Strategy Tester Report
bbc

SymbolGBPUSDm (Great Britain Pound vs US Dollar)
Period30 Minutes (M30) 2004.10.06 21:30 - 2006.06.01 00:00 (2002.04.01 - 2006.06.01)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersdLots=6; dStopLossUSD=290; dTakeProfitUSD=1260; iBBPeriodFast=20; iBBPeriodSlow=50; iBBDeviation=2;
Bars in test20225Ticks modelled1713618Modelling quality89.56%
Initial deposit10000.00
Total net profit14316.00Gross profit117876.00Gross loss-103560.00
Profit factor1.14Expected payoff153.94
Absolute drawdown0.00Maximal drawdown (%)8124.00 (44.0%)
Total trades93Short positions (won %)46 (41.30%)Long positions (won %)47 (61.70%)
Profit trades (% of total)48 (51.61%)Loss trades (% of total)45 (48.39%)
Largestprofit trade5502.00loss trade-4830.00
Averageprofit trade2455.75loss trade-2301.33
Maximumconsecutive wins (profit in money)3 (13836.00)consecutive losses (loss in money)2 (-534.00)
Maximalconsecutive profit (count of wins)13836.00 (3)consecutive loss (count of losses)-4830.00 (1)
Averageconsecutive wins1consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.10.07 09:30buy16.001.77900.00000.0000
22004.10.14 08:30buy26.001.80180.00000.0000
32004.10.15 12:00buy36.001.80070.00000.0000
42004.10.17 23:30sell46.001.80390.00000.0000
52004.10.18 15:00buy56.001.80100.00000.0000
62004.10.18 19:00sell66.001.80000.00000.0000
72004.10.19 14:00buy76.001.80280.00000.0000
82004.10.19 19:30sell86.001.80410.00000.0000
92004.10.20 09:00buy96.001.80790.00000.0000
102004.10.20 22:30sell106.001.81630.00000.0000
112004.10.21 09:00buy116.001.82870.00000.0000
122004.10.21 17:30sell126.001.82960.00000.0000
132004.10.22 09:00buy136.001.82550.00000.0000
142004.10.22 16:00sell146.001.82740.00000.0000
152004.10.25 00:00buy156.001.83310.00000.0000
162004.10.25 09:00sell166.001.84230.00000.0000
172004.10.26 08:30buy176.001.83830.00000.0000
182004.10.26 13:30sell186.001.83920.00000.0000
192004.10.27 11:00buy196.001.83930.00000.0000
202004.10.27 22:30sell206.001.82770.00000.0000
212004.10.28 15:00buy216.001.83090.00000.0000
222004.10.28 17:30sell226.001.83010.00000.0000
232004.10.29 13:00buy236.001.83530.00000.0000
242004.11.01 09:00sell246.001.83510.00000.0000
252004.11.02 11:00buy256.001.83600.00000.0000
262004.11.02 20:30sell266.001.83920.00000.0000
272004.11.02 22:00buy276.001.84190.00000.0000
282004.11.02 22:30sell286.001.83960.00000.0000
292004.11.03 02:00buy296.001.83510.00000.0000
302004.11.03 07:30sell306.001.83710.00000.0000
312004.11.03 11:30buy316.001.84420.00000.0000
322004.11.03 21:00sell326.001.84920.00000.0000
332004.11.05 13:00buy336.001.83930.00000.0000
342004.11.08 01:30sell346.001.85440.00000.0000
352004.11.08 16:30buy356.001.85630.00000.0000
362004.11.08 20:30sell366.001.85650.00000.0000
372004.11.09 16:00buy376.001.85880.00000.0000
382004.11.10 02:30sell386.001.85480.00000.0000
392004.11.10 10:30buy396.001.85930.00000.0000
402004.11.10 19:00sell406.001.84450.00000.0000
412004.11.12 04:00buy416.001.84820.00000.0000
422004.11.12 10:00sell426.001.84680.00000.0000
432004.11.12 12:00buy436.001.84410.00000.0000
442004.11.15 02:00sell446.001.85690.00000.0000
452004.11.16 12:00buy456.001.85420.00000.0000
462004.11.16 18:00sell466.001.85360.00000.0000
472004.11.17 08:00buy476.001.85760.00000.0000
482004.11.17 19:30sell486.001.85800.00000.0000
492004.11.18 06:00buy496.001.86410.00000.0000
502004.11.18 16:00sell506.001.85130.00000.0000
512004.11.19 10:30buy516.001.85820.00000.0000
522004.11.19 17:30sell526.001.85700.00000.0000
532004.11.22 19:00buy536.001.85800.00000.0000
542004.11.23 07:00sell546.001.85370.00000.0000
552004.11.23 10:00buy556.001.86700.00000.0000
562004.11.23 19:00sell566.001.86800.00000.0000
572004.11.24 09:30buy576.001.87650.00000.0000
582004.11.24 17:30sell586.001.88170.00000.0000
592004.11.25 08:30buy596.001.88610.00000.0000
602004.11.26 15:30sell606.001.89610.00000.0000
612004.11.29 18:30buy616.001.89520.00000.0000
622004.11.30 00:00sell626.001.89150.00000.0000
632004.11.30 00:30buy636.001.88860.00000.0000
642004.11.30 04:30sell646.001.88940.00000.0000
652004.11.30 10:00buy656.001.90330.00000.0000
662004.11.30 19:00sell666.001.91110.00000.0000
672004.12.01 09:30buy676.001.91890.00000.0000
682004.12.01 19:30sell686.001.93220.00000.0000
692004.12.02 10:00buy696.001.92980.00000.0000
702004.12.02 18:00sell706.001.92260.00000.0000
712004.12.03 13:30buy716.001.93550.00000.0000
722004.12.06 00:30sell726.001.93980.00000.0000
732004.12.06 23:00buy736.001.93690.00000.0000
742004.12.06 23:30sell746.001.93720.00000.0000
752004.12.07 06:00buy756.001.94940.00000.0000
762004.12.07 16:30sell766.001.94590.00000.0000
772004.12.09 04:30buy776.001.92500.00000.0000
782004.12.09 09:00sell786.001.91720.00000.0000
792004.12.10 03:30buy796.001.91630.00000.0000
802004.12.10 04:00sell806.001.91240.00000.0000
812004.12.10 04:30buy816.001.91220.00000.0000
822004.12.10 05:00sell826.001.91440.00000.0000
832004.12.13 15:30buy836.001.92180.00000.0000
842004.12.14 00:30sell846.001.92280.00000.0000
852004.12.14 12:30buy856.001.92570.00000.0000
862004.12.15 20:00sell866.001.94340.00000.0000
872004.12.16 11:00buy876.001.95120.00000.0000
882004.12.16 21:30sell886.001.93220.00000.0000
892004.12.17 14:00buy896.001.93650.00000.0000
902004.12.20 02:30sell906.001.93880.00000.0000
912004.12.20 08:00buy916.001.94630.00000.0000
922004.12.20 16:30sell926.001.94700.00000.0000
932004.12.21 09:00sell936.001.93610.00000.0000
942006.05.31 23:59close at stop936.001.87110.00000.00003900.0013900.00
952006.05.31 23:59close at stop926.001.87110.00000.00004554.0018454.00
962006.05.31 23:59close at stop916.001.87070.00000.0000-4536.0013918.00
972006.05.31 23:59close at stop906.001.87110.00000.00004062.0017980.00
982006.05.31 23:59close at stop896.001.87070.00000.0000-3948.0014032.00
992006.05.31 23:59close at stop886.001.87110.00000.00003666.0017698.00
1002006.05.31 23:59close at stop876.001.87070.00000.0000-4830.0012868.00
1012006.05.31 23:59close at stop866.001.87110.00000.00004338.0017206.00
1022006.05.31 23:59close at stop856.001.87070.00000.0000-3300.0013906.00
1032006.05.31 23:59close at stop846.001.87110.00000.00003102.0017008.00
1042006.05.31 23:59close at stop836.001.87070.00000.0000-3066.0013942.00
1052006.05.31 23:59close at stop826.001.87110.00000.00002598.0016540.00
1062006.05.31 23:59close at stop816.001.87070.00000.0000-2490.0014050.00
1072006.05.31 23:59close at stop806.001.87110.00000.00002478.0016528.00
1082006.05.31 23:59close at stop796.001.87070.00000.0000-2736.0013792.00
1092006.05.31 23:59close at stop786.001.87110.00000.00002766.0016558.00
1102006.05.31 23:59close at stop776.001.87070.00000.0000-3258.0013300.00
1112006.05.31 23:59close at stop766.001.87110.00000.00004488.0017788.00
1122006.05.31 23:59close at stop756.001.87070.00000.0000-4722.0013066.00
1132006.05.31 23:59close at stop746.001.87110.00000.00003966.0017032.00
1142006.05.31 23:59close at stop736.001.87070.00000.0000-3972.0013060.00
1152006.05.31 23:59close at stop726.001.87110.00000.00004122.0017182.00
1162006.05.31 23:59close at stop716.001.87070.00000.0000-3888.0013294.00
1172006.05.31 23:59close at stop706.001.87110.00000.00003090.0016384.00
1182006.05.31 23:59close at stop696.001.87070.00000.0000-3546.0012838.00
1192006.05.31 23:59close at stop686.001.87110.00000.00003666.0016504.00
1202006.05.31 23:59close at stop676.001.87070.00000.0000-2892.0013612.00
1212006.05.31 23:59close at stop666.001.87110.00000.00002400.0016012.00
1222006.05.31 23:59close at stop656.001.87070.00000.0000-1956.0014056.00
1232006.05.31 23:59close at stop646.001.87110.00000.00001098.0015154.00
1242006.05.31 23:59close at stop636.001.87070.00000.0000-1074.0014080.00
1252006.05.31 23:59close at stop626.001.87110.00000.00001224.0015304.00
1262006.05.31 23:59close at stop616.001.87070.00000.0000-1470.0013834.00
1272006.05.31 23:59close at stop606.001.87110.00000.00001500.0015334.00
1282006.05.31 23:59close at stop596.001.87070.00000.0000-924.0014410.00
1292006.05.31 23:59close at stop586.001.87110.00000.0000636.0015046.00
1302006.05.31 23:59close at stop576.001.87070.00000.0000-348.0014698.00
1312006.05.31 23:59close at stop566.001.87110.00000.0000-186.0014512.00
1322006.05.31 23:59close at stop556.001.87070.00000.0000222.0014734.00
1332006.05.31 23:59close at stop546.001.87110.00000.0000-1044.0013690.00
1342006.05.31 23:59close at stop536.001.87070.00000.0000762.0014452.00
1352006.05.31 23:59close at stop526.001.87110.00000.0000-846.0013606.00
1362006.05.31 23:59close at stop516.001.87070.00000.0000750.0014356.00
1372006.05.31 23:59close at stop506.001.87110.00000.0000-1188.0013168.00
1382006.05.31 23:59close at stop496.001.87070.00000.0000396.0013564.00
1392006.05.31 23:59close at stop486.001.87110.00000.0000-786.0012778.00
1402006.05.31 23:59close at stop476.001.87070.00000.0000786.0013564.00
1412006.05.31 23:59close at stop466.001.87110.00000.0000-1050.0012514.00
1422006.05.31 23:59close at stop456.001.87070.00000.0000990.0013504.00
1432006.05.31 23:59close at stop446.001.87110.00000.0000-852.0012652.00
1442006.05.31 23:59close at stop436.001.87070.00000.00001596.0014248.00
1452006.05.31 23:59close at stop426.001.87110.00000.0000-1458.0012790.00
1462006.05.31 23:59close at stop416.001.87070.00000.00001350.0014140.00
1472006.05.31 23:59close at stop406.001.87110.00000.0000-1596.0012544.00
1482006.05.31 23:59close at stop396.001.87070.00000.0000684.0013228.00
1492006.05.31 23:59close at stop386.001.87110.00000.0000-978.0012250.00
1502006.05.31 23:59close at stop376.001.87070.00000.0000714.0012964.00
1512006.05.31 23:59close at stop366.001.87110.00000.0000-876.0012088.00
1522006.05.31 23:59close at stop356.001.87070.00000.0000864.0012952.00
1532006.05.31 23:59close at stop346.001.87110.00000.0000-1002.0011950.00
1542006.05.31 23:59close at stop336.001.87070.00000.00001884.0013834.00
1552006.05.31 23:59close at stop326.001.87110.00000.0000-1314.0012520.00
1562006.05.31 23:59close at stop316.001.87070.00000.00001590.0014110.00
1572006.05.31 23:59close at stop306.001.87110.00000.0000-2040.0012070.00
1582006.05.31 23:59close at stop296.001.87070.00000.00002136.0014206.00
1592006.05.31 23:59close at stop286.001.87110.00000.0000-1890.0012316.00
1602006.05.31 23:59close at stop276.001.87070.00000.00001728.0014044.00
1612006.05.31 23:59close at stop266.001.87110.00000.0000-1914.0012130.00
1622006.05.31 23:59close at stop256.001.87070.00000.00002082.0014212.00
1632006.05.31 23:59close at stop246.001.87110.00000.0000-2160.0012052.00
1642006.05.31 23:59close at stop236.001.87070.00000.00002124.0014176.00
1652006.05.31 23:59close at stop226.001.87110.00000.0000-2460.0011716.00
1662006.05.31 23:59close at stop216.001.87070.00000.00002388.0014104.00
1672006.05.31 23:59close at stop206.001.87110.00000.0000-2604.0011500.00
1682006.05.31 23:59close at stop196.001.87070.00000.00001884.0013384.00
1692006.05.31 23:59close at stop186.001.87110.00000.0000-1914.0011470.00
1702006.05.31 23:59close at stop176.001.87070.00000.00001944.0013414.00
1712006.05.31 23:59close at stop166.001.87110.00000.0000-1728.0011686.00
1722006.05.31 23:59close at stop156.001.87070.00000.00002256.0013942.00
1732006.05.31 23:59close at stop146.001.87110.00000.0000-2622.0011320.00
1742006.05.31 23:59close at stop136.001.87070.00000.00002712.0014032.00
1752006.05.31 23:59close at stop126.001.87110.00000.0000-2490.0011542.00
1762006.05.31 23:59close at stop116.001.87070.00000.00002520.0014062.00
1772006.05.31 23:59close at stop106.001.87110.00000.0000-3288.0010774.00
1782006.05.31 23:59close at stop96.001.87070.00000.00003768.0014542.00
1792006.05.31 23:59close at stop86.001.87110.00000.0000-4020.0010522.00
1802006.05.31 23:59close at stop76.001.87070.00000.00004074.0014596.00
1812006.05.31 23:59close at stop66.001.87110.00000.0000-4266.0010330.00
1822006.05.31 23:59close at stop56.001.87070.00000.00004182.0014512.00
1832006.05.31 23:59close at stop46.001.87110.00000.0000-4032.0010480.00
1842006.05.31 23:59close at stop36.001.87070.00000.00004200.0014680.00
1852006.05.31 23:59close at stop26.001.87070.00000.00004134.0018814.00
1862006.05.31 23:59close at stop16.001.87070.00000.00005502.0024316.00