Strategy Tester Report
BB_adv_trailing
DeltaBank-Server (Build 218)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2007.10.01 00:00 - 2008.04.30 23:00 (2007.10.01 - 2008.05.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersbb_period=150; dev=3; h1=5; h2=20; h3=80; delta=90; delta_h=200; sl_dist1=180; sl_level1=80; sl_dist2=200; sl_level2=80; sl_dist3=200; step=50; prk1=0.01; prk2=0.01; prk3=0.01; prk4=0.01; prk5=0.01; prk6=0.01; prk7=0.01;
Bars in test4598Ticks modelled1132248Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00
Total net profit2255.82Gross profit4045.32Gross loss-1789.50
Profit factor2.26Expected payoff53.71
Absolute drawdown402.10Maximal drawdown574.40 (5.65%)Relative drawdown5.65% (574.40)
Total trades42Short positions (won %)33 (57.58%)Long positions (won %)9 (66.67%)
Profit trades (% of total)25 (59.52%)Loss trades (% of total)17 (40.48%)
Largestprofit trade360.75loss trade-284.00
Averageprofit trade161.81loss trade-105.26
Maximumconsecutive wins (profit in money)4 (628.20)consecutive losses (loss in money)3 (-233.40)
Maximalconsecutive profit (count of wins)719.85 (3)consecutive loss (count of losses)-407.00 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12007.10.05 10:03sell10.172.03442.04052.0169
22007.10.05 13:52s/l10.172.04052.04052.0169-103.709896.30
32007.10.08 10:38sell20.242.03762.04182.0251
42007.10.09 00:00swap close20.242.03622.04182.025133.609929.90
52007.10.09 00:00swap open30.242.03622.04182.0251
62007.10.10 00:00swap close30.242.03742.04182.0251-28.809901.10
72007.10.10 00:00swap open40.242.03742.04182.0251
82007.10.10 10:10s/l40.242.04182.04182.0251-105.609795.50
92007.10.11 09:09sell50.332.03692.03992.0281
102007.10.11 11:27s/l50.332.03992.03992.0281-99.009696.50
112007.10.11 14:20sell60.342.03672.03972.0282
122007.10.12 00:00swap close60.342.03172.03972.0282170.009866.50
132007.10.12 00:00swap open70.342.03172.03972.0282
142007.10.12 09:15t/p70.342.02822.03972.0282119.009985.50
152007.10.15 10:56buy80.322.03842.03412.0465
162007.10.16 00:00swap close80.322.04292.03412.0465144.0010129.50
172007.10.16 00:00swap open90.322.0429752.03412.0465
182007.10.16 11:30s/l90.322.03412.03412.0465-284.009845.50
192007.10.16 16:05buy100.302.03812.03402.0469
202007.10.16 16:44s/l100.302.03402.03402.0469-123.009722.50
212007.10.17 15:21buy110.292.03772.03332.0469
222007.10.18 00:01swap close110.292.04022.03332.046972.509795.00
232007.10.18 00:01swap open120.292.0404252.03332.0469
242007.10.18 15:06t/p120.292.04692.03332.0469187.779982.77
252007.10.22 13:34sell130.202.03862.04362.0237
262007.10.23 00:00swap close130.202.03282.04362.0237116.0010098.77
272007.10.23 00:00swap open140.202.03282.04362.0237
282007.10.23 12:08s/l140.202.04362.04362.0237-216.009882.77
292007.11.28 09:32sell150.252.06352.06762.0515
302007.11.28 15:24s/l150.252.06762.06762.0515-102.509780.27
312007.11.28 15:24buy160.302.06762.06232.0755
322007.11.28 21:14t/p160.302.07552.06232.0755237.0010017.27
332007.11.29 10:23sell170.242.06532.06962.0530
342007.11.30 00:02swap close170.242.06112.06962.0530100.8010118.07
352007.11.30 00:02swap open180.242.06112.06962.0530
362007.11.30 12:23s/l180.242.06962.06962.0530-204.009914.07
372007.12.04 00:25sell190.232.06472.06912.0520
382007.12.05 00:00swap close190.232.05932.06912.0520124.2010038.27
392007.12.05 00:00swap open200.232.05932.06912.0520
402007.12.05 10:02t/p200.232.05202.06912.0520167.9010206.17
412007.12.13 17:37sell210.172.03542.04162.0169
422007.12.13 23:06s/l210.172.04162.04162.0169-105.4010100.77
432007.12.14 11:12sell220.172.03652.04252.0190
442007.12.14 20:35t/p220.172.01902.04252.0190297.5010398.27
452007.12.31 18:18sell230.181.98571.99151.9689
462008.01.01 23:00swap close230.181.98561.99151.96891.8010400.07
472008.01.01 23:00swap open240.181.98561.99151.9689
482008.01.02 00:00swap close240.181.98651.99151.9689-16.2010383.87
492008.01.02 00:00swap open250.181.98651.99151.9689
502008.01.03 00:00swap close250.181.98071.99151.9689104.4010488.27
512008.01.03 00:00swap open260.181.98071.99151.9689
522008.01.04 00:00swap close260.181.97071.99151.9689180.0010668.27
532008.01.04 00:00swap open270.181.97071.99151.9689
542008.01.04 09:30t/p270.181.96891.99151.968932.4010700.67
552008.01.15 23:09sell280.201.96201.96731.9463
562008.01.16 00:00swap close280.201.96251.96731.9463-10.0010690.67
572008.01.16 00:00swap open290.201.96251.96731.9463
582008.01.16 16:03s/l290.201.96731.96731.9463-96.0010594.67
592008.01.16 19:27sell300.241.96041.96521.9472
602008.01.16 21:46s/l300.241.96521.96521.9472-115.2010479.47
612008.01.18 11:31sell310.271.96081.96481.9492
622008.01.21 00:00swap close310.271.95751.96481.949289.1010568.57
632008.01.21 00:00swap open320.271.95751.96481.9492
642008.01.21 10:22t/p320.271.94921.96481.9492224.1010792.67
652008.02.01 15:43sell330.181.98221.98831.9647
662008.02.04 00:00swap close330.181.96501.98831.9647309.6011102.27
672008.02.04 00:00swap open340.181.96501.98831.9647
682008.02.04 00:36t/p340.181.96471.98831.96475.4011107.67
692008.03.05 09:12sell350.251.98281.98741.9696
702008.03.05 17:18s/l350.251.98741.98741.9696-115.0010992.67
712008.03.05 17:18buy360.341.98751.98191.9950
722008.03.05 18:18t/p360.341.99501.98191.9950255.0011247.67
732008.04.07 09:04sell370.191.98721.99321.9697
742008.04.08 00:00swap close370.191.98831.99321.9697-20.9011226.77
752008.04.08 00:00swap open380.191.98831.99321.9697
762008.04.08 14:09t/p380.191.96971.99321.9697353.4011580.17
772008.04.16 12:06buy390.261.97401.96851.9864
782008.04.17 00:00swap close390.261.97231.96851.9864-44.2011535.97
792008.04.17 00:00swap open400.261.9725251.96851.9864
802008.04.17 18:10t/p400.261.98641.96851.9864360.7511896.72
812008.04.29 11:04sell410.211.98301.98871.9659
822008.04.30 00:00swap close410.211.96961.98871.9659281.4012178.12
832008.04.30 00:00swap open420.211.96961.98871.9659
842008.04.30 08:53t/p420.211.96591.98871.965977.7012255.82