Strategy Tester Report
BanyTrade_Vegas_Mom_11
| Symbol | GBPUSDm (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2004.06.22 14:00 - 2008.01.04 04:00 (2004.06.16 - 2008.02.09) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | LotsIfNoMM=1; UseMM=false; MMRiskFactor=0.2; MMBalanceExcludeAmt=0; MMBalanceShareDivisor=2; Length=48; Force2MA=144; UseBanyMM=false; RiskModel=1; PipsAdded=15; MaxDailyRange=350; UseOptimalSettings=true; fastPeriod=6; slowPeriod=20; xdni=1; | ||||
| Bars in test | 21883 | Ticks modelled | 5550386 | Modelling quality | 89.59% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 4341.53 | Gross profit | 6321.34 | Gross loss | -1979.81 |
| Profit factor | 3.19 | Expected payoff | 135.67 | ||
| Absolute drawdown | 895.21 | Maximal drawdown | 895.21 (8.95%) | Relative drawdown | 8.95% (895.21) |
| Total trades | 32 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 16 (62.50%) |
| Profit trades (% of total) | 22 (68.75%) | Loss trades (% of total) | 10 (31.25%) | ||
| Largest | profit trade | 585.12 | loss trade | -263.55 | |
| Average | profit trade | 287.33 | loss trade | -197.98 | |
| Maximum | consecutive wins (profit in money) | 16 (4922.00) | consecutive losses (loss in money) | 4 (-773.21) | |
| Maximal | consecutive profit (count of wins) | 4922.00 (16) | consecutive loss (count of losses) | -773.21 (4) | |
| Average | consecutive wins | 6 | consecutive losses | 3 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2004.08.25 09:59 | buy | 1 | 1.00 | 1.7997 | 1.7835 | 1.8472 | ||
| 2 | 2004.08.25 09:59 | buy | 2 | 1.00 | 1.7998 | 1.7835 | 1.8243 | ||
| 3 | 2004.09.03 14:30 | s/l | 1 | 1.00 | 1.7835 | 1.7835 | 1.8472 | -159.80 | 9840.20 |
| 4 | 2004.09.03 14:30 | s/l | 2 | 1.00 | 1.7835 | 1.7835 | 1.8243 | -160.80 | 9679.40 |
| 5 | 2004.09.07 03:59 | buy | 3 | 1.00 | 1.7813 | 1.7695 | 1.8293 | ||
| 6 | 2004.09.07 04:59 | buy | 4 | 1.00 | 1.7820 | 1.7695 | 1.8049 | ||
| 7 | 2004.09.10 16:52 | close | 4 | 1.00 | 1.8015 | 1.7695 | 1.8049 | 196.00 | 9875.40 |
| 8 | 2004.09.24 21:59 | modify | 3 | 1.00 | 1.7813 | 1.7810 | 1.8219 | ||
| 9 | 2004.09.24 21:59 | modify | 3 | 1.00 | 1.7813 | 1.7810 | 1.8218 | ||
| 10 | 2004.09.27 21:59 | modify | 3 | 1.00 | 1.7813 | 1.7810 | 1.8227 | ||
| 11 | 2004.09.28 21:59 | modify | 3 | 1.00 | 1.7813 | 1.7810 | 1.8236 | ||
| 12 | 2004.09.30 21:59 | modify | 3 | 1.00 | 1.7813 | 1.7810 | 1.8244 | ||
| 13 | 2004.10.05 13:19 | s/l | 3 | 1.00 | 1.7810 | 1.7810 | 1.8244 | 2.60 | 9878.00 |
| 14 | 2004.11.29 10:59 | sell | 5 | 1.00 | 1.8860 | 1.8982 | 1.8311 | ||
| 15 | 2004.11.29 10:59 | sell | 6 | 1.00 | 1.8858 | 1.8982 | 1.8566 | ||
| 16 | 2004.11.30 11:24 | s/l | 5 | 1.00 | 1.8982 | 1.8982 | 1.8311 | -122.56 | 9755.45 |
| 17 | 2004.11.30 11:24 | s/l | 6 | 1.00 | 1.8982 | 1.8982 | 1.8566 | -124.56 | 9630.89 |
| 18 | 2004.12.08 09:59 | sell | 7 | 1.00 | 1.9295 | 1.9553 | 1.8628 | ||
| 19 | 2004.12.08 09:59 | sell | 8 | 1.00 | 1.9296 | 1.9553 | 1.8907 | ||
| 20 | 2004.12.16 13:19 | s/l | 7 | 1.00 | 1.9553 | 1.9553 | 1.8628 | -263.55 | 9367.34 |
| 21 | 2004.12.16 13:19 | s/l | 8 | 1.00 | 1.9553 | 1.9553 | 1.8907 | -262.55 | 9104.79 |
| 22 | 2004.12.16 16:59 | sell | 9 | 1.00 | 1.9335 | 1.9596 | 1.8785 | ||
| 23 | 2004.12.16 16:59 | sell | 10 | 1.00 | 1.9334 | 1.9596 | 1.9060 | ||
| 24 | 2004.12.22 12:48 | close | 10 | 1.00 | 1.9134 | 1.9596 | 1.9060 | 197.78 | 9302.57 |
| 25 | 2005.01.03 21:59 | modify | 9 | 1.00 | 1.9335 | 1.9338 | 1.8901 | ||
| 26 | 2005.01.04 16:17 | t/p | 9 | 1.00 | 1.8901 | 1.9338 | 1.8901 | 424.57 | 9727.14 |
| 27 | 2005.07.11 17:59 | buy | 11 | 1.00 | 1.7572 | 1.7310 | 1.8181 | ||
| 28 | 2005.07.11 17:59 | buy | 12 | 1.00 | 1.7572 | 1.7310 | 1.7913 | ||
| 29 | 2005.07.20 16:30 | s/l | 11 | 1.00 | 1.7310 | 1.7310 | 1.8181 | -260.20 | 9466.94 |
| 30 | 2005.07.20 16:30 | s/l | 12 | 1.00 | 1.7310 | 1.7310 | 1.7913 | -260.20 | 9206.74 |
| 31 | 2005.07.21 14:59 | buy | 13 | 1.00 | 1.7498 | 1.7224 | 1.7988 | ||
| 32 | 2005.07.21 14:59 | buy | 14 | 1.00 | 1.7499 | 1.7224 | 1.7720 | ||
| 33 | 2005.08.01 04:40 | close | 14 | 1.00 | 1.7622 | 1.7224 | 1.7720 | 124.80 | 9331.54 |
| 34 | 2005.08.01 21:59 | modify | 13 | 1.00 | 1.7498 | 1.7495 | 1.7902 | ||
| 35 | 2005.08.02 21:59 | modify | 13 | 1.00 | 1.7498 | 1.7495 | 1.7903 | ||
| 36 | 2005.08.03 21:59 | modify | 13 | 1.00 | 1.7498 | 1.7495 | 1.7911 | ||
| 37 | 2005.08.04 21:59 | modify | 13 | 1.00 | 1.7498 | 1.7495 | 1.7920 | ||
| 38 | 2005.08.05 21:59 | modify | 13 | 1.00 | 1.7498 | 1.7495 | 1.7927 | ||
| 39 | 2005.08.08 21:59 | modify | 13 | 1.00 | 1.7498 | 1.7495 | 1.7938 | ||
| 40 | 2005.08.09 21:59 | modify | 13 | 1.00 | 1.7498 | 1.7495 | 1.7948 | ||
| 41 | 2005.08.09 21:59 | modify | 13 | 1.00 | 1.7498 | 1.7495 | 1.7949 | ||
| 42 | 2005.08.09 21:59 | modify | 13 | 1.00 | 1.7498 | 1.7495 | 1.7948 | ||
| 43 | 2005.08.10 11:31 | t/p | 13 | 1.00 | 1.7948 | 1.7495 | 1.7948 | 453.60 | 9785.14 |
| 44 | 2005.10.05 11:59 | buy | 15 | 1.00 | 1.7649 | 1.7466 | 1.8097 | ||
| 45 | 2005.10.05 11:59 | buy | 16 | 1.00 | 1.7651 | 1.7466 | 1.7859 | ||
| 46 | 2005.10.11 15:41 | s/l | 15 | 1.00 | 1.7466 | 1.7466 | 1.8097 | -181.80 | 9603.34 |
| 47 | 2005.10.11 15:41 | s/l | 16 | 1.00 | 1.7466 | 1.7466 | 1.7859 | -183.80 | 9419.54 |
| 48 | 2005.10.13 19:59 | buy | 17 | 1.00 | 1.7542 | 1.7344 | 1.7990 | ||
| 49 | 2005.10.13 19:59 | buy | 18 | 1.00 | 1.7543 | 1.7344 | 1.7746 | ||
| 50 | 2005.10.20 15:58 | close | 18 | 1.00 | 1.7700 | 1.7344 | 1.7746 | 158.40 | 9577.94 |
| 51 | 2005.10.20 21:59 | modify | 17 | 1.00 | 1.7542 | 1.7539 | 1.7962 | ||
| 52 | 2005.10.25 21:59 | modify | 17 | 1.00 | 1.7542 | 1.7539 | 1.7964 | ||
| 53 | 2005.10.26 21:59 | modify | 17 | 1.00 | 1.7542 | 1.7539 | 1.7965 | ||
| 54 | 2005.10.27 21:59 | modify | 17 | 1.00 | 1.7542 | 1.7539 | 1.7973 | ||
| 55 | 2005.11.02 21:59 | modify | 17 | 1.00 | 1.7542 | 1.7539 | 1.7966 | ||
| 56 | 2005.11.04 16:29 | s/l | 17 | 1.00 | 1.7539 | 1.7539 | 1.7966 | 1.40 | 9579.34 |
| 57 | 2005.11.22 21:59 | buy | 19 | 1.00 | 1.7220 | 1.7018 | 1.7687 | ||
| 58 | 2005.11.23 00:59 | buy | 20 | 1.00 | 1.7214 | 1.7018 | 1.7420 | ||
| 59 | 2005.12.02 14:50 | close | 20 | 1.00 | 1.7359 | 1.7018 | 1.7420 | 147.20 | 9726.54 |
| 60 | 2005.12.05 21:59 | modify | 19 | 1.00 | 1.7220 | 1.7217 | 1.7612 | ||
| 61 | 2005.12.06 21:59 | modify | 19 | 1.00 | 1.7220 | 1.7217 | 1.7614 | ||
| 62 | 2005.12.08 21:59 | modify | 19 | 1.00 | 1.7220 | 1.7217 | 1.7621 | ||
| 63 | 2005.12.09 21:59 | modify | 19 | 1.00 | 1.7220 | 1.7217 | 1.7631 | ||
| 64 | 2005.12.09 21:59 | modify | 19 | 1.00 | 1.7220 | 1.7217 | 1.7632 | ||
| 65 | 2005.12.09 21:59 | modify | 19 | 1.00 | 1.7220 | 1.7217 | 1.7631 | ||
| 66 | 2005.12.12 09:55 | t/p | 19 | 1.00 | 1.7631 | 1.7217 | 1.7631 | 415.00 | 10141.54 |
| 67 | 2006.05.17 16:59 | sell | 21 | 1.00 | 1.8852 | 1.9070 | 1.8081 | ||
| 68 | 2006.05.17 16:59 | sell | 22 | 1.00 | 1.8854 | 1.9070 | 1.8370 | ||
| 69 | 2006.05.26 16:27 | close | 22 | 1.00 | 1.8537 | 1.9070 | 1.8370 | 310.89 | 10452.43 |
| 70 | 2006.06.07 21:59 | modify | 21 | 1.00 | 1.8852 | 1.8855 | 1.8334 | ||
| 71 | 2006.06.08 21:59 | modify | 21 | 1.00 | 1.8852 | 1.8855 | 1.8325 | ||
| 72 | 2006.06.09 21:59 | modify | 21 | 1.00 | 1.8852 | 1.8855 | 1.8315 | ||
| 73 | 2006.06.12 21:59 | modify | 21 | 1.00 | 1.8852 | 1.8855 | 1.8307 | ||
| 74 | 2006.06.13 21:59 | modify | 21 | 1.00 | 1.8852 | 1.8855 | 1.8292 | ||
| 75 | 2006.06.14 21:59 | modify | 21 | 1.00 | 1.8852 | 1.8855 | 1.8285 | ||
| 76 | 2006.06.15 21:59 | modify | 21 | 1.00 | 1.8852 | 1.8855 | 1.8283 | ||
| 77 | 2006.06.16 21:59 | modify | 21 | 1.00 | 1.8852 | 1.8855 | 1.8282 | ||
| 78 | 2006.06.19 21:59 | modify | 21 | 1.00 | 1.8852 | 1.8855 | 1.8275 | ||
| 79 | 2006.06.20 21:59 | modify | 21 | 1.00 | 1.8852 | 1.8855 | 1.8269 | ||
| 80 | 2006.06.21 21:59 | modify | 21 | 1.00 | 1.8852 | 1.8855 | 1.8265 | ||
| 81 | 2006.06.22 16:26 | t/p | 21 | 1.00 | 1.8265 | 1.8855 | 1.8265 | 565.91 | 11018.34 |
| 82 | 2006.08.11 15:59 | sell | 23 | 1.00 | 1.8940 | 1.9152 | 1.8479 | ||
| 83 | 2006.08.11 15:59 | sell | 24 | 1.00 | 1.8941 | 1.9152 | 1.8728 | ||
| 84 | 2006.08.18 16:24 | close | 24 | 1.00 | 1.8780 | 1.9152 | 1.8728 | 157.12 | 11175.46 |
| 85 | 2006.09.06 21:59 | modify | 23 | 1.00 | 1.8940 | 1.8943 | 1.8643 | ||
| 86 | 2006.09.07 21:59 | modify | 23 | 1.00 | 1.8940 | 1.8943 | 1.8635 | ||
| 87 | 2006.09.08 16:23 | t/p | 23 | 1.00 | 1.8635 | 1.8943 | 1.8635 | 289.46 | 11464.92 |
| 88 | 2006.12.06 14:59 | sell | 25 | 1.00 | 1.9635 | 1.9866 | 1.9053 | ||
| 89 | 2006.12.06 14:59 | sell | 26 | 1.00 | 1.9636 | 1.9866 | 1.9314 | ||
| 90 | 2006.12.18 16:06 | close | 26 | 1.00 | 1.9448 | 1.9866 | 1.9314 | 181.34 | 11646.26 |
| 91 | 2007.01.03 21:59 | modify | 25 | 1.00 | 1.9635 | 1.9638 | 1.9276 | ||
| 92 | 2007.01.04 21:59 | modify | 25 | 1.00 | 1.9635 | 1.9638 | 1.9271 | ||
| 93 | 2007.01.05 16:57 | t/p | 25 | 1.00 | 1.9271 | 1.9638 | 1.9271 | 346.24 | 11992.50 |
| 94 | 2007.07.25 09:59 | sell | 27 | 1.00 | 2.0550 | 2.0699 | 2.0047 | ||
| 95 | 2007.07.25 09:59 | sell | 28 | 1.00 | 2.0551 | 2.0699 | 2.0302 | ||
| 96 | 2007.07.27 12:29 | close | 28 | 1.00 | 2.0316 | 2.0699 | 2.0302 | 232.78 | 12225.28 |
| 97 | 2007.07.27 21:59 | modify | 27 | 1.00 | 2.0550 | 2.0553 | 2.0042 | ||
| 98 | 2007.07.30 21:59 | modify | 27 | 1.00 | 2.0550 | 2.0553 | 2.0040 | ||
| 99 | 2007.08.07 21:59 | modify | 27 | 1.00 | 2.0550 | 2.0553 | 2.0056 | ||
| 100 | 2007.08.10 21:59 | modify | 27 | 1.00 | 2.0550 | 2.0553 | 2.0051 | ||
| 101 | 2007.08.10 21:59 | modify | 27 | 1.00 | 2.0550 | 2.0553 | 2.0052 | ||
| 102 | 2007.08.10 21:59 | modify | 27 | 1.00 | 2.0550 | 2.0553 | 2.0051 | ||
| 103 | 2007.08.13 21:59 | modify | 27 | 1.00 | 2.0550 | 2.0553 | 2.0041 | ||
| 104 | 2007.08.14 10:30 | t/p | 27 | 1.00 | 2.0041 | 2.0553 | 2.0041 | 497.90 | 12723.18 |
| 105 | 2007.08.17 16:59 | buy | 29 | 1.00 | 1.9876 | 1.9605 | 2.0394 | ||
| 106 | 2007.08.17 16:59 | buy | 30 | 1.00 | 1.9880 | 1.9605 | 2.0171 | ||
| 107 | 2007.08.24 14:56 | close | 30 | 1.00 | 2.0095 | 1.9605 | 2.0171 | 216.40 | 12939.58 |
| 108 | 2007.08.24 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0345 | ||
| 109 | 2007.08.27 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0347 | ||
| 110 | 2007.08.29 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0343 | ||
| 111 | 2007.08.29 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0342 | ||
| 112 | 2007.08.29 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0343 | ||
| 113 | 2007.08.29 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0342 | ||
| 114 | 2007.08.29 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0343 | ||
| 115 | 2007.08.31 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0347 | ||
| 116 | 2007.09.03 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0353 | ||
| 117 | 2007.09.04 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0354 | ||
| 118 | 2007.09.05 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0360 | ||
| 119 | 2007.09.06 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0367 | ||
| 120 | 2007.09.07 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0377 | ||
| 121 | 2007.09.10 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0386 | ||
| 122 | 2007.09.11 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0398 | ||
| 123 | 2007.09.12 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0408 | ||
| 124 | 2007.09.13 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0416 | ||
| 125 | 2007.09.21 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0374 | ||
| 126 | 2007.09.24 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0379 | ||
| 127 | 2007.09.25 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0382 | ||
| 128 | 2007.09.25 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0383 | ||
| 129 | 2007.09.26 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0382 | ||
| 130 | 2007.09.27 21:59 | modify | 29 | 1.00 | 1.9876 | 1.9873 | 2.0390 | ||
| 131 | 2007.09.28 17:14 | t/p | 29 | 1.00 | 2.0390 | 1.9873 | 2.0390 | 522.40 | 13461.98 |
| 132 | 2007.11.09 13:59 | sell | 31 | 1.00 | 2.0960 | 2.1207 | 2.0408 | ||
| 133 | 2007.11.09 13:59 | sell | 32 | 1.00 | 2.0958 | 2.1207 | 2.0663 | ||
| 134 | 2007.11.12 14:56 | t/p | 32 | 1.00 | 2.0663 | 2.1207 | 2.0663 | 294.44 | 13756.42 |
| 135 | 2007.11.12 21:59 | modify | 31 | 1.00 | 2.0960 | 2.0963 | 2.0385 | ||
| 136 | 2007.11.12 21:59 | modify | 31 | 1.00 | 2.0960 | 2.0963 | 2.0384 | ||
| 137 | 2007.11.14 21:59 | modify | 31 | 1.00 | 2.0960 | 2.0963 | 2.0385 | ||
| 138 | 2007.11.15 21:59 | modify | 31 | 1.00 | 2.0960 | 2.0963 | 2.0371 | ||
| 139 | 2007.11.16 11:39 | t/p | 31 | 1.00 | 2.0371 | 2.0963 | 2.0371 | 585.12 | 14341.54 |