Strategy Tester Report

HG

IBFX-MT4 Demo-1_5 decimal (Build 225)

Symbol | AUDUSD (Australian Dollar vs US Dollar)
Period | 1 Hour (H1) 2009.11.01 23:00 - 2009.12.02 00:00 (2009.11.01 - 2009.12.02)
Model | Control points (a very crude method, the results must not be considered)
Parameters | bSwitchTrend=false; bCloseAll=true; bTradeTenth=true; bVolitility=true; bVCompute=true; nBandsPeriod=20; nTSF20Period=20; nTSF10Period=10; nRiskPercent=5; nSlippage=1; dLotsToTrade=3; dDefaultV=0.5; dMaxV=0.7;

Bars in test | 1521 | Ticks modelled | 13683 | Modelling quality | n/a
Mismatched charts errors | 0 | | | |

Initial deposit | 10000.00 | | | |
Total net profit | 107.75 | Gross profit | 406.60 | Gross loss | -298.85
Profit factor | 1.36 | Expected payoff | 7.18 | |
Absolute drawdown | 144.40 | Maximal drawdown | 186.10 (1.85%) | Relative drawdown | 1.85% (186.10)

Total trades | 15 | Short positions (won %) | 10 (90.00%) | Long positions (won %) | 5 (60.00%)
| Profit trades (% of total) | 12 (80.00%) | Loss trades (% of total) | 3 (20.00%)
Largest | profit trade | 92.80 | loss trade | -128.25
Average | profit trade | 33.88 | loss trade | -99.62
Maximum | consecutive wins (profit in money) | 7 (216.80) | consecutive losses (loss in money) | 1 (-128.25)
Maximal | consecutive profit (count of wins) | 216.80 (7) | consecutive loss (count of losses) | -128.25 (1)
Average | consecutive wins | 4 | consecutive losses | 1

# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance
1 | 2009.11.03 01:20 | buy | 1 | 0.30 | 0.90708 | 0.89817 | 0.91149 |
2 | 2009.11.03 01:45 | close | 1 | 0.10 | 0.90751 | 0.89817 | 0.91149 | 4.30 | 10004.30
3 | 2009.11.03 01:45 | buy | 2 | 0.20 | 0.90708 | 0.89817 | 0.91149 |
4 | 2009.11.03 02:47 | modify | 2 | 0.20 | 0.90708 | 0.89837 | 0.91149 |
5 | 2009.11.03 03:50 | modify | 2 | 0.20 | 0.90708 | 0.89876 | 0.91149 |
6 | 2009.11.03 03:50 | close | 2 | 0.20 | 0.90227 | 0.89876 | 0.91149 | -96.20 | 9908.10
7 | 2009.11.06 06:10 | buy | 3 | 0.30 | 0.91334 | 0.90850 | 0.91593 |
8 | 2009.11.06 07:12 | modify | 3 | 0.30 | 0.91334 | 0.90922 | 0.91593 |
9 | 2009.11.06 07:20 | close | 3 | 0.10 | 0.91460 | 0.90922 | 0.91593 | 12.60 | 9920.70
10 | 2009.11.06 07:20 | buy | 4 | 0.20 | 0.91334 | 0.90922 | 0.91593 |
11 | 2009.11.06 08:22 | modify | 4 | 0.20 | 0.91334 | 0.90984 | 0.91593 |
12 | 2009.11.06 08:33 | t/p | 4 | 0.20 | 0.91593 | 0.90984 | 0.91593 | 51.80 | 9972.50
13 | 2009.11.19 06:10 | sell | 5 | 0.30 | 0.92423 | 0.92688 | 0.91959 |
14 | 2009.11.19 07:12 | modify | 5 | 0.30 | 0.92423 | 0.92600 | 0.91959 |
15 | 2009.11.19 07:46 | close | 5 | 0.10 | 0.92140 | 0.92600 | 0.91959 | 28.30 | 10000.80
16 | 2009.11.19 07:46 | sell | 6 | 0.20 | 0.92423 | 0.92600 | 0.91959 |
17 | 2009.11.19 08:20 | t/p | 6 | 0.20 | 0.91959 | 0.92600 | 0.91959 | 92.80 | 10093.60
18 | 2009.11.25 22:20 | buy | 7 | 0.30 | 0.93120 | 0.92475 | 0.93443 |
19 | 2009.11.25 23:22 | modify | 7 | 0.30 | 0.93120 | 0.92504 | 0.93443 |
20 | 2009.11.26 00:23 | modify | 7 | 0.30 | 0.93120 | 0.92532 | 0.93443 |
21 | 2009.11.26 00:40 | close | 7 | 0.30 | 0.92679 | 0.92532 | 0.93443 | -128.25 | 9965.35
22 | 2009.11.26 03:02 | sell | 8 | 0.30 | 0.92605 | 0.93200 | 0.92214 |
23 | 2009.11.26 03:15 | close | 8 | 0.10 | 0.92552 | 0.93200 | 0.92214 | 5.30 | 9970.65
24 | 2009.11.26 03:15 | sell | 9 | 0.20 | 0.92605 | 0.93200 | 0.92214 |
25 | 2009.11.26 03:50 | close | 9 | 0.10 | 0.92290 | 0.93200 | 0.92214 | 31.50 | 10002.15
26 | 2009.11.26 03:50 | sell | 10 | 0.10 | 0.92605 | 0.93200 | 0.92214 |
27 | 2009.11.26 04:50 | t/p | 10 | 0.10 | 0.92214 | 0.93200 | 0.92214 | 39.10 | 10041.25
28 | 2009.11.27 03:03 | sell | 11 | 0.30 | 0.90450 | 0.91378 | 0.89736 |
29 | 2009.11.27 04:06 | modify | 11 | 0.30 | 0.90450 | 0.91346 | 0.89736 |
30 | 2009.11.27 04:37 | close | 11 | 0.10 | 0.90200 | 0.91346 | 0.89736 | 25.00 | 10066.25
31 | 2009.11.27 04:37 | sell | 12 | 0.20 | 0.90450 | 0.91346 | 0.89736 |
32 | 2009.11.27 05:40 | modify | 12 | 0.20 | 0.90450 | 0.91314 | 0.89736 |
33 | 2009.11.27 06:32 | close | 12 | 0.10 | 0.90060 | 0.91314 | 0.89736 | 39.00 | 10105.25
34 | 2009.11.27 06:32 | sell | 13 | 0.10 | 0.90450 | 0.91314 | 0.89736 |
35 | 2009.11.27 07:15 | close | 13 | 0.10 | 0.89832 | 0.91314 | 0.89736 | 61.80 | 10167.05
36 | 2009.12.01 06:02 | sell | 14 | 0.30 | 0.91391 | 0.91794 | 0.90927 |
37 | 2009.12.01 06:20 | close | 14 | 0.10 | 0.91240 | 0.91794 | 0.90927 | 15.10 | 10182.15
38 | 2009.12.01 06:20 | sell | 15 | 0.20 | 0.91391 | 0.91794 | 0.90927 |
39 | 2009.12.01 07:23 | modify | 15 | 0.20 | 0.91391 | 0.91764 | 0.90927 |
40 | 2009.12.01 08:10 | close | 15 | 0.20 | 0.91763 | 0.91764 | 0.90927 | -74.40 | 10107.75