Strategy Tester Report
DIN_KusKus_EA_v2.4

Symbol GBPUSD (Great Britain Dollar vs. United States Dollar)
Period 5 Minutes (M5) 2006.08.16 00:00 - 2007.02.23 00:00 (2006.08.16 - 2007.02.23)
Model Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters AccountIsMini=true; MoneyManagement=true; TradeSizePercent=10; Lots=0.1; MaxLots=100; Expert_Name="---- DIN_KusKus_EA_v2.4 ----"; sw="--Switches--"; sw1=" 0 = OFF, 1 = ON"; useHeikenAshi=1; useBBStop=1; useFish=1; useCurrentCandle=1; useDamianiFilter=1; useTrendEntry=0; useNinaEMA=1; useStepMA=1; useHeikenAshiExit=0; useBBStopExit=0; useFishExit=1; useTrendExit=1; useStepMAExit=0; bb="--BBandsStop settings--"; Length=20; Deviation=2; MoneyRisk=1; fi="--Fisher settings--"; RangePeriods=35; PriceSmoothing=0.3; IndexSmoothing=0.3; ha="--Heiken_Ashi_Ma settings--"; MaMethod=1; MaPeriod=15; s5="--Damiani Filter settings--"; Viscosity=13; Sedimentation=50; Threshold_level=1.3; lag_supressor=true; stm="--StepMA_Stoch settings--"; PeriodWATR=7; Kwatr=0.7; em="--EMA setting for entry--"; EntryMA_Period=50; scc="--CurrentCandle settings--"; Breakout=2; st1="--Signal_TimeFrame--"; st2=" 30 or 60 minute"; Signal_TimeFrame=30; dstr0="--Trend Method--"; dstr1=" 0 = None"; dstr2=" 1 = MACD"; dstr3=" 2 = HMA"; Price=0;
Bars in test 54361 Ticks modelled 702076 Modelling quality 90.00%
Initial deposit 10000.00
Total net profit 22683.16 Gross profit 59977.06 Gross loss -37293.90
Profit factor 1.61 Expected payoff 252.04
Absolute drawdown 1065.11 Maximal drawdown 7600.00 (18.87%) Relative drawdown 30.92% (4000.09)
Total trades 90 Short positions (won %) 42 (71.43%) Long positions (won %) 48 (75.00%)
Profit trades (% of total) 66 (73.33%) Loss trades (% of total) 24 (26.67%)
Largest profit trade 1895.25 loss trade -4000.00
Average profit trade 908.74 loss trade -1553.91
Maximum consecutive wins (profit in money) 14 (10930.90) consecutive losses (loss in money) 2 (-7600.00)
Maximal consecutive profit (count of wins) 10930.90 (14) consecutive loss (count of losses) -7600.00 (2)
Average consecutive wins 3 consecutive losses 1
Graph
# Time Type Order Lots Price S / L T / P Profit Balance
1 2006.08.18 00:39 sell 1 1.00 1.8851 1.8951 1.8801
2 2006.08.18 14:28 t/p 1 1.00 1.8801 1.8951 1.8801 500.00 10500.00
3 2006.08.21 09:05 buy 2 1.00 1.8864 1.8764 1.8914
4 2006.08.21 10:42 t/p 2 1.00 1.8914 1.8764 1.8914 500.00 11000.00
5 2006.08.21 10:42 buy 3 1.10 1.8923 1.8823 1.8973
6 2006.08.21 15:13 t/p 3 1.10 1.8973 1.8823 1.8973 550.00 11550.00
7 2006.08.23 11:03 buy 4 1.10 1.8931 1.8831 1.8981
8 2006.08.23 17:00 t/p 4 1.10 1.8981 1.8831 1.8981 550.00 12100.00
9 2006.08.24 11:00 sell 5 1.20 1.8867 1.8967 1.8817
10 2006.08.24 12:30 close 5 1.20 1.8928 1.8967 1.8817 -732.00 11368.00
11 2006.08.25 00:00 sell 6 1.10 1.8867 1.8967 1.8817
12 2006.08.28 08:00 close 6 1.10 1.8915 1.8967 1.8817 -529.06 10838.94
13 2006.08.28 09:08 buy 7 1.00 1.8915 1.8815 1.8965
14 2006.08.28 16:47 t/p 7 1.00 1.8965 1.8815 1.8965 500.00 11338.94
15 2006.08.29 10:50 buy 8 1.10 1.9008 1.8908 1.9058
16 2006.08.29 18:44 s/l 8 1.10 1.8908 1.8908 1.9058 -1100.00 10238.94
17 2006.08.30 11:02 buy 9 1.00 1.9015 1.8915 1.9065
18 2006.08.31 09:22 t/p 9 1.00 1.9065 1.8915 1.9065 496.25 10735.19
19 2006.09.04 00:35 buy 10 1.00 1.9066 1.8966 1.9116
20 2006.09.05 11:36 s/l 10 1.00 1.8966 1.8966 1.9116 -1001.25 9733.94
21 2006.09.05 11:36 sell 11 0.90 1.8964 1.9064 1.8914
22 2006.09.06 11:34 t/p 11 0.90 1.8914 1.9064 1.8914 449.13 10183.07
23 2006.09.07 11:55 sell 12 1.00 1.8820 1.8920 1.8770
24 2006.09.07 14:06 t/p 12 1.00 1.8770 1.8920 1.8770 500.00 10683.07
25 2006.09.12 03:13 buy 13 1.00 1.8677 1.8577 1.8727
26 2006.09.12 11:40 t/p 13 1.00 1.8727 1.8577 1.8727 500.00 11183.07
27 2006.09.14 00:12 buy 14 1.10 1.8773 1.8673 1.8823
28 2006.09.14 13:13 t/p 14 1.10 1.8823 1.8673 1.8823 550.00 11733.07
29 2006.09.18 00:33 sell 15 1.10 1.8774 1.8874 1.8724
30 2006.09.19 04:00 close 15 1.10 1.8814 1.8874 1.8724 -441.06 11292.01
31 2006.09.21 00:43 buy 16 1.10 1.8883 1.8783 1.8933
32 2006.09.21 08:43 t/p 16 1.10 1.8933 1.8783 1.8933 550.00 11842.01
33 2006.09.22 00:04 buy 17 1.10 1.9028 1.8928 1.9078
34 2006.09.27 09:09 s/l 17 1.10 1.8928 1.8928 1.9078 -1104.12 10737.88
35 2006.09.27 11:00 sell 18 1.00 1.8906 1.9006 1.8856
36 2006.09.28 09:17 t/p 18 1.00 1.8856 1.9006 1.8856 497.10 11234.98
37 2006.09.28 09:17 sell 19 1.10 1.8849 1.8949 1.8799
38 2006.09.28 11:25 t/p 19 1.10 1.8799 1.8949 1.8799 550.00 11784.98
39 2006.09.28 11:25 sell 20 1.10 1.8795 1.8895 1.8745
40 2006.09.28 17:23 t/p 20 1.10 1.8745 1.8895 1.8745 550.00 12334.98
41 2006.09.29 10:00 sell 21 1.20 1.8706 1.8806 1.8656
42 2006.09.29 15:38 t/p 21 1.20 1.8656 1.8806 1.8656 600.00 12934.98
43 2006.10.02 11:30 sell 22 1.20 1.8704 1.8804 1.8654
44 2006.10.02 16:45 s/l 22 1.20 1.8804 1.8804 1.8654 -1200.00 11734.98
45 2006.10.04 02:00 sell 23 1.10 1.8856 1.8956 1.8806
46 2006.10.04 13:31 t/p 23 1.10 1.8806 1.8956 1.8806 550.00 12284.98
47 2006.10.06 10:30 sell 24 1.20 1.8742 1.8842 1.8692
48 2006.10.06 15:30 s/l 24 1.20 1.8842 1.8842 1.8692 -1200.00 11084.98
49 2006.10.10 09:33 buy 25 1.10 1.8696 1.8596 1.8746
50 2006.10.10 11:30 close 25 1.10 1.8628 1.8596 1.8746 -748.00 10336.98
51 2006.10.10 11:30 sell 26 1.00 1.8618 1.8718 1.8568
52 2006.10.10 14:15 t/p 26 1.00 1.8568 1.8718 1.8568 500.00 10836.98
53 2006.10.12 00:05 sell 27 1.00 1.8532 1.8632 1.8482
54 2006.10.13 09:56 s/l 27 1.00 1.8632 1.8632 1.8482 -1000.97 9836.02
55 2006.10.13 09:56 buy 28 0.90 1.8632 1.8532 1.8682
56 2006.10.16 03:55 s/l 28 0.90 1.8532 1.8532 1.8682 -901.12 8934.89
57 2006.10.16 11:06 buy 29 0.80 1.8603 1.8503 1.8653
58 2006.10.17 11:31 t/p 29 0.80 1.8653 1.8503 1.8653 399.00 9333.89
59 2006.10.23 10:30 sell 30 0.90 1.8778 1.8878 1.8728
60 2006.10.23 13:18 t/p 30 0.90 1.8728 1.8878 1.8728 450.00 9783.89
61 2006.10.24 10:21 sell 31 0.90 1.8699 1.8799 1.8649
62 2006.10.25 00:00 close 31 0.90 1.8732 1.8799 1.8649 -297.87 9486.02
63 2006.10.25 11:39 buy 32 0.90 1.8771 1.8671 1.8821
64 2006.10.26 09:59 t/p 32 0.90 1.8821 1.8671 1.8821 446.63 9932.65
65 2006.10.26 11:12 buy 33 0.90 1.8848 1.8748 1.8898
66 2006.10.26 19:23 t/p 33 0.90 1.8898 1.8748 1.8898 450.00 10382.65
67 2006.10.27 00:21 buy 34 1.00 1.8914 1.8814 1.8964
68 2006.10.27 15:31 t/p 34 1.00 1.8964 1.8814 1.8964 500.00 10882.65
69 2006.10.31 01:45 sell 35 1.00 1.8995 1.9095 1.8945
70 2006.10.31 11:30 close 35 1.00 1.9016 1.9095 1.8945 -210.00 10672.65
71 2006.11.02 01:40 sell 36 1.00 1.9071 1.9171 1.9021
72 2006.11.03 15:31 t/p 36 1.00 1.9021 1.9171 1.9021 499.03 11171.68
73 2006.11.07 09:15 buy 37 1.10 1.9047 1.8947 1.9097
74 2006.11.07 16:32 t/p 37 1.10 1.9097 1.8947 1.9097 550.00 11721.68
75 2006.11.08 11:30 buy 38 1.10 1.9096 1.8996 1.9146
76 2006.11.09 00:00 close 38 1.10 1.9056 1.8996 1.9146 -444.12 11277.56
77 2006.11.09 03:49 sell 39 1.10 1.9038 1.9138 1.8988
78 2006.11.09 15:42 t/p 39 1.10 1.8988 1.9138 1.8988 550.00 11827.56
79 2006.11.10 10:30 buy 40 1.10 1.9124 1.9024 1.9174
80 2006.11.10 12:45 t/p 40 1.10 1.9174 1.9024 1.9174 550.00 12377.56
81 2006.11.13 11:30 sell 41 1.20 1.9105 1.9205 1.9055
82 2006.11.13 13:36 t/p 41 1.20 1.9055 1.9205 1.9055 600.00 12977.56
83 2006.11.16 11:00 sell 42 1.20 1.8855 1.8955 1.8805
84 2006.11.17 17:06 s/l 42 1.20 1.8955 1.8955 1.8805 -1201.16 11776.40
85 2006.11.21 11:38 buy 43 1.10 1.8992 1.8892 1.9042
86 2006.11.22 09:41 t/p 43 1.10 1.9042 1.8892 1.9042 548.63 12325.02
87 2006.11.22 09:41 buy 44 1.20 1.9047 1.8947 1.9097
88 2006.11.22 14:23 t/p 44 1.20 1.9097 1.8947 1.9097 600.00 12925.02
89 2006.11.24 09:19 buy 45 1.20 1.9175 1.9075 1.9225
90 2006.11.24 10:25 t/p 45 1.20 1.9225 1.9075 1.9225 600.00 13525.02
91 2006.11.24 10:25 buy 46 1.30 1.9229 1.9129 1.9279
92 2006.11.24 10:33 t/p 46 1.30 1.9279 1.9129 1.9279 650.00 14175.02
93 2006.11.24 10:33 buy 47 1.40 1.9283 1.9183 1.9333
94 2006.11.24 10:48 t/p 47 1.40 1.9333 1.9183 1.9333 700.00 14875.02
95 2006.11.24 10:48 buy 48 1.40 1.9339 1.9239 1.9389
96 2006.11.27 00:00 t/p 48 1.40 1.9389 1.9239 1.9389 698.25 15573.28
97 2006.11.27 00:33 buy 49 1.50 1.9401 1.9301 1.9451
98 2006.11.28 10:06 t/p 49 1.50 1.9451 1.9301 1.9451 748.13 16321.40
99 2006.11.28 10:06 buy 50 1.60 1.9456 1.9356 1.9506
100 2006.11.28 20:16 t/p 50 1.60 1.9506 1.9356 1.9506 800.00 17121.40
101 2006.11.29 00:04 buy 51 1.70 1.9523 1.9423 1.9573
102 2006.11.30 11:25 t/p 51 1.70 1.9573 1.9423 1.9573 843.63 17965.03
103 2006.11.30 11:25 buy 52 1.70 1.9582 1.9482 1.9632
104 2006.11.30 17:31 t/p 52 1.70 1.9632 1.9482 1.9632 850.00 18815.03
105 2006.12.05 11:00 sell 53 1.80 1.9769 1.9869 1.9719
106 2006.12.05 17:11 t/p 53 1.80 1.9719 1.9869 1.9719 900.00 19715.03
107 2006.12.06 10:32 sell 54 1.90 1.9711 1.9811 1.9661
108 2006.12.06 11:31 t/p 54 1.90 1.9661 1.9811 1.9661 950.00 20665.03
109 2006.12.06 11:31 sell 55 2.00 1.9656 1.9756 1.9606
110 2006.12.08 09:37 t/p 55 2.00 1.9606 1.9756 1.9606 992.27 21657.30
111 2006.12.11 00:00 sell 56 2.10 1.9520 1.9620 1.9470
112 2006.12.11 04:19 t/p 56 2.10 1.9470 1.9620 1.9470 1050.00 22707.30
113 2006.12.13 00:30 buy 57 2.20 1.9710 1.9610 1.9760
114 2006.12.13 16:36 s/l 57 2.20 1.9610 1.9610 1.9760 -2200.00 20507.30
115 2006.12.14 11:35 buy 58 2.00 1.9679 1.9579 1.9729
116 2006.12.14 13:30 close 58 2.00 1.9656 1.9579 1.9729 -460.00 20047.30
117 2006.12.15 00:10 sell 59 2.00 1.9600 1.9700 1.9550
118 2006.12.15 17:03 t/p 59 2.00 1.9550 1.9700 1.9550 1000.00 21047.30
119 2006.12.19 10:30 buy 60 2.10 1.9583 1.9483 1.9633
120 2006.12.19 11:00 t/p 60 2.10 1.9633 1.9483 1.9633 1050.00 22097.30
121 2006.12.19 11:00 buy 61 2.20 1.9639 1.9539 1.9689
122 2006.12.19 20:32 t/p 61 2.20 1.9689 1.9539 1.9689 1100.00 23197.30
123 2006.12.21 00:06 sell 62 2.30 1.9641 1.9741 1.9591
124 2006.12.21 15:37 t/p 62 2.30 1.9591 1.9741 1.9591 1150.00 24347.30
125 2006.12.26 09:07 sell 63 2.40 1.9585 1.9685 1.9535
126 2006.12.26 19:35 t/p 63 2.40 1.9535 1.9685 1.9535 1200.00 25547.30
127 2006.12.27 09:13 buy 64 2.50 1.9614 1.9514 1.9664
128 2006.12.28 15:36 t/p 64 2.50 1.9664 1.9514 1.9664 1240.63 26787.92
129 2006.12.29 10:00 buy 65 2.60 1.9654 1.9554 1.9704
130 2007.01.02 10:26 t/p 65 2.60 1.9704 1.9554 1.9704 1293.50 28081.43
131 2007.01.02 10:26 buy 66 2.80 1.9711 1.9611 1.9761
132 2007.01.03 13:44 s/l 66 2.80 1.9611 1.9611 1.9761 -2803.50 25277.93
133 2007.01.04 11:18 sell 67 2.50 1.9408 1.9508 1.9358
134 2007.01.05 06:20 t/p 67 2.50 1.9358 1.9508 1.9358 1247.59 26525.51
135 2007.01.10 03:01 sell 68 2.60 1.9354 1.9454 1.9304
136 2007.01.11 14:00 s/l 68 2.60 1.9454 1.9454 1.9304 -2607.53 23917.98
137 2007.01.16 09:06 buy 69 2.30 1.9663 1.9563 1.9713
138 2007.01.17 17:53 t/p 69 2.30 1.9713 1.9563 1.9713 1147.13 25065.10
139 2007.01.23 00:01 buy 70 2.50 1.9767 1.9667 1.9817
140 2007.01.23 09:42 t/p 70 2.50 1.9817 1.9667 1.9817 1250.00 26315.10
141 2007.01.23 10:52 buy 71 2.60 1.9829 1.9729 1.9879
142 2007.01.23 14:01 t/p 71 2.60 1.9879 1.9729 1.9879 1300.00 27615.10
143 2007.01.24 09:30 sell 72 2.70 1.9761 1.9861 1.9711
144 2007.01.24 11:30 t/p 72 2.70 1.9711 1.9861 1.9711 1350.00 28965.10
145 2007.01.24 11:30 sell 73 2.80 1.9695 1.9795 1.9645
146 2007.01.25 21:32 t/p 73 2.80 1.9645 1.9795 1.9645 1391.89 30356.99
147 2007.01.26 00:33 sell 74 3.00 1.9639 1.9739 1.9589
148 2007.01.26 13:38 t/p 74 3.00 1.9589 1.9739 1.9589 1500.00 31856.99
149 2007.01.30 02:12 buy 75 3.10 1.9620 1.9520 1.9670
150 2007.01.30 09:45 t/p 75 3.10 1.9670 1.9520 1.9670 1550.00 33406.99
151 2007.01.30 10:00 buy 76 3.30 1.9672 1.9572 1.9722
152 2007.01.31 09:54 s/l 76 3.30 1.9572 1.9572 1.9722 -3304.12 30102.86
153 2007.01.31 10:00 sell 77 3.00 1.9571 1.9671 1.9521
154 2007.01.31 11:35 t/p 77 3.00 1.9521 1.9671 1.9521 1500.00 31602.86
155 2007.01.31 11:35 sell 78 3.10 1.9517 1.9617 1.9467
156 2007.01.31 18:08 s/l 78 3.10 1.9617 1.9617 1.9467 -3100.00 28502.86
157 2007.02.01 00:59 buy 79 2.80 1.9647 1.9547 1.9697
158 2007.02.01 15:21 t/p 79 2.80 1.9697 1.9547 1.9697 1400.00 29902.86
159 2007.02.05 00:04 sell 80 2.90 1.9662 1.9762 1.9612
160 2007.02.05 11:39 t/p 80 2.90 1.9612 1.9762 1.9612 1450.00 31352.86
161 2007.02.05 11:39 sell 81 3.10 1.9608 1.9708 1.9558
162 2007.02.05 14:20 t/p 81 3.10 1.9558 1.9708 1.9558 1550.00 32902.86
163 2007.02.06 11:48 buy 82 3.20 1.9631 1.9531 1.9681
164 2007.02.06 13:37 t/p 82 3.20 1.9681 1.9531 1.9681 1600.00 34502.86
165 2007.02.08 10:05 sell 83 3.40 1.9683 1.9783 1.9633
166 2007.02.08 14:13 t/p 83 3.40 1.9633 1.9783 1.9633 1700.00 36202.86
167 2007.02.09 10:02 sell 84 3.60 1.9499 1.9599 1.9449
168 2007.02.12 12:18 t/p 84 3.60 1.9449 1.9599 1.9449 1796.52 37999.39
169 2007.02.13 10:35 buy 85 3.70 1.9500 1.9400 1.9550
170 2007.02.13 12:30 close 85 3.70 1.9416 1.9400 1.9550 -3108.00 34891.39
171 2007.02.14 10:31 buy 86 3.40 1.9520 1.9420 1.9570
172 2007.02.14 15:31 t/p 86 3.40 1.9570 1.9420 1.9570 1700.00 36591.39
173 2007.02.16 11:47 sell 87 3.60 1.9491 1.9591 1.9441
174 2007.02.19 12:31 t/p 87 3.60 1.9441 1.9591 1.9441 1796.52 38387.91
175 2007.02.20 09:00 buy 88 3.80 1.9535 1.9435 1.9585
176 2007.02.21 10:01 t/p 88 3.80 1.9585 1.9435 1.9585 1895.25 40283.16
177 2007.02.21 10:01 buy 89 4.00 1.9592 1.9492 1.9642
178 2007.02.21 12:03 s/l 89 4.00 1.9492 1.9492 1.9642 -4000.00 36283.16
179 2007.02.22 10:31 sell 90 3.60 1.9473 1.9573 1.9423
180 2007.02.22 18:22 s/l 90 3.60 1.9573 1.9573 1.9423 -3600.00 32683.16