Strategy Tester Report
SRDC
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2006.09.01 00:00 - 2006.10.01 00:00 (2006.09.01 - 2006.10.01) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | DISTANCE=2; START_TIME=0; LOTS=1; STOPLOSS=50; TAKEPROFIT=15; MOVE_SL_AT=0; MOVE_SL_TO=0; CLOSE_AFTER_N_CANDLES=0; TRAILSTOP=0; SLIPPAGE=2; | ||||
| Bars in test | 16481 | Ticks modelled | 133294 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 415.24 | Gross profit | 1575.00 | Gross loss | -1159.76 |
| Profit factor | 1.36 | Expected payoff | 19.77 | ||
| Absolute drawdown | 17.01 | Maximal drawdown | 475.86 (4.54%) | Relative drawdown | 4.54% (475.86) |
| Total trades | 21 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 15 (71.43%) | Loss trades (% of total) | 6 (28.57%) | ||
| Largest | profit trade | 105.00 | loss trade | -350.00 | |
| Average | profit trade | 105.00 | loss trade | -193.29 | |
| Maximum | consecutive wins (profit in money) | 4 (420.00) | consecutive losses (loss in money) | 2 (-475.86) | |
| Maximal | consecutive profit (count of wins) | 420.00 (4) | consecutive loss (count of losses) | -475.86 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.09.01 00:00 | buy stop | 1 | 1.00 | 1.9096 | 1.9046 | 1.9111 | ||
| 2 | 2006.09.01 00:00 | sell stop | 2 | 1.00 | 1.8987 | 1.9037 | 1.8972 | ||
| 3 | 2006.09.01 14:30 | sell | 2 | 1.00 | 1.8987 | 1.9037 | 1.8972 | ||
| 4 | 2006.09.01 14:31 | t/p | 2 | 1.00 | 1.8972 | 1.9037 | 1.8972 | 105.00 | 10105.00 |
| 5 | 2006.09.04 00:00 | expiration | 1 | 1.00 | 1.9096 | 1.9046 | 1.9111 | ||
| 6 | 2006.09.04 00:00 | buy stop | 3 | 1.00 | 1.9072 | 1.9022 | 1.9087 | ||
| 7 | 2006.09.04 00:00 | sell stop | 4 | 1.00 | 1.8950 | 1.9000 | 1.8935 | ||
| 8 | 2006.09.04 01:00 | buy | 3 | 1.00 | 1.9072 | 1.9022 | 1.9087 | ||
| 9 | 2006.09.05 00:00 | close | 3 | 1.00 | 1.9055 | 1.9022 | 1.9087 | -122.01 | 9982.99 |
| 10 | 2006.09.05 00:00 | buy stop | 5 | 1.00 | 1.9085 | 1.9035 | 1.9100 | ||
| 11 | 2006.09.05 00:00 | sell stop | 6 | 1.00 | 1.9024 | 1.9074 | 1.9009 | ||
| 12 | 2006.09.05 00:00 | expiration | 4 | 1.00 | 1.8950 | 1.9000 | 1.8935 | ||
| 13 | 2006.09.05 07:04 | sell | 6 | 1.00 | 1.9024 | 1.9074 | 1.9009 | ||
| 14 | 2006.09.05 09:26 | t/p | 6 | 1.00 | 1.9009 | 1.9074 | 1.9009 | 105.00 | 10087.99 |
| 15 | 2006.09.06 00:00 | buy stop | 7 | 1.00 | 1.9065 | 1.9015 | 1.9080 | ||
| 16 | 2006.09.06 00:00 | sell stop | 8 | 1.00 | 1.8906 | 1.8956 | 1.8891 | ||
| 17 | 2006.09.06 00:02 | expiration | 5 | 1.00 | 1.9085 | 1.9035 | 1.9100 | ||
| 18 | 2006.09.06 10:34 | sell | 8 | 1.00 | 1.8906 | 1.8956 | 1.8891 | ||
| 19 | 2006.09.06 11:17 | t/p | 8 | 1.00 | 1.8891 | 1.8956 | 1.8891 | 105.00 | 10192.99 |
| 20 | 2006.09.07 00:00 | buy stop | 9 | 1.00 | 1.8961 | 1.8911 | 1.8976 | ||
| 21 | 2006.09.07 00:00 | sell stop | 10 | 1.00 | 1.8787 | 1.8837 | 1.8772 | ||
| 22 | 2006.09.07 00:00 | expiration | 7 | 1.00 | 1.9065 | 1.9015 | 1.9080 | ||
| 23 | 2006.09.07 12:40 | sell | 10 | 1.00 | 1.8787 | 1.8837 | 1.8772 | ||
| 24 | 2006.09.07 13:06 | t/p | 10 | 1.00 | 1.8772 | 1.8837 | 1.8772 | 105.00 | 10297.99 |
| 25 | 2006.09.08 00:00 | buy stop | 11 | 1.00 | 1.8874 | 1.8824 | 1.8889 | ||
| 26 | 2006.09.08 00:00 | sell stop | 12 | 1.00 | 1.8699 | 1.8749 | 1.8684 | ||
| 27 | 2006.09.08 00:01 | expiration | 9 | 1.00 | 1.8961 | 1.8911 | 1.8976 | ||
| 28 | 2006.09.08 12:19 | sell | 12 | 1.00 | 1.8699 | 1.8749 | 1.8684 | ||
| 29 | 2006.09.08 14:36 | t/p | 12 | 1.00 | 1.8684 | 1.8749 | 1.8684 | 105.00 | 10402.99 |
| 30 | 2006.09.11 00:00 | expiration | 11 | 1.00 | 1.8874 | 1.8824 | 1.8889 | ||
| 31 | 2006.09.11 00:00 | buy stop | 13 | 1.00 | 1.8781 | 1.8731 | 1.8796 | ||
| 32 | 2006.09.11 00:00 | sell stop | 14 | 1.00 | 1.8620 | 1.8670 | 1.8605 | ||
| 33 | 2006.09.11 16:07 | sell | 14 | 1.00 | 1.8620 | 1.8670 | 1.8605 | ||
| 34 | 2006.09.12 00:00 | close | 14 | 1.00 | 1.8645 | 1.8670 | 1.8605 | -174.86 | 10228.13 |
| 35 | 2006.09.12 00:00 | buy stop | 15 | 1.00 | 1.8710 | 1.8660 | 1.8725 | ||
| 36 | 2006.09.12 00:00 | sell stop | 16 | 1.00 | 1.8596 | 1.8646 | 1.8581 | ||
| 37 | 2006.09.12 00:00 | expiration | 13 | 1.00 | 1.8781 | 1.8731 | 1.8796 | ||
| 38 | 2006.09.12 10:30 | buy | 15 | 1.00 | 1.8710 | 1.8660 | 1.8725 | ||
| 39 | 2006.09.12 10:40 | t/p | 15 | 1.00 | 1.8725 | 1.8660 | 1.8725 | 105.00 | 10333.13 |
| 40 | 2006.09.13 00:00 | buy stop | 17 | 1.00 | 1.8777 | 1.8727 | 1.8792 | ||
| 41 | 2006.09.13 00:00 | sell stop | 18 | 1.00 | 1.8618 | 1.8668 | 1.8603 | ||
| 42 | 2006.09.13 00:01 | expiration | 16 | 1.00 | 1.8596 | 1.8646 | 1.8581 | ||
| 43 | 2006.09.13 18:01 | buy | 17 | 1.00 | 1.8777 | 1.8727 | 1.8792 | ||
| 44 | 2006.09.14 00:00 | close | 17 | 1.00 | 1.8773 | 1.8727 | 1.8792 | -37.03 | 10296.10 |
| 45 | 2006.09.14 00:00 | buy stop | 19 | 1.00 | 1.8783 | 1.8733 | 1.8798 | ||
| 46 | 2006.09.14 00:00 | sell stop | 20 | 1.00 | 1.8704 | 1.8754 | 1.8689 | ||
| 47 | 2006.09.14 00:00 | expiration | 18 | 1.00 | 1.8618 | 1.8668 | 1.8603 | ||
| 48 | 2006.09.14 09:21 | buy | 19 | 1.00 | 1.8783 | 1.8733 | 1.8798 | ||
| 49 | 2006.09.14 09:34 | t/p | 19 | 1.00 | 1.8798 | 1.8733 | 1.8798 | 105.00 | 10401.10 |
| 50 | 2006.09.15 00:00 | buy stop | 21 | 1.00 | 1.8924 | 1.8874 | 1.8939 | ||
| 51 | 2006.09.15 00:00 | sell stop | 22 | 1.00 | 1.8750 | 1.8800 | 1.8735 | ||
| 52 | 2006.09.15 00:01 | expiration | 20 | 1.00 | 1.8704 | 1.8754 | 1.8689 | ||
| 53 | 2006.09.18 00:00 | expiration | 21 | 1.00 | 1.8924 | 1.8874 | 1.8939 | ||
| 54 | 2006.09.18 00:00 | expiration | 22 | 1.00 | 1.8750 | 1.8800 | 1.8735 | ||
| 55 | 2006.09.18 00:00 | buy stop | 23 | 1.00 | 1.8886 | 1.8836 | 1.8901 | ||
| 56 | 2006.09.18 00:00 | sell stop | 24 | 1.00 | 1.8747 | 1.8797 | 1.8732 | ||
| 57 | 2006.09.18 11:46 | sell | 24 | 1.00 | 1.8747 | 1.8797 | 1.8732 | ||
| 58 | 2006.09.18 18:48 | s/l | 24 | 1.00 | 1.8797 | 1.8797 | 1.8732 | -350.00 | 10051.10 |
| 59 | 2006.09.19 00:00 | buy stop | 25 | 1.00 | 1.8845 | 1.8795 | 1.8860 | ||
| 60 | 2006.09.19 00:00 | sell stop | 26 | 1.00 | 1.8729 | 1.8779 | 1.8714 | ||
| 61 | 2006.09.19 00:00 | expiration | 23 | 1.00 | 1.8886 | 1.8836 | 1.8901 | ||
| 62 | 2006.09.19 14:30 | buy | 25 | 1.00 | 1.8845 | 1.8795 | 1.8860 | ||
| 63 | 2006.09.19 14:41 | t/p | 25 | 1.00 | 1.8860 | 1.8795 | 1.8860 | 105.00 | 10156.10 |
| 64 | 2006.09.20 00:00 | buy stop | 27 | 1.00 | 1.8891 | 1.8841 | 1.8906 | ||
| 65 | 2006.09.20 00:00 | sell stop | 28 | 1.00 | 1.8766 | 1.8816 | 1.8751 | ||
| 66 | 2006.09.20 00:00 | expiration | 26 | 1.00 | 1.8729 | 1.8779 | 1.8714 | ||
| 67 | 2006.09.20 16:57 | buy | 27 | 1.00 | 1.8891 | 1.8841 | 1.8906 | ||
| 68 | 2006.09.20 20:20 | t/p | 27 | 1.00 | 1.8906 | 1.8841 | 1.8906 | 105.00 | 10261.10 |
| 69 | 2006.09.21 00:00 | buy stop | 29 | 1.00 | 1.8934 | 1.8884 | 1.8949 | ||
| 70 | 2006.09.21 00:00 | sell stop | 30 | 1.00 | 1.8795 | 1.8845 | 1.8780 | ||
| 71 | 2006.09.21 00:00 | expiration | 28 | 1.00 | 1.8766 | 1.8816 | 1.8751 | ||
| 72 | 2006.09.21 07:43 | buy | 29 | 1.00 | 1.8934 | 1.8884 | 1.8949 | ||
| 73 | 2006.09.21 11:09 | t/p | 29 | 1.00 | 1.8949 | 1.8884 | 1.8949 | 105.00 | 10366.10 |
| 74 | 2006.09.22 00:00 | buy stop | 31 | 1.00 | 1.9037 | 1.8987 | 1.9052 | ||
| 75 | 2006.09.22 00:00 | sell stop | 32 | 1.00 | 1.8856 | 1.8906 | 1.8841 | ||
| 76 | 2006.09.22 00:00 | expiration | 30 | 1.00 | 1.8795 | 1.8845 | 1.8780 | ||
| 77 | 2006.09.22 02:10 | buy | 31 | 1.00 | 1.9037 | 1.8987 | 1.9052 | ||
| 78 | 2006.09.22 09:21 | t/p | 31 | 1.00 | 1.9052 | 1.8987 | 1.9052 | 105.00 | 10471.10 |
| 79 | 2006.09.25 00:00 | expiration | 32 | 1.00 | 1.8856 | 1.8906 | 1.8841 | ||
| 80 | 2006.09.25 00:00 | buy stop | 33 | 1.00 | 1.9067 | 1.9017 | 1.9082 | ||
| 81 | 2006.09.25 00:00 | sell stop | 34 | 1.00 | 1.8987 | 1.9037 | 1.8972 | ||
| 82 | 2006.09.25 08:33 | buy | 33 | 1.00 | 1.9067 | 1.9017 | 1.9082 | ||
| 83 | 2006.09.25 11:09 | s/l | 33 | 1.00 | 1.9017 | 1.9017 | 1.9082 | -350.00 | 10121.10 |
| 84 | 2006.09.25 16:33 | sell | 34 | 1.00 | 1.8987 | 1.9037 | 1.8972 | ||
| 85 | 2006.09.26 00:00 | close | 34 | 1.00 | 1.9005 | 1.9037 | 1.8972 | -125.86 | 9995.24 |
| 86 | 2006.09.26 00:00 | buy stop | 35 | 1.00 | 1.9078 | 1.9028 | 1.9093 | ||
| 87 | 2006.09.26 00:00 | sell stop | 36 | 1.00 | 1.8975 | 1.9025 | 1.8960 | ||
| 88 | 2006.09.26 10:15 | sell | 36 | 1.00 | 1.8975 | 1.9025 | 1.8960 | ||
| 89 | 2006.09.26 10:18 | t/p | 36 | 1.00 | 1.8960 | 1.9025 | 1.8960 | 105.00 | 10100.24 |
| 90 | 2006.09.27 00:00 | buy stop | 37 | 1.00 | 1.9031 | 1.8981 | 1.9046 | ||
| 91 | 2006.09.27 00:00 | sell stop | 38 | 1.00 | 1.8924 | 1.8974 | 1.8909 | ||
| 92 | 2006.09.27 00:00 | expiration | 35 | 1.00 | 1.9078 | 1.9028 | 1.9093 | ||
| 93 | 2006.09.27 08:11 | sell | 38 | 1.00 | 1.8924 | 1.8974 | 1.8909 | ||
| 94 | 2006.09.27 09:59 | t/p | 38 | 1.00 | 1.8909 | 1.8974 | 1.8909 | 105.00 | 10205.24 |
| 95 | 2006.09.28 00:00 | buy stop | 39 | 1.00 | 1.8966 | 1.8916 | 1.8981 | ||
| 96 | 2006.09.28 00:00 | sell stop | 40 | 1.00 | 1.8846 | 1.8896 | 1.8831 | ||
| 97 | 2006.09.28 00:00 | expiration | 37 | 1.00 | 1.9031 | 1.8981 | 1.9046 | ||
| 98 | 2006.09.28 08:24 | sell | 40 | 1.00 | 1.8846 | 1.8896 | 1.8831 | ||
| 99 | 2006.09.28 08:45 | t/p | 40 | 1.00 | 1.8831 | 1.8896 | 1.8831 | 105.00 | 10310.24 |
| 100 | 2006.09.29 00:00 | buy stop | 41 | 1.00 | 1.8919 | 1.8869 | 1.8934 | ||
| 101 | 2006.09.29 00:00 | sell stop | 42 | 1.00 | 1.8716 | 1.8766 | 1.8701 | ||
| 102 | 2006.09.29 00:00 | expiration | 39 | 1.00 | 1.8966 | 1.8916 | 1.8981 | ||
| 103 | 2006.09.29 08:54 | sell | 42 | 1.00 | 1.8716 | 1.8766 | 1.8701 | ||
| 104 | 2006.09.29 09:16 | t/p | 42 | 1.00 | 1.8701 | 1.8766 | 1.8701 | 105.00 | 10415.24 |