Strategy Tester Report
ForexCOMBOSystem_2.42_GBPUSD
AlpariUK-Demo (Build 229)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period5 Minutes (M5) 1999.01.04 15:30 - 2011.02.28 23:55 (2010.11.07 - 2011.03.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersA="===================="; Use_FXCOMBO_Scalping=true; Use_FXCOMBO_Breakout=true; Use_FXCOMBO_Reversal=true; B="===================="; Use_ECN_Execution=true; Hidden_StopAndTarget=false; No_Hedge_Trades=false; NFA_Compatibility=false; C="===================="; CommentSys1="*** 1 ***"; CommentSys2="*** 2 ***"; CommentSys3="*** 3 ***"; D="===================="; Magic1=121212; Magic2=343434; Magic3=565656; E="===================="; MaxSPREAD=5; Slippage=2; AutoGMT_Offset=false; ManualGMT_Offset=1; UseAgresiveMM=false; MMSys1="==== FXCOMBO Scalping MM Parameters ===="; LotsSys1=0.1; TradeMMSys1=2; LossFactorSys1=2; MMSys2="==== FXCOMBO Breakout MM Parameters ===="; LotsSys2=0.1; TradeMMSys2=2; LossFactorSys2=2; MMSys3="==== FXCOMBO Reversal MM Parameters ===="; LotsSys3=0.1; TradeMMSys3=2; LossFactorSys3=2; CommonMM="==== Main MM Parameters ===="; MMMax=20; MaximalLots=50; Scalping="==== FXCOMBO Scalping System Parameters ===="; StopLoss=160; TakeProfit=27; TREND_STR=35; OSC_open=6; OSC_close=20; ExtraPips=-5; Breakout="==== FXCOMBO Breakout System Parameters ===="; TakeProfit_II=300; StopLoss_II=60; MaxPipsTrailing2=200; MinPipsTrailing2=20; Break=13; ATRTrailingFactor2=3.1; F_TrailingProfit_II=240; F_Trailing_II=15; Use_Exp_Trailing_II=false; Exp_Trail_Factor_II=1.5; Reversal="==== FXCOMBO Reversal System Parameters ===="; BegHourSys_III=23; EndHourSys_III=0; TakeProfit_III=100; StopLoss_III=260; MaxPipsTrailing3=90; MinPipsTrailing3=50; F_TrailingProfit_III=100; F_Trailing_III=30; Use_Exp_Trailing_III=false; Exp_Trail_Factor_III=0.1;
Bars in test869627Ticks modelled49426578Modelling quality89.99%
Mismatched charts errors0
Initial deposit10000.00
Total net profit271.65Gross profit2669.38Gross loss-2397.72
Profit factor1.11Expected payoff3.20
Absolute drawdown75.80Maximal drawdown1007.50 (9.01%)Relative drawdown9.01% (1007.50)
Total trades85Short positions (won %)49 (75.51%)Long positions (won %)36 (69.44%)
Profit trades (% of total)62 (72.94%)Loss trades (% of total)23 (27.06%)
Largestprofit trade210.00loss trade-388.10
Averageprofit trade43.05loss trade-104.25
Maximumconsecutive wins (profit in money)8 (427.66)consecutive losses (loss in money)4 (-358.41)
Maximalconsecutive profit (count of wins)427.66 (8)consecutive loss (count of losses)-388.10 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.11.08 06:15sell10.201.613030.000000.00000
22010.11.08 06:15modify10.201.613031.629031.61033
32010.11.08 10:15close10.201.612731.629031.610336.0010006.00
42010.11.10 02:00sell20.201.601910.000000.00000
52010.11.10 02:00modify20.201.601911.617911.59921
62010.11.10 03:32t/p20.201.599211.617911.5992154.0010060.00
72010.11.10 06:45sell30.201.600840.000000.00000
82010.11.10 06:45modify30.201.600841.616841.59814
92010.11.10 08:08t/p30.201.598141.616841.5981454.0010114.00
102010.11.10 23:30buy40.201.611390.000000.00000
112010.11.10 23:30modify40.201.611391.595391.61409
122010.11.11 01:30close40.201.613261.595391.6140937.5210151.52
132010.11.11 06:00buy50.201.614120.000000.00000
142010.11.11 06:00modify50.201.614121.598121.61682
152010.11.11 08:15close50.201.615631.598121.6168230.2010181.72
162010.11.11 22:45sell60.201.611990.000000.00000
172010.11.11 22:45modify60.201.611991.627991.60929
182010.11.12 01:00close60.201.610351.627991.6092932.2210213.94
192010.11.12 22:46buy70.201.612680.000000.00000
202010.11.12 22:47modify70.201.612681.596681.61538
212010.11.15 01:15close70.201.614761.596681.6153841.6410255.58
222010.11.16 10:35buy80.211.608150.000000.00000
232010.11.16 10:35modify80.211.608151.602151.63815
242010.11.16 11:40s/l80.211.602151.602151.63815-126.0010129.58
252010.11.16 22:06sell90.201.588690.000000.00000
262010.11.16 22:06modify90.201.588691.604691.58599
272010.11.17 00:15close90.201.587881.604691.5859915.6210145.20
282010.11.17 03:00sell100.201.589380.000000.00000
292010.11.17 03:00modify100.201.589381.605381.58668
302010.11.17 08:00close100.201.588121.605381.5866825.2010170.40
312010.11.17 09:30sell110.201.589370.000000.00000
322010.11.17 09:30modify110.201.589371.605371.58667
332010.11.17 12:30close110.201.587861.605371.5866730.2010200.60
342010.11.18 16:15buy120.201.598950.000000.00000
352010.11.18 16:15modify120.201.598951.582951.60165
362010.11.18 18:00close120.201.600881.582951.6016538.6010239.20
372010.11.19 02:15buy130.201.603320.000000.00000
382010.11.19 02:15modify130.201.603321.587321.60602
392010.11.19 07:00close130.201.603641.587321.606026.4010245.60
402010.11.19 22:02sell140.201.598790.000000.00000
412010.11.19 22:02modify140.201.598791.614791.59609
422010.11.22 00:15close140.201.597231.614791.5960930.6210276.22
432010.11.22 01:00sell150.211.600000.000000.00000
442010.11.22 01:00modify150.211.600001.626001.59000
452010.11.22 08:30buy160.201.606540.000000.00000
462010.11.22 08:30modify160.201.606541.600541.63654
472010.11.22 12:55s/l160.201.600541.600541.63654-120.0010156.22
482010.11.22 18:28modify150.211.600001.600001.59000
492010.11.22 18:33modify150.211.600001.599401.59000
502010.11.22 18:49modify150.211.600001.599381.59000
512010.11.22 18:54modify150.211.600001.599371.59000
522010.11.22 19:06modify150.211.600001.599351.59000
532010.11.22 19:07t/p150.211.590001.599351.59000210.0010366.22
542010.11.22 22:08sell170.211.596110.000000.00000
552010.11.22 22:08modify170.211.596111.612111.59341
562010.11.23 01:00close170.211.594341.612111.5934136.5610402.78
572010.11.24 00:00sell180.211.578610.000000.00000
582010.11.24 00:00modify180.211.578611.594611.57591
592010.11.24 07:30close180.211.580861.594611.57591-47.2510355.53
602010.11.25 05:30sell190.211.576880.000000.00000
612010.11.25 05:30modify190.211.576881.592881.57418
622010.11.25 06:15close190.211.575411.592881.5741830.8710386.40
632010.11.29 05:15sell200.211.560640.000000.00000
642010.11.29 05:15modify200.211.560641.576641.55794
652010.11.29 09:45close200.211.560051.576641.5579412.3910398.79
662010.11.29 20:45sell210.211.556480.000000.00000
672010.11.29 20:45modify210.211.556481.572481.55378
682010.11.30 00:00close210.211.555861.572481.5537812.4110411.20
692010.11.30 02:30sell220.211.556610.000000.00000
702010.11.30 02:30modify220.211.556611.572611.55391
712010.11.30 04:30close220.211.554401.572611.5539146.4110457.61
722010.11.30 22:00buy230.211.555470.000000.00000
732010.11.30 22:00modify230.211.555471.539471.55817
742010.12.01 01:00close230.211.557101.539471.5581734.2710491.88
752010.12.01 22:16sell240.211.562890.000000.00000
762010.12.01 22:16modify240.211.562891.578891.56019
772010.12.02 00:45close240.211.561371.578891.5601930.0910521.98
782010.12.02 10:45buy250.211.566000.000000.00000
792010.12.02 10:45modify250.211.566001.560001.59600
802010.12.02 11:51s/l250.211.560001.560001.59600-126.0010395.98
812010.12.03 22:30sell260.211.578210.000000.00000
822010.12.03 22:30modify260.211.578211.594211.57551
832010.12.06 00:00sell270.211.576910.000000.00000
842010.12.06 00:00modify270.211.576911.602911.56691
852010.12.06 01:10t/p260.211.575511.594211.5755156.0910452.07
862010.12.06 03:00buy280.211.575010.000000.00000
872010.12.06 03:00modify280.211.575011.559011.57771
882010.12.06 08:45close280.211.574631.559011.57771-7.9810444.09
892010.12.06 10:21modify270.211.576911.576891.56691
902010.12.06 10:38modify270.211.576911.576871.56691
912010.12.06 10:43modify270.211.576911.576731.56691
922010.12.06 10:48modify270.211.576911.576471.56691
932010.12.06 10:56modify270.211.576911.576461.56691
942010.12.06 11:52modify270.211.576911.576451.56691
952010.12.06 11:57modify270.211.576911.576101.56691
962010.12.06 11:58t/p270.211.566911.576101.56691210.0010654.09
972010.12.07 10:50buy290.211.581320.000000.00000
982010.12.07 10:50modify290.211.581321.575321.61132
992010.12.07 14:00buy300.211.577250.000000.00000
1002010.12.07 14:00modify300.211.577251.561251.57995
1012010.12.07 14:33t/p300.211.579951.561251.5799556.7010710.79
1022010.12.07 21:21s/l290.211.575321.575321.61132-126.0010584.79
1032010.12.16 12:30sell310.211.561480.000000.00000
1042010.12.16 12:30modify310.211.561481.577481.55878
1052010.12.16 16:07t/p310.211.558781.577481.5587856.7010641.49
1062010.12.16 22:00sell320.211.563370.000000.00000
1072010.12.16 22:00modify320.211.563371.579371.56067
1082010.12.17 01:15close320.211.562051.579371.5606727.1110668.60
1092010.12.17 20:00sell330.211.550290.000000.00000
1102010.12.17 20:00modify330.211.550291.566291.54759
1112010.12.20 00:00sell340.211.551420.000000.00000
1122010.12.20 00:00modify340.211.551421.577421.54142
1132010.12.20 00:30close330.211.550931.566291.54759-14.0510654.55
1142010.12.20 03:15sell350.211.551650.000000.00000
1152010.12.20 03:15modify350.211.551651.567651.54895
1162010.12.20 05:45close350.211.550571.567651.5489522.6810677.23
1172010.12.21 10:55sell360.211.548260.000000.00000
1182010.12.21 10:55modify360.211.548261.554261.51826
1192010.12.21 14:35close360.211.550721.554261.51826-51.6610625.57
1202010.12.21 22:45sell370.211.547120.000000.00000
1212010.12.21 22:45modify370.211.547121.563121.54442
1222010.12.22 00:15close370.211.546231.563121.5444218.0810643.65
1232010.12.22 10:05modify340.211.551421.551411.54142
1242010.12.22 10:10modify340.211.551421.550901.54142
1252010.12.22 10:19modify340.211.551421.550891.54142
1262010.12.22 10:24modify340.211.551421.550651.54142
1272010.12.22 10:30modify340.211.551421.550631.54142
1282010.12.22 15:17modify340.211.551421.550611.54142
1292010.12.22 15:17t/p340.211.541421.550611.54142208.7810852.43
1302010.12.22 22:00sell380.221.538570.000000.00000
1312010.12.22 22:00modify380.221.538571.554571.53587
1322010.12.23 09:15close380.221.538261.554571.535874.9110857.34
1332010.12.23 22:00sell390.221.543370.000000.00000
1342010.12.23 22:01modify390.221.543371.559371.54067
1352010.12.24 05:00close390.221.542941.559371.540678.8210866.16
1362010.12.27 01:00buy400.221.540970.000000.00000
1372010.12.27 01:00modify400.221.540971.514971.55097
1382010.12.27 22:00sell410.221.541060.000000.00000
1392010.12.27 22:00modify410.221.541061.557061.53836
1402010.12.28 01:15modify400.221.540971.541041.55097
1412010.12.28 01:20modify400.221.540971.541061.55097
1422010.12.28 01:25modify400.221.540971.541191.55097
1432010.12.28 01:30modify400.221.540971.541851.55097
1442010.12.28 01:49modify400.221.540971.541881.55097
1452010.12.28 04:45modify400.221.540971.541891.55097
1462010.12.28 04:57modify400.221.540971.541901.55097
1472010.12.28 05:11modify400.221.540971.541931.55097
1482010.12.28 05:16modify400.221.540971.542081.55097
1492010.12.28 06:37modify400.221.540971.542101.55097
1502010.12.28 07:45close410.221.546581.557061.53836-122.0810744.08
1512010.12.28 10:49s/l400.221.542101.542101.5509724.9010768.99
1522010.12.28 15:30sell420.221.541830.000000.00000
1532010.12.28 15:30modify420.221.541831.547831.51183
1542010.12.28 22:00sell430.221.538400.000000.00000
1552010.12.28 22:00modify430.221.538401.554401.53570
1562010.12.28 23:30close430.221.536491.554401.5357042.0210811.01
1572010.12.29 15:45close420.221.544091.547831.51183-50.3610760.65
1582010.12.30 05:00buy440.221.550780.000000.00000
1592010.12.30 05:00modify440.221.550781.534781.55348
1602010.12.30 07:00close440.221.551491.534781.5534815.6210776.27
1612010.12.30 09:30buy450.221.550380.000000.00000
1622010.12.30 09:30modify450.221.550381.534381.55308
1632010.12.30 16:00close450.221.546201.534381.55308-91.9610684.31
1642011.01.03 02:30buy460.211.554320.000000.00000
1652011.01.03 02:30modify460.211.554321.538321.55702
1662011.01.03 06:15close460.211.554881.538321.5570211.7610696.07
1672011.01.04 10:40buy470.211.560780.000000.00000
1682011.01.04 10:40modify470.211.560781.554781.59078
1692011.01.04 16:00buy480.211.559450.000000.00000
1702011.01.04 16:00modify480.211.559451.543451.56215
1712011.01.05 00:00close480.211.559511.543451.562151.3010697.37
1722011.01.05 07:26s/l470.211.554781.554781.59078-125.9610571.41
1732011.01.05 18:30sell490.211.550680.000000.00000
1742011.01.05 18:30modify490.211.550681.566681.54798
1752011.01.05 20:33t/p490.211.547981.566681.5479856.7010628.11
1762011.01.05 22:05sell500.211.551170.000000.00000
1772011.01.05 22:05modify500.211.551171.567171.54847
1782011.01.06 00:15close500.211.549821.567171.5484726.5210654.64
1792011.01.06 10:35sell510.211.549980.000000.00000
1802011.01.06 10:35modify510.211.549981.555981.51998
1812011.01.07 00:00buy520.211.545820.000000.00000
1822011.01.07 00:00modify520.211.545821.519821.55582
1832011.01.07 08:19modify510.211.549981.549921.51998
1842011.01.07 14:24modify510.211.549981.549881.51998
1852011.01.07 14:32s/l510.211.549881.549881.519981.4910656.13
1862011.01.07 16:11modify520.211.545821.545821.55582
1872011.01.07 16:16modify520.211.545821.546391.55582
1882011.01.07 16:33modify520.211.545821.546411.55582
1892011.01.07 16:33t/p520.211.555821.546411.55582210.0010866.13
1902011.01.07 22:38sell530.221.555860.000000.00000
1912011.01.07 22:38modify530.221.555861.571861.55316
1922011.01.10 00:00close530.221.553771.571861.5531645.3410911.47
1932011.01.10 22:45buy540.221.557110.000000.00000
1942011.01.10 22:45modify540.221.557111.541111.55981
1952011.01.11 00:30close540.221.557811.541111.5598115.4410926.91
1962011.01.13 00:00buy550.221.575040.000000.00000
1972011.01.13 00:00modify550.221.575041.559041.57774
1982011.01.13 08:36t/p550.221.577741.559041.5777459.4010986.31
1992011.01.13 20:15buy560.221.583500.000000.00000
2002011.01.13 20:15modify560.221.583501.567501.58620
2012011.01.13 23:30close560.221.584081.567501.5862012.7610999.07
2022011.01.17 16:30buy570.221.590030.000000.00000
2032011.01.17 16:30modify570.221.590031.574031.59273
2042011.01.17 22:15close570.221.589061.574031.59273-21.3410977.73
2052011.01.18 10:35buy580.221.603790.000000.00000
2062011.01.18 10:35modify580.221.603791.597791.63379
2072011.01.18 13:09s/l580.221.597791.597791.63379-132.0010845.73
2082011.01.19 22:34sell590.221.600030.000000.00000
2092011.01.19 22:34modify590.221.600031.616031.59733
2102011.01.20 00:15close590.221.598351.616031.5973335.0510880.78
2112011.01.20 20:15sell600.221.590430.000000.00000
2122011.01.20 20:15modify600.221.590431.606431.58773
2132011.01.21 00:15close600.221.589801.606431.5877313.2210894.00
2142011.01.24 22:47buy610.221.598770.000000.00000
2152011.01.24 22:47modify610.221.598771.582771.60147
2162011.01.25 02:45close610.221.599731.582771.6014721.1610915.17
2172011.01.25 10:35sell620.221.581010.000000.00000
2182011.01.25 10:35modify620.221.581011.587011.55101
2192011.01.25 17:00sell630.221.582330.000000.00000
2202011.01.25 17:00modify630.221.582331.598331.57963
2212011.01.25 17:13t/p630.221.579631.598331.5796359.4010974.57
2222011.01.25 21:30sell640.221.582650.000000.00000
2232011.01.25 21:30modify640.221.582651.598651.57995
2242011.01.26 00:45close640.221.581291.598651.5799529.2811003.85
2252011.01.26 11:29s/l620.221.587011.587011.55101-132.6410871.21
2262011.01.26 22:31sell650.221.590630.000000.00000
2272011.01.26 22:31modify650.221.590631.606631.58793
2282011.01.27 00:00sell660.221.591340.000000.00000
2292011.01.27 00:00modify660.221.591341.617341.58134
2302011.01.27 02:45close650.221.590481.606631.587931.3910872.59
2312011.01.31 00:35modify660.221.591341.591341.58134
2322011.01.31 00:40modify660.221.591341.590481.58134
2332011.01.31 00:58modify660.221.591341.590451.58134
2342011.01.31 01:03modify660.221.591341.590331.58134
2352011.01.31 01:25modify660.221.591341.590241.58134
2362011.01.31 02:01modify660.221.591341.590231.58134
2372011.01.31 12:13s/l660.221.590231.590231.5813423.1410895.74
2382011.01.31 20:45buy670.221.600890.000000.00000
2392011.01.31 20:45modify670.221.600891.584891.60359
2402011.02.01 01:00close670.221.602321.584891.6035931.5010927.24
2412011.02.01 10:35buy680.221.613690.000000.00000
2422011.02.01 10:35modify680.221.613691.607691.64369
2432011.02.01 23:45buy690.221.613400.000000.00000
2442011.02.01 23:45modify690.221.613401.597401.61610
2452011.02.02 03:45close690.221.614491.597401.6161024.0210951.27
2462011.02.02 10:30modify680.221.613691.613761.64369
2472011.02.02 10:58modify680.221.613691.613801.64369
2482011.02.02 11:29modify680.221.613691.613821.64369
2492011.02.02 11:49modify680.221.613691.615631.64369
2502011.02.02 14:00buy700.221.619220.000000.00000
2512011.02.02 14:00modify700.221.619221.603221.62192
2522011.02.02 16:45close700.221.621551.603221.6219251.2611002.53
2532011.02.02 18:39s/l680.221.615631.615631.6436942.7211045.25
2542011.02.03 08:45buy710.221.623760.000000.00000
2552011.02.03 08:45modify710.221.623761.617761.65376
2562011.02.03 14:50s/l710.221.617761.617761.65376-132.0010913.25
2572011.02.04 22:31sell720.221.610430.000000.00000
2582011.02.04 22:31modify720.221.610431.626431.60773
2592011.02.07 11:00close720.221.614581.626431.60773-91.9410821.31
2602011.02.07 22:37buy730.221.610730.000000.00000
2612011.02.07 22:38modify730.221.610731.594731.61343
2622011.02.08 00:30close730.221.612121.594731.6134330.6210851.94
2632011.02.10 22:00buy740.221.609060.000000.00000
2642011.02.10 22:00modify740.221.609061.593061.61176
2652011.02.11 01:30close740.221.609661.593061.6117613.2410865.18
2662011.02.15 10:50sell750.221.601790.000000.00000
2672011.02.15 10:50modify750.221.601791.607791.57179
2682011.02.15 11:59s/l750.221.607791.607791.57179-132.0010733.18
2692011.02.15 18:00buy760.211.612800.000000.00000
2702011.02.15 18:00modify760.211.612801.596801.61550
2712011.02.15 19:47t/p760.211.615501.596801.6155056.7010789.88
2722011.02.15 22:00buy770.221.612240.000000.00000
2732011.02.15 22:00modify770.221.612241.596241.61494
2742011.02.16 00:15close770.221.613021.596241.6149417.2010807.08
2752011.02.16 17:30sell780.221.605790.000000.00000
2762011.02.16 17:30modify780.221.605791.621791.60309
2772011.02.17 00:00close780.221.608621.621791.60309-64.1710742.91
2782011.02.17 00:00sell790.211.608420.000000.00000
2792011.02.17 00:00modify790.211.608421.634421.59842
2802011.02.23 22:31sell800.211.621040.000000.00000
2812011.02.23 22:31modify800.211.621041.637041.61834
2822011.02.24 05:15close800.211.623711.637041.61834-57.9010685.01
2832011.02.24 08:50sell810.211.615650.000000.00000
2842011.02.24 08:50modify810.211.615651.621651.58565
2852011.02.24 10:40close810.211.621191.621651.58565-116.3410568.67
2862011.02.24 10:40buy820.201.621190.000000.00000
2872011.02.24 10:40modify820.201.621191.615191.65119
2882011.02.24 12:34s/l820.201.615191.615191.65119-120.0010448.67
2892011.02.24 21:15sell830.211.613990.000000.00000
2902011.02.24 21:15modify830.211.613991.629991.61129
2912011.02.25 01:15close830.211.613391.629991.6112911.9910460.66
2922011.02.25 22:00sell840.211.611390.000000.00000
2932011.02.25 22:00modify840.211.611391.627391.60869
2942011.02.28 00:00t/p840.211.608691.627391.6086956.0910516.76
2952011.02.28 10:25buy850.201.619290.000000.00000
2962011.02.28 10:25modify850.201.619291.613291.64929
2972011.02.28 23:59close at stop850.201.626441.613291.64929143.0010659.76
2982011.02.28 23:59close at stop790.211.626641.634421.59842-388.1010271.65