Strategy Tester Report
StepMAExpert_v1.45.1_gbp_m30
InterbankFX-MT4 Mini Accounts (Build 216)
| Symbol | GBPUSDm (Great Britain Pound vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2008.05.01 00:00 - 2008.06.04 23:30 (2008.05.01 - 2008.06.05) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Expert_Name="---- StepMAExpert_v1.45 ----"; Magic=1012; Slippage=3; Trace=false; Main_Parameters=" Trade Volume & Trade Method"; Lots=0.01; TrailingStopMode=1; TrailingStop=0; SwingTrade=true; PendingOrder=false; PendOrdGap=10; SessionStart=8; SessionEnd=24; FilterPeriod=0; Long_Trade=" Input data for Long Positions"; StepSizeLong=45; HighLowLong=false; MomPeriodLong=1; DeltaLong=4; DeltaLongExit=3; StopSizeLong=55; ProfitSizeLong=115; InitialStopLong=100; TakeProfitLong=80; BreakEvenLong=65; BreakEvenGapLong=16; Short_Trade=" Input data for Short Positions "; StepSizeShort=40; HighLowShort=false; MomPeriodShort=1; DeltaShort=7; DeltaShortExit=1; StopSizeShort=50; ProfitSizeShort=95; InitialStopShort=50; TakeProfitShort=80; BreakEvenShort=70; BreakEvenGapShort=12; MM_Parameters=" MoneyManagement by L.Williams "; MM=true; Risk=1; LossMax=501; | ||||
| Bars in test | 2058 | Ticks modelled | 253838 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -80.76 | Gross profit | 6.60 | Gross loss | -87.36 |
| Profit factor | 0.08 | Expected payoff | -8.97 | ||
| Absolute drawdown | 80.76 | Maximal drawdown | 94.96 (0.95%) | Relative drawdown | 0.95% (94.96) |
| Total trades | 9 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 4 (0.00%) |
| Profit trades (% of total) | 2 (22.22%) | Loss trades (% of total) | 7 (77.78%) | ||
| Largest | profit trade | 4.84 | loss trade | -17.51 | |
| Average | profit trade | 3.30 | loss trade | -12.48 | |
| Maximum | consecutive wins (profit in money) | 1 (4.84) | consecutive losses (loss in money) | 4 (-50.14) | |
| Maximal | consecutive profit (count of wins) | 4.84 (1) | consecutive loss (count of losses) | -50.14 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2008.05.01 13:00 | sell | 1 | 0.20 | 1.9786 | 1.9840 | 1.9706 | ||
| 2 | 2008.05.01 14:00 | modify | 1 | 0.20 | 1.9786 | 1.9840 | 1.9700 | ||
| 3 | 2008.05.01 14:30 | modify | 1 | 0.20 | 1.9786 | 1.9840 | 1.9669 | ||
| 4 | 2008.05.01 14:30 | modify | 1 | 0.20 | 1.9786 | 1.9814 | 1.9669 | ||
| 5 | 2008.05.01 18:00 | modify | 1 | 0.20 | 1.9786 | 1.9814 | 1.9667 | ||
| 6 | 2008.05.01 18:00 | modify | 1 | 0.20 | 1.9786 | 1.9812 | 1.9667 | ||
| 7 | 2008.05.02 07:22 | s/l | 1 | 0.20 | 1.9812 | 1.9812 | 1.9667 | -5.52 | 9994.48 |
| 8 | 2008.05.02 08:00 | buy | 2 | 0.20 | 1.9845 | 1.9741 | 1.9925 | ||
| 9 | 2008.05.02 09:00 | modify | 2 | 0.20 | 1.9845 | 1.9745 | 1.9925 | ||
| 10 | 2008.05.02 09:30 | modify | 2 | 0.20 | 1.9845 | 1.9745 | 1.9941 | ||
| 11 | 2008.05.02 09:30 | modify | 2 | 0.20 | 1.9845 | 1.9771 | 1.9941 | ||
| 12 | 2008.05.02 10:00 | modify | 2 | 0.20 | 1.9845 | 1.9771 | 1.9944 | ||
| 13 | 2008.05.02 10:00 | modify | 2 | 0.20 | 1.9845 | 1.9774 | 1.9944 | ||
| 14 | 2008.05.02 12:30 | s/l | 2 | 0.20 | 1.9774 | 1.9774 | 1.9944 | -14.20 | 9980.28 |
| 15 | 2008.05.02 13:30 | sell | 3 | 0.20 | 1.9738 | 1.9792 | 1.9658 | ||
| 16 | 2008.05.02 14:30 | modify | 3 | 0.20 | 1.9738 | 1.9792 | 1.9655 | ||
| 17 | 2008.05.05 10:00 | modify | 3 | 0.20 | 1.9738 | 1.9792 | 1.9653 | ||
| 18 | 2008.05.05 10:30 | modify | 3 | 0.20 | 1.9738 | 1.9792 | 1.9652 | ||
| 19 | 2008.05.05 11:00 | modify | 3 | 0.20 | 1.9738 | 1.9792 | 1.9635 | ||
| 20 | 2008.05.05 11:00 | modify | 3 | 0.20 | 1.9738 | 1.9780 | 1.9635 | ||
| 21 | 2008.05.05 11:30 | modify | 3 | 0.20 | 1.9738 | 1.9780 | 1.9612 | ||
| 22 | 2008.05.05 11:30 | modify | 3 | 0.20 | 1.9738 | 1.9757 | 1.9612 | ||
| 23 | 2008.05.06 09:00 | modify | 3 | 0.20 | 1.9738 | 1.9757 | 1.9592 | ||
| 24 | 2008.05.06 09:00 | modify | 3 | 0.20 | 1.9738 | 1.9726 | 1.9592 | ||
| 25 | 2008.05.06 11:46 | s/l | 3 | 0.20 | 1.9726 | 1.9726 | 1.9592 | 1.76 | 9982.04 |
| 26 | 2008.05.06 14:00 | buy | 4 | 0.20 | 1.9753 | 1.9649 | 1.9833 | ||
| 27 | 2008.05.06 14:30 | modify | 4 | 0.20 | 1.9753 | 1.9657 | 1.9833 | ||
| 28 | 2008.05.06 15:00 | modify | 4 | 0.20 | 1.9753 | 1.9657 | 1.9834 | ||
| 29 | 2008.05.06 15:00 | modify | 4 | 0.20 | 1.9753 | 1.9664 | 1.9834 | ||
| 30 | 2008.05.07 06:29 | s/l | 4 | 0.20 | 1.9664 | 1.9664 | 1.9834 | -17.51 | 9964.53 |
| 31 | 2008.05.07 08:00 | sell | 5 | 0.20 | 1.9625 | 1.9679 | 1.9545 | ||
| 32 | 2008.05.07 08:30 | modify | 5 | 0.20 | 1.9625 | 1.9679 | 1.9518 | ||
| 33 | 2008.05.07 08:30 | modify | 5 | 0.20 | 1.9625 | 1.9663 | 1.9518 | ||
| 34 | 2008.05.07 10:30 | modify | 5 | 0.20 | 1.9625 | 1.9663 | 1.9514 | ||
| 35 | 2008.05.07 10:30 | modify | 5 | 0.20 | 1.9625 | 1.9659 | 1.9514 | ||
| 36 | 2008.05.07 12:00 | modify | 5 | 0.20 | 1.9625 | 1.9659 | 1.9511 | ||
| 37 | 2008.05.07 12:00 | modify | 5 | 0.20 | 1.9625 | 1.9656 | 1.9511 | ||
| 38 | 2008.05.07 12:30 | modify | 5 | 0.20 | 1.9625 | 1.9656 | 1.9505 | ||
| 39 | 2008.05.07 12:30 | modify | 5 | 0.20 | 1.9625 | 1.9650 | 1.9505 | ||
| 40 | 2008.05.07 13:00 | modify | 5 | 0.20 | 1.9625 | 1.9650 | 1.9484 | ||
| 41 | 2008.05.07 13:00 | modify | 5 | 0.20 | 1.9625 | 1.9613 | 1.9484 | ||
| 42 | 2008.05.07 13:30 | modify | 5 | 0.20 | 1.9625 | 1.9613 | 1.9470 | ||
| 43 | 2008.05.07 14:30 | modify | 5 | 0.20 | 1.9625 | 1.9613 | 1.9463 | ||
| 44 | 2008.05.07 14:30 | modify | 5 | 0.20 | 1.9625 | 1.9608 | 1.9463 | ||
| 45 | 2008.05.07 15:00 | modify | 5 | 0.20 | 1.9625 | 1.9608 | 1.9456 | ||
| 46 | 2008.05.07 15:00 | modify | 5 | 0.20 | 1.9625 | 1.9601 | 1.9456 | ||
| 47 | 2008.05.08 00:00 | modify | 5 | 0.20 | 1.9625 | 1.9601 | 1.9451 | ||
| 48 | 2008.05.08 00:00 | modify | 5 | 0.20 | 1.9625 | 1.9596 | 1.9451 | ||
| 49 | 2008.05.08 08:50 | s/l | 5 | 0.20 | 1.9596 | 1.9596 | 1.9451 | 4.84 | 9969.37 |
| 50 | 2008.05.12 09:00 | buy | 6 | 0.20 | 1.9575 | 1.9471 | 1.9655 | ||
| 51 | 2008.05.12 09:30 | modify | 6 | 0.20 | 1.9575 | 1.9471 | 1.9658 | ||
| 52 | 2008.05.12 09:30 | modify | 6 | 0.20 | 1.9575 | 1.9488 | 1.9658 | ||
| 53 | 2008.05.12 13:30 | modify | 6 | 0.20 | 1.9575 | 1.9488 | 1.9660 | ||
| 54 | 2008.05.12 13:30 | modify | 6 | 0.20 | 1.9575 | 1.9490 | 1.9660 | ||
| 55 | 2008.05.12 14:00 | modify | 6 | 0.20 | 1.9575 | 1.9490 | 1.9672 | ||
| 56 | 2008.05.12 14:00 | modify | 6 | 0.20 | 1.9575 | 1.9502 | 1.9672 | ||
| 57 | 2008.05.12 15:00 | modify | 6 | 0.20 | 1.9575 | 1.9502 | 1.9680 | ||
| 58 | 2008.05.12 15:00 | modify | 6 | 0.20 | 1.9575 | 1.9510 | 1.9680 | ||
| 59 | 2008.05.12 15:30 | modify | 6 | 0.20 | 1.9575 | 1.9510 | 1.9682 | ||
| 60 | 2008.05.12 15:30 | modify | 6 | 0.20 | 1.9575 | 1.9512 | 1.9682 | ||
| 61 | 2008.05.12 16:00 | modify | 6 | 0.20 | 1.9575 | 1.9512 | 1.9683 | ||
| 62 | 2008.05.12 16:00 | modify | 6 | 0.20 | 1.9575 | 1.9513 | 1.9683 | ||
| 63 | 2008.05.13 06:15 | s/l | 6 | 0.20 | 1.9513 | 1.9513 | 1.9683 | -12.11 | 9957.26 |
| 64 | 2008.05.19 14:00 | sell | 7 | 0.20 | 1.9507 | 1.9561 | 1.9427 | ||
| 65 | 2008.05.19 14:30 | modify | 7 | 0.20 | 1.9507 | 1.9561 | 1.9419 | ||
| 66 | 2008.05.19 16:00 | modify | 7 | 0.20 | 1.9507 | 1.9561 | 1.9414 | ||
| 67 | 2008.05.19 16:00 | modify | 7 | 0.20 | 1.9507 | 1.9559 | 1.9414 | ||
| 68 | 2008.05.20 07:04 | s/l | 7 | 0.20 | 1.9559 | 1.9559 | 1.9414 | -10.72 | 9946.54 |
| 69 | 2008.05.30 16:00 | buy | 8 | 0.20 | 1.9792 | 1.9688 | 1.9872 | ||
| 70 | 2008.05.30 16:30 | modify | 8 | 0.20 | 1.9792 | 1.9690 | 1.9872 | ||
| 71 | 2008.05.30 18:00 | modify | 8 | 0.20 | 1.9792 | 1.9690 | 1.9878 | ||
| 72 | 2008.05.30 18:00 | modify | 8 | 0.20 | 1.9792 | 1.9708 | 1.9878 | ||
| 73 | 2008.06.02 01:39 | s/l | 8 | 0.20 | 1.9708 | 1.9708 | 1.9878 | -16.51 | 9930.04 |
| 74 | 2008.06.02 08:00 | sell | 9 | 0.20 | 1.9625 | 1.9679 | 1.9545 | ||
| 75 | 2008.06.02 15:40 | s/l | 9 | 0.20 | 1.9679 | 1.9679 | 1.9545 | -10.80 | 9919.24 |