Strategy Tester Report
volatility-13
(Build 890)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period4 Hours (H4) 2015.01.02 00:00 - 2015.09.24 16:00 (2015.01.01 - 2015.09.25)
ModelEvery tick (the most precise method based on all available least timeframes)
ParameterstakeProfit=150; stopLoss=75; lots=0.5; slippage=5; magicNumber=1443555608;
Bars in test2213Ticks modelled36864854Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00Spread10
Total net profit3670.00Gross profit8371.50Gross loss-4701.50
Profit factor1.78Expected payoff34.62
Absolute drawdown135.00Maximal drawdown986.00 (8.76%)Relative drawdown8.76% (986.00)
Total trades106Short positions (won %)31 (70.97%)Long positions (won %)75 (57.33%)
Profit trades (% of total)65 (61.32%)Loss trades (% of total)41 (38.68%)
Largestprofit trade750.00loss trade-375.00
Averageprofit trade128.79loss trade-114.67
Maximumconsecutive wins (profit in money)6 (792.50)consecutive losses (loss in money)4 (-277.50)
Maximalconsecutive profit (count of wins)1265.50 (4)consecutive loss (count of losses)-649.00 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.09 12:00sell10.501.514891.522391.49989
22015.01.09 16:00close10.501.514731.522391.499898.0010008.00
32015.01.11 19:30buy20.501.515651.508151.53065
42015.01.11 20:00close20.501.517871.508151.53065111.0010119.00
52015.01.11 20:00sell30.501.517871.525371.50287
62015.01.12 00:00close30.501.518891.525371.50287-51.0010068.00
72015.01.12 20:00sell40.501.517841.525341.50284
82015.01.13 00:00close40.501.517061.525341.5028439.0010107.00
92015.01.13 00:00buy50.501.517061.509561.53206
102015.01.13 04:00close50.501.517501.509561.5320622.0010129.00
112015.01.14 08:00sell60.501.520711.528211.50571
122015.01.14 12:00close60.501.519071.528211.5057182.0010211.00
132015.01.14 12:00buy70.501.519071.511571.53407
142015.01.14 16:00close70.501.521071.511571.53407100.0010311.00
152015.01.15 08:00buy80.501.521721.514221.53672
162015.01.15 12:00close80.501.523311.514221.5367279.5010390.50
172015.01.20 20:00buy90.501.515671.508171.53067
182015.01.21 00:00close90.501.514381.508171.53067-64.5010326.00
192015.01.26 08:00sell100.501.503771.511271.48877
202015.01.26 12:00close100.501.501301.511271.48877123.5010449.50
212015.01.27 08:00buy110.501.507811.500311.52281
222015.01.27 12:00close110.501.507851.500311.522812.0010451.50
232015.01.28 04:00buy120.501.516611.509111.53161
242015.01.28 12:00close120.501.519391.509111.53161139.0010590.50
252015.01.28 16:00buy130.501.517911.510411.53291
262015.01.28 20:00close130.501.515501.510411.53291-120.5010470.00
272015.02.02 04:00buy140.501.508061.500561.52306
282015.02.02 08:00close140.501.504291.500561.52306-188.5010281.50
292015.02.05 00:00buy150.501.517781.510281.53278
302015.02.05 04:00close150.501.520441.510281.53278133.0010414.50
312015.02.05 04:00sell160.501.520441.527941.50544
322015.02.05 08:00close160.501.520701.527941.50544-13.0010401.50
332015.02.10 20:00buy170.501.525341.517841.54034
342015.02.11 00:00close170.501.525751.517841.5403420.5010422.00
352015.02.11 12:00sell180.501.529041.536541.51404
362015.02.11 16:00close180.501.526531.536541.51404125.5010547.50
372015.02.11 16:00buy190.501.526531.519031.54153
382015.02.11 20:00close190.501.524461.519031.54153-103.5010444.00
392015.02.13 12:00buy200.501.538491.530991.55349
402015.02.13 16:00close200.501.539321.530991.5534941.5010485.50
412015.02.13 20:00buy210.501.539101.531601.55410
422015.02.15 19:30close210.501.537931.531601.55410-58.5010427.00
432015.02.15 20:00sell220.501.542341.549841.52734
442015.02.16 00:00close220.501.540181.549841.52734108.0010535.00
452015.02.16 00:00buy230.501.540181.532681.55518
462015.02.16 04:00close230.501.543111.532681.55518146.5010681.50
472015.02.16 04:00sell240.501.543111.550611.52811
482015.02.16 08:00close240.501.543831.550611.52811-36.0010645.50
492015.02.19 08:00buy250.501.544441.536941.55944
502015.02.19 12:00close250.501.545471.536941.5594451.5010697.00
512015.02.24 04:00buy260.501.543911.536411.55891
522015.02.24 08:00close260.501.545401.536411.5589174.5010771.50
532015.02.24 12:00buy270.501.544631.537131.55963
542015.02.24 16:00close270.501.545711.537131.5596354.0010825.50
552015.02.25 16:00buy280.501.548671.541171.56367
562015.02.25 20:00close280.501.552581.541171.56367195.5011021.00
572015.02.25 20:00sell290.501.552581.560081.53758
582015.02.26 00:00close290.501.552651.560081.53758-3.5011017.50
592015.03.09 20:00sell300.501.512931.520431.49793
602015.03.10 00:00close300.501.510701.520431.49793111.5011129.00
612015.03.17 04:00buy310.501.482171.474671.49717
622015.03.17 08:00close310.501.482451.474671.4971714.0011143.00
632015.03.23 04:00buy320.501.493681.486181.50868
642015.03.23 08:00close320.501.487451.486181.50868-311.5010831.50
652015.03.26 08:00sell330.501.492641.500141.47764
662015.03.26 12:00close330.501.492951.500141.47764-15.5010816.00
672015.03.30 00:00buy340.501.488311.480811.50331
682015.03.30 04:00close340.501.485701.480811.50331-130.5010685.50
692015.04.01 00:00buy350.501.483031.475531.49803
702015.04.01 04:00close350.501.486081.475531.49803152.5010838.00
712015.04.01 08:00buy360.501.483451.475951.49845
722015.04.01 08:48s/l360.501.475951.475951.49845-375.0010463.00
732015.04.05 20:05sell370.501.491821.499321.47682
742015.04.06 00:00close370.501.491981.499321.47682-8.0010455.00
752015.04.13 20:00sell380.501.467661.475161.45266
762015.04.14 00:00close380.501.466781.475161.4526644.0010499.00
772015.04.14 04:00buy390.501.466051.458551.48105
782015.04.14 08:00close390.501.464441.458551.48105-80.5010418.50
792015.04.15 08:00buy400.501.472931.465431.48793
802015.04.15 12:00close400.501.474481.465431.4879377.5010496.00
812015.04.16 08:00buy410.501.482891.475391.49789
822015.04.16 12:00close410.501.491171.475391.49789414.0010910.00
832015.04.19 19:09buy420.501.495911.488411.51091
842015.04.19 20:00close420.501.494711.488411.51091-60.0010850.00
852015.04.21 20:00buy430.501.492821.485321.50782
862015.04.22 00:00close430.501.492881.485321.507823.0010853.00
872015.04.23 04:00buy440.501.502761.495261.51776
882015.04.23 08:00close440.501.498521.495261.51776-212.0010641.00
892015.04.24 00:00buy450.501.505121.497621.52012
902015.04.24 08:00close450.501.513541.497621.52012421.0011062.00
912015.04.26 20:02buy460.501.516521.509021.53152
922015.04.27 00:00close460.501.517261.509021.5315237.0011099.00
932015.04.29 12:00buy470.501.535331.527831.55033
942015.04.29 16:00close470.501.548091.527831.55033638.0011737.00
952015.04.30 12:00buy480.501.541541.534041.55654
962015.04.30 13:31s/l480.501.534041.534041.55654-375.0011362.00
972015.05.06 00:00buy490.501.516831.509331.53183
982015.05.06 04:00close490.501.520421.509331.53183179.5011541.50
992015.05.06 04:00sell500.501.520421.527921.50542
1002015.05.06 08:00close500.501.518441.527921.5054299.0011640.50
1012015.05.06 08:00buy510.501.518441.510941.53344
1022015.05.06 12:00close510.501.521411.510941.53344148.5011789.00
1032015.05.10 20:03sell520.501.545041.552541.53004
1042015.05.11 00:00close520.501.543751.552541.5300464.5011853.50
1052015.05.11 00:00buy530.501.543751.536251.55875
1062015.05.11 04:00close530.501.541431.536251.55875-116.0011737.50
1072015.05.12 08:00buy540.501.555801.548301.57080
1082015.05.12 10:41t/p540.501.570801.548301.57080750.0012487.50
1092015.05.13 12:00buy550.501.565261.557761.58026
1102015.05.13 16:00close550.501.574571.557761.58026465.5012953.00
1112015.05.14 16:00buy560.501.576621.569121.59162
1122015.05.14 20:00close560.501.577121.569121.5916225.0012978.00
1132015.05.22 04:00sell570.501.567601.575101.55260
1142015.05.22 08:00close570.501.567101.575101.5526025.0013003.00
1152015.06.03 20:00buy580.501.533161.525661.54816
1162015.06.04 00:00close580.501.532551.525661.54816-30.5012972.50
1172015.06.04 16:00buy590.501.536561.529061.55156
1182015.06.04 20:00close590.501.536231.529061.55156-16.5012956.00
1192015.06.05 00:00buy600.501.535911.528411.55091
1202015.06.05 04:00close600.501.535931.528411.550911.0012957.00
1212015.06.10 04:00buy610.501.537681.530181.55268
1222015.06.10 08:00close610.501.545051.530181.55268368.5013325.50
1232015.06.11 04:00buy620.501.549641.542141.56464
1242015.06.11 08:00close620.501.544721.542141.56464-246.0013079.50
1252015.06.11 20:00sell630.501.552861.560361.53786
1262015.06.12 00:00close630.501.551521.560361.5378667.0013146.50
1272015.06.12 00:00buy640.501.551521.544021.56652
1282015.06.12 04:00close640.501.551631.544021.566525.5013152.00
1292015.06.14 19:00buy650.501.555231.547731.57023
1302015.06.15 00:00close650.501.556441.547731.5702360.5013212.50
1312015.06.16 08:00buy660.501.559461.551961.57446
1322015.06.16 12:00close660.501.562401.551961.57446147.0013359.50
1332015.06.17 08:00buy670.501.563411.555911.57841
1342015.06.17 12:00close670.501.572921.555911.57841475.5013835.00
1352015.06.19 00:00buy680.501.587851.580351.60285
1362015.06.19 04:00close680.501.588591.580351.6028537.0013872.00
1372015.06.29 20:00buy690.501.573171.565671.58817
1382015.06.30 00:00close690.501.572641.565671.58817-26.5013845.50
1392015.07.06 16:00sell700.501.561761.569261.54676
1402015.07.06 20:00close700.501.560311.569261.5467672.5013918.00
1412015.07.07 00:00buy710.501.559841.552341.57484
1422015.07.07 04:00close710.501.558851.552341.57484-49.5013868.50
1432015.07.10 08:00sell720.501.544581.552081.52958
1442015.07.10 10:51s/l720.501.552081.552081.52958-375.0013493.50
1452015.07.12 20:00buy730.501.549171.541671.56417
1462015.07.13 00:00close730.501.551201.541671.56417101.5013595.00
1472015.07.13 04:00buy740.501.550061.542561.56506
1482015.07.13 08:00close740.501.551401.542561.5650667.0013662.00
1492015.07.13 16:00buy750.501.551661.544161.56666
1502015.07.13 20:00close750.501.548751.544161.56666-145.5013516.50
1512015.07.15 12:00buy760.501.562301.554801.57730
1522015.07.15 16:00close760.501.561941.554801.57730-18.0013498.50
1532015.07.22 16:00buy770.501.561511.554011.57651
1542015.07.23 00:00close770.501.561211.554011.57651-15.0013483.50
1552015.07.28 04:00buy780.501.555961.548461.57096
1562015.07.28 08:00close780.501.553981.548461.57096-99.0013384.50
1572015.07.28 16:00sell790.501.561401.568901.54640
1582015.07.28 20:00close790.501.561371.568901.546401.5013386.00
1592015.07.29 00:00buy800.501.560791.553291.57579
1602015.07.29 04:00close800.501.561441.553291.5757932.5013418.50
1612015.07.29 12:00sell810.501.564191.571691.54919
1622015.07.29 16:00close810.501.562211.571691.5491999.0013517.50
1632015.07.29 16:00buy820.501.562211.554711.57721
1642015.07.29 20:00close820.501.560401.554711.57721-90.5013427.00
1652015.07.30 12:00sell830.501.563111.570611.54811
1662015.07.30 16:00close830.501.558151.570611.54811248.0013675.00
1672015.07.31 20:00buy840.501.561601.554101.57660
1682015.08.02 19:01close840.501.561461.554101.57660-7.0013668.00
1692015.08.02 20:00sell850.501.563681.571181.54868
1702015.08.03 00:00close850.501.562141.571181.5486877.0013745.00
1712015.08.05 16:00buy860.501.560451.552951.57545
1722015.08.05 20:00close860.501.559911.552951.57545-27.0013718.00
1732015.08.10 16:00sell870.501.554351.561851.53935
1742015.08.10 20:00close870.501.558791.561851.53935-222.0013496.00
1752015.08.11 04:00buy880.501.556781.549281.57178
1762015.08.11 08:00close880.501.560351.549281.57178178.5013674.50
1772015.08.11 16:00buy890.501.557021.549521.57202
1782015.08.11 20:00close890.501.557981.549521.5720248.0013722.50
1792015.08.12 20:00buy900.501.562281.554781.57728
1802015.08.13 04:00close900.501.562071.554781.57728-10.5013712.00
1812015.08.13 08:00buy910.501.561591.554091.57659
1822015.08.13 12:00close910.501.562741.554091.5765957.5013769.50
1832015.08.14 12:00sell920.501.563341.570841.54834
1842015.08.14 16:00close920.501.562311.570841.5483451.5013821.00
1852015.08.14 16:00buy930.501.562311.554811.57731
1862015.08.14 20:00close930.501.564831.554811.57731126.0013947.00
1872015.08.14 20:00sell940.501.564831.572331.54983
1882015.08.16 19:05close940.501.564401.572331.5498321.5013968.50
1892015.08.16 19:05buy950.501.564401.556901.57940
1902015.08.16 20:00close950.501.566411.556901.57940100.5014069.00
1912015.08.16 20:00sell960.501.566411.573911.55141
1922015.08.17 00:00close960.501.564791.573911.5514181.0014150.00
1932015.08.19 12:00buy970.501.566231.558731.58123
1942015.08.19 16:00close970.501.564151.558731.58123-104.0014046.00
1952015.08.19 20:00sell980.501.568771.576271.55377
1962015.08.20 00:00close980.501.568181.576271.5537729.5014075.50
1972015.08.20 00:00buy990.501.568181.560681.58318
1982015.08.20 04:00close990.501.568001.560681.58318-9.0014066.50
1992015.08.21 00:00buy1000.501.568831.561331.58383
2002015.08.21 04:00close1000.501.568791.561331.58383-2.0014064.50
2012015.08.24 12:00sell1010.501.574061.581561.55906
2022015.08.24 16:00close1010.501.572961.581561.5590655.0014119.50
2032015.09.08 04:00sell1020.501.529801.537301.51480
2042015.09.08 06:17s/l1020.501.537301.537301.51480-375.0013744.50
2052015.09.09 08:00buy1030.501.538311.530811.55331
2062015.09.09 12:00close1030.501.534961.530811.55331-167.5013577.00
2072015.09.11 08:00buy1040.501.543631.536131.55863
2082015.09.11 12:00close1040.501.541501.536131.55863-106.5013470.50
2092015.09.17 16:00buy1050.501.550781.543281.56578
2102015.09.17 20:00close1050.501.559491.543281.56578435.5013906.00
2112015.09.18 16:00buy1060.501.557111.549611.57211
2122015.09.18 20:00close1060.501.552391.549611.57211-236.0013670.00