Strategy Tester Report
ProsourceEA
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | Daily (D1) 2001.05.23 00:00 - 2007.04.06 00:00 (1970.01.01 - 2007.04.06) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | ExitMarket=false; ShowSuitablePeriod=false; ShowMarketInfo=false; ShowAccountStatus=false; ShowStat=false; ShowDecision=false; ShowDirection=false; BlockSell=false; BlockBuy=false; ShowLots=false; BlockStopLoss=true; DisableShadowStopLoss=true; DisableExitSell=false; DisableExitBuy=false; EnableMACD=false; EnableMA=false; EnableFractals=false; EnableCCI=false; EnableLogic=true; EnableLogicTrading=true; EnableADX=false; EnablePivot=false; BlockPipsator=true; EnableMoneyTrain=false; EnableReverseDetector=true; ReverseIndex=3.82; MoneyTrainLevel=4; MACDLevel=10; AutoLots=true; MAXLots=10; AutoDirection=true; ValuesPeriodCount=14; ValuesPeriodCountMax=15; SlipPage=1; Lots=0.1; StopLoss=0; TakeProfit=0; SymbolsCount=2; Risk=1; StopLossIndex=2.5; AutoStopLossIndex=true; StaticStopLoss=15; StopLevel=0; EnableTrailingStop=false; TrailingStopFactor=1; TimeTradeHoursDisabled=""; GMT=2; MagicNumber=123000; | ||||
| Bars in test | 1622 | Ticks modelled | 6014745 | Modelling quality | 84.46% |
| Initial deposit | 50000.00 | ||||
| Total net profit | -46829.30 | Gross profit | 40275.90 | Gross loss | -87105.20 |
| Profit factor | 0.46 | Expected payoff | -2601.63 | ||
| Absolute drawdown | 46829.30 | Maximal drawdown | 87105.20 (96.49%) | Relative drawdown | 96.49% (87105.20) |
| Total trades | 18 | Short positions (won %) | 10 (90.00%) | Long positions (won %) | 8 (100.00%) |
| Profit trades (% of total) | 17 (94.44%) | Loss trades (% of total) | 1 (5.56%) | ||
| Largest | profit trade | 3455.20 | loss trade | -87105.20 | |
| Average | profit trade | 2369.17 | loss trade | -87105.20 | |
| Maximum | consecutive wins (profit in money) | 17 (40275.90) | consecutive losses (loss in money) | 1 (-87105.20) | |
| Maximal | consecutive profit (count of wins) | 40275.90 (17) | consecutive loss (count of losses) | -87105.20 (1) | |
| Average | consecutive wins | 17 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2001.05.25 11:47 | sell | 1 | 10.00 | 1.4177 | 0.0000 | 0.0000 | ||
| 2 | 2001.06.01 14:35 | close | 1 | 10.00 | 1.4153 | 0.0000 | 0.0000 | 1523.20 | 51523.20 |
| 3 | 2001.06.01 14:49 | buy | 2 | 10.00 | 1.4125 | 0.0000 | 0.0000 | ||
| 4 | 2001.06.01 15:49 | close | 2 | 10.00 | 1.4149 | 0.0000 | 0.0000 | 1680.00 | 53203.20 |
| 5 | 2001.06.06 10:09 | buy | 3 | 10.00 | 1.4012 | 0.0000 | 0.0000 | ||
| 6 | 2001.06.15 11:45 | close | 3 | 10.00 | 1.4048 | 0.0000 | 0.0000 | 2312.10 | 55515.30 |
| 7 | 2001.06.15 12:57 | sell | 4 | 10.00 | 1.4103 | 0.0000 | 0.0000 | ||
| 8 | 2001.06.15 15:09 | close | 4 | 10.00 | 1.4064 | 0.0000 | 0.0000 | 2730.00 | 58245.30 |
| 9 | 2001.06.19 13:00 | buy | 5 | 10.00 | 1.3973 | 0.0000 | 0.0000 | ||
| 10 | 2001.06.19 16:25 | close | 5 | 10.00 | 1.3999 | 0.0000 | 0.0000 | 1820.00 | 60065.30 |
| 11 | 2001.06.19 18:40 | buy | 6 | 10.00 | 1.3976 | 0.0000 | 0.0000 | ||
| 12 | 2001.06.19 20:59 | close | 6 | 10.00 | 1.4001 | 0.0000 | 0.0000 | 1750.00 | 61815.30 |
| 13 | 2001.06.21 12:57 | sell | 7 | 10.00 | 1.4077 | 0.0000 | 0.0000 | ||
| 14 | 2001.07.04 13:17 | close | 7 | 10.00 | 1.4027 | 0.0000 | 0.0000 | 3253.60 | 65068.90 |
| 15 | 2001.07.18 16:35 | sell | 8 | 10.00 | 1.4119 | 0.0000 | 0.0000 | ||
| 16 | 2001.11.23 09:04 | close | 8 | 10.00 | 1.4067 | 0.0000 | 0.0000 | 728.00 | 65796.90 |
| 17 | 2001.12.06 15:42 | sell | 9 | 10.00 | 1.4220 | 0.0000 | 0.0000 | ||
| 18 | 2002.01.25 11:38 | close | 9 | 10.00 | 1.4166 | 0.0000 | 0.0000 | 2660.00 | 68456.90 |
| 19 | 2002.02.26 18:45 | buy | 10 | 10.00 | 1.4149 | 0.0000 | 0.0000 | ||
| 20 | 2002.02.27 16:05 | close | 10 | 10.00 | 1.4193 | 0.0000 | 0.0000 | 3061.10 | 71518.00 |
| 21 | 2002.03.12 16:12 | buy | 11 | 10.00 | 1.4093 | 0.0000 | 0.0000 | ||
| 22 | 2002.03.12 17:45 | close | 11 | 10.00 | 1.4136 | 0.0000 | 0.0000 | 3010.00 | 74528.00 |
| 23 | 2002.05.03 16:14 | sell | 12 | 10.00 | 1.4699 | 0.0000 | 0.0000 | ||
| 24 | 2002.05.03 17:25 | close | 12 | 10.00 | 1.4666 | 0.0000 | 0.0000 | 2310.00 | 76838.00 |
| 25 | 2002.05.08 09:24 | buy | 13 | 10.00 | 1.4636 | 0.0000 | 0.0000 | ||
| 26 | 2002.05.30 14:58 | close | 13 | 10.00 | 1.4678 | 0.0000 | 0.0000 | 2486.40 | 79324.40 |
| 27 | 2002.05.30 15:01 | sell | 14 | 10.00 | 1.4673 | 0.0000 | 0.0000 | ||
| 28 | 2002.05.31 14:33 | close | 14 | 10.00 | 1.4637 | 0.0000 | 0.0000 | 2497.60 | 81822.00 |
| 29 | 2002.05.31 19:07 | buy | 15 | 10.00 | 1.4567 | 0.0000 | 0.0000 | ||
| 30 | 2002.06.03 16:38 | close | 15 | 10.00 | 1.4604 | 0.0000 | 0.0000 | 2571.10 | 84393.10 |
| 31 | 2002.06.03 16:40 | sell | 16 | 10.00 | 1.4606 | 0.0000 | 0.0000 | ||
| 32 | 2002.06.05 15:56 | close | 16 | 10.00 | 1.4556 | 0.0000 | 0.0000 | 3455.20 | 87848.30 |
| 33 | 2002.06.13 16:42 | sell | 17 | 10.00 | 1.4738 | 0.0000 | 0.0000 | ||
| 34 | 2002.06.14 02:55 | close | 17 | 10.00 | 1.4703 | 0.0000 | 0.0000 | 2427.60 | 90275.90 |
| 35 | 2002.06.14 12:58 | sell | 18 | 10.00 | 1.4769 | 0.0000 | 0.0000 | ||
| 36 | 2002.11.11 12:38 | close at stop | 18 | 10.00 | 1.5966 | 0.0000 | 0.0000 | -87105.20 | 3170.70 |