Strategy Tester Report
SimbaSystem1.3.offical

SymbolUSDCHF (US Dollar Vs Swiss Franc)
Period5 Minutes (M5) 2004.06.16 19:50 - 2007.02.23 00:00 (2004.06.16 - 2007.02.23)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersUseSATLFilter=true; ChandDist_Min=35; ChandDist_Max=100; UseChandIfTouched=false; WPR_Period=90; WPR_TopLevel=-5; WPR_BottomLevel=-95; TPPips=355; atr_for_tp=false; atr_period=14; atr_multiplier=100; AllowReentries=false; MaximumRisk=0;
Bars in test196519Ticks modelled3635238Modelling quality89.95%
Initial deposit10000.00
Total net profit801.67Gross profit24976.65Gross loss-24174.98
Profit factor1.03Expected payoff6.03
Absolute drawdown3442.00Maximal drawdown4748.63 (42.00%)Relative drawdown42.00% (4748.63)
Total trades133Short positions (won %)68 (20.59%)Long positions (won %)65 (29.23%)
Profit trades (% of total)33 (24.81%)Loss trades (% of total)100 (75.19%)
Largestprofit trade2067.44loss trade-715.60
Averageprofit trade756.87loss trade-241.75
Maximumconsecutive wins (profit in money)3 (828.09)consecutive losses (loss in money)9 (-2175.70)
Maximalconsecutive profit (count of wins)3163.14 (2)consecutive loss (count of losses)-2402.13 (8)
Averageconsecutive wins1consecutive losses4
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.07.01 04:10sell11.001.25140.00001.2162
22004.07.05 11:00close11.001.23500.00001.21621306.6311306.63
32004.07.13 23:50buy21.001.23480.00001.2700
42004.07.14 13:00close21.001.23220.00001.2700-205.0911101.53
52004.07.26 05:05buy31.001.26390.00001.2991
62004.07.26 10:00close31.001.25960.00001.2991-341.3710760.16
72004.07.28 06:20buy41.001.27460.00001.3098
82004.07.30 15:00close41.001.27240.00001.3098-149.2310610.93
92004.08.02 15:50sell51.001.27560.00001.2404
102004.08.02 18:00close51.001.27840.00001.2404-219.0210391.91
112004.08.03 06:25buy61.001.27810.00001.3133
122004.08.04 17:00close61.001.27510.00001.3133-229.3510162.56
132004.08.09 09:10sell71.001.25360.00001.2184
142004.08.10 21:00close71.001.26250.00001.2184-715.609446.96
152004.08.11 09:00buy81.001.26030.00001.2955
162004.08.12 09:00close81.001.25730.00001.2955-220.859226.11
172004.08.16 07:20sell91.001.23970.00001.2045
182004.08.16 18:05close91.001.24370.00001.2045-321.628904.49
192004.08.24 04:35buy101.001.26830.00001.3035
202004.08.27 08:00close101.001.27030.00001.3035187.049091.53
212004.09.02 02:45sell111.001.26010.00001.2249
222004.09.02 12:00close111.001.26150.00001.2249-110.988980.55
232004.09.09 07:15sell121.001.26120.00001.2260
242004.09.09 16:00close121.001.26530.00001.2260-324.038656.52
252004.09.10 08:05sell131.001.26010.00001.2249
262004.09.13 14:00close131.001.26020.00001.2249-18.588637.94
272004.09.16 03:00buy141.001.26930.00001.3045
282004.09.16 21:00close141.001.26670.00001.3045-205.268432.68
292004.09.22 07:05sell151.001.25530.00001.2201
302004.09.22 13:00close151.001.26270.00001.2201-586.047846.64
312004.09.27 02:15buy161.001.26040.00001.2956
322004.09.27 17:00close161.001.25930.00001.2956-87.357759.29
332004.10.01 03:45sell171.001.24660.00001.2114
342004.10.01 12:10close171.001.24950.00001.2114-232.097527.20
352004.10.11 05:05sell181.001.25140.00001.2162
362004.10.12 03:00close181.001.25340.00001.2162-170.227356.98
372004.10.20 21:30sell191.001.22260.00001.1874
382004.10.26 18:00close191.001.20150.00001.18741692.239049.21
392004.10.28 03:05buy201.001.20610.00001.2413
402004.10.28 15:00close201.001.20330.00001.2413-232.708816.51
412004.11.04 09:10sell211.001.19440.00001.1592
422004.11.05 11:00close211.001.19120.00001.1592257.999074.50
432004.11.10 04:00buy221.001.18300.00001.2182
442004.11.10 11:00close221.001.17910.00001.2182-330.768743.74
452004.11.11 08:50buy231.001.18190.00001.2171
462004.11.11 15:00close231.001.17680.00001.2171-433.388310.36
472004.11.11 22:15sell241.001.17790.00001.1427
482004.11.15 12:00close241.001.17710.00001.142746.668357.01
492004.11.18 04:30sell251.001.16340.00001.1282
502004.11.18 14:00close251.001.16610.00001.1282-231.538125.48
512004.12.01 20:45buy261.001.14140.00001.1766
522004.12.02 08:00close261.001.13830.00001.1766-254.587870.91
532004.12.03 03:40buy271.001.14980.00001.1850
542004.12.03 11:00close271.001.14870.00001.1850-95.767775.15
552004.12.06 07:55sell281.001.13380.00001.0986
562004.12.06 13:00close281.001.13710.00001.0986-290.217484.94
572004.12.14 03:20sell291.001.15460.00001.1194
582004.12.14 18:00close291.001.15870.00001.1194-353.857131.09
592004.12.15 22:15sell301.001.14240.00001.1072
602004.12.16 12:00close301.001.14460.00001.1072-224.156906.93
612004.12.17 05:15buy311.001.15620.00001.1914
622004.12.17 11:00close311.001.15410.00001.1914-181.956724.98
632004.12.20 23:05sell321.001.14960.00001.1144
642004.12.21 09:00close321.001.15140.00001.1144-166.986558.00
652005.01.04 04:50buy331.001.14560.00001.1808
662005.01.07 11:00close331.001.16910.00001.18082039.688597.68
672005.01.10 04:20buy341.001.18350.00001.2187
682005.01.10 10:00close341.001.18120.00001.2187-194.728402.96
692005.01.11 09:05sell351.001.17890.00001.1437
702005.01.11 20:00close351.001.18080.00001.1437-160.918242.05
712005.01.12 23:35sell361.001.16820.00001.1330
722005.01.13 10:00close361.001.17010.00001.1330-194.338047.71
732005.01.24 03:35sell371.001.18660.00001.1514
742005.01.24 18:00close371.001.18590.00001.151459.038106.74
752005.01.26 00:00buy381.001.19330.00001.2285
762005.01.26 11:00close381.001.19020.00001.2285-260.467846.28
772005.02.03 11:10buy391.001.19470.00001.2299
782005.02.08 19:00close391.001.21970.00001.22992067.449913.73
792005.02.11 01:50sell401.001.20870.00001.1735
802005.02.11 11:00close401.001.21010.00001.1735-115.699798.04
812005.02.28 09:00sell411.001.16100.00001.1258
822005.03.01 04:00close411.001.16780.00001.1258-592.949205.09
832005.03.02 21:00buy421.001.17390.00001.2091
842005.03.04 15:00close421.001.17760.00001.2091337.869542.95
852005.03.07 03:50sell431.001.16980.00001.1346
862005.03.07 12:00close431.001.17220.00001.1346-204.749338.21
872005.03.09 02:15sell441.001.16200.00001.1268
882005.03.09 14:00close441.001.16330.00001.1268-111.749226.47
892005.03.24 07:35buy451.001.19540.00001.2306
902005.03.29 05:00close451.001.19880.00001.2306301.379527.85
912005.03.29 13:30sell461.001.20110.00001.1659
922005.04.01 03:00close461.001.19750.00001.1659247.379775.22
932005.04.04 09:10buy471.001.20360.00001.2388
942005.04.05 15:00close471.001.20690.00001.2388279.3510054.57
952005.04.08 09:50buy481.001.20970.00001.2449
962005.04.08 17:00close481.001.20530.00001.2449-365.069689.51
972005.04.11 03:25sell491.001.19910.00001.1639
982005.04.12 15:00close491.001.19980.00001.1639-68.999620.52
992005.04.18 02:55sell501.001.20280.00001.1676
1002005.04.20 15:00close501.001.18720.00001.16761292.7210913.23
1012005.04.22 08:45buy511.001.18270.00001.2179
1022005.04.22 14:00close511.001.18080.00001.2179-160.9010752.33
1032005.04.25 21:10buy521.001.18800.00001.2232
1042005.04.26 15:00close521.001.18670.00001.2232-103.6310648.70
1052005.05.04 17:50sell531.001.19210.00001.1569
1062005.05.05 16:00close531.001.19560.00001.1569-324.6810324.02
1072005.05.23 05:10buy541.001.23320.00001.2684
1082005.05.23 16:00close541.001.23000.00001.2684-260.1610063.86
1092005.05.27 02:20buy551.001.23540.00001.2706
1102005.05.27 10:00close551.001.23400.00001.2706-113.459950.41
1112005.05.31 00:10buy561.001.23830.00001.2735
1122005.06.02 10:00close561.001.25020.00001.2735975.5210925.93
1132005.06.06 23:00sell571.001.24910.00001.2139
1142005.06.08 19:00close571.001.25050.00001.2139-133.2510792.67
1152005.06.09 03:15buy581.001.25340.00001.2886
1162005.06.09 19:00close581.001.25230.00001.2886-87.8410704.83
1172005.06.16 03:00sell591.001.27190.00001.2367
1182005.06.16 17:00close591.001.27490.00001.2367-235.3110469.52
1192005.06.23 01:35buy601.001.27130.00001.3065
1202005.06.24 12:00close601.001.27550.00001.3065335.2110804.73
1212005.06.29 02:20buy611.001.27890.00001.3141
1222005.06.29 18:00close611.001.27840.00001.3141-39.1010765.63
1232005.07.05 02:10buy621.001.30270.00001.3379
1242005.07.05 11:00close621.001.30030.00001.3379-184.5710581.06
1252005.07.14 08:10buy631.001.29030.00001.3255
1262005.07.14 15:00close631.001.28620.00001.3255-318.7710262.29
1272005.07.21 08:15sell641.001.28580.00001.2506
1282005.07.21 17:00close641.001.28880.00001.2506-232.7710029.52
1292005.07.29 08:10sell651.001.28680.00001.2516
1302005.07.29 11:00close651.001.29030.00001.2516-271.269758.26
1312005.08.04 02:05sell661.001.26220.00001.2270
1322005.08.04 10:00close661.001.26420.00001.2270-158.219600.05
1332005.08.05 04:35sell671.001.25920.00001.2240
1342005.08.05 16:00close671.001.26590.00001.2240-529.289070.77
1352005.08.08 09:20buy681.001.26400.00001.2992
1362005.08.08 12:00close681.001.26010.00001.2992-309.508761.27
1372005.08.18 03:20buy691.001.26140.00001.2966
1382005.08.22 13:00close691.001.27060.00001.2966735.899497.16
1392005.08.26 01:15sell701.001.25710.00001.2219
1402005.08.29 17:00close701.001.26060.00001.2219-288.309208.86
1412005.09.01 05:00sell711.001.25510.00001.2199
1422005.09.05 16:00close711.001.23050.00001.21991977.8811186.74
1432005.09.08 04:35buy721.001.24230.00001.2775
1442005.09.14 14:00close721.001.25690.00001.27751185.2612372.00
1452005.09.16 03:50buy731.001.26590.00001.3011
1462005.09.16 07:00close731.001.26130.00001.3011-364.7112007.29
1472005.09.19 17:10buy741.001.27620.00001.3114
1482005.09.21 07:00close741.001.27440.00001.3114-129.4111877.89
1492005.09.21 18:40sell751.001.27210.00001.2369
1502005.09.22 16:00close751.001.27430.00001.2369-204.5911673.29
1512005.10.07 06:00sell761.001.27320.00001.2380
1522005.10.07 12:00close761.001.27450.00001.2380-102.0011571.29
1532005.10.17 01:20sell771.001.28540.00001.2502
1542005.10.17 12:00close771.001.29130.00001.2502-456.9011114.39
1552005.10.18 19:25buy781.001.30040.00001.3356
1562005.10.19 13:00close781.001.29690.00001.3356-263.9510850.44
1572005.10.26 03:15sell791.001.27740.00001.2422
1582005.10.26 12:00close791.001.28210.00001.2422-366.5910483.85
1592005.11.04 09:30buy801.001.29190.00001.3271
1602005.11.10 10:00close801.001.30890.00001.32711334.3111818.15
1612005.12.06 04:35sell811.001.30850.00001.2733
1622005.12.06 12:00close811.001.30950.00001.2733-76.3611741.79
1632005.12.07 02:10sell821.001.30740.00001.2722
1642005.12.07 09:00close821.001.31110.00001.2722-282.2011459.59
1652005.12.08 01:10buy831.001.31260.00001.3478
1662005.12.08 10:00close831.001.30770.00001.3478-374.7011084.89
1672005.12.09 01:40sell841.001.30220.00001.2670
1682005.12.09 09:00close841.001.30400.00001.2670-138.0410946.85
1692005.12.16 07:15buy851.001.28940.00001.3246
1702005.12.22 16:00close851.001.31120.00001.32461698.1112644.96
1712005.12.30 22:10buy861.001.31380.00001.3490
1722006.01.02 09:00close861.001.31310.00001.3490-47.3912597.57
1732006.01.05 02:25sell871.001.27800.00001.2428
1742006.01.05 12:10close871.001.28260.00001.2428-358.6512238.92
1752006.01.16 07:40sell881.001.27700.00001.2418
1762006.01.16 16:00close881.001.27990.00001.2418-226.5912012.33
1772006.01.24 03:40sell891.001.25920.00001.2240
1782006.01.24 12:00close891.001.26250.00001.2240-261.3911750.94
1792006.01.31 02:35buy901.001.28690.00001.3221
1802006.01.31 09:00close901.001.28350.00001.3221-264.9011486.04
1812006.02.13 07:20buy911.001.30620.00001.3414
1822006.02.15 03:00close911.001.30640.00001.341427.1511513.18
1832006.02.16 07:50buy921.001.30990.00001.3451
1842006.02.16 23:00close921.001.30970.00001.3451-15.2711497.91
1852006.03.03 02:50sell931.001.30170.00001.2665
1862006.03.06 12:00close931.001.29750.00001.2665313.0511810.96
1872006.03.08 03:00buy941.001.31280.00001.3480
1882006.03.08 12:00close941.001.30870.00001.3480-313.2911497.67
1892006.03.16 05:20sell951.001.29720.00001.2620
1902006.03.17 16:00close951.001.29450.00001.2620197.9311695.60
1912006.03.22 00:00buy961.001.29990.00001.3351
1922006.03.24 17:00close961.001.31190.00001.3351938.3712633.97
1932006.03.31 07:55sell971.001.29880.00001.2636
1942006.03.31 11:00close971.001.30430.00001.2636-421.6812212.29
1952006.04.05 02:20sell981.001.29170.00001.2565
1962006.04.06 15:00close981.001.28760.00001.2565286.4712498.75
1972006.04.18 01:05sell991.001.27980.00001.2446
1982006.04.20 09:00close991.001.27260.00001.2446523.1613021.92
1992006.05.05 08:25sell1001.001.22940.00001.1942
2002006.05.08 16:00close1001.001.22840.00001.194270.7613092.68
2012006.05.15 06:20sell1011.001.19800.00001.1628
2022006.05.15 10:00close1011.001.20340.00001.1628-448.7312643.95
2032006.05.18 02:25buy1021.001.21340.00001.2486
2042006.05.18 11:00close1021.001.21090.00001.2486-206.4612437.49
2052006.05.19 19:00buy1031.001.21810.00001.2533
2062006.05.22 13:00close1031.001.21460.00001.2533-282.2512155.23
2072006.05.29 03:55buy1041.001.22500.00001.2602
2082006.05.29 12:00close1041.001.22330.00001.2602-138.9712016.26
2092006.05.31 01:15sell1051.001.21250.00001.1773
2102006.05.31 17:00close1051.001.21530.00001.1773-230.4011785.86
2112006.06.07 05:50buy1061.001.21450.00001.2497
2122006.06.09 14:00close1061.001.23060.00001.24971331.9713117.83
2132006.06.15 02:30sell1071.001.23210.00001.1969
2142006.06.16 16:00close1071.001.23450.00001.1969-205.0612912.77
2152006.07.03 03:20sell1081.001.22490.00001.1897
2162006.07.05 10:00close1081.001.22920.00001.1897-371.1212541.65
2172006.07.06 00:10buy1091.001.23150.00001.2667
2182006.07.06 10:00close1091.001.23020.00001.2667-105.6712435.98
2192006.07.12 04:05sell1101.001.22710.00001.1919
2202006.07.12 14:00close1101.001.23110.00001.1919-324.9112111.07
2212006.07.13 00:35buy1111.001.23360.00001.2688
2222006.07.13 10:00close1111.001.22920.00001.2688-357.9511753.12
2232006.07.26 06:50buy1121.001.25230.00001.2875
2242006.07.26 17:00close1121.001.24910.00001.2875-256.1811496.94
2252006.07.31 08:30sell1131.001.23330.00001.1981
2262006.08.01 07:00close1131.001.23470.00001.1981-124.0411372.90
2272006.08.02 08:50sell1141.001.22740.00001.1922
2282006.08.02 19:00close1141.001.23020.00001.1922-227.6111145.29
2292006.08.09 20:00sell1151.001.22460.00001.1894
2302006.08.10 13:00close1151.001.22670.00001.1894-203.1510942.13
2312006.08.11 00:15buy1161.001.23380.00001.2690
2322006.08.15 15:00close1161.001.23750.00001.2690310.8211252.96
2332006.08.23 00:55buy1171.001.23370.00001.2689
2342006.08.23 10:00close1171.001.23150.00001.2689-178.6411074.32
2352006.08.25 03:40buy1181.001.23870.00001.2739
2362006.08.28 06:00close1181.001.23570.00001.2739-236.8610837.46
2372006.08.30 04:35sell1191.001.22930.00001.1941
2382006.08.31 17:00close1191.001.23320.00001.1941-348.2010489.25
2392006.09.22 21:45sell1201.001.23600.00001.2008
2402006.09.25 12:00close1201.001.23640.00001.2008-43.0010446.25
2412006.10.02 23:30sell1211.001.24360.00001.2084
2422006.10.03 13:00close1211.001.24420.00001.2084-58.8710387.38
2432006.10.09 05:35buy1221.001.26040.00001.2956
2442006.10.12 10:00close1221.001.26880.00001.2956691.6311079.01
2452006.10.17 22:50sell1231.001.26810.00001.2329
2462006.10.18 15:00close1231.001.27090.00001.2329-230.9610848.04
2472006.11.23 03:50sell1241.001.22750.00001.1923
2482006.11.28 17:00close1241.001.20820.00001.19231565.4612413.50
2492006.11.30 03:15buy1251.001.20820.00001.2434
2502006.11.30 09:00close1251.001.20650.00001.2434-140.9012272.60
2512006.12.04 05:00sell1261.001.19400.00001.1588
2522006.12.04 11:00close1261.001.19890.00001.1588-408.7111863.89
2532006.12.11 08:45buy1271.001.20560.00001.2408
2542006.12.11 19:00close1271.001.20020.00001.2408-449.9311413.96
2552006.12.18 01:55buy1281.001.22060.00001.2558
2562006.12.19 08:00close1281.001.22160.00001.255887.7911501.75
2572006.12.20 08:15sell1291.001.21320.00001.1780
2582006.12.20 17:00close1291.001.21730.00001.1780-336.8111164.94
2592007.01.04 01:05buy1301.001.22500.00001.2602
2602007.01.05 09:00close1301.001.22830.00001.2602274.5811439.51
2612007.01.05 22:45buy1311.001.23560.00001.2708
2622007.01.08 10:00close1311.001.23420.00001.2708-107.5111332.00
2632007.01.12 03:25buy1321.001.24850.00001.2837
2642007.01.12 16:00close1321.001.24540.00001.2837-248.9211083.08
2652007.01.25 03:00buy1331.001.24720.00001.2824
2662007.01.25 12:00close1331.001.24370.00001.2824-281.4110801.67