Strategy Tester Report
Daily Runner v01 Std Account

SymbolGBPUSD (Great Britain Pound vs US Dollar)
PeriodDaily (D1) 2007.01.02 00:00 - 2007.06.20 00:00 (2007.01.01 - 2007.06.20)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=2; TrailingStop=0; Stop=30; TP=90; BE=30;
Bars in test1877Ticks modelled595441Modelling quality90.00%
Initial deposit14285.00
Total net profit4889.05Gross profit6971.55Gross loss-2082.50
Profit factor3.35Expected payoff94.02
Absolute drawdown0.00Maximal drawdown1032.50 (5.95%)Relative drawdown5.95% (1032.50)
Total trades52Short positions (won %)21 (33.33%)Long positions (won %)31 (93.55%)
Profit trades (% of total)36 (69.23%)Loss trades (% of total)16 (30.77%)
Largestprofit trade868.00loss trade-840.00
Averageprofit trade193.65loss trade-130.16
Maximumconsecutive wins (profit in money)13 (2845.05)consecutive losses (loss in money)4 (-168.00)
Maximalconsecutive profit (count of wins)2845.05 (13)consecutive loss (count of losses)-938.00 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12007.01.09 00:03buy stop14.001.94161.93861.9476
22007.01.09 01:05buy14.001.94161.93861.9476
32007.01.09 08:48close12.001.94461.93861.9476420.0014705.00
42007.01.09 08:48buy22.001.94161.93861.9476
52007.01.09 08:48close21.001.94471.93861.9476217.0014922.00
62007.01.09 08:48buy31.001.94161.93861.9476
72007.01.09 08:48close30.501.94481.93861.9476112.0015034.00
82007.01.09 08:48buy40.501.94161.93861.9476
92007.01.09 08:48modify40.501.94161.94201.9476
102007.01.09 09:10s/l40.501.94201.94201.947614.0015048.00
112007.01.10 07:00sell stop54.001.93651.93951.9305
122007.01.10 07:35sell54.001.93651.93951.9305
132007.01.10 07:35close52.001.93671.93951.9305-28.0015020.00
142007.01.10 07:35sell62.001.93651.93951.9305
152007.01.10 07:36close61.001.93681.93951.9305-21.0014999.00
162007.01.10 07:36sell71.001.93651.93951.9305
172007.01.10 07:36close70.501.93691.93951.9305-14.0014985.00
182007.01.10 07:36sell80.501.93651.93951.9305
192007.01.10 08:00s/l80.501.93951.93951.9305-105.0014880.00
202007.01.12 07:00buy stop91.001.94551.94251.9515
212007.01.12 07:03buy91.001.94551.94251.9515
222007.01.12 10:48close90.501.94861.94251.9515108.5014988.50
232007.01.12 10:48buy100.501.94551.94251.9515
242007.01.12 10:49modify100.501.94551.94591.9515
252007.01.12 14:30s/l100.501.94591.94591.951514.0015002.50
262007.01.16 07:06buy stop114.001.96531.96231.9713
272007.01.16 07:07buy114.001.96531.96231.9713
282007.01.16 08:41close112.001.96841.96231.9713434.0015436.50
292007.01.16 08:41buy122.001.96531.96231.9713
302007.01.16 08:41close121.001.96841.96231.9713217.0015653.50
312007.01.16 08:41buy131.001.96531.96231.9713
322007.01.16 08:42close130.501.96841.96231.9713108.5015762.00
332007.01.16 08:42buy140.501.96531.96231.9713
342007.01.16 08:42modify140.501.96531.96571.9713
352007.01.16 09:59s/l140.501.96571.96571.971314.0015776.00
362007.01.18 00:01buy stop154.001.97271.96971.9787
372007.01.18 03:09buy154.001.97271.96971.9787
382007.01.18 09:04close152.001.97571.96971.9787420.0016196.00
392007.01.18 09:04buy162.001.97271.96971.9787
402007.01.18 09:04close161.001.97581.96971.9787217.0016413.00
412007.01.18 09:04buy171.001.97271.96971.9787
422007.01.18 09:04close170.501.97611.96971.9787119.0016532.00
432007.01.18 09:04buy180.501.97271.96971.9787
442007.01.18 09:04modify180.501.97271.97311.9787
452007.01.18 10:18s/l180.501.97311.97311.978714.0016546.00
462007.01.19 07:01buy stop194.001.97631.97331.9823
472007.01.19 07:29buy194.001.97631.97331.9823
482007.01.19 10:13s/l194.001.97331.97331.9823-840.0015706.00
492007.01.24 07:00buy stop208.001.98331.98031.9893
502007.04.13 03:31buy208.001.98331.98031.9893
512007.04.13 08:28close204.001.98641.98031.9893868.0016574.00
522007.04.13 08:28buy214.001.98331.98031.9893
532007.04.13 08:28close212.001.98641.98031.9893434.0017008.00
542007.04.13 08:28buy222.001.98331.98031.9893
552007.04.13 08:28close221.001.98651.98031.9893224.0017232.00
562007.04.13 08:28buy231.001.98331.98031.9893
572007.04.13 08:28close230.501.98661.98031.9893115.5017347.50
582007.04.13 08:28buy240.501.98331.98031.9893
592007.04.13 08:28modify240.501.98331.98371.9893
602007.04.13 16:39s/l240.501.98371.98371.989314.0017361.50
612007.04.24 11:59sell stop254.001.99832.00131.9923
622007.04.26 11:59sell254.001.99832.00131.9923
632007.04.26 11:59close252.001.99852.00131.9923-28.0017333.50
642007.04.26 11:59sell262.001.99832.00131.9923
652007.04.26 11:59close261.001.99862.00131.9923-21.0017312.50
662007.04.26 11:59sell271.001.99832.00131.9923
672007.04.26 11:59close270.501.99872.00131.9923-14.0017298.50
682007.04.26 11:59sell280.501.99832.00131.9923
692007.04.26 11:59modify280.501.99831.99791.9923
702007.04.26 12:09s/l280.501.99791.99791.992314.0017312.50
712007.05.02 07:54sell stop294.001.99631.99931.9903
722007.05.02 07:55sell294.001.99631.99931.9903
732007.05.02 07:55close292.001.99641.99931.9903-14.0017298.50
742007.05.02 07:55sell302.001.99631.99931.9903
752007.05.02 07:56close301.001.99631.99931.99030.0017298.50
762007.05.02 07:56sell311.001.99631.99931.9903
772007.05.02 07:56close310.501.99641.99931.9903-3.5017295.00
782007.05.02 07:56sell320.501.99631.99931.9903
792007.05.02 08:11modify320.501.99631.99591.9903
802007.05.02 10:44s/l320.501.99591.99591.990314.0017309.00
812007.05.04 07:00sell stop334.001.98531.98831.9793
822007.05.04 09:42sell334.001.98531.98831.9793
832007.05.04 09:42close332.001.98551.98831.9793-28.0017281.00
842007.05.04 09:42sell342.001.98531.98831.9793
852007.05.04 09:42close341.001.98561.98831.9793-21.0017260.00
862007.05.04 09:42sell351.001.98531.98831.9793
872007.05.04 09:42close350.501.98551.98831.9793-7.0017253.00
882007.05.04 09:42sell360.501.98531.98831.9793
892007.05.04 09:52modify360.501.98531.98491.9793
902007.05.04 09:52s/l360.501.98491.98491.979314.0017267.00
912007.05.16 00:22buy stop374.001.98841.98541.9944
922007.05.23 16:26buy374.001.98841.98541.9944
932007.05.23 19:40s/l374.001.98541.98541.9944-840.0016427.00
942007.05.30 00:12sell stop388.001.97811.98111.9721
952007.05.30 08:50sell388.001.97811.98111.9721
962007.05.30 08:50close384.001.97841.98111.9721-84.0016343.00
972007.05.30 08:50sell394.001.97811.98111.9721
982007.05.30 08:50close392.001.97821.98111.9721-14.0016329.00
992007.05.30 08:50sell402.001.97811.98111.9721
1002007.05.30 08:50close401.001.97801.98111.97217.0016336.00
1012007.05.30 08:50sell411.001.97811.98111.9721
1022007.05.30 08:50close410.501.97811.98111.97210.0016336.00
1032007.05.30 08:50sell420.501.97811.98111.9721
1042007.05.30 09:03modify420.501.97811.97771.9721
1052007.05.30 09:05s/l420.501.97771.97771.972114.0016350.00
1062007.06.05 07:00buy stop434.001.99381.99081.9998
1072007.06.05 09:18buy434.001.99381.99081.9998
1082007.06.05 20:00close434.001.99381.99081.99980.0016350.00
1092007.06.12 10:34buy stop448.001.97171.96871.9777
1102007.06.12 10:34buy448.001.97171.96871.9777
1112007.06.12 14:22close444.001.97481.96871.9777868.0017218.00
1122007.06.12 14:22buy454.001.97171.96871.9777
1132007.06.12 14:23close452.001.97491.96871.9777448.0017666.00
1142007.06.12 14:23buy462.001.97171.96871.9777
1152007.06.12 14:23close461.001.97481.96871.9777217.0017883.00
1162007.06.12 14:23buy471.001.97171.96871.9777
1172007.06.12 14:23close470.501.97481.96871.9777108.5017991.50
1182007.06.12 14:23buy480.501.97171.96871.9777
1192007.06.12 14:24modify480.501.97171.97211.9777
1202007.06.12 19:43t/p480.501.97771.97211.9777210.0018201.50
1212007.06.18 00:03buy stop494.001.97891.97591.9849
1222007.06.18 07:56buy494.001.97891.97591.9849
1232007.06.18 08:52close492.001.98201.97591.9849434.0018635.50
1242007.06.18 08:52buy502.001.97891.97591.9849
1252007.06.18 08:52close501.001.98201.97591.9849217.0018852.50
1262007.06.18 08:52buy511.001.97891.97591.9849
1272007.06.18 08:53close510.501.98211.97591.9849112.0018964.50
1282007.06.18 08:53buy520.501.97891.97591.9849
1292007.06.18 08:53modify520.501.97891.97931.9849
1302007.06.19 07:53t/p520.501.98491.97931.9849209.5419174.04