Strategy Tester Report
VP-S&F-MAcross

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period5 Minutes (M5) 2004.06.16 09:10 - 2006.09.15 22:35
ModelOpen prices only (fastest method to analyze the bar just completed)
ParametersStartSessionTime="23:00"; EndSessionTime="22:00"; Lots=1; UseServerTime=true; DeleteVPFileWhenRead=false; Adjust=0; StopLoss=120; TakeProfit=400; uniqueMagic=20060818; TimeNow=0;
Bars in test164786Ticks modelled329472Modelling qualityn/a
Initial deposit10000.00
Total net profit22677.23Gross profit62486.48Gross loss-39809.25
Profit factor1.57Expected payoff314.96
Absolute drawdown2542.50Maximal drawdown9826.99 (29.51%)Relative drawdown32.48% (3587.25)
Total trades72Short positions (won %)36 (63.89%)Long positions (won %)36 (44.44%)
Profit trades (% of total)39 (54.17%)Loss trades (% of total)33 (45.83%)
Largestprofit trade3041.26loss trade-1268.25
Averageprofit trade1602.22loss trade-1206.34
Maximumconsecutive wins (profit in money)4 (8859.74)consecutive losses (loss in money)5 (-5994.75)
Maximalconsecutive profit (count of wins)8859.74 (4)consecutive loss (count of losses)-5994.75 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.06.21 23:00sell11.001.83121.84321.7912
22004.06.22 23:00close11.001.82071.84321.79121044.7511044.75
32004.06.22 23:00buy21.001.82071.80871.8607
42004.06.29 16:10s/l21.001.80871.80871.8607-1184.259860.50
52004.07.05 23:00sell31.001.82911.84111.7891
62004.07.06 14:20s/l31.001.84111.84111.7891-1205.258655.25
72004.07.20 23:00buy41.001.85291.84091.8929
82004.07.21 12:35s/l41.001.84091.84091.8929-1197.757457.50
92004.08.09 23:00sell51.001.84151.85351.8015
102004.08.17 23:00close51.001.82861.85351.80151248.008705.50
112004.08.17 23:00buy61.001.82861.81661.8686
122004.08.19 23:00close61.001.83281.81661.8686429.009134.50
132004.08.19 23:00sell71.001.83281.84481.7928
142004.08.23 23:00close71.001.80841.84481.79282429.5011564.00
152004.08.23 23:00buy81.001.80841.79641.8484
162004.08.24 14:35s/l81.001.79641.79641.8484-1197.7510366.25
172004.09.13 23:00sell91.001.79651.80851.7565
182004.09.15 23:00close91.001.77721.80851.75651919.5012285.75
192004.09.15 23:00buy101.001.77721.76521.8172
202004.09.16 23:00close101.001.79291.76521.81721576.7413862.49
212004.09.16 23:00sell111.001.79291.80491.7529
222004.09.24 14:35s/l111.001.80491.80491.7529-1242.0012620.49
232004.10.04 23:00buy121.001.78411.77211.8241
242004.10.13 23:00close121.001.79431.77211.82411040.2513660.74
252004.10.13 23:00sell131.001.79431.80631.7543
262004.10.15 16:15s/l131.001.80631.80631.7543-1221.0012439.74
272004.12.14 23:00buy141.001.92831.91631.9683
282004.12.20 23:00close141.001.94641.91631.96831823.4914263.23
292004.12.20 23:00sell151.001.94641.95841.9064
302004.12.22 23:00close151.001.91701.95841.90642929.5017192.73
312004.12.22 23:00buy161.001.91701.90501.9570
322005.01.03 04:30s/l161.001.90501.90501.9570-1173.0016019.73
332005.01.24 23:00sell171.001.88051.89251.8405
342005.01.25 23:00close171.001.86431.89251.84051614.7517634.48
352005.01.25 23:00buy181.001.86431.85231.9043
362005.01.26 23:00close181.001.88221.85231.90431792.2519426.73
372005.01.26 23:00sell191.001.88221.89421.8422
382005.02.07 23:00close191.001.85741.89421.84222417.0021843.73
392005.02.07 23:00buy201.001.85741.84541.8974
402005.02.14 23:00close201.001.88761.84541.89743035.7424879.47
412005.02.14 23:00sell211.001.88761.89961.8476
422005.02.21 10:05s/l211.001.89961.89961.8476-1236.7523642.72
432005.03.14 23:00buy221.001.91381.90181.9538
442005.03.16 23:00close221.001.92611.90181.95381234.5024877.22
452005.03.16 23:00sell231.001.92611.93811.8861
462005.03.21 23:00close231.001.89671.93811.88612913.7527790.97
472005.03.21 23:00buy241.001.89671.88471.9367
482005.03.22 21:00s/l241.001.88471.88471.9367-1197.7526593.22
492005.04.04 23:00sell251.001.87521.88721.8352
502005.04.07 23:00close251.001.86991.88721.8352503.7427096.96
512005.04.07 23:00buy261.001.86991.85791.9099
522005.04.11 23:00close261.001.89051.85791.90992064.4829161.44
532005.04.11 23:00sell271.001.89051.90251.8505
542005.04.18 16:45s/l271.001.90251.90251.8505-1236.7527924.69
552005.04.28 23:00buy281.001.90601.89401.9460
562005.05.02 16:10s/l281.001.89401.89401.9460-1195.5026729.19
572005.05.05 23:00sell291.001.90651.91851.8665
582005.05.09 23:00close291.001.88411.91851.86652229.5028958.69
592005.05.09 23:00buy301.001.88411.87211.9241
602005.05.11 16:05s/l301.001.87211.87211.9241-1195.5027763.19
612005.06.07 23:00sell311.001.83501.84701.7950
622005.06.13 23:00close311.001.80691.84701.79502778.5030541.69
632005.06.13 23:00buy321.001.80691.79491.8469
642005.06.20 23:00close321.001.82471.79491.84691795.7432337.43
652005.06.20 23:00sell331.001.82471.83671.7847
662005.06.28 23:00close331.001.81471.83671.7847957.9933295.42
672005.06.28 23:00buy341.001.81471.80271.8547
682005.06.29 15:20s/l341.001.80271.80271.8547-1197.7532097.67
692005.07.18 23:00sell351.001.74851.76051.7085
702005.07.19 23:00close351.001.74061.76051.7085784.7632882.43
712005.07.19 23:00buy361.001.74061.72861.7806
722005.07.20 16:35s/l361.001.72861.72861.7806-1197.7531684.68
732005.07.28 23:00sell371.001.75591.76791.7159
742005.08.01 10:35s/l371.001.76791.76791.7159-1210.5030474.18
752005.08.22 23:00buy381.001.80041.78841.8404
762005.08.30 10:40s/l381.001.78841.78841.8404-1182.0029292.18
772005.08.31 23:00sell391.001.80371.81571.7637
782005.09.01 14:45s/l391.001.81571.81571.7637-1215.7528076.43
792005.09.12 23:05buy401.001.81991.80791.8599
802005.09.15 12:00s/l401.001.80791.80791.8599-1188.7526887.68
812005.10.06 23:00sell411.001.77881.79081.7388
822005.10.10 23:00close411.001.75661.79081.73882209.5029097.18
832005.10.10 23:00buy421.001.75661.74461.7966
842005.10.11 16:15s/l421.001.74461.74461.7966-1197.7527899.43
852005.10.19 23:00sell431.001.76521.77721.7252
862005.10.21 02:05s/l431.001.77721.77721.7252-1221.0026678.43
872005.11.01 23:00buy441.001.76561.75361.8056
882005.11.02 23:00close441.001.77671.75361.80561112.2527790.68
892005.11.02 23:00sell451.001.77671.78871.7367
902005.11.03 23:05close451.001.77131.78871.7367524.2528314.93
912005.11.03 23:05buy461.001.77131.75931.8113
922005.11.04 16:10s/l461.001.75931.75931.8113-1197.7527117.18
932005.11.28 23:00sell471.001.72941.74141.6894
942005.12.05 14:45s/l471.001.74141.74141.6894-1236.7525880.43
952005.12.21 23:00buy481.001.74511.73311.7851
962005.12.23 15:00s/l481.001.73311.73311.7851-1191.0024689.43
972006.01.04 23:10sell491.001.75781.76981.7178
982006.01.06 16:05s/l491.001.76981.76981.7178-1221.0023468.43
992006.01.19 23:00buy501.001.75961.74761.7996
1002006.01.23 23:00close501.001.78721.74761.79962764.5026232.93
1012006.01.23 23:00sell511.001.78721.79921.7472
1022006.02.01 23:00close511.001.77481.79921.74721192.7527425.68
1032006.02.01 23:00buy521.001.77481.76281.8148
1042006.02.03 15:20s/l521.001.76281.76281.8148-1191.0026234.68
1052006.02.21 23:00sell531.001.74581.75781.7058
1062006.02.22 23:00close531.001.74411.75781.7058164.7526399.43
1072006.02.22 23:00buy541.001.74411.73211.7841
1082006.02.23 23:00close541.001.75101.73211.7841696.7527096.18
1092006.02.23 23:00sell551.001.75101.76301.7110
1102006.03.07 23:00close551.001.73631.76301.71101417.5128513.69
1112006.03.07 23:00buy561.001.73631.72431.7763
1122006.03.10 15:30s/l561.001.72431.72431.7763-1188.7527324.94
1132006.03.15 23:00sell571.001.74811.76011.7081
1142006.03.23 23:00close571.001.73491.76011.70811267.5128592.45
1152006.03.23 23:00buy581.001.73491.72291.7749
1162006.04.04 23:00close581.001.75491.72291.77492022.5130614.96
1172006.04.04 23:00sell591.001.75491.76691.7149
1182006.04.17 14:00s/l591.001.76691.76691.7149-1268.2529346.71
1192006.05.24 23:00buy601.001.86891.85691.9089
1202006.05.26 15:55s/l601.001.85691.85691.9089-1191.0028155.71
1212006.06.05 23:00sell611.001.87221.88421.8322
1222006.06.06 23:00close611.001.86041.88421.83221174.7529330.46
1232006.06.06 23:00buy621.001.86041.84841.9004
1242006.06.08 09:25s/l621.001.84841.84841.9004-1191.0028139.46
1252006.06.21 23:00sell631.001.84511.85711.8051
1262006.06.22 23:00close631.001.82811.85711.80511684.2529823.71
1272006.06.22 23:00buy641.001.82811.81611.8681
1282006.06.23 14:20s/l641.001.81611.81611.8681-1197.7528625.96
1292006.07.03 23:00sell651.001.84221.85421.8022
1302006.07.12 23:00close651.001.83471.85421.8022702.7429328.70
1312006.07.12 23:00buy661.001.83471.82271.8747
1322006.07.13 23:00close661.001.84371.82271.8747906.7530235.45
1332006.07.13 23:00sell671.001.84371.85571.8037
1342006.07.17 23:00close671.001.81821.85571.80372539.5232774.97
1352006.07.17 23:00buy681.001.81821.80621.8582
1362006.07.20 23:00close681.001.84851.80621.85823041.2635816.23
1372006.07.20 23:00sell691.001.84851.86051.8085
1382006.07.27 10:35s/l691.001.86051.86051.8085-1236.7534579.48
1392006.08.14 23:00buy701.001.88791.87591.9279
1402006.08.28 23:00close701.001.89261.87591.9279501.5035080.98
1412006.08.28 23:00sell711.001.89261.90461.8526
1422006.08.30 12:10s/l711.001.90461.90461.8526-1210.5033870.48
1432006.09.06 23:00buy721.001.88441.87241.9244
1442006.09.07 14:50s/l721.001.87241.87241.9244-1193.2532677.23