Strategy Tester Report
SRDC I Avdanced v1.1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period5 Minutes (M5) 2004.06.30 00:00 - 2006.11.30 00:00 (2004.06.30 - 2006.11.30)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersEOD=24; Slippage=8; TakeProfit=11; StopLoss=115; TrailingStop=6; Lots=0.1; UseMoneyManagement=true; Risk=25; SundayCandleExists=true;
Bars in test180114Ticks modelled3863465Modelling quality90.00%
Initial deposit500.00
Total net profit357.44Gross profit817.61Gross loss-460.16
Profit factor1.78Expected payoff5.50
Absolute drawdown0.00Maximal drawdown230.16 (24.71%)Relative drawdown25.56% (230.00)
Total trades65Short positions (won %)31 (100.00%)Long positions (won %)34 (94.12%)
Profit trades (% of total)63 (96.92%)Loss trades (% of total)2 (3.08%)
Largestprofit trade22.00loss trade-230.16
Averageprofit trade12.98loss trade-230.08
Maximumconsecutive wins (profit in money)37 (399.82)consecutive losses (loss in money)1 (-230.16)
Maximalconsecutive profit (count of wins)399.82 (37)consecutive loss (count of losses)-230.16 (1)
Averageconsecutive wins21consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.06.30 08:20sell10.101.80201.81351.8009
22004.06.30 08:58modify10.101.80201.80201.8009
32004.06.30 08:58modify10.101.80201.80201.8009
42004.06.30 08:59s/l10.101.80201.80201.80090.00500.00
52004.07.01 02:05buy20.101.82191.81041.8230
62004.07.02 14:30t/p20.101.82301.81041.823010.92510.92
72004.07.06 13:25buy30.101.83691.82541.8380
82004.07.06 13:32modify30.101.83691.83691.8380
92004.07.06 13:33modify30.101.83691.83701.8380
102004.07.06 13:33modify30.101.83691.83711.8380
112004.07.06 13:34modify30.101.83691.83721.8380
122004.07.06 13:34modify30.101.83691.83731.8380
132004.07.06 13:34modify30.101.83691.83741.8380
142004.07.06 13:34t/p30.101.83801.83741.838011.00521.92
152004.07.07 05:35buy40.101.84571.83421.8468
162004.07.07 07:54modify40.101.84571.84581.8468
172004.07.07 07:54t/p40.101.84681.84581.846811.00532.92
182004.07.09 22:00buy50.101.85931.84781.8604
192004.07.09 22:00modify50.101.85931.85951.8604
202004.07.09 22:00modify50.101.85931.85961.8604
212004.07.09 22:00t/p50.101.86041.85961.860411.00543.92
222004.07.12 08:05buy60.101.86031.84881.8614
232004.07.12 08:51modify60.101.86031.86031.8614
242004.07.12 08:51modify60.101.86031.86041.8614
252004.07.12 08:51modify60.101.86031.86051.8614
262004.07.12 08:52s/l60.101.86051.86051.86142.00545.92
272004.07.13 07:25sell70.101.85451.86601.8534
282004.07.13 08:02modify70.101.85451.85451.8534
292004.07.13 08:02modify70.101.85451.85441.8534
302004.07.13 08:02modify70.101.85451.85421.8534
312004.07.13 08:02t/p70.101.85341.85421.853411.00556.92
322004.07.15 06:50sell80.101.85121.86271.8501
332004.07.15 06:57modify80.101.85121.85111.8501
342004.07.15 06:57modify80.101.85121.85091.8501
352004.07.15 07:05s/l80.101.85091.85091.85013.00559.92
362004.07.16 14:15buy90.101.85961.84811.8607
372004.07.16 14:28modify90.101.85961.85961.8607
382004.07.16 14:29modify90.101.85961.85971.8607
392004.07.16 14:29modify90.101.85961.86011.8607
402004.07.16 14:29t/p90.101.86071.86011.860711.00570.92
412004.07.20 02:10sell100.101.86591.87741.8648
422004.07.20 02:54modify100.101.86591.86591.8648
432004.07.20 02:54modify100.101.86591.86581.8648
442004.07.20 02:54modify100.101.86591.86551.8648
452004.07.20 02:54t/p100.101.86481.86551.864811.00581.92
462004.07.21 11:55sell110.101.84481.85631.8437
472004.07.21 11:59modify110.101.84481.84471.8437
482004.07.21 11:59modify110.101.84481.84451.8437
492004.07.21 11:59modify110.101.84481.84431.8437
502004.07.21 11:59t/p110.101.84371.84431.843711.00592.92
512004.07.23 12:10sell120.101.83381.84531.8327
522004.07.23 16:58modify120.101.83381.83371.8327
532004.07.23 16:58s/l120.101.83371.83371.83271.00593.92
542004.07.26 02:50sell130.101.83371.84521.8326
552004.07.27 03:45buy140.101.84331.83181.8444
562004.07.27 10:40modify140.101.84331.84331.8444
572004.07.27 10:40modify140.101.84331.84341.8444
582004.07.27 10:40modify140.101.84331.84351.8444
592004.07.27 10:40modify140.101.84331.84361.8444
602004.07.27 10:40modify140.101.84331.84361.8444
612004.07.27 10:44s/l140.101.84361.84361.84443.00596.92
622004.07.27 16:01modify130.101.83371.83371.8326
632004.07.27 16:01modify130.101.83371.83341.8326
642004.07.27 16:01t/p130.101.83261.83341.832611.06607.98
652004.07.28 10:45sell150.201.81741.82891.8163
662004.07.28 10:45modify150.201.81741.81721.8163
672004.07.28 10:46s/l150.201.81721.81721.81634.00611.98
682004.07.29 08:10buy160.201.82771.81621.8288
692004.07.29 08:25modify160.201.82771.82771.8288
702004.07.29 08:25modify160.201.82771.82781.8288
712004.07.29 08:25modify160.201.82771.82791.8288
722004.07.29 08:25modify160.201.82771.82801.8288
732004.07.29 08:26s/l160.201.82801.82801.82886.00617.98
742004.07.29 12:00sell170.201.81451.82601.8134
752004.07.29 12:55modify170.201.81451.81441.8134
762004.07.29 12:55modify170.201.81451.81421.8134
772004.07.29 12:55modify170.201.81451.81411.8134
782004.07.29 12:55modify170.201.81451.81401.8134
792004.07.29 12:55t/p170.201.81341.81401.813422.00639.98
802004.08.03 12:20sell180.201.81841.82991.8173
812004.08.03 13:06modify180.201.81841.81831.8173
822004.08.03 13:07modify180.201.81841.81821.8173
832004.08.03 13:10s/l180.201.81821.81821.81734.00643.98
842004.08.04 14:15sell190.201.81611.82761.8150
852004.08.04 14:22modify190.201.81611.81611.8150
862004.08.04 14:22modify190.201.81611.81601.8150
872004.08.04 14:22s/l190.201.81601.81601.81502.00645.98
882004.08.05 09:05buy200.201.82911.81761.8302
892004.08.06 14:50t/p200.201.83021.81761.830221.84667.82
902004.08.10 10:40sell210.201.83661.84811.8355
912004.08.10 11:08modify210.201.83661.83651.8355
922004.08.10 11:09modify210.201.83661.83651.8355
932004.08.10 11:09modify210.201.83661.83641.8355
942004.08.10 11:09modify210.201.83661.83641.8355
952004.08.10 11:10modify210.201.83661.83631.8355
962004.08.10 11:10modify210.201.83661.83631.8355
972004.08.10 11:10s/l210.201.83631.83631.83556.00673.82
982004.08.12 16:10sell220.201.82331.83481.8222
992004.08.12 16:16modify220.201.82331.82321.8222
1002004.08.12 16:16modify220.201.82331.82291.8222
1012004.08.12 16:17t/p220.201.82221.82291.822222.00695.82
1022004.08.13 15:20buy230.201.84031.82881.8414
1032004.08.13 15:47modify230.201.84031.84041.8414
1042004.08.13 15:47modify230.201.84031.84051.8414
1052004.08.13 15:48s/l230.201.84051.84051.84144.00699.82
1062004.08.17 10:05sell240.201.83651.84801.8354
1072004.08.17 12:19modify240.201.83651.83641.8354
1082004.08.17 12:20modify240.201.83651.83631.8354
1092004.08.17 12:20modify240.201.83651.83621.8354
1102004.08.17 12:23modify240.201.83651.83611.8354
1112004.08.17 12:26s/l240.201.83611.83611.83548.00707.82
1122004.08.18 09:45sell250.201.82591.83741.8248
1132004.08.18 10:30modify250.201.82591.82571.8248
1142004.08.18 10:30modify250.201.82591.82551.8248
1152004.08.18 10:30modify250.201.82591.82541.8248
1162004.08.18 10:30t/p250.201.82481.82541.824822.00729.82
1172004.08.19 16:20buy260.201.83061.81911.8317
1182004.08.19 16:27modify260.201.83061.83071.8317
1192004.08.19 16:27modify260.201.83061.83081.8317
1202004.08.19 16:27modify260.201.83061.83091.8317
1212004.08.19 16:27modify260.201.83061.83101.8317
1222004.08.19 16:27t/p260.201.83171.83101.831722.00751.82
1232004.08.24 05:10sell270.201.80601.81751.8049
1242004.08.24 05:47modify270.201.80601.80591.8049
1252004.08.24 05:47modify270.201.80601.80581.8049
1262004.08.24 05:47modify270.201.80601.80561.8049
1272004.08.24 05:47modify270.201.80601.80551.8049
1282004.08.24 05:47t/p270.201.80491.80551.804922.00773.82
1292004.08.31 04:35buy280.201.79861.78711.7997
1302004.08.31 05:32modify280.201.79861.79871.7997
1312004.08.31 05:48s/l280.201.79871.79871.79972.00775.82
1322004.09.02 15:05sell290.201.78811.79961.7870
1332004.09.02 16:03modify290.201.78811.78781.7870
1342004.09.02 16:03t/p290.201.78701.78781.787022.00797.82
1352004.09.07 14:00sell300.201.77331.78481.7722
1362004.09.07 14:24modify300.201.77331.77311.7722
1372004.09.07 14:25s/l300.201.77311.77311.77224.00801.82
1382004.09.08 17:30buy310.201.78891.77741.7900
1392004.09.08 17:30modify310.201.78891.78901.7900
1402004.09.08 17:31modify310.201.78891.78911.7900
1412004.09.08 17:31modify310.201.78891.78921.7900
1422004.09.08 17:32modify310.201.78891.78931.7900
1432004.09.08 17:32t/p310.201.79001.78931.790022.00823.82
1442004.09.10 00:30buy320.201.79041.77891.7915
1452004.09.10 06:51modify320.201.79041.79051.7915
1462004.09.10 06:52modify320.201.79041.79061.7915
1472004.09.10 06:52modify320.201.79041.79071.7915
1482004.09.10 06:52modify320.201.79041.79081.7915
1492004.09.10 06:54s/l320.201.79081.79081.79158.00831.82
1502004.09.17 12:05buy330.201.79641.78491.7975
1512004.09.17 14:49modify330.201.79641.79651.7975
1522004.09.17 14:49s/l330.201.79651.79651.79752.00833.82
1532004.09.21 12:15buy340.201.79401.78251.7951
1542004.09.21 12:48modify340.201.79401.79401.7951
1552004.09.21 12:49s/l340.201.79401.79401.79510.00833.82
1562004.09.23 13:00buy350.201.80181.79031.8029
1572004.09.23 13:05modify350.201.80181.80191.8029
1582004.09.23 13:05t/p350.201.80291.80191.802922.00855.82
1592004.09.24 14:40buy360.201.80571.79421.8068
1602004.09.24 14:42modify360.201.80571.80571.8068
1612004.09.24 14:42modify360.201.80571.80581.8068
1622004.09.24 14:42modify360.201.80571.80601.8068
1632004.09.24 14:43t/p360.201.80681.80601.806822.00877.82
1642004.09.28 00:55buy370.201.81191.80041.8130
1652004.09.28 11:14modify370.201.81191.81191.8130
1662004.09.28 11:28modify370.201.81191.81201.8130
1672004.09.28 11:28modify370.201.81191.81211.8130
1682004.09.28 11:28modify370.201.81191.81231.8130
1692004.09.28 11:29t/p370.201.81301.81231.813022.00899.82
1702004.10.01 00:30buy380.201.81351.80201.8146
1712004.10.01 11:06s/l380.201.80201.80201.8146-230.00669.82
1722004.10.01 12:15sell390.201.79421.80571.7931
1732004.10.01 12:51modify390.201.79421.79391.7931
1742004.10.01 12:56s/l390.201.79391.79391.79316.00675.82
1752004.10.05 13:30sell400.201.78051.79201.7794
1762004.10.06 08:43modify400.201.78051.78051.7794
1772004.10.06 08:45s/l400.201.78051.78051.77940.11675.93
1782004.10.14 09:05buy410.201.79961.78811.8007
1792004.10.14 10:17modify410.201.79961.79981.8007
1802004.10.14 10:17t/p410.201.80071.79981.800722.00697.93
1812004.10.15 16:20buy420.201.80531.79381.8064
1822004.10.18 15:01modify420.201.80531.80541.8064
1832004.10.18 15:01modify420.201.80531.80551.8064
1842004.10.18 15:01modify420.201.80531.80561.8064
1852004.10.18 15:02modify420.201.80531.80581.8064
1862004.10.18 15:02t/p420.201.80641.80581.806421.84719.77
1872004.10.19 03:30sell430.201.79421.80571.7931
1882004.10.19 08:43modify430.201.79421.79421.7931
1892004.10.19 08:43modify430.201.79421.79401.7931
1902004.10.19 08:43modify430.201.79421.79391.7931
1912004.10.19 08:43modify430.201.79421.79391.7931
1922004.10.19 08:45s/l430.201.79391.79391.79316.00725.77
1932004.10.20 09:30buy440.201.80681.79531.8079
1942004.10.20 09:53modify440.201.80681.80691.8079
1952004.10.20 09:53modify440.201.80681.80711.8079
1962004.10.20 09:53modify440.201.80681.80721.8079
1972004.10.20 09:53t/p440.201.80791.80721.807922.00747.77
1982004.10.25 01:30buy450.201.83221.82071.8333
1992004.10.25 01:36modify450.201.83221.83231.8333
2002004.10.25 01:36t/p450.201.83331.83231.833322.00769.77
2012004.11.03 13:35buy460.201.84351.83201.8446
2022004.11.03 13:39modify460.201.84351.84351.8446
2032004.11.03 13:43s/l460.201.84351.84351.84460.00769.77
2042004.11.05 10:40sell470.201.84011.85161.8390
2052004.11.05 14:30modify470.201.84011.84011.8390
2062004.11.05 14:30t/p470.201.83901.84011.839022.00791.77
2072004.11.05 17:10buy480.201.85271.84121.8538
2082004.11.05 17:11modify480.201.85271.85281.8538
2092004.11.05 17:11modify480.201.85271.85291.8538
2102004.11.05 17:11modify480.201.85271.85311.8538
2112004.11.05 17:12modify480.201.85271.85321.8538
2122004.11.05 17:12t/p480.201.85381.85321.853822.00813.77
2132004.11.09 02:35sell490.201.85171.86321.8506
2142004.11.09 11:50modify490.201.85171.85161.8506
2152004.11.09 11:50s/l490.201.85161.85161.85062.00815.77
2162004.11.11 12:40sell500.201.83881.85031.8377
2172004.11.11 13:59modify500.201.83881.83881.8377
2182004.11.11 14:00modify500.201.83881.83871.8377
2192004.11.11 14:00modify500.201.83881.83861.8377
2202004.11.11 14:00s/l500.201.83861.83861.83774.00819.77
2212004.11.15 17:05buy510.201.84971.83821.8508
2222004.11.16 10:23modify510.201.84971.84981.8508
2232004.11.16 10:29s/l510.201.84981.84981.85081.84821.61
2242004.11.26 05:15buy520.201.89581.88431.8969
2252004.11.26 05:53modify520.201.89581.89591.8969
2262004.11.26 05:53modify520.201.89581.89601.8969
2272004.11.26 05:55modify520.201.89581.89611.8969
2282004.11.26 05:55modify520.201.89581.89621.8969
2292004.11.26 05:57modify520.201.89581.89621.8969
2302004.11.26 05:58t/p520.201.89691.89621.896922.00843.61
2312004.11.30 11:30buy530.201.89891.88741.9000
2322004.11.30 11:31modify530.201.89891.89921.9000
2332004.11.30 11:31modify530.201.89891.89931.9000
2342004.11.30 11:31t/p530.201.90001.89931.900022.00865.61
2352004.12.08 06:50sell540.201.93501.94651.9339
2362004.12.08 07:23modify540.201.93501.93501.9339
2372004.12.08 07:23modify540.201.93501.93471.9339
2382004.12.08 07:23modify540.201.93501.93461.9339
2392004.12.08 07:23t/p540.201.93391.93461.933922.00887.61
2402004.12.15 11:15buy550.201.93161.92011.9327
2412004.12.15 11:18modify550.201.93161.93161.9327
2422004.12.15 11:18modify550.201.93161.93201.9327
2432004.12.15 11:18modify550.201.93161.93211.9327
2442004.12.15 11:18t/p550.201.93271.93211.932722.00909.61
2452004.12.22 11:35sell560.201.92191.93341.9208
2462004.12.22 12:00modify560.201.92191.92191.9208
2472004.12.22 12:00modify560.201.92191.92181.9208
2482004.12.22 12:00modify560.201.92191.92171.9208
2492004.12.22 12:01modify560.201.92191.92161.9208
2502004.12.22 12:01modify560.201.92191.92151.9208
2512004.12.22 12:01t/p560.201.92081.92151.920822.00931.61
2522005.01.11 03:40buy570.201.88161.87011.8827
2532005.01.12 09:32s/l570.201.87011.87011.8827-230.16701.45
2542005.01.14 02:50sell580.201.87631.88781.8752
2552005.01.14 03:40modify580.201.87631.87601.8752
2562005.01.14 03:41modify580.201.87631.87581.8752
2572005.01.14 03:41t/p580.201.87521.87581.875222.00723.45
2582005.01.25 13:55sell590.201.87311.88461.8720
2592005.01.25 14:15modify590.201.87311.87301.8720
2602005.01.25 14:15modify590.201.87311.87301.8720
2612005.01.25 14:16s/l590.201.87301.87301.87202.00725.45
2622005.02.16 15:55sell600.201.88261.89411.8815
2632005.02.16 16:00modify600.201.88261.88241.8815
2642005.02.16 16:00modify600.201.88261.88211.8815
2652005.02.16 16:01t/p600.201.88151.88211.881522.00747.45
2662005.02.22 04:20buy610.201.90191.89041.9030
2672005.02.22 04:24modify610.201.90191.90191.9030
2682005.02.22 04:24modify610.201.90191.90191.9030
2692005.02.22 04:26modify610.201.90191.90201.9030
2702005.02.22 04:27modify610.201.90191.90221.9030
2712005.02.22 04:29t/p610.201.90301.90221.903022.00769.45
2722005.03.04 15:20buy620.201.91711.90561.9182
2732005.03.04 15:25modify620.201.91711.91711.9182
2742005.03.04 15:25modify620.201.91711.91721.9182
2752005.03.04 15:25modify620.201.91711.91741.9182
2762005.03.04 15:25t/p620.201.91821.91741.918222.00791.45
2772005.04.11 10:05buy630.201.88941.87791.8905
2782005.04.11 10:30modify630.201.88941.88941.8905
2792005.04.11 10:30modify630.201.88941.88951.8905
2802005.04.11 10:30modify630.201.88941.88971.8905
2812005.04.11 10:31modify630.201.88941.88981.8905
2822005.04.11 10:31t/p630.201.89051.88981.890522.00813.45
2832005.04.26 09:50sell640.201.90611.91761.9050
2842005.04.26 09:58modify640.201.90611.90591.9050
2852005.04.26 09:58modify640.201.90611.90581.9050
2862005.04.26 09:58t/p640.201.90501.90581.905022.00835.45
2872005.05.31 03:15sell650.201.81781.82931.8167
2882005.05.31 03:17modify650.201.81781.81771.8167
2892005.05.31 03:18modify650.201.81781.81751.8167
2902005.05.31 03:18t/p650.201.81671.81751.816722.00857.45