Strategy Tester Report
volatility breakout

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2005.09.12 01:00 - 2006.02.15 12:00
ModelControl points (based on the nearest less timeframe with fractal interpolation of 12 control points)
ParametersExpert_Name="---- SimpleDailyRangeBreakExpert_v1.0 ----"; Magic=1007; Slippage=6; Trace=false; Main_Parameters=" Trade Volume & Trade Method"; Lots=2; TrailingStop=false; InitialStop=true; Data=" Input Data "; BuyPercent=130; SellPercent=130; StopPercent=70; TradePeriod=5; Trade=" Trade Days of Week"; Monday=true; Tuesday=false; Wednesday=false; Thursday=false; Friday=true; MM_Parameters=" MoneyManagement by L.Williams "; MM=true; MMRisk=0.2; LossMax=1000;
Bars in test2780Ticks modelled31199Modelling quality43.58%
Initial deposit10000.00
Total net profit31615.30Gross profit45140.50Gross loss-13525.20
Profit factor3.34Expected payoff3951.91
Absolute drawdown0.00Maximal drawdown (%)13525.20 (24.5%)
Total trades8Short positions (won %)3 (100.00%)Long positions (won %)5 (80.00%)
Profit trades (% of total)7 (87.50%)Loss trades (% of total)1 (12.50%)
Largestprofit trade17644.35loss trade-13525.20
Averageprofit trade6448.64loss trade-13525.20
Maximumconsecutive wins (profit in money)7 (45140.50)consecutive losses (loss in money)1 (-13525.20)
Maximalconsecutive profit (count of wins)45140.50 (7)consecutive loss (count of losses)-13525.20 (1)
Averageconsecutive wins7consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.09.12 01:00buy stop14.001.85531.84800.0000
22005.09.12 01:00sell stop24.001.82731.83460.0000
32005.09.12 09:38sell24.001.82731.83460.0000
42005.09.12 09:43delete14.001.85531.84800.0000
52005.09.13 00:00close24.001.81941.83460.00003139.0013139.00
62005.09.16 00:00buy stop35.301.83251.81850.0000
72005.09.16 00:00sell stop45.301.77951.79350.0000
82005.09.19 00:00delete45.301.77951.79350.0000
92005.09.19 00:00delete35.301.83251.81850.0000
102005.09.19 00:00buy stop55.301.82511.81600.0000
112005.09.19 00:00sell stop65.301.79071.79980.0000
122005.09.20 00:00delete65.301.79071.79980.0000
132005.09.20 00:00delete55.301.82511.81600.0000
142005.09.23 00:00buy stop75.301.82581.80690.0000
152005.09.23 00:00sell stop85.301.75501.77390.0000
162005.09.26 00:00delete85.301.75501.77390.0000
172005.09.26 00:00delete75.301.82581.80690.0000
182005.09.26 00:00buy stop95.301.79561.78320.0000
192005.09.26 00:00sell stop105.301.74861.76100.0000
202005.09.27 00:00delete105.301.74861.76100.0000
212005.09.27 00:00delete95.301.79561.78320.0000
222005.09.30 00:00buy stop115.301.77521.76770.0000
232005.09.30 00:00sell stop125.301.74661.75410.0000
242005.10.03 00:00delete125.301.74661.75410.0000
252005.10.03 00:00delete115.301.77521.76770.0000
262005.10.03 00:00buy stop135.301.78381.77220.0000
272005.10.03 00:00sell stop145.301.73981.75140.0000
282005.10.04 00:00delete145.301.73981.75140.0000
292005.10.04 00:00delete135.301.78381.77220.0000
302005.10.07 00:00buy stop155.301.80031.78890.0000
312005.10.07 00:00sell stop165.301.75731.76870.0000
322005.10.10 00:00delete165.301.75731.76870.0000
332005.10.10 00:00delete155.301.80031.78890.0000
342005.10.10 00:00buy stop175.301.78821.77320.0000
352005.10.10 00:00sell stop185.301.73181.74680.0000
362005.10.11 00:00delete185.301.73181.74680.0000
372005.10.11 00:00delete175.301.78821.77320.0000
382005.10.14 00:00buy stop195.301.77381.76470.0000
392005.10.14 00:00sell stop205.301.73921.74830.0000
402005.10.17 00:00delete205.301.73921.74830.0000
412005.10.17 00:00delete195.301.77381.76470.0000
422005.10.17 00:00buy stop215.301.79661.78120.0000
432005.10.17 00:00sell stop225.301.73841.75380.0000
442005.10.18 00:00delete225.301.73841.75380.0000
452005.10.18 00:00delete215.301.79661.78120.0000
462005.10.21 00:00buy stop235.301.79461.78360.0000
472005.10.21 00:00sell stop245.301.75301.76400.0000
482005.10.24 00:00delete245.301.75301.76400.0000
492005.10.24 00:00delete235.301.79461.78360.0000
502005.10.24 00:00buy stop255.301.78701.77580.0000
512005.10.24 00:00sell stop265.301.74461.75580.0000
522005.10.25 00:00delete265.301.74461.75580.0000
532005.10.25 00:00delete255.301.78701.77580.0000
542005.10.28 00:00buy stop275.301.80521.79350.0000
552005.10.28 00:00sell stop285.301.76081.77250.0000
562005.10.31 00:00delete285.301.76081.77250.0000
572005.10.31 00:00delete275.301.80521.79350.0000
582005.10.31 00:00buy stop295.301.79121.78210.0000
592005.10.31 00:00sell stop305.301.75641.76550.0000
602005.11.01 00:00delete305.301.75641.76550.0000
612005.11.01 00:00delete295.301.79121.78210.0000
622005.11.04 00:00buy stop315.301.78351.77650.0000
632005.11.04 00:00sell stop325.301.75691.76390.0000
642005.11.04 16:10sell325.301.75691.76390.0000
652005.11.04 16:15delete315.301.78351.77650.0000
662005.11.07 00:00close325.301.74631.76390.00005590.1818729.17
672005.11.07 00:00buy stop333.801.77931.76150.0000
682005.11.07 00:00sell stop343.801.71251.73030.0000
692005.11.08 00:00delete343.801.71251.73030.0000
702005.11.08 00:00delete333.801.77931.76150.0000
712005.11.11 00:00buy stop357.501.75661.74850.0000
722005.11.11 00:00sell stop367.501.72561.73370.0000
732005.11.14 00:00delete367.501.72561.73370.0000
742005.11.14 00:00delete357.501.75661.74850.0000
752005.11.14 00:00buy stop377.501.75031.74610.0000
762005.11.14 00:00sell stop387.501.73371.73790.0000
772005.11.15 00:00delete387.501.73371.73790.0000
782005.11.15 00:00delete377.501.75031.74610.0000
792005.11.18 00:00buy stop397.501.72871.72340.0000
802005.11.18 00:00sell stop407.501.70811.71340.0000
812005.11.21 00:00delete407.501.70811.71340.0000
822005.11.21 00:00delete397.501.72871.72340.0000
832005.11.21 00:00buy stop417.501.73401.72490.0000
842005.11.21 00:00sell stop427.501.69961.70870.0000
852005.11.22 00:00delete427.501.69961.70870.0000
862005.11.22 00:00delete417.501.73401.72490.0000
872005.11.25 00:00buy stop437.501.73391.72780.0000
882005.11.25 00:00sell stop447.501.71031.71640.0000
892005.11.28 00:00delete447.501.71031.71640.0000
902005.11.28 00:00delete437.501.73391.72780.0000
912005.11.28 00:00buy stop457.501.72711.71940.0000
922005.11.28 00:00sell stop467.501.69751.70520.0000
932005.11.28 19:44buy457.501.72711.71940.0000
942005.11.28 19:44delete467.501.69751.70520.0000
952005.11.29 00:00close457.501.72871.71940.00001216.8819946.05
962005.12.02 00:00buy stop478.001.74301.73720.0000
972005.12.02 00:00sell stop488.001.72061.72640.0000
982005.12.05 00:00delete488.001.72061.72640.0000
992005.12.05 00:00delete478.001.74301.73720.0000
1002005.12.05 00:00buy stop498.001.74851.73940.0000
1012005.12.05 00:00sell stop508.001.71411.72320.0000
1022005.12.06 00:00delete508.001.71411.72320.0000
1032005.12.06 00:00delete498.001.74851.73940.0000
1042005.12.09 00:00buy stop518.001.78331.76690.0000
1052005.12.09 00:00sell stop528.001.72171.73810.0000
1062005.12.12 00:00delete528.001.72171.73810.0000
1072005.12.12 00:00delete518.001.78331.76690.0000
1082005.12.12 00:00buy stop538.001.76441.75710.0000
1092005.12.12 00:00sell stop548.001.73641.74370.0000
1102005.12.12 10:20buy538.001.76441.75710.0000
1112005.12.12 10:20delete548.001.73641.74370.0000
1122005.12.13 00:00close538.001.77491.75710.00008418.0028364.05
1132005.12.16 00:00buy stop5511.301.78351.77350.0000
1142005.12.16 00:00sell stop5611.301.74571.75570.0000
1152005.12.19 00:00delete5611.301.74571.75570.0000
1162005.12.19 00:00delete5511.301.78351.77350.0000
1172005.12.19 00:00buy stop5711.301.78821.78000.0000
1182005.12.19 00:00sell stop5811.301.75681.76500.0000
1192005.12.20 00:00delete5811.301.75681.76500.0000
1202005.12.20 00:00delete5711.301.78821.78000.0000
1212005.12.23 00:00buy stop5911.301.75361.74520.0000
1222005.12.23 00:00sell stop6011.301.72141.72980.0000
1232005.12.26 00:00delete6011.301.72141.72980.0000
1242005.12.26 00:00delete5911.301.75361.74520.0000
1252005.12.26 00:00buy stop6111.301.74591.73920.0000
1262005.12.26 00:00sell stop6211.301.72011.72680.0000
1272005.12.27 00:00delete6211.301.72011.72680.0000
1282005.12.27 00:00delete6111.301.74591.73920.0000
1292005.12.30 00:00buy stop6311.301.73961.73170.0000
1302005.12.30 00:00sell stop6411.301.70941.71730.0000
1312006.01.02 00:00delete6411.301.70941.71730.0000
1322006.01.02 00:00delete6311.301.73961.73170.0000
1332006.01.02 00:00buy stop6511.301.73861.72980.0000
1342006.01.02 00:00sell stop6611.301.70501.71380.0000
1352006.01.03 00:00delete6611.301.70501.71380.0000
1362006.01.03 00:00delete6511.301.73861.72980.0000
1372006.01.06 00:00buy stop6711.301.76841.76120.0000
1382006.01.06 00:00sell stop6811.301.74081.74800.0000
1392006.01.06 15:54buy6711.301.76841.76120.0000
1402006.01.06 15:54delete6811.301.74081.74800.0000
1412006.01.09 00:00close6711.301.77041.76120.00002285.4330649.47
1422006.01.09 00:00buy stop694.301.79771.78320.0000
1432006.01.09 00:00sell stop704.301.74311.75760.0000
1442006.01.10 00:00delete704.301.74311.75760.0000
1452006.01.10 00:00delete694.301.79771.78320.0000
1462006.01.13 00:00buy stop7112.301.77991.76960.0000
1472006.01.13 00:00sell stop7212.301.74091.75120.0000
1482006.01.16 00:00delete7212.301.74091.75120.0000
1492006.01.16 00:00delete7112.301.77991.76960.0000
1502006.01.16 00:00buy stop7312.301.80171.78860.0000
1512006.01.16 00:00sell stop7412.301.75231.76540.0000
1522006.01.17 00:00delete7412.301.75231.76540.0000
1532006.01.17 00:00delete7312.301.80171.78860.0000
1542006.01.20 00:00buy stop7512.301.77221.76430.0000
1552006.01.20 00:00sell stop7612.301.74201.74990.0000
1562006.01.20 20:39buy7512.301.77221.76430.0000
1572006.01.20 20:39delete7612.301.74201.74990.0000
1582006.01.24 00:00close7512.301.78651.76430.000017644.3548293.82
1592006.01.27 00:00buy stop7719.301.79471.78680.0000
1602006.01.27 00:00sell stop7819.301.76471.77260.0000
1612006.01.30 00:00delete7819.301.76471.77260.0000
1622006.01.30 00:00delete7719.301.79471.78680.0000
1632006.01.30 00:00buy stop7919.301.79531.78040.0000
1642006.01.30 00:00sell stop8019.301.73931.75420.0000
1652006.01.31 00:00delete8019.301.73931.75420.0000
1662006.01.31 00:00delete7919.301.79531.78040.0000
1672006.02.03 00:00buy stop8119.301.79371.78650.0000
1682006.02.03 00:00sell stop8219.301.76631.77350.0000
1692006.02.03 15:05sell8219.301.76631.77350.0000
1702006.02.03 15:10delete8119.301.79371.78650.0000
1712006.02.06 00:00close8219.301.76271.77350.00006846.6855140.50
1722006.02.06 00:00buy stop838.401.79081.77570.0000
1732006.02.06 00:00sell stop848.401.73381.74890.0000
1742006.02.07 00:00delete848.401.73381.74890.0000
1752006.02.07 00:00delete838.401.79081.77570.0000
1762006.02.10 00:00buy stop8522.101.75391.74780.0000
1772006.02.10 00:00sell stop8622.101.73031.73640.0000
1782006.02.10 14:59buy8522.101.75391.74780.0000
1792006.02.10 14:59delete8622.101.73031.73640.0000
1802006.02.10 16:34s/l8522.101.74781.74780.0000-13525.2041615.30
1812006.02.13 00:00buy stop8716.601.76551.75430.0000
1822006.02.13 00:00sell stop8816.601.72291.73410.0000
1832006.02.14 00:00delete8816.601.72291.73410.0000
1842006.02.14 00:00delete8716.601.76551.75430.0000