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; AutoMM=false; lotstep=4; lotinc=0.1; kv=0.8;
Bars in test4345Ticks modelled8091847Modelling quality90.00%
Initial deposit100000.00
Total net profit106021.48Gross profit377728.74Gross loss-271707.26
Profit factor1.39Expected payoff675.30
Absolute drawdown9832.66Maximal drawdown35051.99 (20.05%)Relative drawdown20.05% (35051.99)
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 trade31205.26loss trade-6258.05
Averageprofit trade6626.82loss trade-2717.07
Maximumconsecutive wins (profit in money)5 (44498.46)consecutive losses (loss in money)11 (-35051.99)
Maximalconsecutive profit (count of wins)44498.46 (5)consecutive loss (count of losses)-35051.99 (11)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.08.02 00:00sell13.00202.520.000.00
22004.08.05 12:00close13.00202.760.000.00-989.9999010.01
32004.08.05 16:00buy23.00203.370.000.00
42004.08.12 20:00close23.00202.050.000.00-2921.0696088.95
52004.08.13 00:00sell33.00201.960.000.00
62004.08.13 04:00close33.00203.550.000.00-4018.2092070.75
72004.08.13 08:00buy43.00203.530.000.00
82004.08.17 12:00close43.00202.730.000.00-1903.4190167.34
92004.08.17 16:00sell53.00202.250.000.00
102004.08.25 12:00close53.00197.930.000.0010303.87100471.21
112004.08.26 08:00buy63.00198.150.000.00
122004.08.26 16:00close63.00196.600.000.00-3917.7496553.47
132004.08.30 20:00buy73.00197.580.000.00
142004.09.01 20:00close73.00196.100.000.00-3622.2092931.27
152004.09.02 00:00sell83.00196.270.000.00
162004.09.08 20:00close83.00195.400.000.001891.8694823.13
172004.09.09 00:00buy93.00195.400.000.00
182004.09.15 08:00close93.00196.670.000.003447.3998270.53
192004.09.15 12:00sell103.00195.920.000.00
202004.09.17 00:00close103.00196.530.000.00-1848.3496422.19
212004.09.17 08:00buy113.00196.600.000.00
222004.09.20 12:00close113.00196.090.000.00-1229.7395192.46
232004.09.20 16:00sell123.00196.050.000.00
242004.09.21 20:00close123.00197.370.000.00-3412.5791779.89
252004.09.22 12:00buy133.00197.630.000.00
262004.09.29 12:00close133.00200.840.000.008528.94100308.83
272004.09.29 16:00sell143.00199.790.000.00
282004.10.18 00:00close143.00197.050.000.005467.31105776.14
292004.10.18 04:00buy153.00197.100.000.00
302004.10.19 12:00close153.00195.550.000.00-3858.40101917.73
312004.10.19 16:00sell163.00195.550.000.00
322004.10.20 20:00close163.00196.870.000.00-3412.5498505.19
332004.10.21 00:00buy173.00196.790.000.00
342004.10.27 20:00close173.00195.240.000.00-3680.7494824.46
352004.10.28 00:00sell183.00194.670.000.00
362004.11.01 08:00close183.00195.110.000.00-1265.4493559.02
372004.11.01 12:00buy193.00195.060.000.00
382004.11.11 16:00close193.00196.610.000.004630.1398189.15
392004.11.11 20:00sell203.00196.470.000.00
402004.11.23 12:00close203.00192.670.000.008837.15107026.29
412004.11.23 16:00buy213.00193.070.000.00
422004.12.09 12:00close213.00199.870.000.0018257.13125283.43
432004.12.10 12:00buy223.00201.840.000.00
442004.12.15 12:00close223.00201.890.000.00304.40125587.82
452004.12.16 20:00sell233.00202.240.000.00
462005.01.05 04:00close233.00196.760.000.0012469.65138057.48
472005.01.05 08:00buy243.00196.570.000.00
482005.01.10 16:00close243.00195.490.000.00-2433.32135624.15
492005.01.10 20:00sell253.00195.160.000.00
502005.01.18 12:00close253.00192.260.000.006715.95142340.10
512005.01.19 12:00buy263.00192.750.000.00
522005.02.04 16:00close263.00195.080.000.006957.78149297.88
532005.02.04 20:00sell273.00194.810.000.00
542005.02.08 12:00close273.00195.880.000.00-2857.70146440.18
552005.02.08 16:00buy283.00196.400.000.00
562005.02.22 12:00close283.00198.520.000.006189.63152629.81
572005.02.22 16:00sell293.00198.420.000.00
582005.02.23 04:00close293.00199.910.000.00-3842.47148787.35
592005.02.23 08:00buy303.00199.880.000.00
602005.02.28 16:00close303.00200.390.000.001585.88150373.22
612005.03.01 12:00sell313.00200.230.000.00
622005.03.07 00:00close313.00201.490.000.00-3644.63146728.60
632005.03.07 04:00buy323.00201.450.000.00
642005.03.09 12:00close323.00200.240.000.00-2939.96143788.64
652005.03.09 16:00sell333.00199.750.000.00
662005.03.14 12:00close333.00201.220.000.00-4098.71139689.93
672005.03.14 20:00buy343.00201.130.000.00
682005.03.15 20:00close343.00199.900.000.00-3049.85136640.08
692005.03.16 00:00sell353.00199.930.000.00
702005.03.17 16:00close353.00201.280.000.00-3642.02132998.06
712005.03.17 20:00buy363.00201.220.000.00
722005.03.21 16:00close363.00200.000.000.00-2965.30130032.76
732005.03.21 20:00sell373.00199.390.000.00
742005.03.28 08:00close373.00199.240.000.00-157.74129875.03
752005.03.28 20:00buy383.00200.210.000.00
762005.04.08 04:00close383.00202.840.000.007419.45137294.48
772005.04.11 04:00buy393.00204.130.000.00
782005.04.13 12:00close393.00203.060.000.00-2586.07134708.41
792005.04.13 16:00sell403.00203.160.000.00
802005.04.18 16:00close403.00204.550.000.00-3896.47130811.95
812005.04.18 20:00buy413.00204.620.000.00
822005.04.21 20:00close413.00203.860.000.00-1624.48129187.46
832005.04.22 00:00sell423.00203.980.000.00
842005.05.20 12:00close423.00197.640.000.0013876.27143063.73
852005.05.23 00:00buy433.00197.540.000.00
862005.05.25 04:00close433.00196.280.000.00-3066.32139997.41
872005.05.27 00:00sell443.00196.490.000.00
882005.06.07 20:00close443.00195.660.000.001407.35141404.76
892005.06.08 00:00buy453.00195.660.000.00
902005.06.21 16:00close453.00198.040.000.006787.04148191.80
912005.06.21 20:00sell463.00197.880.000.00
922005.06.27 00:00close463.00199.180.000.00-3745.39144446.42
932005.06.27 04:00buy473.00199.360.000.00
942005.06.30 12:00close473.00198.560.000.00-1725.37142721.05
952005.06.30 16:00sell483.00198.680.000.00
962005.07.11 20:00close483.00196.640.000.004465.24147186.28
972005.07.12 00:00buy493.00196.380.000.00
982005.07.18 12:00close493.00196.110.000.00-326.42146859.87
992005.07.18 16:00sell503.00195.720.000.00
1002005.07.22 12:00close503.00194.690.000.002142.88149002.75
1012005.07.22 20:00sell513.00193.150.000.00
1022005.07.25 20:00close513.00194.600.000.00-3741.08145261.67
1032005.07.26 00:00buy523.00194.720.000.00
1042005.08.10 16:00close523.00198.800.000.0011201.75156463.42
1052005.08.10 20:00sell533.00198.310.000.00
1062005.08.18 04:00close533.00198.950.000.00-2384.14154079.27
1072005.08.18 08:00buy543.00198.860.000.00
1082005.08.22 12:00close543.00196.820.000.00-5037.17149042.11
1092005.08.24 04:00buy553.00198.480.000.00
1102005.09.09 20:00close553.00201.920.000.009762.22158804.33
1112005.09.12 00:00sell563.00201.020.000.00
1122005.09.13 12:00close563.00201.900.000.00-2300.43156503.90
1132005.09.13 16:00buy573.00201.960.000.00
1142005.09.15 12:00close573.00199.390.000.00-6258.05150245.85
1152005.09.15 16:00sell583.00199.260.000.00
1162005.09.16 12:00close583.00200.580.000.00-3412.29146833.56
1172005.09.16 20:00buy593.00201.120.000.00
1182005.09.22 12:00close593.00200.540.000.00-1109.76145723.81
1192005.09.22 16:00sell603.00200.080.000.00
1202005.09.27 20:00close603.00200.320.000.00-836.47144887.34
1212005.09.30 08:00sell613.00198.940.000.00
1222005.09.30 20:00close613.00200.330.000.00-3512.17141375.17
1232005.10.03 00:00buy623.00200.020.000.00
1242005.10.07 12:00close623.00200.420.000.001366.85142742.02
1252005.10.07 16:00sell633.00200.300.000.00
1262005.10.13 16:00close633.00200.780.000.00-1672.97141069.06
1272005.10.13 20:00buy643.00201.200.000.00
1282005.10.24 16:00close643.00203.780.000.007053.56148122.62
1292005.10.25 20:00buy653.00205.110.000.00
1302005.11.07 04:00close653.00206.180.000.003475.17151597.79
1312005.11.07 08:00sell663.00206.350.000.00
1322005.11.10 12:00close663.00205.590.000.001536.89153134.69
1332005.11.10 16:00buy673.00206.020.000.00
1342005.11.16 16:00close673.00204.850.000.00-2719.45150415.24
1352005.11.16 20:00sell683.00204.470.000.00
1362005.11.25 04:00close683.00205.410.000.00-3218.73147196.51
1372005.11.25 08:00buy693.00205.220.000.00
1382005.12.07 16:00close693.00209.310.000.0010929.46158125.96
1392005.12.08 08:00sell703.00209.320.000.00
1402005.12.08 20:00close703.00210.670.000.00-3411.08154714.88
1412005.12.09 04:00buy713.00211.140.000.00
1422005.12.14 04:00close713.00210.700.000.00-933.95153780.93
1432005.12.14 08:00sell723.00210.520.000.00
1442005.12.15 00:00close723.00208.450.000.005000.30158781.23
1452005.12.15 16:00sell733.00205.310.000.00
1462005.12.19 08:00close733.00206.420.000.00-2957.83155823.40
1472005.12.20 12:00buy743.00205.820.000.00
1482005.12.21 20:00close743.00204.240.000.00-3933.22151890.18
1492005.12.22 20:00sell753.00202.630.000.00
1502005.12.27 08:00close753.00202.880.000.00-861.71151028.47
1512005.12.27 12:00buy763.00203.170.000.00
1522005.12.28 20:00close763.00202.110.000.00-2619.23148409.24
1532005.12.29 00:00sell773.00202.310.000.00
1542006.01.04 12:00close773.00204.210.000.00-5107.16143302.08
1552006.01.04 16:00buy783.00204.210.000.00
1562006.01.06 16:00close783.00202.660.000.00-3679.42139622.66
1572006.01.06 20:00sell793.00202.400.000.00
1582006.01.13 12:00close793.00202.370.000.00-461.05139161.62
1592006.01.13 16:00buy803.00202.740.000.00
1602006.01.19 12:00close803.00202.290.000.00-781.12138380.50
1612006.01.19 16:00sell813.00202.180.000.00
1622006.01.20 20:00close813.00203.980.000.00-4624.46133756.04
1632006.01.23 00:00buy823.00204.040.000.00
1642006.02.03 20:00close823.00209.500.000.0014568.54148324.59
1652006.02.06 00:00sell833.00209.510.000.00
1662006.02.09 08:00close833.00206.990.000.005983.40154307.99
1672006.02.09 20:00buy843.00206.780.000.00
1682006.02.10 12:00close843.00205.520.000.00-3124.62151183.37
1692006.02.14 08:00sell853.00204.340.000.00
1702006.02.15 20:00close853.00205.270.000.00-2426.39148756.98
1712006.02.16 00:00buy863.00205.150.000.00
1722006.02.23 04:00close863.00206.150.000.002942.30151699.28
1732006.02.23 08:00sell873.00205.010.000.00
1742006.02.28 20:00close873.00203.430.000.003761.84155461.12
1752006.03.01 00:00buy883.00203.050.000.00
1762006.03.02 16:00close883.00202.690.000.00-731.70154729.42
1772006.03.03 12:00buy893.00204.170.000.00
1782006.03.07 16:00close893.00204.240.000.00295.57155024.99
1792006.03.08 04:00sell903.00204.210.000.00
1802006.03.10 00:00close903.00205.240.000.00-2909.05152115.94
1812006.03.10 04:00buy913.00205.880.000.00
1822006.03.17 12:00close913.00204.210.000.00-3804.66148311.28
1832006.03.17 16:00sell923.00203.780.000.00
1842006.03.22 04:00close923.00204.960.000.00-3211.37145099.91
1852006.03.22 08:00buy933.00204.780.000.00
1862006.03.27 04:00close933.00203.750.000.00-2306.53142793.38
1872006.03.27 08:00sell943.00203.710.000.00
1882006.03.28 20:00close943.00205.140.000.00-3690.22139103.16
1892006.03.29 00:00buy953.00205.590.000.00
1902006.03.29 20:00close953.00204.030.000.00-3942.71135160.45
1912006.03.30 00:00sell963.00204.220.000.00
1922006.04.04 12:00close963.00205.380.000.00-3161.35131999.10
1932006.04.04 16:00buy973.00206.160.000.00
1942006.04.20 16:00close973.00209.080.000.008447.36140446.47
1952006.04.20 20:00sell983.00209.200.000.00
1962006.04.28 04:00close983.00205.840.000.007876.33148322.79
1972006.04.28 08:00buy993.00205.650.000.00
1982006.05.05 20:00close993.00209.000.000.008881.37157204.16
1992006.05.08 00:00sell1003.00208.500.000.00
2002006.05.11 12:00close1003.00207.470.000.002219.08159423.25
2012006.05.11 16:00buy1013.00207.830.000.00
2022006.05.15 12:00close1013.00207.120.000.00-1675.64157747.61
2032006.05.17 00:00sell1023.00207.110.000.00
2042006.05.17 20:00close1023.00208.190.000.00-2728.89155018.72
2052006.05.18 00:00buy1033.00209.050.000.00
2062006.05.25 16:00close1033.00209.500.000.001552.57156571.29
2072006.05.25 20:00sell1043.00209.190.000.00
2082006.05.30 12:00close1043.00210.220.000.00-2832.61153738.68
2092006.05.30 16:00buy1053.00210.780.000.00
2102006.06.05 20:00close1053.00209.800.000.00-2120.61151618.07
2112006.06.06 00:00sell1063.00210.020.000.00
2122006.06.13 16:00close1063.00211.370.000.00-3947.91147670.17
2132006.06.13 20:00buy1073.00211.430.000.00
2142006.06.20 16:00close1073.00211.710.000.001122.98148793.15
2152006.06.20 20:00sell1083.00211.540.000.00
2162006.06.30 20:00close1083.00211.340.000.00-414.93148378.22
2172006.07.03 00:00buy1093.00211.270.000.00
2182006.07.10 04:00close1093.00210.680.000.00-1075.72147302.50
2192006.07.10 08:00sell1103.00210.210.000.00
2202006.07.12 04:00close1103.00211.100.000.00-2402.14144900.36
2212006.07.12 08:00buy1113.00211.060.000.00
2222006.07.26 12:00close1113.00215.010.000.0010812.99155713.35
2232006.07.27 08:00sell1123.00215.550.000.00
2242006.08.01 16:00close1123.00214.760.000.001766.07157479.42
2252006.08.01 20:00buy1133.00215.120.000.00
2262006.08.10 16:00close1133.00218.560.000.009346.14166825.56
2272006.08.10 20:00sell1143.00218.410.000.00
2282006.08.11 12:00close1143.00219.900.000.00-3841.51162984.05
2292006.08.11 16:00buy1153.00219.810.000.00
2302006.08.17 12:00close1153.00218.700.000.00-2449.15160534.91
2312006.08.17 16:00sell1163.00218.790.000.00
2322006.08.21 12:00close1163.00219.040.000.00-785.07159749.84
2332006.08.21 16:00buy1173.00219.420.000.00
2342006.09.04 12:00close1173.00221.180.000.005278.50165028.34
2352006.09.04 16:00sell1183.00220.920.000.00
2362006.09.11 12:00close1183.00219.050.000.004188.15169216.49
2372006.09.11 16:00buy1193.00218.770.000.00
2382006.09.26 12:00close1193.00220.640.000.005615.83174832.32
2392006.09.27 00:00buy1203.00221.850.000.00
2402006.09.29 12:00close1203.00220.530.000.00-3098.50171733.82
2412006.09.29 16:00sell1213.00220.250.000.00
2422006.10.02 16:00close1213.00221.830.000.00-4068.95167664.87
2432006.10.02 20:00buy1223.00222.020.000.00
2442006.10.05 16:00close1223.00220.520.000.00-3494.07164170.80
2452006.10.06 16:00buy1233.00222.530.000.00
2462006.10.11 08:00close1233.00221.770.000.00-1742.63162428.17
2472006.10.11 12:00sell1243.00221.880.000.00
2482006.10.20 16:00close1243.00223.010.000.00-3698.78158729.39
2492006.10.20 20:00buy1253.00223.580.000.00
2502006.10.30 04:00close1253.00222.570.000.00-2077.74156651.64
2512006.10.30 08:00sell1263.00222.740.000.00
2522006.11.03 16:00close1263.00224.280.000.00-4351.64152300.01
2532006.11.03 20:00buy1273.00224.570.000.00
2542006.11.14 12:00close1273.00223.580.000.00-1968.07150331.94
2552006.11.14 16:00sell1283.00222.830.000.00
2562006.11.20 16:00close1283.00224.060.000.00-3568.29146763.65
2572006.11.20 20:00buy1293.00224.020.000.00
2582006.11.23 12:00close1293.00222.580.000.00-3342.76143420.89
2592006.11.23 16:00sell1303.00222.520.000.00
2602006.11.27 00:00close1303.00223.900.000.00-3640.56139780.33
2612006.11.27 04:00buy1313.00224.380.000.00
2622006.12.05 12:00close1313.00226.490.000.005807.05145587.38
2632006.12.05 16:00sell1323.00226.630.000.00
2642006.12.08 20:00close1323.00227.410.000.00-2354.64143232.74
2652006.12.11 00:00buy1333.00227.300.000.00
2662006.12.18 12:00close1333.00229.910.000.007011.80150244.54
2672006.12.18 16:00sell1343.00229.920.000.00
2682006.12.19 12:00close1343.00231.720.000.00-4625.22145619.32
2692006.12.19 16:00buy1353.00231.690.000.00
2702006.12.21 16:00close1353.00231.790.000.00490.05146109.38
2712006.12.21 20:00sell1363.00232.050.000.00
2722006.12.28 20:00close1363.00233.400.000.00-3948.21142161.17
2732006.12.29 00:00buy1373.00233.460.000.00
2742007.01.03 20:00close1373.00233.110.000.00-706.56141454.61
2752007.01.04 00:00sell1383.00232.880.000.00
2762007.01.08 20:00close1383.00230.010.000.007099.61148554.22
2772007.01.09 00:00buy1393.00230.430.000.00
2782007.01.24 08:00close1393.00238.950.000.0022423.32170977.53
2792007.01.24 20:00sell1403.00237.830.000.00
2802007.01.25 16:00close1403.00238.500.000.00-1923.13169054.41
2812007.01.26 20:00buy1413.00238.160.000.00
2822007.01.31 12:00close1413.00237.430.000.00-1667.17167387.23
2832007.01.31 16:00sell1423.00237.390.000.00
2842007.02.02 16:00close1423.00238.770.000.00-3794.27163592.97
2852007.02.05 12:00sell1433.00236.260.000.00
2862007.02.07 08:00close1433.00237.220.000.00-2579.49161013.48
2872007.02.07 12:00buy1443.00237.860.000.00
2882007.02.08 20:00close1443.00237.030.000.00-1919.90159093.57
2892007.02.09 00:00sell1453.00237.270.000.00
2902007.02.12 08:00close1453.00238.510.000.00-3210.35155883.23
2912007.02.12 16:00sell1463.00237.010.000.00
2922007.02.14 16:00close1463.00237.150.000.00-507.19155376.04
2932007.02.14 20:00buy1473.00236.920.000.00
2942007.02.15 12:00close1473.00235.010.000.00-4649.71150726.32
2952007.02.15 16:00sell1483.00234.780.000.00
2962007.02.20 08:00close1483.00234.230.000.001159.88151886.21
2972007.02.20 12:00buy1493.00234.120.000.00
2982007.02.26 16:00close1493.00236.350.000.005992.56157878.77
2992007.02.27 08:00sell1503.00235.660.000.00
3002007.03.05 16:00close1503.00223.130.000.0031205.26189084.03
3012007.03.06 08:00buy1513.00223.960.000.00
3022007.03.08 00:00close1513.00223.280.000.00-1481.41187602.63
3032007.03.08 08:00buy1523.00225.480.000.00
3042007.03.12 16:00close1523.00226.870.000.003632.03191234.66
3052007.03.12 20:00sell1533.00227.150.000.00
3062007.03.14 16:00close1533.00225.250.000.004648.23195882.89
3072007.03.14 20:00buy1543.00225.890.000.00
3082007.03.19 00:00close1543.00225.630.000.00-360.50195522.39
3092007.03.19 08:00buy1553.00227.460.000.00
3102007.03.28 04:00close1553.00230.800.000.008976.18204498.57
3112007.03.28 08:00sell1563.00230.400.000.00
3122007.03.29 08:00close1563.00230.740.000.00-1089.30203409.27
3132007.03.29 12:00buy1573.00230.820.000.00
3142007.03.30 23:59close at stop1573.00231.830.000.002612.21206021.48