Strategy Tester Report
BOB's MTF LWMA's Bot Prototype Mk 1
GCMFX-Demo (Build 507)

SymbolAUDJPY (Australian Dollar vs Japanise Yen)
Period5 Minutes (M5) 2013.08.01 00:00 - 2013.08.30 21:55 (2013.08.01 - 2013.08.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersPrimary_Long_15min_Filter=5; Secondary_Long_15min_Filter=23; Primary_Long_1hr_Filter=5; Secondary_Long_1hr_Filter=15; Primary_Long_4hr_Filter=3; Secondary_Long_4hr_Filter=24; Primary_Long_Daily_Filter=3; Secondary_Long_Daily_Filter=5; Long_Entry_LWMA=3; Long_FMA=5; Long_SMA=21; BuyLots27=0.1; BuySlippage27=4; BuyStoploss27=50; BuyTakeprofit27=50; Visual_Support_Level=65; Primary_Short_15min_Filter=7; Secondary_Short_15min_Filter=9; Primary_Short_1hr_Filter=4; Secondary_Short_1hr_Filter=17; Primary_Short_4hr_Filter=8; Secondary_Short_4hr_Filter=21; Primary_Short_Daily_Filter=3; Secondary_Short_Daily_Filter=9; Short_Entry_LWMA=3; Short_FMA=13; Short_SMA=19; SellLots26=0.1; SellSlippage26=4; SellStoploss26=40; SellTakeprofit26=75; Visual_Resistance_Leve=65;
Bars in test7297Ticks modelled1952552Modelling qualityn/a
Mismatched charts errors233
Initial deposit1000.00
Total net profit578.90Gross profit907.97Gross loss-329.06
Profit factor2.76Expected payoff27.57
Absolute drawdown21.06Maximal drawdown114.67 (9.61%)Relative drawdown9.61% (114.67)
Total trades21Short positions (won %)11 (72.73%)Long positions (won %)10 (60.00%)
Profit trades (% of total)14 (66.67%)Loss trades (% of total)7 (33.33%)
Largestprofit trade76.30loss trade-50.90
Averageprofit trade64.85loss trade-47.01
Maximumconsecutive wins (profit in money)3 (222.53)consecutive losses (loss in money)2 (-86.17)
Maximalconsecutive profit (count of wins)222.53 (3)consecutive loss (count of losses)-86.17 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12013.08.02 21:40sell10.1088.06588.46587.315
22013.08.06 01:48t/p10.1087.31588.46587.31573.111073.11
32013.08.06 02:55sell20.1087.48487.88486.734
42013.08.06 05:29s/l20.1087.88487.88486.734-40.691032.42
52013.08.06 13:35sell30.1088.01188.41187.261
62013.08.07 02:03t/p30.1087.26188.41187.26174.711107.13
72013.08.07 03:15sell40.1087.28687.68686.536
82013.08.07 08:39t/p40.1086.53687.68686.53676.301183.43
92013.08.07 10:10sell50.1086.68087.08085.930
102013.08.07 16:30s/l50.1087.08087.08085.930-40.701142.73
112013.08.07 20:45sell60.1086.73587.13585.985
122013.08.08 01:07s/l60.1087.13587.13585.985-45.471097.26
132013.08.09 02:15buy70.1087.96087.46088.460
142013.08.09 08:08t/p70.1088.46087.46088.46050.901148.16
152013.08.09 08:45buy80.1088.33787.83788.837
162013.08.12 03:25t/p80.1088.83787.83788.83751.601199.76
172013.08.12 04:30buy90.1088.80488.30489.304
182013.08.12 18:07s/l90.1088.30488.30489.304-50.901148.86
192013.08.12 22:35buy100.1088.59588.09589.095
202013.08.13 06:22t/p100.1089.09588.09589.09551.601200.47
212013.08.13 07:05buy110.1088.98888.48889.488
222013.08.13 10:25t/p110.1089.48888.48889.48850.901251.37
232013.08.13 12:15buy120.1089.46488.96489.964
242013.08.15 02:48t/p120.1089.96488.96489.96453.711305.08
252013.08.15 03:10buy130.1089.71489.21490.214
262013.08.15 14:59s/l130.1089.21489.21490.214-50.901254.18
272013.08.16 14:00buy140.1089.46388.96389.963
282013.08.19 01:03t/p140.1089.96388.96389.96351.601305.78
292013.08.19 01:30buy150.1089.83089.33090.330
302013.08.19 17:35s/l150.1089.33089.33090.330-50.901254.88
312013.08.20 01:35sell160.1089.01589.41588.265
322013.08.20 05:03t/p160.1088.26589.41588.26576.301331.18
332013.08.20 06:05sell170.1088.36788.76787.617
342013.08.20 08:39t/p170.1087.61788.76787.61776.301407.48
352013.08.20 12:30sell180.1088.16088.56087.410
362013.08.22 01:25t/p180.1087.41088.56087.41069.931477.41
372013.08.23 01:15buy190.1089.11988.61989.619
382013.08.27 00:35s/l190.1088.61988.61989.619-49.501427.91
392013.08.27 07:55sell200.1087.91088.31087.160
402013.08.27 15:21t/p200.1087.16088.31087.16076.291504.20
412013.08.27 16:30sell210.1087.22787.62786.477
422013.08.28 04:36t/p210.1086.47787.62786.47774.711578.90