Strategy Tester Report
VP-S&F-MAcross

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2003.12.11 21:00 - 2006.09.15 22:00
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 test17106Ticks modelled34112Modelling qualityn/a
Initial deposit10000.00
Total net profit31947.25Gross profit83890.00Gross loss-51942.75
Profit factor1.62Expected payoff363.04
Absolute drawdown5023.25Maximal drawdown9837.00 (22.24%)Relative drawdown50.23% (5023.25)
Total trades88Short positions (won %)44 (56.82%)Long positions (won %)44 (45.45%)
Profit trades (% of total)45 (51.14%)Loss trades (% of total)43 (48.86%)
Largestprofit trade4013.50loss trade-1268.25
Averageprofit trade1864.22loss trade-1207.97
Maximumconsecutive wins (profit in money)4 (8789.75)consecutive losses (loss in money)5 (-5994.75)
Maximalconsecutive profit (count of wins)8789.75 (4)consecutive loss (count of losses)-5994.75 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12003.12.18 23:00sell11.001.77381.78581.7338
22003.12.31 14:00s/l11.001.78581.78581.7338-1257.758742.25
32004.01.16 23:00buy21.001.79681.78481.8368
42004.01.19 14:00s/l21.001.78481.78481.8368-1197.757544.50
52004.01.26 23:00sell31.001.81501.82701.7750
62004.01.27 18:00s/l31.001.82701.82701.7750-1205.256339.25
72004.01.29 23:00buy41.001.81661.80461.8566
82004.02.03 23:00close41.001.83921.80461.85662266.758606.00
92004.02.03 23:00sell51.001.83921.85121.7992
102004.02.06 15:00s/l51.001.85121.85121.7992-1226.257379.75
112004.02.20 23:00buy61.001.86051.84851.9005
122004.02.23 02:00s/l61.001.84851.84851.9005-1197.756182.00
132004.03.19 23:00sell71.001.83101.84301.7910
142004.03.22 12:00s/l71.001.84301.84301.7910-1205.254976.75
152004.03.26 23:00buy81.001.81531.80331.8553
162004.04.01 16:00t/p81.001.85531.80331.85534013.508990.25
172004.04.01 23:00sell91.001.85731.86931.8173
182004.04.05 13:00t/p91.001.81731.86931.81733989.5012979.75
192004.04.12 23:00buy101.001.84011.82811.8801
202004.04.13 10:00s/l101.001.82811.82811.8801-1197.7511782.00
212004.05.04 23:00sell111.001.79711.80911.7571
222004.05.11 13:00t/p111.001.75711.80911.75713963.2515745.25
232004.05.11 23:00buy121.001.75621.74421.7962
242004.05.19 23:00close121.001.78351.74421.79622748.0018493.25
252004.05.19 23:00sell131.001.78351.79551.7435
262004.05.21 12:00s/l131.001.79551.79551.7435-1221.0017272.25
272004.06.09 23:00buy141.001.83071.81871.8707
282004.06.10 14:00s/l141.001.81871.81871.8707-1193.2516079.00
292004.06.10 23:00sell151.001.84321.85521.8032
302004.06.14 23:00close151.001.81221.85521.80323089.5019168.50
312004.06.14 23:00buy161.001.81221.80021.8522
322004.06.21 23:00close161.001.83151.80021.85221945.7521114.25
332004.06.21 23:00sell171.001.83151.84351.7915
342004.06.22 23:00close171.001.82101.84351.79151044.7522159.00
352004.06.22 23:00buy181.001.82101.80901.8610
362004.06.29 17:00s/l181.001.80901.80901.8610-1184.2520974.75
372004.07.05 23:00sell191.001.82931.84131.7893
382004.07.06 15:00s/l191.001.84131.84131.7893-1205.2519769.50
392004.07.20 23:00buy201.001.85321.84121.8932
402004.07.21 13:00s/l201.001.84121.84121.8932-1197.7518571.75
412004.08.09 23:00sell211.001.84131.85331.8013
422004.08.17 23:00close211.001.82881.85331.80131208.0019779.75
432004.08.17 23:00buy221.001.82881.81681.8688
442004.08.19 23:00close221.001.83311.81681.8688439.0020218.75
452004.08.19 23:00sell231.001.83311.84511.7931
462004.08.23 23:00close231.001.80861.84511.79312439.5022658.25
472004.08.23 23:00buy241.001.80861.79661.8486
482004.08.24 15:00s/l241.001.79661.79661.8486-1197.7521460.50
492004.09.13 23:00sell251.001.79671.80871.7567
502004.09.15 23:00close251.001.77741.80871.75671919.5023380.00
512004.09.15 23:00buy261.001.77741.76541.8174
522004.09.16 23:00close261.001.79321.76541.81741586.7524966.75
532004.09.16 23:00sell271.001.79321.80521.7532
542004.09.24 15:00s/l271.001.80521.80521.7532-1242.0023724.75
552004.10.04 23:00buy281.001.78461.77261.8246
562004.10.13 23:00close281.001.79421.77261.8246980.2524705.00
572004.10.13 23:00sell291.001.79421.80621.7542
582004.10.15 17:00s/l291.001.80621.80621.7542-1221.0023484.00
592004.12.14 23:00buy301.001.92781.91581.9678
602004.12.20 23:00close301.001.94651.91581.96781883.5025367.50
612004.12.20 23:00sell311.001.94651.95851.9065
622004.12.22 23:00close311.001.91701.95851.90652939.5028307.00
632004.12.22 23:00buy321.001.91701.90501.9570
642005.01.03 05:00s/l321.001.90501.90501.9570-1173.0027134.00
652005.01.24 23:00sell331.001.88071.89271.8407
662005.01.25 23:00close331.001.86441.89271.84071624.7528758.75
672005.01.25 23:00buy341.001.86441.85241.9044
682005.01.26 23:00close341.001.88201.85241.90441762.2530521.00
692005.01.26 23:00sell351.001.88201.89401.8420
702005.02.07 23:00close351.001.85741.89401.84202397.0032918.00
712005.02.07 23:00buy361.001.85741.84541.8974
722005.02.14 23:00close361.001.88731.84541.89743005.7535923.75
732005.02.14 23:00sell371.001.88731.89931.8473
742005.02.21 10:00s/l371.001.89931.89931.8473-1236.7534687.00
752005.03.14 23:00buy381.001.91391.90191.9539
762005.03.16 23:00close381.001.92611.90191.95391224.5035911.50
772005.03.16 23:00sell391.001.92611.93811.8861
782005.03.21 23:00close391.001.89671.93811.88612913.7538825.25
792005.03.21 23:00buy401.001.89671.88471.9367
802005.03.22 21:00s/l401.001.88471.88471.9367-1197.7537627.50
812005.04.04 23:00sell411.001.87521.88721.8352
822005.04.07 23:00close411.001.87001.88721.8352493.7538121.25
832005.04.07 23:00buy421.001.87001.85801.9100
842005.04.11 23:00close421.001.89081.85801.91002084.5040205.75
852005.04.11 23:00sell431.001.89081.90281.8508
862005.04.18 17:00s/l431.001.90281.90281.8508-1236.7538969.00
872005.04.28 23:00buy441.001.90591.89391.9459
882005.05.02 17:00s/l441.001.89391.89391.9459-1195.5037773.50
892005.05.05 23:00sell451.001.90641.91841.8664
902005.05.09 23:00close451.001.88391.91841.86642239.5040013.00
912005.05.09 23:00buy461.001.88391.87191.9239
922005.05.11 17:00s/l461.001.87191.87191.9239-1195.5038817.50
932005.06.07 23:00sell471.001.83491.84691.7949
942005.06.13 23:00close471.001.80691.84691.79492768.5041586.00
952005.06.13 23:00buy481.001.80691.79491.8469
962005.06.20 23:00close481.001.82421.79491.84691745.7543331.75
972005.06.20 23:00sell491.001.82421.83621.7842
982005.06.28 23:00close491.001.81481.83621.7842898.0044229.75
992005.06.28 23:00buy501.001.81481.80281.8548
1002005.06.29 16:00s/l501.001.80281.80281.8548-1197.7543032.00
1012005.07.18 23:00sell511.001.74831.76031.7083
1022005.07.19 23:00close511.001.74041.76031.7083784.7543816.75
1032005.07.19 23:00buy521.001.74041.72841.7804
1042005.07.20 17:00s/l521.001.72841.72841.7804-1197.7542619.00
1052005.07.28 23:00sell531.001.75571.76771.7157
1062005.08.01 11:00s/l531.001.76771.76771.7157-1210.5041408.50
1072005.08.22 23:00buy541.001.80021.78821.8402
1082005.08.30 11:00s/l541.001.78821.78821.8402-1182.0040226.50
1092005.08.31 23:00sell551.001.80361.81561.7636
1102005.09.01 15:00s/l551.001.81561.81561.7636-1215.7539010.75
1112005.09.12 23:00buy561.001.81991.80791.8599
1122005.09.15 12:00s/l561.001.80791.80791.8599-1188.7537822.00
1132005.10.06 23:00sell571.001.77891.79091.7389
1142005.10.10 23:00close571.001.75641.79091.73892239.5040061.50
1152005.10.10 23:00buy581.001.75641.74441.7964
1162005.10.11 17:00s/l581.001.74441.74441.7964-1197.7538863.75
1172005.10.19 23:00sell591.001.76501.77701.7250
1182005.10.21 02:00s/l591.001.77701.77701.7250-1221.0037642.75
1192005.11.01 23:00buy601.001.76591.75391.8059
1202005.11.02 23:00close601.001.77631.75391.80591042.2538685.00
1212005.11.02 23:00sell611.001.77631.78831.7363
1222005.11.03 23:00close611.001.77061.78831.7363554.2539239.25
1232005.11.03 23:00buy621.001.77061.75861.8106
1242005.11.04 18:00s/l621.001.75861.75861.8106-1197.7538041.50
1252005.11.28 23:00sell631.001.72971.74171.6897
1262005.12.05 14:00s/l631.001.74171.74171.6897-1236.7536804.75
1272005.12.21 23:00buy641.001.74521.73321.7852
1282005.12.23 14:00s/l641.001.73321.73321.7852-1191.0035613.75
1292006.01.04 23:00sell651.001.75531.76731.7153
1302006.01.06 15:00s/l651.001.76731.76731.7153-1221.0034392.75
1312006.01.19 23:00buy661.001.75731.74531.7973
1322006.01.23 23:00close661.001.78651.74531.79732924.5037317.25
1332006.01.23 23:00sell671.001.78651.79851.7465
1342006.02.01 23:00close671.001.77491.79851.74651112.7538430.00
1352006.02.01 23:00buy681.001.77491.76291.8149
1362006.02.03 15:00s/l681.001.76291.76291.8149-1191.0037239.00
1372006.02.21 23:00sell691.001.74451.75651.7045
1382006.02.22 23:00close691.001.74381.75651.704564.7537303.75
1392006.02.22 23:00buy701.001.74381.73181.7838
1402006.02.23 23:00close701.001.75151.73181.7838776.7538080.50
1412006.02.23 23:00sell711.001.75151.76351.7115
1422006.03.07 23:00close711.001.73581.76351.71151517.5039598.00
1432006.03.07 23:00buy721.001.73581.72381.7758
1442006.03.10 16:00s/l721.001.72381.72381.7758-1188.7538409.25
1452006.03.15 23:00sell731.001.74781.75981.7078
1462006.03.23 23:00close731.001.73411.75981.70781317.5039726.75
1472006.03.23 23:00buy741.001.73411.72211.7741
1482006.04.04 23:00close741.001.75491.72211.77412102.5041829.25
1492006.04.04 23:00sell751.001.75491.76691.7149
1502006.04.17 13:00s/l751.001.76691.76691.7149-1268.2540561.00
1512006.05.24 23:00buy761.001.86901.85701.9090
1522006.05.26 16:00s/l761.001.85701.85701.9090-1191.0039370.00
1532006.06.05 23:00sell771.001.87241.88441.8324
1542006.06.06 23:00close771.001.86051.88441.83241184.7540554.75
1552006.06.06 23:00buy781.001.86051.84851.9005
1562006.06.08 10:00s/l781.001.84851.84851.9005-1191.0039363.75
1572006.06.21 23:00sell791.001.84541.85741.8054
1582006.06.22 23:00close791.001.82831.85741.80541694.2541058.00
1592006.06.22 23:00buy801.001.82831.81631.8683
1602006.06.23 15:00s/l801.001.81631.81631.8683-1197.7539860.25
1612006.07.03 23:00sell811.001.84191.85391.8019
1622006.07.07 15:00s/l811.001.85391.85391.8019-1231.5038628.75
1632006.07.12 23:00buy821.001.83481.82281.8748
1642006.07.13 23:00close821.001.84371.82281.8748896.7539525.50
1652006.07.13 23:00sell831.001.84371.85571.8037
1662006.07.17 23:00close831.001.81831.85571.80372529.5042055.00
1672006.07.17 23:00buy841.001.81831.80631.8583
1682006.07.20 23:00close841.001.84851.80631.85833031.2545086.25
1692006.07.20 23:00sell851.001.84851.86051.8085
1702006.07.27 11:00s/l851.001.86051.86051.8085-1236.7543849.50
1712006.08.14 23:00buy861.001.88791.87591.9279
1722006.08.28 23:00close861.001.89261.87591.9279501.5044351.00
1732006.08.28 23:00sell871.001.89261.90461.8526
1742006.08.30 13:00s/l871.001.90461.90461.8526-1210.5043140.50
1752006.09.06 23:00buy881.001.88441.87241.9244
1762006.09.07 15:00s/l881.001.87241.87241.9244-1193.2541947.25