Strategy Tester Report
VP-S&F-GBPUSD-MAcross

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period30 Minutes (M30) 2004.06.16 09:00 - 2006.09.15 22:30
ModelOpen prices only (fastest method to analyze the bar just completed)
ParametersStartSessionTime="23:00"; EndSessionTime="22:00"; Lots=1; UseServerTime=true; DeleteVPFileWhenRead=false; UseNI=true; UseHMA=false; Adjust=0; uniqueMagic=20060818; TimeNow=0;
Bars in test27839Ticks modelled55578Modelling qualityn/a
Initial deposit10000.00
Total net profit13597.99Gross profit53852.99Gross loss-40255.00
Profit factor1.34Expected payoff188.86
Absolute drawdown1949.25Maximal drawdown7423.99 (26.56%)Relative drawdown27.11% (2994.00)
Total trades72Short positions (won %)36 (50.00%)Long positions (won %)36 (38.89%)
Profit trades (% of total)32 (44.44%)Loss trades (% of total)40 (55.56%)
Largestprofit trade3041.26loss trade-1068.25
Averageprofit trade1682.91loss trade-1006.38
Maximumconsecutive wins (profit in money)3 (6487.53)consecutive losses (loss in money)5 (-4994.75)
Maximalconsecutive profit (count of wins)6487.53 (3)consecutive loss (count of losses)-4994.75 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.06.21 23:00sell11.001.83121.84121.7412
22004.06.22 23:00close11.001.82071.84121.74121044.7511044.75
32004.06.22 23:00buy21.001.82071.81071.9107
42004.06.24 13:00s/l21.001.81071.81071.9107-991.0010053.75
52004.07.05 23:00sell31.001.82911.83911.7391
62004.07.06 14:00s/l31.001.83911.83911.7391-1005.259048.50
72004.07.20 23:00buy41.001.85291.84291.9429
82004.07.21 12:00s/l41.001.84291.84291.9429-997.758050.75
92004.08.09 23:00sell51.001.84151.85151.7515
102004.08.17 23:00close51.001.82861.85151.75151248.009298.75
112004.08.17 23:00buy61.001.82861.81861.9186
122004.08.19 23:00close61.001.83281.81861.9186429.009727.75
132004.08.19 23:00sell71.001.83281.84281.7428
142004.08.23 23:00close71.001.80841.84281.74282429.5012157.25
152004.08.23 23:00buy81.001.80841.79841.8984
162004.08.24 14:30s/l81.001.79841.79841.8984-997.7511159.50
172004.09.13 23:00sell91.001.79651.80651.7065
182004.09.15 23:00close91.001.77721.80651.70651919.5013079.00
192004.09.15 23:00buy101.001.77721.76721.8672
202004.09.16 23:00close101.001.79291.76721.86721576.7414655.74
212004.09.16 23:00sell111.001.79291.80291.7029
222004.09.23 13:30s/l111.001.80291.80291.7029-1036.7513618.99
232004.10.04 23:00buy121.001.78411.77411.8741
242004.10.13 23:00close121.001.79431.77411.87411040.2514659.24
252004.10.13 23:00sell131.001.79431.80431.7043
262004.10.14 15:00s/l131.001.80431.80431.7043-1015.7513643.49
272004.12.14 23:00buy141.001.92831.91832.0183
282004.12.15 04:00s/l141.001.91831.91832.0183-997.7512645.74
292004.12.20 23:00sell151.001.94641.95641.8564
302004.12.22 23:00close151.001.91701.95641.85642929.5015575.24
312004.12.22 23:00buy161.001.91701.90702.0070
322005.01.03 04:30s/l161.001.90701.90702.0070-973.0014602.24
332005.01.24 23:00sell171.001.88051.89051.7905
342005.01.25 23:00close171.001.86431.89051.79051614.7516216.99
352005.01.25 23:00buy181.001.86431.85431.9543
362005.01.26 23:00close181.001.88221.85431.95431792.2518009.24
372005.01.26 23:00sell191.001.88221.89221.7922
382005.01.27 23:30s/l191.001.89221.89221.7922-1015.7516993.49
392005.02.07 23:00buy201.001.85741.84741.9474
402005.02.14 23:00close201.001.88761.84741.94743035.7420029.23
412005.02.14 23:00sell211.001.88761.89761.7976
422005.02.15 21:30s/l211.001.89761.89761.7976-1005.2519023.98
432005.03.14 23:00buy221.001.91381.90382.0038
442005.03.16 23:00close221.001.92611.90382.00381234.5020258.48
452005.03.16 23:00sell231.001.92611.93611.8361
462005.03.21 23:00close231.001.89671.93611.83612913.7523172.23
472005.03.21 23:00buy241.001.89671.88671.9867
482005.03.22 21:00s/l241.001.88671.88671.9867-997.7522174.48
492005.04.04 23:00sell251.001.87521.88521.7852
502005.04.07 08:30s/l251.001.88521.88521.7852-1026.2521148.23
512005.04.07 23:00buy261.001.86991.85991.9599
522005.04.11 23:00close261.001.89051.85991.95992064.4823212.71
532005.04.11 23:00sell271.001.89051.90051.8005
542005.04.18 11:00s/l271.001.90051.90051.8005-1036.7522175.96
552005.04.28 23:00buy281.001.90601.89601.9960
562005.05.02 16:30s/l281.001.89601.89601.9960-995.5021180.46
572005.05.05 23:00sell291.001.90651.91651.8165
582005.05.09 23:00close291.001.88411.91651.81652229.5023409.96
592005.05.09 23:00buy301.001.88411.87411.9741
602005.05.11 15:00s/l301.001.87411.87411.9741-995.5022414.46
612005.06.07 23:00sell311.001.83501.84501.7450
622005.06.13 23:00close311.001.80691.84501.74502778.5025192.96
632005.06.13 23:00buy321.001.80691.79691.8969
642005.06.20 23:00close321.001.82471.79691.89691795.7426988.70
652005.06.20 23:00sell331.001.82471.83471.7347
662005.06.28 23:00close331.001.81471.83471.7347957.9927946.69
672005.06.28 23:00buy341.001.81471.80471.9047
682005.06.29 15:30s/l341.001.80471.80471.9047-997.7526948.94
692005.07.18 23:00sell351.001.74851.75851.6585
702005.07.19 23:00close351.001.74061.75851.6585784.7627733.70
712005.07.19 23:00buy361.001.74061.73061.8306
722005.07.20 17:00s/l361.001.73061.73061.8306-997.7526735.95
732005.07.28 23:00sell371.001.75591.76591.6659
742005.08.01 10:30s/l371.001.76591.76591.6659-1010.5025725.45
752005.08.22 23:00buy381.001.80041.79041.8904
762005.08.30 10:30s/l381.001.79041.79041.8904-982.0024743.45
772005.08.31 23:00sell391.001.80371.81371.7137
782005.09.01 14:30s/l391.001.81371.81371.7137-1015.7523727.70
792005.09.12 23:00buy401.001.81991.80991.9099
802005.09.15 11:30s/l401.001.80991.80991.9099-988.7522738.95
812005.10.06 23:00sell411.001.77881.78881.6888
822005.10.10 23:00close411.001.75661.78881.68882209.5024948.45
832005.10.10 23:00buy421.001.75661.74661.8466
842005.10.11 16:00s/l421.001.74661.74661.8466-997.7523950.70
852005.10.19 23:00sell431.001.76521.77521.6752
862005.10.20 22:00s/l431.001.77521.77521.6752-1015.7522934.95
872005.11.01 23:00buy441.001.76561.75561.8556
882005.11.02 23:00close441.001.77671.75561.85561112.2524047.20
892005.11.02 23:00sell451.001.77671.78671.6867
902005.11.03 23:00close451.001.77131.78671.6867524.2524571.45
912005.11.03 23:00buy461.001.77131.76131.8613
922005.11.04 16:30s/l461.001.76131.76131.8613-997.7523573.70
932005.11.28 23:00sell471.001.72941.73941.6394
942005.12.05 14:30s/l471.001.73941.73941.6394-1036.7522536.95
952005.12.21 23:00buy481.001.74511.73511.8351
962005.12.22 14:30s/l481.001.73511.73511.8351-993.2521543.70
972006.01.04 23:00sell491.001.75781.76781.6678
982006.01.06 16:00s/l491.001.76781.76781.6678-1021.0020522.70
992006.01.19 23:00buy501.001.75961.74961.8496
1002006.01.23 23:00close501.001.78721.74961.84962764.5023287.20
1012006.01.23 23:00sell511.001.78721.79721.6972
1022006.02.01 23:00close511.001.77481.79721.69721192.7524479.95
1032006.02.01 23:00buy521.001.77481.76481.8648
1042006.02.03 15:30s/l521.001.76481.76481.8648-991.0023488.95
1052006.02.21 23:00sell531.001.74581.75581.6558
1062006.02.22 23:00close531.001.74411.75581.6558164.7523653.70
1072006.02.22 23:00buy541.001.74411.73411.8341
1082006.02.23 23:00close541.001.75101.73411.8341696.7524350.45
1092006.02.23 23:00sell551.001.75101.76101.6610
1102006.03.06 08:30s/l551.001.76101.76101.6610-1047.2523303.20
1112006.03.07 23:00buy561.001.73631.72631.8263
1122006.03.10 15:30s/l561.001.72631.72631.8263-988.7522314.45
1132006.03.15 23:00sell571.001.74811.75811.6581
1142006.03.16 18:30s/l571.001.75811.75811.6581-1015.7521298.70
1152006.03.23 23:00buy581.001.73491.72491.8249
1162006.04.04 23:00close581.001.75491.72491.82492022.5123321.21
1172006.04.04 23:00sell591.001.75491.76491.6649
1182006.04.17 14:00s/l591.001.76491.76491.6649-1068.2522252.96
1192006.05.24 23:00buy601.001.86891.85891.9589
1202006.05.26 16:00s/l601.001.85891.85891.9589-991.0021261.96
1212006.06.05 23:00sell611.001.87221.88221.7822
1222006.06.06 23:00close611.001.86041.88221.78221174.7522436.71
1232006.06.06 23:00buy621.001.86041.85041.9504
1242006.06.08 09:30s/l621.001.85041.85041.9504-991.0021445.71
1252006.06.21 23:00sell631.001.84511.85511.7551
1262006.06.22 23:00close631.001.82811.85511.75511684.2523129.96
1272006.06.22 23:00buy641.001.82811.81811.9181
1282006.06.23 14:00s/l641.001.81811.81811.9181-997.7522132.21
1292006.07.03 23:00sell651.001.84221.85221.7522
1302006.07.07 15:00s/l651.001.85221.85221.7522-1031.5021100.71
1312006.07.12 23:00buy661.001.83471.82471.9247
1322006.07.13 23:00close661.001.84371.82471.9247906.7522007.46
1332006.07.13 23:00sell671.001.84371.85371.7537
1342006.07.17 23:00close671.001.81821.85371.75372539.5224546.98
1352006.07.17 23:00buy681.001.81821.80821.9082
1362006.07.20 23:00close681.001.84851.80821.90823041.2627588.24
1372006.07.20 23:00sell691.001.84851.85851.7585
1382006.07.21 13:30s/l691.001.85851.85851.7585-1005.2526582.99
1392006.08.14 23:00buy701.001.88791.87791.9779
1402006.08.18 14:00s/l701.001.87791.87791.9779-986.5025596.49
1412006.08.28 23:00sell711.001.89261.90261.8026
1422006.08.29 10:30s/l711.001.90261.90261.8026-1005.2524591.24
1432006.09.06 23:00buy721.001.88441.87441.9744
1442006.09.07 14:00s/l721.001.87441.87441.9744-993.2523597.99