Strategy Tester Report
Hist_cla
| Symbol | GBPUSD (Great Britan vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2007.02.05 01:00 - 2007.02.16 00:00 (2007.02.05 - 2007.02.16) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; MM=20; StopLossMode=true; StopLoss=70; TakeProfitMode=true; TakeProfit=50; TrailingStopMode=true; TrailingStop=25; | ||||
| Bars in test | 9848 | Ticks modelled | 58822 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 1587.60 | Gross profit | 2288.80 | Gross loss | -701.20 |
| Profit factor | 3.26 | Expected payoff | 226.80 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 701.20 (6.03%) | Relative drawdown | 6.03% (701.20) |
| Total trades | 7 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 6 (85.71%) | Loss trades (% of total) | 1 (14.29%) | ||
| Largest | profit trade | 500.00 | loss trade | -701.20 | |
| Average | profit trade | 381.47 | loss trade | -701.20 | |
| Maximum | consecutive wins (profit in money) | 4 (1628.80) | consecutive losses (loss in money) | 1 (-701.20) | |
| Maximal | consecutive profit (count of wins) | 1628.80 (4) | consecutive loss (count of losses) | -701.20 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.02.05 07:00 | sell | 1 | 1.00 | 1.9642 | 1.9712 | 1.9592 | ||
| 2 | 2007.02.05 11:39 | modify | 1 | 1.00 | 1.9642 | 1.9641 | 1.9592 | ||
| 3 | 2007.02.05 11:39 | modify | 1 | 1.00 | 1.9642 | 1.9639 | 1.9592 | ||
| 4 | 2007.02.05 11:39 | modify | 1 | 1.00 | 1.9642 | 1.9638 | 1.9592 | ||
| 5 | 2007.02.05 11:39 | modify | 1 | 1.00 | 1.9642 | 1.9635 | 1.9592 | ||
| 6 | 2007.02.05 11:40 | modify | 1 | 1.00 | 1.9642 | 1.9634 | 1.9592 | ||
| 7 | 2007.02.05 11:41 | modify | 1 | 1.00 | 1.9642 | 1.9633 | 1.9592 | ||
| 8 | 2007.02.05 11:42 | modify | 1 | 1.00 | 1.9642 | 1.9632 | 1.9592 | ||
| 9 | 2007.02.05 11:42 | modify | 1 | 1.00 | 1.9642 | 1.9629 | 1.9592 | ||
| 10 | 2007.02.05 11:42 | modify | 1 | 1.00 | 1.9642 | 1.9628 | 1.9592 | ||
| 11 | 2007.02.05 11:42 | modify | 1 | 1.00 | 1.9642 | 1.9625 | 1.9592 | ||
| 12 | 2007.02.05 11:45 | modify | 1 | 1.00 | 1.9642 | 1.9622 | 1.9592 | ||
| 13 | 2007.02.05 11:46 | modify | 1 | 1.00 | 1.9642 | 1.9621 | 1.9592 | ||
| 14 | 2007.02.05 11:46 | modify | 1 | 1.00 | 1.9642 | 1.9620 | 1.9592 | ||
| 15 | 2007.02.05 11:47 | modify | 1 | 1.00 | 1.9642 | 1.9619 | 1.9592 | ||
| 16 | 2007.02.05 11:51 | modify | 1 | 1.00 | 1.9642 | 1.9618 | 1.9592 | ||
| 17 | 2007.02.05 11:51 | t/p | 1 | 1.00 | 1.9592 | 1.9618 | 1.9592 | 500.00 | 10500.00 |
| 18 | 2007.02.06 12:00 | buy | 2 | 1.00 | 1.9650 | 1.9580 | 1.9700 | ||
| 19 | 2007.02.06 12:21 | modify | 2 | 1.00 | 1.9650 | 1.9650 | 1.9700 | ||
| 20 | 2007.02.06 13:37 | modify | 2 | 1.00 | 1.9650 | 1.9651 | 1.9700 | ||
| 21 | 2007.02.06 13:37 | modify | 2 | 1.00 | 1.9650 | 1.9653 | 1.9700 | ||
| 22 | 2007.02.06 13:37 | modify | 2 | 1.00 | 1.9650 | 1.9654 | 1.9700 | ||
| 23 | 2007.02.06 13:37 | modify | 2 | 1.00 | 1.9650 | 1.9655 | 1.9700 | ||
| 24 | 2007.02.06 13:37 | modify | 2 | 1.00 | 1.9650 | 1.9656 | 1.9700 | ||
| 25 | 2007.02.06 13:37 | modify | 2 | 1.00 | 1.9650 | 1.9657 | 1.9700 | ||
| 26 | 2007.02.06 13:38 | modify | 2 | 1.00 | 1.9650 | 1.9659 | 1.9700 | ||
| 27 | 2007.02.06 13:38 | modify | 2 | 1.00 | 1.9650 | 1.9661 | 1.9700 | ||
| 28 | 2007.02.06 13:39 | modify | 2 | 1.00 | 1.9650 | 1.9662 | 1.9700 | ||
| 29 | 2007.02.06 14:06 | modify | 2 | 1.00 | 1.9650 | 1.9664 | 1.9700 | ||
| 30 | 2007.02.06 14:08 | modify | 2 | 1.00 | 1.9650 | 1.9665 | 1.9700 | ||
| 31 | 2007.02.06 14:08 | modify | 2 | 1.00 | 1.9650 | 1.9668 | 1.9700 | ||
| 32 | 2007.02.06 15:15 | modify | 2 | 1.00 | 1.9650 | 1.9670 | 1.9700 | ||
| 33 | 2007.02.06 15:17 | modify | 2 | 1.00 | 1.9650 | 1.9672 | 1.9700 | ||
| 34 | 2007.02.06 15:18 | modify | 2 | 1.00 | 1.9650 | 1.9673 | 1.9700 | ||
| 35 | 2007.02.06 15:18 | modify | 2 | 1.00 | 1.9650 | 1.9674 | 1.9700 | ||
| 36 | 2007.02.06 15:20 | t/p | 2 | 1.00 | 1.9700 | 1.9674 | 1.9700 | 500.00 | 11000.00 |
| 37 | 2007.02.08 16:00 | sell | 3 | 1.00 | 1.9572 | 1.9642 | 1.9522 | ||
| 38 | 2007.02.09 09:29 | modify | 3 | 1.00 | 1.9572 | 1.9571 | 1.9522 | ||
| 39 | 2007.02.09 09:29 | modify | 3 | 1.00 | 1.9572 | 1.9566 | 1.9522 | ||
| 40 | 2007.02.09 09:32 | modify | 3 | 1.00 | 1.9572 | 1.9565 | 1.9522 | ||
| 41 | 2007.02.09 09:32 | modify | 3 | 1.00 | 1.9572 | 1.9564 | 1.9522 | ||
| 42 | 2007.02.09 09:32 | modify | 3 | 1.00 | 1.9572 | 1.9562 | 1.9522 | ||
| 43 | 2007.02.09 09:32 | modify | 3 | 1.00 | 1.9572 | 1.9559 | 1.9522 | ||
| 44 | 2007.02.09 09:32 | modify | 3 | 1.00 | 1.9572 | 1.9558 | 1.9522 | ||
| 45 | 2007.02.09 09:32 | modify | 3 | 1.00 | 1.9572 | 1.9554 | 1.9522 | ||
| 46 | 2007.02.09 09:32 | modify | 3 | 1.00 | 1.9572 | 1.9551 | 1.9522 | ||
| 47 | 2007.02.09 09:32 | modify | 3 | 1.00 | 1.9572 | 1.9548 | 1.9522 | ||
| 48 | 2007.02.09 09:32 | t/p | 3 | 1.00 | 1.9522 | 1.9548 | 1.9522 | 498.80 | 11498.80 |
| 49 | 2007.02.12 03:00 | buy | 4 | 1.00 | 1.9528 | 1.9458 | 1.9578 | ||
| 50 | 2007.02.12 08:14 | modify | 4 | 1.00 | 1.9528 | 1.9528 | 1.9578 | ||
| 51 | 2007.02.12 08:14 | modify | 4 | 1.00 | 1.9528 | 1.9529 | 1.9578 | ||
| 52 | 2007.02.12 08:14 | modify | 4 | 1.00 | 1.9528 | 1.9530 | 1.9578 | ||
| 53 | 2007.02.12 08:14 | modify | 4 | 1.00 | 1.9528 | 1.9532 | 1.9578 | ||
| 54 | 2007.02.12 08:14 | modify | 4 | 1.00 | 1.9528 | 1.9534 | 1.9578 | ||
| 55 | 2007.02.12 08:14 | modify | 4 | 1.00 | 1.9528 | 1.9535 | 1.9578 | ||
| 56 | 2007.02.12 08:14 | modify | 4 | 1.00 | 1.9528 | 1.9536 | 1.9578 | ||
| 57 | 2007.02.12 08:15 | modify | 4 | 1.00 | 1.9528 | 1.9538 | 1.9578 | ||
| 58 | 2007.02.12 08:16 | modify | 4 | 1.00 | 1.9528 | 1.9540 | 1.9578 | ||
| 59 | 2007.02.12 08:16 | modify | 4 | 1.00 | 1.9528 | 1.9541 | 1.9578 | ||
| 60 | 2007.02.12 08:33 | s/l | 4 | 1.00 | 1.9541 | 1.9541 | 1.9578 | 130.00 | 11628.80 |
| 61 | 2007.02.12 13:00 | sell | 5 | 1.00 | 1.9456 | 1.9526 | 1.9406 | ||
| 62 | 2007.02.13 10:02 | s/l | 5 | 1.00 | 1.9526 | 1.9526 | 1.9406 | -701.20 | 10927.60 |
| 63 | 2007.02.14 11:00 | buy | 6 | 1.00 | 1.9525 | 1.9455 | 1.9575 | ||
| 64 | 2007.02.14 12:37 | modify | 6 | 1.00 | 1.9525 | 1.9526 | 1.9575 | ||
| 65 | 2007.02.14 12:37 | modify | 6 | 1.00 | 1.9525 | 1.9529 | 1.9575 | ||
| 66 | 2007.02.14 12:40 | modify | 6 | 1.00 | 1.9525 | 1.9532 | 1.9575 | ||
| 67 | 2007.02.14 12:41 | modify | 6 | 1.00 | 1.9525 | 1.9533 | 1.9575 | ||
| 68 | 2007.02.14 12:41 | modify | 6 | 1.00 | 1.9525 | 1.9534 | 1.9575 | ||
| 69 | 2007.02.14 12:41 | modify | 6 | 1.00 | 1.9525 | 1.9535 | 1.9575 | ||
| 70 | 2007.02.14 13:07 | modify | 6 | 1.00 | 1.9525 | 1.9536 | 1.9575 | ||
| 71 | 2007.02.14 13:07 | modify | 6 | 1.00 | 1.9525 | 1.9538 | 1.9575 | ||
| 72 | 2007.02.14 13:07 | modify | 6 | 1.00 | 1.9525 | 1.9540 | 1.9575 | ||
| 73 | 2007.02.14 13:07 | modify | 6 | 1.00 | 1.9525 | 1.9541 | 1.9575 | ||
| 74 | 2007.02.14 13:47 | s/l | 6 | 1.00 | 1.9541 | 1.9541 | 1.9575 | 160.00 | 11087.60 |
| 75 | 2007.02.15 13:00 | sell | 7 | 1.00 | 1.9573 | 1.9643 | 1.9523 | ||
| 76 | 2007.02.15 17:46 | modify | 7 | 1.00 | 1.9573 | 1.9573 | 1.9523 | ||
| 77 | 2007.02.15 17:46 | modify | 7 | 1.00 | 1.9573 | 1.9572 | 1.9523 | ||
| 78 | 2007.02.15 17:46 | modify | 7 | 1.00 | 1.9573 | 1.9569 | 1.9523 | ||
| 79 | 2007.02.15 17:46 | modify | 7 | 1.00 | 1.9573 | 1.9566 | 1.9523 | ||
| 80 | 2007.02.15 17:47 | modify | 7 | 1.00 | 1.9573 | 1.9565 | 1.9523 | ||
| 81 | 2007.02.15 17:47 | modify | 7 | 1.00 | 1.9573 | 1.9564 | 1.9523 | ||
| 82 | 2007.02.15 17:51 | modify | 7 | 1.00 | 1.9573 | 1.9562 | 1.9523 | ||
| 83 | 2007.02.15 18:09 | modify | 7 | 1.00 | 1.9573 | 1.9561 | 1.9523 | ||
| 84 | 2007.02.15 18:09 | modify | 7 | 1.00 | 1.9573 | 1.9559 | 1.9523 | ||
| 85 | 2007.02.15 18:09 | modify | 7 | 1.00 | 1.9573 | 1.9557 | 1.9523 | ||
| 86 | 2007.02.15 18:09 | modify | 7 | 1.00 | 1.9573 | 1.9553 | 1.9523 | ||
| 87 | 2007.02.15 18:10 | modify | 7 | 1.00 | 1.9573 | 1.9552 | 1.9523 | ||
| 88 | 2007.02.15 18:10 | modify | 7 | 1.00 | 1.9573 | 1.9551 | 1.9523 | ||
| 89 | 2007.02.15 18:10 | modify | 7 | 1.00 | 1.9573 | 1.9550 | 1.9523 | ||
| 90 | 2007.02.15 18:10 | t/p | 7 | 1.00 | 1.9523 | 1.9550 | 1.9523 | 500.00 | 11587.60 |