Strategy Tester Report
smaVar5 EA v1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period4 Hours (H4) 2006.01.02 00:00 - 2007.01.26 20:00 (2006.01.01 - 2007.01.30)
ModelControl points (based on the nearest less timeframe with fractal interpolation of 12 control points)
ParametersMagicNumber=0; SignalMail=false; EachTickMode=false; SMA=21; Lots=0.1; Slippage=3; StopLossMode=true; StopLoss=50; TakeProfitMode=false; TakeProfit=0; TrailingStopMode=false; TrailingStop=60;
Bars in test9103Ticks modelled44671Modelling quality50.00%
Initial deposit10000.00
Total net profit911.45Gross profit4411.23Gross loss-3499.78
Profit factor1.26Expected payoff8.85
Absolute drawdown520.70Maximal drawdown830.11 (8.05%)Relative drawdown8.05% (830.11)
Total trades103Short positions (won %)45 (33.33%)Long positions (won %)58 (27.59%)
Profit trades (% of total)31 (30.10%)Loss trades (% of total)72 (69.90%)
Largestprofit trade751.81loss trade-50.60
Averageprofit trade142.30loss trade-48.61
Maximumconsecutive wins (profit in money)3 (904.87)consecutive losses (loss in money)11 (-490.52)
Maximalconsecutive profit (count of wins)904.87 (3)consecutive loss (count of losses)-500.45 (10)
Averageconsecutive wins1consecutive losses4
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.03 08:00buy10.101.72991.72490.0000
22006.01.11 08:00close10.101.76091.72490.0000309.4010309.40
32006.01.11 12:00sell20.101.75731.76230.0000
42006.01.11 16:40s/l20.101.76231.76230.0000-50.0010259.40
52006.01.12 12:00buy30.101.76871.76370.0000
62006.01.12 14:30s/l30.101.76371.76370.0000-50.0010209.40
72006.01.13 20:00buy40.101.77611.77110.0000
82006.01.16 10:20s/l40.101.77111.77110.0000-50.0710159.33
92006.01.18 04:00sell50.101.76441.76940.0000
102006.01.18 08:10s/l50.101.76941.76940.0000-50.0010109.33
112006.01.18 16:00sell60.101.76251.76750.0000
122006.01.20 14:40s/l60.101.76751.76750.0000-50.6010058.73
132006.01.20 20:00buy70.101.77171.76670.0000
142006.01.27 00:00close70.101.78111.76670.000093.4810152.21
152006.01.27 12:00sell80.101.77631.78130.0000
162006.01.27 13:10s/l80.101.78131.78130.0000-50.0010102.21
172006.01.27 16:00sell90.101.77251.77750.0000
182006.01.31 15:40s/l90.101.77751.77750.0000-50.3010051.91
192006.01.31 20:00buy100.101.78061.77560.0000
202006.02.01 10:20s/l100.101.77561.77560.0000-50.0710001.84
212006.02.02 16:00buy110.101.77921.77420.0000
222006.02.03 13:20s/l110.101.77421.77420.0000-50.079951.77
232006.02.03 16:00sell120.101.76011.76510.0000
242006.02.10 04:00close120.101.74511.76510.0000148.9610100.72
252006.02.13 12:00sell130.101.73961.74460.0000
262006.02.14 04:00close130.101.74191.74460.0000-23.1510077.57
272006.02.14 16:00sell140.101.72881.73380.0000
282006.02.14 16:10s/l140.101.73381.73380.0000-50.0010027.57
292006.02.15 08:00sell150.101.73451.73950.0000
302006.02.15 10:10s/l150.101.73951.73950.0000-50.009977.57
312006.02.16 12:00sell160.101.73471.73970.0000
322006.02.16 20:20s/l160.101.73971.73970.0000-50.009927.57
332006.02.20 04:00buy170.101.74451.73950.0000
342006.02.22 10:40s/l170.101.73951.73950.0000-50.159877.42
352006.02.23 12:00buy180.101.75281.74780.0000
362006.02.23 15:20s/l180.101.74781.74780.0000-50.009827.42
372006.02.27 12:00sell190.101.73951.74450.0000
382006.02.28 10:10s/l190.101.74451.74450.0000-50.159777.28
392006.02.28 16:00buy200.101.75141.74640.0000
402006.03.01 17:40s/l200.101.74641.74640.0000-50.079727.20
412006.03.02 08:00buy210.101.75141.74640.0000
422006.03.02 12:40s/l210.101.74641.74640.0000-50.009677.20
432006.03.03 12:00buy220.101.75531.75030.0000
442006.03.03 20:00close220.101.75361.75030.0000-17.009660.20
452006.03.06 00:00buy230.101.75951.75450.0000
462006.03.06 10:20s/l230.101.75451.75450.0000-50.009610.20
472006.03.06 20:00sell240.101.74911.75410.0000
482006.03.10 16:00close240.101.72651.75410.0000225.119835.31
492006.03.14 16:00buy250.101.74581.74080.0000
502006.03.21 12:00close250.101.74931.74080.000034.489869.79
512006.03.23 04:00sell260.101.74361.74860.0000
522006.03.27 00:00close260.101.74351.74860.00000.709870.49
532006.03.27 04:00buy270.101.74661.74160.0000
542006.03.29 07:20s/l270.101.74161.74160.0000-50.159820.34
552006.03.29 12:00sell280.101.73591.74090.0000
562006.03.30 04:40s/l280.101.74091.74090.0000-50.459769.89
572006.03.31 12:00sell290.101.73591.74090.0000
582006.03.31 13:10s/l290.101.74091.74090.0000-50.009719.89
592006.04.03 04:00sell300.101.73371.73870.0000
602006.04.03 16:20s/l300.101.73871.73870.0000-50.009669.89
612006.04.04 16:00buy310.101.75581.75080.0000
622006.04.05 13:20s/l310.101.75081.75080.0000-50.079619.82
632006.04.05 20:00buy320.101.75541.75040.0000
642006.04.06 15:40s/l320.101.75041.75040.0000-50.229569.59
652006.04.07 12:00sell330.101.74951.75450.0000
662006.04.11 20:00close330.101.74851.75450.00009.709579.30
672006.04.12 04:00buy340.101.75201.74700.0000
682006.04.12 13:10s/l340.101.74701.74700.0000-50.009529.30
692006.04.13 08:00buy350.101.75451.74950.0000
702006.04.13 14:30s/l350.101.74951.74950.0000-50.009479.30
712006.04.17 12:00buy360.101.75981.75480.0000
722006.04.20 20:00close360.101.77831.75480.0000184.639663.92
732006.04.24 08:00buy370.101.78901.78400.0000
742006.04.24 14:40s/l370.101.78401.78400.0000-50.009613.92
752006.04.27 12:00sell380.101.78351.78850.0000
762006.04.27 14:20s/l380.101.78851.78850.0000-50.009563.92
772006.04.28 12:00buy390.101.80891.80390.0000
782006.05.11 08:00close390.101.85581.80390.0000468.0310031.96
792006.05.11 16:00buy400.101.87961.87460.0000
802006.05.16 04:00close400.101.88251.87460.000028.7810060.73
812006.05.16 20:00buy410.101.88881.88380.0000
822006.05.17 15:30s/l410.101.88381.88380.0000-50.0710010.66
832006.05.19 00:00buy420.101.89341.88840.0000
842006.05.19 07:30s/l420.101.88841.88840.0000-50.009960.66
852006.05.22 04:00sell430.101.87011.87510.0000
862006.05.22 09:10s/l430.101.87511.87510.0000-50.009910.66
872006.05.23 08:00buy440.101.88741.88240.0000
882006.05.23 08:10s/l440.101.88241.88240.0000-50.009860.66
892006.05.23 20:00buy450.101.88601.88100.0000
902006.05.23 21:10s/l450.101.88101.88100.0000-50.009810.66
912006.05.26 08:00sell460.101.87101.87600.0000
922006.05.30 09:20s/l460.101.87601.87600.0000-50.309760.36
932006.05.30 16:00buy470.101.88461.87960.0000
942006.05.31 08:10s/l470.101.87961.87960.0000-50.079710.29
952006.06.01 16:00sell480.101.85731.86230.0000
962006.06.01 16:10s/l480.101.86231.86230.0000-50.009660.29
972006.06.05 12:00buy490.101.88591.88090.0000
982006.06.05 14:30s/l490.101.88091.88090.0000-50.009610.29
992006.06.06 04:00sell500.101.87101.87600.0000
1002006.06.06 08:20s/l500.101.87601.87600.0000-50.009560.29
1012006.06.06 20:00sell510.101.86071.86570.0000
1022006.06.13 20:00close510.101.83481.86570.0000257.969818.24
1032006.06.14 16:00buy520.101.84801.84300.0000
1042006.06.14 20:20s/l520.101.84301.84300.0000-50.009768.24
1052006.06.15 12:00buy530.101.84781.84280.0000
1062006.06.19 03:10s/l530.101.84281.84280.0000-50.159718.09
1072006.06.19 16:00sell540.101.84181.84680.0000
1082006.06.21 04:30s/l540.101.84681.84680.0000-50.309667.80
1092006.06.22 16:00sell550.101.82801.83300.0000
1102006.06.28 08:00close550.101.82311.83300.000048.409716.20
1112006.06.28 20:00sell560.101.81721.82220.0000
1122006.06.29 20:20s/l560.101.82221.82220.0000-50.459665.75
1132006.06.30 04:00buy570.101.83371.82870.0000
1142006.07.05 20:00close570.101.83471.82870.00009.789675.53
1152006.07.07 16:00buy580.101.85161.84660.0000
1162006.07.10 11:10s/l580.101.84661.84660.0000-50.079625.45
1172006.07.11 04:00buy590.101.84491.83990.0000
1182006.07.11 08:30s/l590.101.83991.83990.0000-50.009575.45
1192006.07.14 16:00sell600.101.83481.83980.0000
1202006.07.19 16:00close600.101.82821.83980.000065.559641.01
1212006.07.20 04:00buy610.101.84641.84140.0000
1222006.07.25 08:00close610.101.85151.84140.000050.789691.78
1232006.07.26 12:00sell620.101.84021.84520.0000
1242006.07.26 16:40s/l620.101.84521.84520.0000-50.009641.78
1252006.07.27 00:00buy630.101.85471.84970.0000
1262006.08.03 16:00close630.101.88801.84970.0000332.489974.26
1272006.08.04 12:00buy640.101.89161.88660.0000
1282006.08.09 08:00close640.101.90151.88660.000098.7810073.04
1292006.08.10 20:00sell650.101.89171.89670.0000
1302006.08.11 10:10s/l650.101.89671.89670.0000-50.1510022.89
1312006.08.14 16:00sell660.101.88971.89470.0000
1322006.08.15 14:10s/l660.101.89471.89470.0000-50.159972.74
1332006.08.18 12:00sell670.101.88401.88900.0000
1342006.08.21 09:10s/l670.101.88901.88900.0000-50.159922.59
1352006.08.23 16:00buy680.101.89761.89260.0000
1362006.08.23 17:10s/l680.101.89261.89260.0000-50.009872.59
1372006.08.28 12:00buy690.101.89601.89100.0000
1382006.08.29 17:30s/l690.101.89101.89100.0000-50.079822.52
1392006.08.30 12:00buy700.101.90231.89730.0000
1402006.09.05 08:00close700.101.90341.89730.000010.559833.07
1412006.09.05 12:00sell710.101.90011.90510.0000
1422006.09.12 16:00close710.101.87511.90510.0000248.9610082.03
1432006.09.13 20:00buy720.101.87701.87200.0000
1442006.09.15 20:00close720.101.87671.87200.0000-3.3010078.73
1452006.09.20 16:00buy730.101.88781.88280.0000
1462006.09.26 16:00close730.101.89641.88280.000085.5510164.28
1472006.09.27 12:00sell740.101.88961.89460.0000
1482006.10.02 20:00close740.101.88721.89460.000023.2610187.54
1492006.10.03 08:00buy750.101.88811.88310.0000
1502006.10.04 05:40s/l750.101.88311.88310.0000-50.0710137.46
1512006.10.04 20:00buy760.101.88501.88000.0000
1522006.10.05 14:20s/l760.101.88001.88000.0000-50.2210087.24
1532006.10.06 04:00sell770.101.87711.88210.0000
1542006.10.13 04:00close770.101.85911.88210.0000178.9610266.20
1552006.10.13 08:00buy780.101.86191.85690.0000
1562006.10.13 15:40s/l780.101.85691.85690.0000-50.0010216.20
1572006.10.13 20:00sell790.101.85561.86060.0000
1582006.10.16 04:00close790.101.85421.86060.000013.8510230.05
1592006.10.16 16:00buy800.101.86351.85850.0000
1602006.10.23 20:00close800.101.87171.85850.000081.4810311.53
1612006.10.24 12:00sell810.101.87011.87510.0000
1622006.10.24 18:20s/l810.101.87511.87510.0000-50.0010261.53
1632006.10.26 08:00buy820.101.88121.87620.0000
1642006.11.03 20:00close820.101.90081.87620.0000195.4010456.93
1652006.11.06 08:00sell830.101.89941.90440.0000
1662006.11.07 04:40s/l830.101.90441.90440.0000-50.1510406.78
1672006.11.07 16:00buy840.101.90971.90470.0000
1682006.11.07 19:40s/l840.101.90471.90470.0000-50.0010356.78
1692006.11.08 12:00buy850.101.90821.90320.0000
1702006.11.08 14:10s/l850.101.90321.90320.0000-50.0010306.78
1712006.11.09 08:00buy860.101.90721.90220.0000
1722006.11.09 12:30s/l860.101.90221.90220.0000-50.0010256.78
1732006.11.10 04:00buy870.101.91011.90510.0000
1742006.11.13 13:40s/l870.101.90511.90510.0000-50.0710206.71
1752006.11.13 16:00sell880.101.90451.90950.0000
1762006.11.20 00:00close880.101.89551.90950.000088.9610295.67
1772006.11.20 12:00buy890.101.89801.89300.0000
1782006.12.06 04:00close890.101.97331.89300.0000751.8111047.47
1792006.12.06 12:00sell900.101.96981.97480.0000
1802006.12.12 12:00close900.101.96331.97480.000064.1111111.58
1812006.12.12 20:00buy910.101.96531.96030.0000
1822006.12.14 17:20s/l910.101.96031.96030.0000-50.3011061.28
1832006.12.15 12:00sell920.101.95641.96140.0000
1842006.12.15 15:10s/l920.101.96141.96140.0000-50.0011011.28
1852006.12.18 16:00sell930.101.94921.95420.0000
1862006.12.19 10:10s/l930.101.95421.95420.0000-50.1510961.13
1872006.12.19 20:00buy940.101.96691.96190.0000
1882006.12.20 19:40s/l940.101.96191.96190.0000-50.0710911.06
1892006.12.21 04:00buy950.101.96711.96210.0000
1902006.12.21 13:10s/l950.101.96211.96210.0000-50.0010861.06
1912006.12.22 20:00sell960.101.95641.96140.0000
1922006.12.27 08:30s/l960.101.96141.96140.0000-50.4510810.61
1932006.12.29 08:00buy970.101.96431.95930.0000
1942006.12.29 16:10s/l970.101.95931.95930.0000-50.0010760.61
1952007.01.02 04:00buy980.101.96591.96090.0000
1962007.01.03 13:59s/l980.101.96091.96090.0000-50.0710710.54
1972007.01.03 20:00sell990.101.95011.95510.0000
1982007.01.09 08:00close990.101.94251.95510.000075.1110785.64
1992007.01.11 16:00buy1000.101.94771.94270.0000
2002007.01.11 17:10s/l1000.101.94271.94270.0000-50.0010735.64
2012007.01.12 12:00buy1010.101.94901.94400.0000
2022007.01.24 16:00close1010.101.96791.94400.0000188.2610923.90
2032007.01.24 20:00sell1020.101.96701.97200.0000
2042007.01.25 10:10s/l1020.101.97201.97200.0000-50.4510873.45
2052007.01.26 00:00sell1030.101.96421.96920.0000
2062007.01.26 23:59close at stop1030.101.96041.96920.000038.0010911.45