Strategy Tester Report
System_TLBS
(Build 226)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2010.01.04 00:00 - 2010.07.30 22:00 (2010.01.01 - 2011.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersGMTShift=7; LastSwingPeriodStart=0; LastSwingPeriodStop=5; TradeMaxLifeTime=3; EndTime=16; RiskMaxPc=0.03; Safety=0.0003; RiskRewardRatio=0; MaxSL=0.004;
Bars in test4602Ticks modelled4734659Modelling quality90.00%
Mismatched charts errors0
Initial deposit3000.00
Total net profit4911.20Gross profit11642.70Gross loss-6731.50
Profit factor1.73Expected payoff45.06
Absolute drawdown166.10Maximal drawdown925.00 (11.91%)Relative drawdown21.05% (794.00)
Total trades109Short positions (won %)58 (58.62%)Long positions (won %)51 (56.86%)
Profit trades (% of total)63 (57.80%)Loss trades (% of total)46 (42.20%)
Largestprofit trade730.80loss trade-336.80
Averageprofit trade184.80loss trade-146.34
Maximumconsecutive wins (profit in money)6 (768.40)consecutive losses (loss in money)3 (-709.00)
Maximalconsecutive profit (count of wins)1398.00 (3)consecutive loss (count of losses)-709.00 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.01.07 11:55sell10.801.435291.436801.43083
22010.01.07 14:55close10.801.432781.436801.43083200.803200.80
32010.01.08 14:12sell20.301.428351.432351.42635
42010.01.08 15:30s/l20.301.432351.432351.42635-120.003080.80
52010.01.08 15:30buy30.201.433461.428301.43525
62010.01.08 15:31t/p30.201.435251.428301.4352535.803116.60
72010.01.12 13:10sell40.301.446941.450941.44413
82010.01.12 16:10close40.301.447821.450941.44413-26.403090.20
92010.01.12 16:56buy50.201.451241.446201.45383
102010.01.12 17:48t/p50.201.453831.446201.4538351.803142.00
112010.01.13 12:31buy60.901.451221.449501.45347
122010.01.13 13:14t/p60.901.453471.449501.45347202.503344.50
132010.01.15 13:24sell70.901.437461.439001.43546
142010.01.15 13:53s/l70.901.439001.439001.43546-138.603205.90
152010.01.18 10:41sell80.901.437251.438701.43263
162010.01.18 12:09s/l80.901.438701.438701.43263-130.503075.40
172010.01.18 17:35buy91.101.439591.438201.44313
182010.01.18 17:59s/l91.101.438201.438201.44313-152.902922.50
192010.01.19 11:31sell100.601.438351.440201.43635
202010.01.19 11:46t/p100.601.436351.440201.43635120.003042.50
212010.01.21 09:37sell110.501.409391.411901.40373
222010.01.21 12:37close110.501.404761.411901.40373231.503274.00
232010.01.22 11:47buy120.501.416001.413301.41779
242010.01.22 13:24s/l120.501.413301.413301.41779-135.003139.00
252010.01.25 12:37buy130.401.417451.414401.42007
262010.01.25 15:19s/l130.401.414401.414401.42007-122.003017.00
272010.01.25 17:06sell140.301.412931.416901.41093
282010.01.25 20:06close140.301.414801.416901.41093-56.102960.90
292010.01.26 14:03sell150.301.406851.410851.40485
302010.01.26 17:03close150.301.405971.410851.4048526.402987.30
312010.01.27 09:13sell160.501.405051.407231.40305
322010.01.27 10:28t/p160.501.403051.407231.40305100.003087.30
332010.01.29 15:33sell170.401.393651.396601.38793
342010.01.29 15:45s/l170.401.396601.396601.38793-118.002969.30
352010.02.01 17:03sell180.301.389771.393771.38277
362010.02.01 20:03close180.301.390891.393771.38277-33.602935.70
372010.02.02 12:31buy190.401.395411.392701.39720
382010.02.02 15:31close190.401.394021.392701.39720-55.602880.10
392010.02.05 09:33sell201.401.371281.372101.36240
402010.02.05 12:33close201.401.368291.372101.36240418.603298.70
412010.02.08 18:03buy210.301.370711.366501.37263
422010.02.08 21:03close210.301.368041.366501.37263-80.103218.60
432010.02.09 14:37buy220.301.374751.370601.37654
442010.02.09 14:45t/p220.301.376541.370601.3765453.703272.30
452010.02.10 12:09buy230.401.378271.374921.38287
462010.02.10 14:57sell240.301.375171.379101.36837
472010.02.10 14:57s/l230.401.374921.374921.38287-134.003138.30
482010.02.10 17:16t/p240.301.368371.379101.36837204.003342.30
492010.02.11 13:03sell250.301.373951.377951.37100
502010.02.11 14:21t/p250.301.371001.377951.3710088.503430.80
512010.02.15 12:09buy260.401.361551.358401.36837
522010.02.15 15:09close260.401.360571.358401.36837-39.203391.60
532010.02.15 17:02sell271.301.358951.360001.35337
542010.02.15 18:17s/l271.301.360001.360001.35337-136.503255.10
552010.02.16 17:33buy280.401.368571.365201.37036
562010.02.16 17:48t/p280.401.370361.365201.3703671.603326.70
572010.02.18 09:24sell290.301.356301.359701.34907
582010.02.18 12:24close290.301.358951.359701.34907-79.503247.20
592010.02.23 09:10buy300.501.364021.361571.36581
602010.02.23 09:12t/p300.501.365811.361571.3658189.503336.70
612010.02.24 11:05sell310.301.351251.354831.34630
622010.02.24 12:02s/l310.301.354831.354831.34630-107.403229.30
632010.02.25 14:42sell320.601.347851.350001.34087
642010.02.25 15:45s/l320.601.350001.350001.34087-129.003100.30
652010.02.26 11:35buy330.501.359041.356601.36357
662010.02.26 14:35close330.501.359291.356601.3635712.503112.80
672010.03.03 11:21buy340.301.365751.362101.37097
682010.03.03 12:05s/l340.301.362101.362101.37097-109.503003.30
692010.03.04 16:47sell350.201.363241.368401.36060
702010.03.04 17:16t/p350.201.360601.368401.3606052.803056.10
712010.03.05 15:30sell360.801.357061.358501.35327
722010.03.05 15:37t/p360.801.353271.358501.35327303.203359.30
732010.03.10 13:24buy370.901.359351.357701.36350
742010.03.10 16:24close370.901.362241.357701.36350260.103619.40
752010.03.11 10:40buy380.701.365041.362901.36947
762010.03.11 13:40close380.701.365991.362901.3694766.503685.90
772010.03.15 11:57sell391.001.372641.374101.36823
782010.03.15 14:57close391.001.372431.374101.3682321.003706.90
792010.03.16 13:00buy400.301.370051.365841.37517
802010.03.16 16:00close400.301.372211.365841.3751764.803771.70
812010.03.18 10:25sell410.601.366301.368701.36430
822010.03.18 12:46s/l410.601.368701.368701.36430-144.003627.70
832010.03.19 11:43sell420.501.359401.362201.35670
842010.03.19 12:57t/p420.501.356701.362201.35670135.003762.70
852010.03.22 15:48sell431.101.349441.350801.34720
862010.03.22 15:59t/p431.101.347201.350801.34720246.404009.10
872010.03.23 13:58sell440.701.350431.352701.34843
882010.03.23 14:47t/p440.701.348431.352701.34843140.004149.10
892010.04.01 10:35buy450.501.350651.347401.35807
902010.04.01 13:35close450.501.349541.347401.35807-55.504093.60
912010.04.06 10:11sell460.401.340911.344911.33891
922010.04.06 13:11close460.401.340831.344911.338913.204096.80
932010.04.07 13:55sell470.401.335331.339001.33333
942010.04.07 15:17t/p470.401.333331.339001.3333380.004176.80
952010.04.08 09:02sell480.701.332601.334701.32973
962010.04.08 10:47t/p480.701.329731.334701.32973200.904377.70
972010.04.09 16:38buy490.401.342241.337701.34403
982010.04.09 16:58t/p490.401.344031.337701.3440371.604449.30
992010.04.13 12:36sell500.701.356401.358701.35317
1002010.04.13 13:40s/l500.701.358701.358701.35317-161.004288.30
1012010.04.13 15:54buy510.601.361171.358201.36507
1022010.04.13 16:58s/l510.601.358201.358201.36507-178.204110.10
1032010.04.14 13:31sell520.501.361631.364801.35850
1042010.04.14 16:31close520.501.363141.364801.35850-75.504034.60
1052010.04.15 09:56sell531.101.362861.364301.36073
1062010.04.15 10:18t/p531.101.360731.364301.36073234.304268.90
1072010.04.16 15:56sell540.601.351341.354101.34934
1082010.04.16 16:16t/p540.601.349341.354101.34934120.004388.90
1092010.04.19 12:06sell550.601.343421.346361.34142
1102010.04.19 15:06close550.601.343611.346361.34142-11.404377.50
1112010.04.20 10:52buy560.801.348311.346001.35100
1122010.04.20 12:00t/p560.801.351001.346001.35100215.204592.70
1132010.04.21 13:48sell570.301.339471.344101.33747
1142010.04.21 14:31t/p570.301.337471.344101.3374760.004652.70
1152010.04.22 12:05sell580.401.339291.343291.33510
1162010.04.22 12:49t/p580.401.335101.343291.33510167.604820.30
1172010.04.26 10:01buy591.501.338061.336591.34367
1182010.04.26 10:57s/l591.501.336591.336591.34367-220.504599.80
1192010.04.27 09:08buy601.301.337971.336431.34297
1202010.04.27 09:14s/l601.301.336431.336431.34297-200.204399.60
1212010.04.29 11:40buy610.401.323971.320201.32787
1222010.04.29 14:40close610.401.326531.320201.32787102.404502.00
1232010.05.03 17:30sell620.501.320361.323401.31647
1242010.05.03 18:08t/p620.501.316471.323401.31647194.504696.50
1252010.05.05 14:00sell630.401.293141.297141.28620
1262010.05.05 15:56t/p630.401.286201.297141.28620277.604974.10
1272010.05.07 10:13sell641.601.267481.268631.25367
1282010.05.07 10:13s/l641.601.268631.268631.25367-184.004790.10
1292010.05.07 10:41buy650.201.273911.265601.28587
1302010.05.07 13:41close650.201.278351.265601.2858788.804878.90
1312010.05.11 09:12sell660.401.270291.274291.26180
1322010.05.11 10:16s/l660.401.274291.274291.26180-160.004718.90
1332010.05.13 10:43sell670.601.264501.267401.25910
1342010.05.13 11:43t/p670.601.259101.267401.25910324.005042.90
1352010.05.14 11:01sell680.501.251551.254901.24760
1362010.05.14 12:05t/p680.501.247601.254901.24760197.505240.40
1372010.05.17 10:47sell690.401.226521.230601.21443
1382010.05.17 12:11s/l690.401.230601.230601.21443-163.205077.20
1392010.05.18 14:50buy700.501.243601.240001.24907
1402010.05.18 15:33s/l700.501.240001.240001.24907-180.004897.20
1412010.05.18 20:05sell710.401.232291.236291.22573
1422010.05.18 21:01t/p710.401.225731.236291.22573262.405159.60
1432010.05.20 09:37buy721.101.235671.233801.24763
1442010.05.20 12:37close721.101.239351.233801.24763404.805564.40
1452010.05.24 10:58sell731.401.247851.249301.24263
1462010.05.24 11:18t/p731.401.242631.249301.24263730.806295.20
1472010.05.25 13:00sell741.201.218731.220571.21273
1482010.05.25 14:20s/l741.201.220571.220571.21273-220.806074.40
1492010.05.26 09:17buy750.601.229371.225901.23930
1502010.05.26 12:17close750.601.233051.225901.23930220.806295.20
1512010.05.27 18:51buy760.201.234651.225801.24290
1522010.05.27 21:51close760.201.238381.225801.2429074.606369.80
1532010.05.28 11:11buy770.501.236761.232551.23910
1542010.05.28 11:30t/p770.501.239101.232551.23910117.006486.80
1552010.05.31 09:02sell780.601.230261.233931.22367
1562010.05.31 12:02close780.601.230281.233931.22367-1.206485.60
1572010.06.01 17:21buy790.301.228441.221301.23077
1582010.06.01 17:27t/p790.301.230771.221301.2307769.906555.50
1592010.06.02 12:40buy800.601.225031.221301.23363
1602010.06.02 14:13s/l800.601.221301.221301.23363-223.806331.70
1612010.06.04 13:33sell810.801.216521.219201.21133
1622010.06.04 14:13t/p810.801.211331.219201.21133415.206746.90
1632010.06.07 11:05sell820.601.191431.195431.17780
1642010.06.07 11:38s/l820.601.195431.195431.17780-240.006506.90
1652010.06.08 18:20buy830.501.198221.194011.20063
1662010.06.08 18:57t/p830.501.200631.194011.20063120.506627.40
1672010.06.09 13:18buy841.101.197771.195531.20007
1682010.06.09 14:57t/p841.101.200071.195531.20007253.006880.40
1692010.06.11 09:09buy851.401.211071.209101.21587
1702010.06.11 11:11s/l851.401.209101.209101.21587-275.806604.60
1712010.06.14 11:43buy860.601.220741.216901.22400
1722010.06.14 12:32t/p860.601.224001.216901.22400195.606800.20
1732010.06.22 12:18sell870.601.228101.232101.22383
1742010.06.22 15:18close870.601.226311.232101.22383107.406907.60
1752010.06.23 16:22sell880.901.225881.228701.22313
1762010.06.23 16:38t/p880.901.223131.228701.22313247.507155.10
1772010.06.23 21:29buy890.701.230401.226601.23219
1782010.06.23 21:32t/p890.701.232191.226601.23219125.307280.40
1792010.06.24 15:04sell900.901.227001.229801.22500
1802010.06.24 15:47s/l900.901.229801.229801.22500-252.007028.40
1812010.06.24 18:45buy911.201.233641.231301.23930
1822010.06.24 21:45close911.201.233441.231301.23930-24.007004.40
1832010.06.25 11:32sell920.801.230581.233601.22613
1842010.06.25 12:49t/p920.801.226131.233601.22613356.007360.40
1852010.06.25 18:57buy930.501.233571.228601.23823
1862010.06.25 20:35t/p930.501.238231.228601.23823233.007593.40
1872010.06.29 16:34sell940.701.217201.221000.00030
1882010.06.29 19:34close940.701.219441.221000.00030-156.807436.60
1892010.06.30 09:29buy952.201.222311.220901.22690
1902010.06.30 11:43s/l952.201.220901.220901.22690-310.207126.40
1912010.07.01 09:40sell961.001.219881.222301.21650
1922010.07.01 10:31s/l961.001.222301.222301.21650-242.006884.40
1932010.07.02 14:51buy970.901.253401.250401.26340
1942010.07.02 17:51close970.901.259091.250401.26340512.107396.50
1952010.07.05 10:14buy980.601.255221.251011.26027
1962010.07.05 13:14close980.601.252141.251011.26027-184.807211.70
1972010.07.06 09:13buy990.801.256141.252571.25793
1982010.07.06 09:48t/p990.801.257931.252571.25793143.207354.90
1992010.07.07 10:01sell1001.401.257401.259301.25217
2002010.07.07 13:01close1001.401.256531.259301.25217121.807476.70
2012010.07.08 11:46buy1011.601.266291.264401.27063
2022010.07.08 13:23s/l1011.601.264401.264401.27063-302.407174.30
2032010.07.09 11:49sell1021.201.267601.269701.26457
2042010.07.09 14:49close1021.201.266911.269701.2645782.807257.10
2052010.07.14 18:03buy1030.601.273981.269771.27927
2062010.07.14 21:03close1030.601.273501.269771.27927-28.807228.30
2072010.07.16 10:05buy1040.701.292531.288321.30027
2082010.07.16 13:05close1040.701.297301.288321.30027333.907562.20
2092010.07.21 11:11sell1050.701.286621.290621.28060
2102010.07.21 13:34t/p1050.701.280601.290621.28060421.407983.60
2112010.07.23 11:01buy1060.701.291411.287201.29617
2122010.07.23 11:36t/p1060.701.296171.287201.29617333.208316.80
2132010.07.26 09:19buy1070.801.294141.289931.29950
2142010.07.26 11:27s/l1070.801.289931.289931.29950-336.807980.00
2152010.07.27 14:07buy1080.701.302501.298291.30507
2162010.07.27 16:22s/l1080.701.298291.298291.30507-294.707685.30
2172010.07.29 11:10buy1090.901.304991.301621.30750
2182010.07.29 11:30t/p1090.901.307501.301621.30750225.907911.20