Strategy Tester Report
10_point_4_[mod1e)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2007.02.22 00:00 - 2007.03.02 00:00 (2007.02.22 - 2007.03.02)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersBlockId=1; TakeProfit=20; Step=18; MoneyManagment=28; Lots=0.1; PricePlus=0.0014; Manual="off"; OpenBlock=true; ModifyBlock=false; FixLot=false; MicroLot=false; MaxiLot=false; Insure=9; BlockOrders=4; StopLoss=100; fema=14; sema=40; sig=8; cciperiod=14; timeperiod=60; timeperiod1=30;
Bars in test1144Ticks modelled140316Modelling quality90.00%
Initial deposit3000.00
Total net profit58.72Gross profit1063.41Gross loss-1004.69
Profit factor1.06Expected payoff0.77
Absolute drawdown671.30Maximal drawdown728.70 (23.83%)Relative drawdown23.83% (728.70)
Total trades76Short positions (won %)41 (68.29%)Long positions (won %)35 (74.29%)
Profit trades (% of total)54 (71.05%)Loss trades (% of total)22 (28.95%)
Largestprofit trade70.00loss trade-162.40
Averageprofit trade19.69loss trade-45.67
Maximumconsecutive wins (profit in money)11 (204.48)consecutive losses (loss in money)6 (-728.70)
Maximalconsecutive profit (count of wins)204.48 (11)consecutive loss (count of losses)-728.70 (6)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12007.02.22 01:09sell10.101.95161.96161.9496
22007.02.22 02:12sell20.201.95341.96341.9514
32007.02.22 08:18t/p20.201.95141.96341.951428.003028.00
42007.02.22 08:18close10.101.95141.96161.94961.403029.40
52007.02.22 08:18sell30.101.95111.96111.9491
62007.02.22 08:51t/p30.101.94911.96111.949114.003043.40
72007.02.22 08:51sell40.101.94871.95871.9467
82007.02.22 09:37t/p40.101.94671.95871.946714.003057.40
92007.02.22 15:00sell50.101.94971.95971.9477
102007.02.22 16:18sell60.201.95151.96151.9495
112007.02.22 16:30sell70.301.95331.96331.9513
122007.02.22 17:18sell80.501.95511.96511.9531
132007.02.22 17:22sell90.801.95691.96691.9549
142007.02.22 18:16sell101.201.95871.96871.9567
152007.02.22 18:17s/l50.101.95971.95971.9477-70.002987.40
162007.02.22 18:17close101.201.95971.96871.9567-84.002903.40
172007.02.22 18:17close90.801.95981.96691.9549-162.402741.00
182007.02.22 18:17close80.501.95971.96511.9531-161.002580.00
192007.02.22 18:17close70.301.95981.96331.9513-136.502443.50
202007.02.22 18:17close60.201.95971.96151.9495-114.802328.70
212007.02.22 18:17buy110.101.95981.94981.9618
222007.02.22 18:35buy120.201.95801.94801.9600
232007.02.22 20:59buy130.301.95621.94621.9582
242007.02.23 08:27t/p130.301.95821.94621.958241.432370.13
252007.02.23 08:27close120.201.95821.94801.96002.422372.55
262007.02.23 08:27close110.101.95831.94981.9618-10.692361.87
272007.02.23 08:27buy140.101.95861.94861.9606
282007.02.23 10:05buy150.201.95681.94681.9588
292007.02.23 10:32buy160.301.95501.94501.9570
302007.02.23 11:19t/p160.301.95701.94501.957042.002403.87
312007.02.23 11:19close150.201.95701.94681.95882.802406.67
322007.02.23 11:19close140.101.95691.94861.9606-11.902394.77
332007.02.23 12:00buy170.101.95761.94761.9596
342007.02.23 13:51t/p170.101.95961.94761.959614.002408.77
352007.02.23 13:51buy180.101.96001.95001.9620
362007.02.23 14:06t/p180.101.96201.95001.962014.002422.77
372007.02.23 14:06buy190.101.96241.95241.9644
382007.02.23 15:25t/p190.101.96441.95241.964414.002436.77
392007.02.23 18:41buy200.101.96531.95531.9673
402007.02.23 20:29buy210.201.96351.95351.9655
412007.02.26 09:00t/p210.201.96551.95351.965527.622464.39
422007.02.26 09:00close200.101.96551.95531.96731.212465.60
432007.02.26 09:00buy220.101.96601.95601.9680
442007.02.26 09:14buy230.201.96421.95421.9662
452007.02.26 10:04buy240.301.96231.95231.9643
462007.02.26 16:50t/p240.301.96431.95231.964342.002507.60
472007.02.26 16:50close230.201.96431.95421.96621.402509.00
482007.02.26 16:50close220.101.96441.95601.9680-11.202497.80
492007.02.26 16:50buy250.101.96471.95471.9667
502007.02.26 17:08buy260.201.96291.95291.9649
512007.02.27 01:39t/p260.201.96491.95291.964927.622525.42
522007.02.27 01:39close250.101.96491.95471.96671.212526.63
532007.02.27 01:39buy270.101.96541.95541.9674
542007.02.27 01:42buy280.201.96361.95361.9656
552007.02.27 07:25buy290.301.96181.95181.9638
562007.02.27 08:33buy300.501.96001.95001.9620
572007.02.27 09:12t/p300.501.96201.95001.962070.002596.63
582007.02.27 09:12close290.301.96211.95181.96386.302602.93
592007.02.27 09:12close280.201.96201.95361.9656-22.402580.53
602007.02.27 09:12close270.101.96221.95541.9674-22.402558.13
612007.02.27 09:12sell310.101.96241.97241.9604
622007.02.27 09:17sell320.201.96431.97431.9623
632007.02.27 09:32sell330.301.96621.97621.9642
642007.02.27 10:21t/p330.301.96421.97621.964242.002600.13
652007.02.27 10:21close320.201.96421.97431.96231.402601.53
662007.02.27 10:21close310.101.96431.97241.9604-13.302588.23
672007.02.27 10:21buy340.101.96421.95421.9662
682007.02.27 14:57t/p340.101.96621.95421.966214.002602.23
692007.02.27 14:57buy350.101.96661.95661.9686
702007.02.27 15:08buy360.201.96481.95481.9668
712007.02.27 15:45t/p360.201.96681.95481.966828.002630.23
722007.02.27 15:45close350.101.96681.95661.96861.402631.63
732007.02.27 15:45buy370.101.96711.95711.9691
742007.02.27 16:00buy380.201.96481.95481.9668
752007.02.27 16:09buy390.301.96301.95301.9650
762007.02.27 16:38t/p390.301.96501.95301.965042.002673.63
772007.02.27 16:38close380.201.96501.95481.96682.802676.43
782007.02.27 16:38close370.101.96491.95711.9691-15.402661.03
792007.02.27 16:38sell400.101.96501.97501.9630
802007.02.27 18:12sell410.201.96681.97681.9648
812007.02.27 19:41t/p410.201.96481.97681.964828.002689.03
822007.02.27 19:41close400.101.96481.97501.96301.402690.43
832007.02.27 20:00sell420.101.96381.97381.9618
842007.02.27 21:11t/p420.101.96181.97381.961814.002704.43
852007.02.27 21:11sell430.101.96141.97141.9594
862007.02.27 23:46sell440.201.96321.97321.9612
872007.02.28 08:05t/p440.201.96121.97321.961228.062732.49
882007.02.28 08:05close430.101.96121.97141.95941.432733.92
892007.02.28 08:05sell450.101.96071.97071.9587
902007.02.28 08:07t/p450.101.95871.97071.958714.002747.92
912007.02.28 08:07sell460.101.95831.96831.9563
922007.02.28 08:46sell470.201.96011.97011.9581
932007.02.28 09:16t/p470.201.95811.97011.958128.002775.92
942007.02.28 09:16close460.101.95811.96831.95631.402777.32
952007.02.28 09:30sell480.101.95471.96471.9527
962007.02.28 10:20t/p480.101.95271.96471.952714.002791.32
972007.02.28 13:00sell490.101.95671.96671.9547
982007.02.28 13:13sell500.201.95861.96861.9566
992007.02.28 14:05sell510.301.96041.97041.9584
1002007.02.28 14:08sell520.501.96221.97221.9602
1012007.02.28 15:36t/p520.501.96021.97221.960270.002861.32
1022007.02.28 15:36close510.301.96021.97041.95844.202865.52
1032007.02.28 15:36close500.201.96011.96861.9566-21.002844.52
1042007.02.28 15:36close490.101.96021.96671.9547-24.502820.02
1052007.02.28 16:00buy530.101.96151.95151.9635
1062007.02.28 16:01buy540.201.95971.94971.9617
1072007.02.28 16:31buy550.301.95791.94791.9599
1082007.02.28 16:41t/p550.301.95991.94791.959942.002862.02
1092007.02.28 16:41close540.201.95991.94971.96172.802864.82
1102007.02.28 16:41close530.101.95981.95151.9635-11.902852.92
1112007.02.28 17:00buy560.101.96021.95021.9622
1122007.02.28 19:55t/p560.101.96221.95021.962214.002866.92
1132007.02.28 19:55buy570.101.96261.95261.9646
1142007.02.28 22:03t/p570.101.96461.95261.964614.002880.92
1152007.03.01 01:00buy580.101.96441.95441.9664
1162007.03.01 04:59buy590.201.96261.95261.9646
1172007.03.01 07:47buy600.301.96081.95081.9628
1182007.03.01 07:58buy610.501.95901.94901.9610
1192007.03.01 08:57t/p610.501.96101.94901.961070.002950.92
1202007.03.01 08:57close600.301.96101.95081.96284.202955.12
1212007.03.01 08:57close590.201.96111.95261.9646-21.002934.12
1222007.03.01 08:57close580.101.96121.95441.9664-22.402911.72
1232007.03.01 08:57sell620.101.96131.97131.9593
1242007.03.01 09:29t/p620.101.95931.97131.959314.002925.72
1252007.03.01 10:10sell630.101.95861.96861.9566
1262007.03.01 10:30sell640.201.96041.97041.9584
1272007.03.01 10:31sell650.301.96221.97221.9602
1282007.03.01 12:22sell660.501.96401.97401.9620
1292007.03.01 15:40t/p660.501.96201.97401.962070.002995.72
1302007.03.01 15:40close650.301.96201.97221.96024.202999.92
1312007.03.01 15:40close640.201.96191.97041.9584-21.002978.92
1322007.03.01 15:40close630.101.96171.96861.9566-21.702957.22
1332007.03.01 16:00sell670.101.96121.97121.9592
1342007.03.01 16:01t/p670.101.95921.97121.959214.002971.22
1352007.03.01 16:01sell680.101.95801.96801.9560
1362007.03.01 16:03sell690.201.95981.96981.9578
1372007.03.01 16:36t/p690.201.95781.96981.957828.002999.22
1382007.03.01 16:36close680.101.95781.96801.95601.403000.62
1392007.03.01 16:36sell700.101.95731.96731.9553
1402007.03.01 16:38sell710.201.95911.96911.9571
1412007.03.01 17:03t/p710.201.95711.96911.957128.003028.62
1422007.03.01 17:03close700.101.95711.96731.95531.403030.02
1432007.03.01 17:03sell720.101.95661.96661.9546
1442007.03.01 17:54sell730.201.95851.96851.9565
1452007.03.01 19:02t/p730.201.95651.96851.956528.003058.02
1462007.03.01 19:02close720.101.95651.96661.95460.703058.72
1472007.03.01 19:02sell740.101.95601.96601.9540
1482007.03.01 19:36sell750.201.95781.96781.9558
1492007.03.01 19:49sell760.301.95961.96961.9576
1502007.03.01 23:59close at stop760.301.95841.96961.957625.203083.92
1512007.03.01 23:59close at stop750.201.95841.96781.9558-8.403075.52
1522007.03.01 23:59close at stop740.101.95841.96601.9540-16.803058.72