Strategy Tester Report
Pivot Test

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2004.07.16 00:00 - 2006.05.16 00:00 (2004.07.16 - 2006.05.16)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersmaxLots=1; spread=4; lotSize=1;
Bars in test16141Ticks modelled1956866Modelling quality90.00%
Initial deposit10000.00
Total net profit-8906.37Gross profit16141.17Gross loss-25047.54
Profit factor0.64Expected payoff-56.73
Absolute drawdown8906.37Maximal drawdown (%)8906.37 (89.1%)
Total trades157Short positions (won %)69 (24.64%)Long positions (won %)88 (30.68%)
Profit trades (% of total)44 (28.03%)Loss trades (% of total)113 (71.97%)
Largestprofit trade833.00loss trade-576.33
Averageprofit trade366.84loss trade-221.66
Maximumconsecutive wins (profit in money)3 (1197.00)consecutive losses (loss in money)9 (-2111.67)
Maximalconsecutive profit (count of wins)1302.00 (2)consecutive loss (count of losses)-2111.67 (9)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.07.16 00:00buy11.001.85331.85211.8574
22004.07.16 01:22s/l11.001.85211.85211.8574-84.009916.00
32004.07.19 00:00buy21.001.87501.86511.8832
42004.07.20 00:00close21.001.86831.86511.8832-471.949444.06
52004.07.21 00:00sell31.001.85231.85731.8450
62004.07.21 11:54t/p31.001.84501.85731.8450508.679952.73
72004.07.22 00:00sell41.001.84211.84351.8313
82004.07.22 11:47s/l41.001.84351.84351.8313-100.339852.40
92004.07.23 00:00buy51.001.84491.84291.8503
102004.07.23 02:59s/l51.001.84291.84291.8503-142.339710.07
112004.07.26 00:00sell61.001.83151.83611.8263
122004.07.26 03:32s/l61.001.83611.83611.8263-324.339385.74
132004.07.27 00:00buy71.001.84191.83791.8455
142004.07.27 15:01s/l71.001.83791.83791.8455-282.339103.41
152004.07.28 00:00sell81.001.82201.82951.8133
162004.07.29 00:00close81.001.82471.82951.8133-186.278917.14
172004.07.30 00:00sell91.001.81731.81871.8077
182004.07.30 00:16s/l91.001.81871.81871.8077-98.008819.14
192004.08.02 00:00buy101.001.82381.81831.8250
202004.08.02 09:19t/p101.001.82501.81831.825084.008903.14
212004.08.03 00:00sell111.001.82451.82641.8184
222004.08.03 02:25s/l111.001.82641.82641.8184-133.008770.14
232004.08.04 00:00buy121.001.82471.82291.8294
242004.08.04 04:19s/l121.001.82291.82291.8294-126.008644.14
252004.08.05 00:00buy131.001.82611.82191.8295
262004.08.05 13:01s/l131.001.82191.82191.8295-296.338347.81
272004.08.06 00:00sell141.001.82371.82461.8187
282004.08.06 01:04s/l141.001.82461.82461.8187-65.338282.48
292004.08.09 00:00buy151.001.84381.83551.8517
302004.08.10 00:00close151.001.84051.83551.8517-233.948048.54
312004.08.11 00:00sell161.001.82601.83141.8201
322004.08.11 19:26s/l161.001.83141.83141.8201-380.337668.21
332004.08.12 00:00buy171.001.83061.82871.8332
342004.08.12 10:50t/p171.001.83321.82871.8332182.007850.21
352004.08.13 00:00sell181.001.82261.82691.8162
362004.08.13 08:33t/p181.001.81621.82691.8162445.678295.88
372004.08.16 00:00buy191.001.84441.83361.8547
382004.08.17 00:00close191.001.84021.83361.8547-296.947998.94
392004.08.18 00:00sell201.001.82741.83311.8217
402004.08.18 14:55t/p201.001.82171.83311.8217399.008397.94
412004.08.19 00:00sell211.001.82371.82531.8198
422004.08.19 11:25s/l211.001.82531.82531.8198-114.338283.61
432004.08.20 00:00buy221.001.83211.82811.8375
442004.08.20 11:43s/l221.001.82811.82811.8375-277.678005.94
452004.08.23 00:00sell231.001.81971.82371.8129
462004.08.23 20:05t/p231.001.81291.82371.8129476.008481.94
472004.08.24 00:00sell241.001.80701.81151.8025
482004.08.24 14:23t/p241.001.80251.81151.8025315.008796.94
492004.08.25 00:00sell251.001.79251.79731.7843
502004.08.25 09:39s/l251.001.79731.79731.7843-333.678463.27
512004.08.26 00:00buy261.001.79611.79501.8013
522004.08.26 01:15s/l261.001.79501.79501.8013-74.678388.60
532004.08.27 00:00buy271.001.79711.79531.7999
542004.08.27 01:29s/l271.001.79531.79531.7999-126.008262.60
552004.08.30 00:00sell281.001.79061.79501.7853
562004.08.30 14:27s/l281.001.79501.79501.7853-305.677956.93
572004.08.31 00:00buy291.001.79571.79251.8002
582004.08.31 12:37s/l291.001.79251.79251.8002-226.337730.60
592004.09.01 00:00buy301.001.80281.79931.8089
602004.09.01 08:03s/l301.001.79931.79931.8089-247.337483.27
612004.09.02 00:00sell311.001.79441.79611.7873
622004.09.02 09:54s/l311.001.79611.79611.7873-121.337361.94
632004.09.03 00:00sell321.001.78831.79151.7843
642004.09.03 00:24s/l321.001.79151.79151.7843-224.007137.94
652004.09.06 00:00sell331.001.77541.78191.7699
662004.09.06 21:17s/l331.001.78191.78191.7699-452.676685.27
672004.09.07 00:00buy341.001.78071.77841.7831
682004.09.07 07:03t/p341.001.78311.77841.7831170.336855.60
692004.09.08 00:00sell351.001.77341.77701.7683
702004.09.08 02:59s/l351.001.77701.77701.7683-249.676605.93
712004.09.09 00:00buy361.001.78701.78251.7939
722004.09.09 13:07s/l361.001.78251.78251.7939-315.006290.93
732004.09.10 00:00buy371.001.78911.78621.7918
742004.09.10 01:53s/l371.001.78621.78621.7918-203.006087.93
752004.09.13 00:00buy381.001.79901.79451.8040
762004.09.13 09:01s/l381.001.79451.79451.8040-315.005772.93
772004.09.14 00:00sell391.001.79671.79771.7930
782004.09.14 01:11s/l391.001.79771.79771.7930-70.005702.93
792004.09.15 00:00sell401.001.79581.79831.7921
802004.09.15 08:33t/p401.001.79211.79831.7921256.675959.60
812004.09.16 00:00sell411.001.77611.78331.7679
822004.09.16 10:30s/l411.001.78331.78331.7679-504.005455.60
832004.09.17 00:00buy421.001.79331.78771.8000
842004.09.20 00:00close421.001.79211.78771.8000-86.945368.66
852004.09.21 00:00sell431.001.78621.78731.7810
862004.09.21 11:12s/l431.001.78731.78731.7810-77.005291.66
872004.09.22 00:00buy441.001.79731.79371.8041
882004.09.22 10:35s/l441.001.79371.79371.8041-252.005039.66
892004.09.23 00:00sell451.001.79321.79441.7867
902004.09.23 01:40s/l451.001.79441.79441.7867-81.674957.99
912004.09.24 00:00sell461.001.79611.79841.7915
922004.09.24 09:40s/l461.001.79841.79841.7915-163.334794.66
932004.09.27 00:00buy471.001.80661.80271.8117
942004.09.28 00:00close471.001.80941.80271.8117193.064987.72
952004.09.29 00:00buy481.001.81401.81221.8170
962004.09.29 01:30s/l481.001.81221.81221.8170-123.674864.05
972004.09.30 00:00sell491.001.79991.80381.7931
982004.09.30 13:45s/l491.001.80381.80381.7931-275.334588.72
992004.10.01 00:00buy501.001.81231.80631.8177
1002004.10.01 10:23s/l501.001.80631.80631.8177-417.674171.05
1012004.10.04 00:00sell511.001.79771.80211.7899
1022004.10.04 12:50t/p511.001.78991.80211.7899546.004717.05
1032004.10.05 00:00sell521.001.78391.78841.7779
1042004.10.06 00:00close521.001.78241.78841.7779105.914822.96
1052004.10.07 00:00sell531.001.77971.78161.7734
1062004.10.07 05:06s/l531.001.78161.78161.7734-133.004689.96
1072004.10.08 00:00buy541.001.78281.78071.7858
1082004.10.08 08:22t/p541.001.78581.78071.7858207.674897.63
1092004.10.11 00:00buy551.001.79501.79061.8001
1102004.10.12 00:00close551.001.79861.79061.8001249.065146.69
1112004.10.13 00:00buy561.001.79191.79141.7990
1122004.10.13 00:00s/l561.001.79141.79141.7990-37.335109.36
1132004.10.14 00:00buy571.001.79361.79091.7984
1142004.10.14 09:04t/p571.001.79841.79091.7984338.335447.69
1152004.10.15 00:00sell581.001.79611.79831.7912
1162004.10.15 07:17s/l581.001.79831.79831.7912-154.005293.69
1172004.10.18 00:00buy591.001.80421.80151.8086
1182004.10.18 13:27s/l591.001.80151.80151.8086-189.005104.69
1192004.10.19 00:00sell601.001.79781.80051.7932
1202004.10.19 08:54t/p601.001.79321.80051.7932324.335429.02
1212004.10.20 00:00buy611.001.80431.80021.8088
1222004.10.20 10:14t/p611.001.80881.80021.8088317.335746.35
1232004.10.21 00:00buy621.001.81731.81191.8234
1242004.10.21 10:04t/p621.001.82341.81191.8234429.336175.68
1252004.10.22 00:00buy631.001.82761.82421.8337
1262004.10.22 10:35s/l631.001.82421.82421.8337-238.005937.68
1272004.10.25 00:00buy641.001.83081.82711.8325
1282004.10.25 01:36t/p641.001.83251.82711.8325121.336059.01
1292004.10.26 00:00buy651.001.84241.83831.8481
1302004.10.26 10:15s/l651.001.83831.83831.8481-287.005772.01
1312004.10.27 00:00sell661.001.83381.83781.8297
1322004.10.27 07:24s/l661.001.83781.83781.8297-282.335489.68
1332004.10.28 00:00sell671.001.82681.83241.8200
1342004.10.28 05:01s/l671.001.83241.83241.8200-389.675100.01
1352004.10.29 00:00buy681.001.83061.82781.8368
1362004.10.29 19:38t/p681.001.83681.82781.8368436.335536.34
1372004.11.01 00:00buy691.001.83961.83401.8405
1382004.11.01 00:44t/p691.001.84051.83401.840563.005599.34
1392004.11.02 00:00sell701.001.83371.83541.8286
1402004.11.02 12:54s/l701.001.83541.83541.8286-119.005480.34
1412004.11.03 00:00buy711.001.84221.83751.8459
1422004.11.03 03:03s/l711.001.83751.83751.8459-326.675153.67
1432004.11.04 00:00buy721.001.84911.84321.8555
1442004.11.04 10:03s/l721.001.84321.84321.8555-413.004740.67
1452004.11.05 00:00sell731.001.84431.84561.8405
1462004.11.05 01:50s/l731.001.84561.84561.8405-93.334647.34
1472004.11.08 00:00buy741.001.85691.84681.8638
1482004.11.09 00:00close741.001.85631.84681.8638-44.944602.40
1492004.11.10 00:00buy751.001.85691.85541.8608
1502004.11.10 00:38s/l751.001.85541.85541.8608-105.004497.40
1512004.11.11 00:00sell761.001.84641.85011.8377
1522004.11.12 00:00close761.001.84321.85011.8377224.914722.31
1532004.11.15 00:00buy771.001.85561.85151.8631
1542004.11.15 11:50s/l771.001.85151.85151.8631-287.004435.31
1552004.11.16 00:00sell781.001.84821.85091.8421
1562004.11.16 10:31s/l781.001.85091.85091.8421-189.004246.31
1572004.11.17 00:00buy791.001.85461.85131.8586
1582004.11.17 11:04t/p791.001.85861.85131.8586282.334528.64
1592004.11.18 00:00buy801.001.86041.85761.8645
1602004.11.18 09:06s/l801.001.85761.85761.8645-193.674334.97
1612004.11.19 00:00sell811.001.84791.85341.8423
1622004.11.19 09:45s/l811.001.85341.85341.8423-385.003949.97
1632004.11.22 00:00buy821.001.85861.85481.8634
1642004.11.22 09:08s/l821.001.85481.85481.8634-266.003683.97
1652004.11.23 00:00buy831.001.86071.85721.8632
1662004.11.23 01:46s/l831.001.85721.85721.8632-242.673441.30
1672004.11.24 00:00buy841.001.86891.86421.8766
1682004.11.24 10:56t/p841.001.87661.86421.8766541.333982.63
1692004.11.25 00:00buy851.001.88261.87691.8873
1702004.11.25 12:14t/p851.001.88731.87691.8873326.674309.30
1712004.11.26 00:00buy861.001.89371.88861.8984
1722004.11.26 06:24t/p861.001.89841.88861.8984329.004638.30
1732004.11.29 00:00sell871.001.89181.89421.8837
1742004.11.29 16:40s/l871.001.89421.89421.8837-168.004470.30
1752004.11.30 00:00buy881.001.89391.89131.8985
1762004.11.30 01:45s/l881.001.89131.89131.8985-179.674290.63
1772004.12.01 00:00buy891.001.90951.90261.9193
1782004.12.01 09:56t/p891.001.91931.90261.9193683.674974.30
1792004.12.02 00:00buy901.001.93451.92581.9433
1802004.12.02 09:32t/p901.001.94331.92581.9433618.335592.63
1812004.12.03 00:00sell911.001.92421.92911.9132
1822004.12.03 14:20s/l911.001.92911.92911.9132-340.675251.96
1832004.12.06 00:00buy921.001.94321.93531.9523
1842004.12.07 00:00close921.001.93861.93531.9523-324.944927.02
1852004.12.08 00:00buy931.001.94531.94351.9518
1862004.12.08 01:24s/l931.001.94351.94351.9518-123.674803.35
1872004.12.09 00:00buy941.001.93891.93371.9498
1882004.12.09 02:11s/l941.001.93371.93371.9498-364.004439.35
1892004.12.10 00:00sell951.001.92551.92681.9136
1902004.12.10 05:57t/p951.001.91361.92681.9136833.005272.35
1912004.12.13 00:00sell961.001.90991.91461.9023
1922004.12.13 01:50s/l961.001.91461.91461.9023-329.004943.35
1932004.12.14 00:00buy971.001.92531.92001.9315
1942004.12.14 03:30s/l971.001.92001.92001.9315-368.674574.68
1952004.12.15 00:00buy981.001.92741.92501.9311
1962004.12.15 01:49s/l981.001.92501.92501.9311-168.004406.68
1972004.12.16 00:00buy991.001.94251.93511.9526
1982004.12.16 13:12t/p991.001.95261.93511.9526707.005113.68
1992004.12.17 00:00sell1001.001.93281.93851.9210
2002004.12.17 10:00s/l1001.001.93851.93851.9210-399.004714.68
2012004.12.20 00:00buy1011.001.94441.93771.9480
2022004.12.20 02:05s/l1011.001.93771.93771.9480-471.334243.35
2032004.12.21 00:00buy1021.001.94731.94431.9528
2042004.12.21 07:13s/l1021.001.94431.94431.9528-212.334031.02
2052004.12.22 00:00sell1031.001.92831.93461.9192
2062004.12.22 12:14t/p1031.001.91921.93461.9192637.004668.02
2072004.12.23 00:00sell1041.001.91621.91931.9076
2082004.12.23 04:38s/l1041.001.91931.91931.9076-219.334448.69
2092004.12.24 00:00buy1051.001.92381.91971.9270
2102004.12.24 02:24s/l1051.001.91971.91971.9270-284.674164.02
2112004.12.27 00:00sell1061.001.92281.92441.9188
2122004.12.27 00:59s/l1061.001.92441.92441.9188-109.674054.35
2132004.12.28 00:00buy1071.001.93411.93021.9412
2142004.12.28 13:18t/p1071.001.94121.93021.9412497.004551.35
2152004.12.29 00:00sell1081.001.92851.93281.9229
2162004.12.29 06:42s/l1081.001.93281.93281.9229-301.004250.35
2172004.12.30 00:00sell1091.001.91851.92191.9091
2182004.12.30 04:59s/l1091.001.92191.92191.9091-240.334010.02
2192004.12.31 00:00buy1101.001.92511.92261.9307
2202004.12.31 01:25s/l1101.001.92261.92261.9307-172.673837.35
2212005.01.03 00:00sell1111.001.91871.92221.9081
2222005.01.03 04:22t/p1111.001.90811.92221.9081739.674577.02
2232005.01.04 00:00sell1121.001.90531.90851.8957
2242005.01.04 04:00s/l1121.001.90851.90851.8957-221.674355.35
2252005.01.05 00:00sell1131.001.88181.89001.8709
2262005.01.05 17:42s/l1131.001.89001.89001.8709-576.333779.02
2272005.01.06 00:00buy1141.001.88501.88201.8918
2282005.01.06 07:27s/l1141.001.88201.88201.8918-210.003569.02
2292005.01.07 00:00sell1151.001.87681.87781.8691
2302005.01.07 04:44s/l1151.001.87781.87781.8691-70.003499.02
2312005.01.10 00:00sell1161.001.87041.87461.8619
2322005.01.10 04:18s/l1161.001.87461.87461.8619-291.673207.35
2332005.01.11 00:00buy1171.001.87791.87501.8811
2342005.01.11 03:37t/p1171.001.88111.87501.8811224.003431.35
2352005.01.12 00:00buy1181.001.87901.87821.8820
2362005.01.12 00:29s/l1181.001.87821.87821.8820-56.003375.35
2372005.01.13 00:00buy1191.001.89071.88391.8992
2382005.01.13 12:56s/l1191.001.88391.88391.8992-473.672901.68
2392005.01.14 00:00sell1201.001.88131.88501.8764
2402005.01.14 02:51t/p1201.001.87641.88501.8764345.333247.01
2412005.01.17 00:00sell1211.001.87041.87271.8626
2422005.01.17 04:30s/l1211.001.87271.87271.8626-158.673088.34
2432005.01.18 00:00sell1221.001.85771.86401.8523
2442005.01.18 10:36s/l1221.001.86401.86401.8523-443.332645.01
2452005.01.19 00:00buy1231.001.86571.86341.8752
2462005.01.19 00:54s/l1231.001.86341.86341.8752-158.672486.34
2472005.01.20 00:00sell1241.001.87021.87241.8614
2482005.01.20 03:51s/l1241.001.87241.87241.8614-154.002332.34
2492005.01.21 00:00buy1251.001.87271.86991.8771
2502005.01.21 01:06s/l1251.001.86991.86991.8771-193.672138.67
2512005.01.24 00:00buy1261.001.87881.87261.8846
2522005.01.25 00:00close1261.001.87861.87261.8846-16.942121.73
2532005.01.26 00:00sell1271.001.86431.86971.8579
2542005.01.26 04:17s/l1271.001.86971.86971.8579-378.001743.73
2552005.01.27 00:00buy1281.001.88231.87651.8903
2562005.01.27 23:12t/p1281.001.89031.87651.8903562.332306.06
2572005.01.28 00:00buy1291.001.88991.88671.8948
2582005.01.28 02:59s/l1291.001.88671.88671.8948-224.002082.06
2592005.01.31 00:00sell1301.001.88531.88671.8807
2602005.01.31 01:10s/l1301.001.88671.88671.8807-95.671986.39
2612005.02.01 00:00buy1311.001.88421.88321.8883
2622005.02.01 00:04s/l1311.001.88321.88321.8883-67.671918.72
2632005.02.02 00:00buy1321.001.88361.88201.8871
2642005.02.02 12:06t/p1321.001.88711.88201.8871245.002163.72
2652005.02.03 00:00buy1331.001.88671.88541.8893
2662005.02.03 00:26s/l1331.001.88541.88541.8893-88.672075.05
2672005.02.04 00:00sell1341.001.88171.88391.8756
2682005.02.04 11:33s/l1341.001.88391.88391.8756-154.001921.05
2692005.02.07 00:00sell1351.001.87191.88081.8686
2702005.02.07 00:00close1351.001.87231.88081.8686-28.001893.05
2712005.02.07 00:00sell1361.001.87181.88081.8686
2722005.02.07 10:45t/p1361.001.86861.88081.8686221.672114.72
2732005.02.08 00:00sell1371.001.85561.86251.8488
2742005.02.09 00:00close1371.001.85391.86251.8488119.912234.63
2752005.02.10 00:00buy1381.001.85901.85811.8645
2762005.02.10 13:31s/l1381.001.85811.85811.8645-63.002171.63
2772005.02.11 00:00buy1391.001.86891.86381.8775
2782005.02.11 13:20s/l1391.001.86381.86381.8775-359.331812.30
2792005.02.14 00:00buy1401.001.86991.86681.8718
2802005.02.14 02:00t/p1401.001.87181.86681.8718133.001945.30
2812005.02.15 00:00buy1411.001.88761.88171.8964
2822005.02.15 21:20t/p1411.001.89641.88171.8964616.002561.30
2832005.02.16 00:00buy1421.001.89581.89151.9007
2842005.02.16 07:33s/l1421.001.89151.89151.9007-298.672262.63
2852005.02.17 00:00sell1431.001.88441.88571.8747
2862005.02.17 03:12s/l1431.001.88571.88571.8747-93.332169.30
2872005.02.18 00:00buy1441.001.89561.89101.8993
2882005.02.18 12:49s/l1441.001.89101.89101.8993-319.671849.63
2892005.02.21 00:00buy1451.001.89391.89311.8978
2902005.02.21 00:02s/l1451.001.89311.89311.8978-53.671795.96
2912005.02.22 00:00buy1461.001.89681.89511.9002
2922005.02.22 04:02t/p1461.001.90021.89511.9002238.002033.96
2932005.02.23 00:00buy1471.001.91101.90601.9175
2942005.02.23 02:25s/l1471.001.90601.90601.9175-347.671686.29
2952005.02.24 00:00sell1481.001.90741.90881.9036
2962005.02.24 03:18s/l1481.001.90881.90881.9036-100.331585.96
2972005.02.25 00:00buy1491.001.90931.90771.9146
2982005.02.25 00:40s/l1491.001.90771.90771.9146-114.331471.63
2992005.02.28 00:00buy1501.001.91751.91471.9238
3002005.02.28 09:32t/p1501.001.92381.91471.9238438.671910.30
3012005.03.01 00:00sell1511.001.92041.92141.9160
3022005.03.01 10:45s/l1511.001.92141.92141.9160-72.331837.97
3032005.03.02 00:00buy1521.001.92091.91971.9230
3042005.03.02 00:12s/l1521.001.91971.91971.9230-81.671756.30
3052005.03.03 00:00sell1531.001.91341.91461.9076
3062005.03.03 15:07t/p1531.001.90761.91461.9076408.332164.63
3072005.03.04 00:00sell1541.001.90701.90921.9040
3082005.03.04 14:27s/l1541.001.90921.90921.9040-156.332008.30
3092005.03.07 00:00buy1551.001.92341.91801.9314
3102005.03.07 10:02s/l1551.001.91801.91801.9314-375.671632.63
3112005.03.08 00:00sell1561.001.91531.91771.9096
3122005.03.08 09:06s/l1561.001.91771.91771.9096-170.331462.30
3132005.03.09 00:00buy1571.001.92991.92461.9371
3142005.03.09 13:46s/l1571.001.92461.92461.9371-368.671093.63