Strategy Tester Report
GoGetShorts-2
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2005.03.02 16:30 - 2006.07.12 00:00 (2004.01.01 - 2006.07.12) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | ShortemaS=5; ShortemaL=18; Mtrendema=150; TrailingStop=17; Trade_Signal_1="Trade Signal 1 Settings"; Lots1=0.5; TakeProfit1=50; StopLoss1=120; MinsMultiplier1=75; OffAve=160; Trade_Signal_2="Trade Signal 2 Settings"; Lots2=0.05; TakeProfit2=105; StopLoss2=47; MinsMultiplier2=75; Other_Settings="Advanced Settings"; MaxOpenTrade=2; TakeProfitMode=true; TrailingStopMode=true; StopLossMode=true; Shift=3; Slippage=3; Time_Settings="Time In Trade Settings"; MonitorInMinutes=60; ThresholdMove=1; MinsMultiplier=75; SignalMail=false; EachTickMode=false; | ||||
| Bars in test | 16646 | Ticks modelled | 1635136 | Modelling quality | 64.35% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 1500.00 | Gross profit | 1500.00 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 250.00 | |||
| Absolute drawdown | 0.00 | Maximal drawdown | 0.00 (0.00%) | Relative drawdown | 0.00% (0.00) |
| Total trades | 6 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 6 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 250.00 | loss trade | 0.00 | |
| Average | profit trade | 250.00 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 6 (1500.00) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 1500.00 (6) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 6 | consecutive losses | 0 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2005.09.05 00:30 | sell | 1 | 0.50 | 1.8384 | 1.8504 | 1.8334 | ||
| 2 | 2005.09.05 01:00 | sell | 2 | 0.50 | 1.8394 | 1.8514 | 1.8344 | ||
| 3 | 2005.09.08 00:32 | t/p | 2 | 0.50 | 1.8344 | 1.8514 | 1.8344 | 250.00 | 10250.00 |
| 4 | 2005.09.08 01:02 | t/p | 1 | 0.50 | 1.8334 | 1.8504 | 1.8334 | 250.00 | 10500.00 |
| 5 | 2006.05.01 18:30 | sell | 3 | 0.50 | 1.8287 | 1.8407 | 1.8237 | ||
| 6 | 2006.05.01 19:00 | sell | 4 | 0.50 | 1.8274 | 1.8394 | 1.8224 | ||
| 7 | 2006.05.01 21:43 | t/p | 3 | 0.50 | 1.8237 | 1.8407 | 1.8237 | 250.00 | 10750.00 |
| 8 | 2006.05.02 06:59 | t/p | 4 | 0.50 | 1.8224 | 1.8394 | 1.8224 | 250.00 | 11000.00 |
| 9 | 2006.05.12 15:30 | sell | 5 | 0.50 | 1.8903 | 1.9023 | 1.8853 | ||
| 10 | 2006.05.12 16:00 | sell | 6 | 0.50 | 1.8910 | 1.9030 | 1.8860 | ||
| 11 | 2006.05.15 08:29 | t/p | 5 | 0.50 | 1.8853 | 1.9023 | 1.8853 | 250.00 | 11250.00 |
| 12 | 2006.05.15 08:29 | t/p | 6 | 0.50 | 1.8860 | 1.9030 | 1.8860 | 250.00 | 11500.00 |