Strategy Tester Report
X V4.0
ICMarkets-Live01 (Build 735)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period30 Minutes (M30) 2012.10.01 00:00 - 2014.10.30 23:59 (2007.01.01 - 2014.11.09)
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters
Bars in test25979Ticks modelled34498232Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00SpreadCurrent (5)
Total net profit1586.21Gross profit2267.56Gross loss-681.35
Profit factor3.33Expected payoff5.17
Absolute drawdown7.58Maximal drawdown595.28 (35.95%)Relative drawdown35.95% (595.28)
Total trades307Short positions (won %)121 (76.03%)Long positions (won %)186 (73.66%)
Profit trades (% of total)229 (74.59%)Loss trades (% of total)78 (25.41%)
Largestprofit trade40.56loss trade-42.52
Averageprofit trade9.90loss trade-8.74
Maximumconsecutive wins (profit in money)22 (303.62)consecutive losses (loss in money)7 (-139.36)
Maximalconsecutive profit (count of wins)303.62 (22)consecutive loss (count of losses)-139.36 (7)
Averageconsecutive wins7consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.10.01 09:00sell10.021.615171.637670.00000
22012.10.01 09:17sell20.021.616471.638970.00000
32012.10.01 12:09close20.021.613441.638970.000005.961005.96
42012.10.01 12:09close10.021.613441.637670.000003.361009.32
52012.10.08 10:00buy30.021.606021.583520.00000
62012.10.08 10:19buy40.021.604681.582180.00000
72012.10.08 12:02buy50.021.603301.580800.00000
82012.10.08 21:35buy60.021.601951.579450.00000
92012.10.09 04:37close60.021.604511.579450.000005.021014.34
102012.10.09 04:37close50.021.604511.580800.000002.321016.66
112012.10.09 04:37close40.021.604511.582180.00000-0.441016.22
122012.10.09 04:37close30.021.604511.583520.00000-3.121013.10
132012.10.23 15:30buy70.021.592751.570250.00000
142012.10.23 15:38buy80.021.591391.568890.00000
152012.10.23 22:00close80.021.595281.568890.000007.681020.78
162012.10.23 22:00close70.021.595281.570250.000004.961025.74
172012.11.07 13:30buy90.021.596881.574380.00000
182012.11.07 19:25close90.021.599091.574380.000004.321030.06
192012.11.09 13:04buy100.021.591451.568950.00000
202012.11.09 18:38buy110.021.590131.567630.00000
212012.11.09 18:43buy120.021.588811.566310.00000
222012.11.12 04:14close120.021.590681.566310.000003.641033.70
232012.11.12 04:14close110.021.590681.567630.000001.001034.70
242012.11.12 04:14close100.021.590681.568950.00000-1.641033.06
252012.11.21 07:30buy130.021.589411.566910.00000
262012.11.21 09:12close130.021.591431.566910.000003.941037.00
272012.11.21 23:30sell140.021.596361.618860.00000
282012.11.22 06:17close140.021.595731.618860.000001.161038.16
292012.11.23 17:30sell150.021.604841.627340.00000
302012.11.26 01:58close150.021.602221.627340.000005.141043.30
312012.12.19 10:00sell160.021.629211.651710.00000
322012.12.19 10:16sell170.021.630581.653080.00000
332012.12.19 14:33close170.021.627731.653080.000005.601048.90
342012.12.19 14:33close160.021.627731.651710.000002.861051.76
352012.12.21 16:00buy180.021.618231.595730.00000
362012.12.21 16:18buy190.021.616921.594420.00000
372012.12.21 16:38buy200.021.615621.593120.00000
382012.12.24 01:04buy210.021.614301.591800.00000
392012.12.24 03:01close210.021.616771.591800.000004.841056.60
402012.12.24 03:01close200.021.616771.593120.000002.201058.80
412012.12.24 03:01close190.021.616771.594420.00000-0.401058.40
422012.12.24 03:01close180.021.616771.595730.00000-3.021055.38
432012.12.24 08:30sell220.021.619261.641760.00000
442012.12.24 11:10sell230.021.620571.643070.00000
452012.12.24 12:25close230.021.617371.643070.000006.301061.68
462012.12.24 12:25close220.021.617371.641760.000003.681065.36
472012.12.24 16:35buy240.021.610341.587840.00000
482012.12.25 00:47close240.021.613141.587840.000005.501070.86
492012.12.27 11:30sell250.021.619341.641840.00000
502012.12.27 14:02close250.021.615471.641840.000007.641078.50
512013.01.04 10:30buy260.021.603051.580550.00000
522013.01.04 11:03buy270.021.601721.579220.00000
532013.01.04 14:45close270.021.604881.579220.000006.221084.72
542013.01.04 14:45close260.021.604881.580550.000003.561088.28
552013.01.07 20:00sell280.021.610611.633110.00000
562013.01.07 22:45sell290.021.611941.634440.00000
572013.01.08 03:50close290.021.610531.634440.000002.721091.00
582013.01.08 03:50close280.021.610531.633110.000000.061091.06
592013.01.08 08:30buy300.021.608421.585920.00000
602013.01.08 11:50close300.021.610101.585920.000003.261094.32
612013.01.08 15:30buy310.021.603951.581450.00000
622013.01.08 21:34close310.021.606141.581450.000004.281098.60
632013.01.10 18:00sell320.021.615971.638470.00000
642013.01.10 22:36sell330.021.617291.639790.00000
652013.01.11 03:31close330.021.614881.639790.000004.721103.32
662013.01.11 03:31close320.021.614881.638470.000002.081105.40
672013.01.14 12:30buy340.021.607501.585000.00000
682013.01.14 12:37buy350.021.606191.583690.00000
692013.01.14 12:51buy360.021.604881.582380.00000
702013.01.14 14:03buy370.021.603581.581080.00000
712013.01.14 19:33close370.021.608331.581080.000009.401114.80
722013.01.14 19:33close360.021.608331.582380.000006.801121.60
732013.01.14 19:33close350.021.608331.583690.000004.181125.78
742013.01.14 19:33close340.021.608331.585000.000001.561127.34
752013.01.16 08:30buy380.021.601171.578670.00000
762013.01.16 11:04close380.021.605121.578670.000007.801135.14
772013.01.25 06:47buy390.021.576081.553580.00000
782013.01.25 07:06close390.021.577971.553580.000003.681138.82
792013.02.04 10:30sell400.021.573861.596360.00000
802013.02.04 12:31close400.021.571011.596360.000005.601144.42
812013.02.05 16:00buy410.021.567061.544560.00000
822013.02.05 16:11buy420.021.565361.542860.00000
832013.02.05 17:39buy430.021.564061.541560.00000
842013.02.06 01:54close430.021.566381.541560.000004.541148.96
852013.02.06 01:54close420.021.566381.542860.000001.941150.90
862013.02.06 01:54close410.021.566381.544560.00000-1.461149.44
872013.02.08 13:30sell440.021.580411.602910.00000
882013.02.08 13:34sell450.021.581761.604260.00000
892013.02.08 15:53sell460.021.583081.605580.00000
902013.02.08 15:58sell470.021.584411.606910.00000
912013.02.08 17:59close470.021.579431.606910.000009.861159.30
922013.02.08 17:59close460.021.579431.605580.000007.201166.50
932013.02.08 17:59close450.021.579431.604260.000004.561171.06
942013.02.08 17:59close440.021.579431.602910.000001.861172.92
952013.02.11 11:00buy480.021.570651.548150.00000
962013.02.11 11:04buy490.021.569351.546850.00000
972013.02.11 11:49buy500.021.568041.545540.00000
982013.02.11 15:15buy510.021.566701.544200.00000
992013.02.11 15:55buy520.021.565391.542890.00000
1002013.02.12 08:43buy530.021.564051.541550.00000
1012013.02.12 08:46buy540.021.562751.540250.00000
1022013.02.12 09:00buy550.021.560881.538380.00000
1032013.02.12 09:08buy560.021.559541.537040.00000
1042013.02.12 09:19buy570.021.558101.535600.00000
1052013.02.12 15:53close570.021.565071.535600.0000013.841186.76
1062013.02.12 15:53close560.021.565071.537040.0000010.961197.72
1072013.02.12 15:53close550.021.565071.538380.000008.281206.00
1082013.02.12 15:53close540.021.565071.540250.000004.541210.54
1092013.02.12 15:53close530.021.565071.541550.000001.941212.48
1102013.02.12 15:53close520.021.565071.542890.00000-0.741211.74
1112013.02.12 15:53close510.021.565071.544200.00000-3.361208.38
1122013.02.12 15:53close500.021.565071.545540.00000-6.041202.34
1132013.02.12 15:53close490.021.565071.546850.00000-8.661193.68
1142013.02.12 15:53close480.021.565071.548150.00000-11.261182.42
1152013.02.20 19:30buy580.021.523901.501400.00000
1162013.02.20 23:24buy590.021.522571.500070.00000
1172013.02.21 03:54buy600.021.521261.498760.00000
1182013.02.21 05:11buy610.021.519921.497420.00000
1192013.02.21 05:18buy620.021.518621.496120.00000
1202013.02.21 05:30buy630.021.514951.492450.00000
1212013.02.21 05:39buy640.021.513621.491120.00000
1222013.02.21 09:15close640.021.520921.491120.0000014.501196.92
1232013.02.21 09:15close630.021.520921.492450.0000011.841208.76
1242013.02.21 09:15close620.021.520921.496120.000004.501213.26
1252013.02.21 09:15close610.021.520921.497420.000001.901215.16
1262013.02.21 09:15close600.021.520921.498760.00000-0.781214.38
1272013.02.21 09:15close590.021.520921.500070.00000-3.401210.98
1282013.02.21 09:15close580.021.520921.501400.00000-6.061204.92
1292013.02.24 22:00buy650.031.507681.485180.00000
1302013.02.25 07:43close650.031.514391.485180.0000019.981224.90
1312013.03.04 20:00sell660.031.511161.533660.00000
1322013.03.04 23:44sell670.031.512481.534980.00000
1332013.03.04 23:52sell680.031.513791.536290.00000
1342013.03.05 06:10close680.031.511771.536290.000005.911230.81
1352013.03.05 06:10close670.031.511771.534980.000001.981232.79
1362013.03.05 06:10close660.031.511771.533660.00000-1.981230.81
1372013.03.06 17:30buy690.031.502131.479630.00000
1382013.03.06 22:24buy700.031.500831.478330.00000
1392013.03.06 22:34buy710.031.499521.477020.00000
1402013.03.06 22:34buy720.031.498051.475550.00000
1412013.03.07 04:01close720.031.501161.475550.000009.181239.99
1422013.03.07 04:01close710.031.501161.477020.000004.771244.76
1432013.03.07 04:01close700.031.501161.478330.000000.841245.60
1442013.03.07 04:01close690.031.501161.479630.00000-3.061242.54
1452013.03.25 12:30buy730.031.519571.497070.00000
1462013.03.25 13:01buy740.031.518261.495760.00000
1472013.03.25 14:41buy750.031.516941.494440.00000
1482013.03.25 14:43buy760.031.515641.493140.00000
1492013.03.26 01:53close760.031.518121.493140.000007.291249.83
1502013.03.26 01:53close750.031.518121.494440.000003.391253.22
1512013.03.26 01:53close740.031.518121.495760.00000-0.571252.65
1522013.03.26 01:53close730.031.518121.497070.00000-4.501248.15
1532013.04.02 13:00buy770.031.514351.491850.00000
1542013.04.02 13:21buy780.031.513041.490540.00000
1552013.04.02 14:20buy790.031.511711.489210.00000
1562013.04.02 19:00buy800.031.510341.487840.00000
1572013.04.03 00:56buy810.031.509031.486530.00000
1582013.04.03 01:15buy820.031.507711.485210.00000
1592013.04.03 08:26close820.031.511551.485210.0000011.371259.52
1602013.04.03 08:26close810.031.511551.486530.000007.411266.93
1612013.04.03 08:26close800.031.511551.487840.000003.481270.41
1622013.04.03 08:26close790.031.511551.489210.00000-0.631269.78
1632013.04.03 08:26close780.031.511551.490540.00000-4.621265.16
1642013.04.03 08:26close770.031.511551.491850.00000-8.551256.61
1652013.04.08 06:00buy830.031.531771.509270.00000
1662013.04.08 06:55close830.031.533431.509270.000004.831261.44
1672013.04.17 11:00buy840.031.525541.503040.00000
1682013.04.17 11:58buy850.031.524241.501740.00000
1692013.04.17 13:42buy860.031.522801.500300.00000
1702013.04.18 02:05close860.031.524701.500300.000005.551266.99
1712013.04.18 02:05close850.031.524701.501740.000001.231268.22
1722013.04.18 02:05close840.031.524701.503040.00000-2.671265.55
1732013.04.22 18:30sell870.031.527751.550250.00000
1742013.04.22 19:11sell880.031.529051.551550.00000
1752013.04.23 01:48close880.031.527611.551550.000004.171269.72
1762013.04.23 01:48close870.031.527611.550250.000000.271269.99
1772013.04.25 02:30sell890.031.532901.555400.00000
1782013.04.25 07:31close890.031.529781.555400.000009.211279.20
1792013.05.06 14:30buy900.031.553201.530700.00000
1802013.05.06 23:18close900.031.554151.530700.000002.701281.90
1812013.05.07 15:30buy910.031.545501.523000.00000
1822013.05.08 01:41close910.031.548091.523000.000007.621289.52
1832013.05.08 15:00sell920.031.556491.578990.00000
1842013.05.08 15:13sell930.031.557791.580290.00000
1852013.05.08 15:18sell940.031.559111.581610.00000
1862013.05.08 17:37close940.031.554801.581610.0000012.781302.30
1872013.05.08 17:37close930.031.554801.580290.000008.821311.12
1882013.05.08 17:37close920.031.554801.578990.000004.921316.04
1892013.05.09 19:00buy950.031.542941.520440.00000
1902013.05.10 05:21close950.031.544951.520440.000005.881321.92
1912013.05.20 18:30sell960.031.525771.548270.00000
1922013.05.20 19:07sell970.031.527101.549600.00000
1932013.05.21 00:34close970.031.524371.549600.000008.041329.96
1942013.05.21 00:34close960.031.524371.548270.000004.051334.01
1952013.05.27 15:30buy980.031.509021.486520.00000
1962013.05.27 21:10close980.031.511011.486520.000005.821339.83
1972013.06.03 08:30sell990.031.528031.550530.00000
1982013.06.03 13:20close990.031.523931.550530.0000012.151351.98
1992013.06.06 14:30sell1000.031.547961.570460.00000
2002013.06.06 14:39sell1010.031.549291.571790.00000
2012013.06.06 14:46sell1020.031.550601.573100.00000
2022013.06.06 15:00sell1030.031.552211.574710.00000
2032013.06.06 15:35sell1040.031.553551.576050.00000
2042013.06.06 15:41sell1050.031.554851.577350.00000
2052013.06.06 16:00sell1060.031.559381.581880.00000
2062013.06.06 16:14sell1070.031.560681.583180.00000
2072013.06.06 16:30sell1080.031.563271.585770.00000
2082013.06.06 16:30sell1090.031.564591.587090.00000
2092013.06.07 12:31close1090.031.555111.587090.0000028.291380.27
2102013.06.07 12:31close1080.031.555111.585770.0000024.331404.60
2112013.06.07 12:31close1070.031.555111.583180.0000016.561421.16
2122013.06.07 12:31close1060.031.555111.581880.0000012.661433.82
2132013.06.07 12:31close1050.031.555111.577350.00000-0.931432.89
2142013.06.07 12:31close1040.031.555111.576050.00000-4.831428.06
2152013.06.07 12:31close1030.031.555111.574710.00000-8.851419.21
2162013.06.07 12:31close1020.031.555111.573100.00000-13.681405.53
2172013.06.07 12:31close1010.031.555111.571790.00000-17.611387.92
2182013.06.07 12:31close1000.031.555111.570460.00000-21.601366.32
2192013.06.14 10:00buy1100.031.562041.539540.00000
2202013.06.14 13:55close1100.031.567011.539540.0000014.761381.08
2212013.06.18 06:30buy1110.031.567251.544750.00000
2222013.06.18 08:00close1110.031.570451.544750.000009.451390.53
2232013.06.18 10:30buy1120.031.563501.541000.00000
2242013.06.18 10:53buy1130.031.562181.539680.00000
2252013.06.18 11:12buy1140.031.560851.538350.00000
2262013.06.18 12:30buy1150.031.559341.536840.00000
2272013.06.18 13:01buy1160.031.558041.535540.00000
2282013.06.18 13:10buy1170.031.556731.534230.00000
2292013.06.18 15:08close1170.031.561741.534230.0000014.881405.41
2302013.06.18 15:08close1160.031.561741.535540.0000010.951416.36
2312013.06.18 15:08close1150.031.561741.536840.000007.051423.41
2322013.06.18 15:08close1140.031.561741.538350.000002.521425.93
2332013.06.18 15:08close1130.031.561741.539680.00000-1.471424.46
2342013.06.18 15:08close1120.031.561741.541000.00000-5.431419.03
2352013.06.21 13:00buy1180.031.542251.519750.00000
2362013.06.21 14:20buy1190.031.540951.518450.00000
2372013.06.21 14:25buy1200.031.539641.517140.00000
2382013.06.21 15:03buy1210.031.538331.515830.00000
2392013.06.21 15:25buy1220.031.536941.514440.00000
2402013.06.21 16:54close1220.031.541651.514440.0000013.981433.01
2412013.06.21 16:54close1210.031.541651.515830.000009.811442.82
2422013.06.21 16:54close1200.031.541651.517140.000005.881448.70
2432013.06.21 16:54close1190.031.541651.518450.000001.951450.65
2442013.06.21 16:54close1180.031.541651.519750.00000-1.951448.70
2452013.07.01 05:00sell1230.031.522041.544540.00000
2462013.07.01 07:05close1230.031.521171.544540.000002.461451.16
2472013.07.05 10:00buy1240.031.497821.475320.00000
2482013.07.05 10:03buy1250.031.496451.473950.00000
2492013.07.05 12:30buy1260.031.494881.472380.00000
2502013.07.05 12:30buy1270.031.493571.471070.00000
2512013.07.05 12:30buy1280.031.492261.469760.00000
2522013.07.05 13:00buy1290.031.489891.467390.00000
2532013.07.05 13:01buy1300.031.488591.466090.00000
2542013.07.07 23:06buy1310.031.487281.464780.00000
2552013.07.07 23:59buy1320.031.485901.463400.00000
2562013.07.08 12:31close1320.031.492351.463400.0000019.201470.36
2572013.07.08 12:31close1310.031.492351.464780.0000015.061485.42
2582013.07.08 12:31close1300.031.492351.466090.0000011.131496.55
2592013.07.08 12:31close1290.031.492351.467390.000007.231503.78
2602013.07.08 12:31close1280.031.492351.469760.000000.121503.90
2612013.07.08 12:31close1270.031.492351.471070.00000-3.811500.09
2622013.07.08 12:31close1260.031.492351.472380.00000-7.741492.35
2632013.07.08 12:31close1250.031.492351.473950.00000-12.451479.90
2642013.07.08 12:31close1240.031.492351.475320.00000-16.561463.34
2652013.07.12 12:00buy1330.031.509001.486500.00000
2662013.07.12 13:00buy1340.031.507691.485190.00000
2672013.07.12 16:58close1340.031.512511.485190.0000014.311477.65
2682013.07.12 16:58close1330.031.512511.486500.0000010.381488.03
2692013.07.25 07:30sell1350.031.535691.558190.00000
2702013.07.25 07:56sell1360.031.537021.559520.00000
2712013.07.25 08:00sell1370.031.538371.560870.00000
2722013.07.25 08:30close1370.031.533361.560870.0000014.881502.91
2732013.07.25 08:30close1360.031.533361.559520.0000010.831513.74
2742013.07.25 08:30close1350.031.533361.558190.000006.841520.58
2752013.08.01 07:00buy1380.031.514121.491620.00000
2762013.08.01 08:14close1380.031.517271.491620.000009.301529.88
2772013.08.02 15:30sell1390.031.530181.552680.00000
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5572014.08.26 18:00buy2790.051.654711.632210.00000
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5592014.09.08 07:00buy2800.051.616071.593570.00000
5602014.09.08 08:55buy2810.051.614751.592250.00000
5612014.09.08 09:03buy2820.051.613391.590890.00000
5622014.09.08 09:16buy2830.051.612031.589530.00000
5632014.09.08 09:21buy2840.051.610721.588220.00000
5642014.09.08 12:56close2840.051.615341.588220.0000022.852338.57
5652014.09.08 12:56close2830.051.615341.589530.0000016.302354.87
5662014.09.08 12:56close2820.051.615341.590890.000009.502364.37
5672014.09.08 12:56close2810.051.615341.592250.000002.702367.07
5682014.09.08 12:56close2800.051.615341.593570.00000-3.902363.17
5692014.09.16 07:00buy2850.051.618561.596060.00000
5702014.09.16 07:36buy2860.051.617251.594750.00000
5712014.09.16 13:02close2860.051.620421.594750.0000015.602378.77
5722014.09.16 13:02close2850.051.620421.596060.000009.052387.82
5732014.09.17 14:30sell2870.051.635161.657660.00000
5742014.09.17 17:02close2870.051.631181.657660.0000019.652407.47
5752014.09.18 14:30sell2880.061.640771.663270.00000
5762014.09.18 21:32sell2890.061.642081.664580.00000
5772014.09.18 21:35sell2900.061.643411.665910.00000
5782014.09.18 22:49sell2910.061.644741.667240.00000
5792014.09.19 00:40sell2920.061.646101.668600.00000
5802014.09.19 01:00sell2930.061.649091.671590.00000
5812014.09.19 01:02sell2940.061.650431.672930.00000
5822014.09.19 01:04sell2950.061.651771.674270.00000
5832014.09.19 05:19close2950.061.644961.674270.0000040.562448.03
5842014.09.19 05:19close2940.061.644961.672930.0000032.522480.55
5852014.09.19 05:19close2930.061.644961.671590.0000024.482505.03
5862014.09.19 05:19close2920.061.644961.668600.000006.542511.57
5872014.09.19 05:19close2910.061.644961.667240.00000-1.622509.95
5882014.09.19 05:19close2900.061.644961.665910.00000-9.602500.35
5892014.09.19 05:19close2890.061.644961.664580.00000-17.582482.77
5902014.09.19 05:19close2880.061.644961.663270.00000-25.442457.33
5912014.09.26 15:00buy2960.061.624411.601910.00000
5922014.09.28 21:00buy2970.061.623091.600590.00000
5932014.09.28 21:02buy2980.061.621711.599210.00000
5942014.09.29 00:30close2980.061.624811.599210.0000018.302475.63
5952014.09.29 00:30close2970.061.624811.600590.0000010.022485.65
5962014.09.29 00:30close2960.061.624811.601910.000002.102487.75
5972014.10.03 14:00buy2990.061.597651.575150.00000
5982014.10.03 14:26buy3000.061.596291.573790.00000
5992014.10.06 00:26close3000.061.597481.573790.000006.842494.59
6002014.10.06 00:26close2990.061.597481.575150.00000-1.322493.27
6012014.10.06 18:30sell3010.061.604761.627260.00000
6022014.10.06 18:33sell3020.061.606181.628680.00000
6032014.10.06 18:33sell3030.061.607481.629980.00000
6042014.10.06 19:36sell3040.061.608811.631310.00000
6052014.10.07 01:26close3040.061.604781.631310.0000023.882517.15
6062014.10.07 01:26close3030.061.604781.629980.0000015.902533.05
6072014.10.07 01:26close3020.061.604781.628680.000008.102541.15
6082014.10.07 01:26close3010.061.604781.627260.00000-0.422540.73
6092014.10.16 06:30buy3050.061.595531.573030.00000
6102014.10.16 06:48close3050.061.598601.573030.0000018.122558.85
6112014.10.28 09:00buy3060.061.610201.587700.00000
6122014.10.28 09:07buy3070.061.608901.586400.00000
6132014.10.28 10:57close3070.061.611881.586400.0000017.582576.43
6142014.10.28 10:57close3060.061.611881.587700.000009.782586.21