Strategy Tester Report
SLB v2rev

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period4 Hours (H4) 2001.04.25 04:00 - 2007.03.16 00:00 (2000.01.01 - 2007.03.16)
ModelControl points (based on the nearest less timeframe with fractal interpolation of 12 control points)
ParametersMagicNumber=0; SignalMail=false; EachTickMode=true; mm=true; RiskPercent=5; Lot=0.1; Slippage=10; StopLossMode=false; StopLoss=0; TakeProfitMode=false; TakeProfit=0; TrailingStopMode=false; TrailingStop=0; trigger=0.5;
Bars in test9308Ticks modelled154357Modelling quality36.66%
Initial deposit1000.00
Total net profit21392241.11Gross profit24204170.67Gross loss-2811929.56
Profit factor8.61Expected payoff194474.92
Absolute drawdown0.00Maximal drawdown1212352.00 (15.38%)Relative drawdown28.85% (173920.56)
Total trades110Short positions (won %)53 (79.25%)Long positions (won %)57 (75.44%)
Profit trades (% of total)85 (77.27%)Loss trades (% of total)25 (22.73%)
Largestprofit trade4278650.00loss trade-748733.00
Averageprofit trade284754.95loss trade-112477.18
Maximumconsecutive wins (profit in money)12 (34224.00)consecutive losses (loss in money)4 (-173920.56)
Maximalconsecutive profit (count of wins)12367809.00 (6)consecutive loss (count of losses)-1212352.00 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12001.04.25 08:20sell10.501.43740.00000.0000
22001.04.25 08:40close10.501.43500.00000.0000120.001120.00
32001.04.25 10:20sell20.601.43670.00000.0000
42001.04.25 10:40close20.601.43450.00000.0000132.001252.00
52001.04.25 14:00sell30.601.44150.00000.0000
62001.04.25 14:20close30.601.43790.00000.0000216.001468.00
72001.04.25 15:59sell40.701.44060.00000.0000
82001.04.25 16:00close40.701.44090.00000.0000-21.001447.00
92001.04.26 09:00buy50.701.43820.00000.0000
102001.04.26 10:20close50.701.44190.00000.0000259.001706.00
112001.04.26 11:59buy60.901.43840.00000.0000
122001.04.26 12:00close60.901.43790.00000.0000-45.001661.00
132001.04.27 21:20sell70.801.44090.00000.0000
142001.04.27 21:40close70.801.43720.00000.0000296.001957.00
152001.04.30 04:40sell81.001.43820.00000.0000
162001.04.30 05:00close81.001.43640.00000.0000180.002137.00
172001.04.30 05:20sell91.101.43790.00000.0000
182001.04.30 06:40close91.101.43430.00000.0000396.002533.00
192001.04.30 14:00buy101.301.43040.00000.0000
202001.04.30 14:40close101.301.43270.00000.0000299.002832.00
212001.04.30 15:00buy111.401.42940.00000.0000
222001.04.30 16:00close111.401.42990.00000.000070.002902.00
232001.04.30 20:20sell121.501.43470.00000.0000
242001.04.30 21:20close121.501.43170.00000.0000450.003352.00
252001.05.01 16:20sell131.701.43680.00000.0000
262001.05.01 17:40close131.701.43140.00000.0000918.004270.00
272001.05.01 19:59sell142.101.43510.00000.0000
282001.05.01 20:00close142.101.43550.00000.0000-84.004186.00
292001.05.02 07:00sell152.101.43840.00000.0000
302001.05.02 07:59close152.101.43640.00000.0000420.004606.00
312001.05.02 08:20buy162.301.43180.00000.0000
322001.05.02 08:40close162.301.43080.00000.0000-230.004376.00
332001.05.02 18:00sell172.201.43670.00000.0000
342001.05.02 20:00close172.201.43440.00000.0000506.004882.00
352001.05.03 08:20buy182.401.43270.00000.0000
362001.05.03 08:40close182.401.43680.00000.0000984.005866.00
372001.05.04 08:20buy192.901.43380.00000.0000
382001.05.04 08:40close192.901.43570.00000.0000551.006417.00
392001.05.07 14:00sell203.201.44030.00000.0000
402001.05.07 15:00close203.201.43840.00000.0000608.007025.00
412001.05.07 15:59sell213.501.43960.00000.0000
422001.05.07 16:00close213.501.43990.00000.0000-105.006920.00
432001.05.08 04:20buy223.501.43680.00000.0000
442001.05.08 04:40close223.501.43950.00000.0000945.007865.00
452001.05.08 08:40buy233.901.43500.00000.0000
462001.05.08 09:00close233.901.43710.00000.0000819.008684.00
472001.05.08 19:20buy244.301.42540.00000.0000
482001.05.08 20:00close244.301.42530.00000.0000-43.008641.00
492001.05.09 04:20sell254.301.42890.00000.0000
502001.05.09 06:40close254.301.42770.00000.0000516.009157.00
512001.05.09 10:40buy264.601.42360.00000.0000
522001.05.09 12:00close264.601.42580.00000.00001012.0010169.00
532001.05.10 10:20buy275.101.42140.00000.0000
542001.05.10 11:59close275.101.42360.00000.00001122.0011291.00
552001.05.10 12:40sell285.601.42780.00000.0000
562001.05.10 13:00close285.601.42990.00000.0000-1176.0010115.00
572001.05.10 14:00buy295.001.41860.00000.0000
582001.05.10 14:40close295.001.42260.00000.00002000.0012115.00
592001.05.14 10:00buy306.001.41590.00000.0000
602001.05.14 10:20close306.001.41740.00000.0000900.0013015.00
612001.05.15 00:40buy316.501.41720.00000.0000
622001.05.15 01:00close316.501.41840.00000.0000780.0013795.00
632001.05.15 13:20buy326.901.41710.00000.0000
642001.05.15 14:20close326.901.42190.00000.00003312.0017107.00
652001.05.15 14:20sell335.701.42190.00000.0000
662001.05.15 14:40close335.701.42040.00000.0000855.0017962.00
672001.05.15 18:00sell349.001.42590.00000.0000
682001.05.15 18:40close349.001.42130.00000.00004140.0022102.00
692001.05.16 04:20buy3511.101.42080.00000.0000
702001.05.16 06:40close3511.101.42220.00000.00001554.0023656.00
712001.05.17 04:20buy3611.801.42860.00000.0000
722001.05.17 05:20close3611.801.42950.00000.00001062.0024718.00
732001.05.17 10:40sell3712.301.43320.00000.0000
742001.05.17 11:59close3712.301.43090.00000.00002829.0027547.00
752001.05.18 08:20buy3813.801.42850.00000.0000
762001.05.18 08:40close3813.801.43030.00000.00002484.0030031.00
772001.05.18 16:20sell3915.001.43510.00000.0000
782001.05.18 17:00close3915.001.43090.00000.00006300.0036331.00
792001.05.18 17:20sell4018.201.43430.00000.0000
802001.05.18 17:40close4018.201.42990.00000.00008008.0044339.00
812001.05.18 18:00sell4122.201.43410.00000.0000
822001.05.18 18:20close4122.201.43980.00000.0000-12654.0031685.00
832001.05.22 12:20buy4215.801.42850.00000.0000
842001.05.22 13:00close4215.801.43740.00000.000014062.0045747.00
852001.05.22 13:40buy4322.901.42750.00000.0000
862001.05.22 15:00close4322.901.43420.00000.000015343.0061090.00
872001.05.22 15:59buy4430.501.42880.00000.0000
882001.05.22 16:00close4430.501.42860.00000.0000-610.0060480.00
892001.05.24 01:00buy4530.201.41590.00000.0000
902001.05.24 02:40close4530.201.41260.00000.0000-9966.0050514.00
912001.05.24 22:20buy4625.301.40770.00000.0000
922001.05.25 00:00close4625.301.40780.00000.0000229.6750743.67
932001.05.25 12:20sell4725.401.42350.00000.0000
942001.05.25 13:00close4725.401.41900.00000.000011430.0062173.67
952001.05.28 09:00buy4831.101.41880.00000.0000
962001.05.28 10:00close4831.101.42090.00000.00006531.0068704.67
972001.05.29 10:00buy4934.401.41620.00000.0000
982001.05.29 11:20close4934.401.41830.00000.00007224.0075928.67
992001.05.29 16:20sell5038.001.42340.00000.0000
1002001.05.29 17:20close5038.001.41890.00000.000017100.0093028.67
1012001.05.30 10:00buy5146.501.42040.00000.0000
1022001.05.30 10:40close5146.501.42330.00000.000013485.00106513.67
1032001.05.30 15:00sell5253.301.42800.00000.0000
1042001.05.30 16:00close5253.301.42550.00000.000013325.00119838.67
1052001.05.31 04:20buy5359.901.42330.00000.0000
1062001.05.31 05:00close5359.901.42520.00000.000011381.00131219.67
1072001.05.31 07:59buy5465.601.42390.00000.0000
1082001.05.31 08:00close5465.601.42380.00000.0000-656.00130563.67
1092001.06.01 08:40sell5565.301.42220.00000.0000
1102001.06.01 10:00close5565.301.41750.00000.000030691.00161254.67
1112001.06.01 13:40buy5680.601.41220.00000.0000
1122001.06.01 15:00close5680.601.41150.00000.0000-5642.00155612.67
1132001.06.04 10:20buy5777.801.41820.00000.0000
1142001.06.04 10:40close5777.801.42100.00000.000021784.00177396.67
1152001.06.04 16:40buy5888.701.41510.00000.0000
1162001.06.04 17:00close5888.701.41720.00000.000018627.00196023.67
1172001.06.05 08:20buy5998.001.40780.00000.0000
1182001.06.05 08:40close5998.001.41070.00000.000028420.00224443.67
1192001.06.05 10:40buy60112.201.40690.00000.0000
1202001.06.05 12:00close60112.201.40890.00000.000022440.00246883.67
1212001.06.06 08:20sell61123.401.41570.00000.0000
1222001.06.06 08:40close61123.401.40500.00000.0000132038.00378921.67
1232001.06.07 09:00sell62189.501.39390.00000.0000
1242001.06.07 10:00close62189.501.38960.00000.000081485.00460406.67
1252001.06.07 10:20buy63230.201.38920.00000.0000
1262001.06.07 10:40close63230.201.38630.00000.0000-66758.00393648.67
1272001.06.07 14:20buy64196.801.38040.00000.0000
1282001.06.07 16:00close64196.801.38350.00000.000061008.00454656.67
1292001.06.07 16:20sell65227.301.39260.00000.0000
1302001.06.07 17:40close65227.301.38790.00000.0000106831.00561487.67
1312001.06.08 08:40buy66280.701.38690.00000.0000
1322001.06.08 09:00close66280.701.38450.00000.0000-67368.00494119.67
1332001.06.11 10:00buy67247.101.38410.00000.0000
1342001.06.11 11:20close67247.101.38560.00000.000037065.00531184.67
1352001.06.12 05:40sell68265.601.37490.00000.0000
1362001.06.12 06:40close68265.601.37220.00000.000071712.00602896.67
1372001.06.12 10:20buy69301.401.36950.00000.0000
1382001.06.12 11:20close69301.401.36810.00000.0000-42196.00560700.67
1392001.06.12 21:20buy70280.401.37290.00000.0000
1402001.06.13 00:00close70280.401.37280.00000.0000-3062.56557638.11
1412001.06.13 10:00sell71278.801.37710.00000.0000
1422001.06.13 10:40close71278.801.37900.00000.0000-52972.00504666.11
1432001.06.13 13:40sell72252.301.38590.00000.0000
1442001.06.13 14:20close72252.301.38890.00000.0000-75690.00428976.11
1452001.06.14 10:40sell73214.501.39350.00000.0000
1462001.06.14 11:59close73214.501.39020.00000.000070785.00499761.11
1472001.06.14 14:20sell74249.901.39730.00000.0000
1482001.06.14 16:00close74249.901.39640.00000.000022491.00522252.11
1492001.06.14 18:00sell75261.101.40310.00000.0000
1502001.06.14 20:00close75261.101.40120.00000.000049609.00571861.11
1512001.06.15 10:20sell76285.901.40450.00000.0000
1522001.06.15 10:40close76285.901.40790.00000.0000-97206.00474655.11
1532001.06.18 12:20buy77237.301.40070.00000.0000
1542001.06.18 13:40close77237.301.40650.00000.0000137634.00612289.11
1552001.06.19 09:00buy78306.101.40000.00000.0000
1562001.06.19 09:40close78306.101.40200.00000.000061220.00673509.11
1572001.06.19 14:00buy79336.801.39490.00000.0000
1582001.06.19 15:59close79336.801.39830.00000.0000114512.00788021.11
1592001.06.20 14:00buy80394.001.39190.00000.0000
1602001.06.20 16:00close80394.001.39400.00000.000082740.00870761.11
1612001.06.20 16:20sell81435.401.40220.00000.0000
1622001.06.20 17:40close81435.401.39670.00000.0000239470.001110231.11
1632001.06.20 18:20sell82555.101.39960.00000.0000
1642001.06.20 19:00close82555.101.39560.00000.0000222040.001332271.11
1652001.06.20 19:59sell83666.101.40130.00000.0000
1662001.06.20 20:00close83666.101.40180.00000.0000-33305.001298966.11
1672001.06.21 05:20sell84649.501.39840.00000.0000
1682001.06.21 06:00close84649.501.39700.00000.000090930.001389896.11
1692001.06.21 07:00sell85694.901.39840.00000.0000
1702001.06.21 07:20close85694.901.39660.00000.0000125082.001514978.11
1712001.06.21 08:20sell86757.501.40180.00000.0000
1722001.06.21 09:00close86757.501.40600.00000.0000-318150.001196828.11
1732001.06.21 12:40sell87598.401.41340.00000.0000
1742001.06.21 13:40close87598.401.40560.00000.0000466752.001663580.11
1752001.06.21 14:20sell88831.801.41340.00000.0000
1762001.06.21 16:00close88831.801.41090.00000.0000207950.001871530.11
1772001.06.22 08:20buy89935.801.41300.00000.0000
1782001.06.22 08:40close89935.801.41490.00000.0000177802.002049332.11
1792001.06.22 10:40sell901024.701.42000.00000.0000
1802001.06.22 11:59close901024.701.41640.00000.0000368892.002418224.11
1812001.06.22 13:00buy911209.101.40900.00000.0000
1822001.06.22 14:00close911209.101.41460.00000.0000677096.003095320.11
1832001.06.25 05:00sell921547.701.41640.00000.0000
1842001.06.25 08:00close921547.701.41620.00000.000030954.003126274.11
1852001.06.25 08:40sell931563.101.41840.00000.0000
1862001.06.25 10:20close931563.101.41540.00000.0000468930.003595204.11
1872001.06.25 14:00buy941797.601.41210.00000.0000
1882001.06.25 15:20close941797.601.41640.00000.0000772968.004368172.11
1892001.06.26 08:20buy952184.101.41040.00000.0000
1902001.06.26 09:20close952184.101.41230.00000.0000414979.004783151.11
1912001.06.27 08:40sell962391.601.41930.00000.0000
1922001.06.27 09:00close962391.601.41680.00000.0000597900.005381051.11
1932001.06.27 10:20sell972690.501.42010.00000.0000
1942001.06.27 10:40close972690.501.42190.00000.0000-484290.004896761.11
1952001.06.28 10:00sell982448.401.42020.00000.0000
1962001.06.28 10:20close982448.401.41120.00000.00002203560.007100321.11
1972001.06.29 03:20buy993550.201.40600.00000.0000
1982001.06.29 03:59close993550.201.40820.00000.0000781044.007881365.11
1992001.06.29 10:00buy1003940.701.40580.00000.0000
2002001.06.29 10:20close1003940.701.40390.00000.0000-748733.007132632.11
2012001.07.02 08:20buy1013566.301.41270.00000.0000
2022001.07.02 08:40close1013566.301.41140.00000.0000-463619.006669013.11
2032001.07.02 14:40sell1023334.501.41890.00000.0000
2042001.07.02 16:00close1023334.501.41820.00000.0000233415.006902428.11
2052001.07.03 13:40buy1033451.201.40540.00000.0000
2062001.07.03 14:00close1033451.201.41250.00000.00002450352.009352780.11
2072001.07.03 15:59buy1044676.401.40720.00000.0000
2082001.07.03 16:00close1044676.401.40650.00000.0000-327348.009025432.11
2092001.07.04 15:20buy1054512.701.40220.00000.0000
2102001.07.04 15:59close1054512.701.40410.00000.0000857413.009882845.11
2112001.07.04 16:20sell1064941.401.40920.00000.0000
2122001.07.04 17:40close1064941.401.40460.00000.00002273044.0012155889.11
2132001.07.05 01:00buy1076077.901.40570.00000.0000
2142001.07.05 04:00close1076077.901.40640.00000.0000425453.0012581342.11
2152001.07.05 10:20buy1086290.701.40230.00000.0000
2162001.07.05 10:40close1086290.701.40860.00000.00003963141.0016544483.11
2172001.07.05 10:40sell1095182.801.40860.00000.0000
2182001.07.05 11:00close1095182.801.40750.00000.0000570108.0017114591.11
2192001.07.05 17:40buy1108557.301.39900.00000.0000
2202001.07.05 18:00close1108557.301.40400.00000.00004278650.0021393241.11