Strategy Tester Report
WallStreetForexRobot_v4.7_nodll_and_FFCal_Mod
RoboForex-ProCent (Build 509)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2013.01.02 08:00 - 2013.11.01 22:45 (2013.01.01 - 2013.11.02)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagic=4698523; EA_Comment=""; MaxSpread=3.5; Slippage=2; StealthMode=false; CloseOnlyOnProfit=true; NFA=false; No_Hedge=false; CS="==== Custom Settings ===="; StopLoss=-1; TakeProfit=-1; SecureProfit=-1; SecureProfitTriger=-1; UseCustomPair=true; UseSettingsFrom="GBP30"; MM="==== Risk Management ===="; RecoveryMode=false; FixedLots=0.1; AutoMM=0; AutoMM_Max=20; MaxAccountTrades=0; FE="==== Monday-Friday Rules ===="; MondayStartHour=0; FridayExit=false; LastTradeHour=19; ExitHour=20; NF="==== News Filter Settings ===="; AvoidNews=false; MinimumImpact=3; MinsBeforeNews=60; MinsAfterNews=30; O1="==== OPTIMIZATION PARAMETERS ===="; O2="=========== DISABLED IF ============"; O3="==== = TRUE ===="; O4="======= Use it only for optimization ======"; iMA_Period=75; iMA_Filter_Open_b=39; iWPR_Filter_OpenSignal_b=5; iMA_Filter_Open_a=15; iWPR_Filter_OpenSignal_a=1; iWPR_Filter_Close=19; MaxLossPoints=-65; iWPR_Period=11; Price_Filter_Close=14; SecureProfit_=1; SecureProfitTriger_=10; iWPR_Filter_Open_unknown=-1; iWPR_Filter_Close_unknown=-1; iWPR_Close_Period=0; FilterATR=6; iATR_Period=14; iCCI_OpenFilter=150; iCCI_Period=18; Unknown_1=0; Unknown_2=0; StopLoss_=120; TakeProfit_=26;
Bars in test21881Ticks modelled14531568Modelling qualityn/a
Mismatched charts errors2835
Initial deposit10000.00
Total net profit166.91Gross profit735.31Gross loss-568.40
Profit factor1.29Expected payoff2.23
Absolute drawdown119.69Maximal drawdown147.99 (1.48%)Relative drawdown1.48% (147.99)
Total trades75Short positions (won %)35 (74.29%)Long positions (won %)40 (75.00%)
Profit trades (% of total)56 (74.67%)Loss trades (% of total)19 (25.33%)
Largestprofit trade89.90loss trade-30.30
Averageprofit trade13.13loss trade-29.92
Maximumconsecutive wins (profit in money)13 (221.25)consecutive losses (loss in money)3 (-89.30)
Maximalconsecutive profit (count of wins)221.25 (13)consecutive loss (count of losses)-89.30 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12013.01.04 17:00sell10.101.605940.000000.00000
22013.01.04 17:00modify10.101.605941.608951.59695
32013.01.04 17:17close10.101.604571.608951.5969513.7010013.70
42013.01.04 21:30sell20.101.606490.000000.00000
52013.01.04 21:30modify20.101.606491.609481.59748
62013.01.07 02:22close20.101.605731.609481.597487.4010021.10
72013.01.07 11:15sell30.101.605470.000000.00000
82013.01.07 11:15modify30.101.605471.608461.59646
92013.01.07 17:11s/l30.101.608461.608461.59646-29.909991.20
102013.01.11 04:30buy40.101.614850.000000.00000
112013.01.11 04:30modify40.101.614851.611921.62392
122013.01.11 09:34close40.101.616251.611921.6239214.0010005.20
132013.01.11 11:30buy50.101.614210.000000.00000
142013.01.11 11:30modify50.101.614211.611201.62320
152013.01.11 12:00s/l50.101.611201.611201.62320-30.109975.10
162013.01.14 22:00sell60.101.608560.000000.00000
172013.01.14 22:00modify60.101.608561.611551.59955
182013.01.14 23:39close60.101.607441.611551.5995511.209986.30
192013.02.08 22:45buy70.101.579490.000000.00000
202013.02.08 22:45modify70.101.579491.576511.58851
212013.02.11 02:16close70.101.580451.576511.588519.619995.91
222013.02.11 09:15buy80.101.578450.000000.00000
232013.02.11 09:15modify80.101.578451.575471.58747
242013.02.11 10:33s/l80.101.575471.575471.58747-29.809966.11
252013.02.15 04:45sell90.101.550980.000000.00000
262013.02.15 04:45modify90.101.550981.553951.54195
272013.02.15 09:56s/l90.101.553951.553951.54195-29.709936.41
282013.02.21 11:30sell100.101.521670.000000.00000
292013.02.21 11:30modify100.101.521671.524651.51265
302013.02.21 13:32s/l100.101.524651.524651.51265-29.809906.61
312013.02.21 13:33sell110.101.524700.000000.00000
322013.02.21 13:33modify110.101.524701.527711.51571
332013.02.21 16:56modify110.101.524701.524701.51571
342013.02.21 16:57close110.101.522451.524701.5157122.509929.11
352013.03.01 20:00sell120.101.504300.000000.00000
362013.03.01 20:00modify120.101.504301.507311.49531
372013.03.01 20:27close120.101.502881.507311.4953114.209943.31
382013.04.03 09:45sell130.101.508830.000000.00000
392013.04.03 09:45modify130.101.508831.511811.49981
402013.04.03 11:26s/l130.101.511811.511811.49981-29.809913.51
412013.04.05 02:45buy140.101.522660.000000.00000
422013.04.05 02:45modify140.101.522661.519671.53167
432013.04.05 03:58close140.101.523821.519671.5316711.609925.11
442013.04.05 10:45buy150.101.520330.000000.00000
452013.04.05 10:45modify150.101.520331.517321.52932
462013.04.05 11:32close150.101.521531.517321.5293212.009937.11
472013.04.08 00:15buy160.101.532700.000000.00000
482013.04.08 00:15modify160.101.532701.529711.54171
492013.04.08 01:18close160.101.533981.529711.5417112.809949.91
502013.04.08 07:15buy170.101.532750.000000.00000
512013.04.08 07:15modify170.101.532751.529741.54174
522013.04.08 13:24s/l170.101.529741.529741.54174-30.109919.81
532013.04.09 01:00sell180.101.526350.000000.00000
542013.04.09 01:00modify180.101.526351.529361.51736
552013.04.09 09:15close180.101.526231.529361.517361.209921.01
562013.04.11 23:00buy190.101.538630.000000.00000
572013.04.11 23:00modify190.101.538631.535641.54764
582013.04.12 03:00close190.101.539291.535641.547646.619927.63
592013.04.18 05:30sell200.101.525160.000000.00000
602013.04.18 05:30modify200.101.525161.528141.51614
612013.04.18 11:22close200.101.523921.528141.5161412.409940.03
622013.04.22 12:00sell210.101.524180.000000.00000
632013.04.22 12:00modify210.101.524181.527191.51519
642013.04.22 14:36close210.101.522881.527191.5151913.009953.03
652013.04.25 10:15buy220.101.530600.000000.00000
662013.04.25 10:15modify220.101.530601.527591.53959
672013.04.25 11:31modify220.101.530601.530601.53959
682013.04.25 11:31t/p220.101.539591.530601.5395989.9010042.93
692013.04.25 20:00buy230.101.542970.000000.00000
702013.04.25 20:00modify230.101.542971.539981.55198
712013.04.25 21:10close230.101.544101.539981.5519811.3010054.23
722013.04.26 10:30buy240.101.544210.000000.00000
732013.04.26 10:30modify240.101.544211.541221.55322
742013.04.26 13:46close240.101.545731.541221.5532215.2010069.43
752013.05.08 23:15buy250.101.553680.000000.00000
762013.05.08 23:15modify250.101.553681.550731.56273
772013.05.09 10:16close250.101.554891.550731.5627312.1410081.56
782013.05.10 23:30sell260.101.536290.000000.00000
792013.05.10 23:30modify260.101.536291.539311.52731
802013.05.13 02:17close260.101.535061.539311.5273112.1010093.66
812013.05.20 00:30sell270.101.519120.000000.00000
822013.05.20 00:30modify270.101.519121.522081.51008
832013.05.20 01:31close270.101.517811.522081.5100813.1010106.76
842013.05.22 02:45sell280.101.516230.000000.00000
852013.05.22 02:45modify280.101.516231.519221.50722
862013.05.22 06:32close280.101.515431.519221.507228.0010114.76
872013.05.23 07:30sell290.101.504270.000000.00000
882013.05.23 07:30modify290.101.504271.507261.49526
892013.05.23 09:12close290.101.503021.507261.4952612.5010127.26
902013.05.30 03:45buy300.101.511640.000000.00000
912013.05.30 03:45modify300.101.511641.508681.52068
922013.05.30 04:38close300.101.513021.508681.5206813.8010141.06
932013.05.31 04:00buy310.101.522460.000000.00000
942013.05.31 04:00modify310.101.522461.519481.53148
952013.05.31 10:22s/l310.101.519481.519481.53148-29.8010111.26
962013.06.03 17:00buy320.101.523970.000000.00000
972013.06.03 17:00modify320.101.523971.520991.53299
982013.06.03 17:01modify320.101.523971.523971.53299
992013.06.03 17:04close320.101.527391.523971.5329934.2010145.46
1002013.06.03 23:45buy330.101.531860.000000.00000
1012013.06.03 23:45modify330.101.531861.528851.54085
1022013.06.04 03:36close330.101.532461.528851.540856.0110151.48
1032013.06.04 07:00buy340.101.531490.000000.00000
1042013.06.04 07:00modify340.101.531491.528511.54051
1052013.06.04 11:58s/l340.101.528511.528511.54051-29.8010121.68
1062013.06.07 00:45buy350.101.559340.000000.00000
1072013.06.07 00:45modify350.101.559341.556351.56835
1082013.06.07 02:19modify350.101.559341.559341.56835
1092013.06.07 02:20close350.101.561211.559341.5683518.7010140.38
1102013.06.07 10:00buy360.101.558500.000000.00000
1112013.06.07 10:00modify360.101.558501.555511.56751
1122013.06.07 15:30s/l360.101.555511.555511.56751-29.9010110.48
1132013.06.13 04:30buy370.101.567030.000000.00000
1142013.06.13 04:30modify370.101.567031.564051.57605
1152013.06.13 04:49close370.101.568921.564051.5760518.9010129.38
1162013.06.17 06:30buy380.101.570850.000000.00000
1172013.06.17 06:30modify380.101.570851.567911.57991
1182013.06.17 10:47close380.101.571221.567911.579913.7010133.08
1192013.06.18 20:45sell390.101.565310.000000.00000
1202013.06.18 20:45modify390.101.565311.568261.55626
1212013.06.19 00:04close390.101.564031.568261.5562612.6010145.68
1222013.06.20 10:15sell400.101.546200.000000.00000
1232013.06.20 10:15modify400.101.546201.549181.53718
1242013.06.20 10:21close400.101.544871.549181.5371813.3010158.98
1252013.06.20 12:00sell410.101.548200.000000.00000
1262013.06.20 12:00modify410.101.548201.551191.53919
1272013.06.20 12:11close410.101.546871.551191.5391913.3010172.28
1282013.06.20 23:30sell420.101.549110.000000.00000
1292013.06.20 23:30modify420.101.549111.552091.54009
1302013.06.21 02:04s/l420.101.552091.552091.54009-30.0010142.28
1312013.06.27 05:15sell430.101.533350.000000.00000
1322013.06.27 05:15modify430.101.533351.536361.52436
1332013.06.27 10:10close430.101.532211.536361.5243611.4010153.68
1342013.06.28 05:30sell440.101.526790.000000.00000
1352013.06.28 05:30modify440.101.526791.529771.51777
1362013.06.28 09:51close440.101.525531.529771.5177712.6010166.28
1372013.07.04 02:00buy450.101.527240.000000.00000
1382013.07.04 02:00modify450.101.527241.524231.53623
1392013.07.04 09:11s/l450.101.524231.524231.53623-30.1010136.18
1402013.07.08 09:30sell460.101.489520.000000.00000
1412013.07.08 09:30modify460.101.489521.492511.48051
1422013.07.08 11:33close460.101.487641.492511.4805118.8010154.98
1432013.07.08 12:15sell470.101.489980.000000.00000
1442013.07.08 12:15modify470.101.489981.492971.48097
1452013.07.08 15:35s/l470.101.492971.492971.48097-29.9010125.08
1462013.07.08 15:36sell480.101.492980.000000.00000
1472013.07.08 15:36modify480.101.492981.495991.48399
1482013.07.08 22:13s/l480.101.495991.495991.48399-30.1010094.98
1492013.07.09 22:45sell490.101.487680.000000.00000
1502013.07.09 22:45modify490.101.487681.490671.47867
1512013.07.09 23:24close490.101.486551.490671.4786711.3010106.28
1522013.07.11 10:15buy500.101.506970.000000.00000
1532013.07.11 10:15modify500.101.506971.503981.51598
1542013.07.11 10:47close500.101.508501.503981.5159815.3010121.58
1552013.07.12 04:00buy510.101.517480.000000.00000
1562013.07.12 04:00modify510.101.517481.514471.52647
1572013.07.12 06:31close510.101.518531.514471.5264710.5010132.08
1582013.07.18 05:00buy520.101.519730.000000.00000
1592013.07.18 05:00modify520.101.519731.516751.52875
1602013.07.18 09:08s/l520.101.516751.516751.52875-29.8010102.28
1612013.07.23 12:00buy530.101.535360.000000.00000
1622013.07.23 12:00modify530.101.535361.532371.54437
1632013.07.23 17:37close530.101.535411.532371.544370.5010102.78
1642013.07.25 05:45sell540.101.531980.000000.00000
1652013.07.25 05:45modify540.101.531981.534971.52297
1662013.07.25 09:09s/l540.101.534971.534971.52297-29.9010072.88
1672013.07.26 03:45buy550.101.537500.000000.00000
1682013.07.26 03:45modify550.101.537501.534541.54654
1692013.07.26 04:57close550.101.538751.534541.5465412.5010085.38
1702013.07.31 21:01sell560.101.520770.000000.00000
1712013.07.31 21:01modify560.101.520771.523781.51178
1722013.07.31 21:05modify560.101.520771.520771.51178
1732013.07.31 21:06close560.101.518431.520771.5117823.4010108.78
1742013.08.02 06:15sell570.101.512950.000000.00000
1752013.08.02 06:15modify570.101.512951.515941.50394
1762013.08.02 07:54close570.101.511841.515941.5039411.1010119.88
1772013.08.05 03:30buy580.101.528080.000000.00000
1782013.08.05 03:30modify580.101.528081.525111.53711
1792013.08.05 09:14close580.101.528391.525111.537113.1010122.98
1802013.08.05 17:15buy590.101.532500.000000.00000
1812013.08.05 17:15modify590.101.532501.529511.54151
1822013.08.05 18:38close590.101.533741.529511.5415112.4010135.38
1832013.08.08 00:00buy600.101.548910.000000.00000
1842013.08.08 00:00modify600.101.548911.545901.55790
1852013.08.08 07:16close600.101.549681.545901.557907.7010143.08
1862013.08.08 10:45buy610.101.548850.000000.00000
1872013.08.08 10:45modify610.101.548851.545871.55787
1882013.08.08 11:00close610.101.550041.545871.5578711.9010154.98
1892013.08.09 11:15buy620.101.553140.000000.00000
1902013.08.09 11:15modify620.101.553141.550151.56215
1912013.08.09 11:41modify620.101.553141.553141.56215
1922013.08.09 11:43close620.101.555161.553141.5621520.2010175.18
1932013.08.16 05:45buy630.101.563330.000000.00000
1942013.08.16 05:45modify630.101.563331.560351.57235
1952013.08.16 10:31close630.101.563601.560351.572352.7010177.88
1962013.09.12 10:00buy640.101.580700.000000.00000
1972013.09.12 10:00modify640.101.580701.577711.58971
1982013.09.12 12:39close640.101.581811.577711.5897111.1010188.98
1992013.09.16 10:15buy650.101.594680.000000.00000
2002013.09.16 10:15modify650.101.594681.591651.60365
2012013.09.16 13:47s/l650.101.591651.591651.60365-30.3010158.68
2022013.09.16 20:00buy660.101.591680.000000.00000
2032013.09.16 20:00modify660.101.591681.588691.60069
2042013.09.17 10:00close660.101.591971.588691.600692.9110161.59
2052013.09.19 11:45buy670.101.609110.000000.00000
2062013.09.19 11:45modify670.101.609111.606161.61816
2072013.09.19 15:30s/l670.101.606161.606161.61816-29.5010132.09
2082013.10.07 01:30sell680.101.604070.000000.00000
2092013.10.07 01:30modify680.101.604071.607051.59505
2102013.10.07 06:45close680.101.603241.607051.595058.3010140.39
2112013.10.07 11:15sell690.101.606060.000000.00000
2122013.10.07 11:15modify690.101.606061.609071.59707
2132013.10.07 15:24s/l690.101.609071.609071.59707-30.1010110.29
2142013.10.09 21:30sell700.101.594690.000000.00000
2152013.10.09 21:30modify700.101.594691.597671.58567
2162013.10.10 04:13close700.101.594471.597671.585671.6110111.90
2172013.10.10 11:30sell710.101.594290.000000.00000
2182013.10.10 11:30modify710.101.594291.597241.58524
2192013.10.10 12:08close710.101.593081.597241.5852412.1010124.00
2202013.10.10 14:15sell720.101.595030.000000.00000
2212013.10.10 14:15modify720.101.595031.598021.58602
2222013.10.10 16:02close720.101.593781.598021.5860212.5010136.50
2232013.10.18 05:00buy730.101.614530.000000.00000
2242013.10.18 05:00modify730.101.614531.611551.62355
2252013.10.18 09:09close730.101.615731.611551.6235512.0010148.50
2262013.10.18 19:15buy740.101.617450.000000.00000
2272013.10.18 19:15modify740.101.617451.614501.62650
2282013.10.21 08:58close740.101.617521.614501.626500.7110149.21
2292013.10.30 08:15sell750.101.605270.000000.00000
2302013.10.30 08:15modify750.101.605271.608281.59628
2312013.10.30 20:04close750.101.603501.608281.5962817.7010166.91