Strategy Tester Report
SimbaSystemM1v1.3.b

SymbolGBPUSD (Great British Pound vs US Dollar)
Period5 Minutes (M5) 2004.06.16 17:30 - 2007.03.23 17:55 (2004.06.16 - 2007.02.23)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersStopAfterNoTrades=false; MA_Type=1; JMA_HMA_Period=13; JMA_Phase=0; UseSATLFilter=true; AllowReentries=false; WPR_Period=90; ChandDist_Min=35; ChandDist_Max=100; TPPips=355; LotSize=1; MaximumRisk=10; pips=10; check_spread=false; spread_limit=6; wpr_top_limit=-5; wpr_bottom_limit=-95; atr_for_tp=false; atr_period=106; atr_divider=4; use_chandelier_if_touched=false; sm="--Trading Hours--"; UseTradingHours=false; TradeAsianMarket=true; StartHour1=0; StopHour1=3; TradeEuropeanMarket=true; StartHour2=9; StopHour2=11; TradeNewYorkMarket=false; StartHour3=15; StopHour3=17; st6="--Profit Controls--"; StopLoss=100; Margincutoff=150; tsp0="--Trailing Stop Types--"; tsp1=" 1 = Trail immediately"; tsp2=" 2 = Wait to trail"; tsp3=" 3 = Uses 3 levels before trail"; tsp4=" 4 = Breakeven + Lockin"; tsp5=" 5 = Step trail"; tsp6=" 6 = EMA trail"; tsp7=" 7 = pSAR trail"; UseTrailingStop=true; TrailingStopType=4; ts2="Settings for Type 2"; TrailingStop=15; ts3="Settings for Type 3"; FirstMove=20; FirstStopLoss=50; SecondMove=30; SecondStopLoss=30; ThirdMove=40; TrailingStop3=20; ts4="Settings for Type 4"; BreakEven=37; LockInPips=12; ts5="Settings for Type 5"; eTrailingStop=10; eTrailingStep=2; ts6="Settings for Type 6"; EMATimeFrame=30; Price=0; EMAPeriod=13; EMAShift=2; InitialStop=0; ts7="Settings for Type 7"; StepParabolic=0.02; MaxParabolic=0.2; Interval=5;
Bars in test202206Ticks modelled4363432Modelling quality89.96%
Initial deposit10000.00
Total net profit1234480.13Gross profit2676503.56Gross loss-1442023.43
Profit factor1.86Expected payoff5486.58
Absolute drawdown539.98Maximal drawdown489604.42 (39.95%)Relative drawdown60.97% (30495.09)
Total trades225Short positions (won %)99 (41.41%)Long positions (won %)126 (61.11%)
Profit trades (% of total)118 (52.44%)Loss trades (% of total)107 (47.56%)
Largestprofit trade357699.46loss trade-99000.43
Averageprofit trade22682.23loss trade-13476.85
Maximumconsecutive wins (profit in money)17 (508421.88)consecutive losses (loss in money)8 (-273579.23)
Maximalconsecutive profit (count of wins)608025.90 (7)consecutive loss (count of losses)-273579.23 (8)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.07.05 09:45buy12.001.83130.00001.8671
22004.07.05 19:00close12.001.82860.00001.8671-539.989460.02
32004.07.07 02:35buy21.801.83940.00001.8752
42004.07.07 05:16modify21.801.83941.84061.8752
52004.07.08 11:00close21.801.84971.84061.87521848.6211308.64
62004.07.13 23:45sell32.201.85780.00001.8226
72004.07.16 13:00close32.201.85580.00001.8226440.0011748.64
82004.07.19 09:05buy42.301.87290.00001.9087
92004.07.19 20:00close42.301.86880.00001.9087-942.9810805.66
102004.07.21 09:35sell52.101.85330.00001.8181
112004.07.22 12:00close52.101.84360.00001.81812036.9912842.65
122004.07.28 02:35sell62.501.82330.00001.7881
132004.07.28 23:00close62.501.82510.00001.7881-450.0012392.65
142004.08.02 23:55buy72.401.82530.00001.8611
152004.08.03 09:00close72.401.82210.00001.8611-770.4011622.25
162004.08.09 09:35buy82.301.84160.00001.8774
172004.08.10 11:00close82.301.83610.00001.8774-1267.3010354.95
182004.08.11 09:00sell92.001.82940.00001.7942
192004.08.12 02:00close92.001.83250.00001.7942-620.029734.93
202004.08.16 07:25buy101.901.84160.00001.8774
212004.08.16 11:02modify101.901.84161.84281.8774
222004.08.16 11:37s/l101.901.84281.84281.8774228.009962.93
232004.08.18 05:45sell111.901.82890.00001.7937
242004.08.19 12:00close111.901.82830.00001.7937114.0110076.94
252004.08.23 16:00sell122.001.81800.00001.7828
262004.08.25 10:00close122.001.79950.00001.78283699.9813776.92
272004.09.03 06:05sell132.701.79140.00001.7562
282004.09.06 13:00close132.701.78060.00001.75622916.0116692.93
292004.09.09 07:25buy143.301.78560.00001.8214
302004.09.09 12:00close143.301.78340.00001.8214-725.9915966.94
312004.09.16 03:00sell153.101.77780.00001.7426
322004.09.16 11:00close153.101.78290.00001.7426-1581.0214385.92
332004.09.27 09:35buy162.801.80480.00001.8406
342004.09.27 18:38modify162.801.80481.80601.8406
352004.09.29 09:00close162.801.80971.80601.84061366.4015752.32
362004.09.30 00:30sell173.101.80070.00001.7655
372004.09.30 14:00close173.101.80780.00001.7655-2200.9813551.34
382004.10.01 04:05buy182.701.81000.00001.8458
392004.10.01 11:00close182.701.80390.00001.8458-1647.0011904.34
402004.10.01 20:10sell192.301.79840.00001.7632
412004.10.05 10:00close192.301.78670.00001.76322691.0214595.36
422004.10.18 07:30buy202.901.80320.00001.8390
432004.10.18 17:00close202.901.80030.00001.8390-840.9913754.37
442004.10.20 02:00buy212.701.80280.00001.8386
452004.10.20 09:21modify212.701.80281.80401.8386
462004.10.22 12:00close212.701.82261.80401.83865335.2019089.57
472004.10.26 02:10buy223.801.83990.00001.8757
482004.10.26 03:34modify223.801.83991.84111.8757
492004.10.26 07:56s/l223.801.84111.84111.8757456.0119545.58
502004.10.27 07:00sell233.901.83610.00001.8009
512004.10.27 14:00close233.901.84120.00001.8009-1989.0317556.55
522004.10.28 04:55sell243.501.83160.00001.7964
532004.10.28 16:00close243.501.83170.00001.7964-34.9917521.56
542004.11.11 01:40sell253.501.84760.00001.8124
552004.11.12 03:00close253.501.84660.00001.8124349.9917871.55
562004.11.15 09:25buy263.501.85440.00001.8902
572004.11.15 17:00close263.501.84890.00001.8902-1925.0115946.54
582004.11.17 01:35buy273.101.85190.00001.8877
592004.11.17 09:01modify273.101.85191.85311.8877
602004.11.17 16:43s/l273.101.85311.85311.8877371.9816318.52
612004.11.19 06:05sell283.201.85190.00001.8167
622004.11.19 11:00close283.201.85600.00001.8167-1312.0215006.50
632004.11.23 21:00buy293.001.86800.00001.9038
642004.11.24 09:25modify293.001.86801.86921.9038
652004.11.26 10:00close293.001.88831.86921.90386075.0321081.53
662004.12.08 18:55sell304.201.93340.00001.8982
672004.12.13 05:00close304.201.91870.00001.89826173.9927255.52
682004.12.14 01:30buy315.401.92210.00001.9579
692004.12.14 10:33modify315.401.92211.92331.9579
702004.12.14 14:40s/l315.401.92331.92331.9579647.9927903.51
712004.12.15 02:55buy325.501.92500.00001.9608
722004.12.15 08:19modify325.501.92501.92621.9608
732004.12.16 16:00close325.501.94001.92621.96088233.5236137.03
742004.12.22 01:05sell337.201.92900.00001.8938
752004.12.23 21:00close337.201.92350.00001.89383960.0040097.03
762004.12.28 01:25buy348.001.93230.00001.9681
772004.12.28 08:32modify348.001.93231.93351.9681
782004.12.28 16:00s/l348.001.93351.93351.9681959.9741057.00
792004.12.29 22:30sell358.201.91850.00001.8833
802004.12.30 10:00close358.201.92360.00001.8833-4181.9736875.03
812005.01.04 03:10sell367.301.90610.00001.8709
822005.01.05 17:00close367.301.88810.00001.870913140.0550015.08
832005.01.13 01:35buy3710.001.89000.00001.9258
842005.01.13 12:00close3710.001.88550.00001.9258-4499.9945515.09
852005.01.17 01:30sell389.101.87090.00001.8357
862005.01.18 12:00close389.101.86850.00001.83572184.0847699.17
872005.01.19 17:20buy399.501.87470.00001.9105
882005.01.20 09:00close399.501.86930.00001.9105-5158.6342540.54
892005.01.24 03:00buy408.501.87550.00001.9113
902005.01.24 08:51modify408.501.87551.87671.9113
912005.01.24 16:18s/l408.501.87671.87671.91131019.9743560.51
922005.01.26 01:30sell418.701.86620.00001.8310
932005.01.26 11:00close418.701.87660.00001.8310-9048.0134512.50
942005.01.28 03:00buy426.901.88730.00001.9231
952005.01.28 13:00close426.901.88260.00001.9231-3243.0131269.49
962005.02.07 07:40sell436.201.87500.00001.8398
972005.02.09 11:00close436.201.86330.00001.83987253.9838523.47
982005.02.11 00:15buy447.701.86840.00001.9042
992005.02.11 12:00close447.701.86610.00001.9042-1771.0836752.39
1002005.02.15 00:35buy457.301.88690.00001.9227
1012005.02.15 14:13modify457.301.88691.88811.9227
1022005.02.15 15:11s/l457.301.88811.88811.9227875.9937628.38
1032005.02.23 02:20buy467.501.90680.00001.9426
1042005.02.23 03:45modify467.501.90681.90801.9426
1052005.02.23 04:09s/l467.501.90801.90801.9426900.0138528.39
1062005.02.28 09:05buy477.701.91990.00001.9557
1072005.02.28 09:31modify477.701.91991.92111.9557
1082005.02.28 12:42s/l477.701.92111.92111.9557923.9939452.38
1092005.02.28 22:30buy487.801.92200.00001.9578
1102005.03.01 16:00close487.801.91770.00001.9578-3361.7636090.62
1112005.03.02 21:00sell497.201.91300.00001.8778
1122005.03.04 15:00close497.201.91210.00001.8778648.0636738.68
1132005.03.07 03:59buy507.301.92240.00001.9582
1142005.03.07 10:00close507.301.91860.00001.9582-2773.9933964.69
1152005.03.09 04:25buy516.701.92740.00001.9632
1162005.03.09 09:29modify516.701.92741.92861.9632
1172005.03.09 10:30s/l516.701.92861.92861.9632804.0434768.73
1182005.03.15 03:20sell526.901.91510.00001.8799
1192005.03.15 12:00close526.901.91910.00001.8799-2759.9332008.80
1202005.03.16 05:40sell536.401.91340.00001.8782
1212005.03.16 09:00close536.401.92020.00001.8782-4351.9327656.87
1222005.03.17 02:15buy545.501.92460.00001.9604
1232005.03.17 15:00close545.501.91950.00001.9604-2804.9824851.89
1242005.03.18 17:40sell554.901.91770.00001.8825
1252005.03.18 20:00close554.901.92060.00001.8825-1420.9723430.92
1262005.03.24 04:30sell564.601.87100.00001.8358
1272005.03.28 20:00close564.601.86590.00001.83582346.0225776.94
1282005.03.30 21:15buy575.101.87940.00001.9152
1292005.03.31 12:43modify575.101.87941.88061.9152
1302005.04.01 17:15s/l575.101.88061.88061.9152591.6226368.56
1312005.04.04 20:35sell585.201.87590.00001.8407
1322005.04.05 16:00close585.201.87800.00001.8407-1091.9725276.59
1332005.04.11 03:25buy595.001.88170.00001.9175
1342005.04.11 05:14modify595.001.88171.88291.9175
1352005.04.11 06:02s/l595.001.88291.88291.9175600.0125876.60
1362005.04.18 03:30buy605.101.88930.00001.9251
1372005.04.18 04:00close605.101.88970.00001.9251204.0026080.60
1382005.04.19 01:50buy615.201.90140.00001.9372
1392005.04.19 07:50modify615.201.90141.90261.9372
1402005.04.20 13:00close615.201.91311.90261.93726078.7832159.38
1412005.04.22 08:00sell626.401.90870.00001.8735
1422005.04.22 12:00close626.401.91360.00001.8735-3136.0329023.35
1432005.04.26 23:25sell635.801.90570.00001.8705
1442005.04.27 15:00close635.801.90880.00001.8705-1797.9927225.36
1452005.04.28 22:55buy645.401.90640.00001.9422
1462005.04.29 06:22modify645.401.90641.90761.9422
1472005.04.29 20:02s/l645.401.90761.90761.9422642.5827867.94
1482005.05.06 00:00buy655.501.90330.00001.9391
1492005.05.06 10:00close655.501.89650.00001.9391-3739.9324128.01
1502005.05.27 01:35sell664.801.82090.00001.7857
1512005.05.27 10:00close664.801.82500.00001.7857-1968.0222159.99
1522005.06.02 03:45sell674.401.81210.00001.7769
1532005.06.02 10:00close674.401.81810.00001.7769-2640.0019519.99
1542005.06.07 03:35buy683.901.82080.00001.8566
1552005.06.07 07:38modify683.901.82081.82201.8566
1562005.06.08 20:00close683.901.82851.82201.85662999.1522519.14
1572005.06.10 02:10sell694.501.82170.00001.7865
1582005.06.10 11:00close694.501.82420.00001.7865-1125.0021394.14
1592005.06.13 19:35sell704.201.80600.00001.7708
1602005.06.14 11:00close704.201.80960.00001.7708-1511.9819882.16
1612005.06.16 02:15buy713.901.82000.00001.8558
1622005.06.16 14:11modify713.901.82001.82121.8558
1632005.06.16 15:48s/l713.901.82121.82121.8558468.0020350.16
1642005.06.23 04:00sell724.001.82280.00001.7876
1652005.06.24 12:00close724.001.82170.00001.7876439.9520790.11
1662005.06.29 02:20sell734.101.81730.00001.7821
1672005.06.30 08:00close734.101.80840.00001.78213648.9924439.10
1682005.07.04 07:35sell744.801.76340.00001.7282
1692005.07.06 20:00close744.801.75790.00001.72822640.0027079.10
1702005.07.07 23:10sell755.401.74480.00001.7096
1712005.07.08 16:00close755.401.74170.00001.70961673.9828753.08
1722005.07.12 01:55buy765.701.75530.00001.7911
1732005.07.12 03:35modify765.701.75531.75651.7911
1742005.07.13 10:00close765.701.76691.75651.79116606.2735359.35
1752005.07.15 02:55sell777.001.75800.00001.7228
1762005.07.15 09:00close777.001.76270.00001.7228-3289.9332069.42
1772005.07.18 04:50sell786.401.75400.00001.7188
1782005.07.21 03:00close786.401.74700.00001.71884479.9436549.36
1792005.07.22 02:35buy797.301.75160.00001.7874
1802005.07.22 08:18modify797.301.75161.75281.7874
1812005.07.22 09:40s/l797.301.75281.75281.7874876.0237425.38
1822005.07.25 10:35sell807.401.73840.00001.7032
1832005.07.25 12:00close807.401.74020.00001.7032-1332.0036093.38
1842005.08.01 00:05buy817.201.75600.00001.7918
1852005.08.01 04:36modify817.201.75601.75721.7918
1862005.08.03 04:00close817.201.76661.75721.79187617.6243711.00
1872005.08.05 22:10sell828.701.77940.00001.7442
1882005.08.08 11:00close828.701.78580.00001.7442-5568.0538142.95
1892005.08.08 18:45buy837.601.78570.00001.8215
1902005.08.09 07:54modify837.601.78571.78691.8215
1912005.08.09 09:26s/l837.601.78691.78691.8215904.3739047.32
1922005.08.15 02:45buy847.801.81340.00001.8492
1932005.08.15 13:00close847.801.80920.00001.8492-3275.9435771.38
1942005.08.31 02:40sell857.101.78680.00001.7516
1952005.08.31 15:00close857.101.78980.00001.7516-2130.0733641.31
1962005.09.01 04:40buy866.701.80190.00001.8377
1972005.09.01 09:57modify866.701.80191.80311.8377
1982005.09.02 09:49t/p866.701.83771.80311.837723979.3157620.62
1992005.09.05 01:30buy8711.501.83780.00001.8736
2002005.09.05 03:07modify8711.501.83781.83901.8736
2012005.09.06 02:00close8711.501.84051.83901.87363093.5360714.15
2022005.09.13 07:55sell8812.101.82300.00001.7878
2032005.09.14 04:00close8812.101.82730.00001.7878-5203.0955511.06
2042005.09.16 04:35sell8911.101.80760.00001.7724
2052005.09.16 07:00close8911.101.81280.00001.7724-5771.9849739.08
2062005.09.22 03:50buy909.901.80790.00001.8437
2072005.09.22 12:00close909.901.80280.00001.8437-5049.0844690.00
2082005.09.23 01:10sell918.901.79230.00001.7571
2092005.09.30 09:27t/p918.901.75710.00001.757131327.9976017.99
2102005.10.04 02:20sell9215.201.75590.00001.7207
2112005.10.04 14:00close9215.201.75890.00001.7207-4559.9571458.04
2122005.10.06 10:35buy9314.201.76860.00001.8044
2132005.10.06 15:14modify9314.201.76861.76981.8044
2142005.10.07 09:00close9314.201.77211.76981.80444955.6876413.72
2152005.10.10 08:35sell9415.201.76160.00001.7264
2162005.10.12 12:00close9415.201.74670.00001.726422648.0399061.75
2172005.10.14 02:25buy9519.801.75070.00001.7865
2182005.10.14 04:34modify9519.801.75071.75191.7865
2192005.10.14 11:13s/l9519.801.75191.75191.78652376.10101437.85
2202005.10.17 01:25buy9620.201.76420.00001.8000
2212005.10.17 02:22modify9620.201.76421.76541.8000
2222005.10.17 09:58s/l9620.201.76541.76541.80002423.92103861.77
2232005.10.17 10:00buy9720.701.76590.00001.8017
2242005.10.17 12:00close9720.701.75840.00001.8017-15525.0188336.76
2252005.10.20 05:10buy9817.601.76040.00001.7962
2262005.10.20 08:52modify9817.601.76041.76161.7962
2272005.10.20 10:02s/l9817.601.76161.76161.79622111.9990448.75
2282005.10.26 02:05buy9918.001.78290.00001.8187
2292005.10.26 10:00close9918.001.77750.00001.8187-9720.0280728.73
2302005.10.27 17:05buy10016.101.78250.00001.8183
2312005.10.28 12:00close10016.101.78140.00001.8183-1787.1378941.60
2322005.10.31 08:05sell10115.701.77650.00001.7413
2332005.10.31 10:00close10115.701.78100.00001.7413-7064.9771876.63
2342005.11.01 08:25sell10214.301.76980.00001.7346
2352005.11.02 15:00close10214.301.76990.00001.7346-143.1271733.51
2362005.11.03 07:25buy10314.301.77450.00001.8103
2372005.11.03 10:35modify10314.301.77451.77571.8103
2382005.11.03 12:02s/l10314.301.77571.77571.81031716.0573449.56
2392005.11.08 14:55sell10414.601.73820.00001.7030
2402005.11.08 20:00close10414.601.74420.00001.7030-8759.9864689.58
2412005.11.17 01:05sell10512.901.71880.00001.6836
2422005.11.18 16:00close10512.901.72020.00001.6836-1806.0962883.49
2432005.11.29 02:50buy10612.501.72400.00001.7598
2442005.11.29 04:00close10612.501.72120.00001.7598-3500.0759383.42
2452005.11.30 06:20sell10711.801.71890.00001.6837
2462005.11.30 11:00close10711.801.72340.00001.6837-5309.9854073.44
2472005.12.01 06:05buy10810.801.72800.00001.7638
2482005.12.01 09:18modify10810.801.72801.72921.7638
2492005.12.01 12:00s/l10810.801.72921.72921.76381296.0155369.45
2502005.12.02 02:40buy10911.001.73050.00001.7663
2512005.12.02 13:00close10911.001.72640.00001.7663-4510.0450859.41
2522005.12.09 01:40buy11010.101.75070.00001.7865
2532005.12.09 10:00close11010.101.74660.00001.7865-4140.9246718.49
2542005.12.12 00:05buy1119.301.75080.00001.7866
2552005.12.12 02:17modify1119.301.75081.75201.7866
2562005.12.13 11:00close1119.301.76851.75201.786616451.7063170.19
2572005.12.21 01:35sell11212.601.75700.00001.7218
2582005.12.27 12:00close11212.601.73610.00001.721826333.9289504.11
2592005.12.29 02:15sell11317.901.72100.00001.6858
2602005.12.29 12:00close11317.901.72190.00001.6858-1611.1887892.93
2612005.12.30 22:35sell11417.501.72360.00001.6884
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