622.408598.80
992006.05.08 10:28close320.401.27770.00001.2546-839.207759.60
1002006.05.08 10:28close310.201.27770.00001.2540-431.607328.00
1012006.05.08 10:28buy510.101.27780.00001.2798
1022006.05.08 10:54buy520.201.27720.00001.2792
1032006.05.08 11:02buy530.401.27670.00001.2787
1042006.05.08 12:54buy540.801.27600.00001.2780
1052006.05.08 16:00sell550.101.27120.00001.2692
1062006.05.08 16:01sell560.201.27170.00001.2697
1072006.05.08 16:33sell570.401.27230.00001.2703
1082006.05.08 19:58t/p570.401.27030.00001.270380.007408.00
1092006.05.08 19:58close560.201.27030.00001.269728.007436.00
1102006.05.08 19:58close550.101.27060.00001.26926.007442.00
1112006.05.08 19:58sell580.101.27020.00001.2682
1122006.05.08 20:30sell590.201.27090.00001.2689
1132006.05.08 22:15sell600.401.27150.00001.2695
1142006.05.09 02:14t/p600.401.26950.00001.269580.807522.80
1152006.05.09 02:14close590.201.26950.00001.268928.407551.20
1162006.05.09 02:14close580.101.26960.00001.26826.207557.40
1172006.05.09 03:00sell610.101.26980.00001.2678
1182006.05.09 03:28sell620.201.27030.00001.2683
1192006.05.09 03:49sell630.401.27090.00001.2689
1202006.05.09 04:13t/p630.401.26890.00001.268980.007637.40
1212006.05.09 04:13close620.201.26890.00001.268328.007665.40
1222006.05.09 04:13close610.101.26920.00001.26786.007671.40
1232006.05.09 04:13sell640.101.26880.00001.2668
1242006.05.09 06:00sell650.201.26940.00001.2674
1252006.05.09 06:02sell660.401.27000.00001.2680
1262006.05.09 08:32t/p660.401.26800.00001.268080.007751.40
1272006.05.09 08:32close650.201.26800.00001.267428.007779.40
1282006.05.09 08:32close640.101.26810.00001.26687.007786.40
1292006.05.09 09:00sell670.101.26780.00001.2658
1302006.05.09 10:11sell680.201.26830.00001.2663
1312006.05.09 10:44sell690.401.26890.00001.2669
1322006.05.09 10:45sell700.801.26940.00001.2674
1332006.05.09 16:36t/p540.801.27800.00001.2780156.807943.20
1342006.05.09 16:36close530.401.27800.00001.278750.407993.60
1352006.05.09 16:37close520.201.27750.00001.27925.207998.80
1362006.05.09 16:37close510.101.27680.00001.2798-10.407988.40
1372006.05.09 16:37buy710.101.27640.00001.2784
1382006.05.09 16:57buy720.201.27570.00001.2777
1392006.05.09 17:33buy730.401.27510.00001.2771
1402006.05.09 17:59buy740.801.27460.00001.2766
1412006.05.10 00:57t/p740.801.27660.00001.2766156.808145.20
1422006.05.10 00:57close730.401.27660.00001.277158.408203.60
1432006.05.10 00:57close720.201.27670.00001.277719.208222.80
1442006.05.10 00:57close710.101.27680.00001.27843.608226.40
1452006.05.10 01:00buy750.101.27680.00001.2788
1462006.05.10 01:27buy760.201.27620.00001.2782
1472006.05.10 01:47buy770.401.27570.00001.2777
1482006.05.10 08:48t/p770.401.27770.00001.277780.008306.40
1492006.05.10 08:48close760.201.27770.00001.278230.008336.40
1502006.05.10 08:48close750.101.27780.00001.278810.008346.40
1512006.05.10 09:00buy780.101.27860.00001.2806
1522006.05.10 10:22buy790.201.27810.00001.2801
1532006.05.10 10:27buy800.401.27750.00001.2795
1542006.05.10 12:10t/p800.401.27950.00001.279580.008426.40
1552006.05.10 12:10close790.201.27950.00001.280128.008454.40
1562006.05.10 12:10close780.101.27960.00001.280610.008464.40
1572006.05.10 17:00buy810.101.27980.00001.2818
1582006.05.10 17:02buy820.201.27930.00001.2813
1592006.05.10 17:33t/p820.201.28130.00001.281340.008504.40
1602006.05.10 17:33close810.101.28130.00001.281815.008519.40
1612006.05.10 17:33buy830.101.28150.00001.2835
1622006.05.10 17:34buy840.201.28090.00001.2829
1632006.05.10 17:35buy850.401.28030.00001.2823
1642006.05.10 18:01buy860.801.27970.00001.2817
1652006.05.10 20:43t/p860.801.28170.00001.2817160.008679.40
1662006.05.10 20:43close850.401.28170.00001.282356.008735.40
1672006.05.10 20:43close840.201.28190.00001.282920.008755.40
1682006.05.10 20:43close830.101.28210.00001.28356.008761.40
1692006.05.10 21:00buy870.101.28130.00001.2833
1702006.05.10 21:12buy880.201.28080.00001.2828
1712006.05.10 21:12buy890.401.28010.00001.2821
1722006.05.10 22:04buy900.801.27950.00001.2815
1732006.05.11 16:36t/p900.801.28150.00001.2815150.408911.80
1742006.05.11 16:36close890.401.28150.00001.282151.208963.00
1752006.05.11 16:36close880.201.28160.00001.282813.608976.60
1762006.05.11 16:36close870.101.28170.00001.28332.808979.40
1772006.05.11 16:36buy910.101.28210.00001.2841
1782006.05.11 16:59buy920.201.28160.00001.2836
1792006.05.11 17:35t/p920.201.28360.00001.283640.009019.40
1802006.05.11 17:35close910.101.28360.00001.284115.009034.40
1812006.05.11 17:35buy930.101.28400.00001.2860
1822006.05.11 17:58t/p930.101.28600.00001.286020.009054.40
1832006.05.11 17:58buy940.101.28630.00001.2883
1842006.05.11 17:58buy950.201.28570.00001.2877
1852006.05.11 18:01buy960.401.28520.00001.2872
1862006.05.11 18:20buy970.801.28460.00001.2866
1872006.05.11 18:52t/p970.801.28660.00001.2866160.009214.40
1882006.05.11 18:52close960.401.28660.00001.287256.009270.40
1892006.05.11 18:52close950.201.28650.00001.287716.009286.40
1902006.05.11 18:52close940.101.28670.00001.28834.009290.40
1912006.05.11 18:52buy980.101.28710.00001.2891
1922006.05.11 18:54buy990.201.28660.00001.2886
1932006.05.11 19:09buy1000.401.28600.00001.2880
1942006.05.11 19:15buy1010.801.28550.00001.2875
1952006.05.12 08:19t/p1010.801.28750.00001.2875156.809447.20
1962006.05.12 08:19close1000.401.28750.00001.288058.409505.60
1972006.05.12 08:19close990.201.28740.00001.288615.209520.80
1982006.05.12 08:19close980.101.28750.00001.28913.609524.40
1992006.05.12 08:19buy1020.101.28770.00001.2897
2002006.05.12 08:31buy1030.201.28710.00001.2891
2012006.05.12 08:35buy1040.401.28660.00001.2886
2022006.05.12 09:20t/p1040.401.28860.00001.288680.009604.40
2032006.05.12 09:20close1030.201.28860.00001.289130.009634.40
2042006.05.12 09:20close1020.101.28850.00001.28978.009642.40
2052006.05.12 09:20buy1050.101.28890.00001.2909
2062006.05.12 11:34t/p1050.101.29090.00001.290920.009662.40
2072006.05.12 11:34buy1060.101.29120.00001.2932
2082006.05.12 11:38t/p1060.101.29320.00001.293220.009682.40
2092006.05.12 11:38buy1070.101.29350.00001.2955
2102006.05.12 11:41t/p1070.101.29550.00001.295520.009702.40
2112006.05.12 11:41buy1080.101.29580.00001.2978
2122006.05.12 11:41buy1090.201.29500.00001.2970
2132006.05.12 11:43buy1100.401.29450.00001.2965
2142006.05.12 11:46buy1110.801.29390.00001.2959
2152006.05.15 00:32t/p1110.801.29590.00001.2959156.809859.20
2162006.05.15 00:32close1100.401.29620.00001.296566.409925.60
2172006.05.15 00:32close1090.201.29600.00001.297019.209944.80
2182006.05.15 00:33close1080.101.29590.00001.29780.609945.40
2192006.05.15 00:33buy1120.101.29600.00001.2980
2202006.05.15 01:25buy1130.201.29520.00001.2972
2212006.05.15 02:01buy1140.401.29460.00001.2966
2222006.05.15 02:01buy1150.801.29410.00001.2961
2232006.05.31 23:59close at stop1150.801.28150.00001.2961-1059.208886.20
2242006.05.31 23:59close at stop1140.401.28150.00001.2966-549.608336.60
2252006.05.31 23:59close at stop1130.201.28150.00001.2972-286.808049.80
2262006.05.31 23:59close at stop1120.101.28150.00001.2980-151.407898.40
2272006.05.31 23:59close at stop700.801.28180.00001.2674-956.806941.60
2282006.05.31 23:59close at stop690.401.28180.00001.2669-498.406443.20
2292006.05.31 23:59close at stop680.201.28180.00001.2663-261.206182.00
2302006.05.31 23:59close at stop670.101.28180.00001.2658-135.606046.40