Strategy Tester Report

HG

FXPrimus-Server (Build 225)

Symbol | GBPUSD. (Great Britan Pound vs US Dollar)
Period | 1 Hour (H1) 2009.11.02 00:00 - 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; bTradeHundredth=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 | 1530 | Ticks modelled | 13964 | Modelling quality | n/a
Mismatched charts errors | 0 | | | |

Initial deposit | 10000.00 | | | |
Total net profit | 149.82 | Gross profit | 457.82 | Gross loss | -308.00
Profit factor | 1.49 | Expected payoff | 8.32 | |
Absolute drawdown | 68.00 | Maximal drawdown | 260.00 (2.52%) | Relative drawdown | 2.52% (260.00)

Total trades | 18 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 7 (85.71%)
| Profit trades (% of total) | 15 (83.33%) | Loss trades (% of total) | 3 (16.67%)
Largest | profit trade | 80.00 | loss trade | -126.00
Average | profit trade | 30.52 | loss trade | -102.67
Maximum | consecutive wins (profit in money) | 11 (349.82) | consecutive losses (loss in money) | 1 (-126.00)
Maximal | consecutive profit (count of wins) | 349.82 (11) | consecutive loss (count of losses) | -126.00 (1)
Average | consecutive wins | 5 | consecutive losses | 1

# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance
1 | 2009.11.02 13:15 | sell | 1 | 0.30 | 1.6379 | 1.6470 | 1.6326 |
2 | 2009.11.02 13:50 | close | 1 | 0.10 | 1.6359 | 1.6470 | 1.6326 | 20.00 | 10020.00
3 | 2009.11.02 13:50 | sell | 2 | 0.20 | 1.6379 | 1.6470 | 1.6326 |
4 | 2009.11.02 14:52 | modify | 2 | 0.20 | 1.6379 | 1.6465 | 1.6326 |
5 | 2009.11.02 15:55 | modify | 2 | 0.20 | 1.6379 | 1.6460 | 1.6326 |
6 | 2009.11.02 16:57 | modify | 2 | 0.20 | 1.6379 | 1.6456 | 1.6326 |
7 | 2009.11.02 17:15 | close | 2 | 0.20 | 1.6413 | 1.6456 | 1.6326 | -68.00 | 9952.00
8 | 2009.11.11 14:07 | sell | 3 | 0.30 | 1.6665 | 1.6798 | 1.6625 |
9 | 2009.11.11 14:15 | close | 3 | 0.10 | 1.6651 | 1.6798 | 1.6625 | 14.00 | 9966.00
10 | 2009.11.11 14:15 | sell | 4 | 0.20 | 1.6665 | 1.6798 | 1.6625 |
11 | 2009.11.11 16:00 | modify | 4 | 0.20 | 1.6665 | 1.6791 | 1.6625 |
12 | 2009.11.11 17:02 | modify | 4 | 0.20 | 1.6665 | 1.6784 | 1.6625 |
13 | 2009.11.11 17:45 | t/p | 4 | 0.20 | 1.6625 | 1.6784 | 1.6625 | 80.00 | 10046.00
14 | 2009.11.16 02:15 | buy | 5 | 0.30 | 1.6723 | 1.6635 | 1.6777 |
15 | 2009.11.16 03:17 | modify | 5 | 0.30 | 1.6723 | 1.6641 | 1.6777 |
16 | 2009.11.16 04:20 | modify | 5 | 0.30 | 1.6723 | 1.6648 | 1.6777 |
17 | 2009.11.16 05:22 | modify | 5 | 0.30 | 1.6723 | 1.6655 | 1.6777 |
18 | 2009.11.16 06:23 | modify | 5 | 0.30 | 1.6723 | 1.6662 | 1.6777 |
19 | 2009.11.16 07:25 | modify | 5 | 0.30 | 1.6723 | 1.6667 | 1.6777 |
20 | 2009.11.16 08:27 | modify | 5 | 0.30 | 1.6723 | 1.6673 | 1.6777 |
21 | 2009.11.16 09:15 | close | 5 | 0.10 | 1.6741 | 1.6673 | 1.6777 | 18.00 | 10064.00
22 | 2009.11.16 09:15 | buy | 6 | 0.20 | 1.6723 | 1.6673 | 1.6777 |
23 | 2009.11.16 09:20 | close | 6 | 0.10 | 1.6748 | 1.6673 | 1.6777 | 25.00 | 10089.00
24 | 2009.11.16 09:20 | buy | 7 | 0.10 | 1.6723 | 1.6673 | 1.6777 |
25 | 2009.11.16 09:50 | close | 7 | 0.10 | 1.6751 | 1.6673 | 1.6777 | 28.00 | 10117.00
26 | 2009.11.17 15:02 | sell | 8 | 0.30 | 1.6794 | 1.6871 | 1.6760 |
27 | 2009.11.17 16:05 | modify | 8 | 0.30 | 1.6794 | 1.6866 | 1.6760 |
28 | 2009.11.17 17:07 | modify | 8 | 0.30 | 1.6794 | 1.6862 | 1.6760 |
29 | 2009.11.17 17:50 | close | 8 | 0.10 | 1.6771 | 1.6862 | 1.6760 | 23.00 | 10140.00
30 | 2009.11.17 17:50 | sell | 9 | 0.20 | 1.6794 | 1.6862 | 1.6760 |
31 | 2009.11.17 18:45 | close | 9 | 0.10 | 1.6769 | 1.6862 | 1.6760 | 25.00 | 10165.00
32 | 2009.11.17 18:45 | sell | 10 | 0.10 | 1.6794 | 1.6862 | 1.6760 |
33 | 2009.11.17 18:50 | t/p | 10 | 0.10 | 1.6760 | 1.6862 | 1.6760 | 34.00 | 10199.00
34 | 2009.11.24 16:07 | buy | 11 | 0.30 | 1.6575 | 1.6499 | 1.6667 |
35 | 2009.11.24 17:10 | modify | 11 | 0.30 | 1.6575 | 1.6501 | 1.6667 |
36 | 2009.11.24 18:12 | modify | 11 | 0.30 | 1.6575 | 1.6505 | 1.6667 |
37 | 2009.11.24 19:15 | modify | 11 | 0.30 | 1.6575 | 1.6508 | 1.6667 |
38 | 2009.11.24 20:16 | modify | 11 | 0.30 | 1.6575 | 1.6512 | 1.6667 |
39 | 2009.11.24 21:17 | modify | 11 | 0.30 | 1.6575 | 1.6515 | 1.6667 |
40 | 2009.11.24 22:20 | modify | 11 | 0.30 | 1.6575 | 1.6518 | 1.6667 |
41 | 2009.11.24 23:23 | modify | 11 | 0.30 | 1.6575 | 1.6523 | 1.6667 |
42 | 2009.11.25 00:25 | modify | 11 | 0.30 | 1.6575 | 1.6528 | 1.6667 |
43 | 2009.11.25 01:27 | modify | 11 | 0.30 | 1.6575 | 1.6532 | 1.6667 |
44 | 2009.11.25 02:15 | close | 11 | 0.10 | 1.6600 | 1.6532 | 1.6667 | 24.94 | 10223.94
45 | 2009.11.25 02:15 | buy | 12 | 0.20 | 1.6575 | 1.6532 | 1.6667 |
46 | 2009.11.25 03:17 | modify | 12 | 0.20 | 1.6575 | 1.6540 | 1.6667 |
47 | 2009.11.25 03:20 | close | 12 | 0.10 | 1.6618 | 1.6540 | 1.6667 | 42.94 | 10266.88
48 | 2009.11.25 03:20 | buy | 13 | 0.10 | 1.6575 | 1.6540 | 1.6667 |
49 | 2009.11.25 04:22 | modify | 13 | 0.10 | 1.6575 | 1.6545 | 1.6667 |
50 | 2009.11.25 05:25 | modify | 13 | 0.10 | 1.6575 | 1.6552 | 1.6667 |
51 | 2009.11.25 06:00 | close | 13 | 0.10 | 1.6610 | 1.6552 | 1.6667 | 34.94 | 10301.82
52 | 2009.11.25 19:15 | sell | 14 | 0.30 | 1.6673 | 1.6740 | 1.6502 |
53 | 2009.11.25 20:17 | modify | 14 | 0.30 | 1.6673 | 1.6736 | 1.6502 |
54 | 2009.11.25 21:20 | modify | 14 | 0.30 | 1.6673 | 1.6733 | 1.6502 |
55 | 2009.11.25 21:45 | close | 14 | 0.30 | 1.6715 | 1.6733 | 1.6502 | -126.00 | 10175.82
56 | 2009.11.26 08:10 | sell | 15 | 0.30 | 1.6671 | 1.6729 | 1.6630 |
57 | 2009.11.26 08:50 | close | 15 | 0.10 | 1.6656 | 1.6729 | 1.6630 | 15.00 | 10190.82
58 | 2009.11.26 08:50 | sell | 16 | 0.20 | 1.6671 | 1.6729 | 1.6630 |
59 | 2009.11.26 09:15 | close | 16 | 0.10 | 1.6639 | 1.6729 | 1.6630 | 32.00 | 10222.82
60 | 2009.11.26 09:15 | sell | 17 | 0.10 | 1.6671 | 1.6729 | 1.6630 |
61 | 2009.11.26 09:20 | t/p | 17 | 0.10 | 1.6630 | 1.6729 | 1.6630 | 41.00 | 10263.82
62 | 2009.11.30 06:45 | buy | 18 | 0.30 | 1.6573 | 1.6422 | 1.6673 |
63 | 2009.11.30 07:47 | modify | 18 | 0.30 | 1.6573 | 1.6445 | 1.6673 |
64 | 2009.11.30 08:50 | modify | 18 | 0.30 | 1.6573 | 1.6469 | 1.6673 |
65 | 2009.11.30 09:00 | close | 18 | 0.30 | 1.6535 | 1.6469 | 1.6673 | -114.00 | 10149.82