Strategy Tester Report
BreakoutRevers

SymbolGBPUSDm (Great Britain Pound vs US Dollar)
Period1 Minute (M1) 2006.03.01 00:02 - 2006.04.01 00:00 (2006.03.01 - 2006.04.01)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersStart=8; Length=4; End=14; EOD=19; FridayClosing=21; Pips=5; StopLoss=41; BreakEven=23; TakeProfit=180; MoneyManagement=1; DD=3550;
Bars in test577351Ticks modelled642200Modelling quality25.00%
Initial deposit10000.00
Total net profit137.00Gross profit407.00Gross loss-270.00
Profit factor1.51Expected payoff5.48
Absolute drawdown35.00Maximal drawdown (%)106.00 (1.0%)
Total trades25Short positions (won %)14 (78.57%)Long positions (won %)11 (54.55%)
Profit trades (% of total)17 (68.00%)Loss trades (% of total)8 (32.00%)
Largestprofit trade96.00loss trade-41.00
Averageprofit trade23.94loss trade-33.75
Maximumconsecutive wins (profit in money)5 (140.00)consecutive losses (loss in money)3 (-106.00)
Maximalconsecutive profit (count of wins)140.00 (5)consecutive loss (count of losses)-106.00 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.03.01 08:00buy stop11.001.75621.75271.7742
22006.03.01 08:00sell stop21.001.75271.75621.7347
32006.03.01 08:18sell21.001.75271.75621.7347
42006.03.01 08:18modify11.001.75621.75271.7742
52006.03.01 11:31s/l21.001.75621.75621.7347-35.009965.00
62006.03.01 11:31buy11.001.75621.75271.7742
72006.03.01 14:18modify11.001.75621.75621.7742
82006.03.01 14:41s/l11.001.75621.75621.77420.009965.00
92006.03.02 08:00sell stop31.001.74831.75141.7303
102006.03.02 08:43sell31.001.74831.75141.7303
112006.03.02 12:56modify31.001.74831.74831.7303
122006.03.02 15:09s/l31.001.74831.74831.73030.009965.00
132006.03.03 08:00buy stop41.001.75321.75031.7712
142006.03.03 08:00sell stop51.001.75031.75321.7323
152006.03.03 09:30buy41.001.75321.75031.7712
162006.03.03 09:30modify51.001.75031.75321.7323
172006.03.03 11:31modify41.001.75321.75321.7712
182006.03.03 14:00delete51.001.75031.75321.7323
192006.03.03 15:05s/l41.001.75321.75321.77120.009965.00
202006.03.06 08:00buy stop61.001.76291.75881.7809
212006.03.06 08:00sell stop71.001.75651.76061.7385
222006.03.06 09:23sell71.001.75651.76061.7385
232006.03.06 09:23modify61.001.76061.75651.7809
242006.03.06 12:30modify71.001.75651.75651.7385
252006.03.06 14:00delete61.001.76061.75651.7809
262006.03.06 19:00close71.001.74981.75651.738567.0010032.00
272006.03.07 08:00buy stop81.001.74821.74411.7662
282006.03.07 08:00sell stop91.001.74281.74691.7248
292006.03.07 08:27sell91.001.74281.74691.7248
302006.03.07 08:27modify81.001.74691.74281.7662
312006.03.07 09:16modify91.001.74281.74281.7248
322006.03.07 14:00delete81.001.74691.74281.7662
332006.03.07 19:00close91.001.73551.74281.724873.0010105.00
342006.03.08 08:00sell stop101.001.73551.73961.7175
352006.03.08 08:00buy stop111.001.74171.73761.7597
362006.03.08 08:00buy111.001.74171.73761.7597
372006.03.08 08:00modify101.001.73761.74171.7175
382006.03.08 08:43s/l111.001.73761.73761.7597-41.0010064.00
392006.03.08 08:43sell101.001.73761.74171.7175
402006.03.08 13:57modify101.001.73761.73761.7175
412006.03.08 15:08s/l101.001.73761.73761.71750.0010064.00
422006.03.09 08:00buy stop121.001.73871.73461.7567
432006.03.09 08:00sell stop131.001.73391.73801.7159
442006.03.09 10:14buy121.001.73871.73461.7567
452006.03.09 10:14modify131.001.73461.73871.7159
462006.03.09 13:45modify121.001.73871.73871.7567
472006.03.09 13:52s/l121.001.73871.73871.75670.0010064.00
482006.03.09 14:00delete131.001.73461.73871.7159
492006.03.10 08:00buy stop141.001.73771.73421.7557
502006.03.10 08:00sell stop151.001.73421.73771.7162
512006.03.10 08:51buy141.001.73771.73421.7557
522006.03.10 08:51modify151.001.73421.73771.7162
532006.03.10 13:31s/l141.001.73421.73421.7557-35.0010029.00
542006.03.10 13:31sell151.001.73421.73771.7162
552006.03.10 13:33modify151.001.73421.73421.7162
562006.03.10 13:35s/l151.001.73421.73421.71620.0010029.00
572006.03.13 08:00buy stop161.001.73021.72611.7482
582006.03.13 08:00sell stop171.001.72591.73001.7079
592006.03.13 08:46sell171.001.72591.73001.7079
602006.03.13 08:46modify161.001.73001.72591.7482
612006.03.13 09:00modify171.001.72591.72591.7079
622006.03.13 09:33s/l171.001.72591.72591.70790.0010029.00
632006.03.13 14:00delete161.001.73001.72591.7482
642006.03.14 08:00buy stop181.001.73681.73351.7548
652006.03.14 08:01sell stop191.001.73351.73681.7155
662006.03.14 09:24buy181.001.73681.73351.7548
672006.03.14 09:24modify191.001.73351.73681.7155
682006.03.14 14:00delete191.001.73351.73681.7155
692006.03.14 14:49modify181.001.73681.73681.7548
702006.03.14 19:00close181.001.74641.73681.754896.0010125.00
712006.03.15 08:00buy stop201.001.74781.74461.7658
722006.03.15 08:00sell stop211.001.74461.74781.7266
732006.03.15 08:31buy201.001.74781.74461.7658
742006.03.15 08:31modify211.001.74461.74781.7266
752006.03.15 09:30s/l201.001.74461.74461.7658-32.0010093.00
762006.03.15 09:30sell211.001.74461.74781.7266
772006.03.15 10:01modify211.001.74461.74461.7266
782006.03.15 10:31s/l211.001.74461.74461.72660.0010093.00
792006.03.16 08:00sell stop221.001.74351.74761.7255
802006.03.16 08:09buy stop231.001.74831.74421.7663
812006.03.16 08:12buy231.001.74831.74421.7663
822006.03.16 08:12modify221.001.74421.74831.7255
832006.03.16 13:33modify231.001.74831.74831.7663
842006.03.16 14:00delete221.001.74421.74831.7255
852006.03.16 19:00close231.001.75701.74831.766387.0010180.00
862006.03.17 08:00buy stop241.001.75701.75291.7750
872006.03.17 08:00sell stop251.001.75241.75651.7344
882006.03.17 09:49buy241.001.75701.75291.7750
892006.03.17 09:49modify251.001.75291.75701.7344
902006.03.17 12:37s/l241.001.75291.75291.7750-41.0010139.00
912006.03.17 12:37sell251.001.75291.75701.7344
922006.03.17 13:49s/l251.001.75701.75701.7344-41.0010098.00
932006.03.20 08:00sell stop261.001.75311.75721.7351
942006.03.20 08:00buy stop271.001.75891.75481.7769
952006.03.20 11:59sell261.001.75311.75721.7351
962006.03.20 11:59modify271.001.75721.75311.7769
972006.03.20 14:00delete271.001.75721.75311.7769
982006.03.20 19:00close261.001.75551.75721.7351-24.0010074.00
992006.03.21 08:00buy stop281.001.75461.75051.7726
1002006.03.21 08:00sell stop291.001.75011.75421.7321
1012006.03.21 08:15sell291.001.75011.75421.7321
1022006.03.21 08:15modify281.001.75421.75011.7726
1032006.03.21 08:45modify291.001.75011.75011.7321
1042006.03.21 09:59s/l291.001.75011.75011.73210.0010074.00
1052006.03.21 14:00delete281.001.75421.75011.7726
1062006.03.22 08:00buy stop301.001.75121.74711.7692
1072006.03.22 08:00sell stop311.001.74481.74891.7268
1082006.03.22 14:00delete301.001.75121.74711.7692
1092006.03.22 14:00delete311.001.74481.74891.7268
1102006.03.23 08:00buy stop321.001.74551.74201.7635
1112006.03.23 08:00sell stop331.001.74201.74551.7240
1122006.03.23 08:04sell331.001.74201.74551.7240
1132006.03.23 08:04modify321.001.74551.74201.7635
1142006.03.23 14:00delete321.001.74551.74201.7635
1152006.03.23 15:12modify331.001.74201.74201.7240
1162006.03.23 19:00close331.001.73561.74201.724064.0010138.00
1172006.03.24 08:00buy stop341.001.73591.73181.7539
1182006.03.24 08:00sell stop351.001.73041.73451.7124
1192006.03.24 14:00delete341.001.73591.73181.7539
1202006.03.24 14:00delete351.001.73041.73451.7124
1212006.03.27 08:00buy stop361.001.74881.74471.7668
1222006.03.27 08:00sell stop371.001.74471.74881.7267
1232006.03.27 13:58buy361.001.74881.74471.7668
1242006.03.27 13:58modify371.001.74471.74881.7267
1252006.03.27 14:00delete371.001.74471.74881.7267
1262006.03.27 19:00close361.001.74671.74471.7668-21.0010117.00
1272006.03.28 08:00buy stop381.001.74861.74451.7666
1282006.03.28 08:00sell stop391.001.74431.74841.7263
1292006.03.28 08:01buy381.001.74861.74451.7666
1302006.03.28 08:01modify391.001.74451.74861.7263
1312006.03.28 13:24modify381.001.74861.74861.7666
1322006.03.28 14:00delete391.001.74451.74861.7263
1332006.03.28 15:20s/l381.001.74861.74861.76660.0010117.00
1342006.03.29 08:00buy stop401.001.74461.74051.7626
1352006.03.29 08:00sell stop411.001.73601.74011.7180
1362006.03.29 08:30sell411.001.73601.74011.7180
1372006.03.29 08:30modify401.001.74011.73601.7626
1382006.03.29 13:56modify411.001.73601.73601.7180
1392006.03.29 14:00delete401.001.74011.73601.7626
1402006.03.29 16:20s/l411.001.73601.73601.71800.0010117.00
1412006.03.30 08:00buy stop421.001.74251.73841.7605
1422006.03.30 08:00sell stop431.001.73581.73991.7178
1432006.03.30 14:00delete421.001.74251.73841.7605
1442006.03.30 14:00delete431.001.73581.73991.7178
1452006.03.31 08:00buy stop441.001.74591.74181.7639
1462006.03.31 08:00sell stop451.001.74031.74441.7223
1472006.03.31 08:05sell451.001.74031.74441.7223
1482006.03.31 08:05modify441.001.74441.74031.7639
1492006.03.31 09:19modify451.001.74031.74031.7223
1502006.03.31 14:00delete441.001.74441.74031.7639
1512006.03.31 19:00close451.001.73831.74031.722320.0010137.00