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=0.4; LossMax=1000;
Bars in test2780Ticks modelled31199Modelling quality43.58%
Initial deposit10000.00
Total net profit92036.05Gross profit189894.85Gross loss-97858.80
Profit factor1.94Expected payoff11504.51
Absolute drawdown0.00Maximal drawdown (%)97858.80 (49.0%)
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 trade83201.00loss trade-97858.80
Averageprofit trade27127.84loss trade-97858.80
Maximumconsecutive wins (profit in money)7 (189894.85)consecutive losses (loss in money)1 (-97858.80)
Maximalconsecutive profit (count of wins)189894.85 (7)consecutive loss (count of losses)-97858.80 (1)
Averageconsecutive wins7consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.09.12 01:00buy stop18.001.85531.84800.0000
22005.09.12 01:00sell stop28.001.82731.83460.0000
32005.09.12 09:38sell28.001.82731.83460.0000
42005.09.12 09:43delete18.001.85531.84800.0000
52005.09.13 00:00close28.001.81941.83460.00006278.0016278.00
62005.09.16 00:00buy stop313.001.83251.81850.0000
72005.09.16 00:00sell stop413.001.77951.79350.0000
82005.09.19 00:00delete413.001.77951.79350.0000
92005.09.19 00:00delete313.001.83251.81850.0000
102005.09.19 00:00buy stop513.001.82511.81600.0000
112005.09.19 00:00sell stop613.001.79071.79980.0000
122005.09.20 00:00delete613.001.79071.79980.0000
132005.09.20 00:00delete513.001.82511.81600.0000
142005.09.23 00:00buy stop713.001.82581.80690.0000
152005.09.23 00:00sell stop813.001.75501.77390.0000
162005.09.26 00:00delete813.001.75501.77390.0000
172005.09.26 00:00delete713.001.82581.80690.0000
182005.09.26 00:00buy stop913.001.79561.78320.0000
192005.09.26 00:00sell stop1013.001.74861.76100.0000
202005.09.27 00:00delete1013.001.74861.76100.0000
212005.09.27 00:00delete913.001.79561.78320.0000
222005.09.30 00:00buy stop1113.001.77521.76770.0000
232005.09.30 00:00sell stop1213.001.74661.75410.0000
242005.10.03 00:00delete1213.001.74661.75410.0000
252005.10.03 00:00delete1113.001.77521.76770.0000
262005.10.03 00:00buy stop1313.001.78381.77220.0000
272005.10.03 00:00sell stop1413.001.73981.75140.0000
282005.10.04 00:00delete1413.001.73981.75140.0000
292005.10.04 00:00delete1313.001.78381.77220.0000
302005.10.07 00:00buy stop1513.001.80031.78890.0000
312005.10.07 00:00sell stop1613.001.75731.76870.0000
322005.10.10 00:00delete1613.001.75731.76870.0000
332005.10.10 00:00delete1513.001.80031.78890.0000
342005.10.10 00:00buy stop1713.001.78821.77320.0000
352005.10.10 00:00sell stop1813.001.73181.74680.0000
362005.10.11 00:00delete1813.001.73181.74680.0000
372005.10.11 00:00delete1713.001.78821.77320.0000
382005.10.14 00:00buy stop1913.001.77381.76470.0000
392005.10.14 00:00sell stop2013.001.73921.74830.0000
402005.10.17 00:00delete2013.001.73921.74830.0000
412005.10.17 00:00delete1913.001.77381.76470.0000
422005.10.17 00:00buy stop2113.001.79661.78120.0000
432005.10.17 00:00sell stop2213.001.73841.75380.0000
442005.10.18 00:00delete2213.001.73841.75380.0000
452005.10.18 00:00delete2113.001.79661.78120.0000
462005.10.21 00:00buy stop2313.001.79461.78360.0000
472005.10.21 00:00sell stop2413.001.75301.76400.0000
482005.10.24 00:00delete2413.001.75301.76400.0000
492005.10.24 00:00delete2313.001.79461.78360.0000
502005.10.24 00:00buy stop2513.001.78701.77580.0000
512005.10.24 00:00sell stop2613.001.74461.75580.0000
522005.10.25 00:00delete2613.001.74461.75580.0000
532005.10.25 00:00delete2513.001.78701.77580.0000
542005.10.28 00:00buy stop2713.001.80521.79350.0000
552005.10.28 00:00sell stop2813.001.76081.77250.0000
562005.10.31 00:00delete2813.001.76081.77250.0000
572005.10.31 00:00delete2713.001.80521.79350.0000
582005.10.31 00:00buy stop2913.001.79121.78210.0000
592005.10.31 00:00sell stop3013.001.75641.76550.0000
602005.11.01 00:00delete3013.001.75641.76550.0000
612005.11.01 00:00delete2913.001.79121.78210.0000
622005.11.04 00:00buy stop3113.001.78351.77650.0000
632005.11.04 00:00sell stop3213.001.75691.76390.0000
642005.11.04 16:10sell3213.001.75691.76390.0000
652005.11.04 16:15delete3113.001.78351.77650.0000
662005.11.07 00:00close3213.001.74631.76390.000013711.7529989.75
672005.11.07 00:00buy stop335.801.77931.76150.0000
682005.11.07 00:00sell stop345.801.71251.73030.0000
692005.11.08 00:00delete345.801.71251.73030.0000
702005.11.08 00:00delete335.801.77931.76150.0000
712005.11.11 00:00buy stop3524.001.75661.74850.0000
722005.11.11 00:00sell stop3624.001.72561.73370.0000
732005.11.14 00:00delete3624.001.72561.73370.0000
742005.11.14 00:00delete3524.001.75661.74850.0000
752005.11.14 00:00buy stop3724.001.75031.74610.0000
762005.11.14 00:00sell stop3824.001.73371.73790.0000
772005.11.15 00:00delete3824.001.73371.73790.0000
782005.11.15 00:00delete3724.001.75031.74610.0000
792005.11.18 00:00buy stop3924.001.72871.72340.0000
802005.11.18 00:00sell stop4024.001.70811.71340.0000
812005.11.21 00:00delete4024.001.70811.71340.0000
822005.11.21 00:00delete3924.001.72871.72340.0000
832005.11.21 00:00buy stop4124.001.73401.72490.0000
842005.11.21 00:00sell stop4224.001.69961.70870.0000
852005.11.22 00:00delete4224.001.69961.70870.0000
862005.11.22 00:00delete4124.001.73401.72490.0000
872005.11.25 00:00buy stop4324.001.73391.72780.0000
882005.11.25 00:00sell stop4424.001.71031.71640.0000
892005.11.28 00:00delete4424.001.71031.71640.0000
902005.11.28 00:00delete4324.001.73391.72780.0000
912005.11.28 00:00buy stop4524.001.72711.71940.0000
922005.11.28 00:00sell stop4624.001.69751.70520.0000
932005.11.28 19:44buy4524.001.72711.71940.0000
942005.11.28 19:44delete4624.001.69751.70520.0000
952005.11.29 00:00close4524.001.72871.71940.00003894.0033883.75
962005.12.02 00:00buy stop4727.101.74301.73720.0000
972005.12.02 00:00sell stop4827.101.72061.72640.0000
982005.12.05 00:00delete4827.101.72061.72640.0000
992005.12.05 00:00delete4727.101.74301.73720.0000
1002005.12.05 00:00buy stop4927.101.74851.73940.0000
1012005.12.05 00:00sell stop5027.101.71411.72320.0000
1022005.12.06 00:00delete5027.101.71411.72320.0000
1032005.12.06 00:00delete4927.101.74851.73940.0000
1042005.12.09 00:00buy stop5127.101.78331.76690.0000
1052005.12.09 00:00sell stop5227.101.72171.73810.0000
1062005.12.12 00:00delete5227.101.72171.73810.0000
1072005.12.12 00:00delete5127.101.78331.76690.0000
1082005.12.12 00:00buy stop5327.101.76441.75710.0000
1092005.12.12 00:00sell stop5427.101.73641.74370.0000
1102005.12.12 10:20buy5327.101.76441.75710.0000
1112005.12.12 10:20delete5427.101.73641.74370.0000
1122005.12.13 00:00close5327.101.77491.75710.000028515.9762399.72
1132005.12.16 00:00buy stop5549.901.78351.77350.0000
1142005.12.16 00:00sell stop5649.901.74571.75570.0000
1152005.12.19 00:00delete5649.901.74571.75570.0000
1162005.12.19 00:00delete5549.901.78351.77350.0000
1172005.12.19 00:00buy stop5749.901.78821.78000.0000
1182005.12.19 00:00sell stop5849.901.75681.76500.0000
1192005.12.20 00:00delete5849.901.75681.76500.0000
1202005.12.20 00:00delete5749.901.78821.78000.0000
1212005.12.23 00:00buy stop5949.901.75361.74520.0000
1222005.12.23 00:00sell stop6049.901.72141.72980.0000
1232005.12.26 00:00delete6049.901.72141.72980.0000
1242005.12.26 00:00delete5949.901.75361.74520.0000
1252005.12.26 00:00buy stop6149.901.74591.73920.0000
1262005.12.26 00:00sell stop6249.901.72011.72680.0000
1272005.12.27 00:00delete6249.901.72011.72680.0000
1282005.12.27 00:00delete6149.901.74591.73920.0000
1292005.12.30 00:00buy stop6349.901.73961.73170.0000
1302005.12.30 00:00sell stop6449.901.70941.71730.0000
1312006.01.02 00:00delete6449.901.70941.71730.0000
1322006.01.02 00:00delete6349.901.73961.73170.0000
1332006.01.02 00:00buy stop6549.901.73861.72980.0000
1342006.01.02 00:00sell stop6649.901.70501.71380.0000
1352006.01.03 00:00delete6649.901.70501.71380.0000
1362006.01.03 00:00delete6549.901.73861.72980.0000
1372006.01.06 00:00buy stop6749.901.76841.76120.0000
1382006.01.06 00:00sell stop6849.901.74081.74800.0000
1392006.01.06 15:54buy6749.901.76841.76120.0000
1402006.01.06 15:54delete6849.901.74081.74800.0000
1412006.01.09 00:00close6749.901.77041.76120.000010092.2872492.00
1422006.01.09 00:00buy stop690.101.79771.78320.0000
1432006.01.09 00:00sell stop700.101.74311.75760.0000
1442006.01.10 00:00delete700.101.74311.75760.0000
1452006.01.10 00:00delete690.101.79771.78320.0000
1462006.01.13 00:00buy stop7158.001.77991.76960.0000
1472006.01.13 00:00sell stop7258.001.74091.75120.0000
1482006.01.16 00:00delete7258.001.74091.75120.0000
1492006.01.16 00:00delete7158.001.77991.76960.0000
1502006.01.16 00:00buy stop7358.001.80171.78860.0000
1512006.01.16 00:00sell stop7458.001.75231.76540.0000
1522006.01.17 00:00delete7458.001.75231.76540.0000
1532006.01.17 00:00delete7358.001.80171.78860.0000
1542006.01.20 00:00buy stop7558.001.77221.76430.0000
1552006.01.20 00:00sell stop7658.001.74201.74990.0000
1562006.01.20 20:39buy7558.001.77221.76430.0000
1572006.01.20 20:39delete7658.001.74201.74990.0000
1582006.01.24 00:00close7558.001.78651.76430.000083201.00155693.00
1592006.01.27 00:00buy stop77124.601.79471.78680.0000
1602006.01.27 00:00sell stop78124.601.76471.77260.0000
1612006.01.30 00:00delete78124.601.76471.77260.0000
1622006.01.30 00:00delete77124.601.79471.78680.0000
1632006.01.30 00:00buy stop79124.601.79531.78040.0000
1642006.01.30 00:00sell stop80124.601.73931.75420.0000
1652006.01.31 00:00delete80124.601.73931.75420.0000
1662006.01.31 00:00delete79124.601.79531.78040.0000
1672006.02.03 00:00buy stop81124.601.79371.78650.0000
1682006.02.03 00:00sell stop82124.601.76631.77350.0000
1692006.02.03 15:05sell82124.601.76631.77350.0000
1702006.02.03 15:10delete81124.601.79371.78650.0000
1712006.02.06 00:00close82124.601.76271.77350.000044201.85199894.85
1722006.02.06 00:00buy stop830.101.79081.77570.0000
1732006.02.06 00:00sell stop840.101.73381.74890.0000
1742006.02.07 00:00delete840.101.73381.74890.0000
1752006.02.07 00:00delete830.101.79081.77570.0000
1762006.02.10 00:00buy stop85159.901.75391.74780.0000
1772006.02.10 00:00sell stop86159.901.73031.73640.0000
1782006.02.10 14:59buy85159.901.75391.74780.0000
1792006.02.10 14:59delete86159.901.73031.73640.0000
1802006.02.10 16:34s/l85159.901.74781.74780.0000-97858.80102036.05
1812006.02.13 00:00buy stop8781.601.76551.75430.0000
1822006.02.13 00:00sell stop8881.601.72291.73410.0000
1832006.02.14 00:00delete8881.601.72291.73410.0000
1842006.02.14 00:00delete8781.601.76551.75430.0000