Strategy Tester Report
Candles

SymbolGBPUSDm (Great Britain Pound vs US Dollar)
PeriodDaily (D1) 2007.06.01 00:00 - 2007.07.13 00:00 (2007.06.01 - 2007.08.01)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersInitLotsize=0.1; InitTP=20; InitSL=10; Multiplier=1.5; TPincrement=0; MagicNumber=20070714; Slippage=3;
Bars in test3522Ticks modelled175310Modelling quality90.00%
Initial deposit10000.00
Total net profit21.07Gross profit84.58Gross loss-63.51
Profit factor1.33Expected payoff0.64
Absolute drawdown22.13Maximal drawdown42.00 (0.42%)Relative drawdown0.42% (42.00)
Total trades33Short positions (won %)13 (7.69%)Long positions (won %)20 (50.00%)
Profit trades (% of total)11 (33.33%)Loss trades (% of total)22 (66.67%)
Largestprofit trade34.00loss trade-11.30
Averageprofit trade7.69loss trade-2.89
Maximumconsecutive wins (profit in money)3 (26.60)consecutive losses (loss in money)7 (-31.80)
Maximalconsecutive profit (count of wins)34.00 (1)consecutive loss (count of losses)-31.80 (7)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12007.06.01 00:00buy10.101.97951.97851.9815
22007.06.01 00:38s/l10.101.97851.97851.9815-1.009999.00
32007.06.03 00:00buy20.151.98201.98101.9840
42007.06.04 04:04t/p20.151.98401.98101.98402.9910001.99
52007.06.05 00:00buy30.101.99121.99021.9932
62007.06.05 07:18t/p30.101.99321.99021.99322.0010003.99
72007.06.06 00:00buy40.101.99311.99211.9951
82007.06.06 03:18t/p40.101.99511.99211.99512.0010005.99
92007.06.07 00:00sell50.101.99261.99361.9906
102007.06.07 02:31s/l50.101.99361.99361.9906-1.0010004.99
112007.06.08 00:00sell60.151.97811.97911.9761
122007.06.08 00:44s/l60.151.97911.97911.9761-1.5010003.49
132007.06.10 00:00sell70.221.96911.97011.9671
142007.06.10 23:11t/p70.221.96711.97011.96714.4010007.89
152007.06.11 00:00sell80.101.96671.96771.9647
162007.06.11 00:22s/l80.101.96771.96771.9647-1.0010006.89
172007.06.12 00:00buy90.151.96951.96851.9715
182007.06.12 00:46t/p90.151.97151.96851.97153.0010009.89
192007.06.13 00:00buy100.101.97441.97341.9764
202007.06.13 00:08s/l100.101.97341.97341.9764-1.0010008.89
212007.06.14 00:00sell110.151.97221.97321.9702
222007.06.14 00:18s/l110.151.97321.97321.9702-1.5010007.39
232007.06.15 00:00sell120.221.96901.97001.9670
242007.06.15 00:22s/l120.221.97001.97001.9670-2.2010005.19
252007.06.17 00:00buy130.331.97611.97511.9781
262007.06.18 05:01t/p130.331.97811.97511.97816.5910011.78
272007.06.19 00:00buy140.101.98401.98301.9860
282007.06.19 08:47s/l140.101.98301.98301.9860-1.0010010.78
292007.06.20 00:00buy150.151.98781.98681.9898
302007.06.20 08:30t/p150.151.98981.98681.98983.0010013.78
312007.06.21 00:00buy160.101.99271.99171.9947
322007.06.21 00:28s/l160.101.99171.99171.9947-1.0010012.78
332007.06.22 00:00sell170.151.99191.99291.9899
342007.06.22 00:18s/l170.151.99291.99291.9899-1.5010011.28
352007.06.24 00:00buy180.221.99861.99762.0006
362007.06.25 07:17s/l180.221.99761.99762.0006-2.2110009.07
372007.06.26 00:00sell190.331.99801.99901.9960
382007.06.26 01:25s/l190.331.99901.99901.9960-3.3010005.77
392007.06.27 00:00buy200.501.99871.99772.0007
402007.06.27 00:23s/l200.501.99771.99772.0007-5.0010000.77
412007.06.28 00:00buy210.752.00011.99912.0021
422007.06.28 00:51s/l210.751.99911.99912.0021-7.509993.27
432007.06.29 00:00buy221.132.00232.00132.0043
442007.06.29 06:59t/p221.132.00432.00132.004322.6010015.87
452007.07.01 00:00buy230.102.00852.00752.0105
462007.07.02 05:51t/p230.102.01052.00752.01052.0010017.87
472007.07.03 00:00buy240.102.01692.01592.0189
482007.07.03 06:13t/p240.102.01892.01592.01892.0010019.87
492007.07.04 00:00sell250.102.01592.01692.0139
502007.07.04 00:54s/l250.102.01692.01692.0139-1.0010018.87
512007.07.05 00:00sell260.152.01532.01632.0133
522007.07.05 02:49s/l260.152.01632.01632.0133-1.5010017.37
532007.07.06 00:00sell270.222.01112.01212.0091
542007.07.06 01:52s/l270.222.01212.01212.0091-2.2010015.17
552007.07.08 00:00sell280.332.01092.01192.0089
562007.07.08 23:53s/l280.332.01192.01192.0089-3.3010011.87
572007.07.09 00:00buy290.502.01192.01092.0139
582007.07.09 00:07s/l290.502.01092.01092.0139-5.0010006.87
592007.07.10 00:00buy300.752.01582.01482.0178
602007.07.10 05:01s/l300.752.01482.01482.0178-7.509999.37
612007.07.11 00:00buy311.132.02712.02612.0291
622007.07.11 00:05s/l311.132.02612.02612.0291-11.309988.07
632007.07.12 00:00buy321.702.03162.03062.0336
642007.07.12 03:16t/p321.702.03362.03062.033634.0010022.07
652007.07.13 00:00sell330.102.02872.02972.0267
662007.07.13 00:09s/l330.102.02972.02972.0267-1.0010021.07