Strategy Tester Report
EA13-TSX-Trader

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2006.07.03 00:00 - 2007.06.06 00:00 (2006.07.01 - 2007.06.06)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersEAName="TSX-Trader"; LotSize=0.1; StartTime=8; EndTime=20; TrailingStop=60; DayRange=50; TakeProfit=80; SwingTakeProfit=80; Stoploss=40; StopOrderRange=30; CloseOrders=true; Direction=true; DirectionPips=50; UseFridayBar=true;
Bars in test10693Ticks modelled1288971Modelling quality90.00%
Initial deposit10000.00
Total net profit374.00Gross profit854.00Gross loss-480.00
Profit factor1.78Expected payoff12.47
Absolute drawdown67.00Maximal drawdown158.00 (1.52%)Relative drawdown1.52% (158.00)
Total trades30Short positions (won %)9 (33.33%)Long positions (won %)21 (71.43%)
Profit trades (% of total)18 (60.00%)Loss trades (% of total)12 (40.00%)
Largestprofit trade80.00loss trade-40.00
Averageprofit trade47.44loss trade-40.00
Maximumconsecutive wins (profit in money)3 (93.00)consecutive losses (loss in money)2 (-80.00)
Maximalconsecutive profit (count of wins)160.00 (2)consecutive loss (count of losses)-80.00 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.07.03 08:00buy stop10.101.84851.84451.8565
22006.07.03 08:42buy10.101.84851.84451.8565
32006.07.03 09:39s/l10.101.84451.84451.8565-40.009960.00
42006.07.04 08:00sell stop20.101.84111.84511.8331
52006.07.04 10:50delete20.101.84111.84511.8331
62006.07.04 10:50buy30.101.84621.84221.8542
72006.07.04 20:00close30.101.84691.84221.85427.009967.00
82006.07.05 08:00buy stop40.101.85031.84631.8583
92006.07.05 08:27delete40.101.85031.84631.8583
102006.07.06 08:00sell stop50.101.83251.83651.8245
112006.07.06 14:33delete50.101.83251.83651.8245
122006.07.06 14:33buy60.101.83761.83361.8456
132006.07.06 20:00close60.101.83821.83361.84566.009973.00
142006.07.07 08:00buy stop70.101.83861.83461.8466
152006.07.07 10:40buy70.101.83861.83461.8466
162006.07.07 14:30modify70.101.83861.83861.8466
172006.07.07 14:30modify70.101.83861.83901.8466
182006.07.07 14:30modify70.101.83861.83911.8466
192006.07.07 14:30modify70.101.83861.83951.8466
202006.07.07 14:30modify70.101.83861.83981.8466
212006.07.07 14:30modify70.101.83861.84021.8466
222006.07.07 14:30t/p70.101.84661.84021.846680.0010053.00
232006.07.10 08:00buy stop80.101.85181.84781.8598
242006.07.10 09:23buy80.101.85181.84781.8598
252006.07.10 11:21s/l80.101.84781.84781.8598-40.0010013.00
262006.07.11 08:00sell stop90.101.83961.84361.8316
272006.07.11 08:53sell90.101.83961.84361.8316
282006.07.11 10:27s/l90.101.84361.84361.8316-40.009973.00
292006.07.12 08:00buy stop100.101.84811.84411.8561
302006.07.12 10:33delete100.101.84811.84411.8561
312006.07.12 10:33sell110.101.84291.84691.8349
322006.07.12 14:31modify110.101.84291.84291.8349
332006.07.12 14:31modify110.101.84291.84281.8349
342006.07.12 14:31modify110.101.84291.84271.8349
352006.07.12 14:31modify110.101.84291.84261.8349
362006.07.12 14:31modify110.101.84291.84251.8349
372006.07.12 14:31modify110.101.84291.84241.8349
382006.07.12 14:31modify110.101.84291.84221.8349
392006.07.12 14:31modify110.101.84291.84211.8349
402006.07.12 14:31modify110.101.84291.84191.8349
412006.07.12 14:31modify110.101.84291.84181.8349
422006.07.12 14:31modify110.101.84291.84161.8349
432006.07.12 14:31modify110.101.84291.84151.8349
442006.07.12 14:31modify110.101.84291.84141.8349
452006.07.12 14:31modify110.101.84291.84121.8349
462006.07.12 14:31modify110.101.84291.84111.8349
472006.07.12 14:31t/p110.101.83491.84111.834980.0010053.00
482006.07.13 08:00sell stop120.101.83251.83651.8245
492006.07.13 09:14delete120.101.83251.83651.8245
502006.07.13 09:14buy130.101.83761.83361.8456
512006.07.13 14:47modify130.101.83761.83761.8456
522006.07.13 14:47modify130.101.83761.83771.8456
532006.07.13 14:47modify130.101.83761.83781.8456
542006.07.13 14:47modify130.101.83761.83791.8456
552006.07.13 15:20modify130.101.83761.83801.8456
562006.07.13 15:21modify130.101.83761.83821.8456
572006.07.13 15:21modify130.101.83761.83841.8456
582006.07.13 15:21modify130.101.83761.83851.8456
592006.07.13 15:21modify130.101.83761.83871.8456
602006.07.13 16:10modify130.101.83761.83881.8456
612006.07.13 16:10modify130.101.83761.83911.8456
622006.07.13 16:10modify130.101.83761.83921.8456
632006.07.13 16:10modify130.101.83761.83941.8456
642006.07.13 16:10modify130.101.83761.83951.8456
652006.07.13 16:10t/p130.101.84561.83951.845680.0010133.00
662006.07.14 08:00buy stop140.101.84411.84011.8521
672006.07.14 08:18delete140.101.84411.84011.8521
682006.07.14 08:18sell150.101.83911.84311.8311
692006.07.14 14:30s/l150.101.84311.84311.8311-40.0010093.00
702006.07.17 08:00sell stop160.101.83301.83701.8250
712006.07.17 10:00sell160.101.83301.83701.8250
722006.07.17 10:15modify160.101.83301.83281.8250
732006.07.17 10:16modify160.101.83301.83261.8250
742006.07.17 10:16modify160.101.83301.83251.8250
752006.07.17 10:21modify160.101.83301.83241.8250
762006.07.17 10:21modify160.101.83301.83231.8250
772006.07.17 10:21modify160.101.83301.83221.8250
782006.07.17 10:22modify160.101.83301.83211.8250
792006.07.17 10:22modify160.101.83301.83201.8250
802006.07.17 10:23modify160.101.83301.83191.8250
812006.07.17 10:32modify160.101.83301.83181.8250
822006.07.17 10:37modify160.101.83301.83171.8250
832006.07.17 10:37modify160.101.83301.83151.8250
842006.07.17 10:38modify160.101.83301.83141.8250
852006.07.17 10:38modify160.101.83301.83131.8250
862006.07.17 10:38modify160.101.83301.83121.8250
872006.07.17 10:38modify160.101.83301.83111.8250
882006.07.17 10:38t/p160.101.82501.83111.825080.0010173.00
892006.07.18 08:00sell stop170.101.81681.82081.8088
902006.07.18 09:17delete170.101.81681.82081.8088
912006.07.18 09:17buy180.101.82181.81781.8298
922006.07.18 12:24modify180.101.82181.82181.8298
932006.07.18 12:24modify180.101.82181.82191.8298
942006.07.18 12:24modify180.101.82181.82201.8298
952006.07.18 12:24modify180.101.82181.82211.8298
962006.07.18 12:24modify180.101.82181.82221.8298
972006.07.18 12:24modify180.101.82181.82231.8298
982006.07.18 12:24modify180.101.82181.82241.8298
992006.07.18 12:25modify180.101.82181.82251.8298
1002006.07.18 12:27modify180.101.82181.82261.8298
1012006.07.18 12:27modify180.101.82181.82271.8298
1022006.07.18 12:27modify180.101.82181.82281.8298
1032006.07.18 12:27modify180.101.82181.82291.8298
1042006.07.18 12:28modify180.101.82181.82301.8298
1052006.07.18 12:33modify180.101.82181.82311.8298
1062006.07.18 12:34modify180.101.82181.82321.8298
1072006.07.18 12:34modify180.101.82181.82331.8298
1082006.07.18 12:34modify180.101.82181.82341.8298
1092006.07.18 12:38modify180.101.82181.82351.8298
1102006.07.18 12:39modify180.101.82181.82361.8298
1112006.07.18 12:40modify180.101.82181.82371.8298
1122006.07.18 12:41t/p180.101.82981.82371.829880.0010253.00
1132006.07.19 08:00buy stop190.101.82831.82431.8363
1142006.07.19 10:25buy190.101.82831.82431.8363
1152006.07.19 14:30s/l190.101.82431.82431.8363-40.0010213.00
1162006.07.20 08:00buy stop200.101.84651.84251.8545
1172006.07.20 10:30buy200.101.84651.84251.8545
1182006.07.20 20:00close200.101.84881.84251.854523.0010236.00
1192006.07.21 08:00buy stop210.101.85071.84671.8587
1202006.07.21 08:43buy210.101.85071.84671.8587
1212006.07.21 12:22modify210.101.85071.85081.8587
1222006.07.21 12:23modify210.101.85071.85091.8587
1232006.07.21 12:23modify210.101.85071.85101.8587
1242006.07.21 12:23modify210.101.85071.85111.8587
1252006.07.21 12:23modify210.101.85071.85121.8587
1262006.07.21 12:23modify210.101.85071.85131.8587
1272006.07.21 12:23modify210.101.85071.85141.8587
1282006.07.21 12:23modify210.101.85071.85151.8587
1292006.07.21 12:23modify210.101.85071.85161.8587
1302006.07.21 12:24modify210.101.85071.85171.8587
1312006.07.21 12:24modify210.101.85071.85181.8587
1322006.07.21 12:24modify210.101.85071.85191.8587
1332006.07.21 13:00modify210.101.85071.85201.8587
1342006.07.21 13:21modify210.101.85071.85211.8587
1352006.07.21 13:22modify210.101.85071.85221.8587
1362006.07.21 13:22modify210.101.85071.85231.8587
1372006.07.21 13:22modify210.101.85071.85241.8587
1382006.07.21 13:22modify210.101.85071.85251.8587
1392006.07.21 15:06modify210.101.85071.85261.8587
1402006.07.21 15:06t/p210.101.85871.85261.858780.0010316.00
1412006.07.24 08:00buy stop220.101.85541.85141.8634
1422006.07.24 09:23delete220.101.85541.85141.8634
1432006.07.24 09:23sell230.101.85021.85421.8422
1442006.07.24 14:18s/l230.101.85421.85421.8422-40.0010276.00
1452006.07.25 08:00sell stop240.101.84821.85221.8402
1462006.07.25 08:24delete240.101.84821.85221.8402
1472006.07.25 08:24buy250.101.85341.84941.8614
1482006.07.25 09:44s/l250.101.84941.84941.8614-40.0010236.00
1492006.07.26 08:00sell stop260.101.83791.84191.8299
1502006.07.26 14:56delete260.101.83791.84191.8299
1512006.07.26 14:56buy270.101.84311.83911.8511
1522006.07.26 18:50modify270.101.84311.84321.8511
1532006.07.26 18:50modify270.101.84311.84341.8511
1542006.07.26 18:50modify270.101.84311.84361.8511
1552006.07.26 18:50modify270.101.84311.84371.8511
1562006.07.26 18:51modify270.101.84311.84381.8511
1572006.07.26 18:51modify270.101.84311.84411.8511
1582006.07.26 18:51modify270.101.84311.84421.8511
1592006.07.26 18:53modify270.101.84311.84441.8511
1602006.07.26 18:53modify270.101.84311.84461.8511
1612006.07.26 18:55modify270.101.84311.84471.8511
1622006.07.26 19:51modify270.101.84311.84481.8511
1632006.07.26 20:00close270.101.85041.84481.851173.0010309.00
1642006.07.27 08:00buy stop280.101.86021.85621.8682
1652006.07.27 10:31buy280.101.86021.85621.8682
1662006.07.27 15:13modify280.101.86021.86021.8682
1672006.07.27 15:13modify280.101.86021.86031.8682
1682006.07.27 15:13modify280.101.86021.86041.8682
1692006.07.27 15:18modify280.101.86021.86051.8682
1702006.07.27 15:18modify280.101.86021.86071.8682
1712006.07.27 15:18modify280.101.86021.86081.8682
1722006.07.27 15:18modify280.101.86021.86101.8682
1732006.07.27 15:18modify280.101.86021.86111.8682
1742006.07.27 15:18modify280.101.86021.86121.8682
1752006.07.27 15:19modify280.101.86021.86131.8682
1762006.07.27 15:19modify280.101.86021.86141.8682
1772006.07.27 15:19modify280.101.86021.86151.8682
1782006.07.27 17:24s/l280.101.86151.86151.868213.0010322.00
1792006.07.28 08:00buy stop290.101.86131.85731.8693
1802006.07.28 11:45buy290.101.86131.85731.8693
1812006.07.28 12:59s/l290.101.85731.85731.8693-40.0010282.00
1822006.07.31 08:00buy stop300.101.86721.86321.8752
1832006.07.31 13:54buy300.101.86721.86321.8752
1842006.07.31 20:00close300.101.86791.86321.87527.0010289.00
1852006.08.01 08:00buy stop310.101.86701.86301.8750
1862006.08.01 10:35buy310.101.86701.86301.8750
1872006.08.01 18:09modify310.101.86701.86701.8750
1882006.08.01 18:09modify310.101.86701.86711.8750
1892006.08.01 18:09modify310.101.86701.86721.8750
1902006.08.01 18:12modify310.101.86701.86741.8750
1912006.08.01 18:12modify310.101.86701.86751.8750
1922006.08.01 18:12modify310.101.86701.86761.8750
1932006.08.01 18:12modify310.101.86701.86771.8750
1942006.08.01 18:14modify310.101.86701.86781.8750
1952006.08.01 18:14modify310.101.86701.86791.8750
1962006.08.01 18:14modify310.101.86701.86801.8750
1972006.08.01 18:14modify310.101.86701.86821.8750
1982006.08.01 18:16modify310.101.86701.86831.8750
1992006.08.01 18:16modify310.101.86701.86841.8750
2002006.08.01 18:16modify310.101.86701.86851.8750
2012006.08.01 18:16modify310.101.86701.86871.8750
2022006.08.01 18:16modify310.101.86701.86881.8750
2032006.08.01 18:16modify310.101.86701.86891.8750
2042006.08.01 18:16t/p310.101.87501.86891.875080.0010369.00
2052006.08.02 08:00buy stop320.101.87931.87531.8873
2062006.08.02 11:19delete320.101.87931.87531.8873
2072006.08.02 11:19sell330.101.87421.87821.8662
2082006.08.02 16:43s/l330.101.87821.87821.8662-40.0010329.00
2092006.08.08 08:00sell stop340.101.90251.90651.8945
2102006.08.08 16:00delete340.101.90251.90651.8945
2112006.08.08 16:00buy350.101.90771.90371.9157
2122006.08.08 20:14close350.101.90831.90371.91576.0010335.00
2132006.08.09 08:00buy stop360.101.90441.90041.9124
2142006.08.09 08:14buy360.101.90441.90041.9124
2152006.08.09 12:52modify360.101.90441.90441.9124
2162006.08.09 12:55modify360.101.90441.90451.9124
2172006.08.09 12:55modify360.101.90441.90461.9124
2182006.08.09 12:55modify360.101.90441.90471.9124
2192006.08.09 12:55modify360.101.90441.90491.9124
2202006.08.09 20:00close360.101.90701.90491.912426.0010361.00
2212006.08.15 08:00sell stop370.101.88881.89281.8808
2222006.08.15 08:26sell370.101.88881.89281.8808
2232006.08.15 14:30s/l370.101.89281.89281.8808-40.0010321.00
2242006.08.16 08:00buy stop380.101.89721.89321.9052
2252006.08.16 08:48delete380.101.89721.89321.9052
2262006.08.16 08:48sell390.101.89221.89621.8842
2272006.08.16 14:30s/l390.101.89621.89621.8842-40.0010281.00
2282006.08.22 08:00buy stop400.101.89501.89101.9030
2292006.08.22 10:20delete400.101.89501.89101.9030
2302006.08.22 10:20sell410.101.88991.89391.8819
2312006.08.22 20:00close410.101.88561.89391.881943.0010324.00
2322006.08.23 08:00sell stop420.101.88461.88861.8766
2332006.08.23 09:23delete420.101.88461.88861.8766
2342006.08.23 09:23buy430.101.88971.88571.8977
2352006.08.23 15:28modify430.101.88971.88971.8977
2362006.08.23 15:28modify430.101.88971.88981.8977
2372006.08.23 15:29modify430.101.88971.88991.8977
2382006.08.23 15:29modify430.101.88971.89001.8977
2392006.08.23 15:29modify430.101.88971.89011.8977
2402006.08.23 15:41modify430.101.88971.89031.8977
2412006.08.23 15:41modify430.101.88971.89041.8977
2422006.08.23 15:50modify430.101.88971.89051.8977
2432006.08.23 15:50modify430.101.88971.89061.8977
2442006.08.23 15:50modify430.101.88971.89081.8977
2452006.08.23 15:50modify430.101.88971.89091.8977
2462006.08.23 15:50modify430.101.88971.89101.8977
2472006.08.23 15:50modify430.101.88971.89121.8977
2482006.08.23 15:51modify430.101.88971.89131.8977
2492006.08.23 16:00modify430.101.88971.89141.8977
2502006.08.23 16:00t/p430.101.89771.89141.897780.0010404.00
2512006.08.29 08:00buy stop440.101.90171.89771.9097
2522006.08.29 10:13buy440.101.90171.89771.9097
2532006.08.29 14:57s/l440.101.89771.89771.9097-40.0010364.00
2542006.08.30 08:00buy stop450.101.90291.89891.9109
2552006.08.30 12:00buy450.101.90291.89891.9109
2562006.08.30 20:00close450.101.90391.89891.910910.0010374.00