Strategy Tester Report
3barHiLoEA

SymbolGBPUSD (Great Britan vs US Dollar)
Period1 Hour (H1) 2007.06.01 00:00 - 2007.07.02 21:00 (2007.06.01 - 2007.07.03)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=0.1; StartTimeGMT=400; StopTimeGMT=900; Hi_Timeframe=240; Lo_Timeframe=60; NoBars=3; Pips_offset=1; DaysExit=2; StopLoss=30; TrailingStop=0; TakeProfit=0; GainForBE=0; PipsBE=0; Slippage=3;
Bars in test5531Ticks modelled62430Modelling quality84.60%
Initial deposit10000.00
Total net profit143.21Gross profit359.13Gross loss-215.92
Profit factor1.66Expected payoff10.23
Absolute drawdown62.00Maximal drawdown264.56 (2.58%)Relative drawdown2.58% (264.56)
Total trades14Short positions (won %)9 (44.44%)Long positions (won %)5 (60.00%)
Profit trades (% of total)7 (50.00%)Loss trades (% of total)7 (50.00%)
Largestprofit trade129.61loss trade-34.00
Averageprofit trade51.30loss trade-30.85
Maximumconsecutive wins (profit in money)3 (142.08)consecutive losses (loss in money)5 (-147.92)
Maximalconsecutive profit (count of wins)198.61 (2)consecutive loss (count of losses)-147.92 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12007.06.01 08:27sell10.101.97931.98270.0000
22007.06.01 19:39s/l10.101.98271.98270.0000-34.009966.00
32007.06.07 04:15sell20.101.99161.99500.0000
42007.06.08 04:15close20.101.97861.99500.0000129.6110095.61
52007.06.08 08:53sell30.101.97741.98080.0000
62007.06.10 23:00close30.101.97051.98080.000069.0010164.61
72007.06.11 04:02sell40.101.96531.96870.0000
82007.06.11 11:24s/l40.101.96871.96870.0000-34.0010130.61
92007.06.13 07:08sell50.101.97311.97650.0000
102007.06.14 07:09close50.101.97211.97650.00008.8310139.44
112007.06.14 08:50sell60.101.97151.97490.0000
122007.06.15 08:53close60.101.97051.97490.00009.6110149.05
132007.06.19 07:04sell70.101.98381.98720.0000
142007.06.19 14:18s/l70.101.98721.98720.0000-34.0010115.05
152007.06.20 06:43sell80.101.98711.99050.0000
162007.06.20 11:30s/l80.101.99051.99050.0000-34.0010081.05
172007.06.22 04:05sell90.101.99111.99450.0000
182007.06.22 09:04s/l90.101.99451.99450.0000-34.0010047.05
192007.06.25 04:02buy100.102.00001.99660.0000
202007.06.25 17:49s/l100.101.99661.99660.0000-34.0010013.05
212007.06.26 04:10buy110.101.99901.99560.0000
222007.06.27 04:10close110.101.99781.99560.0000-11.9210001.13
232007.06.28 08:47buy120.101.99991.99650.0000
242007.06.29 08:47close120.102.00311.99650.000032.0810033.21
252007.06.29 08:47buy130.102.00321.99980.0000
262007.07.01 23:00close130.102.00681.99980.000036.0010069.21
272007.07.02 04:14buy140.102.00912.00570.0000
282007.07.02 21:59close at stop140.102.01652.00570.000074.0010143.21