Strategy Tester Report
MultixpMAEAV1.0.0

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period4 Hours (H4) 2004.06.17 00:00 - 2007.02.13 00:00 (2004.06.17 - 2007.02.13)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
Parametersxpmafile="xpma.csv"; Order_Setting="---------- Order Setting"; OneEntryPerBar=false; ReverseTradesOnly=false; StopLoss=999; TakeProfit=999; BreakEvenAfterPips=0; Slippage=5; MaxOpenTrade=1; MinPriceDistance=5; TrailingStop_Setting="---------- Trail Management Settings"; TrailingStopType=1; TrailingStop=0; Moving_Average_Setting="---------- MA close Settings"; CloseMA=0; RSI_Settings="---------- RSI Filter Settings"; UseRSIfilter=false; RSIPeriod=21; RSIPrice=1; RSIBUYthreshold=50; RSISELLthreshold=50; CCI_Settings="---------- CCI Filter Settings"; UseCCIfilter=false; CCIPeriod=21; CCIPrice=1; CCIBUYthreshold=50; CCISELLthreshold=-50; Volume_Settings="---------- Volume Filter Settings"; UseVolumeFilter=false; VolumeRange=1; VolumeThreshold=7; Time_Parameters="---------- EA Active Time"; UseHourTrade=false; StartHour=0; EndHour=11; MM_Parameters="---------- Money Management"; Lots=5; MM=false; AccountIsMicro=false; DecreaseFactor=0; Risk=10; Alert_Setting="---------- Alert Setting"; EnableAlert=true; EmailAlert=false; SoundFilename="alert.wav"; Testing_Parameters="---------- Back Test Parameter"; PrintControl=true; Show_Settings=true;
Bars in test4486Ticks modelled3967293Modelling quality90.00%
Initial deposit50000.00
Total net profit-44086.47Gross profit148944.50Gross loss-193030.97
Profit factor0.77Expected payoff-464.07
Absolute drawdown44086.47Maximal drawdown53291.50 (90.01%)Relative drawdown90.01% (53291.50)
Total trades95Short positions (won %)61 (44.26%)Long positions (won %)34 (38.24%)
Profit trades (% of total)40 (42.11%)Loss trades (% of total)55 (57.89%)
Largestprofit trade11240.50loss trade-10109.50
Averageprofit trade3723.61loss trade-3509.65
Maximumconsecutive wins (profit in money)4 (9471.50)consecutive losses (loss in money)8 (-26302.00)
Maximalconsecutive profit (count of wins)13452.50 (3)consecutive loss (count of losses)-26302.00 (8)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.06.17 00:07sell15.001.82651.92641.7266
22004.06.18 00:00swap close15.001.83541.92641.7266-4449.9745550.03
32004.06.18 00:00swap open25.001.8353811.92641.7266
42004.06.21 00:00swap close25.001.83901.92641.7266-1809.5043740.53
52004.06.21 00:00swap open35.001.8389811.92641.7266
62004.06.22 00:00swap close35.001.83221.92641.72663390.5047131.03
72004.06.22 00:00swap open45.001.8321811.92641.7266
82004.06.23 00:00swap close45.001.82211.92641.72665040.5052171.53
92004.06.23 00:00swap open55.001.8220811.92641.7266
102004.06.24 00:00swap close55.001.81771.92641.72662190.5054362.03
112004.06.24 00:00swap open65.001.8176431.92641.7266
122004.06.25 00:00swap close65.001.82611.92641.7266-4228.5050133.53
132004.06.25 00:00swap open75.001.8260811.92641.7266
142004.06.28 00:00swap close75.001.82641.92641.7266-159.5049974.03
152004.06.28 00:00swap open85.001.8263811.92641.7266
162004.06.29 00:00swap close85.001.83041.92641.7266-2009.5047964.53
172004.06.29 00:00swap open95.001.8303811.92641.7266
182004.06.30 00:00swap close95.001.80791.92641.726611240.5059205.03
192004.06.30 00:00swap open105.001.8078811.92641.7266
202004.07.01 00:00swap close105.001.82011.92641.7266-6109.5053095.53
212004.07.01 00:00swap open115.001.8200431.92641.7266
222004.07.02 00:00swap close115.001.82111.92641.7266-528.5052567.03
232004.07.02 00:00swap open125.001.8210811.92641.7266
242004.07.05 00:00swap close125.001.83211.92641.7266-5509.5047057.53
252004.07.05 00:00swap open135.001.8320811.92641.7266
262004.07.06 00:00swap close135.001.82871.92641.72661690.5048748.03
272004.07.06 00:00swap open145.001.8286811.92641.7266
282004.07.07 00:00swap close145.001.84111.92641.7266-6209.5042538.53
292004.07.07 00:00swap open155.001.8410811.92641.7266
302004.07.07 12:00close155.001.85311.92641.7266-6009.5036529.03
312004.07.07 12:00buy165.001.85311.75321.9530
322004.07.08 00:00swap close165.001.85541.75321.95301150.0037679.03
332004.07.08 00:00swap open175.001.8555141.75321.9530
342004.07.09 00:00swap close175.001.85001.75321.9530-2757.0034922.03
352004.07.09 00:00swap open185.001.8500381.75321.9530
362004.07.12 00:00swap close185.001.86001.75321.95304981.0039903.03
372004.07.12 00:00swap open195.001.8600381.75321.9530
382004.07.13 00:00swap close195.001.86171.75321.9530831.0040734.03
392004.07.13 00:00swap open205.001.8617381.75321.9530
402004.07.14 00:00swap close205.001.85731.75321.9530-2219.0038515.03
412004.07.14 00:00swap open215.001.8573381.75321.9530
422004.07.15 00:00swap close215.001.85671.75321.9530-319.0038196.03
432004.07.15 00:00swap open225.001.8568141.75321.9530
442004.07.16 00:00swap close225.001.85291.75321.9530-1957.0036239.03
452004.07.16 00:00swap open235.001.8529381.75321.9530
462004.07.19 00:00swap close235.001.87461.75321.953010831.0047070.03
472004.07.19 00:00swap open245.001.8746381.75321.9530
482004.07.20 00:00swap close245.001.86831.75321.9530-3169.0043901.03
492004.07.20 00:00swap open255.001.8683381.75321.9530
502004.07.21 00:00swap close255.001.85231.75321.9530-8019.0035882.03
512004.07.21 00:00swap open265.001.8523381.75321.9530
522004.07.22 00:00swap close265.001.84211.75321.9530-5119.0030763.03
532004.07.22 00:00swap open275.001.8422141.75321.9530
542004.07.23 00:00swap close275.001.84451.75321.95301143.0031906.03
552004.07.23 00:00swap open285.001.8445381.75321.9530
562004.07.23 08:00close285.001.84241.75321.9530-1069.0030837.03
572004.07.23 08:00sell295.001.84241.94231.7425
582004.07.26 00:00swap close295.001.83191.94231.74255250.0036087.03
592004.07.26 00:00swap open305.001.8318811.94231.7425
602004.07.27 00:00swap close305.001.84191.94231.7425-5009.5031077.53
612004.07.27 00:00swap open315.001.8418811.94231.7425
622004.07.28 00:00swap close315.001.82241.94231.74259740.5040818.03
632004.07.28 00:00swap open325.001.8223811.94231.7425
642004.07.29 00:00swap close325.001.82471.94231.7425-1159.5039658.53
652004.07.29 00:00swap open335.001.8246431.94231.7425
662004.07.30 00:00swap close335.001.81771.94231.74253471.5043130.03
672004.07.30 00:00swap open345.001.8176811.94231.7425
682004.08.02 00:00swap close345.001.82381.94231.7425-3059.5040070.53
692004.08.02 00:00swap open355.001.8237811.94231.7425
702004.08.03 00:00swap close355.001.82491.94231.7425-559.5039511.03
712004.08.03 00:00swap open365.001.8248811.94231.7425
722004.08.04 00:00swap close365.001.82471.94231.742590.5039601.53
732004.08.04 00:00swap open375.001.8246811.94231.7425
742004.08.05 00:00swap close375.001.82611.94231.7425-709.5038892.03
752004.08.05 00:00swap open385.001.8260431.94231.7425
762004.08.06 00:00swap close385.001.82411.94231.7425971.5039863.53
772004.08.06 00:00swap open395.001.8240811.94231.7425
782004.08.09 00:00swap close395.001.84381.94231.7425-9859.5030004.03
792004.08.09 00:00swap open405.001.8437811.94231.7425
802004.08.10 00:00swap close405.001.84111.94231.74251340.5031344.53
812004.08.10 00:00swap open415.001.8410811.94231.7425
822004.08.11 00:00swap close415.001.82661.94231.74257240.5038585.03
832004.08.11 00:00swap open425.001.8265811.94231.7425
842004.08.12 00:00swap close425.001.83061.94231.7425-2009.5036575.53
852004.08.12 00:00swap open435.001.8305431.94231.7425
862004.08.13 00:00swap close435.001.82301.94231.74253771.5040347.03
872004.08.13 00:00swap open445.001.8229811.94231.7425
882004.08.13 20:00close445.001.84321.94231.7425-10109.5030237.53
892004.08.13 20:00buy455.001.84321.74331.9431
902004.08.16 00:00swap close455.001.84401.74331.9431400.0030637.53
912004.08.16 00:00swap open465.001.8440381.74331.9431
922004.08.17 00:00swap close465.001.84021.74331.9431-1919.0028718.53
932004.08.17 00:00swap open475.001.8402381.74331.9431
942004.08.18 00:00swap close475.001.82741.74331.9431-6419.0022299.53
952004.08.18 00:00swap open485.001.8274381.74331.9431
962004.08.19 00:00swap close485.001.82371.74331.9431-1869.0020430.53
972004.08.19 00:00swap open495.001.8238141.74331.9431
982004.08.20 00:00swap close495.001.83171.74331.94313943.0024373.53
992004.08.20 00:00swap open505.001.8317381.74331.9431
1002004.08.23 00:00swap close505.001.81971.74331.9431-6019.0018354.53
1012004.08.23 00:00swap open515.001.8197381.74331.9431
1022004.08.24 00:00swap close515.001.80701.74331.9431-6369.0011985.53
1032004.08.24 00:00swap open525.001.8070381.74331.9431
1042004.08.24 00:00close525.001.80701.74331.9431-19.0011966.53
1052004.08.24 00:00sell535.001.80701.90691.7071
1062004.08.25 00:00swap close535.001.79291.90691.70717050.0019016.53
1072004.08.25 00:00swap open545.001.7928811.90691.7071
1082004.08.26 00:00swap close545.001.79611.90691.7071-1609.5017407.03
1092004.08.26 00:00swap open555.001.7960431.90691.7071
1102004.08.27 00:00swap close555.001.79711.90691.7071-528.5016878.53
1112004.08.27 00:00swap open565.001.7970811.90691.7071
1122004.08.30 00:00swap close565.001.79101.90691.70713040.5019919.03
1132004.08.30 00:00swap open575.001.7909811.90691.7071
1142004.08.31 00:00swap close575.001.79571.90691.7071-2359.5017559.53
1152004.08.31 00:00swap open585.001.7956811.90691.7071
1162004.09.01 00:00swap close585.001.80281.90691.7071-3559.5014000.03
1172004.09.01 00:00swap open595.001.8027811.90691.7071
1182004.09.02 00:00swap close595.001.79481.90691.70713990.5017990.53
1192004.09.02 00:00swap open605.001.7947431.90691.7071
1202004.09.03 00:00swap close605.001.78871.90691.70713021.5021012.03
1212004.09.03 00:00swap open615.001.7886811.90691.7071
1222004.09.06 00:00swap close615.001.77581.90691.70716440.5027452.53
1232004.09.06 00:00swap open625.001.7757811.90691.7071
1242004.09.07 00:00swap close625.001.78071.90691.7071-2459.5024993.03
1252004.09.07 00:00swap open635.001.7806811.90691.7071
1262004.09.08 00:00swap close635.001.77381.90691.70713440.5028433.53
1272004.09.08 00:00swap open645.001.7737811.90691.7071
1282004.09.09 00:00swap close645.001.78701.90691.7071-6609.5021824.03
1292004.09.09 00:00swap open655.001.7869431.90691.7071
1302004.09.10 00:00swap close655.001.78911.90691.7071-1078.5020745.53
1312004.09.10 00:00swap open665.001.7890811.90691.7071
1322004.09.13 00:00swap close665.001.79901.90691.7071-4959.5015786.03
1332004.09.13 00:00swap open675.001.7989811.90691.7071
1342004.09.14 00:00swap close675.001.79731.90691.7071840.5016626.53
1352004.09.14 00:00swap open685.001.7972811.90691.7071
1362004.09.15 00:00swap close685.001.79621.90691.7071540.5017167.03
1372004.09.15 00:00swap open695.001.7961811.90691.7071
1382004.09.16 00:00swap close695.001.77651.90691.70719840.5027007.53
1392004.09.16 00:00swap open705.001.7764431.90691.7071
1402004.09.17 00:00swap close705.001.79331.90691.7071-8428.5018579.03
1412004.09.17 00:00swap open715.001.7932811.90691.7071
1422004.09.20 00:00swap close715.001.79251.90691.7071390.5018969.53
1432004.09.20 00:00swap open725.001.7924811.90691.7071
1442004.09.21 00:00swap close725.001.78661.90691.70712940.5021910.03
1452004.09.21 00:00swap open735.001.7865811.90691.7071
1462004.09.21 08:00close735.001.78561.90691.7071490.5022400.53
1472004.09.21 08:00buy745.001.78561.68571.8855
1482004.09.22 00:00swap close745.001.79691.68571.88555650.0028050.53
1492004.09.22 00:00swap open755.001.7969381.68571.8855
1502004.09.23 00:00swap close755.001.79321.68571.8855-1869.0026181.53
1512004.09.23 00:00swap open765.001.7933141.68571.8855
1522004.09.24 00:00swap close765.001.79631.68571.88551493.0027674.53
1532004.09.24 00:00swap open775.001.7963381.68571.8855
1542004.09.27 00:00swap close775.001.80621.68571.88554931.0032605.53
1552004.09.27 00:00swap open785.001.8062381.68571.8855
1562004.09.28 00:00swap close785.001.80941.68571.88551581.0034186.53
1572004.09.28 00:00swap open795.001.8094381.68571.8855
1582004.09.29 00:00swap close795.001.81361.68571.88552081.0036267.53
1592004.09.29 00:00swap open805.001.8136381.68571.8855
1602004.09.30 00:00swap close805.001.79991.68571.8855-6869.0029398.53
1612004.09.30 00:00swap open815.001.8000141.68571.8855
1622004.10.01 00:00swap close815.001.81191.68571.88555943.0035341.53
1632004.10.01 00:00swap open825.001.8119381.68571.8855
1642004.10.04 00:00swap close825.001.79771.68571.8855-7119.0028222.53
1652004.10.04 00:00swap open835.001.7977381.68571.8855
1662004.10.05 00:00swap close835.001.78391.68571.8855-6919.0021303.53
1672004.10.05 00:00swap open845.001.7839381.68571.8855
1682004.10.06 00:00swap close845.001.78201.68571.8855-969.0020334.53
1692004.10.06 00:00swap open855.001.7820381.68571.8855
1702004.10.07 00:00swap close855.001.77971.68571.8855-1169.0019165.53
1712004.10.07 00:00swap open865.001.7798141.68571.8855
1722004.10.07 12:00close865.001.77931.68571.8855-257.0018908.53
1732004.10.07 12:00sell875.001.77931.87921.6794
1742004.10.08 00:00swap close875.001.78281.87921.6794-1750.0017158.53
1752004.10.08 00:00swap open885.001.7827811.87921.6794
1762004.10.11 00:00swap close885.001.79501.87921.6794-6109.5011049.03
1772004.10.11 00:00swap open895.001.7949811.87921.6794
1782004.10.12 00:00swap close895.001.79901.87921.6794-2009.509039.53
1792004.10.12 00:00swap open905.001.7989811.87921.6794
1802004.10.13 00:00swap close905.001.79191.87921.67943540.5012580.03
1812004.10.13 00:00swap open915.001.7918811.87921.6794
1822004.10.14 00:00swap close915.001.79361.87921.6794-859.5011720.53
1832004.10.14 00:00swap open925.001.7935431.87921.6794
1842004.10.15 00:00swap close925.001.79651.87921.6794-1478.5010242.03
1852004.10.15 00:00swap open935.001.7964811.87921.6794
1862004.10.18 00:00swap close935.001.80421.87921.6794-3859.506382.53
1872004.10.18 00:00swap open945.001.8041811.87921.6794
1882004.10.19 00:00swap close945.001.79821.87921.67942990.509373.03
1892004.10.19 00:00swap open955.001.7981811.87921.6794
1902004.10.19 20:00close955.001.80511.87921.6794-3459.505913.53