Strategy Tester Report
Shadow

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2006.08.23 18:00 - 2007.07.06 18:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1; CloseLot=1; StopLoss=25; TakeProfit=100; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=123; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="Shadow"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; ShadowPeriod=62; ShadowZone=20; FastPeriod=5; SlowPeriod=34; MiddlePeriod=13; ShadowEmaBreak=3; ExitBeyond1=34; ExitBeyond2=55; ExitBeyond3=89; ExitBeyond4=144; ExitBeyond5=233;
Bars in test5048Ticks modelled992926Modelling quality77.74%
Initial deposit10000.00
Total net profit-2251.00Gross profit11006.80Gross loss-13257.80
Profit factor0.83Expected payoff-23.69
Absolute drawdown3321.20Maximal drawdown4220.20 (38.72%)Relative drawdown38.72% (4220.20)
Total trades95Short positions (won %)47 (42.55%)Long positions (won %)48 (41.67%)
Profit trades (% of total)40 (42.11%)Loss trades (% of total)55 (57.89%)
Largestprofit trade1001.80loss trade-254.80
Averageprofit trade275.17loss trade-241.05
Maximumconsecutive wins (profit in money)4 (251.80)consecutive losses (loss in money)9 (-2248.60)
Maximalconsecutive profit (count of wins)2500.60 (3)consecutive loss (count of losses)-2248.60 (9)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.08.24 18:00sell11.001.88881.89131.8788
22006.08.24 19:24modify11.001.88881.88881.8788
32006.08.25 02:50s/l11.001.88881.88881.8788-1.609998.40
42006.08.28 05:00buy21.001.89151.88901.9015
52006.08.28 07:16modify21.001.89151.89151.9015
62006.08.28 07:24modify21.001.89151.89401.9015
72006.08.28 08:00s/l21.001.89401.89401.9015250.0010248.40
82006.09.01 13:00sell31.001.89771.90021.8877
92006.09.01 14:06s/l31.001.90021.90021.8877-250.009998.40
102006.09.01 19:00buy41.001.90651.90401.9165
112006.09.04 08:54s/l41.001.90401.90401.9165-249.409749.00
122006.09.05 02:00sell51.001.90421.90671.8942
132006.09.05 06:54modify51.001.90421.90421.8942
142006.09.05 07:37modify51.001.90421.90171.8942
152006.09.05 13:36modify51.001.90421.89921.8942
162006.09.05 14:21t/p51.001.89421.89921.89421000.0010749.00
172006.09.19 01:00buy61.001.88131.87881.8913
182006.09.19 08:07s/l61.001.87881.87881.8913-250.0010499.00
192006.09.25 21:00sell71.001.89971.90221.8897
202006.09.25 23:39s/l71.001.90221.90221.8897-250.0010249.00
212006.10.02 14:00buy81.001.88291.88041.8929
222006.10.02 14:00s/l81.001.88041.88041.8929-250.009999.00
232006.10.02 14:00buy91.001.88071.87821.8907
242006.10.02 17:01modify91.001.88071.88071.8907
252006.10.02 17:01modify91.001.88071.88321.8907
262006.10.02 17:07modify91.001.88071.88571.8907
272006.10.03 02:25s/l91.001.88571.88571.8907500.6010499.60
282006.10.04 10:00sell101.001.88161.88411.8716
292006.10.04 12:00modify101.001.88161.88161.8716
302006.10.04 12:52s/l101.001.88161.88161.87160.0010499.60
312006.10.04 21:00buy111.001.88641.88391.8964
322006.10.05 11:06s/l111.001.88391.88391.8964-248.2010251.40
332006.10.05 12:00sell121.001.88161.88411.8716
342006.10.05 13:00modify121.001.88161.88161.8716
352006.10.05 13:39modify121.001.88161.87911.8716
362006.10.05 14:09modify121.001.88161.87661.8716
372006.10.05 14:20s/l121.001.87661.87661.8716500.0010751.40
382006.10.12 08:00buy131.001.86061.85811.8706
392006.10.12 08:25s/l131.001.85811.85811.8706-250.0010501.40
402006.10.12 12:00sell141.001.85491.85741.8449
412006.10.12 12:37s/l141.001.85741.85741.8449-250.0010251.40
422006.10.12 20:00buy151.001.85851.85601.8685
432006.10.13 03:01modify151.001.85851.85851.8685
442006.10.13 12:39s/l151.001.85851.85851.86850.6010252.00
452006.10.13 16:00sell161.001.85481.85731.8448
462006.10.13 17:37s/l161.001.85731.85731.8448-250.0010002.00
472006.10.16 10:00buy171.001.86151.85901.8715
482006.10.16 11:20s/l171.001.85901.85901.8715-250.009752.00
492006.10.18 23:00sell181.001.86741.86991.8574
502006.10.19 00:24s/l181.001.86991.86991.8574-254.809497.20
512006.10.19 07:00buy191.001.86971.86721.8797
522006.10.19 08:45s/l191.001.86721.86721.8797-250.009247.20
532006.10.25 04:00buy201.001.87491.87241.8849
542006.10.25 08:03modify201.001.87491.87491.8849
552006.10.25 18:23modify201.001.87491.87741.8849
562006.10.25 18:26s/l201.001.87741.87741.8849250.009497.20
572006.11.02 09:00sell211.001.90601.90851.8960
582006.11.02 09:31s/l211.001.90851.90851.8960-250.009247.20
592006.11.02 11:00buy221.001.90961.90711.9196
602006.11.02 12:50s/l221.001.90711.90711.9196-250.008997.20
612006.11.03 14:00sell231.001.89811.90061.8881
622006.11.03 14:45s/l231.001.90061.90061.8881-250.008747.20
632006.11.07 06:00buy241.001.90551.90301.9155
642006.11.07 09:08s/l241.001.90301.90301.9155-250.008497.20
652006.11.09 01:00sell251.001.90341.90591.8934
662006.11.09 07:27s/l251.001.90591.90591.8934-250.008247.20
672006.11.09 09:00buy261.001.90761.90511.9176
682006.11.09 12:00s/l261.001.90511.90511.9176-250.007997.20
692006.11.09 14:00sell271.001.89871.90121.8887
702006.11.09 15:00s/l271.001.90121.90121.8887-250.007747.20
712006.11.09 23:00buy281.001.90741.90491.9174
722006.11.10 02:00modify281.001.90741.90741.9174
732006.11.10 07:55s/l281.001.90741.90741.91740.607747.80
742006.11.13 12:00sell291.001.90561.90811.8956
752006.11.13 14:02modify291.001.90561.90561.8956
762006.11.13 14:19modify291.001.90561.90311.8956
772006.11.13 14:24s/l291.001.90311.90311.8956250.007997.80
782006.11.17 17:00buy301.001.89391.89141.9039
792006.11.17 20:40modify301.001.89391.89391.9039
802006.11.20 00:02s/l301.001.89391.89391.90390.607998.40
812006.12.11 23:00buy311.001.95931.95681.9693
822006.12.12 05:13modify311.001.95931.95931.9693
832006.12.12 07:38s/l311.001.95931.95931.96930.607999.00
842006.12.14 12:00sell321.001.96341.96591.9534
852006.12.14 12:30s/l321.001.96591.96591.9534-250.007749.00
862006.12.21 13:00sell331.001.96201.96451.9520
872006.12.21 15:00modify331.001.96201.96201.9520
882006.12.21 15:00modify331.001.96201.95951.9520
892006.12.21 15:18s/l331.001.95951.95951.9520250.007999.00
902006.12.22 10:00buy341.001.96741.96491.9774
912006.12.22 11:28s/l341.001.96491.96491.9774-250.007749.00
922006.12.22 16:00sell351.001.96011.96261.9501
932006.12.22 16:36modify351.001.96011.96011.9501
942006.12.22 17:39modify351.001.96011.95761.9501
952006.12.22 18:26s/l351.001.95761.95761.9501250.007999.00
962006.12.27 09:00buy361.001.96031.95781.9703
972006.12.27 09:40s/l361.001.95781.95781.9703-250.007749.00
982006.12.27 18:00sell371.001.95561.95811.9456
992006.12.27 22:26s/l371.001.95811.95811.9456-250.007499.00
1002006.12.28 12:00buy381.001.96091.95841.9709
1012006.12.28 13:00modify381.001.96091.96091.9709
1022006.12.28 13:19modify381.001.96091.96341.9709
1032006.12.28 13:38modify381.001.96091.96591.9709
1042006.12.28 13:54s/l381.001.96591.96591.9709500.007999.00
1052006.12.29 20:00sell391.001.95861.96111.9486
1062006.12.29 21:37s/l391.001.96111.96111.9486-250.007749.00
1072007.01.02 08:00buy401.001.96891.96641.9789
1082007.01.02 08:19modify401.001.96891.96891.9789
1092007.01.02 08:38modify401.001.96891.97141.9789
1102007.01.02 08:54s/l401.001.97141.97141.9789250.007999.00
1112007.01.10 02:00sell411.001.93651.93901.9265
1122007.01.10 06:37s/l411.001.93901.93901.9265-250.007749.00
1132007.01.11 13:00buy421.001.95161.94911.9616
1142007.01.11 13:27s/l421.001.94911.94911.9616-250.007499.00
1152007.01.17 09:00buy431.001.96571.96321.9757
1162007.01.18 08:19t/p431.001.97571.96321.97571001.808500.80
1172007.01.24 08:00sell441.001.97431.97681.9643
1182007.01.24 10:02s/l441.001.97681.97681.9643-250.008250.80
1192007.01.30 02:00buy451.001.96441.96191.9744
1202007.01.30 06:03s/l451.001.96191.96191.9744-250.008000.80
1212007.01.31 08:00sell461.001.95751.96001.9475
1222007.01.31 08:19modify461.001.95751.95751.9475
1232007.01.31 08:37modify461.001.95751.95501.9475
1242007.01.31 10:29s/l461.001.95501.95501.9475250.008250.80
1252007.01.31 22:00buy471.001.96541.96291.9754
1262007.01.31 23:38s/l471.001.96291.96291.9754-250.008000.80
1272007.02.05 02:00sell481.001.96511.96761.9551
1282007.02.05 09:26modify481.001.96511.96511.9551
1292007.02.05 09:37modify481.001.96511.96261.9551
1302007.02.05 10:38modify481.001.96511.96011.9551
1312007.02.05 13:37t/p481.001.95511.96011.95511000.009000.80
1322007.02.06 11:00buy491.001.96601.96351.9760
1332007.02.06 12:00modify491.001.96601.96601.9760
1342007.02.07 07:38modify491.001.96601.97101.9760
1352007.02.07 08:20s/l491.001.97101.97101.9760500.609501.40
1362007.02.08 12:00sell501.001.96731.96981.9573
1372007.02.08 13:00modify501.001.96731.96731.9573
1382007.02.08 13:00modify501.001.96731.96481.9573
1392007.02.08 13:18modify501.001.96731.96231.9573
1402007.02.08 13:39t/p501.001.95731.96231.95731000.0010501.40
1412007.03.12 01:00buy511.001.93801.93551.9480
1422007.03.12 01:27s/l511.001.93551.93551.9480-250.0010251.40
1432007.03.12 17:00sell521.001.92881.93131.9188
1442007.03.12 18:27s/l521.001.93131.93131.9188-250.0010001.40
1452007.03.14 19:00buy531.001.93421.93171.9442
1462007.03.14 21:00modify531.001.93421.93421.9442
1472007.03.14 22:38s/l531.001.93421.93421.94420.0010001.40
1482007.03.23 16:00sell541.001.95991.96241.9499
1492007.03.23 16:29s/l541.001.96241.96241.9499-250.009751.40
1502007.03.26 16:00buy551.001.96871.96621.9787
1512007.03.27 09:36s/l551.001.96621.96621.9787-249.409502.00
1522007.03.27 21:00sell561.001.96561.96811.9556
1532007.03.27 22:12s/l561.001.96811.96811.9556-250.009252.00
1542007.03.29 12:00buy571.001.96481.96231.9748
1552007.03.29 13:38s/l571.001.96231.96231.9748-250.009002.00
1562007.03.29 15:00sell581.001.96261.96511.9526
1572007.03.30 04:03s/l581.001.96511.96511.9526-251.608750.40
1582007.03.30 19:00buy591.001.96911.96661.9791
1592007.04.02 00:38s/l591.001.96661.96661.9791-249.408501.00
1602007.04.04 00:00sell601.001.97311.97561.9631
1612007.04.04 05:13s/l601.001.97561.97561.9631-250.008251.00
1622007.04.04 17:00buy611.001.97631.97381.9863
1632007.04.05 06:04s/l611.001.97381.97381.9863-248.208002.80
1642007.04.05 11:00sell621.001.97071.97321.9607
1652007.04.05 11:03s/l621.001.97321.97321.9607-250.007752.80
1662007.04.05 11:03sell631.001.97281.97531.9628
1672007.04.05 12:00modify631.001.97281.97281.9628
1682007.04.05 12:27modify631.001.97281.97031.9628
1692007.04.05 13:18s/l631.001.97031.97031.9628250.008002.80
1702007.04.10 05:00buy641.001.96871.96621.9787
1712007.04.10 09:00modify641.001.96871.96871.9787
1722007.04.10 10:29modify641.001.96871.97121.9787
1732007.04.10 15:38s/l641.001.97121.97121.9787250.008252.80
1742007.04.19 07:00sell651.002.00042.00291.9904
1752007.04.19 07:26s/l651.002.00292.00291.9904-250.008002.80
1762007.04.22 22:00buy661.002.00582.00332.0158
1772007.04.22 23:40s/l661.002.00332.00332.0158-250.007752.80
1782007.04.23 06:00sell671.002.00222.00471.9922
1792007.04.23 07:00modify671.002.00222.00221.9922
1802007.04.23 15:29s/l671.002.00222.00221.99220.007752.80
1812007.04.24 20:00buy681.002.00171.99922.0117
1822007.04.25 06:18modify681.002.00172.00172.0117
1832007.04.25 12:36s/l681.002.00172.00172.01170.607753.40
1842007.04.26 11:00sell691.001.99782.00031.9878
1852007.04.26 11:18modify691.001.99781.99781.9878
1862007.04.26 11:36modify691.001.99781.99531.9878
1872007.04.26 13:36modify691.001.99781.99281.9878
1882007.04.26 15:12s/l691.001.99281.99281.9878500.008253.40
1892007.04.27 14:00buy701.002.00372.00122.0137
1902007.04.27 15:07s/l701.002.00122.00122.0137-250.008003.40
1912007.04.30 02:00sell711.001.99431.99681.9843
1922007.04.30 02:38s/l711.001.99681.99681.9843-250.007753.40
1932007.04.30 16:00buy721.002.00011.99762.0101
1942007.04.30 17:02modify721.002.00012.00012.0101
1952007.04.30 17:36s/l721.002.00012.00012.01010.007753.40
1962007.05.02 01:00sell731.001.99792.00041.9879
1972007.05.02 03:26modify731.001.99791.99791.9879
1982007.05.02 07:19modify731.001.99791.99541.9879
1992007.05.02 08:30s/l731.001.99541.99541.9879250.008003.40
2002007.05.04 16:00buy741.001.99331.99082.0033
2012007.05.07 00:36modify741.001.99331.99332.0033
2022007.05.07 05:38modify741.001.99331.99582.0033
2032007.05.07 06:36s/l741.001.99581.99582.0033250.608254.00
2042007.05.08 12:00sell751.001.99251.99501.9825
2052007.05.08 15:12modify751.001.99251.99251.9825
2062007.05.09 09:36s/l751.001.99251.99251.9825-1.608252.40
2072007.05.09 14:00buy761.001.99821.99572.0082
2082007.05.09 15:36s/l761.001.99571.99572.0082-250.008002.40
2092007.05.10 10:00sell771.001.98711.98961.9771
2102007.05.10 10:04modify771.001.98711.98711.9771
2112007.05.10 10:20s/l771.001.98711.98711.97710.008002.40
2122007.05.14 05:00buy781.001.98451.98201.9945
2132007.05.14 07:11s/l781.001.98201.98201.9945-250.007752.40
2142007.05.14 10:00sell791.001.98101.98351.9710
2152007.05.15 14:36s/l791.001.98351.98351.9710-251.607500.80
2162007.05.15 17:00buy801.001.98651.98401.9965
2172007.05.16 09:28s/l801.001.98401.98401.9965-249.407251.40
2182007.05.16 16:00sell811.001.97741.97991.9674
2192007.05.16 17:38modify811.001.97741.97741.9674
2202007.05.16 18:18s/l811.001.97741.97741.96740.007251.40
2212007.05.22 13:00buy821.001.97421.97171.9842
2222007.05.22 16:00modify821.001.97421.97421.9842
2232007.05.22 22:37s/l821.001.97421.97421.98420.007251.40
2242007.05.27 23:00sell831.001.98371.98621.9737
2252007.05.29 07:29s/l831.001.98621.98621.9737-253.206998.20
2262007.05.29 08:00buy841.001.98661.98411.9966
2272007.05.29 08:26modify841.001.98661.98661.9966
2282007.05.29 09:39s/l841.001.98661.98661.99660.006998.20
2292007.05.29 17:00sell851.001.98131.98381.9713
2302007.05.29 18:00modify851.001.98131.98131.9713
2312007.05.29 20:20s/l851.001.98131.98131.97130.006998.20
2322007.05.31 17:00buy861.001.97961.97711.9896
2332007.06.01 07:14s/l861.001.97711.97711.9896-249.406748.80
2342007.06.07 11:00sell871.001.98881.99131.9788
2352007.06.07 12:00modify871.001.98881.98881.9788
2362007.06.07 12:08modify871.001.98881.98631.9788
2372007.06.07 12:38modify871.001.98881.98381.9788
2382007.06.07 16:18t/p871.001.97881.98381.97881000.007748.80
2392007.06.13 10:00sell881.001.96931.97181.9593
2402007.06.13 10:38modify881.001.96931.96931.9593
2412007.06.13 11:27s/l881.001.96931.96931.95930.007748.80
2422007.06.14 01:00buy891.001.97301.97051.9830
2432007.06.14 06:30s/l891.001.97051.97051.9830-250.007498.80
2442007.06.15 13:00buy901.001.97351.97101.9835
2452007.06.15 15:00modify901.001.97351.97351.9835
2462007.06.15 15:01modify901.001.97351.97601.9835
2472007.06.15 16:00s/l901.001.97601.97601.9835250.007748.80
2482007.06.27 05:00sell911.001.99792.00041.9879
2492007.06.27 08:37modify911.001.99791.99791.9879
2502007.06.27 12:28s/l911.001.99791.99791.98790.007748.80
2512007.06.27 21:00buy921.001.99971.99722.0097
2522007.06.28 06:07modify921.001.99971.99972.0097
2532007.06.28 06:36modify921.001.99972.00222.0097
2542007.06.28 07:18s/l921.002.00222.00222.0097251.808000.60
2552007.07.05 07:00sell931.002.01472.01722.0047
2562007.07.05 08:00s/l931.002.01722.01722.0047-250.007750.60
2572007.07.05 12:00buy941.002.01912.01662.0291
2582007.07.05 12:50s/l941.002.01662.01662.0291-250.007500.60
2592007.07.05 14:00sell951.002.01442.01692.0044
2602007.07.05 16:00modify951.002.01442.01442.0044
2612007.07.06 05:54modify951.002.01442.01192.0044
2622007.07.06 08:30s/l951.002.01192.01192.0044248.407749.00