Strategy Tester Report
4xMasterHAS-Ver1[1].4
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2007.02.20 00:00 - 2007.03.01 00:00 (2007.02.20 - 2007.03.01) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | x_magicNumber=1234; x_numberOfLots=2; x_slippage=3; x_stopLoss=50; x_3rdTFCloseConfirmation=true; x_moneyManagement=true; x_risk=10; x_exitByPriceBreak=false; x_priceBreakPips=3; x_alertEnabled=true; x_tradeEnabled=true; x_debug=false; x_HASAverageBars=5; | ||||
| Bars in test | 2982 | Ticks modelled | 47573 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | -4127.65 | Gross profit | 1296.55 | Gross loss | -5424.20 |
| Profit factor | 0.24 | Expected payoff | -152.88 | ||
| Absolute drawdown | 4417.65 | Maximal drawdown | 4417.65 (44.18%) | Relative drawdown | 44.18% (4417.65) |
| Total trades | 27 | Short positions (won %) | 14 (7.14%) | Long positions (won %) | 13 (23.08%) |
| Profit trades (% of total) | 4 (14.81%) | Loss trades (% of total) | 23 (85.19%) | ||
| Largest | profit trade | 977.70 | loss trade | -500.00 | |
| Average | profit trade | 324.14 | loss trade | -235.83 | |
| Maximum | consecutive wins (profit in money) | 2 (987.70) | consecutive losses (loss in money) | 15 (-3300.75) | |
| Maximal | consecutive profit (count of wins) | 987.70 (2) | consecutive loss (count of losses) | -3300.75 (15) | |
| Average | consecutive wins | 1 | consecutive losses | 8 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.02.20 00:40 | sell | 1 | 1.00 | 1.9499 | 1.9549 | 0.0000 | ||
| 2 | 2007.02.20 01:30 | close | 1 | 1.00 | 1.9517 | 1.9549 | 0.0000 | -180.00 | 9820.00 |
| 3 | 2007.02.20 01:45 | buy | 2 | 1.00 | 1.9516 | 1.9466 | 0.0000 | ||
| 4 | 2007.02.20 08:05 | close | 2 | 1.00 | 1.9505 | 1.9466 | 0.0000 | -110.00 | 9710.00 |
| 5 | 2007.02.20 08:05 | sell | 3 | 1.00 | 1.9505 | 1.9555 | 0.0000 | ||
| 6 | 2007.02.20 13:50 | close | 3 | 1.00 | 1.9534 | 1.9555 | 0.0000 | -290.00 | 9420.00 |
| 7 | 2007.02.20 13:50 | buy | 4 | 1.00 | 1.9534 | 1.9484 | 0.0000 | ||
| 8 | 2007.02.21 04:00 | close | 4 | 1.00 | 1.9536 | 1.9484 | 0.0000 | 18.85 | 9438.85 |
| 9 | 2007.02.21 04:05 | sell | 5 | 1.00 | 1.9534 | 1.9584 | 0.0000 | ||
| 10 | 2007.02.21 07:30 | close | 5 | 1.00 | 1.9569 | 1.9584 | 0.0000 | -350.00 | 9088.85 |
| 11 | 2007.02.21 07:45 | buy | 6 | 1.00 | 1.9562 | 1.9512 | 0.0000 | ||
| 12 | 2007.02.21 09:34 | s/l | 6 | 1.00 | 1.9512 | 1.9512 | 0.0000 | -500.00 | 8588.85 |
| 13 | 2007.02.21 09:35 | sell | 7 | 1.00 | 1.9505 | 1.9555 | 0.0000 | ||
| 14 | 2007.02.21 18:15 | close | 7 | 1.00 | 1.9537 | 1.9555 | 0.0000 | -320.00 | 8268.85 |
| 15 | 2007.02.21 18:25 | buy | 8 | 1.00 | 1.9539 | 1.9489 | 0.0000 | ||
| 16 | 2007.02.22 00:10 | close | 8 | 1.00 | 1.9519 | 1.9489 | 0.0000 | -203.45 | 8065.40 |
| 17 | 2007.02.22 00:10 | sell | 9 | 1.00 | 1.9519 | 1.9569 | 0.0000 | ||
| 18 | 2007.02.22 04:00 | close | 9 | 1.00 | 1.9536 | 1.9569 | 0.0000 | -170.00 | 7895.40 |
| 19 | 2007.02.22 04:50 | sell | 10 | 1.00 | 1.9527 | 1.9577 | 0.0000 | ||
| 20 | 2007.02.22 15:35 | close | 10 | 1.00 | 1.9526 | 1.9577 | 0.0000 | 10.00 | 7905.40 |
| 21 | 2007.02.22 15:35 | buy | 11 | 1.00 | 1.9526 | 1.9476 | 0.0000 | ||
| 22 | 2007.02.26 05:40 | close | 11 | 1.00 | 1.9624 | 1.9476 | 0.0000 | 977.70 | 8883.10 |
| 23 | 2007.02.26 05:40 | sell | 12 | 1.00 | 1.9624 | 1.9674 | 0.0000 | ||
| 24 | 2007.02.26 07:45 | close | 12 | 1.00 | 1.9650 | 1.9674 | 0.0000 | -260.00 | 8623.10 |
| 25 | 2007.02.26 08:00 | buy | 13 | 1.00 | 1.9651 | 1.9601 | 0.0000 | ||
| 26 | 2007.02.26 09:05 | close | 13 | 1.00 | 1.9610 | 1.9601 | 0.0000 | -410.00 | 8213.10 |
| 27 | 2007.02.26 09:05 | sell | 14 | 1.00 | 1.9610 | 1.9660 | 0.0000 | ||
| 28 | 2007.02.26 16:15 | close | 14 | 1.00 | 1.9636 | 1.9660 | 0.0000 | -260.00 | 7953.10 |
| 29 | 2007.02.26 16:15 | buy | 15 | 1.00 | 1.9636 | 1.9586 | 0.0000 | ||
| 30 | 2007.02.26 16:40 | close | 15 | 1.00 | 1.9616 | 1.9586 | 0.0000 | -200.00 | 7753.10 |
| 31 | 2007.02.26 16:40 | sell | 16 | 1.00 | 1.9616 | 1.9666 | 0.0000 | ||
| 32 | 2007.02.26 20:00 | close | 16 | 1.00 | 1.9643 | 1.9666 | 0.0000 | -270.00 | 7483.10 |
| 33 | 2007.02.26 20:35 | buy | 17 | 1.00 | 1.9643 | 1.9593 | 0.0000 | ||
| 34 | 2007.02.27 01:00 | close | 17 | 1.00 | 1.9624 | 1.9593 | 0.0000 | -191.15 | 7291.95 |
| 35 | 2007.02.27 01:15 | sell | 18 | 1.00 | 1.9629 | 1.9679 | 0.0000 | ||
| 36 | 2007.02.27 02:15 | close | 18 | 1.00 | 1.9642 | 1.9679 | 0.0000 | -130.00 | 7161.95 |
| 37 | 2007.02.27 02:35 | buy | 19 | 1.00 | 1.9642 | 1.9592 | 0.0000 | ||
| 38 | 2007.02.27 06:10 | close | 19 | 1.00 | 1.9628 | 1.9592 | 0.0000 | -140.00 | 7021.95 |
| 39 | 2007.02.27 06:10 | sell | 20 | 1.00 | 1.9628 | 1.9678 | 0.0000 | ||
| 40 | 2007.02.27 09:00 | close | 20 | 1.00 | 1.9654 | 1.9678 | 0.0000 | -260.00 | 6761.95 |
| 41 | 2007.02.27 09:50 | buy | 21 | 1.00 | 1.9656 | 1.9606 | 0.0000 | ||
| 42 | 2007.02.27 19:00 | close | 21 | 1.00 | 1.9636 | 1.9606 | 0.0000 | -200.00 | 6561.95 |
| 43 | 2007.02.27 19:00 | sell | 22 | 1.00 | 1.9636 | 1.9686 | 0.0000 | ||
| 44 | 2007.02.28 04:10 | close | 22 | 1.00 | 1.9638 | 1.9686 | 0.0000 | -19.60 | 6542.35 |
| 45 | 2007.02.28 04:10 | buy | 23 | 1.00 | 1.9638 | 1.9588 | 0.0000 | ||
| 46 | 2007.02.28 05:39 | close | 23 | 1.00 | 1.9624 | 1.9588 | 0.0000 | -140.00 | 6402.35 |
| 47 | 2007.02.28 05:45 | sell | 24 | 1.00 | 1.9618 | 1.9668 | 0.0000 | ||
| 48 | 2007.02.28 13:40 | close | 24 | 1.00 | 1.9633 | 1.9668 | 0.0000 | -150.00 | 6252.35 |
| 49 | 2007.02.28 13:40 | buy | 25 | 1.00 | 1.9633 | 1.9583 | 0.0000 | ||
| 50 | 2007.02.28 14:38 | s/l | 25 | 1.00 | 1.9583 | 1.9583 | 0.0000 | -500.00 | 5752.35 |
| 51 | 2007.02.28 14:55 | sell | 26 | 1.00 | 1.9587 | 1.9637 | 0.0000 | ||
| 52 | 2007.02.28 16:15 | close | 26 | 1.00 | 1.9604 | 1.9637 | 0.0000 | -170.00 | 5582.35 |
| 53 | 2007.02.28 16:25 | buy | 27 | 1.00 | 1.9606 | 1.9556 | 0.0000 | ||
| 54 | 2007.02.28 23:59 | close at stop | 27 | 1.00 | 1.9635 | 1.9556 | 0.0000 | 290.00 | 5872.35 |