Strategy Tester Report
SRDC I Avdanced v1.1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2005.06.30 00:00 - 2006.11.30 00:00 (2005.06.30 - 2006.11.30)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersEOD=24; Slippage=8; TakeProfit=11; StopLoss=85; TrailingStop=6; Lots=0.1; UseMoneyManagement=true; Risk=25; SundayCandleExists=true;
Bars in test15224Ticks modelled2082795Modelling quality90.00%
Initial deposit500.00
Total net profit299.68Gross profit469.68Gross loss-170.00
Profit factor2.76Expected payoff4.76
Absolute drawdown74.00Maximal drawdown157.00 (26.93%)Relative drawdown26.93% (157.00)
Total trades63Short positions (won %)31 (93.55%)Long positions (won %)32 (100.00%)
Profit trades (% of total)61 (96.83%)Loss trades (% of total)2 (3.17%)
Largestprofit trade22.00loss trade-85.00
Averageprofit trade7.70loss trade-85.00
Maximumconsecutive wins (profit in money)46 (373.68)consecutive losses (loss in money)1 (-85.00)
Maximalconsecutive profit (count of wins)373.68 (46)consecutive loss (count of losses)-85.00 (1)
Averageconsecutive wins20consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.06.30 13:00sell10.101.79331.80181.7922
22005.06.30 13:13modify10.101.79331.79311.7922
32005.06.30 13:13modify10.101.79331.79291.7922
42005.06.30 13:13t/p10.101.79221.79291.792211.00511.00
52005.07.01 08:00sell20.101.78281.79131.7817
62005.07.01 08:29modify20.101.78281.78271.7817
72005.07.01 08:29modify20.101.78281.78261.7817
82005.07.01 08:33modify20.101.78281.78251.7817
92005.07.01 08:33modify20.101.78281.78251.7817
102005.07.01 08:34s/l20.101.78251.78251.78173.00514.00
112005.07.05 10:00sell30.101.75421.76271.7531
122005.07.05 10:04modify30.101.75421.75411.7531
132005.07.05 10:05modify30.101.75421.75401.7531
142005.07.05 10:05modify30.101.75421.75401.7531
152005.07.05 10:05modify30.101.75421.75391.7531
162005.07.05 10:05modify30.101.75421.75381.7531
172005.07.05 10:06t/p30.101.75311.75381.753111.00525.00
182005.07.07 06:00sell40.101.74981.75831.7487
192005.07.07 11:18modify40.101.74981.74971.7487
202005.07.07 11:18modify40.101.74981.74961.7487
212005.07.07 11:18modify40.101.74981.74951.7487
222005.07.07 11:18t/p40.101.74871.74951.748711.00536.00
232005.07.08 11:00sell50.101.73721.74571.7361
242005.07.08 11:53modify50.101.73721.73711.7361
252005.07.08 11:57modify50.101.73721.73681.7361
262005.07.08 11:57t/p50.101.73611.73681.736111.00547.00
272005.07.11 18:00buy60.101.75631.74781.7574
282005.07.11 18:02modify60.101.75631.75631.7574
292005.07.11 18:03s/l60.101.75631.75631.75740.00547.00
302005.07.12 05:00buy70.101.76201.75351.7631
312005.07.12 05:14modify70.101.76201.76201.7631
322005.07.12 05:18modify70.101.76201.76221.7631
332005.07.12 05:18modify70.101.76201.76221.7631
342005.07.12 05:19s/l70.101.76221.76221.76312.00549.00
352005.07.15 16:00sell80.101.75401.76251.7529
362005.07.15 16:01modify80.101.75401.75381.7529
372005.07.15 16:01modify80.101.75401.75381.7529
382005.07.15 16:02modify80.101.75401.75371.7529
392005.07.15 16:02modify80.101.75401.75371.7529
402005.07.15 16:03modify80.101.75401.75361.7529
412005.07.15 16:03modify80.101.75401.75351.7529
422005.07.15 16:07s/l80.101.75351.75351.75295.00554.00
432005.07.18 06:00sell90.101.75341.76191.7523
442005.07.18 08:40modify90.101.75341.75311.7523
452005.07.18 08:43s/l90.101.75311.75311.75233.00557.00
462005.07.19 08:00sell100.101.74201.75051.7409
472005.07.19 08:45modify100.101.74201.74191.7409
482005.07.19 08:45modify100.101.74201.74181.7409
492005.07.19 08:45modify100.101.74201.74171.7409
502005.07.19 08:45modify100.101.74201.74161.7409
512005.07.19 08:45t/p100.101.74091.74161.740911.00568.00
522005.07.20 18:00sell110.101.73021.73871.7291
532005.07.20 18:05modify110.101.73021.73021.7291
542005.07.20 18:06s/l110.101.73021.73021.72910.00568.00
552005.07.21 04:00buy120.101.74641.73791.7475
562005.07.21 09:04modify120.101.74641.74671.7475
572005.07.21 09:04modify120.101.74641.74681.7475
582005.07.21 09:04modify120.101.74641.74691.7475
592005.07.21 09:04t/p120.101.74751.74691.747511.00579.00
602005.07.22 20:00sell130.101.73841.74691.7373
612005.07.22 20:58modify130.101.73841.73821.7373
622005.07.22 21:00modify130.101.73841.73801.7373
632005.07.22 21:06s/l130.101.73801.73801.73734.00583.00
642005.07.25 14:00sell140.101.73781.74631.7367
652005.07.25 17:35s/l140.101.74631.74631.7367-85.00498.00
662005.07.28 15:00buy150.101.75171.74321.7528
672005.07.28 15:11modify150.101.75171.75171.7528
682005.07.28 15:14modify150.101.75171.75181.7528
692005.07.28 15:14modify150.101.75171.75191.7528
702005.07.28 15:15s/l150.101.75191.75191.75282.00500.00
712005.08.01 06:00buy160.101.76221.75371.7633
722005.08.01 09:01modify160.101.76221.76221.7633
732005.08.01 09:02modify160.101.76221.76241.7633
742005.08.01 09:02t/p160.101.76331.76241.763311.00511.00
752005.08.03 07:00sell170.101.76561.77411.7645
762005.08.03 10:42s/l170.101.77411.77411.7645-85.00426.00
772005.08.03 13:00buy180.101.77961.77111.7807
782005.08.03 13:21modify180.101.77961.77971.7807
792005.08.03 13:21modify180.101.77961.77991.7807
802005.08.03 13:22t/p180.101.78071.77991.780711.00437.00
812005.08.08 12:00buy190.101.78701.77851.7881
822005.08.08 12:33modify190.101.78701.78701.7881
832005.08.08 12:33modify190.101.78701.78701.7881
842005.08.08 12:35modify190.101.78701.78721.7881
852005.08.08 12:35modify190.101.78701.78731.7881
862005.08.08 12:38modify190.101.78701.78741.7881
872005.08.08 12:38t/p190.101.78811.78741.788111.00448.00
882005.08.10 13:00buy200.101.79421.78571.7953
892005.08.10 13:48modify200.101.79421.79421.7953
902005.08.10 13:49modify200.101.79421.79441.7953
912005.08.10 13:49modify200.101.79421.79451.7953
922005.08.10 13:49modify200.101.79421.79451.7953
932005.08.10 13:51s/l200.101.79451.79451.79533.00451.00
942005.08.24 07:00sell210.101.79291.80141.7918
952005.08.24 07:21modify210.101.79291.79291.7918
962005.08.24 07:21modify210.101.79291.79271.7918
972005.08.24 07:23s/l210.101.79271.79271.79182.00453.00
982005.08.25 06:00buy220.101.80661.79811.8077
992005.08.25 06:10modify220.101.80661.80661.8077
1002005.08.25 06:16s/l220.101.80661.80661.80770.00453.00
1012005.08.29 20:00sell230.101.79651.80501.7954
1022005.08.29 20:44modify230.101.79651.79641.7954
1032005.08.29 20:44modify230.101.79651.79631.7954
1042005.08.29 21:39s/l230.101.79631.79631.79542.00455.00
1052005.08.31 18:00buy240.101.80151.79301.8026
1062005.08.31 18:10modify240.101.80151.80171.8026
1072005.08.31 18:10modify240.101.80151.80191.8026
1082005.08.31 18:10modify240.101.80151.80201.8026
1092005.08.31 18:10t/p240.101.80261.80201.802611.00466.00
1102005.09.02 11:00buy250.101.83961.83111.8407
1112005.09.02 11:13modify250.101.83961.83971.8407
1122005.09.02 11:14modify250.101.83961.83991.8407
1132005.09.02 11:15s/l250.101.83991.83991.84073.00469.00
1142005.09.12 10:00sell260.101.82701.83551.8259
1152005.09.12 10:28modify260.101.82701.82701.8259
1162005.09.12 10:29s/l260.101.82701.82701.82590.00469.00
1172005.09.14 05:00buy270.101.82641.81791.8275
1182005.09.14 05:12modify270.101.82641.82641.8275
1192005.09.14 05:12modify270.101.82641.82651.8275
1202005.09.14 05:12modify270.101.82641.82661.8275
1212005.09.14 05:20modify270.101.82641.82661.8275
1222005.09.14 05:21modify270.101.82641.82681.8275
1232005.09.14 05:22t/p270.101.82751.82681.827511.00480.00
1242005.09.21 02:00sell280.101.79731.80581.7962
1252005.09.21 02:04modify280.101.79731.79711.7962
1262005.09.21 02:05modify280.101.79731.79691.7962
1272005.09.21 02:10s/l280.101.79691.79691.79624.00484.00
1282005.09.23 10:00sell290.101.78621.79471.7851
1292005.09.23 10:31modify290.101.78621.78621.7851
1302005.09.23 10:34modify290.101.78621.78611.7851
1312005.09.23 10:35modify290.101.78621.78601.7851
1322005.09.23 10:39s/l290.101.78601.78601.78512.00486.00
1332005.09.27 09:00sell300.101.76661.77511.7655
1342005.09.27 09:25modify300.101.76661.76661.7655
1352005.09.27 09:34s/l300.101.76661.76661.76550.00486.00
1362005.10.05 11:00buy310.101.76621.75771.7673
1372005.10.05 23:59modify310.101.76621.76621.7673
1382005.10.05 23:59modify310.101.76621.76631.7673
1392005.10.05 23:59modify310.101.76621.76641.7673
1402005.10.05 23:59s/l310.101.76641.76641.76732.00488.00
1412005.10.06 03:00buy320.101.77461.76611.7757
1422005.10.06 15:21modify320.101.77461.77461.7757
1432005.10.06 15:23s/l320.101.77461.77461.77570.00488.00
1442005.10.11 09:00sell330.101.74811.75661.7470
1452005.10.11 09:05modify330.101.74811.74811.7470
1462005.10.11 09:05modify330.101.74811.74811.7470
1472005.10.11 09:11s/l330.101.74811.74811.74700.00488.00
1482005.10.19 13:00buy340.101.75841.74991.7595
1492005.10.19 16:34modify340.101.75841.75851.7595
1502005.10.19 16:35modify340.101.75841.75871.7595
1512005.10.19 16:35modify340.101.75841.75881.7595
1522005.10.19 16:35modify340.101.75841.75891.7595
1532005.10.19 16:35t/p340.101.75951.75891.759511.00499.00
1542005.10.20 17:00buy350.101.77081.76231.7719
1552005.10.20 17:33modify350.101.77081.77091.7719
1562005.10.20 17:33modify350.101.77081.77111.7719
1572005.10.20 17:35s/l350.101.77111.77111.77193.00502.00
1582005.10.31 18:00sell360.101.76871.77721.7676
1592005.10.31 19:22modify360.101.76871.76871.7676
1602005.10.31 19:25s/l360.101.76871.76871.76760.00502.00
1612005.11.04 06:00sell370.101.76721.77571.7661
1622005.11.04 07:14modify370.101.76721.76721.7661
1632005.11.04 07:15modify370.101.76721.76711.7661
1642005.11.04 07:15modify370.101.76721.76691.7661
1652005.11.04 07:15t/p370.101.76611.76691.766111.00513.00
1662005.11.14 16:00sell380.101.73821.74671.7371
1672005.11.14 16:03modify380.101.73821.73811.7371
1682005.11.14 16:05s/l380.101.73811.73811.73711.00514.00
1692005.11.16 13:00sell390.101.72521.73371.7241
1702005.11.16 14:31modify390.101.72521.72511.7241
1712005.11.16 14:31modify390.101.72521.72501.7241
1722005.11.16 14:31t/p390.101.72411.72501.724111.00525.00
1732005.11.30 18:00buy400.101.73211.72361.7332
1742005.11.30 18:04modify400.101.73211.73231.7332
1752005.11.30 18:05modify400.101.73211.73241.7332
1762005.11.30 18:06s/l400.101.73241.73241.73323.00528.00
1772005.12.26 06:00sell410.101.73201.74051.7309
1782005.12.26 06:11modify410.101.73201.73201.7309
1792005.12.26 06:20s/l410.101.73201.73201.73090.00528.00
1802005.12.28 19:00sell420.101.71671.72521.7156
1812005.12.28 19:57modify420.101.71671.71661.7156
1822005.12.28 19:57modify420.101.71671.71641.7156
1832005.12.28 20:01modify420.101.71671.71631.7156
1842005.12.28 20:05t/p420.101.71561.71631.715611.00539.00
1852006.01.04 02:00buy430.101.74841.73991.7495
1862006.01.04 03:05modify430.101.74841.74851.7495
1872006.01.04 03:07modify430.101.74841.74861.7495
1882006.01.04 03:07modify430.101.74841.74871.7495
1892006.01.04 03:07modify430.101.74841.74881.7495
1902006.01.04 03:07t/p430.101.74951.74881.749511.00550.00
1912006.01.13 20:00buy440.101.77651.76801.7776
1922006.01.16 00:39modify440.101.77651.77661.7776
1932006.01.16 00:39modify440.101.77651.77661.7776
1942006.01.16 00:39modify440.101.77651.77671.7776
1952006.01.16 00:39modify440.101.77651.77691.7776
1962006.01.16 00:39t/p440.101.77761.77691.777610.92560.92
1972006.01.17 12:00sell450.101.76221.77071.7611
1982006.01.17 12:07modify450.101.76221.76221.7611
1992006.01.17 12:09s/l450.101.76221.76221.76110.00560.92
2002006.02.23 12:00buy460.101.75431.74581.7554
2012006.02.23 14:19modify460.101.75431.75451.7554
2022006.02.23 14:20modify460.101.75431.75461.7554
2032006.02.23 14:20t/p460.101.75541.75461.755411.00571.92
2042006.03.10 16:00sell470.101.72581.73431.7247
2052006.03.10 16:11modify470.101.72581.72581.7247
2062006.03.10 16:11modify470.101.72581.72581.7247
2072006.03.10 16:19modify470.101.72581.72571.7247
2082006.03.10 16:19modify470.101.72581.72561.7247
2092006.03.10 16:19modify470.101.72581.72551.7247
2102006.03.10 16:19t/p470.101.72471.72551.724711.00582.92
2112006.03.27 17:00buy480.101.74821.73971.7493
2122006.03.28 10:03modify480.101.74821.74821.7493
2132006.03.28 10:04modify480.101.74821.74831.7493
2142006.03.28 10:04modify480.101.74821.74851.7493
2152006.03.28 10:05s/l480.101.74851.74851.74932.92585.84
2162006.04.17 04:00buy490.101.75991.75141.7610
2172006.04.17 13:36modify490.101.75991.76011.7610
2182006.04.17 13:39modify490.101.75991.76021.7610
2192006.04.17 13:39modify490.101.75991.76031.7610
2202006.04.17 13:39t/p490.101.76101.76031.761011.00596.84
2212006.04.18 16:00buy500.101.77811.76961.7792
2222006.04.18 20:01modify500.101.77811.77821.7792
2232006.04.18 20:02modify500.101.77811.77841.7792
2242006.04.18 20:02modify500.101.77811.77851.7792
2252006.04.18 20:02t/p500.101.77921.77851.779211.00607.84
2262006.04.27 18:00buy510.201.80121.79271.8023
2272006.04.27 18:01modify510.201.80121.80131.8023
2282006.04.27 18:01modify510.201.80121.80151.8023
2292006.04.27 18:01modify510.201.80121.80161.8023
2302006.04.27 18:01t/p510.201.80231.80161.802322.00629.84
2312006.06.06 04:00sell520.201.87091.87941.8698
2322006.06.06 12:16modify520.201.87091.87091.8698
2332006.06.06 12:16modify520.201.87091.87071.8698
2342006.06.06 12:16modify520.201.87091.87061.8698
2352006.06.06 12:18s/l520.201.87061.87061.86986.00635.84
2362006.06.13 21:00sell530.201.83381.84231.8327
2372006.06.13 22:19modify530.201.83381.83371.8327
2382006.06.13 22:21modify530.201.83381.83351.8327
2392006.06.13 22:21modify530.201.83381.83341.8327
2402006.06.13 22:27t/p530.201.83271.83341.832722.00657.84
2412006.06.29 22:00buy540.201.82671.81821.8278
2422006.06.29 22:41modify540.201.82671.82691.8278
2432006.06.29 22:41modify540.201.82671.82701.8278
2442006.06.29 22:42t/p540.201.82781.82701.827822.00679.84
2452006.07.07 16:00buy550.201.85151.84301.8526
2462006.07.07 16:02modify550.201.85151.85151.8526
2472006.07.07 16:02modify550.201.85151.85151.8526
2482006.07.07 16:04s/l550.201.85151.85151.85260.00679.84
2492006.07.24 14:00buy560.201.85281.84431.8539
2502006.07.24 14:15modify560.201.85281.85281.8539
2512006.07.24 14:16modify560.201.85281.85281.8539
2522006.07.24 14:16modify560.201.85281.85291.8539
2532006.07.24 14:16modify560.201.85281.85301.8539
2542006.07.24 14:17modify560.201.85281.85311.8539
2552006.07.24 14:17t/p560.201.85391.85311.853922.00701.84
2562006.08.09 02:00sell570.201.90011.90861.8990
2572006.08.09 02:11modify570.201.90011.90001.8990
2582006.08.09 02:11modify570.201.90011.89991.8990
2592006.08.09 02:11modify570.201.90011.89981.8990
2602006.08.09 02:11t/p570.201.89901.89981.899022.00723.84
2612006.08.15 17:00buy580.201.89571.88721.8968
2622006.08.15 17:10modify580.201.89571.89581.8968
2632006.08.15 17:15s/l580.201.89581.89581.89682.00725.84
2642006.09.22 11:00buy590.201.90581.89731.9069
2652006.09.25 08:33modify590.201.90581.90591.9069
2662006.09.25 08:33modify590.201.90581.90601.9069
2672006.09.25 08:33modify590.201.90581.90611.9069
2682006.09.25 08:33modify590.201.90581.90621.9069
2692006.09.25 08:33modify590.201.90581.90631.9069
2702006.09.25 08:33t/p590.201.90691.90631.906921.84747.68
2712006.10.02 04:00sell600.201.86871.87721.8676
2722006.10.02 09:41modify600.201.86871.86871.8676
2732006.10.02 09:42modify600.201.86871.86861.8676
2742006.10.02 09:46s/l600.201.86861.86861.86762.00749.68
2752006.10.13 06:00buy610.201.86191.85341.8630
2762006.10.13 08:57modify610.201.86191.86201.8630
2772006.10.13 08:57modify610.201.86191.86221.8630
2782006.10.13 08:57modify610.201.86191.86231.8630
2792006.10.13 08:57modify610.201.86191.86241.8630
2802006.10.13 08:57t/p610.201.86301.86241.863022.00771.68
2812006.10.26 05:00buy620.201.88121.87271.8823
2822006.10.26 09:01modify620.201.88121.88131.8823
2832006.10.26 09:01modify620.201.88121.88151.8823
2842006.10.26 09:01modify620.201.88121.88161.8823
2852006.10.26 09:01t/p620.201.88231.88161.882322.00793.68
2862006.11.22 04:00buy630.201.90231.89381.9034
2872006.11.22 05:11modify630.201.90231.90251.9034
2882006.11.22 05:12modify630.201.90231.90261.9034
2892006.11.22 05:14s/l630.201.90261.90261.90346.00799.68