Strategy Tester Report
3birds
| Symbol | GBPUSD (Great Britan vs US Dollar) | ||||
| Period | 1 Hour (H1) 2005.04.13 06:00 - 2006.04.21 22:00 | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | |||||
| Bars in test | 6443 | Ticks modelled | 1213274 | Modelling quality | 67.82% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 18725.10 | Gross profit | 20074.10 | Gross loss | -1349.00 |
| Profit factor | 14.88 | Expected payoff | 749.00 | ||
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 450.00 (2.5%) | ||
| Total trades | 25 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 10 (100.00%) |
| Profit trades (% of total) | 22 (88.00%) | Loss trades (% of total) | 3 (12.00%) | ||
| Largest | profit trade | 4111.00 | loss trade | -450.00 | |
| Average | profit trade | 912.46 | loss trade | -449.67 | |
| Maximum | consecutive wins (profit in money) | 8 (8820.40) | consecutive losses (loss in money) | 1 (-450.00) | |
| Maximal | consecutive profit (count of wins) | 8820.40 (8) | consecutive loss (count of losses) | -450.00 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2005.04.14 17:00 | buy | 1 | 1.00 | 1.8769 | 1.8724 | 1.9769 | ||
| 2 | 2005.04.14 18:00 | modify | 1 | 1.00 | 1.8769 | 1.8774 | 1.9769 | ||
| 3 | 2005.04.15 07:41 | s/l | 1 | 1.00 | 1.8774 | 1.8774 | 1.9769 | 47.00 | 10047.00 |
| 4 | 2005.05.04 07:00 | sell | 2 | 1.00 | 1.9034 | 1.9079 | 1.8034 | ||
| 5 | 2005.05.04 10:00 | modify | 2 | 1.00 | 1.9034 | 1.9029 | 1.8034 | ||
| 6 | 2005.05.04 13:00 | s/l | 2 | 1.00 | 1.9029 | 1.9029 | 1.8034 | 50.00 | 10097.00 |
| 7 | 2005.05.18 23:00 | sell | 3 | 1.00 | 1.8408 | 1.8453 | 1.7408 | ||
| 8 | 2005.05.19 16:00 | modify | 3 | 1.00 | 1.8408 | 1.8403 | 1.7408 | ||
| 9 | 2005.05.20 16:00 | modify | 3 | 1.00 | 1.8408 | 1.8371 | 1.7408 | ||
| 10 | 2005.05.20 17:00 | modify | 3 | 1.00 | 1.8408 | 1.8356 | 1.7408 | ||
| 11 | 2005.05.20 17:00 | close | 3 | 1.00 | 1.8268 | 1.8356 | 1.7408 | 1402.00 | 11499.00 |
| 12 | 2005.05.20 17:00 | buy | 4 | 1.00 | 1.8268 | 1.8223 | 1.9268 | ||
| 13 | 2005.05.24 00:00 | modify | 4 | 1.00 | 1.8268 | 1.8273 | 1.9268 | ||
| 14 | 2005.05.24 04:42 | s/l | 4 | 1.00 | 1.8273 | 1.8273 | 1.9268 | 44.00 | 11543.00 |
| 15 | 2005.06.22 00:00 | sell | 5 | 1.00 | 1.8296 | 1.8341 | 1.7296 | ||
| 16 | 2005.06.22 12:00 | modify | 5 | 1.00 | 1.8296 | 1.8291 | 1.7296 | ||
| 17 | 2005.06.22 13:00 | modify | 5 | 1.00 | 1.8296 | 1.8261 | 1.7296 | ||
| 18 | 2005.06.22 17:00 | modify | 5 | 1.00 | 1.8296 | 1.8258 | 1.7296 | ||
| 19 | 2005.06.23 16:00 | modify | 5 | 1.00 | 1.8296 | 1.8253 | 1.7296 | ||
| 20 | 2005.06.23 20:00 | modify | 5 | 1.00 | 1.8296 | 1.8251 | 1.7296 | ||
| 21 | 2005.06.23 22:00 | modify | 5 | 1.00 | 1.8296 | 1.8200 | 1.7296 | ||
| 22 | 2005.06.24 12:40 | s/l | 5 | 1.00 | 1.8200 | 1.8200 | 1.7296 | 957.50 | 12500.50 |
| 23 | 2005.08.03 15:00 | sell | 6 | 1.00 | 1.7818 | 1.7863 | 1.6818 | ||
| 24 | 2005.08.03 20:00 | modify | 6 | 1.00 | 1.7818 | 1.7813 | 1.6818 | ||
| 25 | 2005.08.04 04:17 | s/l | 6 | 1.00 | 1.7813 | 1.7813 | 1.6818 | 51.00 | 12551.50 |
| 26 | 2005.08.31 20:00 | sell | 7 | 1.00 | 1.8036 | 1.8081 | 1.7036 | ||
| 27 | 2005.09.01 11:26 | s/l | 7 | 1.00 | 1.8081 | 1.8081 | 1.7036 | -449.00 | 12102.50 |
| 28 | 2005.09.09 14:00 | buy | 8 | 1.00 | 1.8328 | 1.8283 | 1.9328 | ||
| 29 | 2005.09.09 15:00 | modify | 8 | 1.00 | 1.8328 | 1.8333 | 1.9328 | ||
| 30 | 2005.09.12 01:00 | modify | 8 | 1.00 | 1.8328 | 1.8359 | 1.9328 | ||
| 31 | 2005.09.12 03:00 | modify | 8 | 1.00 | 1.8328 | 1.8364 | 1.9328 | ||
| 32 | 2005.09.12 05:19 | s/l | 8 | 1.00 | 1.8364 | 1.8364 | 1.9328 | 359.60 | 12462.10 |
| 33 | 2005.10.14 00:00 | sell | 9 | 1.00 | 1.7570 | 1.7615 | 1.6570 | ||
| 34 | 2005.10.14 04:00 | modify | 9 | 1.00 | 1.7570 | 1.7565 | 1.6570 | ||
| 35 | 2005.10.14 07:47 | s/l | 9 | 1.00 | 1.7565 | 1.7565 | 1.6570 | 50.00 | 12512.10 |
| 36 | 2005.11.28 22:00 | sell | 10 | 1.00 | 1.7326 | 1.7371 | 1.6326 | ||
| 37 | 2005.11.29 01:00 | modify | 10 | 1.00 | 1.7326 | 1.7321 | 1.6326 | ||
| 38 | 2005.11.29 04:00 | modify | 10 | 1.00 | 1.7326 | 1.7295 | 1.6326 | ||
| 39 | 2005.11.29 05:00 | modify | 10 | 1.00 | 1.7326 | 1.7286 | 1.6326 | ||
| 40 | 2005.11.29 16:00 | modify | 10 | 1.00 | 1.7326 | 1.7278 | 1.6326 | ||
| 41 | 2005.11.29 18:00 | modify | 10 | 1.00 | 1.7326 | 1.7230 | 1.6326 | ||
| 42 | 2005.11.30 01:00 | modify | 10 | 1.00 | 1.7326 | 1.7225 | 1.6326 | ||
| 43 | 2005.11.30 02:00 | modify | 10 | 1.00 | 1.7326 | 1.7223 | 1.6326 | ||
| 44 | 2005.11.30 10:12 | s/l | 10 | 1.00 | 1.7223 | 1.7223 | 1.6326 | 1031.00 | 13543.10 |
| 45 | 2005.12.02 14:00 | buy | 11 | 1.00 | 1.7266 | 1.7221 | 1.8266 | ||
| 46 | 2005.12.02 16:00 | modify | 11 | 1.00 | 1.7266 | 1.7271 | 1.8266 | ||
| 47 | 2005.12.02 16:00 | modify | 11 | 1.00 | 1.7266 | 1.7299 | 1.8266 | ||
| 48 | 2005.12.02 16:05 | s/l | 11 | 1.00 | 1.7299 | 1.7299 | 1.8266 | 325.60 | 13868.70 |
| 49 | 2005.12.07 12:00 | buy | 12 | 1.00 | 1.7316 | 1.7271 | 1.8316 | ||
| 50 | 2005.12.07 23:00 | modify | 12 | 1.00 | 1.7316 | 1.7321 | 1.8316 | ||
| 51 | 2005.12.08 11:00 | modify | 12 | 1.00 | 1.7316 | 1.7348 | 1.8316 | ||
| 52 | 2005.12.08 12:00 | modify | 12 | 1.00 | 1.7316 | 1.7359 | 1.8316 | ||
| 53 | 2005.12.08 13:00 | modify | 12 | 1.00 | 1.7316 | 1.7362 | 1.8316 | ||
| 54 | 2005.12.08 14:00 | modify | 12 | 1.00 | 1.7316 | 1.7365 | 1.8316 | ||
| 55 | 2005.12.08 16:00 | modify | 12 | 1.00 | 1.7316 | 1.7365 | 1.8316 | ||
| 56 | 2005.12.08 18:00 | modify | 12 | 1.00 | 1.7316 | 1.7432 | 1.8316 | ||
| 57 | 2005.12.08 19:00 | modify | 12 | 1.00 | 1.7316 | 1.7443 | 1.8316 | ||
| 58 | 2005.12.08 20:00 | modify | 12 | 1.00 | 1.7316 | 1.7453 | 1.8316 | ||
| 59 | 2005.12.08 22:00 | modify | 12 | 1.00 | 1.7316 | 1.7459 | 1.8316 | ||
| 60 | 2005.12.09 18:00 | modify | 12 | 1.00 | 1.7316 | 1.7471 | 1.8316 | ||
| 61 | 2005.12.12 04:00 | modify | 12 | 1.00 | 1.7316 | 1.7488 | 1.8316 | ||
| 62 | 2005.12.12 06:00 | modify | 12 | 1.00 | 1.7316 | 1.7504 | 1.8316 | ||
| 63 | 2005.12.12 11:00 | modify | 12 | 1.00 | 1.7316 | 1.7521 | 1.8316 | ||
| 64 | 2005.12.12 12:00 | modify | 12 | 1.00 | 1.7316 | 1.7530 | 1.8316 | ||
| 65 | 2005.12.12 15:00 | modify | 12 | 1.00 | 1.7316 | 1.7543 | 1.8316 | ||
| 66 | 2005.12.12 16:00 | modify | 12 | 1.00 | 1.7316 | 1.7584 | 1.8316 | ||
| 67 | 2005.12.12 16:00 | close | 12 | 1.00 | 1.7728 | 1.7584 | 1.8316 | 4111.00 | 17979.70 |
| 68 | 2005.12.12 16:00 | sell | 13 | 1.00 | 1.7728 | 1.7773 | 1.6728 | ||
| 69 | 2005.12.12 19:54 | s/l | 13 | 1.00 | 1.7773 | 1.7773 | 1.6728 | -450.00 | 17529.70 |
| 70 | 2005.12.23 16:00 | buy | 14 | 1.00 | 1.7318 | 1.7273 | 1.8318 | ||
| 71 | 2005.12.26 04:00 | modify | 14 | 1.00 | 1.7318 | 1.7323 | 1.8318 | ||
| 72 | 2005.12.26 05:45 | s/l | 14 | 1.00 | 1.7323 | 1.7323 | 1.8318 | 47.00 | 17576.70 |
| 73 | 2005.12.28 20:00 | buy | 15 | 1.00 | 1.7167 | 1.7122 | 1.8167 | ||
| 74 | 2005.12.29 03:00 | modify | 15 | 1.00 | 1.7167 | 1.7172 | 1.8167 | ||
| 75 | 2005.12.29 11:41 | s/l | 15 | 1.00 | 1.7172 | 1.7172 | 1.8167 | 47.00 | 17623.70 |
| 76 | 2006.01.03 02:00 | buy | 16 | 1.00 | 1.7190 | 1.7145 | 1.8190 | ||
| 77 | 2006.01.03 04:00 | modify | 16 | 1.00 | 1.7190 | 1.7195 | 1.8190 | ||
| 78 | 2006.01.03 05:00 | modify | 16 | 1.00 | 1.7190 | 1.7222 | 1.8190 | ||
| 79 | 2006.01.03 07:00 | modify | 16 | 1.00 | 1.7190 | 1.7223 | 1.8190 | ||
| 80 | 2006.01.03 08:00 | modify | 16 | 1.00 | 1.7190 | 1.7228 | 1.8190 | ||
| 81 | 2006.01.03 10:00 | modify | 16 | 1.00 | 1.7190 | 1.7228 | 1.8190 | ||
| 82 | 2006.01.03 11:00 | modify | 16 | 1.00 | 1.7190 | 1.7241 | 1.8190 | ||
| 83 | 2006.01.03 18:00 | modify | 16 | 1.00 | 1.7190 | 1.7319 | 1.8190 | ||
| 84 | 2006.01.03 19:00 | modify | 16 | 1.00 | 1.7190 | 1.7327 | 1.8190 | ||
| 85 | 2006.01.03 20:00 | modify | 16 | 1.00 | 1.7190 | 1.7338 | 1.8190 | ||
| 86 | 2006.01.03 21:00 | modify | 16 | 1.00 | 1.7190 | 1.7342 | 1.8190 | ||
| 87 | 2006.01.03 22:00 | modify | 16 | 1.00 | 1.7190 | 1.7360 | 1.8190 | ||
| 88 | 2006.01.04 00:00 | modify | 16 | 1.00 | 1.7190 | 1.7366 | 1.8190 | ||
| 89 | 2006.01.04 01:00 | modify | 16 | 1.00 | 1.7190 | 1.7368 | 1.8190 | ||
| 90 | 2006.01.04 01:00 | close | 16 | 1.00 | 1.7464 | 1.7368 | 1.8190 | 2731.00 | 20354.70 |
| 91 | 2006.01.04 01:00 | sell | 17 | 1.00 | 1.7464 | 1.7509 | 1.6464 | ||
| 92 | 2006.01.04 04:47 | s/l | 17 | 1.00 | 1.7509 | 1.7509 | 1.6464 | -450.00 | 19904.70 |
| 93 | 2006.01.06 18:00 | sell | 18 | 1.00 | 1.7713 | 1.7758 | 1.6713 | ||
| 94 | 2006.01.09 11:00 | modify | 18 | 1.00 | 1.7713 | 1.7708 | 1.6713 | ||
| 95 | 2006.01.11 04:00 | modify | 18 | 1.00 | 1.7713 | 1.7679 | 1.6713 | ||
| 96 | 2006.01.11 08:00 | modify | 18 | 1.00 | 1.7713 | 1.7673 | 1.6713 | ||
| 97 | 2006.01.11 11:00 | modify | 18 | 1.00 | 1.7713 | 1.7665 | 1.6713 | ||
| 98 | 2006.01.11 12:00 | modify | 18 | 1.00 | 1.7713 | 1.7612 | 1.6713 | ||
| 99 | 2006.01.11 13:00 | modify | 18 | 1.00 | 1.7713 | 1.7593 | 1.6713 | ||
| 100 | 2006.01.11 13:00 | close | 18 | 1.00 | 1.7529 | 1.7593 | 1.6713 | 1845.00 | 21749.70 |
| 101 | 2006.01.11 13:00 | buy | 19 | 1.00 | 1.7529 | 1.7484 | 1.8529 | ||
| 102 | 2006.01.11 14:00 | modify | 19 | 1.00 | 1.7529 | 1.7534 | 1.8529 | ||
| 103 | 2006.01.11 19:00 | modify | 19 | 1.00 | 1.7529 | 1.7569 | 1.8529 | ||
| 104 | 2006.01.11 20:00 | modify | 19 | 1.00 | 1.7529 | 1.7576 | 1.8529 | ||
| 105 | 2006.01.12 01:00 | modify | 19 | 1.00 | 1.7529 | 1.7577 | 1.8529 | ||
| 106 | 2006.01.12 02:00 | modify | 19 | 1.00 | 1.7529 | 1.7579 | 1.8529 | ||
| 107 | 2006.01.12 07:00 | modify | 19 | 1.00 | 1.7529 | 1.7579 | 1.8529 | ||
| 108 | 2006.01.12 09:00 | modify | 19 | 1.00 | 1.7529 | 1.7625 | 1.8529 | ||
| 109 | 2006.01.12 12:00 | modify | 19 | 1.00 | 1.7529 | 1.7642 | 1.8529 | ||
| 110 | 2006.01.12 15:00 | modify | 19 | 1.00 | 1.7529 | 1.7643 | 1.8529 | ||
| 111 | 2006.01.12 16:12 | s/l | 19 | 1.00 | 1.7643 | 1.7643 | 1.8529 | 1134.50 | 22884.20 |
| 112 | 2006.01.31 20:00 | sell | 20 | 1.00 | 1.7833 | 1.7878 | 1.6833 | ||
| 113 | 2006.01.31 23:00 | modify | 20 | 1.00 | 1.7833 | 1.7828 | 1.6833 | ||
| 114 | 2006.02.01 22:00 | modify | 20 | 1.00 | 1.7833 | 1.7797 | 1.6833 | ||
| 115 | 2006.02.02 08:00 | modify | 20 | 1.00 | 1.7833 | 1.7792 | 1.6833 | ||
| 116 | 2006.02.02 17:01 | s/l | 20 | 1.00 | 1.7792 | 1.7792 | 1.6833 | 414.70 | 23298.90 |
| 117 | 2006.02.10 16:00 | sell | 21 | 1.00 | 1.7571 | 1.7616 | 1.6571 | ||
| 118 | 2006.02.10 18:00 | modify | 21 | 1.00 | 1.7571 | 1.7566 | 1.6571 | ||
| 119 | 2006.02.10 18:00 | modify | 21 | 1.00 | 1.7571 | 1.7527 | 1.6571 | ||
| 120 | 2006.02.10 22:00 | modify | 21 | 1.00 | 1.7571 | 1.7524 | 1.6571 | ||
| 121 | 2006.02.13 01:00 | modify | 21 | 1.00 | 1.7571 | 1.7521 | 1.6571 | ||
| 122 | 2006.02.13 03:00 | modify | 21 | 1.00 | 1.7571 | 1.7520 | 1.6571 | ||
| 123 | 2006.02.13 04:00 | modify | 21 | 1.00 | 1.7571 | 1.7518 | 1.6571 | ||
| 124 | 2006.02.13 05:00 | modify | 21 | 1.00 | 1.7571 | 1.7472 | 1.6571 | ||
| 125 | 2006.02.13 11:00 | modify | 21 | 1.00 | 1.7571 | 1.7459 | 1.6571 | ||
| 126 | 2006.02.13 12:00 | modify | 21 | 1.00 | 1.7571 | 1.7452 | 1.6571 | ||
| 127 | 2006.02.14 12:00 | modify | 21 | 1.00 | 1.7571 | 1.7446 | 1.6571 | ||
| 128 | 2006.02.14 13:00 | modify | 21 | 1.00 | 1.7571 | 1.7444 | 1.6571 | ||
| 129 | 2006.02.14 14:00 | modify | 21 | 1.00 | 1.7571 | 1.7431 | 1.6571 | ||
| 130 | 2006.02.14 16:00 | modify | 21 | 1.00 | 1.7571 | 1.7409 | 1.6571 | ||
| 131 | 2006.02.14 16:00 | close | 21 | 1.00 | 1.7321 | 1.7409 | 1.6571 | 2502.00 | 25800.90 |
| 132 | 2006.02.14 16:00 | buy | 22 | 1.00 | 1.7321 | 1.7276 | 1.8321 | ||
| 133 | 2006.02.14 23:00 | modify | 22 | 1.00 | 1.7321 | 1.7326 | 1.8321 | ||
| 134 | 2006.02.15 15:00 | modify | 22 | 1.00 | 1.7321 | 1.7353 | 1.8321 | ||
| 135 | 2006.02.15 16:00 | modify | 22 | 1.00 | 1.7321 | 1.7367 | 1.8321 | ||
| 136 | 2006.02.15 17:00 | modify | 22 | 1.00 | 1.7321 | 1.7371 | 1.8321 | ||
| 137 | 2006.02.15 17:00 | close | 22 | 1.00 | 1.7456 | 1.7371 | 1.8321 | 1341.00 | 27141.90 |
| 138 | 2006.02.15 17:00 | sell | 23 | 1.00 | 1.7456 | 1.7501 | 1.6456 | ||
| 139 | 2006.02.15 19:00 | modify | 23 | 1.00 | 1.7456 | 1.7451 | 1.6456 | ||
| 140 | 2006.02.16 11:00 | modify | 23 | 1.00 | 1.7456 | 1.7423 | 1.6456 | ||
| 141 | 2006.02.16 12:00 | modify | 23 | 1.00 | 1.7456 | 1.7404 | 1.6456 | ||
| 142 | 2006.02.16 22:56 | s/l | 23 | 1.00 | 1.7404 | 1.7404 | 1.6456 | 522.70 | 27664.60 |
| 143 | 2006.02.23 13:00 | sell | 24 | 1.00 | 1.7540 | 1.7585 | 1.6540 | ||
| 144 | 2006.02.24 11:00 | modify | 24 | 1.00 | 1.7540 | 1.7535 | 1.6540 | ||
| 145 | 2006.02.24 18:00 | modify | 24 | 1.00 | 1.7540 | 1.7505 | 1.6540 | ||
| 146 | 2006.02.24 20:00 | modify | 24 | 1.00 | 1.7540 | 1.7501 | 1.6540 | ||
| 147 | 2006.02.27 02:00 | modify | 24 | 1.00 | 1.7540 | 1.7489 | 1.6540 | ||
| 148 | 2006.02.27 11:00 | modify | 24 | 1.00 | 1.7540 | 1.7439 | 1.6540 | ||
| 149 | 2006.02.28 12:11 | s/l | 24 | 1.00 | 1.7439 | 1.7439 | 1.6540 | 1010.50 | 28675.10 |
| 150 | 2006.03.16 00:00 | sell | 25 | 1.00 | 1.7481 | 1.7526 | 1.6481 | ||
| 151 | 2006.03.16 08:00 | modify | 25 | 1.00 | 1.7481 | 1.7476 | 1.6481 | ||
| 152 | 2006.03.16 09:10 | s/l | 25 | 1.00 | 1.7476 | 1.7476 | 1.6481 | 50.00 | 28725.10 |