Strategy Tester Report
SimbaSystem1.3.offical

SymbolUSDCHF (United States Dollar vs. Swiss Franc)
Period5 Minutes (M5) 2004.06.16 00:00 - 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 test201508Ticks modelled5285092Modelling quality90.00%
Initial deposit10000.00
Total net profit-5544.71Gross profit27768.48Gross loss-33313.19
Profit factor0.83Expected payoff-37.98
Absolute drawdown5744.07Maximal drawdown8614.96 (66.93%)Relative drawdown66.93% (8614.96)
Total trades146Short positions (won %)72 (29.17%)Long positions (won %)74 (31.08%)
Profit trades (% of total)44 (30.14%)Loss trades (% of total)102 (69.86%)
Largestprofit trade1733.31loss trade-901.43
Averageprofit trade631.10loss trade-326.60
Maximumconsecutive wins (profit in money)4 (2628.31)consecutive losses (loss in money)21 (-7649.78)
Maximalconsecutive profit (count of wins)2628.31 (4)consecutive loss (count of losses)-7649.78 (21)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.06.16 10:10sell11.001.25370.00001.2184
22004.06.16 12:00close11.001.25980.00001.2184-484.209515.80
32004.06.17 08:15buy21.001.26630.00001.3016
42004.06.17 11:00close21.001.25600.00001.3016-820.068695.74
52004.06.18 06:00sell31.001.25730.00001.2220
62004.06.22 13:00close31.001.25340.00001.2220291.378987.11
72004.06.24 10:40buy41.001.25260.00001.2879
82004.06.24 12:00close41.001.24730.00001.2879-424.928562.19
92004.06.25 03:25sell51.001.24600.00001.2107
102004.06.25 11:00close51.001.25000.00001.2107-320.008242.19
112004.06.30 11:45buy61.001.26050.00001.2958
122004.06.30 14:00close61.001.25470.00001.2958-462.267779.93
132004.07.01 10:20sell71.001.25460.00001.2193
142004.07.05 18:00close71.001.23720.00001.21931386.629166.55
152004.07.13 15:05buy81.001.22850.00001.2638
162004.07.14 16:00close81.001.22780.00001.2638-49.159117.40
172004.07.19 09:30sell91.001.22720.00001.1919
182004.07.20 13:00close91.001.23220.00001.1919-415.678701.73
192004.07.21 10:05buy101.001.24360.00001.2789
202004.07.22 18:00close101.001.24630.00001.2789240.228941.95
212004.07.26 06:05buy111.001.26440.00001.2997
222004.07.30 16:00close111.001.27300.00001.2997722.739664.68
232004.08.02 16:50sell121.001.27560.00001.2403
242004.08.03 02:00close121.001.28080.00001.2403-415.899248.79
252004.08.03 17:00buy131.001.27770.00001.3130
262004.08.04 18:00close131.001.27600.00001.3130-125.379123.42
272004.08.09 09:55sell141.001.25380.00001.2185
282004.08.10 22:00close141.001.26310.00001.2185-746.178377.25
292004.08.11 10:05buy151.001.25990.00001.2952
302004.08.12 11:00close151.001.25640.00001.2952-254.998122.26
312004.08.16 08:30sell161.001.24040.00001.2051
322004.08.17 14:00close161.001.24560.00001.2051-427.367694.90
332004.08.24 09:00buy171.001.26770.00001.3030
342004.08.31 05:00close171.001.27670.00001.3030759.968454.86
352004.09.09 11:50sell181.001.26250.00001.2272
362004.09.14 13:00close181.001.26110.00001.227281.348536.20
372004.09.22 08:50sell191.001.25600.00001.2207
382004.09.22 14:00close191.001.26270.00001.2207-530.618005.59
392004.10.01 05:10sell201.001.24700.00001.2117
402004.10.01 14:00close201.001.25180.00001.2117-383.457622.14
412004.10.15 10:05sell211.001.24530.00001.2100
422004.10.19 05:00close211.001.23490.00001.2100822.398444.53
432004.10.20 22:25sell221.001.22260.00001.1873
442004.10.26 20:00close221.001.20340.00001.18731536.149980.67
452004.10.28 06:55buy231.001.20550.00001.2408
462004.10.28 17:00close231.001.20340.00001.2408-174.519806.16
472004.11.01 05:05sell241.001.19750.00001.1622
482004.11.01 13:00close241.001.20130.00001.1622-316.329489.84
492004.11.04 11:20sell251.001.19530.00001.1600
502004.11.05 13:00close251.001.19140.00001.1600317.469807.30
512004.11.08 15:10sell261.001.18020.00001.1449
522004.11.09 14:00close261.001.18460.00001.1449-381.329425.98
532004.11.11 11:00buy271.001.18160.00001.2169
542004.11.11 17:00close271.001.17670.00001.2169-416.429009.56
552004.11.18 06:35sell281.001.16370.00001.1284
562004.11.18 18:00close281.001.16760.00001.1284-334.028675.54
572004.12.06 09:20sell291.001.13330.00001.0980
582004.12.06 19:00close291.001.13950.00001.0980-544.108131.44
592004.12.14 06:15sell301.001.15620.00001.1209
602004.12.16 18:00close301.001.15330.00001.1209211.898343.33
612004.12.17 07:20buy311.001.15610.00001.1914
622004.12.20 12:00close311.001.15140.00001.1914-400.347942.99
632004.12.25 00:05sell321.001.14300.00001.1077
642004.12.31 20:00close321.001.14180.00001.107735.877978.86
652005.01.05 09:50buy331.001.16690.00001.2022
662005.01.10 12:00close331.001.18130.00001.20221258.309237.16
672005.01.13 01:50sell341.001.16880.00001.1335
682005.01.13 12:00close341.001.17030.00001.1335-128.179108.99
692005.01.26 03:40buy351.001.19300.00001.2283
702005.01.26 15:00close351.001.18990.00001.2283-260.538848.46
712005.02.08 11:45buy361.001.22190.00001.2572
722005.02.09 11:00close361.001.21720.00001.2572-378.278470.19
732005.02.10 12:40sell371.001.21730.00001.1820
742005.02.12 01:00close371.001.21070.00001.1820535.259005.44
752005.02.23 10:25sell381.001.16250.00001.1272
762005.02.23 19:00close381.001.16660.00001.1272-351.458653.99
772005.02.28 23:05sell391.001.16190.00001.1266
782005.03.01 06:00close391.001.16760.00001.1266-498.078155.92
792005.03.03 00:00buy401.001.17380.00001.2091
802005.03.04 18:00close401.001.17080.00001.2091-248.387907.54
812005.03.07 05:50sell411.001.16990.00001.1346
822005.03.07 14:00close411.001.17220.00001.1346-196.217711.33
832005.03.09 06:25sell421.001.16270.00001.1274
842005.03.14 11:00close421.001.15530.00001.1274591.088302.41
852005.03.16 09:20buy431.001.16420.00001.1995
862005.03.16 12:00close431.001.15840.00001.1995-500.697801.72
872005.03.23 10:35buy441.001.18800.00001.2233
882005.03.29 07:00close441.001.19890.00001.2233956.338758.05
892005.03.29 15:35sell451.001.20180.00001.1665
902005.04.01 07:00close451.001.19850.00001.1665225.898983.94
912005.04.08 11:10buy461.001.20890.00001.2442
922005.04.08 19:00close461.001.19810.00001.2442-901.438082.51
932005.04.18 04:10sell471.001.20370.00001.1684
942005.04.20 16:00close471.001.18710.00001.16841378.599461.10
952005.04.25 22:10buy481.001.18770.00001.2230
962005.04.27 16:00close481.001.18710.00001.2230-34.829426.28
972005.05.04 19:05sell491.001.19430.00001.1590
982005.05.05 17:00close491.001.19610.00001.1590-180.169246.12
992005.05.11 07:25sell501.001.20200.00001.1667
1002005.05.11 16:00close501.001.20830.00001.1667-521.398724.73
1012005.05.16 12:00buy511.001.22510.00001.2604
1022005.05.17 09:00close511.001.22130.00001.2604-303.288421.45
1032005.05.21 00:35buy521.001.23130.00001.2666
1042005.05.24 10:00close521.001.22820.00001.2666-236.688184.77
1052005.05.27 07:50buy531.001.23500.00001.2703
1062005.05.27 19:00close531.001.23220.00001.2703-227.247957.53
1072005.05.31 01:45buy541.001.23800.00001.2733
1082005.06.02 12:00close541.001.24850.00001.2733872.458829.98
1092005.06.03 18:10sell551.001.25230.00001.2170
1102005.06.08 20:00close551.001.25000.00001.2170154.338984.31
1112005.06.13 22:20buy561.001.27150.00001.3068
1122005.06.14 10:00close561.001.26850.00001.3068-228.648755.67
1132005.06.16 04:15sell571.001.27270.00001.2374
1142005.06.20 17:00close571.001.27070.00001.2374137.618893.28
1152005.06.23 03:10buy581.001.27030.00001.3056
1162005.06.24 18:00close581.001.27480.00001.3056360.869254.14
1172005.06.29 03:20buy591.001.27880.00001.3141
1182005.07.07 12:00close591.001.29710.00001.31411489.4410743.58
1192005.07.14 09:20buy601.001.28940.00001.3247
1202005.07.20 04:00close601.001.29730.00001.3247640.4011383.98
1212005.07.21 09:25sell611.001.28770.00001.2524
1222005.07.22 17:00close611.001.29070.00001.2524-242.3211141.66
1232005.07.25 06:30buy621.001.29560.00001.3309
1242005.07.27 21:00close621.001.29560.00001.330915.7211157.38
1252005.08.01 23:50sell631.001.27960.00001.2443
1262005.08.03 04:00close631.001.27950.00001.2443-11.9611145.42
1272005.08.04 03:05sell641.001.26230.00001.2270
1282005.08.05 17:00close641.001.26650.00001.2270-341.5110803.91
1292005.08.06 00:25buy651.001.26160.00001.2969
1302005.08.08 13:00close651.001.26030.00001.2969-95.2910708.62
1312005.08.18 06:20buy661.001.26050.00001.2958
1322005.08.22 16:00close661.001.26850.00001.2958646.3911355.01
1332005.08.22 23:50sell671.001.27050.00001.2352
1342005.08.24 08:00close671.001.27590.00001.2352-443.0110912.00
1352005.08.26 02:30sell681.001.25810.00001.2228
1362005.08.29 19:00close681.001.26480.00001.2228-539.6210372.38
1372005.09.07 06:50buy691.001.23760.00001.2729
1382005.09.14 16:00close691.001.25620.00001.27291535.6811908.06
1392005.09.20 05:10buy701.001.27650.00001.3118
1402005.09.21 10:00close701.001.27190.00001.3118-353.8011554.26
1412005.09.26 10:55buy711.001.29250.00001.3278
1422005.09.26 23:00close711.001.28890.00001.3278-279.3111274.95
1432005.09.28 02:55buy721.001.29550.00001.3308
1442005.09.29 01:00close721.001.29140.00001.3308-293.9010981.05
1452005.10.04 06:15buy731.001.30090.00001.3362
1462005.10.05 12:00close731.001.29670.00001.3362-316.0410665.01
1472005.10.11 00:20buy741.001.28290.00001.3182
1482005.10.12 16:00close741.001.28840.00001.3182434.7511099.76
1492005.10.17 02:10sell751.001.28520.00001.2499
1502005.10.17 13:00close751.001.29160.00001.2499-495.5110604.25
1512005.10.18 20:25buy761.001.30040.00001.3357
1522005.10.19 14:00close761.001.29720.00001.3357-238.8310365.42
1532005.10.26 11:25sell771.001.27870.00001.2434
1542005.10.26 14:00close771.001.28190.00001.2434-249.6310115.79
1552005.10.31 11:35buy781.001.27890.00001.3142
1562005.11.02 06:00close781.001.28640.00001.3142598.7410714.53
1572005.11.04 11:30buy791.001.29190.00001.3272
1582005.11.10 13:00close791.001.30770.00001.32721255.3911969.92
1592005.11.23 12:40sell801.001.31370.00001.2784
1602005.11.23 15:00close801.001.31660.00001.2784-220.2611749.66
1612005.11.28 12:40buy811.001.32080.00001.3561
1622005.11.28 19:00close811.001.31210.00001.3561-663.0611086.60
1632005.12.06 06:30sell821.001.30830.00001.2730
1642005.12.07 11:00close821.001.31100.00001.2730-215.8410870.76
1652005.12.08 03:10buy831.001.31260.00001.3479
1662005.12.08 12:00close831.001.30770.00001.3479-374.7010496.06
1672005.12.09 03:45sell841.001.30280.00001.2675
1682005.12.09 12:00close841.001.30570.00001.2675-222.1010273.96
1692005.12.13 08:35sell851.001.29030.00001.2550
1702005.12.13 13:00close851.001.29360.00001.2550-255.1010018.86
1712005.12.16 09:15buy861.001.28950.00001.3248
1722005.12.22 18:00close861.001.31100.00001.32481687.1311705.99
1732005.12.29 09:30buy871.001.31460.00001.3499
1742005.12.30 07:00close871.001.31110.00001.3499-259.0911446.90
1752005.12.30 23:20buy881.001.31400.00001.3493
1762006.01.03 05:00close881.001.31030.00001.3493-266.6611180.24
1772006.01.05 04:15sell891.001.27850.00001.2432
1782006.01.05 14:00close891.001.28200.00001.2432-273.0110907.23
1792006.01.11 15:25buy901.001.28050.00001.3158
1802006.01.11 20:00close901.001.27340.00001.3158-557.5610349.67
1812006.01.24 05:40sell911.001.25920.00001.2239
1822006.01.25 05:00close911.001.26310.00001.2239-318.6510031.02
1832006.02.13 09:20buy921.001.30650.00001.3418
1842006.02.15 17:00close921.001.30670.00001.341831.0310062.05
1852006.03.03 04:50sell931.001.30170.00001.2664
1862006.03.06 16:00close931.001.29870.00001.2664221.1110283.16
1872006.03.08 05:00buy941.001.31270.00001.3480
1882006.03.08 21:00close941.001.30770.00001.3480-382.359900.81
1892006.03.16 07:40sell951.001.29750.00001.2622
1902006.03.17 18:00close951.001.29420.00001.2622245.0910145.90
1912006.03.22 02:05buy961.001.29990.00001.3352
1922006.03.24 19:00close961.001.31180.00001.3352938.5911084.49
1932006.03.27 17:15sell971.001.30940.00001.2741
1942006.03.29 00:00close971.001.30980.00001.2741-50.3211034.17
1952006.04.05 03:20sell981.001.29160.00001.2563
1962006.04.06 17:00close981.001.29120.00001.25631.3111035.48
1972006.04.18 02:00sell991.001.27990.00001.2446
1982006.04.20 14:00close991.001.27650.00001.2446226.7911262.27
1992006.04.25 02:45sell1001.001.26920.00001.2339
2002006.04.26 12:00close1001.001.27240.00001.2339-261.3811000.89
2012006.04.28 09:10sell1011.001.26070.00001.2254
2022006.05.01 19:00close1011.001.23910.00001.22541733.3112734.20
2032006.05.05 09:30sell1021.001.22980.00001.1945
2042006.05.08 17:00close1021.001.22800.00001.1945136.6912870.89
2052006.05.15 07:25sell1031.001.19800.00001.1627
2062006.05.15 11:00close1031.001.20320.00001.1627-432.1812438.71
2072006.05.16 05:50buy1041.001.21000.00001.2453
2082006.05.17 07:00close1041.001.20530.00001.2453-382.0812056.63
2092006.05.18 03:25buy1051.001.21350.00001.2488
2102006.05.18 20:00close1051.001.20850.00001.2488-413.7411642.89
2112006.05.19 06:50sell1061.001.20930.00001.1740
2122006.05.19 11:00close1061.001.21630.00001.1740-575.5211067.37
2132006.05.19 20:00buy1071.001.21810.00001.2534
2142006.05.22 17:00close1071.001.21220.00001.2534-478.8610588.51
2152006.05.29 05:25buy1081.001.22450.00001.2598
2162006.05.30 06:00close1081.001.21970.00001.2598-385.6810202.83
2172006.05.31 02:10sell1091.001.21250.00001.1772
2182006.05.31 19:00close1091.001.21620.00001.1772-304.239898.60
2192006.06.05 10:05sell1101.001.20760.00001.1723
2202006.06.06 14:00close1101.001.21020.00001.1723-224.739673.87
2212006.06.15 03:35sell1111.001.23250.00001.1972
2222006.06.16 17:00close1111.001.23450.00001.1972-171.909501.97
2232006.06.19 23:35buy1121.001.24000.00001.2753
2242006.06.20 21:00close1121.001.23650.00001.2753-275.209226.77
2252006.06.27 09:15sell1131.001.24330.00001.2080
2262006.06.27 15:00close1131.001.24710.00001.2080-304.718922.06
2272006.06.29 08:25buy1141.001.24620.00001.2815
2282006.06.29 22:00close1141.001.23590.00001.2815-833.408088.66
2292006.07.03 04:35sell1151.001.22550.00001.1902
2302006.07.05 11:00close1151.001.22940.00001.1902-337.017751.65
2312006.07.10 01:00sell1161.001.22260.00001.1873
2322006.07.10 13:00close1161.001.22600.00001.1873-277.327474.33
2332006.07.12 10:20sell1171.001.22770.00001.1924
2342006.07.12 16:00close1171.001.23240.00001.1924-381.377092.96
2352006.07.13 01:55buy1181.001.23360.00001.2689
2362006.07.13 11:00close1181.001.22930.00001.2689-349.796743.17
2372006.07.19 09:25buy1191.001.25310.00001.2884
2382006.07.19 18:00close1191.001.24900.00001.2884-328.266414.91
2392006.07.31 09:15sell1201.001.23350.00001.1982
2402006.08.01 18:00close1201.001.23590.00001.1982-204.086210.83
2412006.08.03 14:20buy1211.001.23220.00001.2675
2422006.08.03 16:00close1211.001.22840.00001.2675-309.355901.48
2432006.08.05 00:30sell1221.001.22380.00001.1885
2442006.08.07 21:00close1221.001.22650.00001.1885-230.035671.45
2452006.08.09 09:25buy1231.001.22680.00001.2621
2462006.08.09 14:00close1231.001.22130.00001.2621-450.345221.11
2472006.08.11 01:15buy1241.001.23380.00001.2691
2482006.08.15 16:00close1241.001.23770.00001.2691330.825551.93
2492006.08.25 05:55buy1251.001.23790.00001.2732
2502006.08.28 11:00close1251.001.23470.00001.2732-251.315300.62
2512006.08.30 14:00sell1261.001.22990.00001.1946
2522006.08.31 18:00close1261.001.23300.00001.1946-281.095019.53
2532006.09.01 08:50buy1271.001.23040.00001.2657
2542006.09.01 20:00close1271.001.23030.00001.2657-8.135011.40
2552006.09.06 02:00buy1281.001.23360.00001.2689
2562006.09.07 10:00close1281.001.23370.00001.268931.695043.09
2572006.09.09 00:49buy1291.001.24690.00001.2822
2582006.09.11 12:00close1291.001.24320.00001.2822-289.764753.33
2592006.09.19 08:40sell1301.001.25080.00001.2155
2602006.09.19 12:00close1301.001.25510.00001.2155-342.604410.73
2612006.09.22 22:45sell1311.001.23640.00001.2011
2622006.09.25 14:00close1311.001.23700.00001.2011-58.394352.34
2632006.10.03 00:30sell1321.001.24350.00001.2082
2642006.10.03 15:00close1321.001.24470.00001.2082-96.414255.93
2652006.10.09 06:50buy1331.001.26000.00001.2953
2662006.10.12 11:00close1331.001.26880.00001.2953732.874988.80
2672006.10.17 23:45sell1341.001.26800.00001.2327
2682006.10.18 16:00close1341.001.27040.00001.2327-198.814789.99
2692006.10.23 21:55buy1351.001.26640.00001.3017
2702006.10.24 20:00close1351.001.26570.00001.3017-47.454742.54
2712006.11.14 02:55buy1361.001.24350.00001.2788
2722006.11.14 17:00close1361.001.23950.00001.2788-322.714419.83
2732006.11.23 05:55sell1371.001.22760.00001.1923
2742006.11.28 19:00close1371.001.20810.00001.19231584.436004.26
2752006.11.30 05:15buy1381.001.20840.00001.2437
2762006.11.30 11:00close1381.001.20650.00001.2437-157.485846.78
2772006.12.04 07:00sell1391.001.19420.00001.1589
2782006.12.04 13:00close1391.001.19880.00001.1589-383.725463.06
2792006.12.11 10:45buy1401.001.20550.00001.2408
2802006.12.11 21:00close1401.001.20020.00001.2408-441.595021.47
2812006.12.18 03:55buy1411.001.22050.00001.2558
2822006.12.19 10:00close1411.001.22160.00001.255897.915119.38
2832006.12.20 10:15sell1421.001.21300.00001.1777
2842006.12.20 19:00close1421.001.21700.00001.1777-328.684790.70
2852007.01.04 02:40buy1431.001.22500.00001.2603
2862007.01.05 11:00close1431.001.22830.00001.2603276.525067.22
2872007.01.08 08:40buy1441.001.23520.00001.2705
2882007.01.09 04:00close1441.001.23390.00001.2705-97.504969.72
2892007.01.12 05:20buy1451.001.24860.00001.2839
2902007.01.15 11:00close1451.001.24560.00001.2839-232.994736.73
2912007.01.25 05:00buy1461.001.24710.00001.2824
2922007.01.25 14:00close1461.001.24360.00001.2824-281.444455.29