Strategy Tester Report
smaVar5 EA v1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2006.01.02 00:00 - 2007.01.26 23:00 (2007.01.01 - 2007.01.30)
ModelControl points (based on the nearest less timeframe with fractal interpolation of 12 control points)
ParametersMagicNumber=0; SignalMail=false; EachTickMode=false; SMA=21; Lots=0.1; Slippage=3; StopLossMode=true; StopLoss=50; TakeProfitMode=false; TakeProfit=0; TrailingStopMode=true; TrailingStop=60;
Bars in test16744Ticks modelled83317Modelling quality50.00%
Initial deposit10000.00
Total net profit396.02Gross profit808.69Gross loss-412.67
Profit factor1.96Expected payoff15.84
Absolute drawdown0.00Maximal drawdown165.60 (1.59%)Relative drawdown1.59% (165.60)
Total trades25Short positions (won %)12 (50.00%)Long positions (won %)13 (53.85%)
Profit trades (% of total)13 (52.00%)Loss trades (% of total)12 (48.00%)
Largestprofit trade256.55loss trade-50.15
Averageprofit trade62.21loss trade-34.39
Maximumconsecutive wins (profit in money)3 (344.33)consecutive losses (loss in money)5 (-131.22)
Maximalconsecutive profit (count of wins)344.33 (3)consecutive loss (count of losses)-131.22 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12007.01.02 07:00buy10.101.96581.96080.0000
22007.01.02 10:20modify10.101.96581.96670.0000
32007.01.02 10:45modify10.101.96581.96680.0000
42007.01.02 12:15modify10.101.96581.96720.0000
52007.01.02 12:40modify10.101.96581.96730.0000
62007.01.02 15:50modify10.101.96581.96780.0000
72007.01.02 18:05modify10.101.96581.96790.0000
82007.01.03 02:35modify10.101.96581.96840.0000
92007.01.03 02:40modify10.101.96581.96880.0000
102007.01.03 05:40modify10.101.96581.96890.0000
112007.01.03 05:59modify10.101.96581.96900.0000
122007.01.03 09:00close10.101.97251.96900.000066.9310066.93
132007.01.03 10:00sell20.101.97201.97700.0000
142007.01.03 12:20modify20.101.97201.96820.0000
152007.01.03 13:45modify20.101.97201.96620.0000
162007.01.03 13:59modify20.101.97201.96600.0000
172007.01.03 14:00modify20.101.97201.96590.0000
182007.01.03 15:40modify20.101.97201.96470.0000
192007.01.03 16:05modify20.101.97201.96390.0000
202007.01.03 16:50modify20.101.97201.96310.0000
212007.01.03 17:05modify20.101.97201.96050.0000
222007.01.03 17:15modify20.101.97201.95650.0000
232007.01.03 18:20modify20.101.97201.95540.0000
242007.01.03 18:45modify20.101.97201.95500.0000
252007.01.03 21:10modify20.101.97201.95460.0000
262007.01.04 10:10modify20.101.97201.95140.0000
272007.01.04 10:35modify20.101.97201.94650.0000
282007.01.04 11:20modify20.101.97201.94640.0000
292007.01.04 11:50modify20.101.97201.94630.0000
302007.01.04 13:45s/l20.101.94631.94630.0000256.5510323.48
312007.01.04 23:00sell30.101.94351.94850.0000
322007.01.05 05:05modify30.101.94351.94340.0000
332007.01.05 06:15modify30.101.94351.94200.0000
342007.01.05 06:20modify30.101.94351.94140.0000
352007.01.05 09:50s/l30.101.94141.94140.000020.8510344.33
362007.01.05 16:00sell40.101.92991.93490.0000
372007.01.08 10:00close40.101.93141.93490.0000-15.1510329.18
382007.01.08 14:00buy50.101.93391.92890.0000
392007.01.08 15:45s/l50.101.92891.92890.0000-50.0010279.18
402007.01.08 19:00buy60.101.93861.93360.0000
412007.01.09 09:50modify60.101.93861.93940.0000
422007.01.09 16:10s/l60.101.93941.93940.00007.9310287.11
432007.01.09 23:00sell70.101.93911.94410.0000
442007.01.10 10:00close70.101.94071.94410.0000-16.1510270.96
452007.01.10 16:00sell80.101.93621.94120.0000
462007.01.11 10:00close80.101.93511.94120.000010.5510281.51
472007.01.11 12:00buy90.101.93951.93450.0000
482007.01.11 14:05modify90.101.93951.94750.0000
492007.01.11 14:10s/l90.101.94751.94750.000080.0010361.51
502007.01.11 15:00buy100.101.95161.94660.0000
512007.01.11 15:35s/l100.101.94661.94660.0000-50.0010311.51
522007.01.11 20:00buy110.101.94481.93980.0000
532007.01.12 14:50modify110.101.94481.94490.0000
542007.01.12 15:40modify110.101.94481.94900.0000
552007.01.12 15:50s/l110.101.94901.94900.000041.9310353.44
562007.01.12 16:00buy120.101.95511.95010.0000
572007.01.15 06:00modify120.101.95511.95510.0000
582007.01.15 06:10modify120.101.95511.95520.0000
592007.01.15 06:20modify120.101.95511.95540.0000
602007.01.15 07:15modify120.101.95511.95560.0000
612007.01.15 09:35modify120.101.95511.95690.0000
622007.01.15 10:05modify120.101.95511.95760.0000
632007.01.15 10:50modify120.101.95511.95790.0000
642007.01.15 11:15modify120.101.95511.95820.0000
652007.01.15 11:20modify120.101.95511.95890.0000
662007.01.15 11:45modify120.101.95511.95940.0000
672007.01.15 12:10modify120.101.95511.96030.0000
682007.01.15 12:20modify120.101.95511.96080.0000
692007.01.16 04:00close120.101.96321.96080.000080.8510434.29
702007.01.16 07:00buy130.101.96531.96030.0000
712007.01.16 17:10s/l130.101.96031.96030.0000-50.0010384.29
722007.01.16 18:00sell140.101.96071.96570.0000
732007.01.17 09:45s/l140.101.96571.96570.0000-50.1510334.14
742007.01.17 10:00buy150.101.96511.96010.0000
752007.01.17 17:50modify150.101.96511.96560.0000
762007.01.17 18:50modify150.101.96511.96590.0000
772007.01.17 19:15modify150.101.96511.96610.0000
782007.01.18 04:05modify150.101.96511.96640.0000
792007.01.18 04:20modify150.101.96511.96710.0000
802007.01.18 04:50modify150.101.96511.96720.0000
812007.01.18 05:20modify150.101.96511.96760.0000
822007.01.18 05:50modify150.101.96511.96780.0000
832007.01.18 06:20modify150.101.96511.96800.0000
842007.01.18 09:10modify150.101.96511.96830.0000
852007.01.18 09:35modify150.101.96511.96910.0000
862007.01.18 10:10modify150.101.96511.96920.0000
872007.01.18 10:20modify150.101.96511.97170.0000
882007.01.18 12:05s/l150.101.97171.97170.000065.7810399.91
892007.01.18 15:00sell160.101.96831.97330.0000
902007.01.18 16:40s/l160.101.97331.97330.0000-50.0010349.91
912007.01.18 22:00buy170.101.97381.96880.0000
922007.01.19 13:00close170.101.97201.96880.0000-18.0710331.84
932007.01.19 17:00sell180.101.97241.97740.0000
942007.01.19 20:00close180.101.97541.97740.0000-30.0010301.84
952007.01.19 22:00sell190.101.97341.97840.0000
962007.01.22 01:00close190.101.97401.97840.0000-6.1510295.69
972007.01.22 05:00buy200.101.97521.97020.0000
982007.01.22 13:00close200.101.97251.97020.0000-27.0010268.69
992007.01.22 19:00buy210.101.97801.97300.0000
1002007.01.23 12:10modify210.101.97801.97970.0000
1012007.01.23 14:00modify210.101.97801.98120.0000
1022007.01.23 14:10modify210.101.97801.98210.0000
1032007.01.23 14:35modify210.101.97801.98540.0000
1042007.01.23 18:10s/l210.101.98541.98540.000073.9310342.62
1052007.01.24 04:00sell220.101.98071.98570.0000
1062007.01.24 09:50modify220.101.98071.97990.0000
1072007.01.24 10:15modify220.101.98071.97900.0000
1082007.01.24 10:20modify220.101.98071.97850.0000
1092007.01.24 10:50modify220.101.98071.97790.0000
1102007.01.24 11:45modify220.101.98071.97780.0000
1112007.01.24 11:50modify220.101.98071.97590.0000
1122007.01.24 11:59s/l220.101.97591.97590.000048.0010390.62
1132007.01.24 15:00sell230.101.97281.97780.0000
1142007.01.24 16:15modify230.101.97281.97270.0000
1152007.01.24 16:20modify230.101.97281.97250.0000
1162007.01.24 17:15modify230.101.97281.97100.0000
1172007.01.24 17:20modify230.101.97281.97080.0000
1182007.01.25 10:20s/l230.101.97081.97080.000019.5510410.17
1192007.01.25 11:00buy240.101.97201.96700.0000
1202007.01.25 21:05s/l240.101.96701.96700.0000-50.0010360.17
1212007.01.25 22:00sell250.101.96401.96900.0000
1222007.01.26 15:35modify250.101.96401.96320.0000
1232007.01.26 17:10modify250.101.96401.96210.0000
1242007.01.26 23:59close at stop250.101.96041.96210.000035.8510396.02