Strategy Tester Report
R2
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | Daily (D1) 1999.10.22 00:00 - 2007.04.03 00:00 (1970.01.01 - 2007.04.03) | ||||
| Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) | ||||
| Parameters | MovingAverage=5; MAPeriod=200; JMAPhase=0; Oscillator=2; OscillatorPeriod=2; OscillatorHighLevel=40; OscillatorLowLevel=60; OscillatorExitHighLevel=70; OscillatorExitLowLevel=30; | ||||
| Bars in test | 2049 | Ticks modelled | 31040 | Modelling quality | 28.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 10648.01 | Gross profit | 17135.77 | Gross loss | -6487.75 |
| Profit factor | 2.64 | Expected payoff | 394.37 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 3042.31 (12.97%) | Relative drawdown | 12.97% (3042.31) |
| Total trades | 27 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 19 (70.37%) | Loss trades (% of total) | 8 (29.63%) | ||
| Largest | profit trade | 2199.68 | loss trade | -1610.95 | |
| Average | profit trade | 901.88 | loss trade | -810.97 | |
| Maximum | consecutive wins (profit in money) | 9 (10541.04) | consecutive losses (loss in money) | 3 (-3042.31) | |
| Maximal | consecutive profit (count of wins) | 10541.04 (9) | consecutive loss (count of losses) | -3042.31 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2000.04.13 00:00 | sell | 1 | 1.00 | 1.5879 | 0.0000 | 0.0000 | ||
| 2 | 2000.04.18 00:00 | close | 1 | 1.00 | 1.5800 | 0.0000 | 0.0000 | 789.05 | 10789.05 |
| 3 | 2000.06.30 00:00 | sell | 2 | 1.00 | 1.5154 | 0.0000 | 0.0000 | ||
| 4 | 2000.07.04 00:00 | close | 2 | 1.00 | 1.5145 | 0.0000 | 0.0000 | 89.37 | 10878.42 |
| 5 | 2000.07.12 00:00 | sell | 3 | 1.00 | 1.5165 | 0.0000 | 0.0000 | ||
| 6 | 2000.07.13 00:00 | close | 3 | 1.00 | 1.5067 | 0.0000 | 0.0000 | 979.05 | 11857.47 |
| 7 | 2000.10.05 00:00 | buy | 4 | 1.00 | 1.4585 | 0.0000 | 0.0000 | ||
| 8 | 2000.10.06 00:00 | buy | 5 | 1.00 | 1.4436 | 0.0000 | 0.0000 | ||
| 9 | 2000.10.11 00:00 | close | 4 | 1.00 | 1.4542 | 0.0000 | 0.0000 | -431.66 | 11425.82 |
| 10 | 2000.10.12 00:00 | close | 5 | 1.00 | 1.4603 | 0.0000 | 0.0000 | 1667.51 | 13093.33 |
| 11 | 2001.02.20 00:00 | buy | 6 | 1.00 | 1.4471 | 0.0000 | 0.0000 | ||
| 12 | 2001.02.21 00:00 | buy | 7 | 1.00 | 1.4465 | 0.0000 | 0.0000 | ||
| 13 | 2001.02.26 00:00 | close | 6 | 1.00 | 1.4533 | 0.0000 | 0.0000 | 617.51 | 13710.84 |
| 14 | 2001.03.02 00:00 | close | 7 | 1.00 | 1.4545 | 0.0000 | 0.0000 | 795.44 | 14506.29 |
| 15 | 2001.05.18 00:00 | sell | 8 | 1.00 | 1.4322 | 0.0000 | 0.0000 | ||
| 16 | 2001.05.21 00:00 | close | 8 | 1.00 | 1.4397 | 0.0000 | 0.0000 | -750.32 | 13755.97 |
| 17 | 2002.03.06 00:00 | sell | 9 | 1.00 | 1.4237 | 0.0000 | 0.0000 | ||
| 18 | 2002.03.08 00:00 | close | 9 | 1.00 | 1.4283 | 0.0000 | 0.0000 | -461.26 | 13294.71 |
| 19 | 2002.05.23 00:00 | sell | 10 | 1.00 | 1.4597 | 0.0000 | 0.0000 | ||
| 20 | 2002.05.24 00:00 | close | 10 | 1.00 | 1.4550 | 0.0000 | 0.0000 | 469.68 | 13764.39 |
| 21 | 2002.09.11 00:00 | buy | 11 | 1.00 | 1.5560 | 0.0000 | 0.0000 | ||
| 22 | 2002.09.13 00:00 | close | 11 | 1.00 | 1.5610 | 0.0000 | 0.0000 | 498.34 | 14262.73 |
| 23 | 2002.12.04 00:00 | sell | 12 | 1.00 | 1.5694 | 0.0000 | 0.0000 | ||
| 24 | 2002.12.05 00:00 | close | 12 | 1.00 | 1.5716 | 0.0000 | 0.0000 | -220.95 | 14041.79 |
| 25 | 2003.02.04 00:00 | buy | 13 | 1.00 | 1.6446 | 0.0000 | 0.0000 | ||
| 26 | 2003.02.05 00:00 | close | 13 | 1.00 | 1.6492 | 0.0000 | 0.0000 | 459.59 | 14501.37 |
| 27 | 2003.05.28 00:00 | sell | 14 | 1.00 | 1.6391 | 0.0000 | 0.0000 | ||
| 28 | 2003.05.30 00:00 | close | 14 | 1.00 | 1.6549 | 0.0000 | 0.0000 | -1581.26 | 12920.11 |
| 29 | 2003.09.01 00:00 | sell | 15 | 1.00 | 1.5789 | 0.0000 | 0.0000 | ||
| 30 | 2003.09.02 00:00 | close | 15 | 1.00 | 1.5719 | 0.0000 | 0.0000 | 699.68 | 13619.79 |
| 31 | 2004.06.29 00:00 | sell | 16 | 1.00 | 1.8300 | 0.0000 | 0.0000 | ||
| 32 | 2004.06.30 00:00 | close | 16 | 1.00 | 1.8080 | 0.0000 | 0.0000 | 2199.68 | 15819.48 |
| 33 | 2004.07.16 00:00 | buy | 17 | 1.00 | 1.8534 | 0.0000 | 0.0000 | ||
| 34 | 2004.07.19 00:00 | close | 17 | 1.00 | 1.8746 | 0.0000 | 0.0000 | 2119.59 | 17939.06 |
| 35 | 2005.04.01 00:00 | sell | 18 | 1.00 | 1.8903 | 0.0000 | 0.0000 | ||
| 36 | 2005.04.05 00:00 | close | 18 | 1.00 | 1.8765 | 0.0000 | 0.0000 | 1379.37 | 19318.43 |
| 37 | 2005.06.13 00:00 | buy | 19 | 1.00 | 1.8126 | 0.0000 | 0.0000 | ||
| 38 | 2005.06.14 00:00 | buy | 20 | 1.00 | 1.8077 | 0.0000 | 0.0000 | ||
| 39 | 2005.06.16 00:00 | close | 19 | 1.00 | 1.8229 | 0.0000 | 0.0000 | 1027.93 | 20346.36 |
| 40 | 2005.06.17 00:00 | close | 20 | 1.00 | 1.8228 | 0.0000 | 0.0000 | 1507.93 | 21854.29 |
| 41 | 2005.08.25 00:00 | sell | 21 | 1.00 | 1.8004 | 0.0000 | 0.0000 | ||
| 42 | 2005.08.30 00:00 | close | 21 | 1.00 | 1.7960 | 0.0000 | 0.0000 | 439.05 | 22293.34 |
| 43 | 2005.11.02 00:00 | buy | 22 | 1.00 | 1.7660 | 0.0000 | 0.0000 | ||
| 44 | 2005.11.03 00:00 | close | 22 | 1.00 | 1.7767 | 0.0000 | 0.0000 | 1068.76 | 23362.10 |
| 45 | 2006.02.22 00:00 | sell | 23 | 1.00 | 1.7453 | 0.0000 | 0.0000 | ||
| 46 | 2006.02.23 00:00 | close | 23 | 1.00 | 1.7443 | 0.0000 | 0.0000 | 99.05 | 23461.15 |
| 47 | 2006.08.31 00:00 | sell | 24 | 1.00 | 1.9041 | 0.0000 | 0.0000 | ||
| 48 | 2006.09.05 00:00 | close | 24 | 1.00 | 1.9062 | 0.0000 | 0.0000 | -210.95 | 23250.20 |
| 49 | 2006.11.22 00:00 | sell | 25 | 1.00 | 1.8988 | 0.0000 | 0.0000 | ||
| 50 | 2006.11.23 00:00 | close | 25 | 1.00 | 1.9149 | 0.0000 | 0.0000 | -1610.95 | 21639.26 |
| 51 | 2006.12.08 00:00 | buy | 26 | 1.00 | 1.9638 | 0.0000 | 0.0000 | ||
| 52 | 2006.12.11 00:00 | close | 26 | 1.00 | 1.9516 | 0.0000 | 0.0000 | -1220.41 | 20418.84 |
| 53 | 2007.01.29 00:00 | buy | 27 | 1.00 | 1.9603 | 0.0000 | 0.0000 | ||
| 54 | 2007.01.31 00:00 | close | 27 | 1.00 | 1.9626 | 0.0000 | 0.0000 | 229.17 | 20648.01 |