Strategy Tester Report
PIPSTALKER3
| Symbol | GBPUSD (Great Britain Dollar vs. United States Dollar) | ||||
| Period | 1 Hour (H1) 2006.10.16 15:00 - 2007.02.09 22:00 (2006.09.11 - 2007.02.11) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | shortcount=0; longcount=0; long=false; short=false; entry=0; ticket=0; modify=false; | ||||
| Bars in test | 2048 | Ticks modelled | 455683 | Modelling quality | 48.35% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 23752.00 | Gross profit | 62770.00 | Gross loss | -39018.00 |
| Profit factor | 1.61 | Expected payoff | 304.51 | ||
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 6729.00 (28.3%) | ||
| Total trades | 78 | Short positions (won %) | 39 (35.90%) | Long positions (won %) | 39 (48.72%) |
| Profit trades (% of total) | 33 (42.31%) | Loss trades (% of total) | 45 (57.69%) | ||
| Largest | profit trade | 7416.00 | loss trade | -2800.00 | |
| Average | profit trade | 1902.12 | loss trade | -867.07 | |
| Maximum | consecutive wins (profit in money) | 4 (10538.00) | consecutive losses (loss in money) | 4 (-5317.00) | |
| Maximal | consecutive profit (count of wins) | 10538.00 (4) | consecutive loss (count of losses) | -5792.00 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.10.16 22:00 | buy | 1 | 1.00 | 1.8609 | 1.8529 | 0.0000 | ||
| 2 | 2006.10.18 17:01 | close | 1 | 1.00 | 1.8688 | 1.8529 | 0.0000 | 790.00 | 10790.00 |
| 3 | 2006.10.18 17:01 | sell | 2 | 1.10 | 1.8688 | 1.8768 | 0.0000 | ||
| 4 | 2006.10.19 11:00 | close | 2 | 1.10 | 1.8721 | 1.8768 | 0.0000 | -363.00 | 10427.00 |
| 5 | 2006.10.19 11:00 | buy | 3 | 1.00 | 1.8721 | 1.8641 | 0.0000 | ||
| 6 | 2006.10.23 06:00 | close | 3 | 1.00 | 1.8829 | 1.8641 | 0.0000 | 1080.00 | 11507.00 |
| 7 | 2006.10.23 06:00 | sell | 4 | 1.20 | 1.8829 | 1.8909 | 0.0000 | ||
| 8 | 2006.10.24 20:00 | close | 4 | 1.20 | 1.8746 | 1.8909 | 0.0000 | 996.00 | 12503.00 |
| 9 | 2006.10.24 20:00 | buy | 5 | 1.30 | 1.8746 | 1.8666 | 0.0000 | ||
| 10 | 2006.10.27 11:00 | close | 5 | 1.30 | 1.8881 | 1.8666 | 0.0000 | 1755.00 | 14258.00 |
| 11 | 2006.10.27 11:00 | sell | 6 | 1.40 | 1.8881 | 1.8961 | 0.0000 | ||
| 12 | 2006.10.27 15:00 | close | 6 | 1.40 | 1.8913 | 1.8961 | 0.0000 | -448.00 | 13810.00 |
| 13 | 2006.10.27 15:00 | buy | 7 | 1.40 | 1.8913 | 1.8833 | 0.0000 | ||
| 14 | 2006.10.31 02:00 | close | 7 | 1.40 | 1.8998 | 1.8833 | 0.0000 | 1190.00 | 15000.00 |
| 15 | 2006.10.31 02:00 | sell | 8 | 1.50 | 1.8998 | 1.9078 | 0.0000 | ||
| 16 | 2006.10.31 17:26 | s/l | 8 | 1.50 | 1.9078 | 1.9078 | 0.0000 | -1200.00 | 13800.00 |
| 17 | 2006.10.31 18:00 | buy | 9 | 1.40 | 1.9078 | 1.8998 | 0.0000 | ||
| 18 | 2006.11.02 02:01 | close | 9 | 1.40 | 1.9072 | 1.8998 | 0.0000 | -84.00 | 13716.00 |
| 19 | 2006.11.02 02:01 | sell | 10 | 1.40 | 1.9072 | 1.9152 | 0.0000 | ||
| 20 | 2006.11.02 13:00 | close | 10 | 1.40 | 1.9089 | 1.9152 | 0.0000 | -238.00 | 13478.00 |
| 21 | 2006.11.02 13:00 | buy | 11 | 1.30 | 1.9089 | 1.9009 | 0.0000 | ||
| 22 | 2006.11.03 15:31 | s/l | 11 | 1.30 | 1.9009 | 1.9009 | 0.0000 | -1040.00 | 12438.00 |
| 23 | 2006.11.03 17:00 | sell | 12 | 1.20 | 1.9011 | 1.9091 | 0.0000 | ||
| 24 | 2006.11.07 03:00 | close | 12 | 1.20 | 1.8990 | 1.9091 | 0.0000 | 252.00 | 12690.00 |
| 25 | 2006.11.07 03:00 | buy | 13 | 1.30 | 1.8990 | 1.8910 | 0.0000 | ||
| 26 | 2006.11.08 16:00 | close | 13 | 1.30 | 1.9047 | 1.8910 | 0.0000 | 741.00 | 13431.00 |
| 27 | 2006.11.08 16:00 | sell | 14 | 1.30 | 1.9047 | 1.9127 | 0.0000 | ||
| 28 | 2006.11.09 11:00 | close | 14 | 1.30 | 1.9075 | 1.9127 | 0.0000 | -364.00 | 13067.00 |
| 29 | 2006.11.09 11:00 | buy | 15 | 1.30 | 1.9075 | 1.8995 | 0.0000 | ||
| 30 | 2006.11.09 15:36 | s/l | 15 | 1.30 | 1.8995 | 1.8995 | 0.0000 | -1040.00 | 12027.00 |
| 31 | 2006.11.09 17:01 | sell | 16 | 1.20 | 1.9003 | 1.9083 | 0.0000 | ||
| 32 | 2006.11.09 18:36 | s/l | 16 | 1.20 | 1.9083 | 1.9083 | 0.0000 | -960.00 | 11067.00 |
| 33 | 2006.11.09 20:01 | buy | 17 | 1.10 | 1.9075 | 1.8995 | 0.0000 | ||
| 34 | 2006.11.13 00:00 | close | 17 | 1.10 | 1.9111 | 1.8995 | 0.0000 | 396.00 | 11463.00 |
| 35 | 2006.11.13 00:00 | sell | 18 | 1.10 | 1.9111 | 1.9191 | 0.0000 | ||
| 36 | 2006.11.13 04:00 | close | 18 | 1.10 | 1.9137 | 1.9191 | 0.0000 | -286.00 | 11177.00 |
| 37 | 2006.11.13 04:00 | buy | 19 | 1.10 | 1.9137 | 1.9057 | 0.0000 | ||
| 38 | 2006.11.13 12:00 | close | 19 | 1.10 | 1.9079 | 1.9057 | 0.0000 | -638.00 | 10539.00 |
| 39 | 2006.11.13 12:00 | sell | 20 | 1.10 | 1.9079 | 1.9159 | 0.0000 | ||
| 40 | 2006.11.16 05:00 | close | 20 | 1.10 | 1.8905 | 1.9159 | 0.0000 | 1914.00 | 12453.00 |
| 41 | 2006.11.16 05:00 | buy | 21 | 1.20 | 1.8905 | 1.8825 | 0.0000 | ||
| 42 | 2006.11.16 09:00 | close | 21 | 1.20 | 1.8893 | 1.8825 | 0.0000 | -144.00 | 12309.00 |
| 43 | 2006.11.16 09:00 | sell | 22 | 1.20 | 1.8893 | 1.8973 | 0.0000 | ||
| 44 | 2006.11.17 18:00 | close | 22 | 1.20 | 1.8941 | 1.8973 | 0.0000 | -576.00 | 11733.00 |
| 45 | 2006.11.17 18:00 | buy | 23 | 1.20 | 1.8941 | 1.8861 | 0.0000 | ||
| 46 | 2006.11.29 13:00 | close | 23 | 1.20 | 1.9486 | 1.8861 | 0.0000 | 6540.00 | 18273.00 |
| 47 | 2006.11.29 13:00 | sell | 24 | 1.80 | 1.9486 | 1.9566 | 0.0000 | ||
| 48 | 2006.11.30 07:00 | close | 24 | 1.80 | 1.9500 | 1.9566 | 0.0000 | -252.00 | 18021.00 |
| 49 | 2006.11.30 07:00 | buy | 25 | 1.80 | 1.9500 | 1.9420 | 0.0000 | ||
| 50 | 2006.12.04 16:00 | close | 25 | 1.80 | 1.9769 | 1.9420 | 0.0000 | 4842.00 | 22863.00 |
| 51 | 2006.12.04 16:00 | sell | 26 | 2.30 | 1.9769 | 1.9849 | 0.0000 | ||
| 52 | 2006.12.04 19:00 | close | 26 | 2.30 | 1.9781 | 1.9849 | 0.0000 | -276.00 | 22587.00 |
| 53 | 2006.12.04 19:00 | buy | 27 | 2.30 | 1.9781 | 1.9701 | 0.0000 | ||
| 54 | 2006.12.05 06:01 | close | 27 | 2.30 | 1.9764 | 1.9701 | 0.0000 | -391.00 | 22196.00 |
| 55 | 2006.12.05 06:01 | sell | 28 | 2.20 | 1.9764 | 1.9844 | 0.0000 | ||
| 56 | 2006.12.07 09:00 | close | 28 | 2.20 | 1.9691 | 1.9844 | 0.0000 | 1606.00 | 23802.00 |
| 57 | 2006.12.07 09:00 | buy | 29 | 2.40 | 1.9691 | 1.9611 | 0.0000 | ||
| 58 | 2006.12.07 15:00 | close | 29 | 2.40 | 1.9685 | 1.9611 | 0.0000 | -144.00 | 23658.00 |
| 59 | 2006.12.07 15:00 | sell | 30 | 2.40 | 1.9685 | 1.9765 | 0.0000 | ||
| 60 | 2006.12.08 17:00 | close | 30 | 2.40 | 1.9705 | 1.9765 | 0.0000 | -480.00 | 23178.00 |
| 61 | 2006.12.08 17:00 | buy | 31 | 2.30 | 1.9705 | 1.9625 | 0.0000 | ||
| 62 | 2006.12.08 18:53 | s/l | 31 | 2.30 | 1.9625 | 1.9625 | 0.0000 | -1840.00 | 21338.00 |
| 63 | 2006.12.08 20:00 | sell | 32 | 2.10 | 1.9570 | 1.9650 | 0.0000 | ||
| 64 | 2006.12.11 19:01 | close | 32 | 2.10 | 1.9554 | 1.9650 | 0.0000 | 336.00 | 21674.00 |
| 65 | 2006.12.11 19:01 | buy | 33 | 2.20 | 1.9554 | 1.9474 | 0.0000 | ||
| 66 | 2006.12.13 17:00 | close | 33 | 2.20 | 1.9629 | 1.9474 | 0.0000 | 1650.00 | 23324.00 |
| 67 | 2006.12.13 17:00 | sell | 34 | 2.30 | 1.9629 | 1.9709 | 0.0000 | ||
| 68 | 2006.12.14 10:11 | s/l | 34 | 2.30 | 1.9709 | 1.9709 | 0.0000 | -1840.00 | 21484.00 |
| 69 | 2006.12.15 11:01 | buy | 35 | 2.10 | 1.9629 | 1.9549 | 0.0000 | ||
| 70 | 2006.12.15 13:00 | close | 35 | 2.10 | 1.9574 | 1.9549 | 0.0000 | -1155.00 | 20329.00 |
| 71 | 2006.12.15 13:00 | sell | 36 | 2.00 | 1.9574 | 1.9654 | 0.0000 | ||
| 72 | 2006.12.15 15:29 | s/l | 36 | 2.00 | 1.9654 | 1.9654 | 0.0000 | -1600.00 | 18729.00 |
| 73 | 2006.12.18 09:00 | buy | 37 | 1.90 | 1.9553 | 1.9473 | 0.0000 | ||
| 74 | 2006.12.18 13:00 | close | 37 | 1.90 | 1.9515 | 1.9473 | 0.0000 | -722.00 | 18007.00 |
| 75 | 2006.12.18 13:00 | sell | 38 | 1.80 | 1.9515 | 1.9595 | 0.0000 | ||
| 76 | 2006.12.19 05:01 | close | 38 | 1.80 | 1.9494 | 1.9595 | 0.0000 | 378.00 | 18385.00 |
| 77 | 2006.12.19 05:01 | buy | 39 | 1.80 | 1.9494 | 1.9414 | 0.0000 | ||
| 78 | 2006.12.20 19:00 | close | 39 | 1.80 | 1.9649 | 1.9414 | 0.0000 | 2790.00 | 21175.00 |
| 79 | 2006.12.20 19:00 | sell | 40 | 2.10 | 1.9649 | 1.9729 | 0.0000 | ||
| 80 | 2006.12.21 06:00 | close | 40 | 2.10 | 1.9668 | 1.9729 | 0.0000 | -399.00 | 20776.00 |
| 81 | 2006.12.21 06:00 | buy | 41 | 2.10 | 1.9668 | 1.9588 | 0.0000 | ||
| 82 | 2006.12.21 14:00 | close | 41 | 2.10 | 1.9631 | 1.9588 | 0.0000 | -777.00 | 19999.00 |
| 83 | 2006.12.21 14:00 | sell | 42 | 2.00 | 1.9631 | 1.9711 | 0.0000 | ||
| 84 | 2006.12.22 04:01 | close | 42 | 2.00 | 1.9629 | 1.9711 | 0.0000 | 40.00 | 20039.00 |
| 85 | 2006.12.22 04:01 | buy | 43 | 2.00 | 1.9629 | 1.9549 | 0.0000 | ||
| 86 | 2006.12.22 18:00 | close | 43 | 2.00 | 1.9585 | 1.9549 | 0.0000 | -880.00 | 19159.00 |
| 87 | 2006.12.22 18:00 | sell | 44 | 1.90 | 1.9585 | 1.9665 | 0.0000 | ||
| 88 | 2006.12.27 06:01 | close | 44 | 1.90 | 1.9580 | 1.9665 | 0.0000 | 95.00 | 19254.00 |
| 89 | 2006.12.27 06:01 | buy | 45 | 1.90 | 1.9580 | 1.9500 | 0.0000 | ||
| 90 | 2006.12.27 18:00 | close | 45 | 1.90 | 1.9557 | 1.9500 | 0.0000 | -437.00 | 18817.00 |
| 91 | 2006.12.27 18:00 | sell | 46 | 1.90 | 1.9557 | 1.9637 | 0.0000 | ||
| 92 | 2006.12.28 08:03 | close | 46 | 1.90 | 1.9583 | 1.9637 | 0.0000 | -494.00 | 18323.00 |
| 93 | 2006.12.28 08:03 | buy | 47 | 1.80 | 1.9583 | 1.9503 | 0.0000 | ||
| 94 | 2006.12.29 17:00 | close | 47 | 1.80 | 1.9598 | 1.9503 | 0.0000 | 270.00 | 18593.00 |
| 95 | 2006.12.29 17:00 | sell | 48 | 1.90 | 1.9598 | 1.9678 | 0.0000 | ||
| 96 | 2007.01.02 09:23 | s/l | 48 | 1.90 | 1.9678 | 1.9678 | 0.0000 | -1520.00 | 17073.00 |
| 97 | 2007.01.02 10:00 | buy | 49 | 1.70 | 1.9682 | 1.9602 | 0.0000 | ||
| 98 | 2007.01.03 10:00 | close | 49 | 1.70 | 1.9718 | 1.9602 | 0.0000 | 612.00 | 17685.00 |
| 99 | 2007.01.03 10:00 | sell | 50 | 1.80 | 1.9718 | 1.9798 | 0.0000 | ||
| 100 | 2007.01.08 10:00 | close | 50 | 1.80 | 1.9306 | 1.9798 | 0.0000 | 7416.00 | 25101.00 |
| 101 | 2007.01.08 10:00 | buy | 51 | 2.50 | 1.9306 | 1.9226 | 0.0000 | ||
| 102 | 2007.01.09 20:00 | close | 51 | 2.50 | 1.9401 | 1.9226 | 0.0000 | 2375.00 | 27476.00 |
| 103 | 2007.01.09 20:00 | sell | 52 | 2.70 | 1.9401 | 1.9481 | 0.0000 | ||
| 104 | 2007.01.10 11:01 | close | 52 | 2.70 | 1.9396 | 1.9481 | 0.0000 | 135.00 | 27611.00 |
| 105 | 2007.01.10 11:01 | buy | 53 | 2.80 | 1.9396 | 1.9316 | 0.0000 | ||
| 106 | 2007.01.10 17:00 | close | 53 | 2.80 | 1.9372 | 1.9316 | 0.0000 | -672.00 | 26939.00 |
| 107 | 2007.01.10 17:00 | sell | 54 | 2.70 | 1.9372 | 1.9452 | 0.0000 | ||
| 108 | 2007.01.11 12:00 | close | 54 | 2.70 | 1.9385 | 1.9452 | 0.0000 | -351.00 | 26588.00 |
| 109 | 2007.01.11 12:00 | buy | 55 | 2.70 | 1.9385 | 1.9305 | 0.0000 | ||
| 110 | 2007.01.16 18:01 | close | 55 | 2.70 | 1.9609 | 1.9305 | 0.0000 | 6048.00 | 32636.00 |
| 111 | 2007.01.16 18:01 | sell | 56 | 3.30 | 1.9609 | 1.9689 | 0.0000 | ||
| 112 | 2007.01.17 09:00 | close | 56 | 3.30 | 1.9629 | 1.9689 | 0.0000 | -660.00 | 31976.00 |
| 113 | 2007.01.17 09:00 | buy | 57 | 3.20 | 1.9629 | 1.9549 | 0.0000 | ||
| 114 | 2007.01.18 16:01 | close | 57 | 3.20 | 1.9668 | 1.9549 | 0.0000 | 1248.00 | 33224.00 |
| 115 | 2007.01.18 16:01 | sell | 58 | 3.30 | 1.9668 | 1.9748 | 0.0000 | ||
| 116 | 2007.01.18 22:05 | close | 58 | 3.30 | 1.9735 | 1.9748 | 0.0000 | -2211.00 | 31013.00 |
| 117 | 2007.01.18 22:05 | buy | 59 | 3.10 | 1.9735 | 1.9655 | 0.0000 | ||
| 118 | 2007.01.19 13:00 | close | 59 | 3.10 | 1.9718 | 1.9655 | 0.0000 | -527.00 | 30486.00 |
| 119 | 2007.01.19 13:00 | sell | 60 | 3.00 | 1.9718 | 1.9798 | 0.0000 | ||
| 120 | 2007.01.22 05:00 | close | 60 | 3.00 | 1.9752 | 1.9798 | 0.0000 | -1020.00 | 29466.00 |
| 121 | 2007.01.22 05:00 | buy | 61 | 2.90 | 1.9752 | 1.9672 | 0.0000 | ||
| 122 | 2007.01.23 23:00 | close | 61 | 2.90 | 1.9820 | 1.9672 | 0.0000 | 1972.00 | 31438.00 |
| 123 | 2007.01.23 23:00 | sell | 62 | 3.10 | 1.9820 | 1.9900 | 0.0000 | ||
| 124 | 2007.01.25 11:00 | close | 62 | 3.10 | 1.9694 | 1.9900 | 0.0000 | 3906.00 | 35344.00 |
| 125 | 2007.01.25 11:00 | buy | 63 | 3.50 | 1.9694 | 1.9614 | 0.0000 | ||
| 126 | 2007.01.25 22:02 | close | 63 | 3.50 | 1.9639 | 1.9614 | 0.0000 | -1925.00 | 33419.00 |
| 127 | 2007.01.25 22:02 | sell | 64 | 3.30 | 1.9639 | 1.9719 | 0.0000 | ||
| 128 | 2007.01.29 20:01 | close | 64 | 3.30 | 1.9594 | 1.9719 | 0.0000 | 1485.00 | 34904.00 |
| 129 | 2007.01.29 20:01 | buy | 65 | 3.50 | 1.9594 | 1.9514 | 0.0000 | ||
| 130 | 2007.01.30 19:02 | close | 65 | 3.50 | 1.9614 | 1.9514 | 0.0000 | 700.00 | 35604.00 |
| 131 | 2007.01.30 19:02 | sell | 66 | 3.60 | 1.9614 | 1.9694 | 0.0000 | ||
| 132 | 2007.01.31 07:00 | close | 66 | 3.60 | 1.9626 | 1.9694 | 0.0000 | -432.00 | 35172.00 |
| 133 | 2007.01.31 07:00 | buy | 67 | 3.50 | 1.9626 | 1.9546 | 0.0000 | ||
| 134 | 2007.01.31 10:40 | s/l | 67 | 3.50 | 1.9546 | 1.9546 | 0.0000 | -2800.00 | 32372.00 |
| 135 | 2007.01.31 11:01 | sell | 68 | 3.20 | 1.9540 | 1.9620 | 0.0000 | ||
| 136 | 2007.01.31 18:07 | s/l | 68 | 3.20 | 1.9620 | 1.9620 | 0.0000 | -2560.00 | 29812.00 |
| 137 | 2007.01.31 19:00 | buy | 69 | 3.00 | 1.9618 | 1.9538 | 0.0000 | ||
| 138 | 2007.02.02 11:03 | close | 69 | 3.00 | 1.9666 | 1.9538 | 0.0000 | 1440.00 | 31252.00 |
| 139 | 2007.02.02 11:03 | sell | 70 | 3.10 | 1.9666 | 1.9746 | 0.0000 | ||
| 140 | 2007.02.02 15:00 | close | 70 | 3.10 | 1.9690 | 1.9746 | 0.0000 | -744.00 | 30508.00 |
| 141 | 2007.02.02 15:00 | buy | 71 | 3.10 | 1.9690 | 1.9610 | 0.0000 | ||
| 142 | 2007.02.02 20:00 | close | 71 | 3.10 | 1.9657 | 1.9610 | 0.0000 | -1023.00 | 29485.00 |
| 143 | 2007.02.02 20:00 | sell | 72 | 2.90 | 1.9657 | 1.9737 | 0.0000 | ||
| 144 | 2007.02.06 04:00 | close | 72 | 2.90 | 1.9615 | 1.9737 | 0.0000 | 1218.00 | 30703.00 |
| 145 | 2007.02.06 04:00 | buy | 73 | 3.10 | 1.9615 | 1.9535 | 0.0000 | ||
| 146 | 2007.02.06 09:00 | close | 73 | 3.10 | 1.9603 | 1.9535 | 0.0000 | -372.00 | 30331.00 |
| 147 | 2007.02.06 09:00 | sell | 74 | 3.00 | 1.9603 | 1.9683 | 0.0000 | ||
| 148 | 2007.02.06 11:00 | close | 74 | 3.00 | 1.9632 | 1.9683 | 0.0000 | -870.00 | 29461.00 |
| 149 | 2007.02.06 11:00 | buy | 75 | 2.90 | 1.9632 | 1.9552 | 0.0000 | ||
| 150 | 2007.02.07 23:00 | close | 75 | 2.90 | 1.9697 | 1.9552 | 0.0000 | 1885.00 | 31346.00 |
| 151 | 2007.02.07 23:00 | sell | 76 | 3.10 | 1.9697 | 1.9777 | 0.0000 | ||
| 152 | 2007.02.08 06:00 | close | 76 | 3.10 | 1.9719 | 1.9777 | 0.0000 | -682.00 | 30664.00 |
| 153 | 2007.02.08 06:00 | buy | 77 | 3.10 | 1.9719 | 1.9639 | 0.0000 | ||
| 154 | 2007.02.08 11:00 | close | 77 | 3.10 | 1.9668 | 1.9639 | 0.0000 | -1581.00 | 29083.00 |
| 155 | 2007.02.08 11:00 | sell | 78 | 2.90 | 1.9668 | 1.9748 | 0.0000 | ||
| 156 | 2007.02.09 22:59 | close at stop | 78 | 2.90 | 1.9507 | 1.9748 | 0.0000 | 4669.00 | 33752.00 |