Strategy Tester Report
!@!-ATE-1
IKONRoyal-Server (Build 211)

SymbolGBPJPY (Great Britain Pound vs Japanese Yen)
Period1 Hour (H1) 2007.01.02 08:00 - 2008.03.17 23:00 (2007.01.02 - 2008.03.18)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.5; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=60; UseTrailingStop=false; TrailingStop=12;
Bars in test8416Ticks modelled5411207Modelling quality52.49%
Mismatched charts errors34
Initial deposit10000.00
Total net profit21165.80Gross profit82788.88Gross loss-61623.08
Profit factor1.34Expected payoff125.99
Absolute drawdown240.99Maximal drawdown16466.86 (40.42%)Relative drawdown40.42% (16466.86)
Total trades168Short positions (won %)82 (34.15%)Long positions (won %)86 (34.88%)
Profit trades (% of total)58 (34.52%)Loss trades (% of total)110 (65.48%)
Largestprofit trade7033.22loss trade-2606.35
Averageprofit trade1427.39loss trade-560.21
Maximumconsecutive wins (profit in money)4 (10181.44)consecutive losses (loss in money)11 (-4038.21)
Maximalconsecutive profit (count of wins)11680.07 (3)consecutive loss (count of losses)-6442.03 (7)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12007.01.02 12:00buy10.50234.310.000.00
22007.01.03 14:00close10.50233.980.000.00-158.529841.48
32007.01.03 15:00sell20.50233.670.000.00
42007.01.08 18:00close20.50229.760.000.001921.7011763.18
52007.01.08 19:00buy30.50229.790.000.00
62007.01.16 18:00close30.50236.460.000.003531.3015294.48
72007.01.16 19:00sell40.50236.640.000.00
82007.01.17 11:00close40.50237.030.000.00-219.7215074.75
92007.01.17 12:00buy50.50237.120.000.00
102007.01.18 14:00close50.50238.680.000.00839.0015913.75
112007.01.18 15:00sell60.50238.910.000.00
122007.01.22 06:00close60.50239.650.000.00-418.8315494.92
132007.01.22 07:00buy70.50239.760.000.00
142007.01.23 21:00close70.50241.160.000.00733.3316228.25
152007.01.23 22:00sell80.50240.980.000.00
162007.01.29 11:00close80.50238.660.000.001083.4717311.73
172007.01.29 12:00buy90.50238.790.000.00
182007.01.30 18:00close90.50238.660.000.00-55.4217256.31
192007.01.30 19:00sell100.50238.610.000.00
202007.02.02 12:00close100.50238.150.000.00143.5317399.83
212007.02.02 13:00buy110.50238.250.000.00
222007.02.05 08:00close110.50237.380.000.00-436.9016962.93
232007.02.05 09:00sell120.50237.120.000.00
242007.02.06 16:00close120.50236.770.000.00161.6817124.61
252007.02.06 17:00buy130.50237.260.000.00
262007.02.09 10:00close130.50236.730.000.00-215.2416909.37
272007.02.09 11:00sell140.50236.460.000.00
282007.02.12 03:00close140.50238.150.000.00-889.7516019.62
292007.02.12 04:00buy150.50238.100.000.00
302007.02.12 19:00close150.50237.040.000.00-546.4515473.17
312007.02.12 20:00sell160.50237.090.000.00
322007.02.14 15:00close160.50237.030.000.00-6.5115466.66
332007.02.14 16:00buy170.50237.180.000.00
342007.02.15 08:00close170.50235.840.000.00-656.0014810.66
352007.02.15 09:00sell180.50235.670.000.00
362007.02.19 03:00close180.50233.360.000.001153.1715963.83
372007.02.19 04:00buy190.50233.580.000.00
382007.02.26 10:00close190.50236.710.000.001694.7617658.60
392007.02.26 11:00sell200.50236.980.000.00
402007.03.05 19:00close200.50223.080.000.007033.2224691.82
412007.03.05 20:00buy210.50222.810.000.00
422007.03.08 02:00close210.50223.280.000.00300.2824992.10
432007.03.08 03:00sell220.50223.640.000.00
442007.03.08 06:00close220.50224.910.000.00-654.5724337.53
452007.03.08 07:00buy230.50225.620.000.00
462007.03.13 13:00close230.50225.320.000.00-119.8524217.68
472007.03.13 14:00sell240.50225.420.000.00
482007.03.14 22:00close240.50226.730.000.00-693.9023523.78
492007.03.14 23:00buy250.50226.510.000.00
502007.03.23 10:00close250.50231.530.000.002715.4926239.26
512007.03.23 11:00sell260.50231.150.000.00
522007.03.26 15:00close260.50232.450.000.00-688.7525550.51
532007.03.26 16:00buy270.50232.660.000.00
542007.03.27 16:00close270.50231.970.000.00-344.1125206.40
552007.03.27 17:00sell280.50231.680.000.00
562007.03.30 15:00close280.50231.390.000.0055.9125262.30
572007.03.30 16:00buy290.50231.440.000.00
582007.04.04 04:00close290.50234.120.000.001416.3826678.68
592007.04.04 05:00sell300.50234.270.000.00
602007.04.06 18:00close300.50234.670.000.00-281.0126397.67
612007.04.06 19:00buy310.50234.430.000.00
622007.04.09 15:00close310.50233.790.000.00-318.3326079.34
632007.04.09 16:00sell320.50234.010.000.00
642007.04.10 11:00close320.50234.870.000.00-461.9725617.37
652007.04.10 12:00buy330.50234.770.000.00
662007.04.12 11:00close330.50235.680.000.00515.5126132.88
672007.04.12 12:00sell340.50235.760.000.00
682007.04.13 20:00close340.50236.750.000.00-528.9725603.91
692007.04.13 21:00buy350.50236.790.000.00
702007.04.17 09:00close350.50237.520.000.00399.5426003.45
712007.04.17 10:00sell360.50237.700.000.00
722007.04.17 13:00close360.50239.100.000.00-721.5025281.95
732007.04.17 14:00buy370.50239.210.000.00
742007.04.17 20:00close370.50238.500.000.00-366.0124915.94
752007.04.17 21:00sell380.50238.630.000.00
762007.04.25 09:00close380.50237.540.000.00412.0425327.97
772007.04.25 10:00buy390.50237.460.000.00
782007.04.30 11:00close390.50238.130.000.00403.3925731.37
792007.04.30 12:00sell400.50238.340.000.00
802007.04.30 17:00close400.50239.000.000.00-340.1425391.23
812007.04.30 18:00buy410.50238.960.000.00
822007.05.02 09:00close410.50238.990.000.0038.6725429.90
832007.05.02 10:00sell420.50239.020.000.00
842007.05.03 14:00close420.50239.540.000.00-324.1225105.78
852007.05.03 19:00sell430.50239.210.000.00
862007.05.04 21:00close430.50239.450.000.00-142.3924963.39
872007.05.04 22:00buy440.50239.490.000.00
882007.05.07 23:00close440.50239.290.000.00-91.5124871.87
892007.05.08 00:00buy450.50239.430.000.00
902007.05.08 04:00close450.50238.980.000.00-231.9824639.89
912007.05.08 05:00sell460.50239.230.000.00
922007.05.09 18:00close460.50239.220.000.00-13.5624626.33
932007.05.09 19:00buy470.50239.310.000.00
942007.05.10 19:00close470.50237.560.000.00-867.3623758.97
952007.05.10 20:00sell480.50237.380.000.00
962007.05.15 02:00close480.50238.530.000.00-648.8723110.10
972007.05.15 03:00buy490.50238.480.000.00
982007.05.15 12:00close490.50237.950.000.00-273.2322836.87
992007.05.15 13:00sell500.50237.820.000.00
1002007.05.15 18:00close500.50238.850.000.00-530.8622306.01
1012007.05.15 19:00buy510.50238.900.000.00
1022007.05.18 14:00close510.50238.180.000.00-313.1921992.82
1032007.05.18 15:00sell520.50238.360.000.00
1042007.05.21 18:00close520.50239.490.000.00-601.1321391.69
1052007.05.21 19:00buy530.50239.520.000.00
1062007.05.24 04:00close530.50241.540.000.001099.3422491.03
1072007.05.24 05:00sell540.50241.420.000.00
1082007.05.25 19:00close540.50241.610.000.00-116.6422374.39
1092007.05.25 20:00buy550.50241.620.000.00
1102007.05.29 04:00close550.50240.830.000.00-384.0521990.34
1112007.05.29 05:00sell560.50240.860.000.00
1122007.05.31 18:00close560.50241.100.000.00-198.5321791.81
1132007.05.31 19:00buy570.50241.210.000.00
1142007.06.05 15:00close570.50241.910.000.00395.6622187.46
1152007.06.05 16:00sell580.50241.800.000.00
1162007.06.11 01:00close580.50239.440.000.001104.0923291.56
1172007.06.11 02:00buy590.50239.400.000.00
1182007.06.20 06:00close590.50245.090.000.003037.6926329.25
1192007.06.20 13:00buy600.50246.240.000.00
1202007.06.21 01:00close600.50245.920.000.00-130.1626199.08
1212007.06.21 02:00sell610.50246.190.000.00
1222007.06.22 01:00close610.50246.690.000.00-276.4225922.66
1232007.06.22 02:00buy620.50246.660.000.00
1242007.06.25 00:00close620.50247.680.000.00537.4226460.08
1252007.06.25 01:00sell630.50247.670.000.00
1262007.06.29 07:00close630.50247.160.000.00150.5826610.66
1272007.06.29 08:00buy640.50247.250.000.00
1282007.07.02 12:00close640.50246.360.000.00-447.2226163.44
1292007.07.02 13:00sell650.50246.490.000.00
1302007.07.04 08:00close650.50247.160.000.00-382.7525780.70
1312007.07.04 09:00buy660.50247.140.000.00
1322007.07.05 18:00close660.50247.030.000.00-21.9125758.78
1332007.07.05 19:00sell670.50247.000.000.00
1342007.07.06 03:00close670.50247.450.000.00-250.6525508.13
1352007.07.06 04:00buy680.50247.380.000.00
1362007.07.10 04:00close680.50248.430.000.00564.4926072.62
1372007.07.10 05:00sell690.50248.460.000.00
1382007.07.11 21:00close690.50248.200.000.00115.3026187.92
1392007.07.11 22:00buy700.50248.580.000.00
1402007.07.13 20:00close700.50248.280.000.00-108.2626079.66
1412007.07.13 21:00sell710.50248.110.000.00
1422007.07.17 11:00close710.50248.850.000.00-418.8325660.84
1432007.07.17 12:00buy720.50249.220.000.00
1442007.07.19 11:00close720.50249.890.000.00391.7826052.62
1452007.07.19 12:00sell730.50249.980.000.00
1462007.07.20 04:00close730.50250.460.000.00-266.1025786.52
1472007.07.20 05:00buy740.50250.420.000.00
1482007.07.20 17:00close740.50249.140.000.00-659.8625126.66
1492007.07.20 18:00sell750.50249.160.000.00
1502007.07.30 12:00close750.50239.880.000.004633.3129759.97
1512007.07.30 13:00buy760.50239.430.000.00
1522007.07.30 14:00close760.50239.300.000.00-67.0229692.95
1532007.07.30 16:00buy770.50240.150.000.00
1542007.08.01 07:00close770.50239.610.000.00-255.1829437.76
1552007.08.01 08:00sell780.50238.240.000.00
1562007.08.01 21:00close780.50240.470.000.00-1149.3628288.40
1572007.08.01 22:00buy790.50241.350.000.00
1582007.08.06 01:00close790.50239.820.000.00-730.7427557.67
1592007.08.06 02:00sell800.50240.010.000.00
1602007.08.07 03:00close800.50241.290.000.00-678.4426879.23
1612007.08.07 18:00sell810.50239.350.000.00
1622007.08.08 10:00close810.50241.120.000.00-930.9925948.23
1632007.08.08 11:00buy820.50241.430.000.00
1642007.08.09 16:00close820.50239.900.000.00-753.9425194.29
1652007.08.09 17:00sell830.50240.840.000.00
1662007.08.13 18:00close830.50238.490.000.001173.7926368.08
1672007.08.13 19:00buy840.50238.170.000.00
1682007.08.14 00:00close840.50237.640.000.00-261.6326106.45
1692007.08.14 03:00sell850.50237.240.000.00
1702007.08.15 20:00close850.50234.390.000.001450.2227556.67
1712007.08.15 21:00buy860.50233.140.000.00
1722007.08.16 00:00close860.50230.890.000.00-1125.1226431.55
1732007.08.16 01:00sell870.50231.090.000.00
1742007.08.16 22:00close870.50225.820.000.002716.4929148.04
1752007.08.16 23:00buy880.50225.900.000.00
1762007.08.28 00:00close880.50232.520.000.003528.7232676.75
1772007.08.28 01:00sell890.50232.120.000.00
1782007.08.29 19:00close890.50232.680.000.00-307.3432369.41
1792007.08.29 20:00buy900.50232.370.000.00
1802007.09.03 15:00close900.50233.430.000.00604.4332973.84
1812007.09.03 16:00sell910.50233.730.000.00
1822007.09.05 00:00close910.50234.040.000.00-197.2132776.64
1832007.09.05 01:00buy920.50234.200.000.00
1842007.09.05 08:00close920.50232.640.000.00-804.2131972.43
1852007.09.05 09:00sell930.50232.520.000.00
1862007.09.06 22:00close930.50233.550.000.00-587.0131385.42
1872007.09.06 23:00buy940.50233.540.000.00
1882007.09.07 04:00close940.50232.710.000.00-416.2730969.15
1892007.09.07 05:00sell950.50232.830.000.00
1902007.09.11 14:00close950.50231.420.000.00689.3031658.46
1912007.09.11 15:00buy960.50231.120.000.00
1922007.09.14 08:00close960.50232.240.000.00635.3832293.84
1932007.09.14 09:00buy970.50233.300.000.00
1942007.09.14 13:00close970.50231.350.000.00-1005.2531288.59
1952007.09.14 14:00sell980.50231.000.000.00
1962007.09.18 19:00close980.50231.450.000.00-269.3731019.22
1972007.09.18 20:00buy990.50231.730.000.00
1982007.09.20 16:00close990.50231.010.000.00-324.7930694.44
1992007.09.20 17:00sell1000.50230.660.000.00
2002007.09.21 13:00close1000.50232.800.000.00-1121.6929572.75
2012007.09.21 14:00buy1010.50232.670.000.00
2022007.09.25 03:00close1010.50230.860.000.00-909.8928662.85
2032007.09.25 04:00sell1020.50231.110.000.00
2042007.09.26 15:00close1020.50232.830.000.00-905.2227757.63
2052007.09.26 16:00buy1030.50233.030.000.00
2062007.10.02 05:00close1030.50235.640.000.001415.0929172.72
2072007.10.02 06:00sell1040.50235.400.000.00
2082007.10.03 07:00close1040.50236.540.000.00-606.2728566.45
2092007.10.03 08:00buy1050.50236.210.000.00
2102007.10.04 05:00close1050.50237.080.000.00483.3129049.76
2112007.10.04 06:00sell1060.50236.770.000.00
2122007.10.04 19:00close1060.50237.710.000.00-484.4828565.28
2132007.10.04 20:00buy1070.50237.510.000.00
2142007.10.08 20:00close1070.50238.650.000.00610.8829176.15
2152007.10.08 21:00sell1080.50238.790.000.00
2162007.10.10 10:00close1080.50239.660.000.00-485.8428690.32
2172007.10.10 11:00buy1090.50239.790.000.00
2182007.10.11 03:00close1090.50238.710.000.00-521.9628168.36
2192007.10.11 04:00sell1100.50238.710.000.00
2202007.10.15 01:00close1100.50239.350.000.00-367.2927801.07
2212007.10.15 12:00buy1110.50240.030.000.00
2222007.10.16 10:00close1110.50237.630.000.00-1225.6426575.43
2232007.10.16 11:00sell1120.50237.660.000.00
2242007.10.23 00:00close1120.50232.640.000.002456.3729031.80
2252007.10.23 01:00buy1130.50232.670.000.00
2262007.11.01 17:00close1130.50239.110.000.003447.5232479.32
2272007.11.01 18:00sell1140.50239.590.000.00
2282007.11.13 08:00close1140.50228.020.000.005776.1838255.50
2292007.11.13 09:00buy1150.50227.590.000.00
2302007.11.15 11:00close1150.50226.600.000.00-463.9737791.53
2312007.11.15 12:00sell1160.50226.010.000.00
2322007.11.16 21:00close1160.50227.410.000.00-740.2937051.24
2332007.11.16 22:00buy1170.50227.690.000.00
2342007.11.19 20:00close1170.50224.680.000.00-1540.1135511.13
2352007.11.19 21:00sell1180.50225.130.000.00
2362007.11.20 11:00close1180.50227.520.000.00-1250.5434260.59
2372007.11.20 12:00buy1190.50227.490.000.00
2382007.11.21 10:00close1190.50224.870.000.00-1339.2032921.39
2392007.11.21 11:00sell1200.50223.520.000.00
2402007.11.26 00:00close1200.50223.710.000.00-191.4932729.89
2412007.11.26 01:00buy1210.50224.290.000.00
2422007.11.27 03:00close1210.50222.490.000.00-916.4231813.47
2432007.11.27 05:00buy1220.50225.260.000.00
2442007.12.04 04:00close1220.50227.730.000.001354.6433168.11
2452007.12.04 05:00sell1230.50227.870.000.00
2462007.12.06 23:00close1230.50225.810.000.00987.0034155.11
2472007.12.07 12:00buy1240.50226.570.000.00
2482007.12.11 21:00close1240.50225.600.000.00-476.9533678.16
2492007.12.11 22:00sell1250.50224.920.000.00
2502007.12.12 20:00close1250.50229.940.000.00-2606.3531071.81
2512007.12.13 15:00buy1260.50228.920.000.00
2522007.12.17 09:00close1260.50227.580.000.00-667.7430404.07
2532007.12.17 10:00sell1270.50227.770.000.00
2542007.12.21 16:00close1270.50225.720.000.00944.4231348.49
2552007.12.21 17:00buy1280.50226.020.000.00
2562007.12.28 11:00close1280.50225.970.000.0055.4231403.91
2572007.12.28 20:00sell1290.50224.700.000.00
2582008.01.03 17:00close1290.50215.940.000.004403.1835807.10
2592008.01.03 18:00buy1300.50215.960.000.00
2602008.01.04 20:00close1300.50214.050.000.00-973.2434833.85
2612008.01.04 21:00sell1310.50214.160.000.00
2622008.01.07 12:00close1310.50215.810.000.00-869.2333964.62
2632008.01.07 13:00buy1320.50215.970.000.00
2642008.01.09 03:00close1320.50215.160.000.00-394.4533570.17
2652008.01.09 08:00buy1330.50216.150.000.00
2662008.01.09 13:00close1330.50214.750.000.00-721.8832848.29
2672008.01.09 14:00sell1340.50214.800.000.00
2682008.01.10 12:00close1340.50215.550.000.00-442.7432405.55
2692008.01.10 13:00buy1350.50215.520.000.00
2702008.01.10 19:00close1350.50213.970.000.00-799.2131606.34
2712008.01.10 20:00sell1360.50213.950.000.00
2722008.01.11 02:00close1360.50215.100.000.00-611.4930994.85
2732008.01.11 03:00buy1370.50215.050.000.00
2742008.01.11 08:00close1370.50213.480.000.00-809.5330185.32
2752008.01.11 09:00sell1380.50212.230.000.00
2762008.01.11 23:00close1380.50213.290.000.00-546.3929638.93
2772008.01.14 00:00buy1390.50212.680.000.00
2782008.01.14 10:00close1390.50212.260.000.00-216.5629422.37
2792008.01.14 11:00sell1400.50211.890.000.00
2802008.01.15 15:00close1400.50211.780.000.0037.9929460.36
2812008.01.15 16:00buy1410.50210.530.000.00
2822008.01.15 18:00close1410.50210.550.000.0010.3129470.67
2832008.01.15 19:00sell1420.50210.580.000.00
2842008.01.16 16:00close1420.50209.470.000.00553.5130024.17
2852008.01.16 17:00buy1430.50209.860.000.00
2862008.01.18 19:00close1430.50208.580.000.00-613.6029410.58
2872008.01.18 20:00sell1440.50209.200.000.00
2882008.01.22 14:00close1440.50207.990.000.00586.3529996.93
2892008.01.22 15:00buy1450.50207.650.000.00
2902008.01.23 18:00close1450.50206.080.000.00-798.0929198.84
2912008.01.23 19:00sell1460.50205.680.000.00
2922008.01.24 03:00close1460.50208.580.000.00-1551.3027647.54
2932008.01.24 04:00buy1470.50208.340.000.00
2942008.01.28 07:00close1470.50209.640.000.00693.5828341.12
2952008.01.28 08:00sell1480.50210.010.000.00
2962008.01.28 22:00close1480.50211.960.000.00-1005.3627335.76
2972008.01.28 23:00buy1490.50212.040.000.00
2982008.01.31 01:00close1490.50211.180.000.00-385.5426950.22
2992008.01.31 02:00sell1500.50210.690.000.00
3002008.02.05 09:00close1500.50211.000.000.00-215.9726734.26
3012008.02.05 10:00buy1510.50211.270.000.00
3022008.02.05 19:00close1510.50209.860.000.00-727.1826007.08
3032008.02.05 20:00sell1520.50209.680.000.00
3042008.02.07 23:00close1520.50208.880.000.00337.7426344.82
3052008.02.08 00:00buy1530.50208.810.000.00
3062008.02.11 11:00close1530.50207.370.000.00-731.1325613.68
3072008.02.11 12:00sell1540.50207.530.000.00
3082008.02.12 08:00close1540.50208.970.000.00-761.2824852.40
3092008.02.12 09:00buy1550.50208.950.000.00
3102008.02.15 03:00close1550.50212.330.000.001801.3426653.75
3112008.02.15 13:00sell1560.50211.670.000.00
3122008.02.21 11:00close1560.50210.410.000.00537.4027191.15
3132008.02.21 12:00buy1570.50211.280.000.00
3142008.02.22 20:00close1570.50210.160.000.00-566.0726625.08
3152008.02.22 21:00sell1580.50210.290.000.00
3162008.02.25 02:00close1580.50211.410.000.00-596.2126028.87
3172008.02.25 03:00buy1590.50211.300.000.00
3182008.02.27 12:00close1590.50211.660.000.00208.8826237.74
3192008.02.27 13:00sell1600.50211.520.000.00
3202008.03.03 20:00close1600.50205.430.000.003046.5929284.33
3212008.03.03 21:00buy1610.50205.300.000.00
3222008.03.04 21:00close1610.50204.220.000.00-545.5128738.82
3232008.03.04 22:00sell1620.50204.810.000.00
3242008.03.05 00:01close1620.50205.330.000.00-286.8628451.96
3252008.03.05 01:00buy1630.50205.420.000.00
3262008.03.07 12:00close1630.50205.290.000.00-20.6628431.29
3272008.03.07 13:00sell1640.50205.150.000.00
3282008.03.07 18:00close1640.50207.490.000.00-1206.6827224.61
3292008.03.07 19:00buy1650.50206.770.000.00
3302008.03.10 12:00close1650.50205.730.000.00-524.8626699.75
3312008.03.10 13:00sell1660.50205.730.000.00
3322008.03.11 17:00close1660.50206.750.000.00-544.7026155.05
3332008.03.11 18:00buy1670.50207.090.000.00
3342008.03.13 02:00close1670.50205.740.000.00-650.0625504.99
3352008.03.13 03:00sell1680.50205.680.000.00
3362008.03.17 23:59close at stop1680.50194.630.000.005660.8031165.80