Strategy Tester Report
FXSmooth
GCI-Demo (Build 225)
| Symbol | GBPUSD (Great Britan Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.31 23:59 (2010.03.01 - 2010.04.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | s.1="General Settings"; s.2="========================"; s.21="Is 4 digits broker?"; Digits.4=true; s.4="------------------------"; s.11="Lot Size: "; Lots.To.Trade=5; SL.Pips=370; TP.Pips=370; Sens=35; | ||||
| Bars in test | 1545 | Ticks modelled | 2088 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 42827.53 | Gross profit | 97480.36 | Gross loss | -54652.83 |
| Profit factor | 1.78 | Expected payoff | 679.80 | ||
| Absolute drawdown | 50.00 | Maximal drawdown | 19156.98 (27.93%) | Relative drawdown | 49.52% (14322.27) |
| Total trades | 63 | Short positions (won %) | 32 (25.00%) | Long positions (won %) | 31 (38.71%) |
| Profit trades (% of total) | 20 (31.75%) | Loss trades (% of total) | 43 (68.25%) | ||
| Largest | profit trade | 18500.00 | loss trade | -3950.00 | |
| Average | profit trade | 4874.02 | loss trade | -1271.00 | |
| Maximum | consecutive wins (profit in money) | 3 (22931.88) | consecutive losses (loss in money) | 10 (-14130.57) | |
| Maximal | consecutive profit (count of wins) | 22931.88 (3) | consecutive loss (count of losses) | -14130.57 (10) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 00:00 | sell | 1 | 5.00 | 1.5157 | 1.5527 | 1.4787 | ||
| 2 | 2010.03.01 07:00 | t/p | 1 | 5.00 | 1.4787 | 1.5527 | 1.4787 | 18500.00 | 28500.00 |
| 3 | 2010.03.01 07:00 | sell | 2 | 5.00 | 1.4871 | 1.5241 | 1.4501 | ||
| 4 | 2010.03.02 06:00 | close | 2 | 5.00 | 1.4941 | 1.5241 | 1.4501 | -3530.57 | 24969.43 |
| 5 | 2010.03.02 06:00 | buy | 3 | 5.00 | 1.4941 | 1.4571 | 1.5311 | ||
| 6 | 2010.03.02 17:00 | close | 3 | 5.00 | 1.4968 | 1.4571 | 1.5311 | 1350.00 | 26319.43 |
| 7 | 2010.03.02 17:00 | sell | 4 | 5.00 | 1.4968 | 1.5338 | 1.4598 | ||
| 8 | 2010.03.02 20:00 | close | 4 | 5.00 | 1.5022 | 1.5338 | 1.4598 | -2700.00 | 23619.43 |
| 9 | 2010.03.02 20:00 | buy | 5 | 5.00 | 1.5022 | 1.4652 | 1.5392 | ||
| 10 | 2010.03.03 21:00 | close | 5 | 5.00 | 1.5094 | 1.4652 | 1.5392 | 3584.72 | 27204.15 |
| 11 | 2010.03.03 21:00 | sell | 6 | 5.00 | 1.5094 | 1.5464 | 1.4724 | ||
| 12 | 2010.03.04 00:00 | close | 6 | 5.00 | 1.5087 | 1.5464 | 1.4724 | 319.43 | 27523.58 |
| 13 | 2010.03.04 00:00 | buy | 7 | 5.00 | 1.5087 | 1.4717 | 1.5457 | ||
| 14 | 2010.03.04 01:00 | close | 7 | 5.00 | 1.5075 | 1.4717 | 1.5457 | -600.00 | 26923.58 |
| 15 | 2010.03.04 01:00 | sell | 8 | 5.00 | 1.5075 | 1.5445 | 1.4705 | ||
| 16 | 2010.03.04 09:00 | close | 8 | 5.00 | 1.5105 | 1.5445 | 1.4705 | -1500.00 | 25423.58 |
| 17 | 2010.03.04 09:00 | buy | 9 | 5.00 | 1.5105 | 1.4735 | 1.5475 | ||
| 18 | 2010.03.04 12:00 | close | 9 | 5.00 | 1.5031 | 1.4735 | 1.5475 | -3700.00 | 21723.58 |
| 19 | 2010.03.04 12:00 | sell | 10 | 5.00 | 1.5031 | 1.5401 | 1.4661 | ||
| 20 | 2010.03.04 23:00 | close | 10 | 5.00 | 1.5048 | 1.5401 | 1.4661 | -850.00 | 20873.58 |
| 21 | 2010.03.04 23:00 | buy | 11 | 5.00 | 1.5048 | 1.4678 | 1.5418 | ||
| 22 | 2010.03.05 01:00 | close | 11 | 5.00 | 1.5032 | 1.4678 | 1.5418 | -815.28 | 20058.30 |
| 23 | 2010.03.05 01:00 | sell | 12 | 5.00 | 1.5032 | 1.5402 | 1.4662 | ||
| 24 | 2010.03.05 06:00 | close | 12 | 5.00 | 1.5033 | 1.5402 | 1.4662 | -50.00 | 20008.30 |
| 25 | 2010.03.05 06:00 | buy | 13 | 5.00 | 1.5033 | 1.4663 | 1.5403 | ||
| 26 | 2010.03.05 07:00 | close | 13 | 5.00 | 1.5037 | 1.4663 | 1.5403 | 200.00 | 20208.30 |
| 27 | 2010.03.05 07:00 | sell | 14 | 5.00 | 1.5037 | 1.5407 | 1.4667 | ||
| 28 | 2010.03.05 08:00 | close | 14 | 5.00 | 1.5047 | 1.5407 | 1.4667 | -500.00 | 19708.30 |
| 29 | 2010.03.05 08:00 | buy | 15 | 5.00 | 1.5047 | 1.4677 | 1.5417 | ||
| 30 | 2010.03.05 09:00 | close | 15 | 5.00 | 1.5035 | 1.4677 | 1.5417 | -600.00 | 19108.30 |
| 31 | 2010.03.05 09:00 | sell | 16 | 5.00 | 1.5035 | 1.5405 | 1.4665 | ||
| 32 | 2010.03.05 11:00 | close | 16 | 5.00 | 1.5103 | 1.5405 | 1.4665 | -3400.00 | 15708.30 |
| 33 | 2010.03.05 11:00 | buy | 17 | 5.00 | 1.5103 | 1.4733 | 1.5473 | ||
| 34 | 2010.03.08 08:00 | close | 17 | 5.00 | 1.5148 | 1.4733 | 1.5473 | 2204.15 | 17912.45 |
| 35 | 2010.03.08 08:00 | sell | 18 | 5.00 | 1.5148 | 1.5518 | 1.4778 | ||
| 36 | 2010.03.08 09:00 | close | 18 | 5.00 | 1.5149 | 1.5518 | 1.4778 | -50.00 | 17862.45 |
| 37 | 2010.03.08 09:00 | buy | 19 | 5.00 | 1.5149 | 1.4779 | 1.5519 | ||
| 38 | 2010.03.08 10:00 | close | 19 | 5.00 | 1.5136 | 1.4779 | 1.5519 | -650.00 | 17212.45 |
| 39 | 2010.03.08 10:00 | sell | 20 | 5.00 | 1.5136 | 1.5506 | 1.4766 | ||
| 40 | 2010.03.09 13:00 | close | 20 | 5.00 | 1.5004 | 1.5506 | 1.4766 | 6569.43 | 23781.88 |
| 41 | 2010.03.09 13:00 | buy | 21 | 5.00 | 1.5004 | 1.4634 | 1.5374 | ||
| 42 | 2010.03.09 21:00 | close | 21 | 5.00 | 1.4968 | 1.4634 | 1.5374 | -1800.00 | 21981.88 |
| 43 | 2010.03.09 21:00 | sell | 22 | 5.00 | 1.4968 | 1.5338 | 1.4598 | ||
| 44 | 2010.03.10 00:00 | close | 22 | 5.00 | 1.4976 | 1.5338 | 1.4598 | -430.57 | 21551.31 |
| 45 | 2010.03.10 00:00 | buy | 23 | 5.00 | 1.4976 | 1.4606 | 1.5346 | ||
| 46 | 2010.03.10 03:00 | close | 23 | 5.00 | 1.4897 | 1.4606 | 1.5346 | -3950.00 | 17601.31 |
| 47 | 2010.03.10 03:00 | sell | 24 | 5.00 | 1.4897 | 1.5267 | 1.4527 | ||
| 48 | 2010.03.10 10:00 | close | 24 | 5.00 | 1.4923 | 1.5267 | 1.4527 | -1300.00 | 16301.31 |
| 49 | 2010.03.10 10:00 | buy | 25 | 5.00 | 1.4923 | 1.4553 | 1.5293 | ||
| 50 | 2010.03.10 16:00 | close | 25 | 5.00 | 1.4967 | 1.4553 | 1.5293 | 2200.00 | 18501.31 |
| 51 | 2010.03.10 16:00 | sell | 26 | 5.00 | 1.4967 | 1.5337 | 1.4597 | ||
| 52 | 2010.03.10 18:00 | close | 26 | 5.00 | 1.4987 | 1.5337 | 1.4597 | -1000.00 | 17501.31 |
| 53 | 2010.03.10 18:00 | buy | 27 | 5.00 | 1.4987 | 1.4617 | 1.5357 | ||
| 54 | 2010.03.10 20:00 | close | 27 | 5.00 | 1.4963 | 1.4617 | 1.5357 | -1200.00 | 16301.31 |
| 55 | 2010.03.10 20:00 | sell | 28 | 5.00 | 1.4963 | 1.5333 | 1.4593 | ||
| 56 | 2010.03.10 21:00 | close | 28 | 5.00 | 1.4972 | 1.5333 | 1.4593 | -450.00 | 15851.31 |
| 57 | 2010.03.10 21:00 | buy | 29 | 5.00 | 1.4972 | 1.4602 | 1.5342 | ||
| 58 | 2010.03.11 21:00 | close | 29 | 5.00 | 1.5043 | 1.4602 | 1.5342 | 3534.72 | 19386.03 |
| 59 | 2010.03.11 21:00 | sell | 30 | 5.00 | 1.5043 | 1.5413 | 1.4673 | ||
| 60 | 2010.03.11 22:00 | close | 30 | 5.00 | 1.5055 | 1.5413 | 1.4673 | -600.00 | 18786.03 |
| 61 | 2010.03.11 22:00 | buy | 31 | 5.00 | 1.5055 | 1.4685 | 1.5425 | ||
| 62 | 2010.03.14 23:00 | close | 31 | 5.00 | 1.5160 | 1.4685 | 1.5425 | 5204.15 | 23990.18 |
| 63 | 2010.03.14 23:00 | sell | 32 | 5.00 | 1.5160 | 1.5530 | 1.4790 | ||
| 64 | 2010.03.15 00:00 | close | 32 | 5.00 | 1.5162 | 1.5530 | 1.4790 | -130.57 | 23859.61 |
| 65 | 2010.03.15 00:00 | buy | 33 | 5.00 | 1.5162 | 1.4792 | 1.5532 | ||
| 66 | 2010.03.15 01:00 | close | 33 | 5.00 | 1.5155 | 1.4792 | 1.5532 | -350.00 | 23509.61 |
| 67 | 2010.03.15 01:00 | sell | 34 | 5.00 | 1.5155 | 1.5525 | 1.4785 | ||
| 68 | 2010.03.16 01:00 | close | 34 | 5.00 | 1.5059 | 1.5525 | 1.4785 | 4769.43 | 28279.05 |
| 69 | 2010.03.16 01:00 | buy | 35 | 5.00 | 1.5059 | 1.4689 | 1.5429 | ||
| 70 | 2010.03.16 02:00 | close | 35 | 5.00 | 1.5052 | 1.4689 | 1.5429 | -350.00 | 27929.05 |
| 71 | 2010.03.16 02:00 | sell | 36 | 5.00 | 1.5052 | 1.5422 | 1.4682 | ||
| 72 | 2010.03.16 03:00 | close | 36 | 5.00 | 1.5056 | 1.5422 | 1.4682 | -200.00 | 27729.05 |
| 73 | 2010.03.16 03:00 | buy | 37 | 5.00 | 1.5056 | 1.4686 | 1.5426 | ||
| 74 | 2010.03.17 17:00 | close | 37 | 5.00 | 1.5322 | 1.4686 | 1.5426 | 13284.72 | 41013.76 |
| 75 | 2010.03.17 17:00 | sell | 38 | 5.00 | 1.5322 | 1.5692 | 1.4952 | ||
| 76 | 2010.03.18 07:00 | close | 38 | 5.00 | 1.5287 | 1.5692 | 1.4952 | 1719.43 | 42733.20 |
| 77 | 2010.03.18 07:00 | buy | 39 | 5.00 | 1.5287 | 1.4917 | 1.5657 | ||
| 78 | 2010.03.18 08:00 | close | 39 | 5.00 | 1.5271 | 1.4917 | 1.5657 | -800.00 | 41933.20 |
| 79 | 2010.03.18 08:00 | sell | 40 | 5.00 | 1.5271 | 1.5641 | 1.4901 | ||
| 80 | 2010.03.19 01:00 | close | 40 | 5.00 | 1.5243 | 1.5641 | 1.4901 | 1369.43 | 43302.63 |
| 81 | 2010.03.19 01:00 | buy | 41 | 5.00 | 1.5243 | 1.4873 | 1.5613 | ||
| 82 | 2010.03.19 02:00 | close | 41 | 5.00 | 1.5230 | 1.4873 | 1.5613 | -650.00 | 42652.63 |
| 83 | 2010.03.19 02:00 | sell | 42 | 5.00 | 1.5230 | 1.5600 | 1.4860 | ||
| 84 | 2010.03.22 08:00 | close | 42 | 5.00 | 1.4979 | 1.5600 | 1.4860 | 12458.30 | 55110.93 |
| 85 | 2010.03.22 08:00 | buy | 43 | 5.00 | 1.4979 | 1.4609 | 1.5349 | ||
| 86 | 2010.03.23 04:00 | close | 43 | 5.00 | 1.5052 | 1.4609 | 1.5349 | 3634.72 | 58745.64 |
| 87 | 2010.03.23 04:00 | sell | 44 | 5.00 | 1.5052 | 1.5422 | 1.4682 | ||
| 88 | 2010.03.25 04:00 | close | 44 | 5.00 | 1.4914 | 1.5422 | 1.4682 | 6838.87 | 65584.51 |
| 89 | 2010.03.25 04:00 | buy | 45 | 5.00 | 1.4914 | 1.4544 | 1.5284 | ||
| 90 | 2010.03.25 11:00 | close | 45 | 5.00 | 1.4878 | 1.4544 | 1.5284 | -1800.00 | 63784.51 |
| 91 | 2010.03.25 11:00 | sell | 46 | 5.00 | 1.4878 | 1.5248 | 1.4508 | ||
| 92 | 2010.03.25 12:00 | close | 46 | 5.00 | 1.4881 | 1.5248 | 1.4508 | -150.00 | 63634.51 |
| 93 | 2010.03.25 12:00 | buy | 47 | 5.00 | 1.4881 | 1.4511 | 1.5251 | ||
| 94 | 2010.03.25 13:00 | close | 47 | 5.00 | 1.4865 | 1.4511 | 1.5251 | -800.00 | 62834.51 |
| 95 | 2010.03.25 13:00 | sell | 48 | 5.00 | 1.4865 | 1.5235 | 1.4495 | ||
| 96 | 2010.03.26 00:00 | close | 48 | 5.00 | 1.4884 | 1.5235 | 1.4495 | -980.57 | 61853.94 |
| 97 | 2010.03.26 00:00 | buy | 49 | 5.00 | 1.4884 | 1.4514 | 1.5254 | ||
| 98 | 2010.03.26 04:00 | close | 49 | 5.00 | 1.4821 | 1.4514 | 1.5254 | -3150.00 | 58703.94 |
| 99 | 2010.03.26 04:00 | sell | 50 | 5.00 | 1.4821 | 1.5191 | 1.4451 | ||
| 100 | 2010.03.26 08:00 | close | 50 | 5.00 | 1.4868 | 1.5191 | 1.4451 | -2350.00 | 56353.94 |
| 101 | 2010.03.26 08:00 | buy | 51 | 5.00 | 1.4868 | 1.4498 | 1.5238 | ||
| 102 | 2010.03.26 10:00 | close | 51 | 5.00 | 1.4859 | 1.4498 | 1.5238 | -450.00 | 55903.94 |
| 103 | 2010.03.26 10:00 | sell | 52 | 5.00 | 1.4859 | 1.5229 | 1.4489 | ||
| 104 | 2010.03.26 11:00 | close | 52 | 5.00 | 1.4891 | 1.5229 | 1.4489 | -1600.00 | 54303.94 |
| 105 | 2010.03.26 11:00 | buy | 53 | 5.00 | 1.4891 | 1.4521 | 1.5261 | ||
| 106 | 2010.03.26 13:00 | close | 53 | 5.00 | 1.4859 | 1.4521 | 1.5261 | -1600.00 | 52703.94 |
| 107 | 2010.03.26 13:00 | sell | 54 | 5.00 | 1.4859 | 1.5229 | 1.4489 | ||
| 108 | 2010.03.26 14:00 | close | 54 | 5.00 | 1.4884 | 1.5229 | 1.4489 | -1250.00 | 51453.94 |
| 109 | 2010.03.26 14:00 | buy | 55 | 5.00 | 1.4884 | 1.4514 | 1.5254 | ||
| 110 | 2010.03.30 00:00 | close | 55 | 5.00 | 1.5000 | 1.4514 | 1.5254 | 5738.87 | 57192.81 |
| 111 | 2010.03.30 00:00 | sell | 56 | 5.00 | 1.5000 | 1.5370 | 1.4630 | ||
| 112 | 2010.03.30 02:00 | close | 56 | 5.00 | 1.5043 | 1.5370 | 1.4630 | -2150.00 | 55042.81 |
| 113 | 2010.03.30 02:00 | buy | 57 | 5.00 | 1.5043 | 1.4673 | 1.5413 | ||
| 114 | 2010.03.30 22:00 | close | 57 | 5.00 | 1.5066 | 1.4673 | 1.5413 | 1150.00 | 56192.81 |
| 115 | 2010.03.30 22:00 | sell | 58 | 5.00 | 1.5066 | 1.5436 | 1.4696 | ||
| 116 | 2010.03.30 23:00 | close | 58 | 5.00 | 1.5083 | 1.5436 | 1.4696 | -850.00 | 55342.81 |
| 117 | 2010.03.30 23:00 | buy | 59 | 5.00 | 1.5083 | 1.4713 | 1.5453 | ||
| 118 | 2010.03.31 00:00 | close | 59 | 5.00 | 1.5070 | 1.4713 | 1.5453 | -665.28 | 54677.53 |
| 119 | 2010.03.31 00:00 | sell | 60 | 5.00 | 1.5070 | 1.5440 | 1.4700 | ||
| 120 | 2010.03.31 01:00 | close | 60 | 5.00 | 1.5086 | 1.5440 | 1.4700 | -800.00 | 53877.53 |
| 121 | 2010.03.31 01:00 | buy | 61 | 5.00 | 1.5086 | 1.4716 | 1.5456 | ||
| 122 | 2010.03.31 02:00 | close | 61 | 5.00 | 1.5078 | 1.4716 | 1.5456 | -400.00 | 53477.53 |
| 123 | 2010.03.31 02:00 | sell | 62 | 5.00 | 1.5078 | 1.5448 | 1.4708 | ||
| 124 | 2010.03.31 05:00 | close | 62 | 5.00 | 1.5148 | 1.5448 | 1.4708 | -3500.00 | 49977.53 |
| 125 | 2010.03.31 05:00 | buy | 63 | 5.00 | 1.5148 | 1.4778 | 1.5518 | ||
| 126 | 2010.03.31 23:59 | close at stop | 63 | 5.00 | 1.5205 | 1.4778 | 1.5518 | 2850.00 | 52827.53 |