Strategy Tester Report
dani_5m_hl_short
FOREX-Server (Build 210)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period5 Minutes (M5) 2002.01.01 01:05 - 2007.09.28 22:55 (2002.01.01 - 2007.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTakeProfit=9999; Lots=1; TrailingStop=9999; aa=0; r=0; n=0; k=0; kk=0; no_trades=0; sl_20p_code=0; stop_loss_value=0; max_high=0; min_low=0; fix_close=0; fix_open=0; fix_high=0; fix_low=0; same_candle_code=0; hl_prev_day=0; swing_code=0; stop_hl_code=0; avr5_upper_avr13_code=0;
Bars in test431367Ticks modelled12633200Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit20524.00Gross profit26958.90Gross loss-6434.90
Profit factor4.19Expected payoff789.38
Absolute drawdown280.00Maximal drawdown5315.90 (29.59%)Relative drawdown29.59% (5315.90)
Total trades26Short positions (won %)26 (38.46%)Long positions (won %)0 (0.00%)
Profit trades (% of total)10 (38.46%)Loss trades (% of total)16 (61.54%)
Largestprofit trade5908.90loss trade-1343.80
Averageprofit trade2695.89loss trade-402.18
Maximumconsecutive wins (profit in money)3 (7812.50)consecutive losses (loss in money)6 (-1617.60)
Maximalconsecutive profit (count of wins)7812.50 (3)consecutive loss (count of losses)-2701.40 (3)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12002.01.21 01:01sell11.001.43760.00000.0000
22002.01.21 01:57close11.001.43880.00000.0000-120.009880.00
32002.01.21 09:25sell21.001.43750.00000.0000
42002.02.06 00:00close21.001.41540.00000.00002099.6011979.60
52002.02.11 01:06sell31.001.41330.00000.0000
62002.02.11 02:50close31.001.41550.00000.0000-220.0011759.60
72002.02.27 00:05sell41.001.41690.00000.0000
82002.03.01 11:09close41.001.42070.00000.0000-407.6011352.00
92003.07.08 09:40sell51.001.64490.00000.0000
102003.07.28 00:01close51.001.61950.00000.00002402.0013754.00
112003.08.08 20:50sell61.001.60470.00000.0000
122003.08.13 16:11close61.001.60990.00000.0000-540.7013213.30
132003.08.14 17:25sell71.001.59930.00000.0000
142003.09.08 00:01close71.001.58710.00000.00001061.3014274.60
152004.08.23 00:01sell81.001.81980.00000.0000
162004.09.14 00:01close81.001.79690.00000.00002138.2016412.80
172005.05.09 03:19sell91.001.88820.00000.0000
182005.05.11 10:23close91.001.88850.00000.0000-43.8016369.00
192005.05.11 14:35sell101.001.87760.00000.0000
202005.06.08 00:01close101.001.83530.00000.00004036.8020405.80
212005.06.23 19:10sell111.001.81620.00000.0000
222005.06.24 12:23close111.001.82380.00000.0000-766.9019638.90
232005.06.29 12:05sell121.001.81120.00000.0000
242005.07.18 00:02close121.001.75080.00000.00005908.9025547.80
252005.07.20 00:10sell131.001.73930.00000.0000
262005.07.21 02:36close131.001.74590.00000.0000-680.7024867.10
272005.07.25 08:50sell141.001.73420.00000.0000
282005.07.27 20:16close141.001.74750.00000.0000-1343.8023523.30
292005.08.30 10:22sell151.001.79030.00000.0000
302005.08.31 16:24close151.001.79700.00000.0000-676.9022846.40
312005.09.15 04:40sell161.001.81660.00000.0000
322005.10.20 10:32close161.001.76840.00000.00004578.5027424.90
332005.11.04 17:10sell171.001.75810.00000.0000
342005.11.30 17:24close171.001.72930.00000.00002714.4030139.30
352005.12.19 20:10sell181.001.75990.00000.0000
362006.01.04 05:13close181.001.75360.00000.0000519.6030658.90
372006.02.03 16:10sell191.001.76450.00000.0000
382006.02.06 02:40close191.001.76460.00000.0000-16.9030642.00
392006.02.06 04:40sell201.001.76200.00000.0000
402006.02.22 00:00close201.001.74590.00000.00001499.6032141.60
412006.03.10 15:35sell211.001.73120.00000.0000
422006.03.13 18:16close211.001.73130.00000.0000-16.9032124.70
432006.03.23 03:00sell221.001.74420.00000.0000
442006.03.27 03:13close221.001.74430.00000.0000-23.8032100.90
452006.03.27 03:25sell231.001.74280.00000.0000
462006.03.27 04:10close231.001.74470.00000.0000-190.0031910.90
472006.03.27 04:55sell241.001.74270.00000.0000
482006.03.27 06:00close241.001.74530.00000.0000-260.0031650.90
492006.04.03 04:50sell251.001.73310.00000.0000
502006.04.04 01:09close251.001.74080.00000.0000-776.9030874.00
512006.04.04 02:15sell261.001.73930.00000.0000
522006.04.04 09:25close261.001.74280.00000.0000-350.0030524.00