Strategy Tester Report
GBPJPY_M30
SIG-Demo.com (Build 226)

SymbolGBPJPY (Great Britan vs Japanese Yen)
Period30 Minutes (M30) 2010.04.01 00:00 - 2010.05.03 23:30 (2010.04.01 - 2010.05.04)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMMType=1; FixedLots=1; GeometricalFactor=3; ProportionalRisk=90; LastXTrades=5; DecreaseFactor=2; TSSFTrigger1=1; TSSFRatio1=50; TSSFTrigger2=2; TSSFRatio2=75; TSSFTrigger3=3; TSSFRatio3=100; BreakEven=100; TakeProfit=125; StopLoss=100; Slippage=3; PartialTP1=55; PartialRatio1=30; PartialTP2=110; PartialRatio2=50;
Bars in test2095Ticks modelled1508214Modelling quality90.00%
Mismatched charts errors0
Initial deposit5000.00
Total net profit9091.06Gross profit12459.10Gross loss-3368.04
Profit factor3.70Expected payoff606.07
Absolute drawdown2657.45Maximal drawdown2657.45 (53.15%)Relative drawdown53.15% (2657.45)
Total trades15Short positions (won %)6 (66.67%)Long positions (won %)9 (55.56%)
Profit trades (% of total)9 (60.00%)Loss trades (% of total)6 (40.00%)
Largestprofit trade1389.87loss trade-1113.47
Averageprofit trade1384.34loss trade-561.34
Maximumconsecutive wins (profit in money)4 (5550.44)consecutive losses (loss in money)2 (-2225.61)
Maximalconsecutive profit (count of wins)5550.44 (4)consecutive loss (count of losses)-2225.61 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.04.05 18:00buy11.00144.56143.56145.81
22010.04.06 04:00s/l11.00143.56143.56145.81-1112.153887.85
32010.04.06 17:00sell21.00142.542143.54141.29
42010.04.07 05:04s/l21.00143.54143.54141.29-1113.472774.39
52010.04.07 17:00sell31.00142.471143.47141.22
62010.04.08 09:33modify31.00142.471142.47141.22
72010.04.08 10:28t/p31.00141.22142.47141.221372.104146.48
82010.04.08 18:00buy41.00142.043141.04143.29
92010.04.09 03:45modify41.00142.043142.04143.29
102010.04.09 09:16t/p41.00143.29142.04143.291382.855529.33
112010.04.09 17:00buy51.00143.603142.60144.85
122010.04.12 17:00close51.00143.517142.60144.85-97.275432.07
132010.04.12 17:00sell61.00143.517144.52142.27
142010.04.13 04:08modify61.00143.517143.52142.27
152010.04.13 06:38t/p61.00142.27143.52142.271378.766810.83
162010.04.16 17:00sell71.00142.771143.77141.52
172010.04.16 18:17modify71.00142.771142.77141.52
182010.04.16 18:18t/p71.00141.52142.77141.521388.768199.59
192010.04.19 17:00buy81.00140.82139.82142.07
202010.04.20 00:27modify81.00140.82140.82142.07
212010.04.20 04:04t/p81.00142.07140.82142.071386.189585.77
222010.04.20 17:00buy91.00142.913141.91144.16
232010.04.21 12:03modify91.00142.913142.91144.16
242010.04.22 04:25s/l91.00142.91142.91144.16-10.449575.33
252010.04.23 17:00buy101.00144.21143.21145.46
262010.04.26 03:37modify101.00144.21144.21145.46
272010.04.26 04:32t/p101.00145.46144.21145.461386.1910961.53
282010.04.27 17:00sell111.00143.592144.59142.34
292010.04.27 18:37modify111.00143.592143.59142.34
302010.04.27 18:57t/p111.00142.34143.59142.341389.8712351.40
312010.04.28 17:00buy121.00142.815141.82144.07
322010.04.29 17:00buy131.00143.59142.59144.84
332010.04.29 17:30modify121.00142.815142.82144.07
342010.04.29 18:58t/p121.00144.07142.82144.071388.1913739.58
352010.04.30 09:52modify131.00143.59143.59144.84
362010.04.30 10:44t/p131.00144.84143.59144.841386.1915125.78
372010.04.30 17:00sell141.00143.797144.80142.55
382010.05.03 17:00close141.00144.409144.80142.55-684.9414440.83
392010.05.03 17:00buy151.00144.409143.41145.66
402010.05.03 23:59close at stop151.00144.094143.41145.66-349.7714091.06