Strategy Tester Report
Swap EA v1.0 (6)
GKFX-FX-CFD Live (Build 765)

SymbolSP500 (SP 500 Rolling (1 LOT = USD 1 per FULL point))
Period5 Minutes (M5) 2014.01.02 06:00 - 2014.12.31 16:55 (2014.01.01 - 2015.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersinp1="(1) Sell trade
"; inp1_PriceOffset=15; inp1_VolumeSize=10; inp1_StopLossPips=70; inp1_TakeProfitPips=30; inp1_ExpHours=1; inp2="(2) Sell trade time filter"; inp2_TimeStart="00:00:00"; inp2_TimeEnd="23:59:59"; inp3="(3) Buy trade"; inp3_PriceOffset=15; inp3_VolumeSize=10; inp3_StopLossPips=70; inp3_TakeProfitPips=30; inp3_ExpHours=1; inp4="(4) Buy trade time filter"; inp4_TimeStart="00:00:00"; inp4_TimeEnd="23:59:59"; inp10="(10) Set scaled exit
"; inp10_FlagValue=true; inp11="(11) Set trailing stop"; inp11_FlagValue=true; MagicStart=7838;
Bars in test65375Ticks modelled1263170Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (4)
Total net profit406.00Gross profit406.00Gross loss-0.00
Profit factorExpected payoff7.81
Absolute drawdown4.00Maximal drawdown70.00 (0.68%)Relative drawdown0.68% (70.00)
Total trades52Short positions (won %)28 (100.00%)Long positions (won %)24 (100.00%)
Profit trades (% of total)52 (100.00%)Loss trades (% of total)0 (0.00%)
Largestprofit trade20.00loss trade-0.00
Averageprofit trade7.81loss trade-0.00
Maximumconsecutive wins (profit in money)52 (406.00)consecutive losses (loss in money)0 (-0.00)
Maximalconsecutive profit (count of wins)406.00 (52)consecutive loss (count of losses)-0.00 (0)
Averageconsecutive wins52consecutive losses0
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12014.01.02 06:05buy stop110.001838.31831.31841.3
22014.01.02 06:24buy110.001838.31831.31841.3
32014.01.02 06:30close15.001839.91831.31841.38.0010008.00
42014.01.02 06:30buy25.001838.31831.31841.3
52014.01.02 06:30modify25.001838.31838.31842.3
62014.01.02 06:51modify25.001838.31838.71842.3
72014.01.02 06:54modify25.001838.31838.91842.3
82014.01.02 06:57s/l25.001838.91838.91842.33.0010011.00
92014.01.03 09:35buy stop310.001830.81823.81833.8
102014.01.03 09:36buy310.001830.81823.81833.8
112014.01.03 10:02close35.001832.41823.81833.88.0010019.00
122014.01.03 10:02buy45.001830.81823.81833.8
132014.01.03 10:02modify45.001830.81830.81834.8
142014.01.03 10:02modify45.001830.81831.21834.8
152014.01.03 10:06s/l45.001831.21831.21834.82.0010021.00
162014.01.17 09:45sell stop510.001836.01843.01833.0
172014.01.17 09:47sell510.001836.01843.01833.0
182014.01.17 09:50close55.001834.41843.01833.08.0010029.00
192014.01.17 09:50sell65.001836.01843.01833.0
202014.01.17 09:50modify65.001836.01836.01832.0
212014.01.17 09:56s/l65.001836.01836.01832.00.0010029.00
222014.01.30 18:05buy stop710.001785.11778.11788.1
232014.01.30 19:05expiration710.001785.11778.11788.1
242014.01.31 05:45sell stop810.001770.31777.31767.3
252014.01.31 06:31sell810.001770.31777.31767.3
262014.01.31 06:36close85.001768.71777.31767.38.0010037.00
272014.01.31 06:36sell95.001770.31777.31767.3
282014.01.31 06:36modify95.001770.31770.31766.3
292014.01.31 06:37modify95.001770.31770.01766.3
302014.01.31 06:37modify95.001770.31769.81766.3
312014.01.31 06:37modify95.001770.31769.51766.3
322014.01.31 06:37modify95.001770.31769.11766.3
332014.01.31 06:37modify95.001770.31768.81766.3
342014.01.31 06:38modify95.001770.31768.51766.3
352014.01.31 06:38modify95.001770.31768.31766.3
362014.01.31 06:38t/p95.001766.31768.31766.320.0010057.00
372014.02.25 09:35sell stop1010.001843.81850.81840.8
382014.02.25 09:35sell1010.001843.81850.81840.8
392014.02.25 09:36close105.001842.21850.81840.88.0010065.00
402014.02.25 09:36sell115.001843.81850.81840.8
412014.02.25 09:36modify115.001843.81843.81839.8
422014.02.25 09:37s/l115.001843.81843.81839.80.0010065.00
432014.02.28 11:40sell stop1210.001861.81868.81858.8
442014.02.28 11:52delete1210.001861.81868.81858.8
452014.03.03 08:05sell stop1310.001841.51848.51838.5
462014.03.03 08:10sell1310.001841.51848.51838.5
472014.03.03 08:39close135.001839.71848.51838.59.0010074.00
482014.03.03 08:39sell145.001841.51848.51838.5
492014.03.03 08:39modify145.001841.51841.51837.5
502014.03.03 08:40modify145.001841.51841.01837.5
512014.03.03 08:40modify145.001841.51840.81837.5
522014.03.03 08:44modify145.001841.51840.51837.5
532014.03.03 08:44modify145.001841.51840.31837.5
542014.03.03 08:48s/l145.001840.31840.31837.56.0010080.00
552014.03.13 04:25buy stop1510.001870.81863.81873.8
562014.03.13 04:37buy1510.001870.81863.81873.8
572014.03.13 05:04close155.001872.51863.81873.88.5010088.50
582014.03.13 05:04buy165.001870.81863.81873.8
592014.03.13 05:04modify165.001870.81870.81874.8
602014.03.13 05:17modify165.001870.81871.21874.8
612014.03.13 05:29modify165.001870.81871.41874.8
622014.03.13 05:30modify165.001870.81871.71874.8
632014.03.13 05:31modify165.001870.81871.81874.8
642014.03.13 05:31modify165.001870.81871.91874.8
652014.03.13 05:45s/l165.001871.91871.91874.85.5010094.00
662014.03.23 18:05buy stop1710.001859.01852.01862.0
672014.03.23 19:06expiration1710.001859.01852.01862.0
682014.04.08 15:15buy stop1810.001845.01838.01848.0
692014.04.08 15:24buy1810.001845.01838.01848.0
702014.04.08 15:35close185.001846.61838.01848.08.0010102.00
712014.04.08 15:35buy195.001845.01838.01848.0
722014.04.08 15:35modify195.001845.01845.01849.0
732014.04.08 15:35modify195.001845.01845.31849.0
742014.04.08 15:35modify195.001845.01845.41849.0
752014.04.08 15:41modify195.001845.01845.71849.0
762014.04.08 15:52s/l195.001845.71845.71849.03.5010105.50
772014.04.10 14:10sell stop2010.001837.81844.81834.8
782014.04.10 14:13delete2010.001837.81844.81834.8
792014.04.14 11:15buy stop2110.001826.01819.01829.0
802014.04.14 11:31buy2110.001826.01819.01829.0
812014.04.14 12:36close215.001827.81819.01829.09.0010114.50
822014.04.14 12:36buy225.001826.01819.01829.0
832014.04.14 12:36modify225.001826.01826.01830.0
842014.04.14 12:45s/l225.001826.01826.01830.00.0010114.50
852014.04.25 14:25buy stop2310.001856.51849.51859.5
862014.04.25 14:30delete2310.001856.51849.51859.5
872014.04.28 09:35sell stop2410.001863.31870.31860.3
882014.04.28 09:36sell2410.001863.31870.31860.3
892014.04.28 09:39close245.001861.41870.31860.39.5010124.00
902014.04.28 09:39sell255.001863.31870.31860.3
912014.04.28 09:39modify255.001863.31863.31859.3
922014.04.28 09:39modify255.001863.31863.01859.3
932014.04.28 09:40modify255.001863.31862.51859.3
942014.04.28 09:41modify255.001863.31862.31859.3
952014.04.28 09:44modify255.001863.31862.01859.3
962014.04.28 09:48modify255.001863.31861.81859.3
972014.04.28 09:49modify255.001863.31861.61859.3
982014.04.28 09:49modify255.001863.31861.31859.3
992014.04.28 09:49t/p255.001859.31861.31859.320.0010144.00
1002014.05.07 15:55sell stop2610.001870.51877.51867.5
1012014.05.07 15:57delete2610.001870.51877.51867.5
1022014.05.13 08:35buy stop2710.001896.51889.51899.5
1032014.05.13 08:38delete2710.001896.51889.51899.5
1042014.05.13 10:20sell stop2810.001894.51901.51891.5
1052014.05.13 10:29delete2810.001894.51901.51891.5
1062014.07.22 16:35buy stop2910.001977.01970.01980.0
1072014.07.22 16:38delete2910.001977.01970.01980.0
1082014.07.29 15:05buy stop3010.001971.01964.01974.0
1092014.07.29 15:25delete3010.001971.01964.01974.0
1102014.08.01 11:15buy stop3110.001921.01914.01924.0
1112014.08.01 11:18delete3110.001921.01914.01924.0
1122014.08.05 11:25sell stop3210.001926.81933.81923.8
1132014.08.05 11:34sell3210.001926.81933.81923.8
1142014.08.05 11:47close325.001925.21933.81923.88.0010152.00
1152014.08.05 11:47sell335.001926.81933.81923.8
1162014.08.05 11:47modify335.001926.81926.81922.8
1172014.08.05 11:48modify335.001926.81926.41922.8
1182014.08.05 11:48modify335.001926.81926.31922.8
1192014.08.05 11:48modify335.001926.81926.01922.8
1202014.08.05 11:53s/l335.001926.01926.01922.84.0010156.00
1212014.08.07 09:00buy stop3410.001921.81914.81924.8
1222014.08.07 09:03buy3410.001921.81914.81924.8
1232014.08.07 09:19close345.001923.41914.81924.88.0010164.00
1242014.08.07 09:19buy355.001921.81914.81924.8
1252014.08.07 09:19modify355.001921.81921.81925.8
1262014.08.07 09:20modify355.001921.81922.21925.8
1272014.08.07 09:20modify355.001921.81922.41925.8
1282014.08.07 09:21modify355.001921.81922.71925.8
1292014.08.07 09:32modify355.001921.81923.01925.8
1302014.08.07 09:32modify355.001921.81923.31925.8
1312014.08.07 09:32modify355.001921.81923.71925.8
1322014.08.07 09:32s/l355.001923.71923.71925.89.5010173.50
1332014.08.07 10:40sell stop3610.001920.31927.31917.3
1342014.08.07 10:42sell3610.001920.31927.31917.3
1352014.08.07 10:44close365.001918.71927.31917.38.0010181.50
1362014.08.07 10:44sell375.001920.31927.31917.3
1372014.08.07 10:44modify375.001920.31920.31916.3
1382014.08.07 10:45modify375.001920.31920.01916.3
1392014.08.07 10:45modify375.001920.31919.71916.3
1402014.08.07 10:45modify375.001920.31919.41916.3
1412014.08.07 10:45modify375.001920.31919.31916.3
1422014.08.07 10:47s/l375.001919.31919.31916.35.0010186.50
1432014.08.15 11:00buy stop3810.001949.81942.81952.8
1442014.08.15 11:10buy3810.001949.81942.81952.8
1452014.08.15 11:12close385.001951.61942.81952.89.0010195.50
1462014.08.15 11:12buy395.001949.81942.81952.8
1472014.08.15 11:12modify395.001949.81949.81953.8
1482014.08.15 11:12modify395.001949.81950.21953.8
1492014.08.15 11:13s/l395.001950.21950.21953.82.0010197.50
1502014.08.22 12:05sell stop4010.001985.01992.01982.0
1512014.08.22 12:20delete4010.001985.01992.01982.0
1522014.08.28 07:10sell stop4110.001989.81996.81986.8
1532014.08.28 07:15delete4110.001989.81996.81986.8
1542014.09.24 10:15buy stop4210.001974.51967.51977.5
1552014.09.24 10:20delete4210.001974.51967.51977.5
1562014.09.25 10:50buy stop4310.001966.01959.01969.0
1572014.09.25 10:50buy4310.001966.01959.01969.0
1582014.09.25 11:09close435.001967.61959.01969.08.0010205.50
1592014.09.25 11:09buy445.001966.01959.01969.0
1602014.09.25 11:09modify445.001966.01966.01970.0
1612014.09.25 11:09modify445.001966.01966.41970.0
1622014.09.25 11:10s/l445.001966.41966.41970.02.0010207.50
1632014.09.30 13:10sell stop4510.001967.31974.31964.3
1642014.09.30 13:20sell4510.001967.31974.31964.3
1652014.09.30 13:31close455.001965.71974.31964.38.0010215.50
1662014.09.30 13:31sell465.001967.31974.31964.3
1672014.09.30 13:31modify465.001967.31967.31963.3
1682014.09.30 13:34modify465.001967.31967.01963.3
1692014.09.30 13:35modify465.001967.31966.81963.3
1702014.09.30 13:41modify465.001967.31966.51963.3
1712014.09.30 13:43modify465.001967.31966.31963.3
1722014.09.30 13:44modify465.001967.31966.11963.3
1732014.09.30 13:44modify465.001967.31965.71963.3
1742014.09.30 13:44modify465.001967.31965.61963.3
1752014.09.30 13:44modify465.001967.31965.31963.3
1762014.09.30 13:45t/p465.001963.31965.31963.320.0010235.50
1772014.09.30 16:10buy stop4710.001965.31958.31968.3
1782014.09.30 16:42delete4710.001965.31958.31968.3
1792014.10.09 05:51buy stop4810.001968.81961.81971.8
1802014.10.09 06:27delete4810.001968.81961.81971.8
1812014.10.15 04:05buy stop4910.001872.01865.01875.0
1822014.10.15 04:12delete4910.001872.01865.01875.0
1832014.10.15 07:40buy stop5010.001862.31855.31865.3
1842014.10.15 07:44buy5010.001862.31855.31865.3
1852014.10.15 08:22close505.001864.01855.31865.38.5010244.00
1862014.10.15 08:22buy515.001862.31855.31865.3
1872014.10.15 08:22modify515.001862.31862.31866.3
1882014.10.15 08:22modify515.001862.31862.61866.3
1892014.10.15 08:22modify515.001862.31862.81866.3
1902014.10.15 08:22modify515.001862.31863.01866.3
1912014.10.15 08:22modify515.001862.31863.21866.3
1922014.10.15 08:23s/l515.001863.21863.21866.34.5010248.50
1932014.10.15 12:55buy stop5210.001832.81825.81835.8
1942014.10.15 12:59delete5210.001832.81825.81835.8
1952014.10.15 18:05sell stop5310.001844.81851.81841.8
1962014.10.15 18:30sell5310.001844.81851.81841.8
1972014.10.15 18:34close535.001843.21851.81841.88.0010256.50
1982014.10.15 18:34sell545.001844.81851.81841.8
1992014.10.15 18:34modify545.001844.81844.81840.8
2002014.10.15 18:34modify545.001844.81844.51840.8
2012014.10.15 18:34modify545.001844.81844.31840.8
2022014.10.15 18:34modify545.001844.81844.01840.8
2032014.10.15 18:45s/l545.001844.01844.01840.84.0010260.50
2042014.10.16 13:30sell stop5510.001862.51869.51859.5
2052014.10.16 13:39delete5510.001862.51869.51859.5
2062014.10.21 09:55sell stop5610.001913.81920.81910.8
2072014.10.21 10:12delete5610.001913.81920.81910.8
2082014.10.23 04:10sell stop5710.001934.81941.81931.8
2092014.10.23 04:53sell5710.001934.81941.81931.8
2102014.10.23 06:26close575.001933.11941.81931.88.5010269.00
2112014.10.23 06:26sell585.001934.81941.81931.8
2122014.10.23 06:26modify585.001934.81934.81930.8
2132014.10.23 06:26modify585.001934.81934.31930.8
2142014.10.23 06:29modify585.001934.81934.01930.8
2152014.10.23 06:30modify585.001934.81933.81930.8
2162014.10.23 06:30modify585.001934.81933.61930.8
2172014.10.23 06:34modify585.001934.81933.31930.8
2182014.10.23 06:36modify585.001934.81933.01930.8
2192014.10.23 06:37modify585.001934.81932.81930.8
2202014.10.23 06:37t/p585.001930.81932.81930.820.0010289.00
2212014.10.27 11:15sell stop5910.001954.81961.81951.8
2222014.10.27 11:19sell5910.001954.81961.81951.8
2232014.10.27 11:35close595.001953.21961.81951.88.0010297.00
2242014.10.27 11:35sell605.001954.81961.81951.8
2252014.10.27 11:35modify605.001954.81954.81950.8
2262014.10.27 11:36modify605.001954.81954.51950.8
2272014.10.27 11:36modify605.001954.81954.31950.8
2282014.10.27 11:39modify605.001954.81954.11950.8
2292014.10.27 11:39modify605.001954.81953.91950.8
2302014.10.27 11:39modify605.001954.81953.81950.8
2312014.10.27 11:39modify605.001954.81953.61950.8
2322014.10.27 11:39modify605.001954.81953.41950.8
2332014.10.27 11:39modify605.001954.81953.31950.8
2342014.10.27 11:39modify605.001954.81953.11950.8
2352014.10.27 11:39modify605.001954.81952.81950.8
2362014.10.27 11:45t/p605.001950.81952.81950.820.0010317.00
2372014.10.29 14:55buy stop6110.001970.01963.01973.0
2382014.10.29 14:57buy6110.001970.01963.01973.0
2392014.10.29 14:58close615.001971.91963.01973.09.5010326.50
2402014.10.29 14:58buy625.001970.01963.01973.0
2412014.10.29 14:58modify625.001970.01970.01974.0
2422014.10.29 14:58modify625.001970.01970.31974.0
2432014.10.29 14:58modify625.001970.01970.71974.0
2442014.10.29 15:00s/l625.001970.71970.71974.03.5010330.00
2452014.10.30 05:25buy stop6310.001971.51964.51974.5
2462014.10.30 05:34delete6310.001971.51964.51974.5
2472014.11.05 10:05buy stop6410.002015.02008.02018.0
2482014.11.05 10:09buy6410.002015.02008.02018.0
2492014.11.05 12:02close645.002016.62008.02018.08.0010338.00
2502014.11.05 12:02buy655.002015.02008.02018.0
2512014.11.05 12:02modify655.002015.02015.02019.0
2522014.11.05 12:02modify655.002015.02015.42019.0
2532014.11.05 12:02modify655.002015.02015.72019.0
2542014.11.05 12:02modify655.002015.02015.92019.0
2552014.11.05 12:19s/l655.002015.92015.92019.04.5010342.50
2562014.11.17 10:30sell stop6610.002036.52043.52033.5
2572014.11.17 10:33sell6610.002036.52043.52033.5
2582014.11.17 10:47close665.002034.92043.52033.58.0010350.50
2592014.11.17 10:47sell675.002036.52043.52033.5
2602014.11.17 10:47modify675.002036.52036.52032.5
2612014.11.17 10:47modify675.002036.52036.12032.5
2622014.11.17 10:54s/l675.002036.12036.12032.52.0010352.50
2632014.12.08 15:30sell stop6810.002059.52066.52056.5
2642014.12.08 15:31sell6810.002059.52066.52056.5
2652014.12.08 21:20close685.002057.92066.52056.58.0010360.50
2662014.12.08 21:20sell695.002059.52066.52056.5
2672014.12.08 21:20modify695.002059.52059.52055.5
2682014.12.08 21:20modify695.002059.52059.22055.5
2692014.12.08 21:20modify695.002059.52058.82055.5
2702014.12.08 21:21modify695.002059.52058.62055.5
2712014.12.08 21:21modify695.002059.52058.52055.5
2722014.12.08 21:25modify695.002059.52058.32055.5
2732014.12.08 21:43modify695.002059.52058.02055.5
2742014.12.08 21:54modify695.002059.52057.82055.5
2752014.12.08 21:59modify695.002059.52057.52055.5
2762014.12.08 22:49t/p695.002055.52057.52055.520.0010380.50
2772014.12.09 13:55buy stop7010.002056.02049.02059.0
2782014.12.09 14:06buy7010.002056.02049.02059.0
2792014.12.09 15:42close705.002057.62049.02059.08.0010388.50
2802014.12.09 15:42buy715.002056.02049.02059.0
2812014.12.09 15:42modify715.002056.02056.02060.0
2822014.12.09 15:42modify715.002056.02056.42060.0
2832014.12.09 15:43modify715.002056.02056.62060.0
2842014.12.09 15:43modify715.002056.02056.72060.0
2852014.12.09 15:49modify715.002056.02056.92060.0
2862014.12.09 15:49modify715.002056.02057.32060.0
2872014.12.09 15:49modify715.002056.02057.52060.0
2882014.12.09 15:49modify715.002056.02057.72060.0
2892014.12.09 15:51s/l715.002057.72057.72060.08.5010397.00
2902014.12.15 10:00buy stop7210.002016.52009.52019.5
2912014.12.15 10:00delete7210.002016.52009.52019.5
2922014.12.19 06:20sell stop7310.002069.02076.02066.0
2932014.12.19 06:25sell7310.002069.02076.02066.0
2942014.12.19 06:34close735.002067.22076.02066.09.0010406.00
2952014.12.19 06:34sell745.002069.02076.02066.0
2962014.12.19 06:34modify745.002069.02069.02065.0
2972014.12.19 06:43s/l745.002069.02069.02065.00.0010406.00