Strategy Tester Report
SimbaSystem1.3.offical
| Symbol | GBPUSD (Great British Pound vs US Dollar) | ||||
| Period | 1 Minute (M1) 2004.06.16 10:51 - 2007.02.22 23:55 (2004.06.16 - 2007.02.23) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | UseSATLFilter=true; ChandDist_Min=35; ChandDist_Max=100; UseChandIfTouched=false; WPR_Period=90; WPR_TopLevel=-5; WPR_BottomLevel=-95; TPPips=100; atr_for_tp=false; atr_period=14; atr_multiplier=100; AllowReentries=true; MaximumRisk=0; | ||||
| Bars in test | 866631 | Ticks modelled | 4450670 | Modelling quality | 25.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | -9242.01 | Gross profit | 16685.00 | Gross loss | -25927.01 |
| Profit factor | 0.64 | Expected payoff | -149.06 | ||
| Absolute drawdown | 9242.01 | Maximal drawdown | 17477.98 (95.84%) | Relative drawdown | 95.84% (17477.98) |
| Total trades | 62 | Short positions (won %) | 29 (27.59%) | Long positions (won %) | 33 (36.36%) |
| Profit trades (% of total) | 20 (32.26%) | Loss trades (% of total) | 42 (67.74%) | ||
| Largest | profit trade | 970.01 | loss trade | -2250.00 | |
| Average | profit trade | 834.25 | loss trade | -617.31 | |
| Maximum | consecutive wins (profit in money) | 6 (5816.99) | consecutive losses (loss in money) | 16 (-11009.96) | |
| Maximal | consecutive profit (count of wins) | 5816.99 (6) | consecutive loss (count of losses) | -11009.96 (16) | |
| Average | consecutive wins | 3 | consecutive losses | 6 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2004.07.02 01:32 | buy | 1 | 1.00 | 1.8193 | 0.0000 | 1.8290 | ||
| 2 | 2004.07.02 07:50 | buy | 2 | 1.00 | 1.8186 | 0.0000 | 1.8283 | ||
| 3 | 2004.07.02 12:00 | buy | 3 | 1.00 | 1.8187 | 0.0000 | 1.8284 | ||
| 4 | 2004.07.02 14:13 | buy | 4 | 1.00 | 1.8170 | 0.0000 | 1.8267 | ||
| 5 | 2004.07.02 14:31 | t/p | 4 | 1.00 | 1.8267 | 0.0000 | 1.8267 | 970.00 | 10970.00 |
| 6 | 2004.07.02 14:33 | t/p | 2 | 1.00 | 1.8283 | 0.0000 | 1.8283 | 970.00 | 11940.00 |
| 7 | 2004.07.02 14:33 | t/p | 3 | 1.00 | 1.8284 | 0.0000 | 1.8284 | 970.00 | 12910.00 |
| 8 | 2004.07.02 14:33 | t/p | 1 | 1.00 | 1.8290 | 0.0000 | 1.8290 | 970.00 | 13880.00 |
| 9 | 2004.07.02 16:12 | buy | 5 | 1.00 | 1.8286 | 0.0000 | 1.8383 | ||
| 10 | 2004.07.05 07:03 | buy | 6 | 1.00 | 1.8329 | 0.0000 | 1.8426 | ||
| 11 | 2004.07.05 09:16 | buy | 7 | 1.00 | 1.8325 | 0.0000 | 1.8422 | ||
| 12 | 2004.07.05 12:24 | buy | 8 | 1.00 | 1.8318 | 0.0000 | 1.8415 | ||
| 13 | 2004.07.05 14:20 | buy | 9 | 1.00 | 1.8314 | 0.0000 | 1.8411 | ||
| 14 | 2004.07.05 19:00 | close | 5 | 1.00 | 1.8286 | 0.0000 | 1.8383 | -1.00 | 13879.00 |
| 15 | 2004.07.05 19:00 | close | 7 | 1.00 | 1.8286 | 0.0000 | 1.8422 | -390.01 | 13488.99 |
| 16 | 2004.07.05 19:00 | close | 9 | 1.00 | 1.8286 | 0.0000 | 1.8411 | -280.00 | 13208.99 |
| 17 | 2004.07.05 19:01 | close | 6 | 1.00 | 1.8284 | 0.0000 | 1.8426 | -450.00 | 12758.99 |
| 18 | 2004.07.05 19:04 | close | 8 | 1.00 | 1.8284 | 0.0000 | 1.8415 | -340.01 | 12418.98 |
| 19 | 2004.07.06 16:24 | buy | 10 | 1.00 | 1.8402 | 0.0000 | 1.8499 | ||
| 20 | 2004.07.06 19:35 | buy | 11 | 1.00 | 1.8410 | 0.0000 | 1.8507 | ||
| 21 | 2004.07.06 21:05 | buy | 12 | 1.00 | 1.8410 | 0.0000 | 1.8507 | ||
| 22 | 2004.07.07 02:35 | buy | 13 | 1.00 | 1.8394 | 0.0000 | 1.8491 | ||
| 23 | 2004.07.07 07:17 | buy | 14 | 1.00 | 1.8422 | 0.0000 | 1.8519 | ||
| 24 | 2004.07.07 08:05 | t/p | 13 | 1.00 | 1.8491 | 0.0000 | 1.8491 | 970.00 | 13388.98 |
| 25 | 2004.07.07 09:36 | buy | 15 | 1.00 | 1.8456 | 0.0000 | 1.8553 | ||
| 26 | 2004.07.07 10:39 | t/p | 10 | 1.00 | 1.8499 | 0.0000 | 1.8499 | 969.00 | 14357.98 |
| 27 | 2004.07.07 11:17 | t/p | 11 | 1.00 | 1.8507 | 0.0000 | 1.8507 | 969.00 | 15326.98 |
| 28 | 2004.07.07 11:17 | t/p | 12 | 1.00 | 1.8507 | 0.0000 | 1.8507 | 969.00 | 16295.98 |
| 29 | 2004.07.07 11:23 | t/p | 14 | 1.00 | 1.8519 | 0.0000 | 1.8519 | 970.00 | 17265.98 |
| 30 | 2004.07.07 14:38 | buy | 16 | 1.00 | 1.8506 | 0.0000 | 1.8603 | ||
| 31 | 2004.07.07 16:18 | t/p | 15 | 1.00 | 1.8553 | 0.0000 | 1.8553 | 969.99 | 18235.97 |
| 32 | 2004.07.07 19:23 | buy | 17 | 1.00 | 1.8542 | 0.0000 | 1.8639 | ||
| 33 | 2004.07.08 00:22 | buy | 18 | 1.00 | 1.8547 | 0.0000 | 1.8644 | ||
| 34 | 2004.07.08 11:00 | close | 16 | 1.00 | 1.8497 | 0.0000 | 1.8603 | -92.99 | 18142.98 |
| 35 | 2004.07.08 11:00 | close | 18 | 1.00 | 1.8497 | 0.0000 | 1.8644 | -499.99 | 17642.99 |
| 36 | 2004.07.08 11:01 | close | 17 | 1.00 | 1.8499 | 0.0000 | 1.8639 | -433.01 | 17209.98 |
| 37 | 2004.07.08 19:28 | buy | 19 | 1.00 | 1.8557 | 0.0000 | 1.8654 | ||
| 38 | 2004.07.12 02:37 | buy | 20 | 1.00 | 1.8603 | 0.0000 | 1.8700 | ||
| 39 | 2004.07.12 10:19 | t/p | 19 | 1.00 | 1.8654 | 0.0000 | 1.8654 | 968.00 | 18177.98 |
| 40 | 2004.07.12 12:00 | buy | 21 | 1.00 | 1.8637 | 0.0000 | 1.8734 | ||
| 41 | 2004.07.12 19:58 | buy | 22 | 1.00 | 1.8637 | 0.0000 | 1.8734 | ||
| 42 | 2004.07.12 22:32 | buy | 23 | 1.00 | 1.8633 | 0.0000 | 1.8730 | ||
| 43 | 2004.07.13 08:00 | close | 20 | 1.00 | 1.8549 | 0.0000 | 1.8700 | -541.00 | 17636.98 |
| 44 | 2004.07.13 08:00 | close | 22 | 1.00 | 1.8549 | 0.0000 | 1.8734 | -881.00 | 16755.98 |
| 45 | 2004.07.13 08:01 | close | 21 | 1.00 | 1.8545 | 0.0000 | 1.8734 | -920.99 | 15834.99 |
| 46 | 2004.07.13 08:05 | close | 23 | 1.00 | 1.8523 | 0.0000 | 1.8730 | -1101.00 | 14733.99 |
| 47 | 2004.07.13 08:50 | sell | 24 | 1.00 | 1.8570 | 0.0000 | 1.8473 | ||
| 48 | 2004.07.13 16:42 | sell | 25 | 1.00 | 1.8577 | 0.0000 | 1.8480 | ||
| 49 | 2004.07.13 20:40 | sell | 26 | 1.00 | 1.8562 | 0.0000 | 1.8465 | ||
| 50 | 2004.07.14 03:53 | sell | 27 | 1.00 | 1.8581 | 0.0000 | 1.8484 | ||
| 51 | 2004.07.14 08:26 | sell | 28 | 1.00 | 1.8564 | 0.0000 | 1.8467 | ||
| 52 | 2004.07.15 08:32 | sell | 29 | 1.00 | 1.8531 | 0.0000 | 1.8434 | ||
| 53 | 2004.07.15 10:55 | t/p | 27 | 1.00 | 1.8484 | 0.0000 | 1.8484 | 970.01 | 15704.00 |
| 54 | 2004.07.15 10:55 | t/p | 25 | 1.00 | 1.8480 | 0.0000 | 1.8480 | 970.00 | 16674.00 |
| 55 | 2004.07.15 13:32 | sell | 30 | 1.00 | 1.8513 | 0.0000 | 1.8416 | ||
| 56 | 2004.07.15 21:11 | sell | 31 | 1.00 | 1.8520 | 0.0000 | 1.8423 | ||
| 57 | 2004.07.16 03:31 | sell | 32 | 1.00 | 1.8513 | 0.0000 | 1.8416 | ||
| 58 | 2004.07.16 13:00 | close | 24 | 1.00 | 1.8558 | 0.0000 | 1.8473 | 120.00 | 16794.00 |
| 59 | 2004.07.16 13:00 | close | 28 | 1.00 | 1.8558 | 0.0000 | 1.8467 | 60.00 | 16854.00 |
| 60 | 2004.07.16 13:00 | close | 30 | 1.00 | 1.8558 | 0.0000 | 1.8416 | -450.00 | 16404.00 |
| 61 | 2004.07.16 13:00 | close | 32 | 1.00 | 1.8558 | 0.0000 | 1.8416 | -450.00 | 15954.00 |
| 62 | 2004.07.16 13:01 | close | 26 | 1.00 | 1.8560 | 0.0000 | 1.8465 | 20.00 | 15974.00 |
| 63 | 2004.07.16 13:01 | close | 31 | 1.00 | 1.8560 | 0.0000 | 1.8423 | -400.00 | 15574.00 |
| 64 | 2004.07.16 13:02 | close | 29 | 1.00 | 1.8556 | 0.0000 | 1.8434 | -250.02 | 15323.98 |
| 65 | 2004.07.16 18:01 | buy | 33 | 1.00 | 1.8708 | 0.0000 | 1.8805 | ||
| 66 | 2004.07.19 08:05 | buy | 34 | 1.00 | 1.8736 | 0.0000 | 1.8833 | ||
| 67 | 2004.07.19 20:00 | close | 33 | 1.00 | 1.8688 | 0.0000 | 1.8805 | -201.00 | 15122.98 |
| 68 | 2004.07.19 20:01 | close | 34 | 1.00 | 1.8689 | 0.0000 | 1.8833 | -470.01 | 14652.97 |
| 69 | 2004.07.20 17:19 | sell | 35 | 1.00 | 1.8540 | 0.0000 | 1.8443 | ||
| 70 | 2004.07.21 03:30 | sell | 36 | 1.00 | 1.8519 | 0.0000 | 1.8422 | ||
| 71 | 2004.07.21 07:19 | sell | 37 | 1.00 | 1.8515 | 0.0000 | 1.8418 | ||
| 72 | 2004.07.21 11:59 | t/p | 35 | 1.00 | 1.8443 | 0.0000 | 1.8443 | 970.00 | 15622.97 |
| 73 | 2004.07.21 12:02 | t/p | 36 | 1.00 | 1.8422 | 0.0000 | 1.8422 | 970.00 | 16592.97 |
| 74 | 2004.07.21 12:32 | t/p | 37 | 1.00 | 1.8418 | 0.0000 | 1.8418 | 970.00 | 17562.97 |
| 75 | 2004.07.21 21:08 | sell | 38 | 1.00 | 1.8385 | 0.0000 | 1.8288 | ||
| 76 | 2004.07.22 03:49 | sell | 39 | 1.00 | 1.8390 | 0.0000 | 1.8293 | ||
| 77 | 2004.07.22 12:00 | close | 38 | 1.00 | 1.8436 | 0.0000 | 1.8288 | -510.00 | 17052.97 |
| 78 | 2004.07.22 12:01 | close | 39 | 1.00 | 1.8437 | 0.0000 | 1.8293 | -470.00 | 16582.97 |
| 79 | 2004.07.23 13:11 | sell | 40 | 1.00 | 1.8374 | 0.0000 | 1.8277 | ||
| 80 | 2004.07.23 15:59 | sell | 41 | 1.00 | 1.8375 | 0.0000 | 1.8278 | ||
| 81 | 2004.07.23 18:52 | sell | 42 | 1.00 | 1.8344 | 0.0000 | 1.8247 | ||
| 82 | 2004.07.23 21:43 | sell | 43 | 1.00 | 1.8327 | 0.0000 | 1.8230 | ||
| 83 | 2004.07.26 02:39 | sell | 44 | 1.00 | 1.8333 | 0.0000 | 1.8236 | ||
| 84 | 2004.07.26 11:00 | close | 40 | 1.00 | 1.8392 | 0.0000 | 1.8277 | -179.99 | 16402.98 |
| 85 | 2004.07.26 11:00 | close | 42 | 1.00 | 1.8392 | 0.0000 | 1.8247 | -479.99 | 15922.99 |
| 86 | 2004.07.26 11:00 | close | 44 | 1.00 | 1.8392 | 0.0000 | 1.8236 | -590.00 | 15332.99 |
| 87 | 2004.07.26 11:01 | close | 41 | 1.00 | 1.8393 | 0.0000 | 1.8278 | -180.00 | 15152.99 |
| 88 | 2004.07.26 11:02 | close | 43 | 1.00 | 1.8390 | 0.0000 | 1.8230 | -630.01 | 14522.98 |
| 89 | 2004.07.27 01:11 | buy | 45 | 1.00 | 1.8400 | 0.0000 | 1.8497 | ||
| 90 | 2004.07.27 06:27 | buy | 46 | 1.00 | 1.8424 | 0.0000 | 1.8521 | ||
| 91 | 2004.07.27 13:13 | buy | 47 | 1.00 | 1.8418 | 0.0000 | 1.8515 | ||
| 92 | 2004.07.27 17:00 | close | 45 | 1.00 | 1.8244 | 0.0000 | 1.8497 | -1559.99 | 12962.99 |
| 93 | 2004.07.27 17:00 | close | 47 | 1.00 | 1.8244 | 0.0000 | 1.8515 | -1739.99 | 11223.00 |
| 94 | 2004.07.27 17:01 | close | 46 | 1.00 | 1.8243 | 0.0000 | 1.8521 | -1809.99 | 9413.01 |
| 95 | 2004.07.28 02:33 | sell | 48 | 1.00 | 1.8233 | 0.0000 | 1.8136 | ||
| 96 | 2004.07.28 13:52 | sell | 49 | 1.00 | 1.8187 | 0.0000 | 1.8090 | ||
| 97 | 2004.07.28 23:00 | close | 48 | 1.00 | 1.8251 | 0.0000 | 1.8136 | -180.00 | 9233.01 |
| 98 | 2004.07.28 23:01 | close | 49 | 1.00 | 1.8253 | 0.0000 | 1.8090 | -660.00 | 8573.01 |
| 99 | 2004.07.29 16:30 | sell | 50 | 1.00 | 1.8155 | 0.0000 | 1.8058 | ||
| 100 | 2004.07.29 21:17 | sell | 51 | 1.00 | 1.8166 | 0.0000 | 1.8069 | ||
| 101 | 2004.07.29 22:57 | sell | 52 | 1.00 | 1.8166 | 0.0000 | 1.8069 | ||
| 102 | 2004.07.30 04:41 | sell | 53 | 1.00 | 1.8175 | 0.0000 | 1.8078 | ||
| 103 | 2004.07.30 15:00 | close | 50 | 1.00 | 1.8216 | 0.0000 | 1.8058 | -610.00 | 7963.01 |
| 104 | 2004.07.30 15:00 | close | 52 | 1.00 | 1.8216 | 0.0000 | 1.8069 | -500.00 | 7463.01 |
| 105 | 2004.07.30 15:01 | close | 51 | 1.00 | 1.8217 | 0.0000 | 1.8069 | -510.00 | 6953.01 |
| 106 | 2004.07.30 15:02 | close | 53 | 1.00 | 1.8215 | 0.0000 | 1.8078 | -400.00 | 6553.01 |
| 107 | 2004.08.02 08:48 | buy | 54 | 1.00 | 1.8221 | 0.0000 | 1.8318 | ||
| 108 | 2004.08.02 10:40 | t/p | 54 | 1.00 | 1.8318 | 0.0000 | 1.8318 | 970.00 | 7523.01 |
| 109 | 2004.08.02 12:57 | buy | 55 | 1.00 | 1.8304 | 0.0000 | 1.8401 | ||
| 110 | 2004.08.02 16:05 | buy | 56 | 1.00 | 1.8266 | 0.0000 | 1.8363 | ||
| 111 | 2004.08.02 22:49 | buy | 57 | 1.00 | 1.8278 | 0.0000 | 1.8375 | ||
| 112 | 2004.08.03 09:00 | close | 55 | 1.00 | 1.8221 | 0.0000 | 1.8401 | -831.01 | 6692.00 |
| 113 | 2004.08.03 09:00 | close | 57 | 1.00 | 1.8221 | 0.0000 | 1.8375 | -571.00 | 6121.00 |
| 114 | 2004.08.03 09:01 | close | 56 | 1.00 | 1.8214 | 0.0000 | 1.8363 | -521.00 | 5600.00 |
| 115 | 2004.08.04 16:04 | sell | 58 | 1.00 | 1.8204 | 0.0000 | 1.8107 | ||
| 116 | 2004.08.04 22:00 | close | 58 | 1.00 | 1.8256 | 0.0000 | 1.8107 | -520.00 | 5080.00 |
| 117 | 2004.08.05 16:16 | sell | 59 | 1.00 | 1.8216 | 0.0000 | 1.8119 | ||
| 118 | 2004.08.06 15:07 | close | 59 | 1.00 | 1.8441 | 0.0000 | 1.8119 | -2250.00 | 2830.00 |
| 119 | 2004.08.06 20:50 | buy | 60 | 1.00 | 1.8410 | 0.0000 | 1.8507 | ||
| 120 | 2004.08.10 11:00 | close | 60 | 1.00 | 1.8361 | 0.0000 | 1.8507 | -492.00 | 2338.00 |
| 121 | 2004.08.11 00:59 | sell | 61 | 1.00 | 1.8275 | 0.0000 | 1.8178 | ||
| 122 | 2004.08.12 02:00 | close | 61 | 1.00 | 1.8325 | 0.0000 | 1.8178 | -500.01 | 1837.99 |
| 123 | 2004.08.12 18:17 | sell | 62 | 1.00 | 1.8227 | 0.0000 | 1.8130 | ||
| 124 | 2004.08.13 15:00 | close | 62 | 1.00 | 1.8335 | 0.0000 | 1.8130 | -1080.00 | 757.99 |