Strategy Tester Report
SRDC I Avdanced v1.1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2004.07.30 00:00 - 2006.11.30 00:00 (2004.07.30 - 2006.11.30)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersEOD=24; Slippage=8; TakeProfit=15; StopLoss=115; TrailingStop=10; Lots=0.1; UseMoneyManagement=true; Risk=25; SundayCandleExists=true;
Bars in test60842Ticks modelled3610003Modelling quality90.00%
Initial deposit500.00
Total net profit356.08Gross profit1161.97Gross loss-805.88
Profit factor1.44Expected payoff5.74
Absolute drawdown0.00Maximal drawdown345.72 (30.55%)Relative drawdown30.55% (345.72)
Total trades62Short positions (won %)31 (96.77%)Long positions (won %)31 (93.55%)
Profit trades (% of total)59 (95.16%)Loss trades (% of total)3 (4.84%)
Largestprofit trade45.00loss trade-345.72
Averageprofit trade19.69loss trade-268.63
Maximumconsecutive wins (profit in money)23 (382.44)consecutive losses (loss in money)1 (-345.72)
Maximalconsecutive profit (count of wins)517.84 (22)consecutive loss (count of losses)-345.72 (1)
Averageconsecutive wins15consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.08.02 10:45buy10.101.83171.82021.8332
22004.08.02 11:01modify10.101.83171.83181.8332
32004.08.02 11:01modify10.101.83171.83191.8332
42004.08.02 11:01modify10.101.83171.83201.8332
52004.08.02 11:01modify10.101.83171.83211.8332
62004.08.02 11:01t/p10.101.83321.83211.833215.00515.00
72004.08.03 12:45sell20.101.81831.82981.8168
82004.08.04 14:06modify20.101.81831.81811.8168
92004.08.04 14:06t/p20.101.81681.81811.816815.06530.05
102004.08.05 09:15buy30.101.82901.81751.8305
112004.08.06 14:45t/p30.101.83051.81751.830514.92544.97
122004.08.10 11:00sell40.101.83611.84761.8346
132004.08.10 12:28modify40.101.83611.83591.8346
142004.08.10 12:28modify40.101.83611.83581.8346
152004.08.10 12:28modify40.101.83611.83561.8346
162004.08.10 12:29t/p40.101.83461.83561.834615.00559.97
172004.08.12 11:00buy50.101.83301.82151.8345
182004.08.12 14:30modify50.101.83301.83301.8345
192004.08.12 14:30modify50.101.83301.83341.8345
202004.08.12 14:30t/p50.101.83451.83341.834515.00574.97
212004.08.12 16:30sell60.101.82351.83501.8220
222004.08.12 16:33modify60.101.82351.82341.8220
232004.08.12 16:34modify60.101.82351.82331.8220
242004.08.12 16:34modify60.101.82351.82321.8220
252004.08.12 16:34modify60.101.82351.82321.8220
262004.08.12 16:36modify60.101.82351.82311.8220
272004.08.12 16:36t/p60.101.82201.82311.822015.00589.97
282004.08.13 08:15sell70.101.81831.82981.8168
292004.08.13 08:25modify70.101.81831.81831.8168
302004.08.13 08:25modify70.101.81831.81821.8168
312004.08.13 08:25modify70.101.81831.81801.8168
322004.08.13 08:25modify70.101.81831.81791.8168
332004.08.13 08:25t/p70.101.81681.81791.816815.00604.97
342004.08.13 15:30buy80.201.83991.82841.8414
352004.08.13 15:47modify80.201.83991.84001.8414
362004.08.13 15:47modify80.201.83991.84011.8414
372004.08.13 15:48s/l80.201.84011.84011.84144.00608.97
382004.08.17 12:30sell90.201.83601.84751.8345
392004.08.17 14:58modify90.201.83601.83601.8345
402004.08.17 14:58modify90.201.83601.83561.8345
412004.08.17 14:59modify90.201.83601.83561.8345
422004.08.17 14:59t/p90.201.83451.83561.834530.00638.97
432004.08.18 14:00sell100.201.82551.83701.8240
442004.08.18 14:45modify100.201.82551.82551.8240
452004.08.18 14:45modify100.201.82551.82521.8240
462004.08.18 14:46t/p100.201.82401.82521.824030.00668.97
472004.08.19 16:30buy110.201.83171.82021.8332
482004.08.19 16:36modify110.201.83171.83181.8332
492004.08.19 16:36modify110.201.83171.83191.8332
502004.08.19 16:36modify110.201.83171.83201.8332
512004.08.19 16:36modify110.201.83171.83211.8332
522004.08.19 16:38s/l110.201.83211.83211.83328.00676.97
532004.08.20 21:15sell120.201.81751.82901.8160
542004.08.20 22:21modify120.201.81751.81741.8160
552004.08.20 22:21modify120.201.81751.81711.8160
562004.08.20 22:34s/l120.201.81711.81711.81608.00684.97
572004.08.23 00:30sell130.201.81861.83011.8171
582004.08.23 00:56modify130.201.81861.81861.8171
592004.08.23 00:58modify130.201.81861.81831.8171
602004.08.23 00:58modify130.201.81861.81821.8171
612004.08.23 01:12s/l130.201.81821.81821.81718.00692.97
622004.08.24 05:30sell140.201.80571.81721.8042
632004.08.24 05:47modify140.201.80571.80561.8042
642004.08.24 05:48modify140.201.80571.80551.8042
652004.08.24 05:48modify140.201.80571.80521.8042
662004.08.24 05:48t/p140.201.80421.80521.804230.00722.97
672004.08.27 06:45buy150.201.79991.78841.8014
682004.08.27 08:00modify150.201.79991.79991.8014
692004.08.27 08:00modify150.201.79991.80011.8014
702004.08.27 08:00modify150.201.79991.80021.8014
712004.08.27 08:00modify150.201.79991.80031.8014
722004.08.27 08:01t/p150.201.80141.80031.801430.00752.97
732004.08.27 20:30sell160.201.79011.80161.7886
742004.08.30 06:24modify160.201.79011.79001.7886
752004.08.30 06:24modify160.201.79011.78981.7886
762004.08.30 06:45modify160.201.79011.78971.7886
772004.08.30 06:49t/p160.201.78861.78971.788630.11783.08
782004.08.31 04:45buy170.201.79881.78731.8003
792004.08.31 16:39modify170.201.79881.79911.8003
802004.08.31 16:39modify170.201.79881.79911.8003
812004.08.31 16:42modify170.201.79881.79921.8003
822004.08.31 16:42t/p170.201.80031.79921.800330.00813.08
832004.09.02 15:15sell180.201.78831.79981.7868
842004.09.02 16:03modify180.201.78831.78821.7868
852004.09.02 16:03modify180.201.78831.78801.7868
862004.09.02 16:03t/p180.201.78681.78801.786830.00843.08
872004.09.03 15:00sell190.201.78161.79311.7801
882004.09.03 15:32modify190.201.78161.78151.7801
892004.09.03 15:35s/l190.201.78151.78151.78012.00845.08
902004.09.07 07:00buy200.201.78321.77171.7847
912004.09.07 08:10modify200.201.78321.78331.7847
922004.09.07 08:10modify200.201.78321.78331.7847
932004.09.07 08:18s/l200.201.78331.78331.78472.00847.08
942004.09.07 14:30sell210.201.77231.78381.7708
952004.09.07 15:44modify210.201.77231.77231.7708
962004.09.07 15:44modify210.201.77231.77221.7708
972004.09.07 15:49s/l210.201.77221.77221.77082.00849.08
982004.09.08 17:45buy220.201.79021.77871.7917
992004.09.10 06:52modify220.201.79021.79031.7917
1002004.09.10 06:52modify220.201.79021.79041.7917
1012004.09.10 06:54s/l220.201.79041.79041.79173.36852.44
1022004.09.15 05:45sell230.201.79321.80471.7917
1032004.09.15 08:33modify230.201.79321.79311.7917
1042004.09.15 08:33modify230.201.79321.79291.7917
1052004.09.15 08:34t/p230.201.79171.79291.791730.00882.44
1062004.09.17 12:15buy240.201.79671.78521.7982
1072004.09.20 12:14s/l240.201.78521.78521.7982-230.16652.28
1082004.09.21 12:30buy250.201.79371.78221.7952
1092004.09.21 13:16modify250.201.79371.79391.7952
1102004.09.21 13:16modify250.201.79371.79401.7952
1112004.09.21 13:16modify250.201.79371.79411.7952
1122004.09.21 13:16t/p250.201.79521.79411.795230.00682.28
1132004.09.23 13:15buy260.201.80321.79171.8047
1142004.09.24 14:33modify260.201.80321.80341.8047
1152004.09.24 14:33modify260.201.80321.80351.8047
1162004.09.24 14:33modify260.201.80321.80371.8047
1172004.09.24 14:33t/p260.201.80471.80371.804729.84712.13
1182004.09.28 01:15buy270.201.81181.80031.8133
1192004.09.28 11:28modify270.201.81181.81191.8133
1202004.09.28 11:29modify270.201.81181.81211.8133
1212004.09.28 11:41modify270.201.81181.81221.8133
1222004.09.28 11:42modify270.201.81181.81231.8133
1232004.09.28 11:44t/p270.201.81331.81231.813330.00742.13
1242004.09.29 12:30sell280.201.80551.81701.8040
1252004.09.29 15:15modify280.201.80551.80551.8040
1262004.09.29 15:15modify280.201.80551.80531.8040
1272004.09.29 15:19s/l280.201.80531.80531.80404.00746.13
1282004.10.01 12:30sell290.201.79531.80681.7938
1292004.10.01 12:45modify290.201.79531.79531.7938
1302004.10.01 12:45modify290.201.79531.79521.7938
1312004.10.01 12:46modify290.201.79531.79521.7938
1322004.10.01 12:46modify290.201.79531.79511.7938
1332004.10.01 12:46modify290.201.79531.79501.7938
1342004.10.01 12:46modify290.201.79531.79491.7938
1352004.10.01 12:46t/p290.201.79381.79491.793830.00776.13
1362004.10.06 11:30sell300.201.77911.79061.7776
1372004.10.06 11:50modify300.201.77911.77911.7776
1382004.10.06 11:50modify300.201.77911.77901.7776
1392004.10.06 11:52modify300.201.77911.77891.7776
1402004.10.06 11:56s/l300.201.77891.77891.77764.00780.13
1412004.10.08 08:30buy310.201.78551.77401.7870
1422004.10.08 09:13modify310.201.78551.78561.7870
1432004.10.08 09:13modify310.201.78551.78581.7870
1442004.10.08 09:13modify310.201.78551.78581.7870
1452004.10.08 09:16t/p310.201.78701.78581.787030.00810.13
1462004.10.14 09:15buy320.201.79861.78711.8001
1472004.10.14 09:47modify320.201.79861.79871.8001
1482004.10.14 09:47modify320.201.79861.79891.8001
1492004.10.14 09:47t/p320.201.80011.79891.800130.00840.13
1502004.10.15 17:15buy330.201.80561.79411.8071
1512004.10.18 15:02modify330.201.80561.80561.8071
1522004.10.18 15:03modify330.201.80561.80571.8071
1532004.10.18 15:03modify330.201.80561.80581.8071
1542004.10.18 15:04s/l330.201.80581.80581.80713.84843.97
1552004.10.19 09:00sell340.201.79291.80441.7914
1562004.10.19 16:28s/l340.201.80441.80441.7914-230.00613.97
1572004.10.25 01:45buy350.201.83411.82261.8356
1582004.10.25 02:22modify350.201.83411.83421.8356
1592004.10.25 02:23modify350.201.83411.83441.8356
1602004.10.25 02:23modify350.201.83411.83441.8356
1612004.10.25 02:23modify350.201.83411.83461.8356
1622004.10.25 02:23t/p350.201.83561.83461.835630.00643.97
1632004.10.27 17:45sell360.201.83111.84261.8296
1642004.10.27 18:15modify360.201.83111.83101.8296
1652004.10.27 18:16modify360.201.83111.83091.8296
1662004.10.27 18:16modify360.201.83111.83091.8296
1672004.10.27 18:16modify360.201.83111.83081.8296
1682004.10.27 18:17modify360.201.83111.83071.8296
1692004.10.27 18:18t/p360.201.82961.83071.829630.00673.97
1702004.10.28 13:00sell370.201.82301.83451.8215
1712004.10.28 13:03modify370.201.82301.82301.8215
1722004.10.28 13:04modify370.201.82301.82291.8215
1732004.10.28 13:04modify370.201.82301.82281.8215
1742004.10.28 13:04modify370.201.82301.82271.8215
1752004.10.28 13:04t/p370.201.82151.82271.821530.00703.97
1762004.10.29 19:30buy380.201.83611.82461.8376
1772004.10.29 20:45modify380.201.83611.83651.8376
1782004.10.29 20:45t/p380.201.83761.83651.837630.00733.97
1792004.11.01 03:30buy390.201.83571.82421.8372
1802004.11.01 04:10modify390.201.83571.83581.8372
1812004.11.01 04:11modify390.201.83571.83591.8372
1822004.11.01 04:12modify390.201.83571.83611.8372
1832004.11.01 04:23s/l390.201.83611.83611.83728.00741.97
1842004.11.03 13:45buy400.201.84361.83211.8451
1852004.11.03 14:23modify400.201.84361.84371.8451
1862004.11.03 14:24modify400.201.84361.84391.8451
1872004.11.03 14:24modify400.201.84361.84401.8451
1882004.11.03 14:24modify400.201.84361.84411.8451
1892004.11.03 14:24t/p400.201.84511.84411.845130.00771.97
1902004.11.05 14:45sell410.201.83561.84711.8341
1912004.11.05 14:47modify410.201.83561.83551.8341
1922004.11.05 14:47modify410.201.83561.83531.8341
1932004.11.05 14:47t/p410.201.83411.83531.834130.00801.97
1942004.11.05 17:30buy420.201.85401.84251.8555
1952004.11.05 21:29modify420.201.85401.85411.8555
1962004.11.05 21:29modify420.201.85401.85421.8555
1972004.11.05 21:31modify420.201.85401.85431.8555
1982004.11.05 21:31modify420.201.85401.85441.8555
1992004.11.05 21:35modify420.201.85401.85451.8555
2002004.11.05 21:37t/p420.201.85551.85451.855530.00831.97
2012004.11.09 02:45sell430.201.85211.86361.8506
2022004.11.09 11:50modify430.201.85211.85211.8506
2032004.11.09 11:50modify430.201.85211.85201.8506
2042004.11.09 11:50s/l430.201.85201.85201.85062.00833.97
2052004.11.11 13:00sell440.201.83961.85111.8381
2062004.11.11 13:59modify440.201.83961.83941.8381
2072004.11.11 13:59modify440.201.83961.83921.8381
2082004.11.11 14:00modify440.201.83961.83911.8381
2092004.11.11 14:00t/p440.201.83811.83911.838130.00863.97
2102004.11.15 17:15buy450.201.84981.83831.8513
2112004.11.16 10:31modify450.201.84981.84991.8513
2122004.11.16 10:31modify450.201.84981.85001.8513
2132004.11.16 10:31modify450.201.84981.85021.8513
2142004.11.16 10:33t/p450.201.85131.85021.851329.84893.81
2152004.11.17 10:00buy460.201.85741.84591.8589
2162004.11.17 11:03modify460.201.85741.85741.8589
2172004.11.17 11:03modify460.201.85741.85751.8589
2182004.11.17 11:03modify460.201.85741.85761.8589
2192004.11.17 11:04modify460.201.85741.85771.8589
2202004.11.17 11:04modify460.201.85741.85781.8589
2212004.11.17 11:04modify460.201.85741.85781.8589
2222004.11.17 11:08s/l460.201.85781.85781.85898.00901.81
2232004.11.23 11:45buy470.201.86591.85441.8674
2242004.11.23 12:00modify470.201.86591.86601.8674
2252004.11.23 12:00modify470.201.86591.86611.8674
2262004.11.23 12:00modify470.201.86591.86621.8674
2272004.11.23 12:01modify470.201.86591.86631.8674
2282004.11.23 12:01modify470.201.86591.86641.8674
2292004.11.23 12:01t/p470.201.86741.86641.867430.00931.81
2302004.11.26 05:30buy480.201.89551.88401.8970
2312004.11.26 05:53modify480.201.89551.89551.8970
2322004.11.26 05:53modify480.201.89551.89561.8970
2332004.11.26 05:55modify480.201.89551.89571.8970
2342004.11.26 05:55modify480.201.89551.89581.8970
2352004.11.26 05:57modify480.201.89551.89581.8970
2362004.11.26 05:58t/p480.201.89701.89581.897030.00961.81
2372004.11.30 11:45buy490.201.90101.88951.9025
2382004.11.30 11:48modify490.201.90101.90111.9025
2392004.11.30 11:48modify490.201.90101.90111.9025
2402004.11.30 11:50s/l490.201.90111.90111.90252.00963.81
2412004.12.08 07:30sell500.201.93141.94291.9299
2422004.12.08 09:29modify500.201.93141.93131.9299
2432004.12.08 09:29modify500.201.93141.93111.9299
2442004.12.08 09:29modify500.201.93141.93101.9299
2452004.12.08 09:29t/p500.201.92991.93101.929930.00993.81
2462004.12.15 11:30buy510.201.93391.92241.9354
2472004.12.15 11:40modify510.201.93391.93401.9354
2482004.12.15 11:40modify510.201.93391.93411.9354
2492004.12.15 11:41modify510.201.93391.93421.9354
2502004.12.15 11:41modify510.201.93391.93441.9354
2512004.12.15 11:41t/p510.201.93541.93441.935430.001023.81
2522004.12.21 10:45sell520.301.93431.94581.9328
2532004.12.21 14:36modify520.301.93431.93421.9328
2542004.12.21 14:36modify520.301.93431.93401.9328
2552004.12.21 14:36t/p520.301.93281.93401.932845.001068.81
2562004.12.22 11:45sell530.301.92211.93361.9206
2572004.12.22 12:01modify530.301.92211.92201.9206
2582004.12.22 12:01modify530.301.92211.92191.9206
2592004.12.22 12:01modify530.301.92211.92171.9206
2602004.12.22 12:02modify530.301.92211.92161.9206
2612004.12.22 12:02t/p530.301.92061.92161.920645.001113.81
2622005.01.11 04:00buy540.301.88111.86961.8826
2632005.01.11 06:41modify540.301.88111.88111.8826
2642005.01.11 06:58s/l540.301.88111.88111.88260.001113.81
2652005.01.14 03:00sell550.301.87751.88901.8760
2662005.01.14 03:09modify550.301.87751.87731.8760
2672005.01.14 03:11s/l550.301.87731.87731.87606.001119.81
2682005.01.25 14:15sell560.301.87221.88371.8707
2692005.01.25 14:31modify560.301.87221.87211.8707
2702005.01.25 14:31modify560.301.87221.87181.8707
2712005.01.25 14:33s/l560.301.87181.87181.870712.001131.81
2722005.02.09 11:00buy570.301.86341.85191.8649
2732005.02.10 14:34s/l570.301.85191.85191.8649-345.72786.09
2742005.02.16 16:15sell580.201.87921.89071.8777
2752005.02.16 16:17modify580.201.87921.87891.8777
2762005.02.16 16:19s/l580.201.87891.87891.87776.00792.09
2772005.02.22 04:30buy590.201.90341.89191.9049
2782005.02.22 05:11modify590.201.90341.90351.9049
2792005.02.22 05:15s/l590.201.90351.90351.90492.00794.09
2802005.03.04 15:30buy600.201.91941.90791.9209
2812005.03.04 15:32modify600.201.91941.91951.9209
2822005.03.04 15:32modify600.201.91941.91971.9209
2832005.03.04 15:32t/p600.201.92091.91971.920930.00824.09
2842005.04.26 10:00sell610.201.90491.91641.9034
2852005.04.26 13:06modify610.201.90491.90481.9034
2862005.04.26 13:23s/l610.201.90481.90481.90342.00826.09
2872005.05.31 03:30sell620.201.81421.82571.8127
2882005.05.31 07:16modify620.201.81421.81411.8127
2892005.05.31 07:17modify620.201.81421.81391.8127
2902005.05.31 07:17modify620.201.81421.81371.8127
2912005.05.31 07:17modify620.201.81421.81371.8127
2922005.05.31 07:18t/p620.201.81271.81371.812730.00856.09