Strategy Tester Report
GPMG
SIG-Demo.com (Build 226)

SymbolGBPUSD (Great Britan vs US Dollar)
Period15 Minutes (M15) 2010.09.21 10:30 - 2010.10.27 00:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLots=0.4; mfactor=4; MovingPeriod=12; MovingShift=6; TakeProfit=50; StopLoss=50; magic=true;
Bars in test2517Ticks modelled1886281Modelling quality28.07%
Mismatched charts errors2
Initial deposit4000.00
Total net profit11222.28Gross profit16170.56Gross loss-4948.28
Profit factor3.27Expected payoff374.08
Absolute drawdown1948.00Maximal drawdown4176.00 (31.63%)Relative drawdown58.39% (2880.00)
Total trades30Short positions (won %)10 (50.00%)Long positions (won %)20 (50.00%)
Profit trades (% of total)15 (50.00%)Loss trades (% of total)15 (50.00%)
Largestprofit trade3200.00loss trade-848.00
Averageprofit trade1078.04loss trade-329.89
Maximumconsecutive wins (profit in money)3 (3600.00)consecutive losses (loss in money)2 (-1060.00)
Maximalconsecutive profit (count of wins)3600.00 (3)consecutive loss (count of losses)-1060.00 (2)
Averageconsecutive wins1consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.09.21 11:45buy10.401.55501.54971.5600
22010.09.21 21:25t/p10.401.56001.54971.5600200.004200.00
32010.09.22 12:15buy20.401.56931.56401.5743
42010.09.22 15:05s/l20.401.56401.56401.5743-212.003988.00
52010.09.23 11:15buy31.601.56651.56121.5715
62010.09.23 11:54s/l31.601.56121.56121.5715-848.003140.00
72010.09.23 12:45buy46.401.56771.56241.5727
82010.09.23 17:39t/p46.401.57271.56241.57273200.006340.00
92010.09.24 10:45buy50.401.56881.56351.5738
102010.09.24 15:23t/p50.401.57381.56351.5738200.006540.00
112010.09.27 10:30buy60.401.58381.57851.5888
122010.09.28 09:23s/l60.401.57851.57851.5888-212.926327.08
132010.09.28 11:45buy71.601.58241.57711.5874
142010.09.28 12:36t/p71.601.58741.57711.5874800.007127.08
152010.09.29 10:00buy80.401.58491.57961.5899
162010.09.29 12:53s/l80.401.57961.57961.5899-212.006915.08
172010.09.29 15:15buy91.601.57911.57381.5841
182010.09.30 06:24t/p91.601.58411.57381.5841788.967704.04
192010.09.30 10:15buy100.401.58591.58061.5909
202010.09.30 13:48t/p100.401.59091.58061.5909200.007904.04
212010.10.01 09:00sell110.401.57241.57771.5674
222010.10.01 10:38s/l110.401.57771.57771.5674-212.007692.04
232010.10.01 14:00sell121.601.58231.58761.5773
242010.10.04 10:06t/p121.601.57731.58761.5773792.648484.68
252010.10.06 09:00buy130.401.59171.58641.5967
262010.10.06 14:08s/l130.401.58641.58641.5967-212.008272.68
272010.10.06 15:30buy141.601.58791.58261.5929
282010.10.07 11:21t/p141.601.59291.58261.5929788.969061.64
292010.10.07 14:30buy150.401.60121.59591.6062
302010.10.07 15:23s/l150.401.59591.59591.6062-212.008849.64
312010.10.08 11:45buy161.601.58461.57931.5896
322010.10.08 15:36t/p161.601.58961.57931.5896800.009649.64
332010.10.11 10:15buy170.401.59391.58861.5989
342010.10.11 18:54s/l170.401.58861.58861.5989-212.009437.64
352010.10.12 13:00buy181.601.58291.57761.5879
362010.10.12 20:06s/l181.601.57761.57761.5879-848.008589.64
372010.10.13 15:45buy196.401.58471.57941.5897
382010.10.13 21:06t/p196.401.58971.57941.58973200.0011789.64
392010.10.15 13:00buy200.401.60621.60091.6112
402010.10.15 17:21s/l200.401.60091.60091.6112-212.0011577.64
412010.10.18 12:30buy211.601.58821.58291.5932
422010.10.18 19:45t/p211.601.59321.58291.5932800.0012377.64
432010.10.19 09:45buy220.401.58641.58111.5914
442010.10.19 12:15s/l220.401.58111.58111.5914-212.0012165.64
452010.10.19 12:30sell231.601.58221.58751.5772
462010.10.19 13:17t/p231.601.57721.58751.5772800.0012965.64
472010.10.20 10:15sell240.401.57311.57841.5681
482010.10.20 16:38s/l240.401.57841.57841.5681-212.0012753.64
492010.10.21 10:15sell251.601.57571.58101.5707
502010.10.21 11:21s/l251.601.58101.58101.5707-848.0011905.64
512010.10.21 15:00sell266.401.57471.58001.5697
522010.10.21 21:06t/p266.401.56971.58001.56973200.0015105.64
532010.10.22 10:15sell270.401.57201.57731.5670
542010.10.22 10:38t/p270.401.56701.57731.5670200.0015305.64
552010.10.25 09:45sell280.401.57571.58101.5707
562010.10.25 15:47t/p280.401.57071.58101.5707200.0015505.64
572010.10.26 11:00sell290.401.57551.58081.5705
582010.10.26 11:30s/l290.401.58081.58081.5705-212.0015293.64
592010.10.26 15:30sell301.601.58451.58981.5795
602010.10.27 00:09close at stop301.601.58491.58981.5795-71.3615222.28