Telp: (+62) 021-32494671 - Email: grow.rich@yahoo.co.id
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Strategy Tester Report
Datasoft-Robot-V1
InstaForex-USA.com (Build 402)
| Symbol | GBPUSD (Great Britan vs US Dollar) |
| Period | 30 Minutes (M30) 2011.06.13 13:30 - 2011.08.23 13:30 |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Bars in test | 2548 | Ticks modelled | 610867 | Modelling quality | 50.40% |
| Mismatched charts errors | 82 | | | | |
|
| Initial deposit | 1000.00 | | | | |
| Total net profit | 1506.22 | Gross profit | 2291.86 | Gross loss | -785.64 |
| Profit factor | 2.92 | Expected payoff | 37.66 | | |
| Absolute drawdown | 5.00 | Maximal drawdown | 677.26 (23.45%) | Relative drawdown | 23.45% (677.26) |
|
| Total trades | 40 | Short positions (won %) | 15 (53.33%) | Long positions (won %) | 25 (32.00%) |
| Profit trades (% of total) | 16 (40.00%) | Loss trades (% of total) | 24 (60.00%) |
| Largest | profit trade | 354.15 | loss trade | -182.25 |
| Average | profit trade | 143.24 | loss trade | -32.74 |
| Maximum | consecutive wins (profit in money) | 3 (391.16) | consecutive losses (loss in money) | 5 (-190.94) |
| Maximal | consecutive profit (count of wins) | 501.34 (2) | consecutive loss (count of losses) | -280.08 (3) |
| Average | consecutive wins | 1 | consecutive losses | 2 |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.06.14 20:35 | sell | 1 | 1.00 | 1.6392 | 0.0000 | 0.0000 | |
| 2 | 2011.06.17 00:05 | close | 1 | 1.00 | 1.6158 | 0.0000 | 0.0000 | 233.50 | 1233.50 |
| 3 | 2011.06.17 00:05 | buy | 2 | 1.23 | 1.6158 | 0.0000 | 0.0000 | |
| 4 | 2011.06.17 03:35 | close | 2 | 1.23 | 1.6146 | 0.0000 | 0.0000 | -14.76 | 1218.74 |
| 5 | 2011.06.17 03:35 | sell | 3 | 1.22 | 1.6146 | 0.0000 | 0.0000 | |
| 6 | 2011.06.17 04:05 | close | 3 | 1.22 | 1.6152 | 0.0000 | 0.0000 | -7.32 | 1211.42 |
| 7 | 2011.06.22 05:05 | sell | 4 | 1.21 | 1.6206 | 0.0000 | 0.0000 | |
| 8 | 2011.06.22 05:35 | close | 4 | 1.21 | 1.6212 | 0.0000 | 0.0000 | -7.26 | 1204.16 |
| 9 | 2011.06.22 11:05 | sell | 5 | 1.20 | 1.6206 | 0.0000 | 0.0000 | |
| 10 | 2011.06.23 23:05 | close | 5 | 1.20 | 1.6014 | 0.0000 | 0.0000 | 230.04 | 1434.20 |
| 11 | 2011.06.27 12:35 | buy | 6 | 1.43 | 1.5980 | 0.0000 | 0.0000 | |
| 12 | 2011.06.27 15:35 | close | 6 | 1.43 | 1.5944 | 0.0000 | 0.0000 | -51.48 | 1382.72 |
| 13 | 2011.06.27 17:05 | buy | 7 | 1.38 | 1.5986 | 0.0000 | 0.0000 | |
| 14 | 2011.06.28 07:05 | close | 7 | 1.38 | 1.5970 | 0.0000 | 0.0000 | -21.94 | 1360.78 |
| 15 | 2011.06.28 10:35 | buy | 8 | 1.36 | 1.5982 | 0.0000 | 0.0000 | |
| 16 | 2011.06.28 12:05 | close | 8 | 1.36 | 1.5940 | 0.0000 | 0.0000 | -57.12 | 1303.66 |
| 17 | 2011.06.29 17:05 | sell | 9 | 1.30 | 1.6001 | 0.0000 | 0.0000 | |
| 18 | 2011.06.29 18:05 | close | 9 | 1.30 | 1.6029 | 0.0000 | 0.0000 | -36.40 | 1267.26 |
| 19 | 2011.06.30 18:05 | buy | 10 | 1.27 | 1.6063 | 0.0000 | 0.0000 | |
| 20 | 2011.07.01 01:05 | close | 10 | 1.27 | 1.6044 | 0.0000 | 0.0000 | -24.00 | 1243.26 |
| 21 | 2011.07.01 17:35 | buy | 11 | 1.24 | 1.6054 | 0.0000 | 0.0000 | |
| 22 | 2011.07.04 15:05 | close | 11 | 1.24 | 1.6081 | 0.0000 | 0.0000 | 33.60 | 1276.86 |
| 23 | 2011.07.05 23:05 | buy | 12 | 1.28 | 1.6063 | 0.0000 | 0.0000 | |
| 24 | 2011.07.05 23:35 | close | 12 | 1.28 | 1.6052 | 0.0000 | 0.0000 | -14.08 | 1262.78 |
| 25 | 2011.07.06 03:05 | sell | 13 | 1.26 | 1.6053 | 0.0000 | 0.0000 | |
| 26 | 2011.07.06 04:05 | close | 13 | 1.26 | 1.6065 | 0.0000 | 0.0000 | -15.12 | 1247.66 |
| 27 | 2011.07.06 09:05 | sell | 14 | 1.25 | 1.6056 | 0.0000 | 0.0000 | |
| 28 | 2011.07.07 06:35 | close | 14 | 1.25 | 1.6011 | 0.0000 | 0.0000 | 55.88 | 1303.53 |
| 29 | 2011.07.07 16:05 | buy | 15 | 1.30 | 1.5988 | 0.0000 | 0.0000 | |
| 30 | 2011.07.07 17:05 | close | 15 | 1.30 | 1.5982 | 0.0000 | 0.0000 | -7.80 | 1295.73 |
| 31 | 2011.07.07 17:35 | buy | 16 | 1.30 | 1.5991 | 0.0000 | 0.0000 | |
| 32 | 2011.07.07 18:35 | close | 16 | 1.30 | 1.5970 | 0.0000 | 0.0000 | -27.30 | 1268.43 |
| 33 | 2011.07.11 07:35 | sell | 17 | 1.27 | 1.5991 | 0.0000 | 0.0000 | |
| 34 | 2011.07.12 17:05 | close | 17 | 1.27 | 1.5875 | 0.0000 | 0.0000 | 147.19 | 1415.63 |
| 35 | 2011.07.12 17:05 | buy | 18 | 1.42 | 1.5875 | 0.0000 | 0.0000 | |
| 36 | 2011.07.14 15:35 | close | 18 | 1.42 | 1.6124 | 0.0000 | 0.0000 | 354.15 | 1769.78 |
| 37 | 2011.07.15 00:35 | buy | 19 | 1.77 | 1.6149 | 0.0000 | 0.0000 | |
| 38 | 2011.07.15 10:35 | close | 19 | 1.77 | 1.6123 | 0.0000 | 0.0000 | -46.02 | 1723.76 |
| 39 | 2011.07.15 22:35 | buy | 20 | 1.72 | 1.6132 | 0.0000 | 0.0000 | |
| 40 | 2011.07.18 00:05 | close | 20 | 1.72 | 1.6118 | 0.0000 | 0.0000 | -23.91 | 1699.85 |
| 41 | 2011.07.18 00:05 | sell | 21 | 1.70 | 1.6118 | 0.0000 | 0.0000 | |
| 42 | 2011.07.19 02:35 | close | 21 | 1.70 | 1.6071 | 0.0000 | 0.0000 | 79.73 | 1779.58 |
| 43 | 2011.07.19 02:35 | buy | 22 | 1.78 | 1.6071 | 0.0000 | 0.0000 | |
| 44 | 2011.07.20 04:05 | close | 22 | 1.78 | 1.6117 | 0.0000 | 0.0000 | 82.06 | 1861.64 |
| 45 | 2011.07.20 04:05 | sell | 23 | 1.86 | 1.6117 | 0.0000 | 0.0000 | |
| 46 | 2011.07.20 04:35 | close | 23 | 1.86 | 1.6122 | 0.0000 | 0.0000 | -9.30 | 1852.34 |
| 47 | 2011.07.20 12:35 | buy | 24 | 1.85 | 1.6135 | 0.0000 | 0.0000 | |
| 48 | 2011.07.21 12:35 | close | 24 | 1.85 | 1.6132 | 0.0000 | 0.0000 | -5.00 | 1847.34 |
| 49 | 2011.07.21 14:05 | buy | 25 | 1.85 | 1.6168 | 0.0000 | 0.0000 | |
| 50 | 2011.07.22 15:35 | close | 25 | 1.85 | 1.6286 | 0.0000 | 0.0000 | 218.49 | 2065.83 |
| 51 | 2011.07.22 18:05 | buy | 26 | 2.07 | 1.6315 | 0.0000 | 0.0000 | |
| 52 | 2011.07.25 02:35 | close | 26 | 2.07 | 1.6300 | 0.0000 | 0.0000 | -30.84 | 2034.98 |
| 53 | 2011.07.26 04:35 | buy | 27 | 2.03 | 1.6295 | 0.0000 | 0.0000 | |
| 54 | 2011.07.27 13:35 | close | 27 | 2.03 | 1.6381 | 0.0000 | 0.0000 | 174.78 | 2209.77 |
| 55 | 2011.08.02 17:05 | buy | 28 | 2.21 | 1.6281 | 0.0000 | 0.0000 | |
| 56 | 2011.08.03 03:35 | close | 28 | 2.21 | 1.6266 | 0.0000 | 0.0000 | -32.93 | 2176.84 |
| 57 | 2011.08.03 07:05 | buy | 29 | 2.18 | 1.6283 | 0.0000 | 0.0000 | |
| 58 | 2011.08.03 08:35 | close | 29 | 2.18 | 1.6265 | 0.0000 | 0.0000 | -39.24 | 2137.60 |
| 59 | 2011.08.04 09:05 | sell | 30 | 2.14 | 1.6350 | 0.0000 | 0.0000 | |
| 60 | 2011.08.05 14:05 | close | 30 | 2.14 | 1.6295 | 0.0000 | 0.0000 | 117.49 | 2255.08 |
| 61 | 2011.08.05 15:35 | buy | 31 | 2.26 | 1.6272 | 0.0000 | 0.0000 | |
| 62 | 2011.08.08 15:05 | close | 31 | 2.26 | 1.6383 | 0.0000 | 0.0000 | 251.09 | 2506.17 |
| 63 | 2011.08.09 15:05 | sell | 32 | 2.51 | 1.6330 | 0.0000 | 0.0000 | |
| 64 | 2011.08.09 23:35 | close | 32 | 2.51 | 1.6321 | 0.0000 | 0.0000 | 22.59 | 2528.76 |
| 65 | 2011.08.10 06:05 | buy | 33 | 2.53 | 1.6300 | 0.0000 | 0.0000 | |
| 66 | 2011.08.10 06:35 | close | 33 | 2.53 | 1.6289 | 0.0000 | 0.0000 | -27.83 | 2500.93 |
| 67 | 2011.08.11 10:05 | buy | 34 | 2.50 | 1.6202 | 0.0000 | 0.0000 | |
| 68 | 2011.08.11 10:35 | close | 34 | 2.50 | 1.6174 | 0.0000 | 0.0000 | -70.00 | 2430.93 |
| 69 | 2011.08.17 11:35 | sell | 35 | 2.43 | 1.6367 | 0.0000 | 0.0000 | |
| 70 | 2011.08.17 12:35 | close | 35 | 2.43 | 1.6442 | 0.0000 | 0.0000 | -182.25 | 2248.68 |
| 71 | 2011.08.17 12:35 | buy | 36 | 2.25 | 1.6442 | 0.0000 | 0.0000 | |
| 72 | 2011.08.18 11:05 | close | 36 | 2.25 | 1.6514 | 0.0000 | 0.0000 | 162.68 | 2411.35 |
| 73 | 2011.08.18 12:35 | sell | 37 | 2.41 | 1.6502 | 0.0000 | 0.0000 | |
| 74 | 2011.08.18 22:05 | close | 37 | 2.41 | 1.6499 | 0.0000 | 0.0000 | 7.23 | 2418.58 |
| 75 | 2011.08.23 06:05 | buy | 38 | 2.42 | 1.6483 | 0.0000 | 0.0000 | |
| 76 | 2011.08.23 06:35 | close | 38 | 2.42 | 1.6476 | 0.0000 | 0.0000 | -16.94 | 2401.64 |
| 77 | 2011.08.23 08:05 | sell | 39 | 2.40 | 1.6474 | 0.0000 | 0.0000 | |
| 78 | 2011.08.23 09:05 | close | 39 | 2.40 | 1.6481 | 0.0000 | 0.0000 | -16.80 | 2384.84 |
| 79 | 2011.08.23 09:05 | buy | 40 | 2.38 | 1.6481 | 0.0000 | 0.0000 | |
| 80 | 2011.08.23 13:53 | close at stop | 40 | 2.38 | 1.6532 | 0.0000 | 0.0000 | 121.38 | 2506.22 |