Strategy Tester Report
SimbaSystemM1v1.3.b

SymbolGBPUSD (Great British Pound vs US Dollar)
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)
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=true; 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 test197514Ticks modelled4261144Modelling quality90.00%
Initial deposit10000.00
Total net profit1162205.82Gross profit2524700.37Gross loss-1362494.55
Profit factor1.85Expected payoff5188.42
Absolute drawdown1140.02Maximal drawdown461294.59 (39.95%)Relative drawdown61.08% (29215.28)
Total trades224Short positions (won %)99 (41.41%)Long positions (won %)125 (60.00%)
Profit trades (% of total)116 (51.79%)Loss trades (% of total)108 (48.21%)
Largestprofit trade357699.46loss trade-99000.43
Averageprofit trade21764.66loss trade-12615.69
Maximumconsecutive wins (profit in money)15 (478790.46)consecutive losses (loss in money)8 (-116870.46)
Maximalconsecutive profit (count of wins)572943.52 (6)consecutive loss (count of losses)-257807.23 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.06.18 02:40buy12.001.83270.00001.8685
22004.06.18 07:00close12.001.82700.00001.8685-1140.028859.98
32004.06.22 01:10sell21.701.83420.00001.7990
42004.06.23 09:00close21.701.82790.00001.79901071.009930.98
52004.06.30 04:25sell31.901.80950.00001.7743
62004.06.30 13:00close31.901.81180.00001.7743-436.999493.99
72004.07.05 09:45buy41.801.83130.00001.8671
82004.07.05 19:00close41.801.82860.00001.8671-485.989008.01
92004.07.07 02:35buy51.801.83940.00001.8752
102004.07.07 05:16modify51.801.83941.84061.8752
112004.07.08 11:00close51.801.84971.84061.87521848.6210856.63
122004.07.13 23:45sell62.101.85780.00001.8226
132004.07.16 13:00close62.101.85580.00001.8226420.0011276.63
142004.07.19 09:05buy72.201.87290.00001.9087
152004.07.19 20:00close72.201.86880.00001.9087-901.9810374.65
162004.07.21 09:35sell82.001.85330.00001.8181
172004.07.22 12:00close82.001.84360.00001.81811940.0012314.65
182004.07.28 02:35sell92.401.82330.00001.7881
192004.07.28 23:00close92.401.82510.00001.7881-432.0011882.65
202004.08.02 23:55buy102.301.82530.00001.8611
212004.08.03 09:00close102.301.82210.00001.8611-738.3011144.35
222004.08.09 09:35buy112.201.84160.00001.8774
232004.08.10 11:00close112.201.83610.00001.8774-1212.209932.15
242004.08.11 09:00sell121.901.82940.00001.7942
252004.08.12 02:00close121.901.83250.00001.7942-589.029343.13
262004.08.16 07:25buy131.801.84160.00001.8774
272004.08.16 11:02modify131.801.84161.84281.8774
282004.08.16 11:37s/l131.801.84281.84281.8774216.009559.13
292004.08.18 05:45sell141.901.82890.00001.7937
302004.08.19 12:00close141.901.82830.00001.7937114.019673.14
312004.08.23 16:00sell151.901.81800.00001.7828
322004.08.25 10:00close151.901.79950.00001.78283514.9813188.12
332004.09.03 06:05sell162.601.79140.00001.7562
342004.09.06 13:00close162.601.78060.00001.75622808.0115996.13
352004.09.09 07:25buy173.101.78560.00001.8214
362004.09.09 12:00close173.101.78340.00001.8214-681.9915314.14
372004.09.16 03:00sell183.001.77780.00001.7426
382004.09.16 11:00close183.001.78290.00001.7426-1530.0213784.12
392004.09.27 09:35buy192.701.80480.00001.8406
402004.09.27 18:38modify192.701.80481.80601.8406
412004.09.29 09:00close192.701.80971.80601.84061317.6015101.72
422004.09.30 00:30sell203.001.80070.00001.7655
432004.09.30 14:00close203.001.80780.00001.7655-2129.9812971.74
442004.10.01 04:05buy212.501.81000.00001.8458
452004.10.01 11:00close212.501.80390.00001.8458-1525.0011446.74
462004.10.01 20:10sell222.201.79840.00001.7632
472004.10.05 10:00close222.201.78670.00001.76322574.0214020.76
482004.10.18 07:30buy232.801.80320.00001.8390
492004.10.18 17:00close232.801.80030.00001.8390-811.9913208.77
502004.10.20 02:00buy242.601.80280.00001.8386
512004.10.20 09:21modify242.601.80281.80401.8386
522004.10.22 12:00close242.601.82261.80401.83865137.6018346.37
532004.10.26 02:10buy253.601.83990.00001.8757
542004.10.26 03:34modify253.601.83991.84111.8757
552004.10.26 07:56s/l253.601.84111.84111.8757432.0118778.38
562004.10.27 07:00sell263.701.83610.00001.8009
572004.10.27 14:00close263.701.84120.00001.8009-1887.0316891.35
582004.10.28 04:55sell273.301.83160.00001.7964
592004.10.28 16:00close273.301.83170.00001.7964-32.9916858.36
602004.11.11 01:40sell283.301.84760.00001.8124
612004.11.12 03:00close283.301.84660.00001.8124329.9917188.35
622004.11.15 09:25buy293.401.85440.00001.8902
632004.11.15 17:00close293.401.84890.00001.8902-1870.0115318.34
642004.11.17 01:35buy303.001.85190.00001.8877
652004.11.17 09:01modify303.001.85191.85311.8877
662004.11.17 16:43s/l303.001.85311.85311.8877359.9815678.32
672004.11.19 06:05sell313.101.85190.00001.8167
682004.11.19 11:00close313.101.85600.00001.8167-1271.0114407.31
692004.11.23 21:00buy322.801.86800.00001.9038
702004.11.24 09:25modify322.801.86801.86921.9038
712004.11.26 10:00close322.801.88831.86921.90385670.0320077.34
722004.12.08 18:55sell334.001.93340.00001.8982
732004.12.13 05:00close334.001.91870.00001.89825879.9925957.33
742004.12.14 01:30buy345.101.92210.00001.9579
752004.12.14 10:33modify345.101.92211.92331.9579
762004.12.14 14:40s/l345.101.92331.92331.9579611.9926569.32
772004.12.15 02:55buy355.301.92500.00001.9608
782004.12.15 08:19modify355.301.92501.92621.9608
792004.12.16 16:00close355.301.94001.92621.96087934.1234503.44
802004.12.22 01:05sell366.901.92900.00001.8938
812004.12.23 21:00close366.901.92350.00001.89383795.0038298.44
822004.12.28 01:25buy377.601.93230.00001.9681
832004.12.28 08:32modify377.601.93231.93351.9681
842004.12.28 16:00s/l377.601.93351.93351.9681911.9739210.41
852004.12.29 22:30sell387.801.91850.00001.8833
862004.12.30 10:00close387.801.92360.00001.8833-3977.9735232.44
872005.01.04 03:10sell397.001.90610.00001.8709
882005.01.05 17:00close397.001.88810.00001.870912600.0447832.48
892005.01.13 01:35buy409.501.89000.00001.9258
902005.01.13 12:00close409.501.88550.00001.9258-4274.9843557.50
912005.01.17 01:30sell418.701.87090.00001.8357
922005.01.18 12:00close418.701.86850.00001.83572088.0845645.58
932005.01.19 17:20buy429.101.87470.00001.9105
942005.01.20 09:00close429.101.86930.00001.9105-4941.4240704.16
952005.01.24 03:00buy438.101.87550.00001.9113
962005.01.24 08:51modify438.101.87551.87671.9113
972005.01.24 16:18s/l438.101.87671.87671.9113971.9741676.13
982005.01.26 01:30sell448.301.86620.00001.8310
992005.01.26 11:00close448.301.87660.00001.8310-8632.0033044.13
1002005.01.28 03:00buy456.601.88730.00001.9231
1012005.01.28 13:00close456.601.88260.00001.9231-3102.0129942.12
1022005.02.07 07:40sell465.901.87500.00001.8398
1032005.02.09 11:00close465.901.86330.00001.83986902.9836845.10
1042005.02.11 00:15buy477.301.86840.00001.9042
1052005.02.11 12:00close477.301.86610.00001.9042-1679.0635166.04
1062005.02.15 00:35buy487.001.88690.00001.9227
1072005.02.15 14:13modify487.001.88691.88811.9227
1082005.02.15 15:11s/l487.001.88811.88811.9227839.9936006.03
1092005.02.23 02:20buy497.201.90680.00001.9426
1102005.02.23 03:45modify497.201.90681.90801.9426
1112005.02.23 04:09s/l497.201.90801.90801.9426864.0136870.04
1122005.02.28 09:05buy507.301.91990.00001.9557
1132005.02.28 09:31modify507.301.91991.92111.9557
1142005.02.28 12:42s/l507.301.92111.92111.9557875.9937746.03
1152005.02.28 22:30buy517.501.92200.00001.9578
1162005.03.01 16:00close517.501.91770.00001.9578-3232.4634513.57
1172005.03.02 21:00sell526.901.91300.00001.8778
1182005.03.04 15:00close526.901.91210.00001.8778621.0535134.62
1192005.03.07 03:59buy537.001.92240.00001.9582
1202005.03.07 10:00close537.001.91860.00001.9582-2659.9932474.63
1212005.03.09 04:25buy546.401.92740.00001.9632
1222005.03.09 09:29modify546.401.92741.92861.9632
1232005.03.09 10:30s/l546.401.92861.92861.9632768.0433242.67
1242005.03.15 03:20sell556.601.91510.00001.8799
1252005.03.15 12:00close556.601.91910.00001.8799-2639.9330602.74
1262005.03.16 05:40sell566.101.91340.00001.8782
1272005.03.16 09:00close566.101.92020.00001.8782-4147.9326454.81
1282005.03.17 02:15buy575.201.92460.00001.9604
1292005.03.17 15:00close575.201.91950.00001.9604-2651.9823802.83
1302005.03.18 17:40sell584.701.91770.00001.8825
1312005.03.18 20:00close584.701.92060.00001.8825-1362.9822439.85
1322005.03.24 04:30sell594.401.87100.00001.8358
1332005.03.28 20:00close594.401.86590.00001.83582244.0224683.87
1342005.03.30 21:15buy604.901.87940.00001.9152
1352005.03.31 12:43modify604.901.87941.88061.9152
1362005.04.01 17:15s/l604.901.88061.88061.9152568.4225252.29
1372005.04.04 20:35sell615.001.87590.00001.8407
1382005.04.05 16:00close615.001.87800.00001.8407-1049.9724202.32
1392005.04.11 03:25buy624.801.88170.00001.9175
1402005.04.11 05:14modify624.801.88171.88291.9175
1412005.04.11 06:02s/l624.801.88291.88291.9175576.0124778.33
1422005.04.18 03:30buy634.901.88930.00001.9251
1432005.04.18 04:00close634.901.88970.00001.9251196.0024974.33
1442005.04.19 01:50buy644.901.90140.00001.9372
1452005.04.19 07:50modify644.901.90141.90261.9372
1462005.04.20 13:00close644.901.91311.90261.93725728.0830702.41
1472005.04.22 08:00sell656.101.90870.00001.8735
1482005.04.22 12:00close656.101.91360.00001.8735-2989.0327713.38
1492005.04.26 23:25sell665.501.90570.00001.8705
1502005.04.27 15:00close665.501.90880.00001.8705-1705.0026008.38
1512005.04.28 22:55buy675.201.90640.00001.9422
1522005.04.29 06:22modify675.201.90641.90761.9422
1532005.04.29 20:02s/l675.201.90761.90761.9422618.7826627.16
1542005.05.06 00:00buy685.301.90330.00001.9391
1552005.05.06 10:00close685.301.89650.00001.9391-3603.9423023.22
1562005.05.27 01:35sell694.601.82090.00001.7857
1572005.05.27 10:00close694.601.82500.00001.7857-1886.0221137.20
1582005.06.02 03:45sell704.201.81210.00001.7769
1592005.06.02 10:00close704.201.81810.00001.7769-2520.0018617.20
1602005.06.07 03:35buy713.701.82080.00001.8566
1612005.06.07 07:38modify713.701.82081.82201.8566
1622005.06.08 20:00close713.701.82851.82201.85662845.3521462.55
1632005.06.10 02:10sell724.201.82170.00001.7865
1642005.06.10 11:00close724.201.82420.00001.7865-1050.0020412.55
1652005.06.13 19:35sell734.001.80600.00001.7708
1662005.06.14 11:00close734.001.80960.00001.7708-1439.9818972.57
1672005.06.16 02:15buy743.701.82000.00001.8558
1682005.06.16 14:11modify743.701.82001.82121.8558
1692005.06.16 15:48s/l743.701.82121.82121.8558444.0019416.57
1702005.06.23 04:00sell753.801.82280.00001.7876
1712005.06.24 12:00close753.801.82170.00001.7876417.9519834.52
1722005.06.29 02:20sell763.901.81730.00001.7821
1732005.06.30 08:00close763.901.80840.00001.78213471.0023305.52
1742005.07.04 07:35sell774.601.76340.00001.7282
1752005.07.06 20:00close774.601.75790.00001.72822530.0025835.52
1762005.07.07 23:10sell785.101.74480.00001.7096
1772005.07.08 16:00close785.101.74170.00001.70961580.9927416.51
1782005.07.12 01:55buy795.401.75530.00001.7911
1792005.07.12 03:35modify795.401.75531.75651.7911
1802005.07.13 10:00close795.401.76691.75651.79116258.5733675.08
1812005.07.15 02:55sell806.701.75800.00001.7228
1822005.07.15 09:00close806.701.76270.00001.7228-3148.9330526.15
1832005.07.18 04:50sell816.101.75400.00001.7188
1842005.07.21 03:00close816.101.74700.00001.71884269.9434796.09
1852005.07.22 02:35buy826.901.75160.00001.7874
1862005.07.22 08:18modify826.901.75161.75281.7874
1872005.07.22 09:40s/l826.901.75281.75281.7874828.0235624.11
1882005.07.25 10:35sell837.101.73840.00001.7032
1892005.07.25 12:00close837.101.74020.00001.7032-1278.0034346.11
1902005.08.01 00:05buy846.801.75600.00001.7918
1912005.08.01 04:36modify846.801.75601.75721.7918
1922005.08.03 04:00close846.801.76661.75721.79187194.4241540.53
1932005.08.05 22:10sell858.301.77940.00001.7442
1942005.08.08 11:00close858.301.78580.00001.7442-5312.0536228.48
1952005.08.08 18:45buy867.201.78570.00001.8215
1962005.08.09 07:54modify867.201.78571.78691.8215
1972005.08.09 09:26s/l867.201.78691.78691.8215856.7837085.26
1982005.08.15 02:45buy877.401.81340.00001.8492
1992005.08.15 13:00close877.401.80920.00001.8492-3107.9533977.31
2002005.08.31 02:40sell886.701.78680.00001.7516
2012005.08.31 15:00close886.701.78980.00001.7516-2010.0631967.25
2022005.09.01 04:40buy896.301.80190.00001.8377
2032005.09.01 09:57modify896.301.80191.80311.8377
2042005.09.02 09:49t/p896.301.83771.80311.837722547.7154514.96
2052005.09.05 01:30buy9010.901.83780.00001.8736
2062005.09.05 03:07modify9010.901.83781.83901.8736
2072005.09.06 02:00close9010.901.84051.83901.87362932.1357447.09
2082005.09.13 07:55sell9111.401.82300.00001.7878
2092005.09.14 04:00close9111.401.82730.00001.7878-4902.0852545.01
2102005.09.16 04:35sell9210.501.80760.00001.7724
2112005.09.16 07:00close9210.501.81280.00001.7724-5459.9847085.03
2122005.09.22 03:50buy939.401.80790.00001.8437
2132005.09.22 12:00close939.401.80280.00001.8437-4794.0842290.95
2142005.09.23 01:10sell948.401.79230.00001.7571
2152005.09.30 09:27t/p948.401.75710.00001.757129567.9971858.94
2162005.10.04 02:20sell9514.301.75590.00001.7207
2172005.10.04 14:00close9514.301.75890.00001.7207-4289.9667568.98
2182005.10.06 10:35buy9613.501.76860.00001.8044
2192005.10.06 15:14modify9613.501.76861.76981.8044
2202005.10.07 09:00close9613.501.77211.76981.80444711.3872280.36
2212005.10.10 08:35sell9714.401.76160.00001.7264
2222005.10.12 12:00close9714.401.74670.00001.726421456.0393736.39
2232005.10.14 02:25buy9818.701.75070.00001.7865
2242005.10.14 04:34modify9818.701.75071.75191.7865
2252005.10.14 11:13s/l9818.701.75191.75191.78652244.1095980.49
2262005.10.17 01:25buy9919.101.76420.00001.8000
2272005.10.17 02:22modify9919.101.76421.76541.8000
2282005.10.17 09:58s/l9919.101.76541.76541.80002291.9298272.41
2292005.10.17 10:00buy10019.601.76590.00001.8017
2302005.10.17 12:00close10019.601.75840.00001.8017-14700.0083572.41
2312005.10.20 05:10buy10116.701.76040.00001.7962
2322005.10.20 08:52modify10116.701.76041.76161.7962
2332005.10.20 10:02s/l10116.701.76161.76161.79622003.9985576.40
2342005.10.26 02:05buy10217.101.78290.00001.8187
2352005.10.26 10:00close10217.101.77750.00001.8187-9234.0276342.38
2362005.10.27 17:05buy10315.201.78250.00001.8183
2372005.10.28 12:00close10315.201.78140.00001.8183-1687.2274655.16
2382005.10.31 08:05sell10414.901.77650.00001.7413
2392005.10.31 10:00close10414.901.78100.00001.7413-6704.9767950.19
2402005.11.01 08:25sell10513.501.76980.00001.7346
2412005.11.02 15:00close10513.501.76990.00001.7346-135.1267815.07
2422005.11.03 07:25buy10613.501.77450.00001.8103
2432005.11.03 10:35modify10613.501.77451.77571.8103
2442005.11.03 12:02s/l10613.501.77571.77571.81031620.0569435.12
2452005.11.08 14:55sell10713.801.73820.00001.7030
2462005.11.08 20:00close10713.801.74420.00001.7030-8279.9961155.13
2472005.11.17 01:05sell10812.201.71880.00001.6836
2482005.11.18 16:00close10812.201.72020.00001.6836-1708.0759447.06
2492005.11.29 02:50buy10911.801.72400.00001.7598
2502005.11.29 04:00close10911.801.72120.00001.7598-3304.0656143.00
2512005.11.30 06:20sell11011.201.71890.00001.6837
2522005.11.30 11:00close11011.201.72340.00001.6837-5039.9851103.02
2532005.12.01 06:05buy11110.201.72800.00001.7638
2542005.12.01 09:18modify11110.201.72801.72921.7638
2552005.12.01 12:00s/l11110.201.72921.72921.76381224.0152327.03
2562005.12.02 02:40buy11210.401.73050.00001.7663
2572005.12.02 13:00close11210.401.72640.00001.7663-4264.0348063.00
2582005.12.09 01:40buy1139.601.75070.00001.7865
2592005.12.09 10:00close1139.601.74660.00001.7865-3935.9244127.08
2602005.12.12 00:05buy1148.801.75080.00001.7866
2612005.12.12 02:17modify1148.801.75081.75201.7866
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