Strategy Tester Report
SINGAPORE_SLING_hjm2
WHC-Demo (Build 211)
| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2007.10.01 00:00 - 2007.12.21 22:55 (2007.09.30 - 2007.12.22) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | DEPOSIT=10000; MM=true; Balance_STEP=0.1; Lot_STEP=0.1; Lot_1=1; max_Lot=5; drawdown_lotsize=false; a_Turbo=200; a_Coolx=400; t_period=1; C_boost=400; tune=0.2; R1_factor=2; R2_factor=1; trade_START="00:00"; trade_END="00:00"; | ||||
| Bars in test | 18105 | Ticks modelled | 1058740 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 201234.01 | Gross profit | 201234.01 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 6707.80 | |||
| Absolute drawdown | 1040.88 | Maximal drawdown | 29971.46 (63.91%) | Relative drawdown | 63.91% (29971.46) |
| Total trades | 30 | Short positions (won %) | 18 (100.00%) | Long positions (won %) | 12 (100.00%) |
| Profit trades (% of total) | 30 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 20714.75 | loss trade | 0.00 | |
| Average | profit trade | 6707.80 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 30 (201234.01) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 201234.01 (30) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 30 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.10.02 23:35 | buy | 1 | 1.00 | 236.24 | 0.00 | 0.00 | ||
| 2 | 2007.10.02 23:35 | buy | 2 | 1.00 | 236.24 | 0.00 | 0.00 | ||
| 3 | 2007.10.02 23:35 | buy | 3 | 1.00 | 236.24 | 0.00 | 0.00 | ||
| 4 | 2007.10.03 14:49 | close | 1 | 1.00 | 237.33 | 0.00 | 0.00 | 1046.61 | 11046.61 |
| 5 | 2007.10.05 15:56 | close | 2 | 1.00 | 238.30 | 0.00 | 0.00 | 2053.49 | 13100.10 |
| 6 | 2007.10.11 07:10 | close | 3 | 1.00 | 239.45 | 0.00 | 0.00 | 3278.96 | 16379.06 |
| 7 | 2007.10.19 12:55 | sell | 4 | 1.60 | 236.70 | 0.00 | 0.00 | ||
| 8 | 2007.10.19 12:55 | sell | 5 | 1.60 | 236.70 | 0.00 | 0.00 | ||
| 9 | 2007.10.19 12:55 | sell | 6 | 1.60 | 236.70 | 0.00 | 0.00 | ||
| 10 | 2007.10.19 16:34 | close | 4 | 1.60 | 235.57 | 0.00 | 0.00 | 1695.27 | 18074.33 |
| 11 | 2007.10.22 00:00 | close | 5 | 1.60 | 233.99 | 0.00 | 0.00 | 4004.26 | 22078.58 |
| 12 | 2007.10.25 18:25 | close | 6 | 1.60 | 233.75 | 0.00 | 0.00 | 4058.22 | 26136.81 |
| 13 | 2007.10.26 17:05 | buy | 7 | 2.60 | 234.29 | 0.00 | 0.00 | ||
| 14 | 2007.10.26 17:05 | buy | 8 | 2.60 | 234.29 | 0.00 | 0.00 | ||
| 15 | 2007.10.26 17:05 | buy | 9 | 2.60 | 234.29 | 0.00 | 0.00 | ||
| 16 | 2007.10.29 02:00 | close | 7 | 2.60 | 234.40 | 0.00 | 0.00 | 331.66 | 26468.47 |
| 17 | 2007.10.29 02:00 | close | 8 | 2.60 | 234.40 | 0.00 | 0.00 | 331.66 | 26800.12 |
| 18 | 2007.10.29 02:00 | close | 9 | 2.60 | 234.40 | 0.00 | 0.00 | 331.66 | 27131.78 |
| 19 | 2007.11.02 10:45 | sell | 10 | 2.70 | 239.37 | 0.00 | 0.00 | ||
| 20 | 2007.11.02 10:45 | sell | 11 | 2.70 | 239.37 | 0.00 | 0.00 | ||
| 21 | 2007.11.02 10:45 | sell | 12 | 2.70 | 239.37 | 0.00 | 0.00 | ||
| 22 | 2007.11.05 10:41 | close | 10 | 2.70 | 238.20 | 0.00 | 0.00 | 2859.56 | 29991.34 |
| 23 | 2007.11.07 22:57 | close | 11 | 2.70 | 236.67 | 0.00 | 0.00 | 6527.26 | 36518.60 |
| 24 | 2007.11.08 16:05 | close | 12 | 2.70 | 237.53 | 0.00 | 0.00 | 4038.47 | 40557.07 |
| 25 | 2007.11.20 07:20 | sell | 13 | 4.00 | 226.25 | 0.00 | 0.00 | ||
| 26 | 2007.11.20 07:20 | sell | 14 | 4.00 | 226.25 | 0.00 | 0.00 | ||
| 27 | 2007.11.20 07:20 | sell | 15 | 4.00 | 226.25 | 0.00 | 0.00 | ||
| 28 | 2007.11.21 10:16 | close | 13 | 4.00 | 224.33 | 0.00 | 0.00 | 7049.02 | 47606.09 |
| 29 | 2007.11.23 05:27 | close | 14 | 4.00 | 222.96 | 0.00 | 0.00 | 11576.78 | 59182.87 |
| 30 | 2007.11.27 09:25 | close | 15 | 4.00 | 223.75 | 0.00 | 0.00 | 8305.78 | 67488.65 |
| 31 | 2007.11.27 09:45 | buy | 16 | 5.00 | 223.77 | 0.00 | 0.00 | ||
| 32 | 2007.11.27 09:45 | buy | 17 | 5.00 | 223.77 | 0.00 | 0.00 | ||
| 33 | 2007.11.27 09:45 | buy | 18 | 5.00 | 223.77 | 0.00 | 0.00 | ||
| 34 | 2007.11.27 22:35 | close | 16 | 5.00 | 225.66 | 0.00 | 0.00 | 8865.75 | 76354.40 |
| 35 | 2007.11.28 15:48 | close | 17 | 5.00 | 227.49 | 0.00 | 0.00 | 17570.35 | 93924.75 |
| 36 | 2007.12.03 12:05 | close | 18 | 5.00 | 228.03 | 0.00 | 0.00 | 20714.75 | 114639.50 |
| 37 | 2007.12.04 04:40 | sell | 19 | 5.00 | 227.82 | 0.00 | 0.00 | ||
| 38 | 2007.12.04 04:40 | sell | 20 | 5.00 | 227.82 | 0.00 | 0.00 | ||
| 39 | 2007.12.04 04:40 | sell | 21 | 5.00 | 227.82 | 0.00 | 0.00 | ||
| 40 | 2007.12.04 11:10 | close | 19 | 5.00 | 226.25 | 0.00 | 0.00 | 7363.29 | 122002.79 |
| 41 | 2007.12.05 10:30 | close | 20 | 5.00 | 224.69 | 0.00 | 0.00 | 14487.86 | 136490.65 |
| 42 | 2007.12.07 06:30 | close | 21 | 5.00 | 225.12 | 0.00 | 0.00 | 11702.69 | 148193.34 |
| 43 | 2007.12.07 08:50 | buy | 22 | 5.00 | 225.16 | 0.00 | 0.00 | ||
| 44 | 2007.12.07 08:50 | buy | 23 | 5.00 | 225.16 | 0.00 | 0.00 | ||
| 45 | 2007.12.07 08:50 | buy | 24 | 5.00 | 225.16 | 0.00 | 0.00 | ||
| 46 | 2007.12.07 11:22 | close | 22 | 5.00 | 226.50 | 0.00 | 0.00 | 6285.18 | 154478.52 |
| 47 | 2007.12.10 09:53 | close | 23 | 5.00 | 227.69 | 0.00 | 0.00 | 11989.85 | 166468.37 |
| 48 | 2007.12.17 13:15 | close | 24 | 5.00 | 228.79 | 0.00 | 0.00 | 18000.19 | 184468.56 |
| 49 | 2007.12.17 13:20 | sell | 25 | 5.00 | 228.66 | 0.00 | 0.00 | ||
| 50 | 2007.12.17 13:20 | sell | 26 | 5.00 | 228.66 | 0.00 | 0.00 | ||
| 51 | 2007.12.17 13:20 | sell | 27 | 5.00 | 228.66 | 0.00 | 0.00 | ||
| 52 | 2007.12.18 11:20 | close | 25 | 5.00 | 228.36 | 0.00 | 0.00 | 1214.91 | 185683.46 |
| 53 | 2007.12.18 11:20 | close | 26 | 5.00 | 228.36 | 0.00 | 0.00 | 1214.91 | 186898.37 |
| 54 | 2007.12.18 11:20 | close | 27 | 5.00 | 228.36 | 0.00 | 0.00 | 1214.91 | 188113.28 |
| 55 | 2007.12.18 22:55 | sell | 28 | 5.00 | 228.38 | 0.00 | 0.00 | ||
| 56 | 2007.12.18 22:55 | sell | 29 | 5.00 | 228.38 | 0.00 | 0.00 | ||
| 57 | 2007.12.18 22:55 | sell | 30 | 5.00 | 228.38 | 0.00 | 0.00 | ||
| 58 | 2007.12.19 10:30 | close | 28 | 5.00 | 227.33 | 0.00 | 0.00 | 4731.75 | 192845.03 |
| 59 | 2007.12.20 00:03 | close | 29 | 5.00 | 226.22 | 0.00 | 0.00 | 9362.15 | 202207.18 |
| 60 | 2007.12.21 22:59 | close at stop | 30 | 5.00 | 226.25 | 0.00 | 0.00 | 9026.84 | 211234.01 |