Strategy Tester Report
pipblaster

SymbolGBPUSD (Great Britan vs US Dollar)
Period1 Hour (H1) 2006.01.02 02:00 - 2007.02.20 15:00 (2006.01.01 - 2007.02.21)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersMagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=true; StopLoss=60; TakeProfitMode=false; TakeProfit=60; TrailingStopMode=false; TrailingStop=30;
Bars in test7970Ticks modelled2031442Modelling quality72.42%
Initial deposit10000.00
Total net profit40567.50Gross profit87591.30Gross loss-47023.80
Profit factor1.86Expected payoff251.97
Absolute drawdown0.00Maximal drawdown3504.50 (9.37%)Relative drawdown17.14% (2286.10)
Total trades161Short positions (won %)79 (45.57%)Long positions (won %)82 (47.56%)
Profit trades (% of total)75 (46.58%)Loss trades (% of total)86 (53.42%)
Largestprofit trade6113.00loss trade-613.50
Averageprofit trade1167.88loss trade-546.79
Maximumconsecutive wins (profit in money)4 (3093.90)consecutive losses (loss in money)6 (-3341.90)
Maximalconsecutive profit (count of wins)6113.00 (1)consecutive loss (count of losses)-3341.90 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.02 05:00buy11.001.72201.71600.0000
22006.01.05 09:00close11.001.75551.71600.00003336.5013336.50
32006.01.05 10:00sell21.001.75531.76130.0000
42006.01.06 15:43s/l21.001.76131.76130.0000-599.6012736.90
52006.01.09 14:00sell31.001.76551.77150.0000
62006.01.11 19:00close31.001.76421.77150.0000130.8012867.70
72006.01.12 17:00sell41.001.76101.76700.0000
82006.01.13 09:00close41.001.76361.76700.0000-259.6012608.10
92006.01.13 10:00buy51.001.76791.76190.0000
102006.01.16 13:00close51.001.77031.76190.0000237.3012845.40
112006.01.16 14:00sell61.001.76911.77510.0000
122006.01.17 10:00close61.001.76901.77510.000010.4012855.80
132006.01.17 11:00buy71.001.76951.76350.0000
142006.01.17 11:43s/l71.001.76351.76350.0000-600.0012255.80
152006.01.17 22:00buy81.001.76661.76060.0000
162006.01.18 08:19s/l81.001.76061.76060.0000-602.7011653.10
172006.01.19 18:00buy91.001.76211.75610.0000
182006.01.20 03:19s/l91.001.75611.75610.0000-602.7011050.40
192006.01.20 11:00buy101.001.75651.75050.0000
202006.01.24 11:00close101.001.78261.75050.00002604.6013655.00
212006.01.24 12:00sell111.001.78361.78960.0000
222006.01.24 19:02s/l111.001.78961.78960.0000-600.0013055.00
232006.01.24 22:00sell121.001.78581.79180.0000
242006.01.25 11:48s/l121.001.79181.79180.0000-599.6012455.40
252006.01.25 17:00sell131.001.78701.79300.0000
262006.01.27 16:00close131.001.78611.79300.000091.6012547.00
272006.01.31 00:00buy141.001.76891.76290.0000
282006.02.01 13:00close141.001.77641.76290.0000747.3013294.30
292006.02.01 14:00sell151.001.77641.78240.0000
302006.02.09 03:00close151.001.74411.78240.00003234.0016528.30
312006.02.09 04:00buy161.001.74401.73800.0000
322006.02.09 11:50s/l161.001.73801.73800.0000-600.0015928.30
332006.02.10 11:00sell171.001.74321.74920.0000
342006.02.10 14:44s/l171.001.74921.74920.0000-600.0015328.30
352006.02.10 19:00sell181.001.74561.75160.0000
362006.02.13 18:00close181.001.74311.75160.0000250.4015578.70
372006.02.13 19:00buy191.001.74401.73800.0000
382006.02.14 11:49s/l191.001.73801.73800.0000-602.7014976.00
392006.02.15 02:00buy201.001.73601.73000.0000
402006.02.24 11:00close201.001.74751.73000.00001120.3016096.30
412006.02.24 12:00sell211.001.74941.75540.0000
422006.02.28 20:43s/l211.001.75541.75540.0000-599.2015497.10
432006.03.01 18:00sell221.001.75291.75890.0000
442006.03.02 20:00close221.001.75161.75890.0000131.2015628.30
452006.03.02 21:00buy231.001.75271.74670.0000
462006.03.03 18:00close231.001.75121.74670.0000-152.7015475.60
472006.03.03 19:00sell241.001.75281.75880.0000
482006.03.06 01:19s/l241.001.75881.75880.0000-599.6014876.00
492006.03.06 13:00sell251.001.75531.76130.0000
502006.03.08 10:00close251.001.74141.76130.00001390.8016266.80
512006.03.08 11:00buy261.001.73841.73240.0000
522006.03.10 15:44s/l261.001.73241.73240.0000-610.8015656.00
532006.03.13 18:00buy271.001.72931.72330.0000
542006.03.15 12:00close271.001.74231.72330.00001294.6016950.60
552006.03.15 13:00sell281.001.74501.75100.0000
562006.03.16 15:43s/l281.001.75101.75100.0000-598.8016351.80
572006.03.17 11:00sell291.001.75501.76100.0000
582006.03.22 10:00close291.001.75021.76100.0000481.2016833.00
592006.03.24 17:00buy301.001.73741.73140.0000
602006.03.28 05:00close301.001.74581.73140.0000834.6017667.60
612006.03.28 06:00sell311.001.74661.75260.0000
622006.03.28 16:24s/l311.001.75261.75260.0000-600.0017067.60
632006.03.28 20:00sell321.001.74931.75530.0000
642006.03.30 06:00close321.001.73941.75530.0000991.6018059.20
652006.03.30 07:00buy331.001.73901.73300.0000
662006.03.31 10:00close331.001.74281.73300.0000377.3018436.50
672006.03.31 11:00sell341.001.74121.74720.0000
682006.04.03 18:00close341.001.73711.74720.0000410.4018846.90
692006.04.03 19:00buy351.001.73881.73280.0000
702006.04.05 14:00close351.001.75201.73280.00001314.6020161.50
712006.04.05 15:00sell361.001.75151.75750.0000
722006.04.06 11:54s/l361.001.75751.75750.0000-598.8019562.70
732006.04.06 17:00sell371.001.75201.75800.0000
742006.04.10 11:00close371.001.74601.75800.0000600.8020163.50
752006.04.11 01:00buy381.001.74401.73800.0000
762006.04.12 17:00close381.001.75141.73800.0000737.3020900.80
772006.04.12 18:00sell391.001.75051.75650.0000
782006.04.17 03:06s/l391.001.75651.75650.0000-598.0020302.80
792006.04.20 10:00sell401.001.78691.79290.0000
802006.04.21 12:00close401.001.78171.79290.0000520.4020823.20
812006.04.21 13:00buy411.001.78121.77520.0000
822006.04.24 17:00close411.001.78341.77520.0000217.3021040.50
832006.04.24 18:00sell421.001.78251.78850.0000
842006.04.24 19:37s/l421.001.78851.78850.0000-600.0020440.50
852006.04.25 01:00sell431.001.78621.79220.0000
862006.04.25 16:07s/l431.001.79221.79220.0000-600.0019840.50
872006.04.26 16:00buy441.001.78471.77870.0000
882006.05.02 01:00close441.001.82431.77870.00003943.8023784.30
892006.05.02 02:00sell451.001.82461.83060.0000
902006.05.02 11:34s/l451.001.83061.83060.0000-600.0023184.30
912006.05.03 13:00sell461.001.83761.84360.0000
922006.05.03 18:09s/l461.001.84361.84360.0000-600.0022584.30
932006.05.05 15:00sell471.001.84941.85540.0000
942006.05.05 15:34s/l471.001.85541.85540.0000-600.0021984.30
952006.05.08 17:00sell481.001.85981.86580.0000
962006.05.09 15:00close481.001.85701.86580.0000280.4022264.70
972006.05.09 16:00buy491.001.85881.85280.0000
982006.05.10 13:00close491.001.86401.85280.0000517.3022782.00
992006.05.10 14:00sell501.001.86161.86760.0000
1002006.05.10 21:09s/l501.001.86761.86760.0000-600.0022182.00
1012006.05.11 13:00buy511.001.86411.85810.0000
1022006.05.15 11:00close511.001.89001.85810.00002584.6024766.60
1032006.05.15 12:00sell521.001.88541.89140.0000
1042006.05.16 07:00close521.001.88581.89140.0000-39.6024727.00
1052006.05.16 08:00buy531.001.88351.87750.0000
1062006.05.16 12:04s/l531.001.87751.87750.0000-600.0024127.00
1072006.05.17 03:00sell541.001.88601.89200.0000
1082006.05.17 06:34s/l541.001.89201.89200.0000-600.0023527.00
1092006.05.17 18:00sell551.001.88551.89150.0000
1102006.05.18 16:36s/l551.001.89151.89150.0000-598.8022928.20
1112006.05.19 07:00sell561.001.89021.89620.0000
1122006.05.22 14:00close561.001.87681.89620.00001340.4024268.60
1132006.05.22 15:00buy571.001.87571.86970.0000
1142006.05.23 11:00close571.001.88151.86970.0000577.3024845.90
1152006.05.23 12:00sell581.001.88251.88850.0000
1162006.05.24 11:00close581.001.88251.88850.00000.4024846.30
1172006.05.25 12:00buy591.001.87231.86630.0000
1182006.05.26 15:09s/l591.001.86631.86630.0000-602.7024243.60
1192006.05.29 13:00buy601.001.86361.85760.0000
1202006.05.29 18:09s/l601.001.85761.85760.0000-600.0023643.60
1212006.05.29 22:00buy611.001.86041.85440.0000
1222006.05.31 12:00close611.001.87741.85440.00001694.6025338.20
1232006.05.31 13:00sell621.001.87851.88450.0000
1242006.06.01 19:00close621.001.86881.88450.0000971.2026309.40
1252006.06.01 20:00buy631.001.86771.86170.0000
1262006.06.02 10:09s/l631.001.86171.86170.0000-602.7025706.70
1272006.06.05 17:00sell641.001.87801.88400.0000
1282006.06.09 18:00close641.001.84311.88400.00003492.4029199.10
1292006.06.12 05:00buy651.001.84171.83570.0000
1302006.06.13 20:07s/l651.001.83571.83570.0000-602.7028596.40
1312006.06.14 09:00buy661.001.83771.83170.0000
1322006.06.16 17:00close661.001.84861.83170.00001079.2029675.60
1332006.06.16 18:00sell671.001.84971.85570.0000
1342006.06.20 09:00close671.001.84431.85570.0000540.8030216.40
1352006.06.20 10:00buy681.001.84481.83880.0000
1362006.06.20 15:11s/l681.001.83881.83880.0000-600.0029616.40
1372006.06.21 12:00sell691.001.84351.84950.0000
1382006.06.26 11:00close691.001.82311.84950.00002042.0031658.40
1392006.06.26 12:00buy701.001.82141.81540.0000
1402006.06.27 10:00close701.001.82231.81540.000087.3031745.70
1412006.06.29 00:00buy711.001.81911.81310.0000
1422006.06.29 12:48s/l711.001.81311.81310.0000-600.0031145.70
1432006.06.29 22:00buy721.001.83011.82410.0000
1442006.07.03 17:00close721.001.84281.82410.00001264.6032410.30
1452006.07.04 23:00sell731.001.84561.85160.0000
1462006.07.06 16:00close731.001.83751.85160.0000811.6033221.90
1472006.07.10 13:00sell741.001.84351.84950.0000
1482006.07.11 05:00close741.001.84471.84950.0000-119.6033102.30
1492006.07.11 06:00buy751.001.84421.83820.0000
1502006.07.11 12:36s/l751.001.83821.83820.0000-600.0032502.30
1512006.07.11 17:00buy761.001.84151.83550.0000
1522006.07.12 15:35s/l761.001.83551.83550.0000-602.7031899.60
1532006.07.13 10:00buy771.001.83591.82990.0000
1542006.07.14 05:00close771.001.84081.82990.0000487.3032386.90
1552006.07.17 01:00buy781.001.83791.83190.0000
1562006.07.17 11:06s/l781.001.83191.83190.0000-600.0031786.90
1572006.07.18 12:00buy791.001.82451.81850.0000
1582006.07.24 06:00close791.001.85441.81850.00002973.8034760.70
1592006.07.24 07:00sell801.001.85411.86010.0000
1602006.07.25 09:00close801.001.85161.86010.0000250.4035011.10
1612006.07.25 10:00buy811.001.85171.84570.0000
1622006.07.25 17:38s/l811.001.84571.84570.0000-600.0034411.10
1632006.07.26 16:00buy821.001.84281.83680.0000
1642006.08.01 05:00close821.001.86441.83680.00002143.8036554.90
1652006.08.01 06:00sell831.001.86591.87190.0000
1662006.08.01 19:08s/l831.001.87191.87190.0000-600.0035954.90
1672006.08.03 01:00sell841.001.87711.88310.0000
1682006.08.03 14:28s/l841.001.88311.88310.0000-600.0035354.90
1692006.08.03 15:00buy851.001.88501.87900.0000
1702006.08.07 22:00close851.001.90571.87900.00002064.6037419.50
1712006.08.07 23:00sell861.001.90641.91240.0000
1722006.08.08 21:36s/l861.001.91241.91240.0000-599.6036819.90
1732006.08.09 10:00buy871.001.90771.90170.0000
1742006.08.09 22:00close871.001.90431.90170.0000-340.0036479.90
1752006.08.11 12:00buy881.001.89801.89200.0000
1762006.08.11 15:28s/l881.001.89201.89200.0000-600.0035879.90
1772006.08.14 03:00buy891.001.89301.88700.0000
1782006.08.14 11:38s/l891.001.88701.88700.0000-600.0035279.90
1792006.08.14 18:00buy901.001.89231.88630.0000
1802006.08.15 04:38s/l901.001.88631.88630.0000-602.7034677.20
1812006.08.15 23:00sell911.001.89321.89920.0000
1822006.08.16 15:39s/l911.001.89921.89920.0000-599.6034077.60
1832006.08.17 00:00sell921.001.89531.90130.0000
1842006.08.21 05:00close921.001.88651.90130.0000880.8034958.40
1852006.08.22 03:00sell931.001.89071.89670.0000
1862006.08.23 16:28s/l931.001.89671.89670.0000-599.6034358.80
1872006.08.23 20:00sell941.001.89171.89770.0000
1882006.08.25 13:00close941.001.88801.89770.0000371.6034730.40
1892006.08.25 14:00buy951.001.88971.88370.0000
1902006.08.29 01:00close951.001.89361.88370.0000384.6035115.00
1912006.08.29 02:00sell961.001.89461.90060.0000
1922006.08.29 10:37s/l961.001.90061.90060.0000-600.0034515.00
1932006.08.29 18:00sell971.001.89261.89860.0000
1942006.08.29 21:37s/l971.001.89861.89860.0000-600.0033915.00
1952006.08.29 23:00buy981.001.89841.89240.0000
1962006.08.31 17:00close981.001.90421.89240.0000569.2034484.20
1972006.08.31 18:00sell991.001.90171.90770.0000
1982006.09.01 21:00close991.001.90551.90770.0000-379.6034104.60
1992006.09.04 10:00sell1001.001.90511.91110.0000
2002006.09.11 13:00close1001.001.86811.91110.00003702.8037807.40
2012006.09.11 14:00buy1011.001.86631.86030.0000
2022006.09.11 17:38s/l1011.001.86031.86030.0000-600.0037207.40
2032006.09.11 22:00buy1021.001.86521.85920.0000
2042006.09.13 05:00close1021.001.87211.85920.0000684.6037892.00
2052006.09.13 06:00sell1031.001.87251.87850.0000
2062006.09.14 10:27s/l1031.001.87851.87850.0000-598.8037293.20
2072006.09.15 12:00sell1041.001.88411.89010.0000
2082006.09.18 08:00close1041.001.88151.89010.0000260.4037553.60
2092006.09.18 20:00buy1051.001.87991.87390.0000
2102006.09.19 12:00close1051.001.87951.87390.0000-42.7037510.90
2112006.09.19 19:00sell1061.001.88231.88830.0000
2122006.09.20 16:39s/l1061.001.88831.88830.0000-599.6036911.30
2132006.09.22 18:00sell1071.001.90241.90840.0000
2142006.09.28 04:00close1071.001.89151.90840.00001092.4038003.70
2152006.09.28 05:00buy1081.001.89131.88530.0000
2162006.09.28 09:06s/l1081.001.88531.88530.0000-600.0037403.70
2172006.09.29 23:00buy1091.001.87261.86660.0000
2182006.10.04 02:00close1091.001.88541.86660.00001271.9038675.60
2192006.10.04 19:00buy1101.001.88381.87780.0000
2202006.10.05 16:36s/l1101.001.87781.87780.0000-608.1038067.50
2212006.10.06 15:00buy1111.001.87881.87280.0000
2222006.10.06 16:10s/l1111.001.87281.87280.0000-600.0037467.50
2232006.10.10 05:00buy1121.001.86691.86090.0000
2242006.10.10 11:29s/l1121.001.86091.86090.0000-600.0036867.50
2252006.10.11 12:00buy1131.001.85781.85180.0000
2262006.10.11 21:29s/l1131.001.85181.85180.0000-600.0036267.50
2272006.10.12 14:00sell1141.001.85481.86080.0000
2282006.10.13 04:26s/l1141.001.86081.86080.0000-599.6035667.90
2292006.10.13 16:00sell1151.001.85641.86240.0000
2302006.10.16 10:00close1151.001.85721.86240.0000-79.6035588.30
2312006.10.16 11:00buy1161.001.85951.85350.0000
2322006.10.18 14:00close1161.001.87101.85350.00001144.6036732.90
2332006.10.23 09:00sell1171.001.88121.88720.0000
2342006.10.24 19:00close1171.001.87471.88720.0000650.4037383.30
2352006.10.25 21:00sell1181.001.87581.88180.0000
2362006.10.26 05:36s/l1181.001.88181.88180.0000-598.8036784.50
2372006.10.27 13:00sell1191.001.88841.89440.0000
2382006.10.27 15:27s/l1191.001.89441.89440.0000-600.0036184.50
2392006.10.31 02:00sell1201.001.89921.90520.0000
2402006.10.31 17:10s/l1201.001.90521.90520.0000-600.0035584.50
2412006.11.01 18:00sell1211.001.90671.91270.0000
2422006.11.07 02:00close1211.001.89851.91270.0000822.4036406.90
2432006.11.07 03:00buy1221.001.89931.89330.0000
2442006.11.13 10:00close1221.001.91211.89330.00001263.8037670.70
2452006.11.14 08:00buy1231.001.90461.89860.0000
2462006.11.14 11:40s/l1231.001.89861.89860.0000-600.0037070.70
2472006.11.16 04:00buy1241.001.89021.88420.0000
2482006.11.17 10:00s/l1241.001.88421.88420.0000-602.7036468.00
2492006.11.17 16:00buy1251.001.88631.88030.0000
2502006.11.29 12:00close1251.001.94771.88030.00006113.0042581.00
2512006.11.29 13:00sell1261.001.94831.95430.0000
2522006.11.29 15:34s/l1261.001.95431.95430.0000-600.0041981.00
2532006.12.04 14:00sell1271.001.97811.98410.0000
2542006.12.07 08:00close1271.001.96871.98410.0000942.0042923.00
2552006.12.08 16:00buy1281.001.96741.96140.0000
2562006.12.08 18:49s/l1281.001.96141.96140.0000-600.0042323.00
2572006.12.11 18:00buy1291.001.95421.94820.0000
2582006.12.13 16:00close1291.001.96541.94820.00001114.6043437.60
2592006.12.13 17:00sell1301.001.96301.96900.0000
2602006.12.13 18:08s/l1301.001.96901.96900.0000-600.0042837.60
2612006.12.14 19:00buy1311.001.96501.95900.0000
2622006.12.15 11:29s/l1311.001.95901.95900.0000-602.7042234.90
2632006.12.15 16:00buy1321.001.96741.96140.0000
2642006.12.15 16:35s/l1321.001.96141.96140.0000-600.0041634.90
2652006.12.15 17:00buy1331.001.95771.95170.0000
2662006.12.15 17:06s/l1331.001.95171.95170.0000-600.0041034.90
2672006.12.18 08:00buy1341.001.95661.95060.0000
2682006.12.18 12:39s/l1341.001.95061.95060.0000-600.0040434.90
2692006.12.19 08:00buy1351.001.94931.94330.0000
2702006.12.20 18:00close1351.001.96551.94330.00001617.3042052.20
2712006.12.20 19:00sell1361.001.96461.97060.0000
2722006.12.25 11:00close1361.001.96191.97060.0000272.0042324.20
2732006.12.25 12:00buy1371.001.96231.95630.0000
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