Strategy Tester Report
pabloski v102

SymbolGBPJPY (Great Britain Pound vs Japanese Yen)
Period4 Hours (H4) 2004.08.02 00:00 - 2007.03.30 20:00 (2004.08.01 - 2007.04.01)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLotSize=3; ExtraSize=0.6; AutoMM=true; lotstep=5; lotinc=0.6; kv=0.8;
Bars in test4345Ticks modelled8091847Modelling quality90.00%
Initial deposit100000.00
Total net profit609221.37Gross profit1260610.93Gross loss-651389.56
Profit factor1.94Expected payoff3880.39
Absolute drawdown13185.93Maximal drawdown160245.79 (39.17%)Relative drawdown39.17% (160245.79)
Total trades157Short positions (won %)76 (28.95%)Long positions (won %)81 (43.21%)
Profit trades (% of total)57 (36.31%)Loss trades (% of total)100 (63.69%)
Largestprofit trade306245.85loss trade-56805.79
Averageprofit trade22115.98loss trade-6513.90
Maximumconsecutive wins (profit in money)5 (51811.71)consecutive losses (loss in money)11 (-97475.19)
Maximalconsecutive profit (count of wins)389760.13 (3)consecutive loss (count of losses)-160245.79 (8)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.08.02 00:00sell13.00202.520.000.00
22004.08.05 12:00close13.00202.760.000.00-991.8299008.18
32004.08.05 16:00buy23.60203.370.000.00
42004.08.12 20:00close23.60202.050.000.00-3510.1795498.02
52004.08.13 00:00sell34.20201.960.000.00
62004.08.13 04:00close34.20203.550.000.00-5634.0189864.01
72004.08.13 08:00buy44.80203.530.000.00
82004.08.17 12:00close44.80202.730.000.00-3049.9386814.07
92004.08.17 16:00sell55.40202.250.000.00
102004.08.25 12:00close55.40197.930.000.0018574.16105388.23
112004.08.26 08:00buy64.20198.150.000.00
122004.08.26 16:00close64.20196.600.000.00-5493.1799895.06
132004.08.30 20:00buy74.80197.580.000.00
142004.09.01 20:00close74.80196.100.000.00-5804.1694090.90
152004.09.02 00:00sell85.40196.270.000.00
162004.09.08 20:00close85.40195.400.000.003410.0597500.94
172004.09.09 00:00buy94.20195.400.000.00
182004.09.15 08:00close94.20196.670.000.004833.96102334.90
192004.09.15 12:00sell103.00195.920.000.00
202004.09.17 00:00close103.00196.530.000.00-1851.41100483.50
212004.09.17 08:00buy113.60196.600.000.00
222004.09.20 12:00close113.60196.090.000.00-1477.8599005.65
232004.09.20 16:00sell124.20196.050.000.00
242004.09.21 20:00close124.20197.370.000.00-4784.9594220.70
252004.09.22 12:00buy134.80197.630.000.00
262004.09.29 12:00close134.80200.840.000.0013667.59107888.29
272004.09.29 16:00sell143.60199.790.000.00
282004.10.18 00:00close143.60197.050.000.006569.24114457.53
292004.10.18 04:00buy153.00197.100.000.00
302004.10.19 12:00close153.00195.550.000.00-3864.22110593.30
312004.10.19 16:00sell163.60195.550.000.00
322004.10.20 20:00close163.60196.870.000.00-4101.34106491.97
332004.10.21 00:00buy174.20196.790.000.00
342004.10.27 20:00close174.20195.240.000.00-5160.10101331.87
352004.10.28 00:00sell184.80194.670.000.00
362004.11.01 08:00close184.80195.110.000.00-2027.8499304.03
372004.11.01 12:00buy195.40195.060.000.00
382004.11.11 16:00close195.40196.610.000.008347.40107651.42
392004.11.11 20:00sell204.20196.470.000.00
402004.11.23 12:00close204.20192.670.000.0012388.75120040.17
412004.11.23 16:00buy213.00193.070.000.00
422004.12.09 12:00close213.00199.870.000.0018284.32138324.49
432004.12.10 12:00buy223.00201.840.000.00
442004.12.15 12:00close223.00201.890.000.00305.00138629.49
452004.12.16 20:00sell233.00202.240.000.00
462005.01.05 04:00close233.00196.760.000.0012486.24151115.74
472005.01.05 08:00buy243.00196.570.000.00
482005.01.10 16:00close243.00195.490.000.00-2436.53148679.21
492005.01.10 20:00sell253.60195.160.000.00
502005.01.18 12:00close253.60192.260.000.008070.00156749.21
512005.01.19 12:00buy263.00192.750.000.00
522005.02.04 16:00close263.00195.080.000.006968.78163717.99
532005.02.04 20:00sell273.00194.810.000.00
542005.02.08 12:00close273.00195.880.000.00-2861.94160856.05
552005.02.08 16:00buy283.60196.400.000.00
562005.02.22 12:00close283.60198.520.000.007439.70168295.75
572005.02.22 16:00sell293.00198.420.000.00
582005.02.23 04:00close293.00199.910.000.00-3848.37164447.38
592005.02.23 08:00buy303.60199.880.000.00
602005.02.28 16:00close303.60200.390.000.001906.24166353.62
612005.03.01 12:00sell313.00200.230.000.00
622005.03.07 00:00close313.00201.490.000.00-3650.56162703.06
632005.03.07 04:00buy323.60201.450.000.00
642005.03.09 12:00close323.60200.240.000.00-3533.19159169.87
652005.03.09 16:00sell334.20199.750.000.00
662005.03.14 12:00close334.20201.220.000.00-5747.36153422.51
672005.03.14 20:00buy344.80201.130.000.00
682005.03.15 20:00close344.80199.900.000.00-4887.12148535.39
692005.03.16 00:00sell355.40199.930.000.00
702005.03.17 16:00close355.40201.280.000.00-6565.94141969.46
712005.03.17 20:00buy366.00201.220.000.00
722005.03.21 16:00close366.00200.000.000.00-5939.40136030.05
732005.03.21 20:00sell3710.20199.390.000.00
742005.03.28 08:00close3710.20199.240.000.00-538.69135491.36
752005.03.28 20:00buy385.40200.210.000.00
762005.04.08 04:00close385.40202.840.000.0013376.50148867.87
772005.04.11 04:00buy394.20204.130.000.00
782005.04.13 12:00close394.20203.060.000.00-3625.86145242.01
792005.04.13 16:00sell404.80203.160.000.00
802005.04.18 16:00close404.80204.550.000.00-6244.35138997.66
812005.04.18 20:00buy415.40204.620.000.00
822005.04.21 20:00close415.40203.860.000.00-2928.06136069.60
832005.04.22 00:00sell426.00203.980.000.00
842005.05.20 12:00close426.00197.640.000.0027788.30163857.90
852005.05.23 00:00buy434.80197.540.000.00
862005.05.25 04:00close434.80196.280.000.00-4912.96158944.94
872005.05.27 00:00sell445.40196.490.000.00
882005.06.07 20:00close445.40195.660.000.002536.00161480.94
892005.06.08 00:00buy454.20195.660.000.00
902005.06.21 16:00close454.20198.040.000.009517.22170998.16
912005.06.21 20:00sell463.00197.880.000.00
922005.06.27 00:00close463.00199.180.000.00-3751.48167246.68
932005.06.27 04:00buy473.60199.360.000.00
942005.06.30 12:00close473.60198.560.000.00-2073.29165173.39
952005.06.30 16:00sell484.20198.680.000.00
962005.07.11 20:00close484.20196.640.000.006259.99171433.38
972005.07.12 00:00buy493.00196.380.000.00
982005.07.18 12:00close493.00196.110.000.00-326.61171106.77
992005.07.18 16:00sell503.60195.720.000.00
1002005.07.22 12:00close503.60194.690.000.002574.88173681.64
1012005.07.22 20:00sell513.00193.150.000.00
1022005.07.25 20:00close513.00194.600.000.00-3746.83169934.81
1032005.07.26 00:00buy523.60194.720.000.00
1042005.08.10 16:00close523.60198.800.000.0013464.46183399.27
1052005.08.10 20:00sell533.00198.310.000.00
1062005.08.18 04:00close533.00198.950.000.00-2388.57181010.70
1072005.08.18 08:00buy543.60198.860.000.00
1082005.08.22 12:00close543.60196.820.000.00-6054.19174956.52
1092005.08.24 04:00buy554.20198.480.000.00
1102005.09.09 20:00close554.20201.920.000.0013690.19188646.71
1112005.09.12 00:00sell563.00201.020.000.00
1122005.09.13 12:00close563.00201.900.000.00-2304.17186342.54
1132005.09.13 16:00buy573.60201.960.000.00
1142005.09.15 12:00close573.60199.390.000.00-7521.47178821.07
1152005.09.15 16:00sell584.20199.260.000.00
1162005.09.16 12:00close584.20200.580.000.00-4784.95174036.12
1172005.09.16 20:00buy594.80201.120.000.00
1182005.09.22 12:00close594.80200.540.000.00-1778.21172257.90
1192005.09.22 16:00sell605.40200.080.000.00
1202005.09.27 20:00close605.40200.320.000.00-1508.47170749.44
1212005.09.30 08:00sell616.00198.940.000.00
1222005.09.30 20:00close616.00200.330.000.00-7036.20163713.24
1232005.10.03 00:00buy6210.20200.020.000.00
1242005.10.07 12:00close6210.20200.420.000.004655.99168369.23
1252005.10.07 16:00sell635.40200.300.000.00
1262005.10.13 16:00close635.40200.780.000.00-3017.18165352.05
1272005.10.13 20:00buy646.00201.200.000.00
1282005.10.24 16:00close646.00203.780.000.0014133.87179485.92
1292005.10.25 20:00buy654.80205.110.000.00
1302005.11.07 04:00close654.80206.180.000.005571.24185057.16
1312005.11.07 08:00sell663.60206.350.000.00
1322005.11.10 12:00close663.60205.590.000.001847.26186904.42
1332005.11.10 16:00buy673.00206.020.000.00
1342005.11.16 16:00close673.00204.850.000.00-2724.12184180.30
1352005.11.16 20:00sell683.60204.470.000.00
1362005.11.25 04:00close683.60205.410.000.00-3869.92180310.38
1372005.11.25 08:00buy694.20205.220.000.00
1382005.12.07 16:00close694.20209.310.000.0015328.85195639.23
1392005.12.08 08:00sell703.00209.320.000.00
1402005.12.08 20:00close703.00210.670.000.00-3417.12192222.11
1412005.12.09 04:00buy713.60211.140.000.00
1422005.12.14 04:00close713.60210.700.000.00-1122.60191099.51
1432005.12.14 08:00sell724.20210.520.000.00
1442005.12.15 00:00close724.20208.450.000.007012.63198112.14
1452005.12.15 16:00sell733.00205.310.000.00
1462005.12.19 08:00close733.00206.420.000.00-2963.40195148.73
1472005.12.20 12:00buy743.60205.820.000.00
1482005.12.21 20:00close743.60204.240.000.00-4728.59190420.15
1492005.12.22 20:00sell754.20202.630.000.00
1502005.12.27 08:00close754.20202.880.000.00-1208.80189211.34
1512005.12.27 12:00buy764.80203.170.000.00
1522005.12.28 20:00close764.80202.110.000.00-4198.51185012.84
1532005.12.29 00:00sell775.40202.310.000.00
1542006.01.04 12:00close775.40204.210.000.00-9210.22175802.61
1552006.01.04 16:00buy786.00204.210.000.00
1562006.01.06 16:00close786.00202.660.000.00-7372.24168430.38
1572006.01.06 20:00sell7910.20202.400.000.00
1582006.01.13 12:00close7910.20202.370.000.00-1571.39166858.98
1592006.01.13 16:00buy8010.20202.740.000.00
1602006.01.19 12:00close8010.20202.290.000.00-2660.09164198.90
1612006.01.19 16:00sell8111.40202.180.000.00
1622006.01.20 20:00close8111.40203.980.000.00-17605.69146593.21
1632006.01.23 00:00buy8212.60204.040.000.00
1642006.02.03 20:00close8212.60209.500.000.0061308.08207901.28
1652006.02.06 00:00sell8310.20209.510.000.00
1662006.02.09 08:00close8310.20206.990.000.0020382.51228283.80
1672006.02.09 20:00buy845.40206.780.000.00
1682006.02.10 12:00close845.40205.520.000.00-5635.18222648.62
1692006.02.14 08:00sell856.00204.340.000.00
1702006.02.15 20:00close856.00205.270.000.00-4862.26217786.35
1712006.02.16 00:00buy8610.20205.150.000.00
1722006.02.23 04:00close8610.20206.150.000.0010023.84227810.20
1732006.02.23 08:00sell875.40205.010.000.00
1742006.02.28 20:00close875.40203.430.000.006784.28234594.48
1752006.03.01 00:00buy884.20203.050.000.00
1762006.03.02 16:00close884.20202.690.000.00-1026.38233568.10
1772006.03.03 12:00buy894.80204.170.000.00
1782006.03.07 16:00close894.80204.240.000.00473.94234042.04
1792006.03.08 04:00sell904.80204.210.000.00
1802006.03.10 00:00close904.80205.240.000.00-4664.08229377.96
1812006.03.10 04:00buy915.40205.880.000.00
1822006.03.17 12:00close915.40204.210.000.00-6861.36222516.60
1832006.03.17 16:00sell926.00203.780.000.00
1842006.03.22 04:00close926.00204.960.000.00-6435.38216081.22
1852006.03.22 08:00buy9310.20204.780.000.00
1862006.03.27 04:00close9310.20203.750.000.00-7855.48208225.74
1872006.03.27 08:00sell9411.40203.710.000.00
1882006.03.28 20:00close9411.40205.140.000.00-14047.87194177.87
1892006.03.29 00:00buy9512.60205.590.000.00
1902006.03.29 20:00close9512.60204.030.000.00-16588.74177589.13
1912006.03.30 00:00sell9613.80204.220.000.00
1922006.04.04 12:00close9613.80205.380.000.00-14568.62163020.51
1932006.04.04 16:00buy9715.00206.160.000.00
1942006.04.20 16:00close9715.00209.080.000.0042317.99205338.50
1952006.04.20 20:00sell9812.60209.200.000.00
1962006.04.28 04:00close9812.60205.840.000.0033140.66238479.16
1972006.04.28 08:00buy9910.20205.650.000.00
1982006.05.05 20:00close9910.20209.000.000.0030253.45268732.62
1992006.05.08 00:00sell1005.40208.500.000.00
2002006.05.11 12:00close1005.40207.470.000.004001.42272734.03
2012006.05.11 16:00buy1014.20207.830.000.00
2022006.05.15 12:00close1014.20207.120.000.00-2350.17270383.87
2032006.05.17 00:00sell1024.80207.110.000.00
2042006.05.17 20:00close1024.80208.190.000.00-4374.33266009.54
2052006.05.18 00:00buy1035.40209.050.000.00
2062006.05.25 16:00close1035.40209.500.000.002800.20268809.73
2072006.05.25 20:00sell1044.20209.190.000.00
2082006.05.30 12:00close1044.20210.220.000.00-3973.19264836.54
2092006.05.30 16:00buy1054.80210.780.000.00
2102006.06.05 20:00close1054.80209.800.000.00-3398.97261437.57
2112006.06.06 00:00sell1065.40210.020.000.00
2122006.06.13 16:00close1065.40211.370.000.00-7119.93254317.64
2132006.06.13 20:00buy1076.00211.430.000.00
2142006.06.20 16:00close1076.00211.710.000.002250.57256568.21
2152006.06.20 20:00sell1084.80211.540.000.00
2162006.06.30 20:00close1084.80211.340.000.00-665.89255902.32
2172006.07.03 00:00buy1093.60211.270.000.00
2182006.07.10 04:00close1093.60210.680.000.00-1293.00254609.32
2192006.07.10 08:00sell1104.20210.210.000.00
2202006.07.12 04:00close1104.20211.100.000.00-3369.35251239.97
2212006.07.12 08:00buy1114.80211.060.000.00
2222006.07.26 12:00close1114.80215.010.000.0017333.61268573.58
2232006.07.27 08:00sell1123.60215.550.000.00
2242006.08.01 16:00close1123.60214.760.000.002122.87270696.45
2252006.08.01 20:00buy1133.00215.120.000.00
2262006.08.10 16:00close1133.00218.560.000.009363.10280059.56
2272006.08.10 20:00sell1143.00218.410.000.00
2282006.08.11 12:00close1143.00219.900.000.00-3848.37276211.18
2292006.08.11 16:00buy1153.60219.810.000.00
2302006.08.17 12:00close1153.60218.700.000.00-2943.94273267.25
2312006.08.17 16:00sell1164.20218.790.000.00
2322006.08.21 12:00close1164.20219.040.000.00-1101.17272166.08
2332006.08.21 16:00buy1174.80219.420.000.00
2342006.09.04 12:00close1174.80221.180.000.008461.36280627.43
2352006.09.04 16:00sell1183.60220.920.000.00
2362006.09.11 12:00close1183.60219.050.000.005034.32285661.75
2372006.09.11 16:00buy1193.00218.770.000.00
2382006.09.26 12:00close1193.00220.640.000.005625.91291287.66
2392006.09.27 00:00buy1203.00221.850.000.00
2402006.09.29 12:00close1203.00220.530.000.00-3103.57288184.09
2412006.09.29 16:00sell1213.60220.250.000.00
2422006.10.02 16:00close1213.60221.830.000.00-4891.05283293.04
2432006.10.02 20:00buy1224.20222.020.000.00
2442006.10.05 16:00close1224.20220.520.000.00-4899.67278393.37
2452006.10.06 16:00buy1234.80222.530.000.00
2462006.10.11 08:00close1234.80221.770.000.00-2792.72275600.65
2472006.10.11 12:00sell1245.40221.880.000.00
2482006.10.20 16:00close1245.40223.010.000.00-6670.08268930.57
2492006.10.20 20:00buy1256.00223.580.000.00
2502006.10.30 04:00close1256.00222.570.000.00-4162.27264768.30
2512006.10.30 08:00sell12610.20222.740.000.00
2522006.11.03 16:00close12610.20224.280.000.00-14821.60249946.70
2532006.11.03 20:00buy12711.40224.570.000.00
2542006.11.14 12:00close12711.40223.580.000.00-7489.07242457.63
2552006.11.14 16:00sell12812.60222.830.000.00
2562006.11.20 16:00close12812.60224.060.000.00-15012.31227445.32
2572006.11.20 20:00buy12913.80224.020.000.00
2582006.11.23 12:00close12913.80222.580.000.00-15400.30212045.02
2592006.11.23 16:00sell13015.00222.520.000.00
2602006.11.27 00:00close13015.00223.900.000.00-18232.56193812.47
2612006.11.27 04:00buy13129.40224.380.000.00
2622006.12.05 12:00close13129.40226.490.000.0057008.25250820.72
2632006.12.05 16:00sell13213.80226.630.000.00
2642006.12.08 20:00close13213.80227.410.000.00-10849.30239971.42
2652006.12.11 00:00buy13315.00227.300.000.00
2662006.12.18 12:00close13315.00229.910.000.0035116.84275088.26
2672006.12.18 16:00sell13412.60229.920.000.00
2682006.12.19 12:00close13412.60231.720.000.00-19457.31255630.95
2692006.12.19 16:00buy13513.80231.690.000.00
2702006.12.21 16:00close13513.80231.790.000.002258.69257889.64
2712006.12.21 20:00sell13613.80232.050.000.00
2722006.12.28 20:00close13613.80233.400.000.00-18192.72239696.92
2732006.12.29 00:00buy13715.00233.460.000.00
2742007.01.03 20:00close13715.00233.110.000.00-3537.77236159.15
2752007.01.04 00:00sell13829.40232.880.000.00
2762007.01.08 20:00close13829.40230.010.000.0069674.55305833.70
2772007.01.09 00:00buy13913.80230.430.000.00
2782007.01.24 08:00close13913.80238.950.000.00103307.42409141.12
2792007.01.24 20:00sell14011.40237.830.000.00
2802007.01.25 16:00close14011.40238.500.000.00-7320.28401820.84
2812007.01.26 20:00buy14112.60238.160.000.00
2822007.01.31 12:00close14112.60237.430.000.00-7011.45394809.39
2832007.01.31 16:00sell14213.80237.390.000.00
2842007.02.02 16:00close14213.80238.770.000.00-17479.99377329.40
2852007.02.05 12:00sell14315.00236.260.000.00
2862007.02.07 08:00close14315.00237.220.000.00-12916.63364412.78
2872007.02.07 12:00buy14429.40237.860.000.00
2882007.02.08 20:00close14429.40237.030.000.00-18840.43345572.35
2892007.02.09 00:00sell14531.80237.270.000.00
2902007.02.12 08:00close14531.80238.510.000.00-34079.36311492.99
2912007.02.12 16:00sell14634.20237.010.000.00
2922007.02.14 16:00close14634.20237.150.000.00-5791.87305701.12
2932007.02.14 20:00buy14736.60236.920.000.00
2942007.02.15 12:00close14736.60235.010.000.00-56805.79248895.33
2952007.02.15 16:00sell14839.00234.780.000.00
2962007.02.20 08:00close14839.00234.230.000.0015097.19263992.52
2972007.02.20 12:00buy14934.20234.120.000.00
2982007.02.26 16:00close14934.20236.350.000.0068417.08332409.60
2992007.02.27 08:00sell15029.40235.660.000.00
3002007.03.05 16:00close15029.40223.130.000.00306245.85638655.46
3012007.03.06 08:00buy15113.80223.960.000.00
3022007.03.08 00:00close15113.80223.280.000.00-6823.21631832.25
3032007.03.08 08:00buy15215.00225.480.000.00
3042007.03.12 16:00close15215.00226.870.000.0018188.22650020.47
3052007.03.12 20:00sell15312.60227.150.000.00
3062007.03.14 16:00close15312.60225.250.000.0019551.70669572.17
3072007.03.14 20:00buy15410.20225.890.000.00
3082007.03.19 00:00close15410.20225.630.000.00-1226.68668345.49
3092007.03.19 08:00buy15511.40227.460.000.00
3102007.03.28 04:00close15511.40230.800.000.0034163.03702508.52
3112007.03.28 08:00sell1566.00230.400.000.00
3122007.03.29 08:00close1566.00230.740.000.00-2182.31700326.21
3132007.03.29 12:00buy15710.20230.820.000.00
3142007.03.30 23:59close at stop15710.20231.830.000.008895.16709221.37