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=32; TAKEPROFIT=78; 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 | 2744.63 | Gross profit | 4736.69 | Gross loss | -1992.06 |
| Profit factor | 2.38 | Expected payoff | 130.70 | ||
| Absolute drawdown | 448.00 | Maximal drawdown | 737.03 (6.16%) | Relative drawdown | 6.16% (737.03) |
| Total trades | 21 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 9 (33.33%) |
| Profit trades (% of total) | 11 (52.38%) | Loss trades (% of total) | 10 (47.62%) | ||
| Largest | profit trade | 546.00 | loss trade | -224.00 | |
| Average | profit trade | 430.61 | loss trade | -199.21 | |
| Maximum | consecutive wins (profit in money) | 4 (1939.14) | consecutive losses (loss in money) | 3 (-672.00) | |
| Maximal | consecutive profit (count of wins) | 1939.14 (4) | consecutive loss (count of losses) | -672.00 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.09.01 00:00 | buy stop | 1 | 1.00 | 1.9096 | 1.9064 | 1.9174 | ||
| 2 | 2006.09.01 00:00 | sell stop | 2 | 1.00 | 1.8987 | 1.9019 | 1.8909 | ||
| 3 | 2006.09.01 14:30 | sell | 2 | 1.00 | 1.8987 | 1.9019 | 1.8909 | ||
| 4 | 2006.09.01 14:31 | s/l | 2 | 1.00 | 1.9019 | 1.9019 | 1.8909 | -224.00 | 9776.00 |
| 5 | 2006.09.04 00:00 | expiration | 1 | 1.00 | 1.9096 | 1.9064 | 1.9174 | ||
| 6 | 2006.09.04 00:00 | buy stop | 3 | 1.00 | 1.9072 | 1.9040 | 1.9150 | ||
| 7 | 2006.09.04 00:00 | sell stop | 4 | 1.00 | 1.8950 | 1.8982 | 1.8872 | ||
| 8 | 2006.09.04 01:00 | buy | 3 | 1.00 | 1.9072 | 1.9040 | 1.9150 | ||
| 9 | 2006.09.04 11:00 | s/l | 3 | 1.00 | 1.9040 | 1.9040 | 1.9150 | -224.00 | 9552.00 |
| 10 | 2006.09.05 00:00 | buy stop | 5 | 1.00 | 1.9085 | 1.9053 | 1.9163 | ||
| 11 | 2006.09.05 00:00 | sell stop | 6 | 1.00 | 1.9024 | 1.9056 | 1.8946 | ||
| 12 | 2006.09.05 00:00 | expiration | 4 | 1.00 | 1.8950 | 1.8982 | 1.8872 | ||
| 13 | 2006.09.05 07:04 | sell | 6 | 1.00 | 1.9024 | 1.9056 | 1.8946 | ||
| 14 | 2006.09.05 16:21 | t/p | 6 | 1.00 | 1.8946 | 1.9056 | 1.8946 | 546.00 | 10098.00 |
| 15 | 2006.09.06 00:00 | buy stop | 7 | 1.00 | 1.9065 | 1.9033 | 1.9143 | ||
| 16 | 2006.09.06 00:00 | sell stop | 8 | 1.00 | 1.8906 | 1.8938 | 1.8828 | ||
| 17 | 2006.09.06 00:02 | expiration | 5 | 1.00 | 1.9085 | 1.9053 | 1.9163 | ||
| 18 | 2006.09.06 10:34 | sell | 8 | 1.00 | 1.8906 | 1.8938 | 1.8828 | ||
| 19 | 2006.09.06 14:22 | t/p | 8 | 1.00 | 1.8828 | 1.8938 | 1.8828 | 546.00 | 10644.00 |
| 20 | 2006.09.07 00:00 | buy stop | 9 | 1.00 | 1.8961 | 1.8929 | 1.9039 | ||
| 21 | 2006.09.07 00:00 | sell stop | 10 | 1.00 | 1.8787 | 1.8819 | 1.8709 | ||
| 22 | 2006.09.07 00:00 | expiration | 7 | 1.00 | 1.9065 | 1.9033 | 1.9143 | ||
| 23 | 2006.09.07 12:40 | sell | 10 | 1.00 | 1.8787 | 1.8819 | 1.8709 | ||
| 24 | 2006.09.07 15:02 | t/p | 10 | 1.00 | 1.8709 | 1.8819 | 1.8709 | 546.00 | 11190.00 |
| 25 | 2006.09.08 00:00 | buy stop | 11 | 1.00 | 1.8874 | 1.8842 | 1.8952 | ||
| 26 | 2006.09.08 00:00 | sell stop | 12 | 1.00 | 1.8699 | 1.8731 | 1.8621 | ||
| 27 | 2006.09.08 00:01 | expiration | 9 | 1.00 | 1.8961 | 1.8929 | 1.9039 | ||
| 28 | 2006.09.08 12:19 | sell | 12 | 1.00 | 1.8699 | 1.8731 | 1.8621 | ||
| 29 | 2006.09.11 00:00 | expiration | 11 | 1.00 | 1.8874 | 1.8842 | 1.8952 | ||
| 30 | 2006.09.11 00:00 | close | 12 | 1.00 | 1.8656 | 1.8731 | 1.8621 | 301.14 | 11491.14 |
| 31 | 2006.09.11 00:00 | buy stop | 13 | 1.00 | 1.8781 | 1.8749 | 1.8859 | ||
| 32 | 2006.09.11 00:00 | sell stop | 14 | 1.00 | 1.8620 | 1.8652 | 1.8542 | ||
| 33 | 2006.09.11 16:07 | sell | 14 | 1.00 | 1.8620 | 1.8652 | 1.8542 | ||
| 34 | 2006.09.11 20:40 | s/l | 14 | 1.00 | 1.8652 | 1.8652 | 1.8542 | -224.00 | 11267.14 |
| 35 | 2006.09.12 00:00 | buy stop | 15 | 1.00 | 1.8710 | 1.8678 | 1.8788 | ||
| 36 | 2006.09.12 00:00 | sell stop | 16 | 1.00 | 1.8596 | 1.8628 | 1.8518 | ||
| 37 | 2006.09.12 00:00 | expiration | 13 | 1.00 | 1.8781 | 1.8749 | 1.8859 | ||
| 38 | 2006.09.12 10:30 | buy | 15 | 1.00 | 1.8710 | 1.8678 | 1.8788 | ||
| 39 | 2006.09.13 00:00 | close | 15 | 1.00 | 1.8738 | 1.8678 | 1.8788 | 192.99 | 11460.13 |
| 40 | 2006.09.13 00:00 | buy stop | 17 | 1.00 | 1.8777 | 1.8745 | 1.8855 | ||
| 41 | 2006.09.13 00:00 | sell stop | 18 | 1.00 | 1.8618 | 1.8650 | 1.8540 | ||
| 42 | 2006.09.13 00:01 | expiration | 16 | 1.00 | 1.8596 | 1.8628 | 1.8518 | ||
| 43 | 2006.09.13 18:01 | buy | 17 | 1.00 | 1.8777 | 1.8745 | 1.8855 | ||
| 44 | 2006.09.14 00:00 | close | 17 | 1.00 | 1.8773 | 1.8745 | 1.8855 | -37.03 | 11423.10 |
| 45 | 2006.09.14 00:00 | buy stop | 19 | 1.00 | 1.8783 | 1.8751 | 1.8861 | ||
| 46 | 2006.09.14 00:00 | sell stop | 20 | 1.00 | 1.8704 | 1.8736 | 1.8626 | ||
| 47 | 2006.09.14 00:00 | expiration | 18 | 1.00 | 1.8618 | 1.8650 | 1.8540 | ||
| 48 | 2006.09.14 09:21 | buy | 19 | 1.00 | 1.8783 | 1.8751 | 1.8861 | ||
| 49 | 2006.09.14 13:15 | t/p | 19 | 1.00 | 1.8861 | 1.8751 | 1.8861 | 546.00 | 11969.10 |
| 50 | 2006.09.15 00:00 | buy stop | 21 | 1.00 | 1.8924 | 1.8892 | 1.9002 | ||
| 51 | 2006.09.15 00:00 | sell stop | 22 | 1.00 | 1.8750 | 1.8782 | 1.8672 | ||
| 52 | 2006.09.15 00:01 | expiration | 20 | 1.00 | 1.8704 | 1.8736 | 1.8626 | ||
| 53 | 2006.09.18 00:00 | expiration | 21 | 1.00 | 1.8924 | 1.8892 | 1.9002 | ||
| 54 | 2006.09.18 00:00 | expiration | 22 | 1.00 | 1.8750 | 1.8782 | 1.8672 | ||
| 55 | 2006.09.18 00:00 | buy stop | 23 | 1.00 | 1.8886 | 1.8854 | 1.8964 | ||
| 56 | 2006.09.18 00:00 | sell stop | 24 | 1.00 | 1.8747 | 1.8779 | 1.8669 | ||
| 57 | 2006.09.18 11:46 | sell | 24 | 1.00 | 1.8747 | 1.8779 | 1.8669 | ||
| 58 | 2006.09.18 15:00 | s/l | 24 | 1.00 | 1.8779 | 1.8779 | 1.8669 | -224.00 | 11745.10 |
| 59 | 2006.09.19 00:00 | buy stop | 25 | 1.00 | 1.8845 | 1.8813 | 1.8923 | ||
| 60 | 2006.09.19 00:00 | sell stop | 26 | 1.00 | 1.8729 | 1.8761 | 1.8651 | ||
| 61 | 2006.09.19 00:00 | expiration | 23 | 1.00 | 1.8886 | 1.8854 | 1.8964 | ||
| 62 | 2006.09.19 14:30 | buy | 25 | 1.00 | 1.8845 | 1.8813 | 1.8923 | ||
| 63 | 2006.09.19 18:06 | s/l | 25 | 1.00 | 1.8813 | 1.8813 | 1.8923 | -224.00 | 11521.10 |
| 64 | 2006.09.20 00:00 | buy stop | 27 | 1.00 | 1.8891 | 1.8859 | 1.8969 | ||
| 65 | 2006.09.20 00:00 | sell stop | 28 | 1.00 | 1.8766 | 1.8798 | 1.8688 | ||
| 66 | 2006.09.20 00:00 | expiration | 26 | 1.00 | 1.8729 | 1.8761 | 1.8651 | ||
| 67 | 2006.09.20 16:57 | buy | 27 | 1.00 | 1.8891 | 1.8859 | 1.8969 | ||
| 68 | 2006.09.21 00:00 | close | 27 | 1.00 | 1.8869 | 1.8859 | 1.8969 | -163.03 | 11358.07 |
| 69 | 2006.09.21 00:00 | buy stop | 29 | 1.00 | 1.8934 | 1.8902 | 1.9012 | ||
| 70 | 2006.09.21 00:00 | sell stop | 30 | 1.00 | 1.8795 | 1.8827 | 1.8717 | ||
| 71 | 2006.09.21 00:00 | expiration | 28 | 1.00 | 1.8766 | 1.8798 | 1.8688 | ||
| 72 | 2006.09.21 07:43 | buy | 29 | 1.00 | 1.8934 | 1.8902 | 1.9012 | ||
| 73 | 2006.09.21 18:14 | t/p | 29 | 1.00 | 1.9012 | 1.8902 | 1.9012 | 546.00 | 11904.07 |
| 74 | 2006.09.22 00:00 | buy stop | 31 | 1.00 | 1.9037 | 1.9005 | 1.9115 | ||
| 75 | 2006.09.22 00:00 | sell stop | 32 | 1.00 | 1.8856 | 1.8888 | 1.8778 | ||
| 76 | 2006.09.22 00:00 | expiration | 30 | 1.00 | 1.8795 | 1.8827 | 1.8717 | ||
| 77 | 2006.09.22 02:10 | buy | 31 | 1.00 | 1.9037 | 1.9005 | 1.9115 | ||
| 78 | 2006.09.22 17:43 | s/l | 31 | 1.00 | 1.9005 | 1.9005 | 1.9115 | -224.00 | 11680.07 |
| 79 | 2006.09.25 00:00 | expiration | 32 | 1.00 | 1.8856 | 1.8888 | 1.8778 | ||
| 80 | 2006.09.25 00:00 | buy stop | 33 | 1.00 | 1.9067 | 1.9035 | 1.9145 | ||
| 81 | 2006.09.25 00:00 | sell stop | 34 | 1.00 | 1.8987 | 1.9019 | 1.8909 | ||
| 82 | 2006.09.25 08:33 | buy | 33 | 1.00 | 1.9067 | 1.9035 | 1.9145 | ||
| 83 | 2006.09.25 09:46 | s/l | 33 | 1.00 | 1.9035 | 1.9035 | 1.9145 | -224.00 | 11456.07 |
| 84 | 2006.09.25 16:33 | sell | 34 | 1.00 | 1.8987 | 1.9019 | 1.8909 | ||
| 85 | 2006.09.25 19:03 | s/l | 34 | 1.00 | 1.9019 | 1.9019 | 1.8909 | -224.00 | 11232.07 |
| 86 | 2006.09.26 00:00 | buy stop | 35 | 1.00 | 1.9078 | 1.9046 | 1.9156 | ||
| 87 | 2006.09.26 00:00 | sell stop | 36 | 1.00 | 1.8975 | 1.9007 | 1.8897 | ||
| 88 | 2006.09.26 10:15 | sell | 36 | 1.00 | 1.8975 | 1.9007 | 1.8897 | ||
| 89 | 2006.09.27 00:00 | close | 36 | 1.00 | 1.8947 | 1.9007 | 1.8897 | 196.14 | 11428.21 |
| 90 | 2006.09.27 00:00 | buy stop | 37 | 1.00 | 1.9031 | 1.8999 | 1.9109 | ||
| 91 | 2006.09.27 00:00 | sell stop | 38 | 1.00 | 1.8924 | 1.8956 | 1.8846 | ||
| 92 | 2006.09.27 00:00 | expiration | 35 | 1.00 | 1.9078 | 1.9046 | 1.9156 | ||
| 93 | 2006.09.27 08:11 | sell | 38 | 1.00 | 1.8924 | 1.8956 | 1.8846 | ||
| 94 | 2006.09.28 00:00 | close | 38 | 1.00 | 1.8892 | 1.8956 | 1.8846 | 224.42 | 11652.63 |
| 95 | 2006.09.28 00:00 | buy stop | 39 | 1.00 | 1.8966 | 1.8934 | 1.9044 | ||
| 96 | 2006.09.28 00:00 | sell stop | 40 | 1.00 | 1.8846 | 1.8878 | 1.8768 | ||
| 97 | 2006.09.28 00:00 | expiration | 37 | 1.00 | 1.9031 | 1.8999 | 1.9109 | ||
| 98 | 2006.09.28 08:24 | sell | 40 | 1.00 | 1.8846 | 1.8878 | 1.8768 | ||
| 99 | 2006.09.28 14:19 | t/p | 40 | 1.00 | 1.8768 | 1.8878 | 1.8768 | 546.00 | 12198.63 |
| 100 | 2006.09.29 00:00 | buy stop | 41 | 1.00 | 1.8919 | 1.8887 | 1.8997 | ||
| 101 | 2006.09.29 00:00 | sell stop | 42 | 1.00 | 1.8716 | 1.8748 | 1.8638 | ||
| 102 | 2006.09.29 00:00 | expiration | 39 | 1.00 | 1.8966 | 1.8934 | 1.9044 | ||
| 103 | 2006.09.29 08:54 | sell | 42 | 1.00 | 1.8716 | 1.8748 | 1.8638 | ||
| 104 | 2006.09.29 14:46 | t/p | 42 | 1.00 | 1.8638 | 1.8748 | 1.8638 | 546.00 | 12744.63 |