Strategy Tester Report
DayTrading3tf

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2005.01.04 00:00 - 2006.04.28 00:00 (2005.01.04 - 2006.04.28)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
Parameterslots=1; trailingStop=15; takeProfit=20; stopLoss=100; slippage=3; nameEA="dt"; magic=19000; UseHourTrade=true; FromHourTrade=8; ToHourTrade=18;
Bars in test46202Ticks modelled1354648Modelling quality90.00%
Initial deposit10000.00
Total net profit4119.91Gross profit6938.40Gross loss-2818.49
Profit factor2.46Expected payoff63.38
Absolute drawdown0.00Maximal drawdown (%)980.00 (8.3%)
Total trades65Short positions (won %)33 (90.91%)Long positions (won %)32 (93.75%)
Profit trades (% of total)60 (92.31%)Loss trades (% of total)5 (7.69%)
Largestprofit trade140.00loss trade-703.78
Averageprofit trade115.64loss trade-563.70
Maximumconsecutive wins (profit in money)26 (3254.44)consecutive losses (loss in money)1 (-703.78)
Maximalconsecutive profit (count of wins)3254.44 (26)consecutive loss (count of losses)-703.78 (1)
Averageconsecutive wins10consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.01.07 14:31buy11.001.88151.87151.8835
22005.01.07 14:40modify11.001.88151.88161.8835
32005.01.07 14:40modify11.001.88151.88181.8835
42005.01.07 14:40t/p11.001.88351.88181.8835140.0010140.00
52005.01.10 08:41buy21.001.87341.86341.8754
62005.01.10 09:02modify21.001.87341.87341.8754
72005.01.10 09:07modify21.001.87341.87351.8754
82005.01.10 09:07modify21.001.87341.87361.8754
92005.01.10 09:07modify21.001.87341.87371.8754
102005.01.10 09:07modify21.001.87341.87381.8754
112005.01.10 09:08modify21.001.87341.87391.8754
122005.01.10 09:08t/p21.001.87541.87391.8754140.0010280.00
132005.01.17 16:42buy31.001.86071.85071.8627
142005.01.17 17:39modify31.001.86071.86071.8627
152005.01.17 17:42s/l31.001.86071.86071.86270.0010280.00
162005.01.19 13:28sell41.001.87901.88901.8770
172005.01.19 16:04modify41.001.87901.87901.8770
182005.01.19 16:04modify41.001.87901.87881.8770
192005.01.19 16:04modify41.001.87901.87871.8770
202005.01.19 16:04t/p41.001.87701.87871.8770140.0010420.00
212005.01.31 12:35buy51.001.88201.87201.8840
222005.01.31 12:43modify51.001.88201.88201.8840
232005.01.31 12:43modify51.001.88201.88221.8840
242005.01.31 12:43modify51.001.88201.88231.8840
252005.01.31 12:43t/p51.001.88401.88231.8840140.0010560.00
262005.02.17 11:31sell61.001.89001.90001.8880
272005.02.17 13:24modify61.001.89001.88991.8880
282005.02.17 13:26modify61.001.89001.88971.8880
292005.02.17 13:28t/p61.001.88801.88971.8880140.0010700.00
302005.03.09 15:51buy71.001.92231.91231.9243
312005.03.09 16:05modify71.001.92231.92231.9243
322005.03.09 16:05modify71.001.92231.92241.9243
332005.03.09 16:05modify71.001.92231.92251.9243
342005.03.09 16:05modify71.001.92231.92261.9243
352005.03.09 16:23s/l71.001.92261.92261.924321.0010721.00
362005.03.15 15:01sell81.001.92281.93281.9208
372005.03.15 15:02modify81.001.92281.92281.9208
382005.03.15 15:02modify81.001.92281.92281.9208
392005.03.15 15:03modify81.001.92281.92271.9208
402005.03.15 15:03modify81.001.92281.92261.9208
412005.03.15 15:03modify81.001.92281.92251.9208
422005.03.15 15:03modify81.001.92281.92241.9208
432005.03.15 15:03t/p81.001.92081.92241.9208140.0010861.00
442005.03.23 08:54sell91.001.88621.89621.8842
452005.03.23 09:52modify91.001.88621.88621.8842
462005.03.23 09:53modify91.001.88621.88601.8842
472005.03.23 09:53modify91.001.88621.88591.8842
482005.03.23 10:00t/p91.001.88421.88591.8842140.0011001.00
492005.03.31 08:10sell101.001.87821.88821.8762
502005.03.31 08:31modify101.001.87821.87821.8762
512005.03.31 08:31modify101.001.87821.87811.8762
522005.03.31 08:32modify101.001.87821.87801.8762
532005.03.31 08:32modify101.001.87821.87791.8762
542005.03.31 08:32modify101.001.87821.87781.8762
552005.03.31 08:32t/p101.001.87621.87781.8762140.0011141.00
562005.04.01 08:14sell111.001.88721.89721.8852
572005.04.01 14:10close111.001.88741.89721.8852-14.0111126.99
582005.04.01 14:13buy121.001.88741.87741.8894
592005.04.01 15:09modify121.001.88741.88741.8894
602005.04.01 15:09modify121.001.88741.88771.8894
612005.04.01 15:09t/p121.001.88941.88771.8894140.0011266.99
622005.04.12 14:29sell131.001.89341.90341.8914
632005.04.12 14:33modify131.001.89341.89331.8914
642005.04.12 14:33modify131.001.89341.89311.8914
652005.04.12 14:33t/p131.001.89141.89311.8914140.0011406.99
662005.04.12 14:46buy141.001.89121.88121.8932
672005.04.13 05:15t/p141.001.89321.88121.8932136.2211543.21
682005.04.14 14:44buy151.001.88251.87251.8845
692005.04.15 10:37modify151.001.88251.88281.8845
702005.04.15 10:37modify151.001.88251.88291.8845
712005.04.15 10:38t/p151.001.88451.88291.8845138.7411681.95
722005.04.15 15:01sell161.001.88631.89631.8843
732005.04.15 15:03modify161.001.88631.88631.8843
742005.04.15 15:03modify161.001.88631.88621.8843
752005.04.15 15:04s/l161.001.88621.88621.88437.0011688.95
762005.04.15 15:04sell171.001.88621.89621.8842
772005.04.18 09:31s/l171.001.89621.89621.8842-700.7010988.25
782005.04.25 10:14sell181.001.91391.92391.9119
792005.04.25 10:32modify181.001.91391.91391.9119
802005.04.25 10:33modify181.001.91391.91381.9119
812005.04.25 10:34modify181.001.91391.91361.9119
822005.04.25 10:35modify181.001.91391.91351.9119
832005.04.25 10:35t/p181.001.91191.91351.9119140.0011128.25
842005.05.13 13:15buy191.001.85651.84651.8585
852005.05.13 14:03modify191.001.85651.85651.8585
862005.05.13 14:03modify191.001.85651.85661.8585
872005.05.13 14:03modify191.001.85651.85671.8585
882005.05.13 14:20s/l191.001.85671.85671.858514.0011142.25
892005.05.18 10:35sell201.001.83291.84291.8309
902005.05.18 11:05modify201.001.83291.83291.8309
912005.05.18 11:32s/l201.001.83291.83291.83090.0011142.25
922005.05.31 11:59sell211.001.81831.82831.8163
932005.05.31 22:22t/p211.001.81631.82831.8163140.0011282.25
942005.06.02 16:13buy221.001.81531.80531.8173
952005.06.02 16:23modify221.001.81531.81531.8173
962005.06.02 16:25modify221.001.81531.81541.8173
972005.06.02 16:44modify221.001.81531.81541.8173
982005.06.02 16:46modify221.001.81531.81551.8173
992005.06.02 16:46modify221.001.81531.81561.8173
1002005.06.02 16:46t/p221.001.81731.81561.8173140.0011422.25
1012005.06.14 14:31buy231.001.81111.80111.8131
1022005.06.14 14:35modify231.001.81111.81121.8131
1032005.06.14 14:45modify231.001.81111.81121.8131
1042005.06.14 14:45modify231.001.81111.81141.8131
1052005.06.14 14:45modify231.001.81111.81151.8131
1062005.06.14 14:45t/p231.001.81311.81151.8131140.0011562.25
1072005.06.27 11:59sell241.001.82871.83871.8267
1082005.06.27 16:36modify241.001.82871.82861.8267
1092005.06.27 16:36modify241.001.82871.82831.8267
1102005.06.27 16:36t/p241.001.82671.82831.8267140.0011702.25
1112005.06.28 18:16buy251.001.81661.80661.8186
1122005.06.29 13:39s/l251.001.80661.80661.8186-703.7810998.47
1132005.07.07 10:41sell261.001.75221.76221.7502
1142005.07.07 11:17modify261.001.75221.75201.7502
1152005.07.07 11:17t/p261.001.75021.75201.7502140.0011138.47
1162005.07.13 14:38sell271.001.76491.77491.7629
1172005.07.13 14:43modify271.001.76491.76481.7629
1182005.07.13 14:43modify271.001.76491.76451.7629
1192005.07.13 14:43t/p271.001.76291.76451.7629140.0011278.47
1202005.07.14 14:43buy281.001.75941.74941.7614
1212005.07.14 14:49modify281.001.75941.75941.7614
1222005.07.14 14:49modify281.001.75941.75961.7614
1232005.07.14 14:50modify281.001.75941.75971.7614
1242005.07.14 14:51modify281.001.75941.75981.7614
1252005.07.14 14:57t/p281.001.76141.75981.7614140.0011418.47
1262005.07.20 10:31sell291.001.73581.74581.7338
1272005.07.20 10:41modify291.001.73581.73571.7338
1282005.07.20 10:41modify291.001.73581.73551.7338
1292005.07.20 10:41t/p291.001.73381.73551.7338140.0011558.47
1302005.07.26 08:59sell301.001.74261.75261.7406
1312005.07.26 10:13modify301.001.74261.74251.7406
1322005.07.26 10:13modify301.001.74261.74231.7406
1332005.07.26 10:13modify301.001.74261.74221.7406
1342005.07.26 10:13modify301.001.74261.74211.7406
1352005.07.26 10:13t/p301.001.74061.74211.7406140.0011698.47
1362005.08.17 14:37sell311.001.80861.81861.8066
1372005.08.17 17:58modify311.001.80861.80861.8066
1382005.08.17 18:05modify311.001.80861.80851.8066
1392005.08.17 18:06modify311.001.80861.80851.8066
1402005.08.17 18:14s/l311.001.80851.80851.80667.0011705.47
1412005.08.26 08:11sell321.001.80331.81331.8013
1422005.08.26 20:59t/p321.001.80131.81331.8013140.0011845.47
1432005.09.01 15:22sell331.001.81371.82371.8117
1442005.09.01 16:07s/l331.001.82371.82371.8117-700.0011145.47
1452005.09.07 14:24buy341.001.84071.83071.8427
1462005.09.07 18:04modify341.001.84071.84071.8427
1472005.09.07 18:08s/l341.001.84071.84071.84270.0011145.47
1482005.09.08 09:56sell351.001.83711.84711.8351
1492005.09.08 19:09t/p351.001.83511.84711.8351140.0011285.47
1502005.09.26 08:12sell361.001.77411.78411.7721
1512005.09.26 08:40modify361.001.77411.77411.7721
1522005.09.26 08:41modify361.001.77411.77401.7721
1532005.09.26 08:41modify361.001.77411.77381.7721
1542005.09.26 08:41t/p361.001.77211.77381.7721140.0011425.47
1552005.10.19 08:43sell371.001.74601.75601.7440
1562005.10.19 09:01modify371.001.74601.74601.7440
1572005.10.19 09:12s/l371.001.74601.74601.74400.0011425.47
1582005.10.21 11:43sell381.001.77701.78701.7750
1592005.10.21 12:29modify381.001.77701.77701.7750
1602005.10.21 12:30modify381.001.77701.77691.7750
1612005.10.21 12:30modify381.001.77701.77671.7750
1622005.10.21 12:30t/p381.001.77501.77671.7750140.0011565.47
1632005.10.28 08:29buy391.001.78471.77471.7867
1642005.10.28 18:59s/l391.001.77471.77471.7867-700.0010865.47
1652005.11.04 14:30buy401.001.76491.75491.7669
1662005.11.04 14:32modify401.001.76491.76511.7669
1672005.11.04 14:33s/l401.001.76511.76511.766914.0010879.47
1682005.11.04 14:34buy411.001.76521.75521.7672
1692005.11.04 14:39modify411.001.76521.76521.7672
1702005.11.04 14:41modify411.001.76521.76541.7672
1712005.11.04 14:41t/p411.001.76721.76541.7672140.0011019.47
1722005.11.09 08:37sell421.001.74231.75231.7403
1732005.11.09 10:43modify421.001.74231.74231.7403
1742005.11.09 10:43modify421.001.74231.74221.7403
1752005.11.09 10:43modify421.001.74231.74211.7403
1762005.11.09 10:43modify421.001.74231.74201.7403
1772005.11.09 10:44modify421.001.74231.74201.7403
1782005.11.09 10:44t/p421.001.74031.74201.7403140.0011159.47
1792005.11.11 08:44sell431.001.74201.75201.7400
1802005.11.11 10:27modify431.001.74201.74191.7400
1812005.11.11 10:27modify431.001.74201.74161.7400
1822005.11.11 10:27t/p431.001.74001.74161.7400140.0011299.47
1832005.11.14 16:49buy441.001.73801.72801.7400
1842005.11.15 09:23modify441.001.73801.73801.7400
1852005.11.15 09:23modify441.001.73801.73811.7400
1862005.11.15 09:44s/l441.001.73811.73811.74005.7411305.21
1872005.11.18 16:12sell451.001.71631.72631.7143
1882005.11.18 16:16modify451.001.71631.71631.7143
1892005.11.18 16:16modify451.001.71631.71621.7143
1902005.11.18 16:17modify451.001.71631.71611.7143
1912005.11.18 16:17modify451.001.71631.71601.7143
1922005.11.18 16:18modify451.001.71631.71591.7143
1932005.11.18 16:19t/p451.001.71431.71591.7143140.0011445.21
1942005.11.21 09:14sell461.001.71791.72791.7159
1952005.11.21 17:18modify461.001.71791.71781.7159
1962005.11.21 17:18modify461.001.71791.71771.7159
1972005.11.21 17:23modify461.001.71791.71761.7159
1982005.11.21 17:23modify461.001.71791.71751.7159
1992005.11.21 17:23t/p461.001.71591.71751.7159140.0011585.21
2002005.11.23 08:25sell471.001.72401.73401.7220
2012005.11.23 10:05modify471.001.72401.72391.7220
2022005.11.23 10:05modify471.001.72401.72361.7220
2032005.11.23 10:06t/p471.001.72201.72361.7220140.0011725.21
2042005.11.24 11:09sell481.001.72411.73411.7221
2052005.11.24 17:28modify481.001.72411.72391.7221
2062005.11.24 17:28modify481.001.72411.72371.7221
2072005.11.24 18:08t/p481.001.72211.72371.7221140.0011865.21
2082005.11.28 16:13buy491.001.71171.70171.7137
2092005.11.28 16:25modify491.001.71171.71191.7137
2102005.11.28 16:25modify491.001.71171.71211.7137
2112005.11.28 16:25t/p491.001.71371.71211.7137140.0012005.21
2122005.12.06 08:41buy501.001.74211.73211.7441
2132005.12.06 09:27modify501.001.74211.74211.7441
2142005.12.06 09:27modify501.001.74211.74221.7441
2152005.12.06 09:28modify501.001.74211.74231.7441
2162005.12.06 09:29modify501.001.74211.74251.7441
2172005.12.06 09:30modify501.001.74211.74261.7441
2182005.12.06 09:30t/p501.001.74411.74261.7441140.0012145.21
2192005.12.22 12:51buy511.001.73761.72761.7396
2202005.12.22 15:02modify511.001.73761.73771.7396
2212005.12.22 15:03modify511.001.73761.73771.7396
2222005.12.22 15:03modify511.001.73761.73781.7396
2232005.12.22 15:06modify511.001.73761.73791.7396
2242005.12.22 15:06modify511.001.73761.73801.7396
2252005.12.22 15:06t/p511.001.73961.73801.7396140.0012285.21
2262005.12.26 08:59sell521.001.73451.74451.7325
2272005.12.26 09:59modify521.001.73451.73441.7325
2282005.12.26 10:00modify521.001.73451.73431.7325
2292005.12.26 10:00modify521.001.73451.73421.7325
2302005.12.26 10:00s/l521.001.73421.73421.732521.0012306.21
2312005.12.26 16:53buy531.001.73301.72301.7350
2322005.12.26 16:53modify531.001.73301.73311.7350
2332005.12.26 16:54modify531.001.73301.73311.7350
2342005.12.26 16:54t/p531.001.73501.73311.7350140.0012446.21
2352005.12.26 16:56buy541.001.73371.72371.7357
2362005.12.27 09:46modify541.001.73371.73381.7357
2372005.12.27 09:46modify541.001.73371.73401.7357
2382005.12.27 09:46t/p541.001.73571.73401.7357138.7412584.95
2392006.01.13 11:09sell551.001.76841.77841.7664
2402006.01.13 11:28modify551.001.76841.76841.7664
2412006.01.13 11:28modify551.001.76841.76831.7664
2422006.01.13 11:28modify551.001.76841.76821.7664
2432006.01.13 11:28modify551.001.76841.76811.7664
2442006.01.13 11:28modify551.001.76841.76801.7664
2452006.01.13 11:29modify551.001.76841.76801.7664
2462006.01.13 11:29t/p551.001.76641.76801.7664140.0012724.95
2472006.01.31 08:03buy561.001.76911.75911.7711
2482006.01.31 08:46modify561.001.76911.76921.7711
2492006.01.31 08:46modify561.001.76911.76931.7711
2502006.01.31 08:46modify561.001.76911.76941.7711
2512006.01.31 08:51modify561.001.76911.76961.7711
2522006.01.31 08:51t/p561.001.77111.76961.7711140.0012864.95
2532006.02.03 11:41buy571.001.77661.76661.7786
2542006.02.03 14:30modify571.001.77661.77661.7786
2552006.02.03 14:30t/p571.001.77861.77661.7786140.0013004.95
2562006.02.07 17:22buy581.001.74331.73331.7453
2572006.02.07 18:21modify581.001.74331.74351.7453
2582006.02.07 18:28modify581.001.74331.74361.7453
2592006.02.07 18:28modify581.001.74331.74371.7453
2602006.02.07 18:28t/p581.001.74531.74371.7453140.0013144.95
2612006.02.16 11:27buy591.001.73531.72531.7373
2622006.02.16 20:49t/p591.001.73731.72531.7373140.0013284.95
2632006.02.22 10:30buy601.001.74481.73481.7468
2642006.02.23 09:05modify601.001.74481.74481.7468
2652006.02.23 09:05modify601.001.74481.74491.7468
2662006.02.23 09:06modify601.001.74481.74501.7468
2672006.02.23 09:07modify601.001.74481.74521.7468
2682006.02.23 09:07t/p601.001.74681.74521.7468138.7413423.69
2692006.03.02 13:52buy611.001.74791.73791.7499
2702006.03.02 17:23modify611.001.74791.74791.7499
2712006.03.02 17:23modify611.001.74791.74811.7499
2722006.03.02 17:23modify611.001.74791.74831.7499
2732006.03.02 17:24modify611.001.74791.74831.7499
2742006.03.02 17:24modify611.001.74791.74841.7499
2752006.03.02 17:25t/p611.001.74991.74841.7499140.0013563.69
2762006.03.07 13:16buy621.001.73691.72691.7389
2772006.03.08 08:20modify621.001.73691.73701.7389
2782006.03.08 08:20modify621.001.73691.73721.7389
2792006.03.08 08:27modify621.001.73691.73731.7389
2802006.03.08 08:27modify621.001.73691.73741.7389
2812006.03.08 08:27t/p621.001.73891.73741.7389136.2213699.91
2822006.03.22 14:24buy631.001.74681.73681.7488
2832006.03.22 14:47modify631.001.74681.74701.7488
2842006.03.22 14:47modify631.001.74681.74721.7488
2852006.03.22 14:50t/p631.001.74881.74721.7488140.0013839.91
2862006.03.29 08:26sell641.001.74281.75281.7408
2872006.03.29 09:19modify641.001.74281.74271.7408
2882006.03.29 09:19modify641.001.74281.74251.7408
2892006.03.29 09:20modify641.001.74281.74241.7408
2902006.03.29 09:30modify641.001.74281.74231.7408
2912006.03.29 09:37t/p641.001.74081.74231.7408140.0013979.91
2922006.04.26 10:44buy651.001.78171.77171.7837
2932006.04.26 11:23modify651.001.78171.78171.7837
2942006.04.26 11:23modify651.001.78171.78191.7837
2952006.04.26 11:23modify651.001.78171.78211.7837
2962006.04.26 11:24modify651.001.78171.78211.7837
2972006.04.26 11:24t/p651.001.78371.78211.7837140.0014119.91