Strategy Tester Report
Profit Generator 2.7

SymbolGBPJPY (Great Britain Pound vs Japanese Yen)
Period4 Hours (H4) 2005.01.03 00:00 - 2006.03.31 00:00 (2005.12.01 - 2006.03.31)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersID_BASE=100000; lots=1; MM=false; Risk=10; stoploss=60; takeprofit=110; UseClose=false; TSactivation=10; TrailPips=5; LongBar=28; MaxTrades=1; UseHourTrade=false; FromHourTrade=7; ToHourTrade=20; UseLastPeriodPerams=false; period=0; OneTradeperPeriod=false; Alerts=false; AlertOnlyMode=false; WeekendMode=false; hour_to_close=21;
Bars in test6806Ticks modelled2432321Modelling quality90.00%
Initial deposit10000.00
Total net profit12371.70Gross profit39391.86Gross loss-27020.16
Profit factor1.46Expected payoff128.87
Absolute drawdown3228.67Maximal drawdown (%)3228.67 (32.3%)
Total trades96Short positions (won %)63 (44.44%)Long positions (won %)33 (45.45%)
Profit trades (% of total)43 (44.79%)Loss trades (% of total)53 (55.21%)
Largestprofit trade934.82loss trade-509.91
Averageprofit trade916.09loss trade-509.81
Maximumconsecutive wins (profit in money)5 (4673.13)consecutive losses (loss in money)6 (-3058.75)
Maximalconsecutive profit (count of wins)4673.13 (5)consecutive loss (count of losses)-3058.75 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.12.01 09:00sell11.00207.45208.05206.35
22005.12.01 15:59s/l11.00208.05208.05206.35-509.779490.23
32005.12.01 17:21sell21.00208.56209.16207.46
42005.12.02 14:47s/l21.00209.16209.16207.46-509.778980.46
52005.12.02 16:33buy31.00208.92208.32210.02
62005.12.02 16:44s/l31.00208.32208.32210.02-509.908470.56
72005.12.02 16:52sell41.00208.96209.56207.86
82005.12.04 20:00s/l41.00209.56209.56207.86-509.777960.79
92005.12.04 22:38sell51.00209.92210.52208.82
102005.12.05 14:43s/l51.00210.52210.52208.82-509.777451.02
112005.12.05 14:43sell61.00210.45211.05209.35
122005.12.06 09:26s/l61.00211.05211.05209.35-509.776941.25
132005.12.06 09:26sell71.00210.98211.58209.88
142005.12.06 12:51t/p71.00209.88211.58209.88934.587875.83
152005.12.06 13:12sell81.00209.96210.56208.86
162005.12.06 17:12s/l81.00210.56210.56208.86-509.777366.06
172005.12.06 17:12sell91.00210.50211.10209.40
182005.12.07 14:14t/p91.00209.40211.10209.40934.588300.64
192005.12.07 22:11sell101.00209.97210.57208.87
202005.12.08 15:26s/l101.00210.57210.57208.87-509.777790.87
212005.12.08 17:21sell111.00210.89211.49209.79
222005.12.09 15:59s/l111.00211.49211.49209.79-509.777281.10
232005.12.09 16:44sell121.00211.71212.31210.61
242005.12.12 02:43s/l121.00212.31212.31210.61-509.776771.33
252005.12.12 04:36sell131.00212.71213.31211.61
262005.12.14 02:10t/p131.00211.61213.31211.61934.587705.91
272005.12.14 04:48sell141.00211.02211.62209.92
282005.12.14 11:34t/p141.00209.92211.62209.92934.588640.49
292005.12.14 12:48buy151.00209.94209.34211.04
302005.12.14 14:30s/l151.00209.34209.34211.04-509.908130.59
312005.12.14 17:21buy161.00207.59206.99208.69
322005.12.14 18:12s/l161.00206.99206.99208.69-509.907620.69
332005.12.14 19:16sell171.00207.61208.21206.51
342005.12.14 21:21s/l171.00208.21208.21206.51-509.777110.92
352005.12.14 21:21sell181.00208.14208.74207.04
362005.12.15 07:59t/p181.00207.04208.74207.04934.588045.50
372005.12.15 08:57buy191.00206.16205.56207.26
382005.12.15 10:38s/l191.00205.56205.56207.26-509.907535.60
392005.12.15 13:01buy201.00205.53204.93206.63
402005.12.16 01:10s/l201.00204.93204.93206.63-509.907025.70
412005.12.16 04:59buy211.00204.52203.92205.62
422005.12.16 09:34t/p211.00205.62203.92205.62934.827960.52
432005.12.16 14:03sell221.00205.70206.30204.60
442005.12.18 20:00t/p221.00204.60206.30204.60934.588895.10
452005.12.19 01:11sell231.00204.90205.50203.80
462005.12.19 02:42s/l231.00205.50205.50203.80-509.778385.33
472005.12.19 05:02buy241.00205.85205.25206.95
482005.12.19 10:43s/l241.00205.25205.25206.95-509.907875.43
492005.12.19 12:31sell251.00205.18205.78204.08
502005.12.20 11:34s/l251.00205.78205.78204.08-509.777365.66
512005.12.20 11:34sell261.00205.70206.30204.60
522005.12.21 15:59t/p261.00204.60206.30204.60934.588300.24
532005.12.21 17:17buy271.00204.19203.59205.29
542005.12.22 14:23s/l271.00203.59203.59205.29-509.907790.34
552005.12.22 16:59buy281.00202.48201.88203.58
562005.12.23 15:59s/l281.00201.88201.88203.58-509.917280.43
572005.12.23 16:59buy291.00201.43200.83202.53
582005.12.27 02:28t/p291.00202.53200.83202.53934.828215.25
592005.12.27 09:06buy301.00202.77202.17203.87
602005.12.28 18:08s/l301.00202.17202.17203.87-509.907705.35
612005.12.29 06:32buy311.00202.93202.33204.03
622005.12.30 04:32s/l311.00202.33202.33204.03-509.907195.45
632005.12.30 04:32buy321.00202.40201.80203.50
642006.01.04 10:19t/p321.00203.50201.80203.50934.828130.27
652006.01.04 13:40buy331.00203.92203.32205.02
662006.01.05 07:59s/l331.00203.32203.32205.02-509.907620.37
672006.01.05 08:54buy341.00203.27202.67204.37
682006.01.06 14:49s/l341.00202.67202.67204.37-509.907110.47
692006.01.06 16:41sell351.00203.03203.63201.93
702006.01.09 01:24t/p351.00201.93203.63201.93934.588045.05
712006.01.09 09:00sell361.00202.19202.79201.09
722006.01.11 11:33t/p361.00201.09202.79201.09934.588979.63
732006.01.11 12:50sell371.00200.98201.58199.88
742006.01.11 23:19s/l371.00201.58201.58199.88-509.778469.86
752006.01.12 08:59sell381.00201.39201.99200.29
762006.01.13 00:19s/l381.00201.99201.99200.29-509.777960.09
772006.01.13 01:07buy391.00201.74201.14202.84
782006.01.13 15:15t/p391.00202.84201.14202.84934.828894.91
792006.01.13 16:47buy401.00202.54201.94203.64
802006.01.17 15:59t/p401.00203.64201.94203.64934.819829.72
812006.01.18 01:07sell411.00204.29204.89203.19
822006.01.18 10:37t/p411.00203.19204.89203.19934.5810764.30
832006.01.18 11:50sell421.00203.52204.12202.42
842006.01.19 09:10t/p421.00202.42204.12202.42934.5811698.88
852006.01.19 13:00sell431.00202.29202.89201.19
862006.01.19 18:10s/l431.00202.89202.89201.19-509.7711189.11
872006.01.19 18:10sell441.00202.81203.41201.71
882006.01.20 15:48s/l441.00203.41203.41201.71-509.7710679.34
892006.01.20 16:58buy451.00203.31202.71204.41
902006.01.23 01:25t/p451.00204.41202.71204.41934.8211614.16
912006.01.23 01:25sell461.00204.41205.01203.31
922006.01.24 18:11s/l461.00205.01205.01203.31-509.7711104.39
932006.01.24 22:18buy471.00204.56203.96205.66
942006.01.25 11:01t/p471.00205.66203.96205.66934.8212039.21
952006.01.25 13:47sell481.00205.73206.33204.63
962006.01.25 15:12s/l481.00206.33206.33204.63-509.7711529.44
972006.01.25 16:44sell491.00206.92207.52205.82
982006.01.26 15:59s/l491.00207.52207.52205.82-509.7711019.67
992006.01.26 16:36sell501.00207.50208.10206.40
1002006.01.27 14:41s/l501.00208.10208.10206.40-509.7710509.90
1012006.01.27 15:59buy511.00207.44206.84208.54
1022006.01.31 19:58t/p511.00208.54206.84208.54934.8211444.72
1032006.01.31 21:00sell521.00208.92209.52207.82
1042006.02.01 15:59s/l521.00209.52209.52207.82-509.7710934.95
1052006.02.01 16:59sell531.00209.56210.16208.46
1062006.02.02 06:49s/l531.00210.16210.16208.46-509.7710425.18
1072006.02.02 07:04buy541.00209.88209.28210.98
1082006.02.02 22:28t/p541.00210.98209.28210.98934.8211360.00
1092006.02.03 08:58sell551.00210.68211.28209.58
1102006.02.03 17:49t/p551.00209.58211.28209.58934.5812294.58
1112006.02.03 17:49buy561.00209.58208.98210.68
1122006.02.06 03:51s/l561.00208.98208.98210.68-509.9011784.68
1132006.02.06 07:18sell571.00208.95209.55207.85
1142006.02.06 17:08t/p571.00207.85209.55207.85934.5812719.26
1152006.02.06 19:59sell581.00208.04208.64206.94
1162006.02.07 09:22t/p581.00206.94208.64206.94934.5813653.84
1172006.02.08 08:17sell591.00205.60206.20204.50
1182006.02.08 11:35s/l591.00206.20206.20204.50-509.7713144.07
1192006.02.08 16:54sell601.00206.53207.13205.43
1202006.02.09 23:59s/l601.00207.13207.13205.43-509.7712634.30
1212006.02.10 01:01sell611.00207.29207.89206.19
1222006.02.10 06:29t/p611.00206.19207.89206.19934.5813568.88
1232006.02.10 08:49buy621.00205.28204.68206.38
1242006.02.14 00:36s/l621.00204.68204.68206.38-509.9013058.98
1252006.02.14 00:56sell631.00204.94205.54203.84
1262006.02.14 11:59t/p631.00203.84205.54203.84934.5813993.56
1272006.02.14 14:19sell641.00203.67204.27202.57
1282006.02.14 23:59s/l641.00204.27204.27202.57-509.7713483.79
1292006.02.15 00:33sell651.00204.24204.84203.14
1302006.02.15 14:11s/l651.00204.84204.84203.14-509.7712974.02
1312006.02.15 15:54buy661.00204.48203.88205.58
1322006.02.17 11:22t/p661.00205.58203.88205.58934.8213908.84
1332006.02.17 12:30sell671.00206.00206.60204.90
1342006.02.21 01:36s/l671.00206.60206.60204.90-509.7713399.07
1352006.02.21 01:36sell681.00206.57207.17205.47
1362006.02.21 11:20s/l681.00207.17207.17205.47-509.7712889.30
1372006.02.21 12:40sell691.00207.40208.00206.30
1382006.02.22 14:19t/p691.00206.30208.00206.30934.5813823.88
1392006.02.22 17:29sell701.00206.45207.05205.35
1402006.02.23 05:34t/p701.00205.35207.05205.35934.5814758.46
1412006.02.23 09:06sell711.00205.32205.92204.22
1422006.02.24 01:28t/p711.00204.22205.92204.22934.5815693.04
1432006.02.24 07:02sell721.00204.47205.07203.37
1442006.02.27 01:20t/p721.00203.37205.07203.37934.5816627.62
1452006.02.27 04:47buy731.00202.18201.58203.28
1462006.02.28 13:20t/p731.00203.28201.58203.28934.8117562.43
1472006.02.28 13:20sell741.00203.28203.88202.18
1482006.03.01 11:36s/l741.00203.88203.88202.18-509.7717052.66
1492006.03.01 16:34buy751.00203.29202.69204.39
1502006.03.02 15:59s/l751.00202.69202.69204.39-509.9016542.76
1512006.03.03 06:39sell761.00204.02204.62202.92
1522006.03.03 15:13s/l761.00204.62204.62202.92-509.7716032.99
1532006.03.03 15:13sell771.00204.54205.14203.44
1542006.03.06 01:51s/l771.00205.14205.14203.44-509.7715523.22
1552006.03.06 08:10sell781.00205.87206.47204.77
1562006.03.07 11:33t/p781.00204.77206.47204.77934.5816457.80
1572006.03.08 01:36buy791.00204.34203.74205.44
1582006.03.09 11:23s/l791.00203.74203.74205.44-509.9015947.90
1592006.03.10 01:10buy801.00205.07204.47206.17
1602006.03.13 13:11t/p801.00206.17204.47206.17934.8116882.71
1612006.03.13 17:01sell811.00206.08206.68204.98
1622006.03.14 12:00t/p811.00204.98206.68204.98934.5817817.29
1632006.03.14 12:36sell821.00205.22205.82204.12
1642006.03.16 10:36s/l821.00205.82205.82204.12-509.7717307.52
1652006.03.16 10:36sell831.00205.74206.34204.64
1662006.03.17 04:59t/p831.00204.64206.34204.64934.5818242.10
1672006.03.17 05:08sell841.00205.02205.62203.92
1682006.03.17 08:52t/p841.00203.92205.62203.92934.5819176.68
1692006.03.17 08:53sell851.00204.62205.22203.52
1702006.03.17 12:47t/p851.00203.52205.22203.52934.5820111.26
1712006.03.17 13:09sell861.00204.00204.60202.90
1722006.03.20 15:30t/p861.00202.90204.60202.90934.5821045.84
1732006.03.20 15:54sell871.00203.77204.37202.67
1742006.03.20 20:22s/l871.00204.37204.37202.67-509.7720536.07
1752006.03.20 23:12buy881.00204.08203.48205.18
1762006.03.22 04:36t/p881.00205.18203.48205.18934.8221470.89
1772006.03.22 06:28buy891.00204.80204.20205.90
1782006.03.22 14:18s/l891.00204.20204.20205.90-509.9020960.99
1792006.03.22 18:07buy901.00204.07203.47205.17
1802006.03.24 12:00t/p901.00205.17203.47205.17934.8221895.81
1812006.03.26 23:55sell911.00204.86205.46203.76
1822006.03.27 01:01t/p911.00203.76205.46203.76934.5822830.39
1832006.03.27 06:24sell921.00203.80204.40202.70
1842006.03.28 03:51s/l921.00204.40204.40202.70-509.7722320.62
1852006.03.28 08:13buy931.00203.99203.39205.09
1862006.03.28 15:41t/p931.00205.09203.39205.09934.8123255.43
1872006.03.28 17:17buy941.00205.04204.44206.14
1882006.03.29 11:37s/l941.00204.44204.44206.14-509.9022745.53
1892006.03.29 13:41sell951.00204.63205.23203.53
1902006.03.30 15:57s/l951.00205.23205.23203.53-509.7722235.76
1912006.03.30 18:36sell961.00205.06205.66203.96
1922006.03.30 23:59close at stop961.00204.90205.66203.96135.9422371.70