Strategy Tester Report

HG

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

Symbol | EURUSD (Euro 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 | 1523 | Ticks modelled | 13713 | Modelling quality | n/a
Mismatched charts errors | 114 | | | |

Initial deposit | 10000.00 | | | |
Total net profit | 67.13 | Gross profit | 509.50 | Gross loss | -442.38
Profit factor | 1.15 | Expected payoff | 3.36 | |
Absolute drawdown | 242.79 | Maximal drawdown | 276.19 (2.74%) | Relative drawdown | 2.74% (276.19)

Total trades | 20 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 9 (77.78%)
| Profit trades (% of total) | 15 (75.00%) | Loss trades (% of total) | 5 (25.00%)
Largest | profit trade | 89.80 | loss trade | -181.89
Average | profit trade | 33.97 | loss trade | -88.48
Maximum | consecutive wins (profit in money) | 6 (206.10) | consecutive losses (loss in money) | 2 (-211.99)
Maximal | consecutive profit (count of wins) | 206.10 (6) | consecutive loss (count of losses) | -211.99 (2)
Average | consecutive wins | 4 | consecutive losses | 1

# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance
1 | 2009.11.02 19:13 | sell | 1 | 0.30 | 1.47412 | 1.48437 | 1.46775 |
2 | 2009.11.02 20:15 | modify | 1 | 0.30 | 1.47412 | 1.48415 | 1.46775 |
3 | 2009.11.02 21:17 | modify | 1 | 0.30 | 1.47412 | 1.48369 | 1.46775 |
4 | 2009.11.02 22:20 | modify | 1 | 0.30 | 1.47412 | 1.48325 | 1.46775 |
5 | 2009.11.02 23:22 | modify | 1 | 0.30 | 1.47412 | 1.48283 | 1.46775 |
6 | 2009.11.03 00:15 | close | 1 | 0.30 | 1.48014 | 1.48283 | 1.46775 | -181.89 | 9818.11
7 | 2009.11.04 11:10 | buy | 2 | 0.30 | 1.47589 | 1.47008 | 1.48038 |
8 | 2009.11.04 12:12 | modify | 2 | 0.30 | 1.47589 | 1.47093 | 1.48038 |
9 | 2009.11.04 13:15 | modify | 2 | 0.30 | 1.47589 | 1.47168 | 1.48038 |
10 | 2009.11.04 13:15 | close | 2 | 0.10 | 1.47818 | 1.47168 | 1.48038 | 22.90 | 9841.01
11 | 2009.11.04 13:15 | buy | 3 | 0.20 | 1.47589 | 1.47168 | 1.48038 |
12 | 2009.11.04 14:17 | modify | 3 | 0.20 | 1.47589 | 1.47251 | 1.48038 |
13 | 2009.11.04 14:45 | t/p | 3 | 0.20 | 1.48038 | 1.47251 | 1.48038 | 89.80 | 9930.81
14 | 2009.11.10 16:02 | sell | 4 | 0.30 | 1.49696 | 1.50157 | 1.49441 |
15 | 2009.11.10 16:15 | close | 4 | 0.10 | 1.49527 | 1.50157 | 1.49441 | 16.90 | 9947.71
16 | 2009.11.10 16:15 | sell | 5 | 0.20 | 1.49696 | 1.50157 | 1.49441 |
17 | 2009.11.10 16:20 | t/p | 5 | 0.20 | 1.49441 | 1.50157 | 1.49441 | 51.00 | 9998.71
18 | 2009.11.10 17:02 | sell | 6 | 0.30 | 1.49621 | 1.50132 | 1.49388 |
19 | 2009.11.10 17:15 | close | 6 | 0.10 | 1.49530 | 1.50132 | 1.49388 | 9.10 | 10007.81
20 | 2009.11.10 17:15 | sell | 7 | 0.20 | 1.49621 | 1.50132 | 1.49388 |
21 | 2009.11.10 17:20 | close | 7 | 0.10 | 1.49457 | 1.50132 | 1.49388 | 16.40 | 10024.21
22 | 2009.11.10 17:20 | sell | 8 | 0.10 | 1.49621 | 1.50132 | 1.49388 |
23 | 2009.11.10 18:22 | modify | 8 | 0.10 | 1.49621 | 1.50087 | 1.49388 |
24 | 2009.11.10 19:25 | modify | 8 | 0.10 | 1.49621 | 1.50044 | 1.49388 |
25 | 2009.11.10 20:26 | modify | 8 | 0.10 | 1.49621 | 1.50005 | 1.49388 |
26 | 2009.11.10 21:27 | modify | 8 | 0.10 | 1.49621 | 1.49967 | 1.49388 |
27 | 2009.11.10 21:50 | close | 8 | 0.10 | 1.49905 | 1.49967 | 1.49388 | -28.40 | 9995.81
28 | 2009.11.10 23:37 | buy | 9 | 0.30 | 1.49810 | 1.49382 | 1.50246 |
29 | 2009.11.10 23:40 | close | 9 | 0.10 | 1.49849 | 1.49382 | 1.50246 | 3.90 | 9999.71
30 | 2009.11.10 23:40 | buy | 10 | 0.20 | 1.49810 | 1.49382 | 1.50246 |
31 | 2009.11.11 00:10 | close | 10 | 0.10 | 1.49983 | 1.49382 | 1.50246 | 17.00 | 10016.71
32 | 2009.11.11 00:10 | buy | 11 | 0.10 | 1.49810 | 1.49382 | 1.50246 |
33 | 2009.11.11 01:12 | modify | 11 | 0.10 | 1.49810 | 1.49403 | 1.50246 |
34 | 2009.11.11 02:07 | close | 11 | 0.10 | 1.50130 | 1.49403 | 1.50246 | 31.70 | 10048.41
35 | 2009.11.11 17:02 | sell | 12 | 0.30 | 1.49686 | 1.50462 | 1.49360 |
36 | 2009.11.11 18:05 | modify | 12 | 0.30 | 1.49686 | 1.50427 | 1.49360 |
37 | 2009.11.11 18:50 | close | 12 | 0.10 | 1.49545 | 1.50427 | 1.49360 | 14.10 | 10062.51
38 | 2009.11.11 18:50 | sell | 13 | 0.20 | 1.49686 | 1.50427 | 1.49360 |
39 | 2009.11.11 19:53 | modify | 13 | 0.20 | 1.49686 | 1.50376 | 1.49360 |
40 | 2009.11.11 20:56 | modify | 13 | 0.20 | 1.49686 | 1.50308 | 1.49360 |
41 | 2009.11.11 21:57 | modify | 13 | 0.20 | 1.49686 | 1.50245 | 1.49360 |
42 | 2009.11.11 22:59 | modify | 13 | 0.20 | 1.49686 | 1.50188 | 1.49360 |
43 | 2009.11.12 00:00 | modify | 13 | 0.20 | 1.49686 | 1.50086 | 1.49360 |
44 | 2009.11.12 00:33 | close | 13 | 0.20 | 1.50067 | 1.50086 | 1.49360 | -78.79 | 9983.72
45 | 2009.11.12 02:10 | buy | 14 | 0.30 | 1.50076 | 1.49538 | 1.50800 |
46 | 2009.11.12 03:12 | modify | 14 | 0.30 | 1.50076 | 1.49550 | 1.50800 |
47 | 2009.11.12 04:15 | modify | 14 | 0.30 | 1.50076 | 1.49562 | 1.50800 |
48 | 2009.11.12 05:17 | modify | 14 | 0.30 | 1.50076 | 1.49574 | 1.50800 |
49 | 2009.11.12 06:20 | modify | 14 | 0.30 | 1.50076 | 1.49585 | 1.50800 |
50 | 2009.11.12 07:22 | modify | 14 | 0.30 | 1.50076 | 1.49597 | 1.50800 |
51 | 2009.11.12 07:59 | close | 14 | 0.30 | 1.49632 | 1.49597 | 1.50800 | -133.20 | 9850.52
52 | 2009.11.25 05:15 | buy | 15 | 0.30 | 1.49910 | 1.49283 | 1.50163 |
53 | 2009.11.25 06:17 | modify | 15 | 0.30 | 1.49910 | 1.49338 | 1.50163 |
54 | 2009.11.25 06:20 | close | 15 | 0.10 | 1.50050 | 1.49338 | 1.50163 | 14.00 | 9864.52
55 | 2009.11.25 06:20 | buy | 16 | 0.20 | 1.49910 | 1.49338 | 1.50163 |
56 | 2009.11.25 07:22 | modify | 16 | 0.20 | 1.49910 | 1.49388 | 1.50163 |
57 | 2009.11.25 08:15 | t/p | 16 | 0.20 | 1.50163 | 1.49388 | 1.50163 | 50.60 | 9915.12
58 | 2009.11.25 22:02 | buy | 17 | 0.30 | 1.51318 | 1.50492 | 1.52068 |
59 | 2009.11.25 23:05 | modify | 17 | 0.30 | 1.51318 | 1.50549 | 1.52068 |
60 | 2009.11.26 00:07 | modify | 17 | 0.30 | 1.51318 | 1.50602 | 1.52068 |
61 | 2009.11.26 01:00 | close | 17 | 0.30 | 1.51260 | 1.50602 | 1.52068 | -20.09 | 9895.03
62 | 2009.11.27 04:02 | sell | 18 | 0.30 | 1.49392 | 1.50109 | 1.48648 |
63 | 2009.11.27 05:05 | modify | 18 | 0.30 | 1.49392 | 1.50070 | 1.48648 |
64 | 2009.11.27 05:50 | close | 18 | 0.10 | 1.49020 | 1.50070 | 1.48648 | 37.20 | 9932.23
65 | 2009.11.27 05:50 | sell | 19 | 0.20 | 1.49392 | 1.50070 | 1.48648 |
66 | 2009.11.27 06:52 | modify | 19 | 0.20 | 1.49392 | 1.50014 | 1.48648 |
67 | 2009.11.27 07:15 | close | 19 | 0.10 | 1.48787 | 1.50014 | 1.48648 | 60.50 | 9992.73
68 | 2009.11.27 07:15 | sell | 20 | 0.10 | 1.49392 | 1.50014 | 1.48648 |
69 | 2009.11.27 07:20 | t/p | 20 | 0.10 | 1.48648 | 1.50014 | 1.48648 | 74.40 | 10067.13