Strategy Tester Report
Intrepidus-final
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2005.06.02 19:35 - 2005.11.11 22:55 | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Lots=2; Periods=30; Deviations=2; TakeProfit=100; TrailingStop=30; | ||||
| Bars in test | 32499 | Ticks modelled | 525892 | Modelling quality | 25.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 13268.50 | Gross profit | 19502.00 | Gross loss | -6233.50 |
| Profit factor | 3.13 | Expected payoff | 473.88 | ||
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 3813.50 (14.1%) | ||
| Total trades | 28 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 19 (26.32%) |
| Profit trades (% of total) | 13 (46.43%) | Loss trades (% of total) | 15 (53.57%) | ||
| Largest | profit trade | 2000.00 | loss trade | -3353.50 | |
| Average | profit trade | 1500.15 | loss trade | -415.57 | |
| Maximum | consecutive wins (profit in money) | 5 (7687.50) | consecutive losses (loss in money) | 4 (-3493.50) | |
| Maximal | consecutive profit (count of wins) | 7779.50 (4) | consecutive loss (count of losses) | -3493.50 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2005.06.02 21:10 | sell | 1 | 2.00 | 1.8156 | 0.0000 | 1.8056 | ||
| 2 | 2005.06.13 11:20 | t/p | 1 | 2.00 | 1.8056 | 0.0000 | 1.8056 | 1905.50 | 11905.50 |
| 3 | 2005.06.13 11:23 | buy | 2 | 2.00 | 1.8050 | 0.0000 | 1.8150 | ||
| 4 | 2005.06.13 15:40 | close | 2 | 2.00 | 1.8030 | 0.0000 | 1.8150 | -400.00 | 11505.50 |
| 5 | 2005.06.13 15:41 | sell | 3 | 2.00 | 1.8029 | 0.0000 | 1.7929 | ||
| 6 | 2005.06.30 12:39 | t/p | 3 | 2.00 | 1.7929 | 0.0000 | 1.7929 | 1800.50 | 13306.00 |
| 7 | 2005.06.30 13:34 | sell | 4 | 2.00 | 1.7915 | 0.0000 | 1.7815 | ||
| 8 | 2005.07.01 09:20 | t/p | 4 | 2.00 | 1.7815 | 0.0000 | 1.7815 | 1989.50 | 15295.50 |
| 9 | 2005.07.01 09:20 | sell | 5 | 2.00 | 1.7811 | 0.0000 | 1.7711 | ||
| 10 | 2005.07.01 17:33 | t/p | 5 | 2.00 | 1.7711 | 0.0000 | 1.7711 | 2000.00 | 17295.50 |
| 11 | 2005.07.01 19:51 | sell | 6 | 2.00 | 1.7698 | 0.0000 | 1.7598 | ||
| 12 | 2005.07.04 00:02 | t/p | 6 | 2.00 | 1.7598 | 0.0000 | 1.7598 | 1989.50 | 19285.00 |
| 13 | 2005.07.04 00:02 | buy | 7 | 2.00 | 1.7596 | 0.0000 | 1.7696 | ||
| 14 | 2005.07.04 00:02 | close | 7 | 2.00 | 1.7587 | 0.0000 | 1.7696 | -180.00 | 19105.00 |
| 15 | 2005.07.04 00:02 | buy | 8 | 2.00 | 1.7590 | 0.0000 | 1.7690 | ||
| 16 | 2005.07.04 00:02 | close | 8 | 2.00 | 1.7582 | 0.0000 | 1.7690 | -160.00 | 18945.00 |
| 17 | 2005.07.04 00:02 | buy | 9 | 2.00 | 1.7591 | 0.0000 | 1.7691 | ||
| 18 | 2005.07.04 00:03 | close | 9 | 2.00 | 1.7584 | 0.0000 | 1.7691 | -140.00 | 18805.00 |
| 19 | 2005.07.04 00:03 | buy | 10 | 2.00 | 1.7593 | 0.0000 | 1.7693 | ||
| 20 | 2005.07.04 00:03 | close | 10 | 2.00 | 1.7600 | 0.0000 | 1.7693 | 140.00 | 18945.00 |
| 21 | 2005.07.04 00:03 | buy | 11 | 2.00 | 1.7603 | 0.0000 | 1.7703 | ||
| 22 | 2005.07.04 00:03 | close | 11 | 2.00 | 1.7600 | 0.0000 | 1.7703 | -60.00 | 18885.00 |
| 23 | 2005.07.04 00:04 | buy | 12 | 2.00 | 1.7603 | 0.0000 | 1.7703 | ||
| 24 | 2005.07.04 00:04 | close | 12 | 2.00 | 1.7587 | 0.0000 | 1.7703 | -320.00 | 18565.00 |
| 25 | 2005.07.04 00:04 | buy | 13 | 2.00 | 1.7581 | 0.0000 | 1.7681 | ||
| 26 | 2005.07.04 00:04 | close | 13 | 2.00 | 1.7574 | 0.0000 | 1.7681 | -140.00 | 18425.00 |
| 27 | 2005.07.04 00:04 | buy | 14 | 2.00 | 1.7583 | 0.0000 | 1.7683 | ||
| 28 | 2005.07.04 00:04 | close | 14 | 2.00 | 1.7576 | 0.0000 | 1.7683 | -140.00 | 18285.00 |
| 29 | 2005.07.04 00:04 | buy | 15 | 2.00 | 1.7588 | 0.0000 | 1.7688 | ||
| 30 | 2005.07.04 01:04 | modify | 15 | 2.00 | 1.7588 | 1.7590 | 1.7688 | ||
| 31 | 2005.07.04 01:18 | modify | 15 | 2.00 | 1.7588 | 1.7593 | 1.7688 | ||
| 32 | 2005.07.04 01:18 | modify | 15 | 2.00 | 1.7588 | 1.7595 | 1.7688 | ||
| 33 | 2005.07.04 01:19 | modify | 15 | 2.00 | 1.7588 | 1.7596 | 1.7688 | ||
| 34 | 2005.07.04 01:29 | modify | 15 | 2.00 | 1.7588 | 1.7598 | 1.7688 | ||
| 35 | 2005.07.04 02:03 | modify | 15 | 2.00 | 1.7588 | 1.7599 | 1.7688 | ||
| 36 | 2005.07.04 02:03 | modify | 15 | 2.00 | 1.7588 | 1.7601 | 1.7688 | ||
| 37 | 2005.07.04 02:05 | modify | 15 | 2.00 | 1.7588 | 1.7602 | 1.7688 | ||
| 38 | 2005.07.04 02:06 | modify | 15 | 2.00 | 1.7588 | 1.7603 | 1.7688 | ||
| 39 | 2005.07.04 02:06 | modify | 15 | 2.00 | 1.7588 | 1.7604 | 1.7688 | ||
| 40 | 2005.07.04 02:07 | modify | 15 | 2.00 | 1.7588 | 1.7605 | 1.7688 | ||
| 41 | 2005.07.04 04:09 | modify | 15 | 2.00 | 1.7588 | 1.7606 | 1.7688 | ||
| 42 | 2005.07.04 04:29 | close | 15 | 2.00 | 1.7623 | 1.7606 | 1.7688 | 700.00 | 18985.00 |
| 43 | 2005.07.04 04:33 | sell | 16 | 2.00 | 1.7621 | 0.0000 | 1.7521 | ||
| 44 | 2005.07.05 09:05 | t/p | 16 | 2.00 | 1.7521 | 0.0000 | 1.7521 | 1989.50 | 20974.50 |
| 45 | 2005.07.05 09:09 | buy | 17 | 2.00 | 1.7511 | 0.0000 | 1.7611 | ||
| 46 | 2005.07.05 09:21 | modify | 17 | 2.00 | 1.7511 | 1.7518 | 1.7611 | ||
| 47 | 2005.07.05 10:20 | modify | 17 | 2.00 | 1.7511 | 1.7525 | 1.7611 | ||
| 48 | 2005.07.05 10:25 | modify | 17 | 2.00 | 1.7511 | 1.7534 | 1.7611 | ||
| 49 | 2005.07.05 10:25 | modify | 17 | 2.00 | 1.7511 | 1.7544 | 1.7611 | ||
| 50 | 2005.07.05 10:35 | modify | 17 | 2.00 | 1.7511 | 1.7547 | 1.7611 | ||
| 51 | 2005.07.05 10:35 | modify | 17 | 2.00 | 1.7511 | 1.7561 | 1.7611 | ||
| 52 | 2005.07.05 10:45 | modify | 17 | 2.00 | 1.7511 | 1.7562 | 1.7611 | ||
| 53 | 2005.07.05 10:45 | modify | 17 | 2.00 | 1.7511 | 1.7567 | 1.7611 | ||
| 54 | 2005.07.05 10:50 | modify | 17 | 2.00 | 1.7511 | 1.7575 | 1.7611 | ||
| 55 | 2005.07.05 10:50 | t/p | 17 | 2.00 | 1.7611 | 1.7575 | 1.7611 | 2000.00 | 22974.50 |
| 56 | 2005.07.05 13:36 | sell | 18 | 2.00 | 1.7539 | 0.0000 | 1.7439 | ||
| 57 | 2005.07.07 11:16 | t/p | 18 | 2.00 | 1.7439 | 0.0000 | 1.7439 | 1958.00 | 24932.50 |
| 58 | 2005.07.07 11:16 | buy | 19 | 2.00 | 1.7433 | 0.0000 | 1.7533 | ||
| 59 | 2005.07.07 11:16 | modify | 19 | 2.00 | 1.7433 | 1.7464 | 1.7533 | ||
| 60 | 2005.07.07 11:16 | modify | 19 | 2.00 | 1.7433 | 1.7467 | 1.7533 | ||
| 61 | 2005.07.07 11:16 | modify | 19 | 2.00 | 1.7433 | 1.7480 | 1.7533 | ||
| 62 | 2005.07.07 11:16 | modify | 19 | 2.00 | 1.7433 | 1.7481 | 1.7533 | ||
| 63 | 2005.07.07 11:16 | modify | 19 | 2.00 | 1.7433 | 1.7482 | 1.7533 | ||
| 64 | 2005.07.07 11:16 | modify | 19 | 2.00 | 1.7433 | 1.7483 | 1.7533 | ||
| 65 | 2005.07.07 11:16 | modify | 19 | 2.00 | 1.7433 | 1.7484 | 1.7533 | ||
| 66 | 2005.07.07 11:19 | modify | 19 | 2.00 | 1.7433 | 1.7485 | 1.7533 | ||
| 67 | 2005.07.07 11:19 | s/l | 19 | 2.00 | 1.7485 | 1.7485 | 1.7533 | 1040.00 | 25972.50 |
| 68 | 2005.07.07 11:19 | buy | 20 | 2.00 | 1.7476 | 0.0000 | 1.7576 | ||
| 69 | 2005.07.07 14:25 | close | 20 | 2.00 | 1.7432 | 0.0000 | 1.7576 | -880.00 | 25092.50 |
| 70 | 2005.07.07 14:29 | sell | 21 | 2.00 | 1.7432 | 0.0000 | 1.7332 | ||
| 71 | 2005.07.08 14:32 | t/p | 21 | 2.00 | 1.7332 | 0.0000 | 1.7332 | 1989.50 | 27082.00 |
| 72 | 2005.07.08 14:32 | buy | 22 | 2.00 | 1.7331 | 0.0000 | 1.7431 | ||
| 73 | 2005.07.08 14:32 | close | 22 | 2.00 | 1.7321 | 0.0000 | 1.7431 | -200.00 | 26882.00 |
| 74 | 2005.07.08 14:32 | buy | 23 | 2.00 | 1.7319 | 0.0000 | 1.7419 | ||
| 75 | 2005.07.08 14:32 | close | 23 | 2.00 | 1.7313 | 0.0000 | 1.7419 | -120.00 | 26762.00 |
| 76 | 2005.07.08 14:33 | buy | 24 | 2.00 | 1.7314 | 0.0000 | 1.7414 | ||
| 77 | 2005.07.08 14:33 | close | 24 | 2.00 | 1.7314 | 0.0000 | 1.7414 | 0.00 | 26762.00 |
| 78 | 2005.07.08 14:33 | buy | 25 | 2.00 | 1.7322 | 0.0000 | 1.7422 | ||
| 79 | 2005.07.08 14:33 | close | 25 | 2.00 | 1.7320 | 0.0000 | 1.7422 | -40.00 | 26722.00 |
| 80 | 2005.07.08 14:33 | buy | 26 | 2.00 | 1.7325 | 0.0000 | 1.7425 | ||
| 81 | 2005.07.08 14:33 | close | 26 | 2.00 | 1.7323 | 0.0000 | 1.7425 | -40.00 | 26682.00 |
| 82 | 2005.07.08 14:33 | buy | 27 | 2.00 | 1.7329 | 0.0000 | 1.7429 | ||
| 83 | 2005.07.08 14:33 | close | 27 | 2.00 | 1.7326 | 0.0000 | 1.7429 | -60.00 | 26622.00 |
| 84 | 2005.07.08 14:33 | sell | 28 | 2.00 | 1.7327 | 0.0000 | 1.7227 | ||
| 85 | 2005.11.11 22:59 | close at stop | 28 | 2.00 | 1.7428 | 0.0000 | 1.7227 | -3353.50 | 23268.50 |