Strategy Tester Report
SimbaSystem1.3.offical

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)
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 test197514Ticks modelled4261144Modelling quality90.00%
Initial deposit10000.00
Total net profit38137.18Gross profit81626.05Gross loss-43488.87
Profit factor1.88Expected payoff209.54
Absolute drawdown570.01Maximal drawdown3231.03 (8.31%)Relative drawdown14.59% (1861.98)
Total trades182Short positions (won %)88 (38.64%)Long positions (won %)94 (39.36%)
Profit trades (% of total)71 (39.01%)Loss trades (% of total)111 (60.99%)
Largestprofit trade3520.00loss trade-1040.00
Averageprofit trade1149.66loss trade-391.79
Maximumconsecutive wins (profit in money)5 (4415.98)consecutive losses (loss in money)8 (-1651.98)
Maximalconsecutive profit (count of wins)7321.01 (4)consecutive loss (count of losses)-2599.98 (6)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.06.18 02:40buy11.001.83270.00001.8679
22004.06.18 07:00close11.001.82700.00001.8679-570.019429.99
32004.06.22 01:10sell21.001.83420.00001.7990
42004.06.23 09:00close21.001.82790.00001.7990630.0010059.99
52004.06.30 04:25sell31.001.80950.00001.7743
62004.06.30 13:00close31.001.81180.00001.7743-230.009829.99
72004.07.05 09:45buy41.001.83130.00001.8665
82004.07.05 19:00close41.001.82860.00001.8665-270.009559.99
92004.07.07 02:35buy51.001.83940.00001.8746
102004.07.08 11:00close51.001.84970.00001.87461027.0110587.00
112004.07.13 23:45sell61.001.85780.00001.8226
122004.07.16 13:00close61.001.85580.00001.8226200.0010787.00
132004.07.19 09:05buy71.001.87290.00001.9081
142004.07.19 20:00close71.001.86880.00001.9081-410.0010377.00
152004.07.21 09:35sell81.001.85330.00001.8181
162004.07.22 12:00close81.001.84360.00001.8181970.0011347.00
172004.07.28 02:35sell91.001.82330.00001.7881
182004.07.28 23:00close91.001.82510.00001.7881-180.0011167.00
192004.08.02 23:55buy101.001.82530.00001.8605
202004.08.03 09:00close101.001.82210.00001.8605-321.0010846.00
212004.08.09 09:35buy111.001.84160.00001.8768
222004.08.10 11:00close111.001.83610.00001.8768-551.0010295.00
232004.08.11 09:00sell121.001.82940.00001.7942
242004.08.12 02:00close121.001.83250.00001.7942-310.029984.98
252004.08.16 07:25buy131.001.84160.00001.8768
262004.08.17 02:15close131.001.83950.00001.8768-210.999773.99
272004.08.18 05:45sell141.001.82890.00001.7937
282004.08.19 12:00close141.001.82830.00001.793760.019834.00
292004.08.23 16:00sell151.001.81800.00001.7828
302004.08.25 10:00close151.001.79950.00001.78281849.9911683.99
312004.09.03 06:05sell161.001.79140.00001.7562
322004.09.06 13:00close161.001.78060.00001.75621080.0112764.00
332004.09.09 07:25buy171.001.78560.00001.8208
342004.09.09 12:00close171.001.78340.00001.8208-219.9912544.01
352004.09.16 03:00sell181.001.77780.00001.7426
362004.09.16 11:00close181.001.78290.00001.7426-510.0012034.01
372004.09.27 09:35buy191.001.80480.00001.8400
382004.09.29 09:00close191.001.80970.00001.8400488.0012522.01
392004.09.30 00:30sell201.001.80070.00001.7655
402004.09.30 14:00close201.001.80780.00001.7655-709.9911812.02
412004.10.01 04:05buy211.001.81000.00001.8452
422004.10.01 11:10close211.001.80090.00001.8452-910.0010902.02
432004.10.01 20:10sell221.001.79840.00001.7632
442004.10.05 10:00close221.001.78670.00001.76321170.0012072.02
452004.10.18 07:30buy231.001.80320.00001.8384
462004.10.18 17:00close231.001.80030.00001.8384-290.0011782.02
472004.10.20 02:00buy241.001.80280.00001.8380
482004.10.22 12:00close241.001.82260.00001.83801976.0013758.02
492004.10.26 02:10buy251.001.83990.00001.8751
502004.10.26 13:00close251.001.83670.00001.8751-319.9913438.03
512004.10.27 07:00sell261.001.83610.00001.8009
522004.10.27 14:00close261.001.84120.00001.8009-510.0112928.02
532004.10.28 04:55sell271.001.83160.00001.7964
542004.10.28 16:00close271.001.83170.00001.7964-9.9912918.03
552004.11.11 01:40sell281.001.84760.00001.8124
562004.11.12 03:00close281.001.84660.00001.8124100.0013018.03
572004.11.15 09:25buy291.001.85440.00001.8896
582004.11.15 17:00close291.001.84890.00001.8896-550.0012468.03
592004.11.17 01:35buy301.001.85190.00001.8871
602004.11.18 11:00close301.001.85630.00001.8871436.9912905.02
612004.11.19 06:05sell311.001.85190.00001.8167
622004.11.19 11:00close311.001.85600.00001.8167-410.0012495.02
632004.11.23 21:00buy321.001.86800.00001.9032
642004.11.26 07:28t/p321.001.90320.00001.90323515.0016010.02
652004.12.08 18:55sell331.001.93340.00001.8982
662004.12.13 05:00close331.001.91870.00001.89821470.0017480.02
672004.12.14 01:30buy341.001.92210.00001.9573
682004.12.16 16:00close341.001.94000.00001.95731786.0119266.03
692004.12.22 01:05sell351.001.92900.00001.8938
702004.12.23 21:00close351.001.92350.00001.8938550.0019816.03
712004.12.28 01:25buy361.001.93230.00001.9675
722004.12.28 17:00close361.001.92880.00001.9675-350.0019466.03
732004.12.29 22:30sell371.001.91850.00001.8833
742004.12.30 10:00close371.001.92360.00001.8833-510.0018956.03
752005.01.04 03:10sell381.001.90610.00001.8709
762005.01.05 17:00close381.001.88810.00001.87091800.0020756.03
772005.01.13 01:35buy391.001.89000.00001.9252
782005.01.13 12:00close391.001.88550.00001.9252-449.9920306.04
792005.01.17 01:30sell401.001.87090.00001.8357
802005.01.18 12:00close401.001.86850.00001.8357240.0120546.05
812005.01.19 17:20buy411.001.87470.00001.9099
822005.01.20 09:00close411.001.86930.00001.9099-543.0120003.04
832005.01.24 03:00buy421.001.87550.00001.9107
842005.01.25 14:00close421.001.87310.00001.9107-241.0019762.04
852005.01.26 01:30sell431.001.86620.00001.8310
862005.01.26 11:00close431.001.87660.00001.8310-1040.0018722.04
872005.01.28 03:00buy441.001.88730.00001.9225
882005.01.28 13:00close441.001.88260.00001.9225-470.0118252.03
892005.02.07 07:40sell451.001.87500.00001.8398
902005.02.09 11:00close451.001.86330.00001.83981170.0019422.03
912005.02.11 00:15buy461.001.86840.00001.9036
922005.02.11 12:00close461.001.86610.00001.9036-230.0019192.03
932005.02.15 00:35buy471.001.88690.00001.9221
942005.02.16 12:00close471.001.88820.00001.9221129.0019321.03
952005.02.23 02:20buy481.001.90680.00001.9420
962005.03.01 16:00close481.001.91770.00001.94201084.0120405.04
972005.03.02 21:00sell491.001.91300.00001.8778
982005.03.04 15:00close491.001.91210.00001.877890.0120495.05
992005.03.07 03:59buy501.001.92240.00001.9576
1002005.03.07 10:00close501.001.91860.00001.9576-379.9920115.06
1012005.03.09 04:25buy511.001.92740.00001.9626
1022005.03.09 14:00close511.001.92400.00001.9626-339.9919775.07
1032005.03.15 03:20sell521.001.91510.00001.8799
1042005.03.15 12:00close521.001.91910.00001.8799-399.9919375.08
1052005.03.16 05:40sell531.001.91340.00001.8782
1062005.03.16 09:00close531.001.92020.00001.8782-679.9818695.10
1072005.03.17 02:15buy541.001.92460.00001.9598
1082005.03.17 15:00close541.001.91950.00001.9598-510.0018185.10
1092005.03.18 17:40sell551.001.91770.00001.8825
1102005.03.21 00:04close551.001.91990.00001.8825-219.9917965.11
1112005.03.24 04:30sell561.001.87100.00001.8358
1122005.03.29 03:00close561.001.86760.00001.8358340.0118305.12
1132005.03.30 21:15buy571.001.87940.00001.9146
1142005.04.01 18:00close571.001.87800.00001.9146-144.0018161.12
1152005.04.04 20:35sell581.001.87590.00001.8407
1162005.04.05 16:00close581.001.87800.00001.8407-210.0017951.12
1172005.04.11 03:25buy591.001.88170.00001.9169
1182005.04.12 16:00close591.001.88600.00001.9169428.9918380.11
1192005.04.18 03:30buy601.001.88930.00001.9245
1202005.04.20 13:00close601.001.91310.00001.92452378.0120758.12
1212005.04.22 08:00sell611.001.90870.00001.8735
1222005.04.22 12:00close611.001.91360.00001.8735-490.0020268.12
1232005.04.26 23:25sell621.001.90570.00001.8705
1242005.04.27 15:00close621.001.90880.00001.8705-310.0019958.12
1252005.04.28 22:55buy631.001.90640.00001.9416
1262005.04.29 21:00close631.001.90630.00001.9416-11.0119947.11
1272005.05.06 00:00buy641.001.90330.00001.9385
1282005.05.06 10:00close641.001.89650.00001.9385-679.9919267.12
1292005.05.27 01:35sell651.001.82090.00001.7857
1302005.05.27 10:00close651.001.82500.00001.7857-410.0018857.12
1312005.06.02 03:45sell661.001.81210.00001.7769
1322005.06.02 10:00close661.001.81810.00001.7769-599.9918257.13
1332005.06.07 03:35buy671.001.82080.00001.8560
1342005.06.08 20:00close671.001.82850.00001.8560769.0119026.14
1352005.06.10 02:10sell681.001.82170.00001.7865
1362005.06.10 11:00close681.001.82420.00001.7865-250.0018776.14
1372005.06.13 19:35sell691.001.80600.00001.7708
1382005.06.14 11:00close691.001.80960.00001.7708-359.9918416.15
1392005.06.16 02:15buy701.001.82000.00001.8552
1402005.06.21 02:00close701.001.82090.00001.855287.0018503.15
1412005.06.23 04:00sell711.001.82280.00001.7876
1422005.06.24 12:00close711.001.82170.00001.7876109.9918613.14
1432005.06.29 02:20sell721.001.81730.00001.7821
1442005.06.30 08:00close721.001.80840.00001.7821890.0019503.14
1452005.07.04 07:35sell731.001.76340.00001.7282
1462005.07.08 16:00close731.001.74170.00001.72822170.0021673.14
1472005.07.12 01:55buy741.001.75530.00001.7905
1482005.07.13 10:00close741.001.76690.00001.79051158.9922832.13
1492005.07.15 02:55sell751.001.75800.00001.7228
1502005.07.15 09:00close751.001.76270.00001.7228-469.9922362.14
1512005.07.18 04:50sell761.001.75400.00001.7188
1522005.07.21 03:00close761.001.74700.00001.7188699.9923062.13
1532005.07.22 02:35buy771.001.75160.00001.7868
1542005.07.22 13:00close771.001.74810.00001.7868-350.0022712.13
1552005.07.25 10:35sell781.001.73840.00001.7032
1562005.07.25 17:00close781.001.74400.00001.7032-560.0022152.13
1572005.08.01 00:05buy791.001.75600.00001.7912
1582005.08.03 04:00close791.001.76660.00001.79121058.0023210.13
1592005.08.05 22:10sell801.001.77940.00001.7442
1602005.08.08 11:00close801.001.78580.00001.7442-640.0022570.13
1612005.08.08 18:45buy811.001.78570.00001.8209
1622005.08.09 13:00close811.001.78240.00001.8209-331.0022239.13
1632005.08.15 02:45buy821.001.81340.00001.8486
1642005.08.15 13:00close821.001.80920.00001.8486-420.0021819.13
1652005.08.31 02:40sell831.001.78680.00001.7516
1662005.08.31 15:00close831.001.78980.00001.7516-300.0121519.12
1672005.09.01 04:40buy841.001.80190.00001.8371
1682005.09.02 09:42t/p841.001.83710.00001.83713519.0025038.12
1692005.09.05 01:30buy851.001.83780.00001.8730
1702005.09.06 02:00close851.001.84050.00001.8730269.0025307.12
1712005.09.13 07:55sell861.001.82300.00001.7878
1722005.09.14 04:00close861.001.82730.00001.7878-430.0024877.12
1732005.09.16 04:35sell871.001.80760.00001.7724
1742005.09.16 07:00close871.001.81280.00001.7724-520.0024357.12
1752005.09.22 03:50buy881.001.80790.00001.8431
1762005.09.22 12:00close881.001.80280.00001.8431-510.0123847.11
1772005.09.23 01:10sell891.001.79230.00001.7571
1782005.09.30 09:27t/p891.001.75710.00001.75713520.0027367.11
1792005.10.04 02:20sell901.001.75590.00001.7207
1802005.10.04 14:00close901.001.75890.00001.7207-300.0027067.11
1812005.10.06 10:35buy911.001.76860.00001.8038
1822005.10.07 09:00close911.001.77210.00001.8038348.9927416.10
1832005.10.10 08:35sell921.001.76160.00001.7264
1842005.10.12 12:00close921.001.74670.00001.72641490.0028906.10
1852005.10.14 02:25buy931.001.75070.00001.7859
1862005.10.17 12:00close931.001.75840.00001.7859769.0129675.11
1872005.10.20 05:10buy941.001.76040.00001.7956
1882005.10.21 18:00close941.001.76870.00001.7956829.0030504.11
1892005.10.26 02:05buy951.001.78290.00001.8181
1902005.10.26 10:00close951.001.77750.00001.8181-540.0029964.11
1912005.10.27 17:05buy961.001.78250.00001.8177
1922005.10.28 12:00close961.001.78140.00001.8177-111.0029853.11
1932005.10.31 08:05sell971.001.77650.00001.7413
1942005.10.31 10:00close971.001.78100.00001.7413-450.0029403.11
1952005.11.01 08:25sell981.001.76980.00001.7346
1962005.11.02 15:00close981.001.76990.00001.7346-10.0129393.10
1972005.11.03 07:25buy991.001.77450.00001.8097
1982005.11.03 15:00close991.001.77310.00001.8097-140.0029253.10
1992005.11.08 14:55sell1001.001.73820.00001.7030
2002005.11.08 20:00close1001.001.74420.00001.7030-600.0028653.10
2012005.11.17 01:05sell1011.001.71880.00001.6836
2022005.11.18 16:00close1011.001.72020.00001.6836-140.0128513.09
2032005.11.29 02:50buy1021.001.72400.00001.7592
2042005.11.29 14:00close1021.001.72410.00001.759210.0028523.09
2052005.11.30 06:20sell1031.001.71890.00001.6837
2062005.11.30 11:00close1031.001.72340.00001.6837-449.9928073.10
2072005.12.01 06:05buy1041.001.72800.00001.7632
2082005.12.02 13:00close1041.001.72640.00001.7632-161.0027912.10
2092005.12.09 01:40buy1051.001.75070.00001.7859
2102005.12.09 10:00close1051.001.74660.00001.7859-409.9927502.11
2112005.12.12 00:05buy1061.001.75080.00001.7860
2122005.12.13 11:00close1061.001.76850.00001.78601769.0029271.11
2132005.12.21 01:35sell1071.001.75700.00001.7218
2142005.12.27 12:00close1071.001.73610.00001.72182090.0031361.11
2152005.12.29 02:15sell1081.001.72100.00001.6858
2162005.12.29 12:00close1081.001.72190.00001.6858-90.0131271.10
2172005.12.30 22:35sell1091.001.72360.00001.6884
2182006.01.03 04:00close1091.001.72880.00001.6884-520.0030751.10
2192006.01.03 14:25buy1101.001.72610.00001.7613
2202006.01.04 17:11t/p1101.001.76130.00001.76133519.0034270.10
2212006.01.05 00:00buy1111.001.75610.00001.7913
2222006.01.05 10:00close1111.001.75230.00001.7913-380.0033890.10
2232006.01.09 01:30buy1121.001.76810.00001.8033
2242006.01.11 03:00close1121.001.76180.00001.8033-631.9933258.11
2252006.01.16 07:00buy1131.001.77530.00001.8105
2262006.01.16 12:00close1131.001.77020.00001.8105-510.0032748.11
2272006.01.17 20:35sell1141.001.76460.00001.7294
2282006.01.18 10:00close1141.001.76830.00001.7294-370.0032378.11
2292006.01.23 10:00buy1151.001.77490.00001.8101
2302006.01.25 23:00close1151.001.78370.00001.8101878.0033256.11
2312006.01.27 10:45sell1161.001.78120.00001.7460
2322006.01.27 15:00close1161.001.78620.00001.7460-499.9932756.12
2332006.02.03 00:45buy1171.001.77830.00001.8135
2342006.02.03 11:00close1171.001.77530.00001.8135-300.0032456.12
2352006.02.06 01:25sell1181.001.76360.00001.7284
2362006.02.10 07:00close1181.001.74660.00001.72841700.0034156.12
2372006.02.20 09:30buy1191.001.74290.00001.7781
2382006.02.22 12:00close1191.001.74100.00001.7781-191.9933964.13
2392006.02.27 17:40sell1201.001.74170.00001.7065
2402006.02.28 12:00close1201.001.74710.00001.7065-539.9833424.15
2412006.03.01 08:50buy1211.001.75360.00001.7888
2422006.03.01 18:00close1211.001.74720.00001.7888-640.0032784.15
2432006.03.08 03:00sell1221.001.73700.00001.7018
2442006.03.08 09:00close1221.001.74150.00001.7018-450.0032334.15
2452006.03.13 00:55sell1231.001.72760.00001.6924
2462006.03.13 18:00close1231.001.73110.00001.6924-350.0031984.15
2472006.03.14 08:45buy1241.001.73440.00001.7696
2482006.03.15 11:00close1241.001.74230.00001.7696789.0032773.15
2492006.03.16 05:30buy1251.001.74660.00001.7818
2502006.03.17 16:00close1251.001.75310.00001.7818649.0033422.15
2512006.03.22 00:00sell1261.001.74870.00001.7135
2522006.03.24 16:00close1261.001.73750.00001.71351120.0034542.15
2532006.04.19 07:30buy1271.001.78120.00001.8164
2542006.04.20 11:00close1271.001.78410.00001.8164287.0134829.16
2552006.04.21 03:55sell1281.001.77930.00001.7441
2562006.04.21 11:00close1281.001.78170.00001.7441-240.0034589.16
2572006.04.28 03:30buy1291.001.80110.00001.8363
2582006.05.01 15:09t/p1291.001.83630.00001.83633519.0038108.16
2592006.05.05 03:40buy1301.001.85100.00001.8862
2602006.05.08 16:00close1301.001.85880.00001.8862779.0138887.17
2612006.05.15 08:30buy1311.001.89270.00001.9279
2622006.05.15 11:00close1311.001.88470.00001.9279-800.0138087.16
2632006.05.19 05:55buy1321.001.89020.00001.9254
2642006.05.19 10:00close1321.001.88030.00001.9254-990.0037097.16
2652006.05.19 21:15sell1331.001.87800.00001.8428
2662006.05.22 16:00close1331.001.87780.00001.842819.9937117.15
2672006.05.23 01:10buy1341.001.88320.00001.9184
2682006.05.24 00:00close1341.001.87620.00001.9184-701.0036416.15
2692006.05.29 03:15sell1351.001.85960.00001.8244
2702006.05.29 12:00close1351.001.86360.00001.8244-400.0136016.14
2712006.05.31 01:05buy1361.001.88130.00001.9165
2722006.05.31 11:00close1361.001.87770.00001.9165-360.0035656.14
2732006.06.06 08:20sell1371.001.87310.00001.8379
2742006.06.08 14:33t/p1371.001.83790.00001.83793520.0039176.14
2752006.06.14 03:30sell1381.001.83510.00001.7999
2762006.06.14 09:00close1381.001.84060.00001.7999-549.9938626.15
2772006.07.03 01:50buy1391.001.84670.00001.8819
2782006.07.03 18:00close1391.001.84050.00001.8819-620.0038006.15
2792006.07.06 01:45sell1401.001.83570.00001.8005
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2812006.07.10 02:20buy1411.001.84790.00001.8831
2822006.07.10 12:00close1411.001.84360.00001.8831-430.0037386.16
2832006.07.13 03:10sell1421.001.83470.00001.7995
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2852006.07.14 03:25buy1431.001.84080.00001.8760
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2872006.07.17 00:40sell1441.001.83850.00001.8033
2882006.07.18 11:00close1441.001.82500.00001.80331350.0037926.16
2892006.07.20 21:50buy1451.001.84810.00001.8833
2902006.07.24 08:00close1451.001.85240.00001.8833427.9938354.15
2912006.07.26 01:45sell1461.001.84100.00001.8058
2922006.07.26 16:00close1461.001.84370.00001.8058-270.0038084.15
2932006.07.28 22:20buy1471.001.86260.00001.8978
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2972006.08.09 08:15sell1491.001.90450.00001.8693
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2992006.08.11 00:45sell1501.001.89420.00001.8590
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3012006.08.14 03:00sell1511.001.89330.00001.8581
3022006.08.15 15:00close1511.001.89480.00001.8581-149.9940217.18
3032006.08.15 22:05buy1521.001.89320.00001.9284
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3052006.08.18 05:45sell1531.001.88600.00001.8508
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3072006.08.21 21:05buy1541.001.89400.00001.9292
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3092006.08.23 08:55sell1551.001.88890.00001.8537
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3112006.08.25 04:40sell1561.001.88800.00001.8528
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3132006.09.06 03:20sell1571.001.89480.00001.8596
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3152006.09.13 02:15buy1581.001.87240.00001.9076
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3172006.09.21 01:10buy1591.001.88690.00001.9221
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3192006.09.27 23:00sell1601.001.88920.00001.8540
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3212006.10.03 02:25buy1611.001.88640.00001.9216
3222006.10.04 04:00close1611.001.88420.00001.9216-221.0145938.17
3232006.10.09 21:15sell1621.001.86750.00001.8323
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3252006.10.11 04:35sell1631.001.85510.00001.8199
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3272006.10.18 02:45buy1641.001.86980.00001.9050
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3292006.10.23 03:30buy1651.001.88230.00001.9175
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3312006.10.30 01:10buy1661.001.89590.00001.9311
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3332006.11.01 05:00buy1671.001.90740.00001.9426
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3352006.11.06 00:10sell1681.001.90140.00001.8662
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3372006.11.23 03:35buy1691.001.91370.00001.9489
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3412006.12.01 00:35buy1711.001.96500.00002.0002
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3432006.12.04 03:55buy1721.001.97860.00002.0138
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3452006.12.11 08:45sell1731.001.95310.00001.9179
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3492006.12.18 04:35sell1751.001.95440.00001.9192
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3512007.01.03 00:50buy1761.001.97270.00002.0079
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3532007.01.04 04:05sell1771.001.95220.00001.9170
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3552007.01.16 01:15buy1781.001.96320.00001.9984
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3572007.01.26 08:25sell1791.001.96670.00001.9315
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3592007.02.01 04:00buy1801.001.96310.00001.9983
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3612007.02.07 02:10buy1811.001.96870.00002.0039
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3632007.02.09 00:30sell1821.001.95900.00001.9238
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