Strategy Tester Report
SimbaSystemM1v1.3.a

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=false; 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 profit911828.62Gross profit2304037.19Gross loss-1392208.57
Profit factor1.65Expected payoff4469.75
Absolute drawdown722.97Maximal drawdown425568.17 (40.86%)Relative drawdown58.62% (24588.68)
Total trades204Short positions (won %)96 (40.63%)Long positions (won %)108 (38.89%)
Profit trades (% of total)81 (39.71%)Loss trades (% of total)123 (60.29%)
Largestprofit trade357699.46loss trade-99000.43
Averageprofit trade28444.90loss trade-11318.77
Maximumconsecutive wins (profit in money)6 (13510.40)consecutive losses (loss in money)11 (-48231.37)
Maximalconsecutive profit (count of wins)569890.77 (5)consecutive loss (count of losses)-228610.22 (6)
Averageconsecutive wins2consecutive losses3
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
42004.07.08 11:00close21.801.84970.00001.87521848.6211308.64
52004.07.13 23:45sell32.201.85780.00001.8226
62004.07.16 13:00close32.201.85580.00001.8226440.0011748.64
72004.07.19 09:05buy42.301.87290.00001.9087
82004.07.19 20:00close42.301.86880.00001.9087-942.9810805.66
92004.07.21 09:35sell52.101.85330.00001.8181
102004.07.22 12:00close52.101.84360.00001.81812036.9912842.65
112004.07.28 02:35sell62.501.82330.00001.7881
122004.07.28 23:00close62.501.82510.00001.7881-450.0012392.65
132004.08.02 23:55buy72.401.82530.00001.8611
142004.08.03 09:00close72.401.82210.00001.8611-770.4011622.25
152004.08.09 09:35buy82.301.84160.00001.8774
162004.08.10 11:00close82.301.83610.00001.8774-1267.3010354.95
172004.08.11 09:00sell92.001.82940.00001.7942
182004.08.12 02:00close92.001.83250.00001.7942-620.029734.93
192004.08.16 07:25buy101.901.84160.00001.8774
202004.08.17 02:00close101.901.83920.00001.8774-457.909277.03
212004.08.18 05:45sell111.801.82890.00001.7937
222004.08.19 12:00close111.801.82830.00001.7937108.019385.04
232004.08.23 16:00sell121.801.81800.00001.7828
242004.08.25 10:00close121.801.79950.00001.78283329.9812715.02
252004.09.03 06:05sell132.501.79140.00001.7562
262004.09.06 13:00close132.501.78060.00001.75622700.0115415.03
272004.09.09 07:25buy143.001.78560.00001.8214
282004.09.09 12:00close143.001.78340.00001.8214-659.9814755.05
292004.09.16 03:00sell152.901.77780.00001.7426
302004.09.16 11:00close152.901.78290.00001.7426-1479.0213276.03
312004.09.27 09:35buy162.601.80480.00001.8406
322004.09.29 09:00close162.601.80970.00001.84061268.8014544.83
332004.09.30 00:30sell172.901.80070.00001.7655
342004.09.30 14:00close172.901.80780.00001.7655-2058.9812485.85
352004.10.01 04:05buy182.401.81000.00001.8458
362004.10.01 11:00close182.401.80390.00001.8458-1464.0011021.85
372004.10.01 20:10sell192.201.79840.00001.7632
382004.10.05 10:00close192.201.78670.00001.76322574.0213595.87
392004.10.18 07:30buy202.701.80320.00001.8390
402004.10.18 17:00close202.701.80030.00001.8390-782.9912812.88
412004.10.20 02:00buy212.501.80280.00001.8386
422004.10.22 12:00close212.501.82260.00001.83864940.0017752.88
432004.10.26 02:10buy223.501.83990.00001.8757
442004.10.26 13:00close223.501.83670.00001.8757-1119.9616632.92
452004.10.27 07:00sell233.301.83610.00001.8009
462004.10.27 14:00close233.301.84120.00001.8009-1683.0314949.89
472004.10.28 04:55sell242.901.83160.00001.7964
482004.10.28 16:00close242.901.83170.00001.7964-28.9914920.90
492004.11.11 01:40sell252.901.84760.00001.8124
502004.11.12 03:00close252.901.84660.00001.8124290.0015210.90
512004.11.15 09:25buy263.001.85440.00001.8902
522004.11.15 17:00close263.001.84890.00001.8902-1650.0113560.89
532004.11.17 01:35buy272.701.85190.00001.8877
542004.11.18 11:00close272.701.85630.00001.88771179.8914740.78
552004.11.19 06:05sell282.901.85190.00001.8167
562004.11.19 11:00close282.901.85600.00001.8167-1189.0113551.77
572004.11.23 21:00buy292.701.86800.00001.9038
582004.11.26 10:00close292.701.88830.00001.90385467.5319019.30
592004.12.08 18:55sell303.801.93340.00001.8982
602004.12.13 05:00close303.801.91870.00001.89825585.9924605.29
612004.12.14 01:30buy314.901.92210.00001.9579
622004.12.16 16:00close314.901.94000.00001.95798751.4233356.71
632004.12.22 01:05sell326.601.92900.00001.8938
642004.12.23 21:00close326.601.92350.00001.89383630.0036986.71
652004.12.28 01:25buy337.301.93230.00001.9681
662004.12.28 17:00close337.301.92880.00001.9681-2555.0434431.67
672004.12.29 22:30sell346.801.91850.00001.8833
682004.12.30 10:00close346.801.92360.00001.8833-3467.9830963.69
692005.01.04 03:10sell356.101.90610.00001.8709
702005.01.05 17:00close356.101.88810.00001.870910980.0341943.72
712005.01.13 01:35buy368.301.89000.00001.9258
722005.01.13 12:00close368.301.88550.00001.9258-3734.9938208.73
732005.01.17 01:30sell377.601.87090.00001.8357
742005.01.18 12:00close377.601.86850.00001.83571824.0740032.80
752005.01.19 17:20buy388.001.87470.00001.9105
762005.01.20 09:00close388.001.86930.00001.9105-4344.1135688.69
772005.01.24 03:00buy397.101.87550.00001.9113
782005.01.25 14:00close397.101.87310.00001.9113-1711.0933977.60
792005.01.26 01:30sell406.701.86620.00001.8310
802005.01.26 11:00close406.701.87660.00001.8310-6968.0027009.60
812005.01.28 03:00buy415.401.88730.00001.9231
822005.01.28 13:00close415.401.88260.00001.9231-2538.0124471.59
832005.02.07 07:40sell424.801.87500.00001.8398
842005.02.09 11:00close424.801.86330.00001.83985615.9830087.57
852005.02.11 00:15buy436.001.86840.00001.9042
862005.02.11 12:00close436.001.86610.00001.9042-1380.0628707.51
872005.02.15 00:35buy445.701.88690.00001.9227
882005.02.16 12:00close445.701.88820.00001.9227735.3229442.83
892005.02.23 02:20buy455.801.90680.00001.9426
902005.03.01 16:00close455.801.91770.00001.94266287.2435730.07
912005.03.02 21:00sell467.101.91300.00001.8778
922005.03.04 15:00close467.101.91210.00001.8778639.0636369.13
932005.03.07 03:59buy477.201.92240.00001.9582
942005.03.07 10:00close477.201.91860.00001.9582-2735.9933633.14
952005.03.09 04:25buy486.701.92740.00001.9632
962005.03.09 14:00close486.701.92400.00001.9632-2277.9431355.20
972005.03.15 03:20sell496.201.91510.00001.8799
982005.03.15 12:00close496.201.91910.00001.8799-2479.9328875.27
992005.03.16 05:40sell505.701.91340.00001.8782
1002005.03.16 09:00close505.701.92020.00001.8782-3875.9424999.33
1012005.03.17 02:15buy514.901.92460.00001.9604
1022005.03.17 15:00close514.901.91950.00001.9604-2498.9822500.35
1032005.03.18 17:40sell524.501.91770.00001.8825
1042005.03.18 20:00close524.501.92060.00001.8825-1304.9821195.37
1052005.03.24 04:30sell534.201.87100.00001.8358
1062005.03.28 20:00close534.201.86590.00001.83582142.0223337.39
1072005.03.30 21:15buy544.601.87940.00001.9152
1082005.04.01 18:00close544.601.87800.00001.9152-662.3722675.02
1092005.04.04 20:35sell554.501.87590.00001.8407
1102005.04.05 16:00close554.501.87800.00001.8407-944.9821730.04
1112005.04.11 03:25buy564.301.88170.00001.9175
1122005.04.12 16:00close564.301.88600.00001.91751844.6623574.70
1132005.04.18 03:30buy574.701.88930.00001.9251
1142005.04.18 04:00close574.701.88970.00001.9251188.0023762.70
1152005.04.19 01:50buy584.701.90140.00001.9372
1162005.04.20 13:00close584.701.91310.00001.93725494.2829256.98
1172005.04.22 08:00sell595.801.90870.00001.8735
1182005.04.22 12:00close595.801.91360.00001.8735-2842.0326414.95
1192005.04.26 23:25sell605.201.90570.00001.8705
1202005.04.27 15:00close605.201.90880.00001.8705-1612.0024802.95
1212005.04.28 22:55buy614.901.90640.00001.9422
1222005.04.29 21:00close614.901.90630.00001.9422-53.9524749.00
1232005.05.06 00:00buy624.901.90330.00001.9391
1242005.05.06 10:00close624.901.89650.00001.9391-3331.9421417.06
1252005.05.27 01:35sell634.201.82090.00001.7857
1262005.05.27 10:00close634.201.82500.00001.7857-1722.0219695.04
1272005.06.02 03:45sell643.901.81210.00001.7769
1282005.06.02 10:00close643.901.81810.00001.7769-2340.0017355.04
1292005.06.07 03:35buy653.401.82080.00001.8566
1302005.06.08 20:00close653.401.82850.00001.85662614.6519969.69
1312005.06.10 02:10sell663.901.82170.00001.7865
1322005.06.10 11:00close663.901.82420.00001.7865-975.0018994.69
1332005.06.13 19:35sell673.701.80600.00001.7708
1342005.06.14 11:00close673.701.80960.00001.7708-1331.9817662.71
1352005.06.16 02:15buy683.501.82000.00001.8558
1362005.06.21 02:00close683.501.82090.00001.8558304.4917967.20
1372005.06.23 04:00sell693.501.82280.00001.7876
1382005.06.24 12:00close693.501.82170.00001.7876384.9518352.15
1392005.06.29 02:20sell703.601.81730.00001.7821
1402005.06.30 08:00close703.601.80840.00001.78213204.0021556.15
1412005.07.04 07:35sell714.301.76340.00001.7282
1422005.07.06 20:00close714.301.75790.00001.72822365.0023921.15
1432005.07.07 23:10sell724.701.74480.00001.7096
1442005.07.08 16:00close724.701.74170.00001.70961456.9925378.14
1452005.07.12 01:55buy735.001.75530.00001.7911
1462005.07.13 10:00close735.001.76690.00001.79115794.9731173.11
1472005.07.15 02:55sell746.201.75800.00001.7228
1482005.07.15 09:00close746.201.76270.00001.7228-2913.9428259.17
1492005.07.18 04:50sell755.601.75400.00001.7188
1502005.07.21 03:00close755.601.74700.00001.71883919.9432179.11
1512005.07.22 02:35buy766.401.75160.00001.7874
1522005.07.22 13:00close766.401.74810.00001.7874-2239.9629939.15
1532005.07.25 10:35sell775.901.73840.00001.7032
1542005.07.25 12:00close775.901.74020.00001.7032-1062.0128877.14
1552005.08.01 00:05buy785.701.75600.00001.7918
1562005.08.03 04:00close785.701.76660.00001.79186030.6134907.75
1572005.08.05 22:10sell796.901.77940.00001.7442
1582005.08.08 11:00close796.901.78580.00001.7442-4416.0430491.71
1592005.08.08 18:45buy806.001.78570.00001.8215
1602005.08.09 13:00close806.001.78240.00001.8215-1986.0128505.70
1612005.08.15 02:45buy815.701.81340.00001.8492
1622005.08.15 13:00close815.701.80920.00001.8492-2393.9626111.74
1632005.08.31 02:40sell825.201.78680.00001.7516
1642005.08.31 15:00close825.201.78980.00001.7516-1560.0524551.69
1652005.09.01 04:40buy834.901.80190.00001.8377
1662005.09.02 09:49t/p834.901.83770.00001.837717537.1142088.80
1672005.09.05 01:30buy848.401.83780.00001.8736
1682005.09.06 02:00close848.401.84050.00001.87362259.6244348.42
1692005.09.13 07:55sell858.801.82300.00001.7878
1702005.09.14 04:00close858.801.82730.00001.7878-3784.0640564.36
1712005.09.16 04:35sell868.101.80760.00001.7724
1722005.09.16 07:00close868.101.81280.00001.7724-4211.9836352.38
1732005.09.22 03:50buy877.201.80790.00001.8437
1742005.09.22 12:00close877.201.80280.00001.8437-3672.0632680.32
1752005.09.23 01:10sell886.501.79230.00001.7571
1762005.09.30 09:27t/p886.501.75710.00001.757122879.9955560.31
1772005.10.04 02:20sell8911.101.75590.00001.7207
1782005.10.04 14:00close8911.101.75890.00001.7207-3329.9752230.34
1792005.10.06 10:35buy9010.401.76860.00001.8044
1802005.10.07 09:00close9010.401.77210.00001.80443629.5155859.85
1812005.10.10 08:35sell9111.101.76160.00001.7264
1822005.10.12 12:00close9111.101.74670.00001.726416539.0272398.87
1832005.10.14 02:25buy9214.401.75070.00001.7865
1842005.10.17 12:00close9214.401.75840.00001.786511073.6383472.50
1852005.10.20 05:10buy9316.601.76040.00001.7962
1862005.10.21 18:00close9316.601.76870.00001.796213761.4097233.90
1872005.10.26 02:05buy9419.401.78290.00001.8187
1882005.10.26 10:00close9419.401.77750.00001.8187-10476.0386757.87
1892005.10.27 17:05buy9517.301.78250.00001.8183
1902005.10.28 12:00close9517.301.78140.00001.8183-1920.3284837.55
1912005.10.31 08:05sell9616.901.77650.00001.7413
1922005.10.31 10:00close9616.901.78100.00001.7413-7604.9777232.58
1932005.11.01 08:25sell9715.401.76980.00001.7346
1942005.11.02 15:00close9715.401.76990.00001.7346-154.1377078.45
1952005.11.03 07:25buy9815.401.77450.00001.8103
1962005.11.03 15:00close9815.401.77310.00001.8103-2155.9174922.54
1972005.11.08 14:55sell9914.901.73820.00001.7030
1982005.11.08 20:00close9914.901.74420.00001.7030-8939.9965982.55
1992005.11.17 01:05sell10013.101.71880.00001.6836
2002005.11.18 16:00close10013.101.72020.00001.6836-1834.0964148.46
2012005.11.29 02:50buy10112.801.72400.00001.7598
2022005.11.29 04:00close10112.801.72120.00001.7598-3584.0760564.39
2032005.11.30 06:20sell10212.101.71890.00001.6837
2042005.11.30 11:00close10212.101.72340.00001.6837-5444.9855119.41
2052005.12.01 06:05buy10311.001.72800.00001.7638
2062005.12.02 13:00close10311.001.72640.00001.7638-1770.9753348.44
2072005.12.09 01:40buy10410.601.75070.00001.7865
2082005.12.09 10:00close10410.601.74660.00001.7865-4345.9149002.53
2092005.12.12 00:05buy1059.801.75080.00001.7866
2102005.12.13 11:00close1059.801.76850.00001.786617336.2166338.74
2112005.12.21 01:35sell10613.201.75700.00001.7218
2122005.12.27 12:00close10613.201.73610.00001.721827587.9293926.66
2132005.12.29 02:15sell10718.701.72100.00001.6858
2142005.12.29 12:00close10718.701.72190.00001.6858-1683.1892243.48
2152005.12.30 22:35sell10818.401.72360.00001.6884
2162006.01.03 04:00close10818.401.72880.00001.6884-9567.9682675.52
2172006.01.03 14:25buy10916.501.72610.00001.7619
2182006.01.05 10:00close10916.501.75230.00001.761943163.98125839.50
2192006.01.09 01:30buy11025.101.76810.00001.8039
2202006.01.10 04:00close11025.101.76500.00001.8039-7806.07118033.43
2212006.01.16 07:00buy11123.601.77530.00001.8111
2222006.01.16 12:00close11123.601.77020.00001.8111-12035.91105997.52
2232006.01.17 20:35sell11221.101.76460.00001.7294
2242006.01.18 00:00close11221.101.76860.00001.7294-8440.0497557.48
2252006.01.23 10:00buy11319.501.77490.00001.8107
2262006.01.25 23:00close11319.501.78370.00001.810717120.92114678.40
2272006.01.27 10:45sell11422.901.78120.00001.7460
2282006.01.27 15:00close11422.901.78620.00001.7460-11449.87103228.53
2292006.02.03 00:45buy11520.601.77830.00001.8141
2302006.02.03 11:00close11520.601.77530.00001.8141-6179.9497048.59
2312006.02.06 01:25sell11619.401.76360.00001.7284
2322006.02.10 04:00close11619.401.74430.00001.728437442.06134490.65
2332006.02.20 09:30buy11726.801.74290.00001.7787
2342006.02.22 12:00close11726.801.74100.00001.7787-5145.35129345.30
2352006.02.27 17:40sell11825.801.74170.00001.7065
2362006.02.28 12:00close11825.801.74710.00001.7065-13931.72115413.58
2372006.03.01 08:50buy11923.001.75360.00001.7894
2382006.03.01 18:00close11923.001.74720.00001.7894-14719.86100693.72
2392006.03.08 03:00sell12020.101.73700.00001.7018
2402006.03.08 09:00close12020.101.74150.00001.7018-9044.9691648.76
2412006.03.13 00:55sell12118.301.72760.00001.6924
2422006.03.13 18:00close12118.301.73110.00001.6924-6405.1085243.66
2432006.03.14 08:45buy12217.001.73440.00001.7702
2442006.03.15 11:00close12217.001.74230.00001.770213413.0998656.75
2452006.03.16 05:30buy12319.701.74660.00001.7824
2462006.03.17 16:00close12319.701.75310.00001.782412785.41111442.16
2472006.03.22 00:00sell12422.201.74870.00001.7135
2482006.03.24 16:00close12422.201.73750.00001.713524864.00136306.16
2492006.04.19 07:30buy12527.201.78120.00001.8170
2502006.04.20 11:00close12527.201.78410.00001.81707806.55144112.71
2512006.04.21 03:55sell12628.801.77930.00001.7441
2522006.04.21 11:00close12628.801.78170.00001.7441-6911.97137200.74
2532006.04.28 03:30buy12727.401.80110.00001.8369
2542006.05.01 15:12t/p12727.401.83690.00001.836998064.69235265.43
2552006.05.05 03:40buy12847.001.85100.00001.8868
2562006.05.08 16:00close12847.001.85880.00001.886836613.15271878.58
2572006.05.15 08:30buy12954.301.89270.00001.9285
2582006.05.15 11:00close12954.301.88470.00001.9285-43440.46228438.12
2592006.05.19 05:55buy13045.601.89020.00001.9260
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