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=false; lotstep=4; lotinc=0.6; kv=0.8;
Bars in test4345Ticks modelled8091847Modelling quality90.00%
Initial deposit100000.00
Total net profit273466.41Gross profit750224.20Gross loss-476757.79
Profit factor1.57Expected payoff1741.82
Absolute drawdown13191.63Maximal drawdown70463.34 (28.94%)Relative drawdown28.94% (70463.34)
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 trade100041.47loss trade-17699.81
Averageprofit trade13161.83loss trade-4767.58
Maximumconsecutive wins (profit in money)5 (51830.90)consecutive losses (loss in money)11 (-70463.34)
Maximalconsecutive profit (count of wins)126302.60 (3)consecutive loss (count of losses)-70463.34 (11)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.08.02 00:00sell13.00202.520.000.00
22004.08.05 12:00close13.00202.760.000.00-992.0899007.92
32004.08.05 16:00buy23.60203.370.000.00
42004.08.12 20:00close23.60202.050.000.00-3511.8795496.06
52004.08.13 00:00sell34.20201.960.000.00
62004.08.13 04:00close34.20203.550.000.00-5636.3989859.67
72004.08.13 08:00buy44.80203.530.000.00
82004.08.17 12:00close44.80202.730.000.00-3051.2986808.37
92004.08.17 16:00sell55.40202.250.000.00
102004.08.25 12:00close55.40197.930.000.0018582.47105390.84
112004.08.26 08:00buy64.20198.150.000.00
122004.08.26 16:00close64.20196.600.000.00-5495.4999895.35
132004.08.30 20:00buy74.80197.580.000.00
142004.09.01 20:00close74.80196.100.000.00-5806.6894088.67
152004.09.02 00:00sell85.40196.270.000.00
162004.09.08 20:00close85.40195.400.000.003411.7297500.38
172004.09.09 00:00buy94.20195.400.000.00
182004.09.15 08:00close94.20196.670.000.004835.86102336.24
192004.09.15 12:00sell103.00195.920.000.00
202004.09.17 00:00close103.00196.530.000.00-1852.06100484.19
212004.09.17 08:00buy113.60196.600.000.00
222004.09.20 12:00close113.60196.090.000.00-1478.5199005.68
232004.09.20 16:00sell124.20196.050.000.00
242004.09.21 20:00close124.20197.370.000.00-4786.9394218.75
252004.09.22 12:00buy134.80197.630.000.00
262004.09.29 12:00close134.80200.840.000.0013673.08107891.83
272004.09.29 16:00sell143.60199.790.000.00
282004.10.18 00:00close143.60197.050.000.006572.75114464.58
292004.10.18 04:00buy153.00197.100.000.00
302004.10.19 12:00close153.00195.550.000.00-3865.87110598.70
312004.10.19 16:00sell163.60195.550.000.00
322004.10.20 20:00close163.60196.870.000.00-4103.04106495.67
332004.10.21 00:00buy174.20196.790.000.00
342004.10.27 20:00close174.20195.240.000.00-5162.43101333.24
352004.10.28 00:00sell184.80194.670.000.00
362004.11.01 08:00close184.80195.110.000.00-2028.5999304.65
372004.11.01 12:00buy195.40195.060.000.00
382004.11.11 16:00close195.40196.610.000.008350.38107655.02
392004.11.11 20:00sell204.20196.470.000.00
402004.11.23 12:00close204.20192.670.000.0012394.43120049.45
412004.11.23 16:00buy213.00193.070.000.00
422004.12.09 12:00close213.00199.870.000.0018290.13138339.58
432004.12.10 12:00buy223.00201.840.000.00
442004.12.15 12:00close223.00201.890.000.00305.04138644.62
452004.12.16 20:00sell233.00202.240.000.00
462005.01.05 04:00close233.00196.760.000.0012490.92151135.55
472005.01.05 08:00buy243.00196.570.000.00
482005.01.10 16:00close243.00195.490.000.00-2437.46148698.09
492005.01.10 20:00sell253.60195.160.000.00
502005.01.18 12:00close253.60192.260.000.008072.96156771.05
512005.01.19 12:00buy263.00192.750.000.00
522005.02.04 16:00close263.00195.080.000.006970.77163741.82
532005.02.04 20:00sell273.00194.810.000.00
542005.02.08 12:00close273.00195.880.000.00-2862.85160878.97
552005.02.08 16:00buy283.60196.400.000.00
562005.02.22 12:00close283.60198.520.000.007441.33168320.30
572005.02.22 16:00sell293.00198.420.000.00
582005.02.23 04:00close293.00199.910.000.00-3849.33164470.97
592005.02.23 08:00buy303.60199.880.000.00
602005.02.28 16:00close303.60200.390.000.001906.65166377.62
612005.03.01 12:00sell313.00200.230.000.00
622005.03.07 00:00close313.00201.490.000.00-3651.37162726.25
632005.03.07 04:00buy323.60201.450.000.00
642005.03.09 12:00close323.60200.240.000.00-3534.12159192.13
652005.03.09 16:00sell334.20199.750.000.00
662005.03.14 12:00close334.20201.220.000.00-5748.68153443.45
672005.03.14 20:00buy344.80201.130.000.00
682005.03.15 20:00close344.80199.900.000.00-4888.37148555.08
692005.03.16 00:00sell355.40199.930.000.00
702005.03.17 16:00close355.40201.280.000.00-6567.50141987.59
712005.03.17 20:00buy366.00201.220.000.00
722005.03.21 16:00close366.00200.000.000.00-5940.97136046.61
732005.03.21 20:00sell376.60199.390.000.00
742005.03.28 08:00close376.60199.240.000.00-348.36135698.25
752005.03.28 20:00buy385.40200.210.000.00
762005.04.08 04:00close385.40202.840.000.0013379.54149077.80
772005.04.11 04:00buy394.20204.130.000.00
782005.04.13 12:00close394.20203.060.000.00-3626.82145450.98
792005.04.13 16:00sell404.80203.160.000.00
802005.04.18 16:00close404.80204.550.000.00-6245.77139205.21
812005.04.18 20:00buy415.40204.620.000.00
822005.04.21 20:00close415.40203.860.000.00-2928.93136276.28
832005.04.22 00:00sell426.00203.980.000.00
842005.05.20 12:00close426.00197.640.000.0027799.13164075.41
852005.05.23 00:00buy434.80197.540.000.00
862005.05.25 04:00close434.80196.280.000.00-4914.68159160.73
872005.05.27 00:00sell445.40196.490.000.00
882005.06.07 20:00close445.40195.660.000.002537.27161698.00
892005.06.08 00:00buy454.20195.660.000.00
902005.06.21 16:00close454.20198.040.000.009520.06171218.06
912005.06.21 20:00sell463.00197.880.000.00
922005.06.27 00:00close463.00199.180.000.00-3752.58167465.48
932005.06.27 04:00buy473.60199.360.000.00
942005.06.30 12:00close473.60198.560.000.00-2074.11165391.37
952005.06.30 16:00sell484.20198.680.000.00
962005.07.11 20:00close484.20196.640.000.006261.82171653.19
972005.07.12 00:00buy493.00196.380.000.00
982005.07.18 12:00close493.00196.110.000.00-326.83171326.36
992005.07.18 16:00sell503.60195.720.000.00
1002005.07.22 12:00close503.60194.690.000.002575.95173902.30
1012005.07.22 20:00sell513.00193.150.000.00
1022005.07.25 20:00close513.00194.600.000.00-3748.07170154.23
1032005.07.26 00:00buy523.60194.720.000.00
1042005.08.10 16:00close523.60198.800.000.0013468.65183622.88
1052005.08.10 20:00sell533.00198.310.000.00
1062005.08.18 04:00close533.00198.950.000.00-2389.11181233.77
1072005.08.18 08:00buy543.60198.860.000.00
1082005.08.22 12:00close543.60196.820.000.00-6056.29175177.49
1092005.08.24 04:00buy554.20198.480.000.00
1102005.09.09 20:00close554.20201.920.000.0013694.30188871.79
1112005.09.12 00:00sell563.00201.020.000.00
1122005.09.13 12:00close563.00201.900.000.00-2304.93186566.86
1132005.09.13 16:00buy573.60201.960.000.00
1142005.09.15 12:00close573.60199.390.000.00-7524.11179042.75
1152005.09.15 16:00sell584.20199.260.000.00
1162005.09.16 12:00close584.20200.580.000.00-4786.53174256.22
1172005.09.16 20:00buy594.80201.120.000.00
1182005.09.22 12:00close594.80200.540.000.00-1778.80172477.41
1192005.09.22 16:00sell605.40200.080.000.00
1202005.09.27 20:00close605.40200.320.000.00-1508.75170968.67
1212005.09.30 08:00sell616.00198.940.000.00
1222005.09.30 20:00close616.00200.330.000.00-7037.99163930.68
1232005.10.03 00:00buy626.60200.020.000.00
1242005.10.07 12:00close626.60200.420.000.003013.26166943.94
1252005.10.07 16:00sell635.40200.300.000.00
1262005.10.13 16:00close635.40200.780.000.00-3017.54163926.40
1272005.10.13 20:00buy646.00201.200.000.00
1282005.10.24 16:00close646.00203.780.000.0014136.07178062.47
1292005.10.25 20:00buy654.80205.110.000.00
1302005.11.07 04:00close654.80206.180.000.005571.97183634.44
1312005.11.07 08:00sell663.60206.350.000.00
1322005.11.10 12:00close663.60205.590.000.001847.65185482.09
1332005.11.10 16:00buy673.00206.020.000.00
1342005.11.16 16:00close673.00204.850.000.00-2724.62182757.47
1352005.11.16 20:00sell683.60204.470.000.00
1362005.11.25 04:00close683.60205.410.000.00-3870.41178887.06
1372005.11.25 08:00buy694.20205.220.000.00
1382005.12.07 16:00close694.20209.310.000.0015331.30194218.36
1392005.12.08 08:00sell703.00209.320.000.00
1402005.12.08 20:00close703.00210.670.000.00-3417.70190800.66
1412005.12.09 04:00buy713.60211.140.000.00
1422005.12.14 04:00close713.60210.700.000.00-1122.83189677.83
1432005.12.14 08:00sell724.20210.520.000.00
1442005.12.15 00:00close724.20208.450.000.007013.87196691.70
1452005.12.15 16:00sell733.00205.310.000.00
1462005.12.19 08:00close733.00206.420.000.00-2963.87193727.82
1472005.12.20 12:00buy743.60205.820.000.00
1482005.12.21 20:00close743.60204.240.000.00-4729.40188998.42
1492005.12.22 20:00sell754.20202.630.000.00
1502005.12.27 08:00close754.20202.880.000.00-1208.94187789.48
1512005.12.27 12:00buy764.80203.170.000.00
1522005.12.28 20:00close764.80202.110.000.00-4199.23183590.26
1532005.12.29 00:00sell775.40202.310.000.00
1542006.01.04 12:00close775.40204.210.000.00-9211.68174378.57
1552006.01.04 16:00buy786.00204.210.000.00
1562006.01.06 16:00close786.00202.660.000.00-7373.56167005.01
1572006.01.06 20:00sell796.60202.400.000.00
1582006.01.13 12:00close796.60202.370.000.00-1016.75165988.26
1592006.01.13 16:00buy806.60202.740.000.00
1602006.01.19 12:00close806.60202.290.000.00-1721.66164266.61
1612006.01.19 16:00sell817.20202.180.000.00
1622006.01.20 20:00close817.20203.980.000.00-11121.23153145.37
1632006.01.23 00:00buy827.80204.040.000.00
1642006.02.03 20:00close827.80209.500.000.0037955.64191101.02
1652006.02.06 00:00sell836.60209.510.000.00
1662006.02.09 08:00close836.60206.990.000.0013189.86204290.88
1672006.02.09 20:00buy845.40206.780.000.00
1682006.02.10 12:00close845.40205.520.000.00-5635.67198655.21
1692006.02.14 08:00sell856.00204.340.000.00
1702006.02.15 20:00close856.00205.270.000.00-4862.66193792.54
1712006.02.16 00:00buy866.60205.150.000.00
1722006.02.23 04:00close866.60206.150.000.006486.49200279.03
1732006.02.23 08:00sell875.40205.010.000.00
1742006.02.28 20:00close875.40203.430.000.006784.89207063.93
1752006.03.01 00:00buy884.20203.050.000.00
1762006.03.02 16:00close884.20202.690.000.00-1026.38206037.55
1772006.03.03 12:00buy894.80204.170.000.00
1782006.03.07 16:00close894.80204.240.000.00473.94206511.49
1792006.03.08 04:00sell904.80204.210.000.00
1802006.03.10 00:00close904.80205.240.000.00-4664.08201847.41
1812006.03.10 04:00buy915.40205.880.000.00
1822006.03.17 12:00close915.40204.210.000.00-6862.01194985.39
1832006.03.17 16:00sell926.00203.780.000.00
1842006.03.22 04:00close926.00204.960.000.00-6435.89188549.51
1852006.03.22 08:00buy936.60204.780.000.00
1862006.03.27 04:00close936.60203.750.000.00-5083.44183466.07
1872006.03.27 08:00sell947.20203.710.000.00
1882006.03.28 20:00close947.20205.140.000.00-8873.06174593.01
1892006.03.29 00:00buy957.80205.590.000.00
1902006.03.29 20:00close957.80204.030.000.00-10270.09164322.92
1912006.03.30 00:00sell968.40204.220.000.00
1922006.04.04 12:00close968.40205.380.000.00-8868.55155454.37
1932006.04.04 16:00buy979.00206.160.000.00
1942006.04.20 16:00close979.00209.080.000.0025392.66180847.03
1952006.04.20 20:00sell987.80209.200.000.00
1962006.04.28 04:00close987.80205.840.000.0020517.52201364.55
1972006.04.28 08:00buy996.60205.650.000.00
1982006.05.05 20:00close996.60209.000.000.0019577.34220941.89
1992006.05.08 00:00sell1005.40208.500.000.00
2002006.05.11 12:00close1005.40207.470.000.004001.81224943.70
2012006.05.11 16:00buy1014.20207.830.000.00
2022006.05.15 12:00close1014.20207.120.000.00-2350.39222593.31
2032006.05.17 00:00sell1024.80207.110.000.00
2042006.05.17 20:00close1024.80208.190.000.00-4374.71218218.60
2052006.05.18 00:00buy1035.40209.050.000.00
2062006.05.25 16:00close1035.40209.500.000.002800.36221018.96
2072006.05.25 20:00sell1044.20209.190.000.00
2082006.05.30 12:00close1044.20210.220.000.00-3973.50217045.46
2092006.05.30 16:00buy1054.80210.780.000.00
2102006.06.05 20:00close1054.80209.800.000.00-3399.30213646.15
2112006.06.06 00:00sell1065.40210.020.000.00
2122006.06.13 16:00close1065.40211.370.000.00-7120.45206525.70
2132006.06.13 20:00buy1076.00211.430.000.00
2142006.06.20 16:00close1076.00211.710.000.002250.69208776.40
2152006.06.20 20:00sell1084.80211.540.000.00
2162006.06.30 20:00close1084.80211.340.000.00-665.82208110.57
2172006.07.03 00:00buy1093.60211.270.000.00
2182006.07.10 04:00close1093.60210.680.000.00-1293.15206817.43
2192006.07.10 08:00sell1104.20210.210.000.00
2202006.07.12 04:00close1104.20211.100.000.00-3369.62203447.81
2212006.07.12 08:00buy1114.80211.060.000.00
2222006.07.26 12:00close1114.80215.010.000.0017334.96220782.76
2232006.07.27 08:00sell1123.60215.550.000.00
2242006.08.01 16:00close1123.60214.760.000.002123.28222906.05
2252006.08.01 20:00buy1133.00215.120.000.00
2262006.08.10 16:00close1133.00218.560.000.009364.57232270.62
2272006.08.10 20:00sell1143.00218.410.000.00
2282006.08.11 12:00close1143.00219.900.000.00-3849.00228421.62
2292006.08.11 16:00buy1153.60219.810.000.00
2302006.08.17 12:00close1153.60218.700.000.00-2944.50225477.12
2312006.08.17 16:00sell1164.20218.790.000.00
2322006.08.21 12:00close1164.20219.040.000.00-1101.33224375.79
2332006.08.21 16:00buy1174.80219.420.000.00
2342006.09.04 12:00close1174.80221.180.000.008462.56232838.35
2352006.09.04 16:00sell1183.60220.920.000.00
2362006.09.11 12:00close1183.60219.050.000.005035.27237873.62
2372006.09.11 16:00buy1193.00218.770.000.00
2382006.09.26 12:00close1193.00220.640.000.005627.11243500.73
2392006.09.27 00:00buy1203.00221.850.000.00
2402006.09.29 12:00close1203.00220.530.000.00-3104.41240396.31
2412006.09.29 16:00sell1213.60220.250.000.00
2422006.10.02 16:00close1213.60221.830.000.00-4892.27235504.05
2432006.10.02 20:00buy1224.20222.020.000.00
2442006.10.05 16:00close1224.20220.520.000.00-4901.03230603.02
2452006.10.06 16:00buy1234.80222.530.000.00
2462006.10.11 08:00close1234.80221.770.000.00-2793.50227809.51
2472006.10.11 12:00sell1245.40221.880.000.00
2482006.10.20 16:00close1245.40223.010.000.00-6671.39221138.13
2492006.10.20 20:00buy1256.00223.580.000.00
2502006.10.30 04:00close1256.00222.570.000.00-4163.14216974.98
2512006.10.30 08:00sell1266.60222.740.000.00
2522006.11.03 16:00close1266.60224.280.000.00-9591.89207383.09
2532006.11.03 20:00buy1277.20224.570.000.00
2542006.11.14 12:00close1277.20223.580.000.00-4731.46202651.63
2552006.11.14 16:00sell1287.80222.830.000.00
2562006.11.20 16:00close1287.80224.060.000.00-9295.39193356.24
2572006.11.20 20:00buy1298.40224.020.000.00
2582006.11.23 12:00close1298.40222.580.000.00-9376.68183979.56
2592006.11.23 16:00sell1309.00222.520.000.00
2602006.11.27 00:00close1309.00223.900.000.00-10942.18173037.38
2612006.11.27 04:00buy1319.60224.380.000.00
2622006.12.05 12:00close1319.60226.490.000.0018619.26191656.65
2632006.12.05 16:00sell1328.40226.630.000.00
2642006.12.08 20:00close1328.40227.410.000.00-6605.33185051.32
2652006.12.11 00:00buy1339.00227.300.000.00
2662006.12.18 12:00close1339.00229.910.000.0021075.13206126.45
2672006.12.18 16:00sell1347.80229.920.000.00
2682006.12.19 12:00close1347.80231.720.000.00-12048.00194078.45
2692006.12.19 16:00buy1358.40231.690.000.00
2702006.12.21 16:00close1358.40231.790.000.001375.03195453.48
2712006.12.21 20:00sell1368.40232.050.000.00
2722006.12.28 20:00close1368.40233.400.000.00-11076.26184377.22
2732006.12.29 00:00buy1379.00233.460.000.00
2742007.01.03 20:00close1379.00233.110.000.00-2123.34182253.88
2752007.01.04 00:00sell1389.60232.880.000.00
2762007.01.08 20:00close1389.60230.010.000.0022758.71205012.59
2772007.01.09 00:00buy1398.40230.430.000.00
2782007.01.24 08:00close1398.40238.950.000.0062903.17267915.76
2792007.01.24 20:00sell1407.20237.830.000.00
2802007.01.25 16:00close1407.20238.500.000.00-4624.36263291.40
2812007.01.26 20:00buy1417.80238.160.000.00
2822007.01.31 12:00close1417.80237.430.000.00-4342.05258949.34
2832007.01.31 16:00sell1428.40237.390.000.00
2842007.02.02 16:00close1428.40238.770.000.00-10644.12248305.22
2852007.02.05 12:00sell1439.00236.260.000.00
2862007.02.07 08:00close1439.00237.220.000.00-7753.06240552.16
2872007.02.07 12:00buy1449.60237.860.000.00
2882007.02.08 20:00close1449.60237.030.000.00-6154.24234397.92
2892007.02.09 00:00sell14510.20237.270.000.00
2902007.02.12 08:00close14510.20238.510.000.00-10934.71223463.21
2912007.02.12 16:00sell14610.80237.010.000.00
2922007.02.14 16:00close14610.80237.150.000.00-1829.44221633.76
2932007.02.14 20:00buy14711.40236.920.000.00
2942007.02.15 12:00close14711.40235.010.000.00-17699.81203933.96
2952007.02.15 16:00sell14812.00234.780.000.00
2962007.02.20 08:00close14812.00234.230.000.004647.16208581.12
2972007.02.20 12:00buy14910.80234.120.000.00
2982007.02.26 16:00close14910.80236.350.000.0021613.98230195.09
2992007.02.27 08:00sell1509.60235.660.000.00
3002007.03.05 16:00close1509.60223.130.000.00100041.47330236.56
3012007.03.06 08:00buy1518.40223.960.000.00
3022007.03.08 00:00close1518.40223.280.000.00-4155.29326081.27
3032007.03.08 08:00buy1529.00225.480.000.00
3042007.03.12 16:00close1529.00226.870.000.0010916.50336997.77
3052007.03.12 20:00sell1537.80227.150.000.00
3062007.03.14 16:00close1537.80225.250.000.0012106.60349104.37
3072007.03.14 20:00buy1546.60225.890.000.00
3082007.03.19 00:00close1546.60225.630.000.00-794.11348310.26
3092007.03.19 08:00buy1557.20227.460.000.00
3102007.03.28 04:00close1557.20230.800.000.0021581.79369892.05
3112007.03.28 08:00sell1566.00230.400.000.00
3122007.03.29 08:00close1566.00230.740.000.00-2182.75367709.30
3132007.03.29 12:00buy1576.60230.820.000.00
3142007.03.30 23:59close at stop1576.60231.830.000.005757.11373466.41