*Strategy Tester Report* *Pinbar-Shmen* *FXDD-MT4 Live Server (Build 225)* Symbol GBPUSD (Great Britain Pound vs. United States Dollar) Period 1 Hour (H1) 2004.12.06 02:00 - 2009.11.05 23:00 (2004.12.06 - 2009.11.06) Model Every tick (the most precise method based on all available least timeframes) Parameters a3=0.05; a5=0.3; ae11=1.3; ae21=1.3; ae31=0.8; a11=0.7; a21=0.7; a41=0.6; s1=2; t1=0.75; a1btf=0; a2btf=0; a4btf=0; ae1btf=0; ae2btf=0; ae3btf=0; b1=5; b2=20; rn1=50; rn2=50; cp=0; cp2=0; mrn=50; magicnum=66666; b1b=1; en=1; b2b=0; b4b=0; en4b=0; b8b=0; space=1; bs=15; btfb=0; sb1=0; sb2=0; sb3=0; sbc=0; btsb1=0; btsb2=0; btsb3=0; btsbc=0; rsip=0; rsia=0; rsipbtf=0; rsiabtf=0; map=0; rsidl=18; rsidp=6; lotsize=100; rnflip=50; rsim=0; ck=true; del=false; rev=false; btf=false; maf=false; rsi=false; rsibtf=false; btft=false; divergence=true; wholenumber=true; consecutive_losses_Note=""; Bars in test 31448 Ticks modelled 20101439 Modelling quality 90.00% Mismatched charts errors 53 Initial deposit 50000.00 Total net profit 154.20 Gross profit 313.00 Gross loss -158.80 Profit factor 1.97 Expected payoff 9.07 Absolute drawdown 31.40 Maximal drawdown 94.00 (0.19%) Relative drawdown 0.19% (94.00) Total trades 17 Short positions (won %) 8 (100.00%) Long positions (won %) 9 (77.78%) Profit trades (% of total) 15 (88.24%) Loss trades (% of total) 2 (11.76%) Largest profit trade 33.00 loss trade -88.40 Average profit trade 20.87 loss trade -79.40 Maximum consecutive wins (profit in money) 9 (159.30) consecutive losses (loss in money) 1 (-88.40) Maximal consecutive profit (count of wins) 159.30 (9) consecutive loss (count of losses) -88.40 (1) Average consecutive wins 5 consecutive losses 1 Graph # Time Type Order Size Price S / L T / P Profit Balance 1 2005.04.06 10:00 sell stop 1 0.23 1.8816 1.8855 1.8812 2 2005.04.06 11:04 sell 1 0.23 1.8816 1.8855 1.8812 3 2005.04.06 11:15 t/p 1 0.23 1.8812 1.8855 1.8812 9.20 50009.20 4 2005.09.15 11:00 buy stop 2 0.19 1.8179 1.8134 1.8187 5 2005.09.15 11:31 delete 2 0.19 1.8179 1.8134 1.8187 6 2005.10.10 03:00 buy stop 3 0.14 1.7614 1.7563 1.7636 7 2005.10.10 03:27 buy 3 0.14 1.7614 1.7563 1.7636 8 2005.10.10 10:59 t/p 3 0.14 1.7636 1.7563 1.7636 30.80 50040.00 9 2005.10.25 10:00 buy stop 4 0.18 1.7671 1.7632 1.7687 10 2005.10.25 10:07 buy 4 0.18 1.7671 1.7632 1.7687 11 2005.10.25 10:34 t/p 4 0.18 1.7687 1.7632 1.7687 28.80 50068.80 12 2005.10.26 17:00 buy stop 5 0.17 1.7770 1.7729 1.7788 13 2005.10.26 17:04 buy 5 0.17 1.7770 1.7729 1.7788 14 2005.10.26 18:06 t/p 5 0.17 1.7788 1.7729 1.7788 30.60 50099.40 15 2006.10.04 10:00 buy stop 6 0.22 1.8877 1.8845 1.8890 16 2006.10.04 10:01 buy 6 0.22 1.8877 1.8845 1.8890 17 2006.10.04 11:30 s/l 6 0.22 1.8845 1.8845 1.8890 -70.40 50029.00 18 2006.12.15 17:00 buy stop 7 0.11 1.9669 1.9595 1.9688 19 2006.12.15 18:02 delete 7 0.11 1.9669 1.9595 1.9688 20 2007.04.10 11:00 sell stop 8 0.22 1.9672 1.9705 1.9660 21 2007.04.10 11:36 delete 8 0.22 1.9672 1.9705 1.9660 22 2007.07.05 17:00 buy stop 9 0.22 2.0178 2.0145 2.0191 23 2007.07.05 17:00 delete 9 0.22 2.0178 2.0145 2.0191 24 2007.08.21 02:00 sell stop 10 0.21 1.9875 1.9913 1.9864 25 2007.08.21 02:06 sell 10 0.21 1.9875 1.9913 1.9864 26 2007.08.21 02:13 t/p 10 0.21 1.9864 1.9913 1.9864 23.10 50052.10 27 2007.11.09 14:00 sell stop 11 0.11 2.1094 2.1156 2.1064 28 2007.11.09 14:28 sell 11 0.11 2.1094 2.1156 2.1064 29 2007.11.09 14:39 t/p 11 0.11 2.1064 2.1156 2.1064 33.00 50085.10 30 2008.01.22 12:00 buy stop 12 0.11 1.9520 1.9444 1.9535 31 2008.01.22 12:09 buy 12 0.11 1.9520 1.9444 1.9535 32 2008.01.22 14:33 t/p 12 0.11 1.9535 1.9444 1.9535 16.50 50101.60 33 2008.03.26 13:00 sell stop 13 0.11 2.0024 2.0105 2.0013 34 2008.03.26 13:01 sell 13 0.11 2.0024 2.0105 2.0013 35 2008.03.26 13:01 t/p 13 0.11 2.0013 2.0105 2.0013 12.10 50113.70 36 2009.01.13 13:00 buy stop 14 0.08 1.4709 1.4609 1.4732 37 2009.01.13 14:21 delete 14 0.08 1.4709 1.4609 1.4732 38 2009.01.28 18:00 sell stop 15 0.07 1.4239 1.4357 1.4222 39 2009.01.28 22:28 sell 15 0.07 1.4239 1.4357 1.4222 40 2009.01.28 22:56 t/p 15 0.07 1.4222 1.4357 1.4222 11.90 50125.60 41 2009.02.20 12:00 buy stop 16 0.12 1.4229 1.4148 1.4233 42 2009.02.20 12:30 buy 16 0.12 1.4229 1.4148 1.4233 43 2009.02.20 12:30 t/p 16 0.12 1.4233 1.4148 1.4233 4.80 50130.40 44 2009.07.17 16:00 buy stop 17 0.14 1.6327 1.6263 1.6336 45 2009.07.17 16:00 buy 17 0.14 1.6327 1.6263 1.6336 46 2009.07.17 16:02 t/p 17 0.14 1.6336 1.6263 1.6336 12.60 50143.00 47 2009.07.31 15:00 sell stop 18 0.23 1.6524 1.6555 1.6511 48 2009.07.31 15:02 sell 18 0.23 1.6524 1.6555 1.6511 49 2009.07.31 15:36 t/p 18 0.23 1.6511 1.6555 1.6511 29.90 50172.90 50 2009.08.20 12:00 sell stop 19 0.11 1.6529 1.6606 1.6515 51 2009.08.20 12:00 delete 19 0.11 1.6529 1.6606 1.6515 52 2009.08.20 12:00 sell stop 20 0.11 1.6529 1.6606 1.6515 53 2009.08.20 12:11 sell 20 0.11 1.6529 1.6606 1.6515 54 2009.08.20 12:23 t/p 20 0.11 1.6515 1.6606 1.6515 15.40 50188.30 55 2009.09.18 20:00 buy stop 21 0.17 1.6280 1.6228 1.6286 56 2009.09.18 20:04 buy 21 0.17 1.6280 1.6228 1.6286 57 2009.09.21 01:00 s/l 21 0.17 1.6228 1.6228 1.6286 -88.40 50099.90 58 2009.09.23 22:00 sell stop 22 0.09 1.6400 1.6472 1.6365 59 2009.09.23 22:10 sell 22 0.09 1.6400 1.6472 1.6365 60 2009.09.23 22:50 t/p 22 0.09 1.6365 1.6472 1.6365 31.50 50131.40 61 2009.09.28 20:00 sell stop 23 0.09 1.5843 1.5930 1.5820 62 2009.09.29 05:26 delete 23 0.09 1.5843 1.5930 1.5820 63 2009.10.07 18:00 buy stop 24 0.12 1.5918 1.5856 1.5937 64 2009.10.07 18:03 buy 24 0.12 1.5918 1.5856 1.5937 65 2009.10.07 20:34 t/p 24 0.12 1.5937 1.5856 1.5937 22.80 50154.20