Strategy Tester Report
SimbaSystem1.3.offical

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)
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=10;
Bars in test202206Ticks modelled4363432Modelling quality89.96%
Initial deposit10000.00
Total net profit5503.58Gross profit21715.68Gross loss-16212.10
Profit factor1.34Expected payoff49.58
Absolute drawdown1800.99Maximal drawdown2728.00 (24.97%)Relative drawdown24.97% (2728.00)
Total trades111Short positions (won %)86 (38.37%)Long positions (won %)25 (32.00%)
Profit trades (% of total)41 (36.94%)Loss trades (% of total)70 (63.06%)
Largestprofit trade7741.79loss trade-2277.01
Averageprofit trade529.65loss trade-231.60
Maximumconsecutive wins (profit in money)4 (489.70)consecutive losses (loss in money)9 (-1386.79)
Maximalconsecutive profit (count of wins)7741.79 (1)consecutive loss (count of losses)-2277.01 (1)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.07.08 04:50buy11.901.85280.00001.8880
22004.07.08 11:00close11.901.84970.00001.8880-589.009411.00
32004.07.13 23:45sell20.101.85780.00001.8226
42004.07.16 13:00close20.101.85580.00001.822620.009431.00
52004.07.21 09:35sell30.101.85330.00001.8181
62004.07.22 12:00close30.101.84360.00001.818197.009528.00
72004.07.28 02:35sell40.101.82330.00001.7881
82004.07.28 23:00close40.101.82510.00001.7881-18.009510.00
92004.08.11 09:00sell50.101.82940.00001.7942
102004.08.12 02:00close50.101.83250.00001.7942-31.009479.00
112004.08.18 05:45sell60.101.82890.00001.7937
122004.08.19 12:00close60.101.82830.00001.79376.009485.00
132004.08.23 16:00sell70.101.81800.00001.7828
142004.08.25 10:00close70.101.79950.00001.7828185.009670.00
152004.09.03 06:05sell80.101.79140.00001.7562
162004.09.06 13:00close80.101.78060.00001.7562108.009778.00
172004.09.16 03:00sell90.101.77780.00001.7426
182004.09.16 11:00close90.101.78290.00001.7426-51.009727.00
192004.09.28 06:45buy102.301.80920.00001.8444
202004.09.29 09:00close102.301.80970.00001.8444112.709839.70
212004.09.30 00:30sell110.101.80070.00001.7655
222004.09.30 14:00close110.101.80780.00001.7655-71.009768.70
232004.10.01 20:10sell120.101.79840.00001.7632
242004.10.05 10:00close120.101.78670.00001.7632117.009885.70
252004.10.22 01:50buy131.401.82680.00001.8620
262004.10.22 12:00close131.401.82260.00001.8620-588.019297.69
272004.10.27 07:00sell140.101.83610.00001.8009
282004.10.27 14:00close140.101.84120.00001.8009-51.009246.69
292004.10.28 04:55sell150.101.83160.00001.7964
302004.10.28 16:00close150.101.83170.00001.7964-1.009245.69
312004.11.11 01:40sell160.101.84760.00001.8124
322004.11.12 03:00close160.101.84660.00001.812410.009255.69
332004.11.19 06:05sell170.101.85190.00001.8167
342004.11.19 11:00close170.101.85600.00001.8167-41.009214.69
352004.12.08 18:55sell180.101.93340.00001.8982
362004.12.13 05:00close180.101.91870.00001.8982147.009361.69
372004.12.22 01:05sell190.101.92900.00001.8938
382004.12.23 21:00close190.101.92350.00001.893855.009416.69
392004.12.28 03:30buy201.601.93160.00001.9668
402004.12.28 17:00close201.601.92880.00001.9668-447.998968.70
412004.12.29 22:30sell210.101.91850.00001.8833
422004.12.30 10:00close210.101.92360.00001.8833-51.008917.70
432005.01.04 03:10sell220.101.90610.00001.8709
442005.01.05 17:00close220.101.88810.00001.8709180.009097.70
452005.01.17 01:30sell230.101.87090.00001.8357
462005.01.18 12:00close230.101.86850.00001.835724.009121.70
472005.01.24 03:10buy241.101.87530.00001.9105
482005.01.25 14:00close241.101.87310.00001.9105-243.108878.60
492005.01.26 01:30sell250.101.86620.00001.8310
502005.01.26 11:00close250.101.87660.00001.8310-104.008774.60
512005.02.07 07:40sell260.101.87500.00001.8398
522005.02.09 11:00close260.101.86330.00001.8398117.008891.60
532005.02.11 00:34buy271.001.86860.00001.9038
542005.02.11 12:00close271.001.86610.00001.9038-250.008641.60
552005.02.23 02:20buy282.101.90680.00001.9420
562005.03.01 16:00close282.101.91770.00001.94202276.4110918.01
572005.03.02 21:00sell290.101.91300.00001.8778
582005.03.04 15:00close290.101.91210.00001.87789.0010927.01
592005.03.15 03:20sell300.101.91510.00001.8799
602005.03.15 12:00close300.101.91910.00001.8799-40.0010887.01
612005.03.16 05:40sell310.101.91340.00001.8782
622005.03.16 09:00close310.101.92020.00001.8782-68.0010819.01
632005.03.17 04:25buy321.701.92440.00001.9596
642005.03.17 15:00close321.701.91950.00001.9596-832.999986.02
652005.03.18 17:40sell330.101.91770.00001.8825
662005.03.21 00:04close330.101.91990.00001.8825-22.009964.02
672005.03.24 04:30sell340.101.87100.00001.8358
682005.03.29 03:00close340.101.86760.00001.835834.009998.02
692005.04.04 20:35sell350.101.87590.00001.8407
702005.04.05 16:00close350.101.87800.00001.8407-21.009977.02
712005.04.22 08:00sell360.101.90870.00001.8735
722005.04.22 12:00close360.101.91360.00001.8735-49.009928.02
732005.04.26 23:25sell370.101.90570.00001.8705
742005.04.27 15:00close370.101.90880.00001.8705-31.009897.02
752005.05.06 00:10buy382.401.90290.00001.9381
762005.05.06 10:00close382.401.89650.00001.9381-1536.018361.01
772005.05.27 01:35sell390.101.82090.00001.7857
782005.05.27 10:00close390.101.82500.00001.7857-41.008320.01
792005.06.02 03:45sell400.101.81210.00001.7769
802005.06.02 10:00close400.101.81810.00001.7769-60.008260.01
812005.06.10 02:10sell410.101.82170.00001.7865
822005.06.10 11:00close410.101.82420.00001.7865-25.008235.01
832005.06.13 19:35sell420.101.80600.00001.7708
842005.06.14 11:00close420.101.80960.00001.7708-36.008199.01
852005.06.16 02:25buy431.101.81930.00001.8545
862005.06.21 02:00close431.101.82090.00001.8545172.708371.71
872005.06.23 04:00sell440.101.82280.00001.7876
882005.06.24 12:00close440.101.82170.00001.787611.008382.71
892005.06.29 02:20sell450.101.81730.00001.7821
902005.06.30 08:00close450.101.80840.00001.782189.008471.71
912005.07.04 07:35sell460.101.76340.00001.7282
922005.07.08 16:00close460.101.74170.00001.7282217.008688.71
932005.07.15 02:55sell470.101.75800.00001.7228
942005.07.15 09:00close470.101.76270.00001.7228-47.008641.71
952005.07.18 04:50sell480.101.75400.00001.7188
962005.07.21 03:00close480.101.74700.00001.718870.008711.71
972005.07.25 10:35sell490.101.73840.00001.7032
982005.07.25 17:00close490.101.74400.00001.7032-56.008655.71
992005.08.01 00:05buy501.501.75600.00001.7912
1002005.08.03 04:00close501.501.76660.00001.79121587.0010242.71
1012005.08.05 22:10sell510.101.77940.00001.7442
1022005.08.08 11:00close510.101.78580.00001.7442-64.0010178.71
1032005.08.08 21:15buy521.701.78550.00001.8207
1042005.08.09 13:00close521.701.78240.00001.8207-528.709650.01
1052005.08.31 02:40sell530.101.78680.00001.7516
1062005.08.31 15:00close530.101.78980.00001.7516-30.009620.01
1072005.09.05 16:30buy541.801.84500.00001.8802
1082005.09.06 02:00close541.801.84050.00001.8802-811.808808.21
1092005.09.13 07:55sell550.101.82300.00001.7878
1102005.09.14 04:00close550.101.82730.00001.7878-43.008765.21
1112005.09.16 04:35sell560.101.80760.00001.7724
1122005.09.16 07:00close560.101.81280.00001.7724-52.008713.21
1132005.09.23 01:10sell570.101.79230.00001.7571
1142005.09.30 09:27t/p570.101.75710.00001.7571352.009065.21
1152005.10.04 02:20sell580.101.75590.00001.7207
1162005.10.04 14:00close580.101.75890.00001.7207-30.009035.21
1172005.10.10 08:35sell590.101.76160.00001.7264
1182005.10.12 12:00close590.101.74670.00001.7264149.009184.21
1192005.10.20 05:10buy601.701.76040.00001.7956
1202005.10.21 18:00close601.701.76870.00001.79561409.3010593.51
1212005.10.31 08:05sell610.101.77650.00001.7413
1222005.10.31 10:00close610.101.78100.00001.7413-45.0010548.51
1232005.11.01 08:25sell620.101.76980.00001.7346
1242005.11.02 15:00close620.101.76990.00001.7346-1.0010547.51
1252005.11.08 14:55sell630.101.73820.00001.7030
1262005.11.08 20:00close630.101.74420.00001.7030-60.0010487.51
1272005.11.17 01:05sell640.101.71880.00001.6836
1282005.11.18 16:00close640.101.72020.00001.6836-14.0010473.51
1292005.11.30 06:20sell650.101.71890.00001.6837
1302005.11.30 11:00close650.101.72340.00001.6837-45.0010428.51
1312005.12.02 02:40buy662.501.73050.00001.7657
1322005.12.02 13:00close662.501.72640.00001.7657-1025.019403.50
1332005.12.09 02:20buy671.701.74990.00001.7851
1342005.12.09 10:00close671.701.74660.00001.7851-561.008842.50
1352005.12.21 01:35sell680.101.75700.00001.7218
1362005.12.27 12:00close680.101.73610.00001.7218209.009051.50
1372005.12.29 02:15sell690.101.72100.00001.6858
1382005.12.29 12:00close690.101.72190.00001.6858-9.009042.50
1392005.12.30 22:35sell700.101.72360.00001.6884
1402006.01.03 04:00close700.101.72880.00001.6884-52.008990.50
1412006.01.03 14:25buy712.201.72610.00001.7613
1422006.01.04 17:11t/p712.201.76130.00001.76137741.7916732.29
1432006.01.16 07:10buy722.601.77560.00001.8108
1442006.01.16 12:00close722.601.77020.00001.8108-1404.0115328.28
1452006.01.17 20:35sell730.101.76460.00001.7294
1462006.01.18 10:00close730.101.76830.00001.7294-37.0015291.28
1472006.01.24 03:40buy742.701.78550.00001.8207
1482006.01.25 23:00close742.701.78370.00001.8207-488.7014802.58
1492006.01.27 10:45sell750.101.78120.00001.7460
1502006.01.27 15:00close750.101.78620.00001.7460-50.0014752.58
1512006.02.06 01:25sell760.101.76360.00001.7284
1522006.02.10 07:00close760.101.74660.00001.7284170.0014922.58
1532006.02.27 17:40sell770.101.74170.00001.7065
1542006.02.28 12:00close770.101.74710.00001.7065-54.0014868.58
1552006.03.08 03:00sell780.101.73700.00001.7018
1562006.03.08 09:00close780.101.74150.00001.7018-45.0014823.58
1572006.03.13 00:55sell790.101.72760.00001.6924
1582006.03.13 18:00close790.101.73110.00001.6924-35.0014788.58
1592006.03.16 05:30buy802.701.74660.00001.7818
1602006.03.17 16:00close802.701.75310.00001.78181752.3116540.89
1612006.03.22 00:00sell810.101.74870.00001.7135
1622006.03.24 16:00close810.101.73750.00001.7135112.0016652.89
1632006.04.20 02:20buy822.701.78920.00001.8244
1642006.04.20 11:00close822.701.78410.00001.8244-1376.9815275.91
1652006.04.21 03:55sell830.101.77930.00001.7441
1662006.04.21 11:00close830.101.78170.00001.7441-24.0015251.91
1672006.05.19 21:15sell840.101.87800.00001.8428
1682006.05.22 16:00close840.101.87780.00001.84282.0015253.91
1692006.05.29 03:15sell850.101.85960.00001.8244
1702006.05.29 12:00close850.101.86360.00001.8244-40.0015213.91
1712006.06.06 08:20sell860.101.87310.00001.8379
1722006.06.08 14:33t/p860.101.83790.00001.8379352.0015565.91
1732006.06.14 03:30sell870.101.83510.00001.7999
1742006.06.14 09:00close870.101.84060.00001.7999-55.0015510.91
1752006.07.06 01:45sell880.101.83570.00001.8005
1762006.07.06 15:00close880.101.83760.00001.8005-19.0015491.91
1772006.07.13 03:10sell890.101.83470.00001.7995
1782006.07.13 10:00close890.101.83940.00001.7995-47.0015444.91
1792006.07.17 00:40sell900.101.83850.00001.8033
1802006.07.18 11:00close900.101.82500.00001.8033135.0015579.91
1812006.07.26 01:45sell910.101.84100.00001.8058
1822006.07.26 16:00close910.101.84370.00001.8058-27.0015552.91
1832006.08.07 05:10buy922.401.90660.00001.9418
1842006.08.07 09:00close922.401.90520.00001.9418-335.9915216.92
1852006.08.09 08:15sell930.101.90450.00001.8693
1862006.08.09 18:00close930.101.90900.00001.8693-45.0015171.92
1872006.08.11 00:45sell940.101.89420.00001.8590
1882006.08.11 10:00close940.101.89510.00001.8590-9.0015162.92
1892006.08.14 03:00sell950.101.89330.00001.8581
1902006.08.15 15:00close950.101.89480.00001.8581-15.0015147.92
1912006.08.18 05:45sell960.101.88600.00001.8508
1922006.08.21 04:00close960.101.88620.00001.8508-2.0015145.92
1932006.08.21 21:10buy972.801.89390.00001.9291
1942006.08.22 03:00close972.801.89070.00001.9291-898.8014247.12
1952006.08.23 08:55sell980.101.88890.00001.8537
1962006.08.23 10:00close980.101.89240.00001.8537-35.0014212.12
1972006.08.25 04:40sell990.101.88800.00001.8528
1982006.08.25 13:00close990.101.88990.00001.8528-19.0014193.12
1992006.09.06 03:20sell1000.101.89480.00001.8596
2002006.09.12 06:00close1000.101.86850.00001.8596263.0014456.12
2012006.09.14 07:55buy1013.501.87630.00001.9115
2022006.09.15 10:00close1013.501.88480.00001.91152971.4717427.59
2032006.09.27 23:00sell1020.101.88920.00001.8540
2042006.10.02 09:00close1020.101.87260.00001.8540166.0017593.59
2052006.10.09 21:15sell1030.101.86750.00001.8323
2062006.10.10 09:00close1030.101.86920.00001.8323-17.0017576.59
2072006.10.11 04:35sell1040.101.85510.00001.8199
2082006.10.11 11:00close1040.101.85800.00001.8199-29.0017547.59
2092006.11.06 00:10sell1050.101.90140.00001.8662
2102006.11.07 03:00close1050.101.90140.00001.86620.0017547.59
2112006.12.11 08:45sell1060.101.95310.00001.9179
2122006.12.11 19:00close1060.101.95840.00001.9179-53.0017494.59
2132006.12.18 04:35sell1070.101.95440.00001.9192
2142006.12.19 08:00close1070.101.94950.00001.919249.0017543.59
2152007.01.03 00:50buy1082.301.97270.00002.0079
2162007.01.03 12:00close1082.301.96280.00002.0079-2277.0115266.58
2172007.01.04 04:05sell1090.101.95220.00001.9170
2182007.01.08 10:00close1090.101.93410.00001.9170181.0015447.58
2192007.01.26 08:25sell1100.101.96670.00001.9315
2202007.01.30 03:00close1100.101.96440.00001.931523.0015470.58
2212007.02.09 00:30sell1110.101.95900.00001.9238
2222007.02.12 08:00close1110.101.95570.00001.923833.0015503.58