Strategy Tester Report
BreakoutTrend
| Symbol | GBPUSDm (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Minute (M1) 2006.03.27 00:00 - 2006.05.09 11:22 (2006.03.27 - 2006.05.31) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Start=7; Length=4; End=16; EOD=18; FridayClosing=20; Pips=4; StopLoss=36; BreakEven=18; TakeProfit=180; MoneyManagement=false; SendSMS=false; | ||||
| Bars in test | 596199 | Ticks modelled | 777084 | Modelling quality | 25.00% |
| Initial deposit | 2000.00 | ||||
| Total net profit | 372.00 | Gross profit | 644.00 | Gross loss | -272.00 |
| Profit factor | 2.37 | Expected payoff | 14.88 | ||
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 114.00 (5.3%) | ||
| Total trades | 25 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 17 (64.71%) |
| Profit trades (% of total) | 17 (68.00%) | Loss trades (% of total) | 8 (32.00%) | ||
| Largest | profit trade | 180.00 | loss trade | -36.00 | |
| Average | profit trade | 37.88 | loss trade | -34.00 | |
| Maximum | consecutive wins (profit in money) | 5 (137.00) | consecutive losses (loss in money) | 2 (-72.00) | |
| Maximal | consecutive profit (count of wins) | 180.00 (1) | consecutive loss (count of losses) | -72.00 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.03.27 07:00 | sell stop | 1 | 1.00 | 1.7444 | 1.7480 | 1.7264 | ||
| 2 | 2006.03.27 16:00 | delete | 1 | 1.00 | 1.7444 | 1.7480 | 1.7264 | ||
| 3 | 2006.03.28 07:00 | sell stop | 2 | 1.00 | 1.7434 | 1.7470 | 1.7254 | ||
| 4 | 2006.03.28 16:00 | delete | 2 | 1.00 | 1.7434 | 1.7470 | 1.7254 | ||
| 5 | 2006.03.29 07:00 | buy stop | 3 | 1.00 | 1.7445 | 1.7421 | 1.7625 | ||
| 6 | 2006.03.29 16:00 | delete | 3 | 1.00 | 1.7445 | 1.7421 | 1.7625 | ||
| 7 | 2006.03.30 07:00 | buy stop | 4 | 1.00 | 1.7424 | 1.7388 | 1.7604 | ||
| 8 | 2006.03.30 14:30 | buy | 4 | 1.00 | 1.7424 | 1.7388 | 1.7604 | ||
| 9 | 2006.03.30 14:31 | modify | 4 | 1.00 | 1.7424 | 1.7424 | 1.7604 | ||
| 10 | 2006.03.30 18:00 | close | 4 | 1.00 | 1.7435 | 1.7424 | 1.7604 | 11.00 | 2011.00 |
| 11 | 2006.03.31 07:00 | buy stop | 5 | 1.00 | 1.7458 | 1.7422 | 1.7638 | ||
| 12 | 2006.03.31 16:00 | delete | 5 | 1.00 | 1.7458 | 1.7422 | 1.7638 | ||
| 13 | 2006.04.03 07:00 | sell stop | 6 | 1.00 | 1.7247 | 1.7283 | 1.7067 | ||
| 14 | 2006.04.03 16:00 | delete | 6 | 1.00 | 1.7247 | 1.7283 | 1.7067 | ||
| 15 | 2006.04.04 07:00 | buy stop | 7 | 1.00 | 1.7403 | 1.7367 | 1.7583 | ||
| 16 | 2006.04.04 07:15 | buy | 7 | 1.00 | 1.7403 | 1.7367 | 1.7583 | ||
| 17 | 2006.04.04 07:22 | modify | 7 | 1.00 | 1.7403 | 1.7403 | 1.7583 | ||
| 18 | 2006.04.04 18:00 | close | 7 | 1.00 | 1.7560 | 1.7403 | 1.7583 | 157.00 | 2168.00 |
| 19 | 2006.04.05 07:00 | buy stop | 8 | 1.00 | 1.7601 | 1.7565 | 1.7781 | ||
| 20 | 2006.04.05 07:08 | buy | 8 | 1.00 | 1.7601 | 1.7565 | 1.7781 | ||
| 21 | 2006.04.05 08:30 | s/l | 8 | 1.00 | 1.7565 | 1.7565 | 1.7781 | -36.00 | 2132.00 |
| 22 | 2006.04.06 07:00 | buy stop | 9 | 1.00 | 1.7548 | 1.7512 | 1.7728 | ||
| 23 | 2006.04.06 07:26 | buy | 9 | 1.00 | 1.7548 | 1.7512 | 1.7728 | ||
| 24 | 2006.04.06 08:58 | modify | 9 | 1.00 | 1.7548 | 1.7548 | 1.7728 | ||
| 25 | 2006.04.06 12:46 | s/l | 9 | 1.00 | 1.7548 | 1.7548 | 1.7728 | 0.00 | 2132.00 |
| 26 | 2006.04.07 07:00 | buy stop | 10 | 1.00 | 1.7529 | 1.7493 | 1.7709 | ||
| 27 | 2006.04.07 12:32 | buy | 10 | 1.00 | 1.7529 | 1.7493 | 1.7709 | ||
| 28 | 2006.04.07 12:38 | s/l | 10 | 1.00 | 1.7493 | 1.7493 | 1.7709 | -36.00 | 2096.00 |
| 29 | 2006.04.10 07:00 | sell stop | 11 | 1.00 | 1.7418 | 1.7454 | 1.7238 | ||
| 30 | 2006.04.10 15:19 | sell | 11 | 1.00 | 1.7418 | 1.7454 | 1.7238 | ||
| 31 | 2006.04.10 16:29 | modify | 11 | 1.00 | 1.7418 | 1.7418 | 1.7238 | ||
| 32 | 2006.04.10 18:00 | close | 11 | 1.00 | 1.7388 | 1.7418 | 1.7238 | 30.00 | 2126.00 |
| 33 | 2006.04.11 07:00 | sell stop | 12 | 1.00 | 1.7416 | 1.7451 | 1.7236 | ||
| 34 | 2006.04.11 08:30 | sell | 12 | 1.00 | 1.7416 | 1.7451 | 1.7236 | ||
| 35 | 2006.04.11 08:31 | modify | 12 | 1.00 | 1.7416 | 1.7416 | 1.7236 | ||
| 36 | 2006.04.11 08:54 | s/l | 12 | 1.00 | 1.7416 | 1.7416 | 1.7236 | 0.00 | 2126.00 |
| 37 | 2006.04.12 07:00 | sell stop | 13 | 1.00 | 1.7476 | 1.7512 | 1.7296 | ||
| 38 | 2006.04.12 12:36 | sell | 13 | 1.00 | 1.7476 | 1.7512 | 1.7296 | ||
| 39 | 2006.04.12 13:23 | s/l | 13 | 1.00 | 1.7512 | 1.7512 | 1.7296 | -36.00 | 2090.00 |
| 40 | 2006.04.13 07:07 | buy stop | 14 | 1.00 | 1.7546 | 1.7510 | 1.7726 | ||
| 41 | 2006.04.13 07:09 | buy | 14 | 1.00 | 1.7546 | 1.7510 | 1.7726 | ||
| 42 | 2006.04.13 10:43 | s/l | 14 | 1.00 | 1.7510 | 1.7510 | 1.7726 | -36.00 | 2054.00 |
| 43 | 2006.04.14 07:02 | buy stop | 15 | 1.00 | 1.7533 | 1.7506 | 1.7713 | ||
| 44 | 2006.04.14 16:00 | delete | 15 | 1.00 | 1.7533 | 1.7506 | 1.7713 | ||
| 45 | 2006.04.17 07:03 | buy stop | 16 | 1.00 | 1.7590 | 1.7568 | 1.7770 | ||
| 46 | 2006.04.17 10:02 | buy | 16 | 1.00 | 1.7590 | 1.7568 | 1.7770 | ||
| 47 | 2006.04.17 11:39 | modify | 16 | 1.00 | 1.7590 | 1.7590 | 1.7770 | ||
| 48 | 2006.04.17 18:00 | close | 16 | 1.00 | 1.7719 | 1.7590 | 1.7770 | 129.00 | 2183.00 |
| 49 | 2006.04.18 07:00 | buy stop | 17 | 1.00 | 1.7727 | 1.7697 | 1.7907 | ||
| 50 | 2006.04.18 07:04 | buy | 17 | 1.00 | 1.7727 | 1.7697 | 1.7907 | ||
| 51 | 2006.04.18 07:58 | s/l | 17 | 1.00 | 1.7697 | 1.7697 | 1.7907 | -30.00 | 2153.00 |
| 52 | 2006.04.19 07:00 | buy stop | 18 | 1.00 | 1.7838 | 1.7802 | 1.8018 | ||
| 53 | 2006.04.19 07:27 | buy | 18 | 1.00 | 1.7838 | 1.7802 | 1.8018 | ||
| 54 | 2006.04.19 09:12 | modify | 18 | 1.00 | 1.7838 | 1.7838 | 1.8018 | ||
| 55 | 2006.04.19 11:07 | s/l | 18 | 1.00 | 1.7838 | 1.7838 | 1.8018 | 0.00 | 2153.00 |
| 56 | 2006.04.20 07:00 | buy stop | 19 | 1.00 | 1.7899 | 1.7863 | 1.8079 | ||
| 57 | 2006.04.20 08:02 | buy | 19 | 1.00 | 1.7899 | 1.7863 | 1.8079 | ||
| 58 | 2006.04.20 08:30 | s/l | 19 | 1.00 | 1.7863 | 1.7863 | 1.8079 | -36.00 | 2117.00 |
| 59 | 2006.04.21 07:00 | buy stop | 20 | 1.00 | 1.7800 | 1.7764 | 1.7980 | ||
| 60 | 2006.04.21 08:03 | buy | 20 | 1.00 | 1.7800 | 1.7764 | 1.7980 | ||
| 61 | 2006.04.21 08:07 | modify | 20 | 1.00 | 1.7800 | 1.7800 | 1.7980 | ||
| 62 | 2006.04.21 10:33 | s/l | 20 | 1.00 | 1.7800 | 1.7800 | 1.7980 | 0.00 | 2117.00 |
| 63 | 2006.04.24 07:00 | sell stop | 21 | 1.00 | 1.7844 | 1.7880 | 1.7664 | ||
| 64 | 2006.04.24 13:17 | sell | 21 | 1.00 | 1.7844 | 1.7880 | 1.7664 | ||
| 65 | 2006.04.24 14:02 | modify | 21 | 1.00 | 1.7844 | 1.7844 | 1.7664 | ||
| 66 | 2006.04.24 16:05 | s/l | 21 | 1.00 | 1.7844 | 1.7844 | 1.7664 | 0.00 | 2117.00 |
| 67 | 2006.04.25 07:00 | sell stop | 22 | 1.00 | 1.7847 | 1.7883 | 1.7667 | ||
| 68 | 2006.04.25 08:11 | sell | 22 | 1.00 | 1.7847 | 1.7883 | 1.7667 | ||
| 69 | 2006.04.25 10:04 | modify | 22 | 1.00 | 1.7847 | 1.7847 | 1.7667 | ||
| 70 | 2006.04.25 10:53 | s/l | 22 | 1.00 | 1.7847 | 1.7847 | 1.7667 | 0.00 | 2117.00 |
| 71 | 2006.04.26 07:00 | sell stop | 23 | 1.00 | 1.7841 | 1.7877 | 1.7661 | ||
| 72 | 2006.04.26 07:12 | sell | 23 | 1.00 | 1.7841 | 1.7877 | 1.7661 | ||
| 73 | 2006.04.26 07:53 | modify | 23 | 1.00 | 1.7841 | 1.7841 | 1.7661 | ||
| 74 | 2006.04.26 08:27 | s/l | 23 | 1.00 | 1.7841 | 1.7841 | 1.7661 | 0.00 | 2117.00 |
| 75 | 2006.04.27 07:00 | sell stop | 24 | 1.00 | 1.7838 | 1.7864 | 1.7658 | ||
| 76 | 2006.04.27 07:28 | sell | 24 | 1.00 | 1.7838 | 1.7864 | 1.7658 | ||
| 77 | 2006.04.27 12:57 | s/l | 24 | 1.00 | 1.7864 | 1.7864 | 1.7658 | -26.00 | 2091.00 |
| 78 | 2006.04.28 07:00 | buy stop | 25 | 1.00 | 1.8036 | 1.8000 | 1.8216 | ||
| 79 | 2006.04.28 07:48 | buy | 25 | 1.00 | 1.8036 | 1.8000 | 1.8216 | ||
| 80 | 2006.04.28 08:35 | modify | 25 | 1.00 | 1.8036 | 1.8036 | 1.8216 | ||
| 81 | 2006.04.28 15:07 | t/p | 25 | 1.00 | 1.8216 | 1.8036 | 1.8216 | 180.00 | 2271.00 |
| 82 | 2006.05.01 07:00 | buy stop | 26 | 1.00 | 1.8282 | 1.8246 | 1.8462 | ||
| 83 | 2006.05.01 12:20 | buy | 26 | 1.00 | 1.8282 | 1.8246 | 1.8462 | ||
| 84 | 2006.05.01 12:30 | s/l | 26 | 1.00 | 1.8246 | 1.8246 | 1.8462 | -36.00 | 2235.00 |
| 85 | 2006.05.02 07:00 | buy stop | 27 | 1.00 | 1.8246 | 1.8210 | 1.8426 | ||
| 86 | 2006.05.02 07:20 | buy | 27 | 1.00 | 1.8246 | 1.8210 | 1.8426 | ||
| 87 | 2006.05.02 07:39 | modify | 27 | 1.00 | 1.8246 | 1.8246 | 1.8426 | ||
| 88 | 2006.05.02 18:00 | close | 27 | 1.00 | 1.8383 | 1.8246 | 1.8426 | 137.00 | 2372.00 |
| 89 | 2006.05.03 07:00 | buy stop | 28 | 1.00 | 1.8480 | 1.8444 | 1.8660 | ||
| 90 | 2006.05.03 16:00 | delete | 28 | 1.00 | 1.8480 | 1.8444 | 1.8660 | ||
| 91 | 2006.05.04 07:00 | buy stop | 29 | 1.00 | 1.8404 | 1.8368 | 1.8584 | ||
| 92 | 2006.05.04 10:14 | buy | 29 | 1.00 | 1.8404 | 1.8368 | 1.8584 | ||
| 93 | 2006.05.04 10:23 | modify | 29 | 1.00 | 1.8404 | 1.8404 | 1.8584 | ||
| 94 | 2006.05.04 11:01 | s/l | 29 | 1.00 | 1.8404 | 1.8404 | 1.8584 | 0.00 | 2372.00 |
| 95 | 2006.05.05 07:00 | buy stop | 30 | 1.00 | 1.8528 | 1.8498 | 1.8708 | ||
| 96 | 2006.05.05 12:30 | buy | 30 | 1.00 | 1.8528 | 1.8498 | 1.8708 | ||
| 97 | 2006.05.05 12:30 | modify | 30 | 1.00 | 1.8528 | 1.8528 | 1.8708 | ||
| 98 | 2006.05.05 12:30 | s/l | 30 | 1.00 | 1.8528 | 1.8528 | 1.8708 | 0.00 | 2372.00 |
| 99 | 2006.05.08 07:00 | buy stop | 31 | 1.00 | 1.8629 | 1.8593 | 1.8809 | ||
| 100 | 2006.05.08 07:04 | buy | 31 | 1.00 | 1.8629 | 1.8593 | 1.8809 | ||
| 101 | 2006.05.08 08:26 | modify | 31 | 1.00 | 1.8629 | 1.8629 | 1.8809 | ||
| 102 | 2006.05.08 10:42 | s/l | 31 | 1.00 | 1.8629 | 1.8629 | 1.8809 | 0.00 | 2372.00 |
| 103 | 2006.05.09 07:00 | sell stop | 32 | 1.00 | 1.8533 | 1.8569 | 1.8353 | ||
| 104 | 2006.05.09 07:04 | sell | 32 | 1.00 | 1.8533 | 1.8569 | 1.8353 | ||
| 105 | 2006.05.09 07:20 | modify | 32 | 1.00 | 1.8533 | 1.8533 | 1.8353 | ||
| 106 | 2006.05.09 08:11 | s/l | 32 | 1.00 | 1.8533 | 1.8533 | 1.8353 | 0.00 | 2372.00 |