Strategy Tester Report
VP-S&F-williamk

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2003.12.11 21:00 - 2006.09.15 22:00
ModelOpen prices only (fastest method to analyze the bar just completed)
ParametersStartSessionTime="23:00"; EndSessionTime="22:00"; Lots=0.5; UseServerTime=true; DeleteVPFileWhenRead=false; Adjust=0; StopLoss=100; TakeProfit=500; uniqueMagic=20060818; TimeNow=0;
Bars in test17106Ticks modelled34112Modelling qualityn/a
Initial deposit10000.00
Total net profit-951.66Gross profit4631.50Gross loss-5583.17
Profit factor0.83Expected payoff-36.60
Absolute drawdown951.66Maximal drawdown2244.54 (19.88%)Relative drawdown19.88% (2244.54)
Total trades26Short positions (won %)0 (0.00%)Long positions (won %)26 (34.62%)
Profit trades (% of total)9 (34.62%)Loss trades (% of total)17 (65.38%)
Largestprofit trade1349.00loss trade-500.44
Averageprofit trade514.61loss trade-328.42
Maximumconsecutive wins (profit in money)3 (1014.00)consecutive losses (loss in money)5 (-415.88)
Maximalconsecutive profit (count of wins)1349.00 (1)consecutive loss (count of losses)-1505.20 (4)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12003.12.30 23:00buy limit10.501.77231.76231.8223
22003.12.31 23:00delete10.501.77231.76231.8223
32004.01.07 23:00buy limit20.501.81151.80151.8615
42004.01.08 11:00buy20.501.81151.80151.8615
52004.01.14 23:00close20.501.83291.80151.86151074.5011074.50
62004.02.11 23:00buy limit30.501.87611.86611.9261
72004.02.12 23:00delete30.501.87611.86611.9261
82004.02.12 23:00buy limit40.501.88461.87461.9346
92004.02.13 18:00buy40.501.88461.87461.9346
102004.02.18 23:00close40.501.88891.87461.9346218.3811292.88
112004.03.08 23:00buy limit50.501.84161.83161.8916
122004.03.09 11:00buy50.501.84161.83161.8916
132004.03.09 21:00s/l50.501.8316071.83161.8916-499.6710793.21
142004.04.19 23:00buy limit60.501.80221.79221.8522
152004.04.20 05:00buy60.501.80221.79221.8522
162004.04.20 12:00s/l60.501.7922041.79221.8522-499.8210293.39
172004.04.26 23:00buy limit70.501.78251.77251.8325
182004.04.27 03:00buy70.501.78251.77251.8325
192004.04.28 18:00s/l70.501.77251.77251.8325-498.879794.52
202004.04.28 23:00buy limit80.501.76451.75451.8145
212004.04.29 11:00buy80.501.76451.75451.8145
222004.04.29 23:00close80.501.77351.75451.8145450.0010244.52
232004.05.20 23:00buy limit90.501.76961.75961.8196
242004.05.24 23:00delete90.501.76961.75961.8196
252004.05.25 23:00buy limit100.501.80081.79081.8508
262004.05.26 23:00delete100.501.80081.79081.8508
272004.08.02 23:00buy limit110.501.82251.81251.8725
282004.08.03 09:00buy110.501.82251.81251.8725
292004.08.11 23:00close110.501.83001.81251.8725384.0010628.52
302004.09.01 23:00buy limit120.501.78681.77681.8368
312004.09.02 17:00buy120.501.78681.77681.8368
322004.09.02 23:00close120.501.79041.77681.8368180.0010808.52
332004.09.22 23:00buy limit130.501.78821.77821.8382
342004.09.23 23:00delete130.501.78821.77821.8382
352004.11.03 23:00buy limit140.501.83941.82941.8894
362004.11.04 23:00delete140.501.83941.82941.8894
372004.11.17 23:00buy limit150.501.85351.84351.9035
382004.11.18 14:00buy150.501.85351.84351.9035
392004.11.18 23:00close150.501.85011.84351.9035-170.0010638.52
402004.11.23 23:00buy limit160.501.86111.85111.9111
412004.11.24 23:00delete160.501.86111.85111.9111
422004.12.07 23:00buy limit170.501.93881.92881.9888
432004.12.08 06:00buy170.501.93881.92881.9888
442004.12.08 10:00s/l170.501.9287961.92881.9888-500.2210138.30
452005.01.31 23:00buy limit180.501.87791.86791.9279
462005.02.01 17:00buy180.501.87791.86791.9279
472005.02.02 23:00close180.501.88591.86791.9279401.1310539.43
482005.02.14 23:00buy limit190.501.88041.87041.9304
492005.02.15 23:00delete190.501.88041.87041.9304
502005.02.17 23:00buy limit200.501.88861.87861.9386
512005.02.21 23:00delete200.501.88861.87861.9386
522005.02.23 23:00buy limit210.501.90261.89261.9526
532005.02.24 11:00buy210.501.90261.89261.9526
542005.03.02 23:00close210.501.91371.89261.9526559.5011098.93
552005.03.17 23:00buy limit220.501.91861.90861.9686
562005.03.18 10:00buy220.501.91861.90861.9686
572005.03.21 10:00s/l220.501.9085941.90861.9686-499.1910599.73
582005.04.20 23:00buy limit230.501.91131.90131.9613
592005.04.21 12:00buy230.501.91131.90131.9613
602005.04.25 23:00close230.501.91111.90131.9613-7.7510591.98
612005.07.11 23:00buy limit240.501.75091.74091.8009
622005.07.12 23:00delete240.501.75091.74091.8009
632005.07.13 23:00buy limit250.501.75711.74711.8071
642005.07.14 15:00buy250.501.75711.74711.8071
652005.07.18 11:00s/l250.501.7470991.74711.8071-497.8210094.16
662005.07.21 23:00buy limit260.501.74711.73711.7971
672005.07.22 15:00buy260.501.74711.73711.7971
682005.07.22 19:00s/l260.501.7370911.73711.7971-500.449593.72
692005.07.25 23:00buy limit270.501.73681.72681.7868
702005.07.26 11:00buy270.501.73681.72681.7868
712005.07.26 23:00close270.501.73711.72681.786815.009608.72
722005.08.08 23:00buy limit280.501.77701.76701.8270
732005.08.09 23:00delete280.501.77701.76701.8270
742005.08.09 23:00buy limit290.501.78051.77051.8305
752005.08.10 23:00delete290.501.78051.77051.8305
762005.08.11 23:00buy limit300.501.80331.79331.8533
772005.08.15 23:00delete300.501.80331.79331.8533
782005.08.25 23:00buy limit310.501.79801.78801.8480
792005.08.29 19:00buy310.501.79801.78801.8480
802005.08.29 23:00close310.501.79611.78801.8480-95.009513.72
812005.09.05 23:00buy limit320.501.83761.82761.8876
822005.09.06 10:00buy320.501.83761.82761.8876
832005.09.08 23:00close320.501.83561.82761.8876-95.509418.22
842005.10.26 23:00buy limit330.501.76731.75731.8173
852005.10.27 23:00delete330.501.76731.75731.8173
862005.12.07 23:00buy limit340.501.72861.71861.7786
872005.12.08 23:00delete340.501.72861.71861.7786
882006.01.03 23:00buy limit350.501.73651.72651.7865
892006.01.04 23:00delete350.501.73651.72651.7865
902006.01.10 23:00buy limit360.501.76141.75141.8114
912006.01.11 02:00buy360.501.76141.75141.8114
922006.01.12 23:00close360.501.76041.75141.8114-46.639371.60
932006.01.23 23:00buy limit370.501.77921.76921.8292
942006.01.24 23:00delete370.501.77921.76921.8292
952006.02.21 23:00buy limit380.501.74211.73211.7921
962006.02.22 10:00buy380.501.74211.73211.7921
972006.02.27 23:00close380.501.73971.73211.7921-114.389257.22
982006.02.28 23:00buy limit390.501.75001.74001.8000
992006.03.01 17:00buy390.501.75001.74001.8000
1002006.03.06 23:00close390.501.74861.74001.8000-64.389192.85
1012006.04.13 23:00buy limit400.501.74771.73771.7977
1022006.04.17 23:00delete400.501.74771.73771.7977
1032006.05.01 23:00buy limit410.501.81661.80661.8666
1042006.05.02 23:00delete410.501.81661.80661.8666
1052006.05.08 23:00buy limit420.501.85301.84301.9030
1062006.05.09 09:00buy420.501.85301.84301.9030
1072006.05.17 23:00close420.501.87981.84301.90301349.0010541.85
1082006.05.30 23:00buy limit430.501.87331.86331.9233
1092006.05.31 16:00buy430.501.87331.86331.9233
1102006.06.01 09:00s/l430.501.8632921.86331.9233-497.0410044.81
1112006.06.14 23:00buy limit440.501.83681.82681.8868
1122006.06.15 23:00delete440.501.83681.82681.8868
1132006.08.07 23:00buy limit450.501.89931.88931.9493
1142006.08.08 23:00delete450.501.89931.88931.9493
1152006.08.08 23:00buy limit460.501.90371.89371.9537
1162006.08.09 01:00buy460.501.90371.89371.9537
1172006.08.10 17:00s/l460.501.8937081.89371.9537-496.209548.61
1182006.08.31 23:00buy limit470.501.89951.88951.9495
1192006.09.04 23:00delete470.501.89951.88951.9495
1202006.09.04 23:00buy limit480.501.90231.89231.9523
1212006.09.05 09:00buy480.501.90231.89231.9523
1222006.09.05 17:00s/l480.501.8922951.89231.9523-500.279048.34