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=false;
Bars in test180114Ticks modelled3863465Modelling quality90.00%
Initial deposit500.00
Total net profit153.73Gross profit498.82Gross loss-345.08
Profit factor1.45Expected payoff2.44
Absolute drawdown44.24Maximal drawdown230.00 (33.54%)Relative drawdown33.54% (230.00)
Total trades63Short positions (won %)31 (100.00%)Long positions (won %)32 (93.75%)
Profit trades (% of total)61 (96.83%)Loss trades (% of total)2 (3.17%)
Largestprofit trade22.00loss trade-230.00
Averageprofit trade8.18loss trade-172.54
Maximumconsecutive wins (profit in money)28 (220.92)consecutive losses (loss in money)1 (-230.00)
Maximalconsecutive profit (count of wins)220.92 (28)consecutive loss (count of losses)-230.00 (1)
Averageconsecutive wins20consecutive 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 01:55buy60.101.86231.85081.8634
232004.07.12 10:03modify60.101.86231.86241.8634
242004.07.12 10:04modify60.101.86231.86251.8634
252004.07.12 10:04modify60.101.86231.86261.8634
262004.07.12 10:04modify60.101.86231.86271.8634
272004.07.12 10:04t/p60.101.86341.86271.863411.00554.92
282004.07.13 07:25sell70.101.85451.86601.8534
292004.07.13 08:02modify70.101.85451.85451.8534
302004.07.13 08:02modify70.101.85451.85441.8534
312004.07.13 08:02modify70.101.85451.85421.8534
322004.07.13 08:02t/p70.101.85341.85421.853411.00565.92
332004.07.15 06:50sell80.101.85121.86271.8501
342004.07.15 06:57modify80.101.85121.85111.8501
352004.07.15 06:57modify80.101.85121.85091.8501
362004.07.15 07:05s/l80.101.85091.85091.85013.00568.92
372004.07.16 14:15buy90.101.85961.84811.8607
382004.07.16 14:28modify90.101.85961.85961.8607
392004.07.16 14:29modify90.101.85961.85971.8607
402004.07.16 14:29modify90.101.85961.86011.8607
412004.07.16 14:29t/p90.101.86071.86011.860711.00579.92
422004.07.19 01:15buy100.101.87691.86541.8780
432004.07.20 02:10sell110.101.86591.87741.8648
442004.07.20 02:48s/l100.101.86541.86541.8780-115.08464.84
452004.07.20 02:54modify110.101.86591.86591.8648
462004.07.20 02:54modify110.101.86591.86581.8648
472004.07.20 02:54modify110.101.86591.86551.8648
482004.07.20 02:54t/p110.101.86481.86551.864811.00475.84
492004.07.21 11:55sell120.101.84481.85631.8437
502004.07.21 11:59modify120.101.84481.84471.8437
512004.07.21 11:59modify120.101.84481.84451.8437
522004.07.21 11:59modify120.101.84481.84431.8437
532004.07.21 11:59t/p120.101.84371.84431.843711.00486.84
542004.07.23 12:10sell130.101.83381.84531.8327
552004.07.23 16:58modify130.101.83381.83371.8327
562004.07.23 16:58s/l130.101.83371.83371.83271.00487.84
572004.07.27 03:45buy140.101.84331.83181.8444
582004.07.27 10:40modify140.101.84331.84331.8444
592004.07.27 10:40modify140.101.84331.84341.8444
602004.07.27 10:40modify140.101.84331.84351.8444
612004.07.27 10:40modify140.101.84331.84361.8444
622004.07.27 10:40modify140.101.84331.84361.8444
632004.07.27 10:44s/l140.101.84361.84361.84443.00490.84
642004.07.27 16:25sell150.101.82931.84081.8282
652004.07.27 16:31modify150.101.82931.82931.8282
662004.07.27 16:31modify150.101.82931.82911.8282
672004.07.27 16:33modify150.101.82931.82891.8282
682004.07.27 16:33t/p150.101.82821.82891.828211.00501.84
692004.07.28 10:45sell160.101.81741.82891.8163
702004.07.28 10:45modify160.101.81741.81721.8163
712004.07.28 10:46s/l160.101.81721.81721.81632.00503.84
722004.07.29 08:10buy170.101.82771.81621.8288
732004.07.29 08:25modify170.101.82771.82771.8288
742004.07.29 08:25modify170.101.82771.82781.8288
752004.07.29 08:25modify170.101.82771.82791.8288
762004.07.29 08:25modify170.101.82771.82801.8288
772004.07.29 08:26s/l170.101.82801.82801.82883.00506.84
782004.07.29 12:00sell180.101.81451.82601.8134
792004.07.29 12:55modify180.101.81451.81441.8134
802004.07.29 12:55modify180.101.81451.81421.8134
812004.07.29 12:55modify180.101.81451.81411.8134
822004.07.29 12:55modify180.101.81451.81401.8134
832004.07.29 12:55t/p180.101.81341.81401.813411.00517.84
842004.08.03 12:20sell190.101.81841.82991.8173
852004.08.03 13:06modify190.101.81841.81831.8173
862004.08.03 13:07modify190.101.81841.81821.8173
872004.08.03 13:10s/l190.101.81821.81821.81732.00519.84
882004.08.04 14:15sell200.101.81611.82761.8150
892004.08.04 14:22modify200.101.81611.81611.8150
902004.08.04 14:22modify200.101.81611.81601.8150
912004.08.04 14:22s/l200.101.81601.81601.81501.00520.84
922004.08.05 09:05buy210.101.82911.81761.8302
932004.08.06 14:50t/p210.101.83021.81761.830210.92531.76
942004.08.10 10:40sell220.101.83661.84811.8355
952004.08.10 11:08modify220.101.83661.83651.8355
962004.08.10 11:09modify220.101.83661.83651.8355
972004.08.10 11:09modify220.101.83661.83641.8355
982004.08.10 11:09modify220.101.83661.83641.8355
992004.08.10 11:10modify220.101.83661.83631.8355
1002004.08.10 11:10modify220.101.83661.83631.8355
1012004.08.10 11:10s/l220.101.83631.83631.83553.00534.76
1022004.08.12 16:10sell230.101.82331.83481.8222
1032004.08.12 16:16modify230.101.82331.82321.8222
1042004.08.12 16:16modify230.101.82331.82291.8222
1052004.08.12 16:17t/p230.101.82221.82291.822211.00545.76
1062004.08.13 15:20buy240.101.84031.82881.8414
1072004.08.13 15:47modify240.101.84031.84041.8414
1082004.08.13 15:47modify240.101.84031.84051.8414
1092004.08.13 15:48s/l240.101.84051.84051.84142.00547.76
1102004.08.17 10:05sell250.101.83651.84801.8354
1112004.08.17 12:19modify250.101.83651.83641.8354
1122004.08.17 12:20modify250.101.83651.83631.8354
1132004.08.17 12:20modify250.101.83651.83621.8354
1142004.08.17 12:23modify250.101.83651.83611.8354
1152004.08.17 12:26s/l250.101.83611.83611.83544.00551.76
1162004.08.18 09:45sell260.101.82591.83741.8248
1172004.08.18 10:30modify260.101.82591.82571.8248
1182004.08.18 10:30modify260.101.82591.82551.8248
1192004.08.18 10:30modify260.101.82591.82541.8248
1202004.08.18 10:30t/p260.101.82481.82541.824811.00562.76
1212004.08.19 16:20buy270.101.83061.81911.8317
1222004.08.19 16:27modify270.101.83061.83071.8317
1232004.08.19 16:27modify270.101.83061.83081.8317
1242004.08.19 16:27modify270.101.83061.83091.8317
1252004.08.19 16:27modify270.101.83061.83101.8317
1262004.08.19 16:27t/p270.101.83171.83101.831711.00573.76
1272004.08.24 05:10sell280.101.80601.81751.8049
1282004.08.24 05:47modify280.101.80601.80591.8049
1292004.08.24 05:47modify280.101.80601.80581.8049
1302004.08.24 05:47modify280.101.80601.80561.8049
1312004.08.24 05:47modify280.101.80601.80551.8049
1322004.08.24 05:47t/p280.101.80491.80551.804911.00584.76
1332004.08.31 04:35buy290.101.79861.78711.7997
1342004.08.31 05:32modify290.101.79861.79871.7997
1352004.08.31 05:48s/l290.101.79871.79871.79971.00585.76
1362004.09.02 15:05sell300.101.78811.79961.7870
1372004.09.02 16:03modify300.101.78811.78781.7870
1382004.09.02 16:03t/p300.101.78701.78781.787011.00596.76
1392004.09.07 14:00sell310.101.77331.78481.7722
1402004.09.07 14:24modify310.101.77331.77311.7722
1412004.09.07 14:25s/l310.101.77311.77311.77222.00598.76
1422004.09.08 17:30buy320.101.78891.77741.7900
1432004.09.08 17:30modify320.101.78891.78901.7900
1442004.09.08 17:31modify320.101.78891.78911.7900
1452004.09.08 17:31modify320.101.78891.78921.7900
1462004.09.08 17:32modify320.101.78891.78931.7900
1472004.09.08 17:32t/p320.101.79001.78931.790011.00609.76
1482004.09.10 00:30buy330.201.79041.77891.7915
1492004.09.10 06:51modify330.201.79041.79051.7915
1502004.09.10 06:52modify330.201.79041.79061.7915
1512004.09.10 06:52modify330.201.79041.79071.7915
1522004.09.10 06:52modify330.201.79041.79081.7915
1532004.09.10 06:54s/l330.201.79081.79081.79158.00617.76
1542004.09.17 12:05buy340.201.79641.78491.7975
1552004.09.17 14:49modify340.201.79641.79651.7975
1562004.09.17 14:49s/l340.201.79651.79651.79752.00619.76
1572004.09.21 12:15buy350.201.79401.78251.7951
1582004.09.21 12:48modify350.201.79401.79401.7951
1592004.09.21 12:49s/l350.201.79401.79401.79510.00619.76
1602004.09.23 13:00buy360.201.80181.79031.8029
1612004.09.23 13:05modify360.201.80181.80191.8029
1622004.09.23 13:05t/p360.201.80291.80191.802922.00641.76
1632004.09.24 14:40buy370.201.80571.79421.8068
1642004.09.24 14:42modify370.201.80571.80571.8068
1652004.09.24 14:42modify370.201.80571.80581.8068
1662004.09.24 14:42modify370.201.80571.80601.8068
1672004.09.24 14:43t/p370.201.80681.80601.806822.00663.76
1682004.09.28 00:55buy380.201.81191.80041.8130
1692004.09.28 11:14modify380.201.81191.81191.8130
1702004.09.28 11:28modify380.201.81191.81201.8130
1712004.09.28 11:28modify380.201.81191.81211.8130
1722004.09.28 11:28modify380.201.81191.81231.8130
1732004.09.28 11:29t/p380.201.81301.81231.813022.00685.76
1742004.10.01 00:30buy390.201.81351.80201.8146
1752004.10.01 11:06s/l390.201.80201.80201.8146-230.00455.76
1762004.10.01 12:15sell400.101.79421.80571.7931
1772004.10.01 12:51modify400.101.79421.79391.7931
1782004.10.01 12:56s/l400.101.79391.79391.79313.00458.76
1792004.10.05 13:30sell410.101.78051.79201.7794
1802004.10.06 08:43modify410.101.78051.78051.7794
1812004.10.06 08:45s/l410.101.78051.78051.77940.06458.82
1822004.10.11 17:50buy420.101.79801.78651.7991
1832004.10.11 23:50modify420.101.79801.79801.7991
1842004.10.11 23:54s/l420.101.79801.79801.79910.00458.82
1852004.10.14 09:05buy430.101.79961.78811.8007
1862004.10.14 10:17modify430.101.79961.79981.8007
1872004.10.14 10:17t/p430.101.80071.79981.800711.00469.82
1882004.10.15 16:20buy440.101.80531.79381.8064
1892004.10.18 15:01modify440.101.80531.80541.8064
1902004.10.18 15:01modify440.101.80531.80551.8064
1912004.10.18 15:01modify440.101.80531.80561.8064
1922004.10.18 15:02modify440.101.80531.80581.8064
1932004.10.18 15:02t/p440.101.80641.80581.806410.92480.74
1942004.10.19 03:30sell450.101.79421.80571.7931
1952004.10.19 08:43modify450.101.79421.79421.7931
1962004.10.19 08:43modify450.101.79421.79401.7931
1972004.10.19 08:43modify450.101.79421.79391.7931
1982004.10.19 08:43modify450.101.79421.79391.7931
1992004.10.19 08:45s/l450.101.79391.79391.79313.00483.74
2002004.10.25 01:35buy460.101.83261.82111.8337
2012004.10.25 01:36modify460.101.83261.83271.8337
2022004.10.25 01:37s/l460.101.83271.83271.83371.00484.74
2032004.11.03 13:35buy470.101.84351.83201.8446
2042004.11.03 13:39modify470.101.84351.84351.8446
2052004.11.03 13:43s/l470.101.84351.84351.84460.00484.74
2062004.11.05 10:40sell480.101.84011.85161.8390
2072004.11.05 14:30modify480.101.84011.84011.8390
2082004.11.05 14:30t/p480.101.83901.84011.839011.00495.74
2092004.11.05 17:10buy490.101.85271.84121.8538
2102004.11.05 17:11modify490.101.85271.85281.8538
2112004.11.05 17:11modify490.101.85271.85291.8538
2122004.11.05 17:11modify490.101.85271.85311.8538
2132004.11.05 17:12modify490.101.85271.85321.8538
2142004.11.05 17:12t/p490.101.85381.85321.853811.00506.74
2152004.11.09 02:35sell500.101.85171.86321.8506
2162004.11.09 11:50modify500.101.85171.85161.8506
2172004.11.09 11:50s/l500.101.85161.85161.85061.00507.74
2182004.11.11 12:40sell510.101.83881.85031.8377
2192004.11.11 13:59modify510.101.83881.83881.8377
2202004.11.11 14:00modify510.101.83881.83871.8377
2212004.11.11 14:00modify510.101.83881.83861.8377
2222004.11.11 14:00s/l510.101.83861.83861.83772.00509.74
2232004.11.26 05:15buy520.101.89581.88431.8969
2242004.11.26 05:53modify520.101.89581.89591.8969
2252004.11.26 05:53modify520.101.89581.89601.8969
2262004.11.26 05:55modify520.101.89581.89611.8969
2272004.11.26 05:55modify520.101.89581.89621.8969
2282004.11.26 05:57modify520.101.89581.89621.8969
2292004.11.26 05:58t/p520.101.89691.89621.896911.00520.74
2302004.11.30 11:30buy530.101.89891.88741.9000
2312004.11.30 11:31modify530.101.89891.89921.9000
2322004.11.30 11:31modify530.101.89891.89931.9000
2332004.11.30 11:31t/p530.101.90001.89931.900011.00531.74
2342004.12.08 06:50sell540.101.93501.94651.9339
2352004.12.08 07:23modify540.101.93501.93501.9339
2362004.12.08 07:23modify540.101.93501.93471.9339
2372004.12.08 07:23modify540.101.93501.93461.9339
2382004.12.08 07:23t/p540.101.93391.93461.933911.00542.74
2392004.12.15 11:15buy550.101.93161.92011.9327
2402004.12.15 11:18modify550.101.93161.93161.9327
2412004.12.15 11:18modify550.101.93161.93201.9327
2422004.12.15 11:18modify550.101.93161.93211.9327
2432004.12.15 11:18t/p550.101.93271.93211.932711.00553.74
2442004.12.22 11:35sell560.101.92191.93341.9208
2452004.12.22 12:00modify560.101.92191.92191.9208
2462004.12.22 12:00modify560.101.92191.92181.9208
2472004.12.22 12:00modify560.101.92191.92171.9208
2482004.12.22 12:01modify560.101.92191.92161.9208
2492004.12.22 12:01modify560.101.92191.92151.9208
2502004.12.22 12:01t/p560.101.92081.92151.920811.00564.74
2512005.01.14 02:50sell570.101.87631.88781.8752
2522005.01.14 03:40modify570.101.87631.87601.8752
2532005.01.14 03:41modify570.101.87631.87581.8752
2542005.01.14 03:41t/p570.101.87521.87581.875211.00575.74
2552005.01.25 13:55sell580.101.87311.88461.8720
2562005.01.25 14:15modify580.101.87311.87301.8720
2572005.01.25 14:15modify580.101.87311.87301.8720
2582005.01.25 14:16s/l580.101.87301.87301.87201.00576.74
2592005.02.16 15:55sell590.101.88261.89411.8815
2602005.02.16 16:00modify590.101.88261.88241.8815
2612005.02.16 16:00modify590.101.88261.88211.8815
2622005.02.16 16:01t/p590.101.88151.88211.881511.00587.74
2632005.02.22 04:20buy600.101.90191.89041.9030
2642005.02.22 04:24modify600.101.90191.90191.9030
2652005.02.22 04:24modify600.101.90191.90191.9030
2662005.02.22 04:26modify600.101.90191.90201.9030
2672005.02.22 04:27modify600.101.90191.90221.9030
2682005.02.22 04:29t/p600.101.90301.90221.903011.00598.74
2692005.03.04 15:20buy610.101.91711.90561.9182
2702005.03.04 15:25modify610.101.91711.91711.9182
2712005.03.04 15:25modify610.101.91711.91721.9182
2722005.03.04 15:25modify610.101.91711.91741.9182
2732005.03.04 15:25t/p610.101.91821.91741.918211.00609.74
2742005.04.26 09:50sell620.201.90611.91761.9050
2752005.04.26 09:58modify620.201.90611.90591.9050
2762005.04.26 09:58modify620.201.90611.90581.9050
2772005.04.26 09:58t/p620.201.90501.90581.905022.00631.74
2782005.05.31 03:15sell630.201.81781.82931.8167
2792005.05.31 03:17modify630.201.81781.81771.8167
2802005.05.31 03:18modify630.201.81781.81751.8167
2812005.05.31 03:18t/p630.201.81671.81751.816722.00653.74