Strategy Tester Report
PX4_FX

SymbolGBPCHF (Great Britain Pound vs Swiss Frank)
PeriodDaily (D1) 2006.04.26 00:00 - 2006.05.04 00:00 (2006.04.26 - 2006.05.27)
ModelControl points (based on the nearest less timeframe with fractal interpolation of 12 control points)
Parameterslots=0.5; MaxTrades=10; ManageMoney=false; Risk=4; ProfitTrailing=true; UseSound=true; StopLoss=22; TakeProfit=10; TrailingStop=12;
Bars in test513Ticks modelled759Modelling quality50.00%
Initial deposit5000.00
Total net profit1045.32Gross profit2155.99Gross loss-1110.67
Profit factor1.94Expected payoff15.84
Absolute drawdown0.00Maximal drawdown (%)268.54 (4.6%)
Total trades66Short positions (won %)32 (90.63%)Long positions (won %)34 (70.59%)
Profit trades (% of total)53 (80.30%)Loss trades (% of total)13 (19.70%)
Largestprofit trade40.69loss trade-89.52
Averageprofit trade40.68loss trade-85.44
Maximumconsecutive wins (profit in money)13 (528.80)consecutive losses (loss in money)3 (-268.54)
Maximalconsecutive profit (count of wins)528.80 (13)consecutive loss (count of losses)-268.54 (3)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.04.26 00:40sell10.502.26842.27062.2674
22006.04.26 02:00t/p10.502.26742.27062.267440.675040.67
32006.04.26 04:39sell20.502.26872.27092.2677
42006.04.26 05:19t/p20.502.26772.27092.267740.675081.34
52006.04.26 05:19buy30.502.26502.26282.2660
62006.04.26 05:59t/p30.502.26602.26282.266040.685122.02
72006.04.26 05:59sell40.502.26822.27042.2672
82006.04.26 06:39t/p40.502.26722.27042.267240.685162.70
92006.04.26 06:39buy50.502.26522.26302.2662
102006.04.26 07:19t/p50.502.26622.26302.266240.695203.39
112006.04.26 08:39buy60.502.26512.26292.2661
122006.04.26 09:19t/p60.502.26612.26292.266140.695244.08
132006.04.26 12:39sell70.502.26982.27202.2688
142006.04.26 13:19t/p70.502.26882.27202.268840.675284.75
152006.04.26 13:59sell80.502.26962.27182.2686
162006.04.26 15:19t/p80.502.26862.27182.268640.685325.43
172006.04.26 17:19sell90.502.27022.27242.2692
182006.04.26 17:59sell100.502.26952.27172.2685
192006.04.26 18:39t/p90.502.26922.27242.269240.675366.10
202006.04.26 18:39t/p100.502.26852.27172.268540.675406.77
212006.04.27 01:20buy110.502.26542.26322.2664
222006.04.27 02:40t/p110.502.26642.26322.266440.695447.46
232006.04.27 05:59sell120.502.26922.27142.2682
242006.04.27 06:39t/p120.502.26822.27142.268240.675488.13
252006.04.27 09:19sell130.502.27282.27502.2718
262006.04.27 09:59t/p130.502.27182.27502.271840.675528.80
272006.04.27 11:59sell140.502.27112.27332.2701
282006.04.27 12:39s/l140.502.27332.27332.2701-89.485439.32
292006.04.27 12:39sell150.502.27412.27632.2731
302006.04.27 13:19t/p150.502.27312.27632.273140.675479.99
312006.04.27 16:39buy160.502.26832.26612.2693
322006.04.27 17:19buy170.502.26862.26642.2696
332006.04.27 17:59buy180.502.26892.26672.2699
342006.04.27 19:19t/p160.502.26932.26612.269340.695520.68
352006.04.27 19:19t/p170.502.26962.26642.269640.695561.37
362006.04.27 19:19t/p180.502.26992.26672.269940.695602.06
372006.04.28 05:19sell190.502.27152.27372.2705
382006.04.28 07:19t/p190.502.27052.27372.270540.685642.74
392006.04.28 07:19buy200.502.26722.26502.2682
402006.04.28 07:59buy210.502.26662.26442.2676
412006.04.28 09:19s/l200.502.26502.26502.2682-89.515553.23
422006.04.28 09:19s/l210.502.26442.26442.2676-89.525463.71
432006.04.28 10:39buy220.502.25772.25552.2587
442006.04.28 11:19buy230.502.25952.25732.2605
452006.04.28 11:59t/p220.502.25872.25552.258740.695504.40
462006.04.28 11:59t/p230.502.26052.25732.260540.695545.09
472006.05.01 10:39buy240.502.26102.25882.2620
482006.05.01 12:39s/l240.502.25882.25882.2620-89.515455.58
492006.05.01 12:39buy250.502.25712.25492.2581
502006.05.01 13:19t/p250.502.25812.25492.258140.695496.27
512006.05.01 13:59buy260.502.25922.25702.2602
522006.05.01 14:39t/p260.502.26022.25702.260240.695536.96
532006.05.01 15:19sell270.502.26612.26832.2651
542006.05.01 16:39t/p270.502.26512.26832.265140.675577.63
552006.05.01 18:39sell280.502.26682.26902.2658
562006.05.01 19:19t/p280.502.26582.26902.265840.675618.30
572006.05.02 05:59sell290.502.26792.27012.2669
582006.05.02 06:39s/l290.502.27012.27012.2669-89.495528.81
592006.05.02 06:39sell300.502.26952.27172.2685
602006.05.02 07:19sell310.502.26782.27002.2668
612006.05.02 07:59sell320.502.26902.27122.2680
622006.05.02 08:39t/p300.502.26852.27172.268540.675569.48
632006.05.02 08:39t/p310.502.26682.27002.266840.685610.16
642006.05.02 08:39t/p320.502.26802.27122.268040.675650.83
652006.05.02 09:19sell330.502.27012.27232.2691
662006.05.02 09:59s/l330.502.27232.27232.2691-89.485561.35
672006.05.02 09:59sell340.502.27172.27392.2707
682006.05.02 11:19t/p340.502.27072.27392.270740.675602.02
692006.05.02 15:19sell350.502.27282.27502.2718
702006.05.02 15:59t/p350.502.27182.27502.271840.675642.69
712006.05.02 18:39sell360.502.27702.27922.2760
722006.05.02 19:19sell370.502.27742.27962.2764
732006.05.02 19:59sell380.502.27642.27862.2754
742006.05.02 20:39t/p360.502.27602.27922.276040.675683.36
752006.05.02 20:39t/p370.502.27642.27962.276440.675724.03
762006.05.02 20:39t/p380.502.27542.27862.275440.685764.71
772006.05.02 21:19buy390.502.27192.26972.2729
782006.05.02 21:59t/p390.502.27292.26972.272940.685805.39
792006.05.02 23:59buy400.502.27332.27112.2743
802006.05.02 23:59buy410.502.27332.27112.2743
812006.05.03 00:00buy420.502.27342.27122.2744
822006.05.03 00:40s/l400.502.27112.27112.2743-89.515715.88
832006.05.03 00:40s/l410.502.27112.27112.2743-89.515626.37
842006.05.03 00:40s/l420.502.27122.27122.2744-89.525536.85
852006.05.03 00:40buy430.502.27192.26972.2729
862006.05.03 01:20t/p430.502.27292.26972.272940.685577.53
872006.05.03 03:20sell440.502.27622.27842.2752
882006.05.03 04:39t/p440.502.27522.27842.275240.675618.20
892006.05.03 04:39buy450.502.27032.26812.2713
902006.05.03 05:19buy460.502.27052.26832.2715
912006.05.03 05:59buy470.502.27172.26952.2727
922006.05.03 06:39t/p450.502.27132.26812.271340.685658.88
932006.05.03 06:39t/p460.502.27152.26832.271540.695699.57
942006.05.03 06:39t/p470.502.27272.26952.272740.685740.25
952006.05.03 07:19buy480.502.27302.27082.2740
962006.05.03 08:39s/l480.502.27082.27082.2740-89.515650.74
972006.05.03 13:19sell490.502.27912.28132.2781
982006.05.03 13:59t/p490.502.27812.28132.278140.685691.42
992006.05.03 16:39sell500.502.27922.28142.2782
1002006.05.03 17:19t/p500.502.27822.28142.278240.675732.09
1012006.05.04 01:20buy510.502.27472.27252.2757
1022006.05.04 02:00t/p510.502.27572.27252.275740.685772.77
1032006.05.04 05:59sell520.502.27912.28132.2781
1042006.05.04 07:59t/p520.502.27812.28132.278140.685813.45
1052006.05.04 09:19sell530.502.28372.28592.2827
1062006.05.04 09:59t/p530.502.28272.28592.282740.685854.13
1072006.05.04 09:59sell540.502.28052.28272.2795
1082006.05.04 10:39t/p540.502.27952.28272.279540.675894.80
1092006.05.04 11:59sell550.502.28262.28482.2816
1102006.05.04 12:39sell560.502.28352.28572.2825
1112006.05.04 13:19t/p550.502.28162.28482.281640.675935.47
1122006.05.04 13:19t/p560.502.28252.28572.282540.675976.14
1132006.05.04 13:19buy570.502.27632.27412.2773
1142006.05.04 13:59s/l570.502.27412.27412.2773-89.515886.63
1152006.05.04 13:59buy580.502.27092.26872.2719
1162006.05.04 14:39t/p580.502.27192.26872.271940.695927.32
1172006.05.04 15:19buy590.502.27182.26962.2728
1182006.05.04 15:59t/p590.502.27282.26962.272840.685968.00
1192006.05.04 15:59buy600.502.27392.27172.2749
1202006.05.04 16:39buy610.502.27332.27112.2743
1212006.05.04 17:19buy620.502.27292.27072.2739
1222006.05.04 17:59buy630.502.27352.27132.2745
1232006.05.04 18:39buy640.502.27302.27082.2740
1242006.05.04 19:19t/p600.502.27492.27172.274940.696008.69
1252006.05.04 19:19t/p610.502.27432.27112.274340.686049.37
1262006.05.04 19:19t/p620.502.27392.27072.273940.696090.06
1272006.05.04 19:19t/p630.502.27452.27132.274540.696130.75
1282006.05.04 19:19t/p640.502.27402.27082.274040.696171.44
1292006.05.04 19:19buy650.502.27692.27472.2779
1302006.05.04 23:59s/l650.502.27472.27472.2779-89.516081.93
1312006.05.04 23:59buy660.502.27352.27132.2745
1322006.05.04 23:59close at stop660.502.27262.27132.2745-36.616045.32