Strategy Tester Report
EA11-Rebounce-Trader

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2006.07.03 00:00 - 2007.07.06 22:00 (2006.07.01 - 2007.09.06)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersEAName="Rebounce-Trader"; LotSize=0.1; StartTime=8; EndTime=20; TrailingStop=60; DayRange=50; TakeProfit=8; SwingTakeProfit=80; Stoploss=40; StopOrderRange=2; CloseOrders=true; Direction=true; DirectionPips=50; NextDayProfitStop=10;
Bars in test11239Ticks modelled1393452Modelling quality90.00%
Initial deposit10000.00
Total net profit320.18Gross profit890.00Gross loss-569.83
Profit factor1.56Expected payoff3.44
Absolute drawdown32.00Maximal drawdown98.00 (0.95%)Relative drawdown0.95% (98.00)
Total trades93Short positions (won %)34 (79.41%)Long positions (won %)59 (86.44%)
Profit trades (% of total)78 (83.87%)Loss trades (% of total)15 (16.13%)
Largestprofit trade58.00loss trade-38.00
Averageprofit trade11.41loss trade-37.99
Maximumconsecutive wins (profit in money)10 (96.00)consecutive losses (loss in money)2 (-75.83)
Maximalconsecutive profit (count of wins)109.00 (8)consecutive loss (count of losses)-75.83 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.07.03 08:00sell10.101.84551.84931.8440
22006.07.03 09:43t/p10.101.84401.84931.844015.0010015.00
32006.07.03 10:00sell20.101.84481.84861.8435
42006.07.03 10:20t/p20.101.84351.84861.843513.0010028.00
52006.07.03 10:28sell30.101.84311.84691.8426
62006.07.03 12:06t/p30.101.84261.84691.84265.0010033.00
72006.07.04 09:00buy40.101.84471.84091.8460
82006.07.04 10:50t/p40.101.84601.84091.846013.0010046.00
92006.07.04 11:00buy50.101.84591.84211.8469
102006.07.04 11:22t/p50.101.84691.84211.846910.0010056.00
112006.07.04 11:23buy60.101.84631.84251.8471
122006.07.04 14:38t/p60.101.84711.84251.84718.0010064.00
132006.07.05 08:00buy70.101.84731.84351.8482
142006.07.05 08:02t/p70.101.84821.84351.84829.0010073.00
152006.07.05 08:13buy80.101.84731.84351.8484
162006.07.05 09:00s/l80.101.84351.84351.8484-38.0010035.00
172006.07.05 09:00sell90.101.84331.84711.8423
182006.07.05 09:15t/p90.101.84231.84711.842310.0010045.00
192006.07.06 08:07buy100.101.83511.83131.8360
202006.07.06 08:20t/p100.101.83601.83131.83609.0010054.00
212006.07.06 08:25buy110.101.83631.83251.8371
222006.07.06 08:31t/p110.101.83711.83251.83718.0010062.00
232006.07.06 08:38buy120.101.83631.83251.8372
242006.07.06 14:33t/p120.101.83721.83251.83729.0010071.00
252006.07.07 08:03sell130.101.83591.83971.8354
262006.07.07 11:22s/l130.101.83971.83971.8354-38.0010033.00
272006.07.07 12:00buy140.101.84071.83691.8416
282006.07.07 12:52t/p140.101.84161.83691.84169.0010042.00
292006.07.07 12:56buy150.101.84131.83751.8422
302006.07.07 14:28t/p150.101.84221.83751.84229.0010051.00
312006.07.10 08:00sell160.101.84881.85261.8472
322006.07.10 11:22t/p160.101.84721.85261.847216.0010067.00
332006.07.10 11:26sell170.101.84541.84921.8449
342006.07.10 11:28t/p170.101.84491.84921.84495.0010072.00
352006.07.10 11:30sell180.101.84431.84811.8437
362006.07.10 11:35t/p180.101.84371.84811.84376.0010078.00
372006.07.11 08:12sell190.101.84151.84531.8410
382006.07.11 08:31t/p190.101.84101.84531.84105.0010083.00
392006.07.11 08:44sell200.101.84091.84471.8403
402006.07.11 08:49t/p200.101.84031.84471.84036.0010089.00
412006.07.11 08:57sell210.101.83941.84321.8389
422006.07.11 08:58t/p210.101.83891.84321.83895.0010094.00
432006.07.12 09:01buy220.101.84631.84251.8478
442006.07.12 10:34s/l220.101.84251.84251.8478-38.0010056.00
452006.07.12 11:00sell230.101.84411.84791.8416
462006.07.12 13:15t/p230.101.84161.84791.841625.0010081.00
472006.07.12 13:19sell240.101.84061.84441.8401
482006.07.12 13:26t/p240.101.84011.84441.84015.0010086.00
492006.07.13 08:00buy250.101.83551.83171.8369
502006.07.13 09:14t/p250.101.83691.83171.836914.0010100.00
512006.07.13 10:02buy260.101.83921.83541.8400
522006.07.13 10:03t/p260.101.84001.83541.84008.0010108.00
532006.07.13 10:05buy270.101.83941.83561.8404
542006.07.13 10:24t/p270.101.84041.83561.840410.0010118.00
552006.07.14 09:00sell280.101.83741.84121.8355
562006.07.14 11:23s/l280.101.84121.84121.8355-38.0010080.00
572006.07.14 11:23sell290.101.84131.84511.8355
582006.07.14 15:52t/p290.101.83551.84511.835558.0010138.00
592006.07.14 15:53sell300.101.83591.83971.8352
602006.07.14 15:55t/p300.101.83521.83971.83527.0010145.00
612006.07.17 10:01sell310.101.83251.83631.8320
622006.07.17 10:01t/p310.101.83201.83631.83205.0010150.00
632006.07.17 10:02sell320.101.83211.83591.8316
642006.07.17 10:02t/p320.101.83161.83591.83165.0010155.00
652006.07.17 10:02sell330.101.83051.83431.8299
662006.07.17 10:05t/p330.101.82991.83431.82996.0010161.00
672006.07.18 09:01buy340.101.82061.81681.8216
682006.07.18 09:15t/p340.101.82161.81681.821610.0010171.00
692006.07.18 09:19buy350.101.82091.81711.8218
702006.07.18 09:24t/p350.101.82181.81711.82189.0010180.00
712006.07.18 09:29buy360.101.82161.81781.8225
722006.07.18 09:48t/p360.101.82251.81781.82259.0010189.00
732006.07.19 08:00sell370.101.82531.82911.8234
742006.07.19 10:30s/l370.101.82911.82911.8234-38.0010151.00
752006.07.19 10:31sell380.101.82641.83021.8234
762006.07.19 14:30t/p380.101.82341.83021.823430.0010181.00
772006.07.19 14:30sell390.101.82381.82761.8233
782006.07.19 14:54t/p390.101.82331.82761.82335.0010186.00
792006.07.20 09:00buy400.101.84431.84051.8471
802006.07.20 10:30t/p400.101.84711.84051.847128.0010214.00
812006.07.20 10:30buy410.101.84661.84281.8475
822006.07.20 12:36t/p410.101.84751.84281.84759.0010223.00
832006.07.20 14:01buy420.101.85091.84711.8518
842006.07.21 02:09s/l420.101.84711.84711.8518-37.8310185.17
852006.07.21 08:00sell430.101.84771.85151.8468
862006.07.21 09:11s/l430.101.85151.85151.8468-38.0010147.17
872006.07.21 09:16buy440.101.85361.84981.8545
882006.07.21 09:17t/p440.101.85451.84981.85459.0010156.17
892006.07.21 09:23buy450.101.85431.85051.8552
902006.07.21 10:30t/p450.101.85521.85051.85529.0010165.17
912006.07.24 08:00sell460.101.85241.85621.8504
922006.07.24 09:23t/p460.101.85041.85621.850420.0010185.17
932006.07.24 09:26sell470.101.84871.85251.8482
942006.07.24 09:34t/p470.101.84821.85251.84825.0010190.17
952006.07.24 09:36sell480.101.84871.85251.8481
962006.07.24 09:42t/p480.101.84811.85251.84816.0010196.17
972006.07.25 08:26buy490.101.85251.84871.8534
982006.07.25 08:37t/p490.101.85341.84871.85349.0010205.17
992006.07.25 08:43buy500.101.85261.84881.8535
1002006.07.25 09:50s/l500.101.84881.84881.8535-38.0010167.17
1012006.07.25 10:00sell510.101.85001.85381.8443
1022006.07.25 17:10t/p510.101.84431.85381.844357.0010224.17
1032006.07.26 08:22sell520.101.84001.84381.8393
1042006.07.26 09:55t/p520.101.83931.84381.83937.0010231.17
1052006.07.26 10:00sell530.101.84001.84381.8389
1062006.07.26 15:25s/l530.101.84381.84381.8389-38.0010193.17
1072006.07.26 15:27buy540.101.84301.83921.8439
1082006.07.26 16:07t/p540.101.84391.83921.84399.0010202.17
1092006.07.27 08:13buy550.101.85671.85291.8576
1102006.07.27 09:00t/p550.101.85761.85291.85769.0010211.17
1112006.07.27 09:03buy560.101.85711.85331.8579
1122006.07.27 09:09t/p560.101.85791.85331.85798.0010219.17
1132006.07.27 09:14buy570.101.85801.85421.8589
1142006.07.27 09:40t/p570.101.85891.85421.85899.0010228.17
1152006.07.28 08:20buy580.101.85841.85461.8592
1162006.07.28 08:24t/p580.101.85921.85461.85928.0010236.17
1172006.07.28 08:26buy590.101.85841.85461.8592
1182006.07.28 08:53t/p590.101.85921.85461.85928.0010244.17
1192006.07.28 09:00buy600.101.85871.85491.8595
1202006.07.28 09:06t/p600.101.85951.85491.85958.0010252.17
1212006.07.31 10:00buy610.101.86381.86001.8657
1222006.07.31 10:28t/p610.101.86571.86001.865719.0010271.17
1232006.07.31 10:32buy620.101.86491.86111.8657
1242006.07.31 10:50t/p620.101.86571.86111.86578.0010279.17
1252006.07.31 11:01buy630.101.86511.86131.8661
1262006.07.31 11:03t/p630.101.86611.86131.866110.0010289.17
1272006.08.01 12:00sell640.101.86561.86941.8625
1282006.08.01 17:22s/l640.101.86941.86941.8625-38.0010251.17
1292006.08.01 18:15buy650.101.87331.86951.8742
1302006.08.01 18:16t/p650.101.87421.86951.87429.0010260.17
1312006.08.01 18:18buy660.101.87431.87051.8751
1322006.08.01 18:57t/p660.101.87511.87051.87518.0010268.17
1332006.08.02 08:00buy670.101.87631.87251.8786
1342006.08.02 16:44t/p670.101.87861.87251.878623.0010291.17
1352006.08.02 17:00buy680.101.87821.87441.8794
1362006.08.02 17:07s/l680.101.87441.87441.8794-38.0010253.17
1372006.08.02 17:25buy690.101.87611.87231.8794
1382006.08.02 21:00close690.101.87821.87231.879421.0010274.17
1392006.08.08 08:02buy700.101.90511.90131.9059
1402006.08.08 08:05t/p700.101.90591.90131.90598.0010282.17
1412006.08.08 08:15buy710.101.90521.90141.9060
1422006.08.08 09:02t/p710.101.90601.90141.90608.0010290.17
1432006.08.08 10:00buy720.101.90551.90171.9072
1442006.08.08 15:59t/p720.101.90721.90171.907217.0010307.17
1452006.08.09 09:02buy730.101.90681.90301.9076
1462006.08.09 09:51t/p730.101.90761.90301.90768.0010315.17
1472006.08.09 09:58buy740.101.90731.90351.9081
1482006.08.09 10:01t/p740.101.90811.90351.90818.0010323.17
1492006.08.09 10:08buy750.101.90881.90501.9096
1502006.08.09 10:19t/p750.101.90961.90501.90968.0010331.17
1512006.08.15 08:00buy760.101.89181.88801.8930
1522006.08.15 08:54s/l760.101.88801.88801.8930-38.0010293.17
1532006.08.15 09:00sell770.101.88851.89231.8859
1542006.08.15 11:03t/p770.101.88591.89231.885926.0010319.17
1552006.08.15 11:04sell780.101.88631.89011.8858
1562006.08.15 11:04t/p780.101.88581.89011.88585.0010324.17
1572006.08.16 08:09buy790.101.89381.89001.8946
1582006.08.16 10:38s/l790.101.89001.89001.8946-38.0010286.17
1592006.08.16 11:00sell800.101.89061.89441.8890
1602006.08.16 13:00t/p800.101.88901.89441.889016.0010302.17
1612006.08.16 13:04sell810.101.88841.89221.8879
1622006.08.16 14:19s/l810.101.89221.89221.8879-38.0010264.17
1632006.08.22 08:42buy820.101.89331.88951.8942
1642006.08.22 08:54t/p820.101.89421.88951.89429.0010273.17
1652006.08.22 08:57buy830.101.89391.89011.8947
1662006.08.22 09:00t/p830.101.89471.89011.89478.0010281.17
1672006.08.22 09:02buy840.101.89391.89011.8947
1682006.08.22 10:20s/l840.101.89011.89011.8947-38.0010243.17
1692006.08.23 08:23buy850.101.88801.88421.8888
1702006.08.23 08:55t/p850.101.88881.88421.88888.0010251.17
1712006.08.23 09:06buy860.101.88871.88491.8896
1722006.08.23 09:22t/p860.101.88961.88491.88969.0010260.17
1732006.08.23 09:39buy870.101.89231.88851.8931
1742006.08.23 09:44t/p870.101.89311.88851.89318.0010268.17
1752006.08.29 08:26buy880.101.89831.89451.8992
1762006.08.29 09:14t/p880.101.89921.89451.89929.0010277.17
1772006.08.29 10:09buy890.101.90021.89641.9010
1782006.08.29 10:13t/p890.101.90101.89641.90108.0010285.17
1792006.08.29 10:20buy900.101.90111.89731.9020
1802006.08.29 10:25t/p900.101.90201.89731.90209.0010294.17
1812006.08.30 08:00buy910.101.89971.89591.9006
1822006.08.30 08:52t/p910.101.90061.89591.90069.0010303.17
1832006.08.30 09:04buy920.101.90171.89791.9025
1842006.08.30 12:00t/p920.101.90251.89791.90258.0010311.17
1852006.08.30 12:00buy930.101.90321.89941.9041
1862006.08.30 12:09t/p930.101.90411.89941.90419.0010320.17