Strategy Tester Report

HG

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

Symbol | GBPUSD (Great Britain Pound 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 | 13824 | Modelling quality | n/a
Mismatched charts errors | 0 | | | |

Initial deposit | 10000.00 | | | |
Total net profit | 342.85 | Gross profit | 502.35 | Gross loss | -159.50
Profit factor | 3.15 | Expected payoff | 18.04 | |
Absolute drawdown | 41.40 | Maximal drawdown | 245.40 (2.36%) | Relative drawdown | 2.36% (245.40)

Total trades | 19 | Short positions (won %) | 10 (80.00%) | Long positions (won %) | 9 (100.00%)
| Profit trades (% of total) | 17 (89.47%) | Loss trades (% of total) | 2 (10.53%)
Largest | profit trade | 71.20 | loss trade | -127.50
Average | profit trade | 29.55 | loss trade | -79.75
Maximum | consecutive wins (profit in money) | 12 (378.65) | consecutive losses (loss in money) | 1 (-127.50)
Maximal | consecutive profit (count of wins) | 378.65 (12) | consecutive loss (count of losses) | -127.50 (1)
Average | consecutive wins | 6 | consecutive losses | 1

# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance
1 | 2009.11.02 12:10 | sell | 1 | 0.30 | 1.63593 | 1.64433 | 1.63068 |
2 | 2009.11.02 13:12 | modify | 1 | 0.30 | 1.63593 | 1.64334 | 1.63068 |
3 | 2009.11.02 13:50 | close | 1 | 0.10 | 1.63445 | 1.64334 | 1.63068 | 14.80 | 10014.80
4 | 2009.11.02 13:50 | sell | 2 | 0.20 | 1.63593 | 1.64334 | 1.63068 |
5 | 2009.11.02 14:15 | close | 2 | 0.10 | 1.63391 | 1.64334 | 1.63068 | 20.20 | 10035.00
6 | 2009.11.02 14:15 | sell | 3 | 0.10 | 1.63593 | 1.64334 | 1.63068 |
7 | 2009.11.02 15:03 | close | 3 | 0.10 | 1.63913 | 1.64334 | 1.63068 | -32.00 | 10003.00
8 | 2009.11.03 17:07 | buy | 4 | 0.30 | 1.63789 | 1.62635 | 1.64852 |
9 | 2009.11.03 17:40 | close | 4 | 0.10 | 1.63934 | 1.62635 | 1.64852 | 14.50 | 10017.50
10 | 2009.11.03 17:40 | buy | 5 | 0.20 | 1.63789 | 1.62635 | 1.64852 |
11 | 2009.11.03 17:45 | close | 5 | 0.10 | 1.64006 | 1.62635 | 1.64852 | 21.70 | 10039.20
12 | 2009.11.03 17:45 | buy | 6 | 0.10 | 1.63789 | 1.62635 | 1.64852 |
13 | 2009.11.03 18:47 | modify | 6 | 0.10 | 1.63789 | 1.62665 | 1.64852 |
14 | 2009.11.03 19:02 | close | 6 | 0.10 | 1.64501 | 1.62665 | 1.64852 | 71.20 | 10110.40
15 | 2009.11.16 02:02 | buy | 7 | 0.30 | 1.67071 | 1.66399 | 1.67782 |
16 | 2009.11.16 02:15 | close | 7 | 0.10 | 1.67107 | 1.66399 | 1.67782 | 3.60 | 10114.00
17 | 2009.11.16 02:15 | buy | 8 | 0.20 | 1.67071 | 1.66399 | 1.67782 |
18 | 2009.11.16 03:17 | modify | 8 | 0.20 | 1.67071 | 1.66455 | 1.67782 |
19 | 2009.11.16 04:20 | modify | 8 | 0.20 | 1.67071 | 1.66508 | 1.67782 |
20 | 2009.11.16 05:22 | modify | 8 | 0.20 | 1.67071 | 1.66558 | 1.67782 |
21 | 2009.11.16 06:25 | modify | 8 | 0.20 | 1.67071 | 1.66604 | 1.67782 |
22 | 2009.11.16 07:15 | close | 8 | 0.10 | 1.67409 | 1.66604 | 1.67782 | 33.80 | 10147.80
23 | 2009.11.16 07:15 | buy | 9 | 0.10 | 1.67071 | 1.66604 | 1.67782 |
24 | 2009.11.16 07:20 | close | 9 | 0.10 | 1.67480 | 1.66604 | 1.67782 | 40.90 | 10188.70
25 | 2009.11.17 13:03 | sell | 10 | 0.30 | 1.67920 | 1.68690 | 1.67579 |
26 | 2009.11.17 14:05 | modify | 10 | 0.30 | 1.67920 | 1.68644 | 1.67579 |
27 | 2009.11.17 15:07 | modify | 10 | 0.30 | 1.67920 | 1.68599 | 1.67579 |
28 | 2009.11.17 15:50 | close | 10 | 0.10 | 1.67700 | 1.68599 | 1.67579 | 22.00 | 10210.70
29 | 2009.11.17 15:50 | sell | 11 | 0.20 | 1.67920 | 1.68599 | 1.67579 |
30 | 2009.11.17 16:40 | close | 11 | 0.10 | 1.67675 | 1.68599 | 1.67579 | 24.50 | 10235.20
31 | 2009.11.17 16:40 | sell | 12 | 0.10 | 1.67920 | 1.68599 | 1.67579 |
32 | 2009.11.17 16:46 | t/p | 12 | 0.10 | 1.67579 | 1.68599 | 1.67579 | 34.10 | 10269.30
33 | 2009.11.24 14:02 | buy | 13 | 0.30 | 1.65762 | 1.64979 | 1.66650 |
34 | 2009.11.24 15:05 | modify | 13 | 0.30 | 1.65762 | 1.64998 | 1.66650 |
35 | 2009.11.24 16:07 | modify | 13 | 0.30 | 1.65762 | 1.65035 | 1.66650 |
36 | 2009.11.24 17:10 | modify | 13 | 0.30 | 1.65762 | 1.65072 | 1.66650 |
37 | 2009.11.24 18:13 | modify | 13 | 0.30 | 1.65762 | 1.65106 | 1.66650 |
38 | 2009.11.24 19:15 | modify | 13 | 0.30 | 1.65762 | 1.65140 | 1.66650 |
39 | 2009.11.24 20:16 | modify | 13 | 0.30 | 1.65762 | 1.65172 | 1.66650 |
40 | 2009.11.24 21:20 | modify | 13 | 0.30 | 1.65762 | 1.65220 | 1.66650 |
41 | 2009.11.24 22:23 | modify | 13 | 0.30 | 1.65762 | 1.65266 | 1.66650 |
42 | 2009.11.24 23:25 | modify | 13 | 0.30 | 1.65762 | 1.65309 | 1.66650 |
43 | 2009.11.25 00:16 | close | 13 | 0.10 | 1.66060 | 1.65309 | 1.66650 | 29.45 | 10298.75
44 | 2009.11.25 00:16 | buy | 14 | 0.20 | 1.65762 | 1.65309 | 1.66650 |
45 | 2009.11.25 01:16 | close | 14 | 0.10 | 1.66170 | 1.65309 | 1.66650 | 40.45 | 10339.20
46 | 2009.11.25 01:16 | buy | 15 | 0.10 | 1.65762 | 1.65309 | 1.66650 |
47 | 2009.11.25 02:17 | modify | 15 | 0.10 | 1.65762 | 1.65441 | 1.66650 |
48 | 2009.11.25 03:20 | modify | 15 | 0.10 | 1.65762 | 1.65514 | 1.66650 |
49 | 2009.11.25 04:22 | modify | 15 | 0.10 | 1.65762 | 1.65579 | 1.66650 |
50 | 2009.11.25 04:46 | close | 15 | 0.10 | 1.66190 | 1.65579 | 1.66650 | 42.45 | 10381.65
51 | 2009.11.25 17:15 | sell | 16 | 0.30 | 1.66718 | 1.67392 | 1.65015 |
52 | 2009.11.25 18:17 | modify | 16 | 0.30 | 1.66718 | 1.67353 | 1.65015 |
53 | 2009.11.25 19:20 | modify | 16 | 0.30 | 1.66718 | 1.67315 | 1.65015 |
54 | 2009.11.25 19:45 | close | 16 | 0.30 | 1.67143 | 1.67315 | 1.65015 | -127.50 | 10254.15
55 | 2009.11.26 06:10 | sell | 17 | 0.30 | 1.66705 | 1.67280 | 1.66287 |
56 | 2009.11.26 06:50 | close | 17 | 0.10 | 1.66560 | 1.67280 | 1.66287 | 14.50 | 10268.65
57 | 2009.11.26 06:50 | sell | 18 | 0.20 | 1.66705 | 1.67280 | 1.66287 |
58 | 2009.11.26 07:20 | close | 18 | 0.10 | 1.66381 | 1.67280 | 1.66287 | 32.40 | 10301.05
59 | 2009.11.26 07:20 | sell | 19 | 0.10 | 1.66705 | 1.67280 | 1.66287 |
60 | 2009.11.26 07:26 | t/p | 19 | 0.10 | 1.66287 | 1.67280 | 1.66287 | 41.80 | 10342.85