Strategy Tester Report
Goblin BiPolar Edition test 12

SymbolGBPUSDm (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2005.12.28 00:00 - 2006.12.29 22:00 (2005.12.28 - 2007.01.01)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersSystemWideParms="** Goblin Systemwide Parameters **"; LotSize=0.15; UseMoneyMgmt=false; EquityProtectionLevel=0; MaxLossPerOrder=0; TargetEquityToCloseAndReset=0; RiskPercent=0.5; UseFiboLotSizeProgression=false; UseConservativeRSX_Signals=false; RSX_Period=5; RSX_Timeframe=60; UseSMATrendFilter=false; TrendFilterSMATimeFrame=60; TrendFilterFastSMAPeriod=65; TrendFilterMediumSMAPeriod=20; TrendFilterSlowSMAPeriod=7; atrper=14; timeframe=1440; divisor=10; LongTradeParms="** Goblin Buy Side Parameters **"; LongTakeProfit=10; LongInitialStop=0; LongTrailingStop=0; LongMaxTrades=3; LongPips=15; LongSecureProfit=5; LongAccountProtection=true; LongOrderstoProtect=1; ShortTradeParms="** Goblin Sell Side Parameters **"; ShortTakeProfit=10; ShortInitialStop=0; ShortTrailingStop=0; ShortMaxTrades=3; ShortPips=15; ShortSecureProfit=5; ShortAccountProtection=true; ShortOrderstoProtect=1; LongBreakEven=1; ShortBreakEven=1; HL_sl=10; HS_sl=10;
Bars in test8264Ticks modelled1548944Modelling quality90.00%
Initial deposit1000.00
Total net profit-955.03Gross profit31.52Gross loss-986.56
Profit factor0.03Expected payoff-43.41
Absolute drawdown955.03Maximal drawdown972.47 (95.58%)Relative drawdown95.58% (972.47)
Total trades22Short positions (won %)7 (14.29%)Long positions (won %)15 (46.67%)
Profit trades (% of total)8 (36.36%)Loss trades (% of total)14 (63.64%)
Largestprofit trade6.02loss trade-598.42
Averageprofit trade3.94loss trade-70.47
Maximumconsecutive wins (profit in money)2 (7.50)consecutive losses (loss in money)6 (-972.47)
Maximalconsecutive profit (count of wins)7.50 (2)consecutive loss (count of losses)-972.47 (6)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.12.28 10:00buy10.151.73840.00001.7394
22005.12.28 10:11buy20.301.73690.00001.7379
32005.12.28 11:10t/p20.301.73790.00001.73793.001003.00
42005.12.28 11:10close10.151.73790.00001.7394-0.751002.25
52005.12.29 16:00sell30.151.71940.00001.7184
62005.12.29 16:36sell40.301.72110.00001.7201
72005.12.29 16:48sell50.601.72270.00001.7217
82005.12.30 06:00buy60.151.72840.00001.7294
92005.12.30 06:29buy70.301.72680.00001.7278
102005.12.30 07:26t/p70.301.72780.00001.72783.001005.25
112005.12.30 07:26close60.151.72780.00001.7294-0.901004.35
122005.12.30 07:27buy80.151.72830.00001.7293
132005.12.30 07:43t/p80.151.72930.00001.72931.501005.85
142005.12.30 07:43buy90.151.72970.00001.7307
152005.12.30 08:19buy100.301.72800.00001.7290
162005.12.30 08:41buy110.601.72640.00001.7274
172005.12.30 09:19t/p110.601.72740.00001.72746.001011.85
182005.12.30 09:19close100.301.72740.00001.7290-1.801010.05
192005.12.30 09:19close90.151.72730.00001.7307-3.601006.45
202005.12.30 12:19t/p50.601.72170.00001.72176.021012.47
212005.12.30 12:19close40.301.72170.00001.7201-1.791010.69
222005.12.30 12:19close30.151.72180.00001.7184-3.591007.09
232006.01.02 11:00buy120.151.72410.00001.7251
242006.01.02 17:27buy130.301.72250.00001.7235
252006.01.02 17:28t/p130.301.72350.00001.72353.001010.09
262006.01.02 17:28close120.151.72350.00001.7251-0.901009.19
272006.01.03 01:00sell140.151.71870.00001.7177
282006.01.03 01:09sell150.301.72030.00001.7193
292006.01.03 01:13sell160.601.72180.00001.7208
302006.01.03 10:00buy170.151.73290.00001.7339
312006.01.03 10:13buy180.301.73140.00001.7324
322006.01.03 10:52t/p180.301.73240.00001.73243.001012.19
332006.01.03 10:52close170.151.73240.00001.7339-0.751011.44
342006.01.03 10:52buy190.151.73290.00001.7339
352006.01.03 11:10buy200.301.73130.00001.7323
362006.01.03 11:48buy210.601.72960.00001.7306
372006.01.03 12:28sell222.101.727610.00000.0000
382006.01.03 15:41t/p210.601.73060.00001.73066.001017.44
392006.01.03 15:41close200.301.73080.00001.7323-1.501015.94
402006.01.03 15:41close190.151.73070.00001.7339-3.301012.64
412006.01.04 10:20close at stop222.101.756110.00000.0000-598.42414.23
422006.01.04 10:20close at stop160.601.75610.00001.7208-205.78208.45
432006.01.04 10:20close at stop150.301.75610.00001.7193-107.39101.06
442006.01.04 10:20close at stop140.151.75610.00001.7177-56.0944.97