Strategy Tester Report

HG

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

Symbol | NZDUSD (New Zealand 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 | 13590 | Modelling quality | n/a
Mismatched charts errors | 0 | | | |

Initial deposit | 10000.00 | | | |
Total net profit | 41.97 | Gross profit | 331.50 | Gross loss | -289.53
Profit factor | 1.14 | Expected payoff | 2.80 | |
Absolute drawdown | 219.60 | Maximal drawdown | 303.20 (3.01%) | Relative drawdown | 3.01% (303.20)

Total trades | 15 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 7 (57.14%)
| Profit trades (% of total) | 11 (73.33%) | Loss trades (% of total) | 4 (26.67%)
Largest | profit trade | 88.40 | loss trade | -148.20
Average | profit trade | 30.14 | loss trade | -72.38
Maximum | consecutive wins (profit in money) | 7 (208.50) | consecutive losses (loss in money) | 2 (-171.00)
Maximal | consecutive profit (count of wins) | 208.50 (7) | consecutive loss (count of losses) | -171.00 (2)
Average | consecutive wins | 4 | consecutive losses | 2

# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance
1 | 2009.11.02 05:02 | buy | 1 | 0.30 | 0.71986 | 0.71267 | 0.74026 |
2 | 2009.11.02 06:02 | close | 1 | 0.10 | 0.72238 | 0.71267 | 0.74026 | 25.20 | 10025.20
3 | 2009.11.02 06:02 | buy | 2 | 0.20 | 0.71986 | 0.71267 | 0.74026 |
4 | 2009.11.02 07:03 | modify | 2 | 0.20 | 0.71986 | 0.71349 | 0.74026 |
5 | 2009.11.02 08:05 | modify | 2 | 0.20 | 0.71986 | 0.71387 | 0.74026 |
6 | 2009.11.02 09:07 | modify | 2 | 0.20 | 0.71986 | 0.71423 | 0.74026 |
7 | 2009.11.02 10:10 | modify | 2 | 0.20 | 0.71986 | 0.71459 | 0.74026 |
8 | 2009.11.02 11:13 | modify | 2 | 0.20 | 0.71986 | 0.71492 | 0.74026 |
9 | 2009.11.02 12:15 | modify | 2 | 0.20 | 0.71986 | 0.71525 | 0.74026 |
10 | 2009.11.02 13:17 | modify | 2 | 0.20 | 0.71986 | 0.71556 | 0.74026 |
11 | 2009.11.02 14:00 | close | 2 | 0.20 | 0.71872 | 0.71556 | 0.74026 | -22.80 | 10002.40
12 | 2009.11.03 01:15 | buy | 3 | 0.30 | 0.72256 | 0.71330 | 0.72679 |
13 | 2009.11.03 02:17 | modify | 3 | 0.30 | 0.72256 | 0.71350 | 0.72679 |
14 | 2009.11.03 03:20 | modify | 3 | 0.30 | 0.72256 | 0.71369 | 0.72679 |
15 | 2009.11.03 04:22 | modify | 3 | 0.30 | 0.72256 | 0.71407 | 0.72679 |
16 | 2009.11.03 05:25 | modify | 3 | 0.30 | 0.72256 | 0.71464 | 0.72679 |
17 | 2009.11.03 06:26 | modify | 3 | 0.30 | 0.72256 | 0.71518 | 0.72679 |
18 | 2009.11.03 07:16 | close | 3 | 0.30 | 0.71762 | 0.71518 | 0.72679 | -148.20 | 9854.20
19 | 2009.11.03 09:05 | sell | 4 | 0.30 | 0.71490 | 0.72344 | 0.71048 |
20 | 2009.11.03 09:50 | close | 4 | 0.10 | 0.71182 | 0.72344 | 0.71048 | 30.80 | 9885.00
21 | 2009.11.03 09:50 | sell | 5 | 0.20 | 0.71490 | 0.72344 | 0.71048 |
22 | 2009.11.03 10:52 | modify | 5 | 0.20 | 0.71490 | 0.72308 | 0.71048 |
23 | 2009.11.03 11:20 | t/p | 5 | 0.20 | 0.71048 | 0.72308 | 0.71048 | 88.40 | 9973.40
24 | 2009.11.04 11:10 | buy | 6 | 0.30 | 0.72429 | 0.71983 | 0.72723 |
25 | 2009.11.04 12:12 | modify | 6 | 0.30 | 0.72429 | 0.72064 | 0.72723 |
26 | 2009.11.04 13:15 | modify | 6 | 0.30 | 0.72429 | 0.72134 | 0.72723 |
27 | 2009.11.04 13:15 | close | 6 | 0.10 | 0.72581 | 0.72134 | 0.72723 | 15.20 | 9988.60
28 | 2009.11.04 13:15 | buy | 7 | 0.20 | 0.72429 | 0.72134 | 0.72723 |
29 | 2009.11.04 13:20 | close | 7 | 0.10 | 0.72698 | 0.72134 | 0.72723 | 26.90 | 10015.50
30 | 2009.11.04 13:20 | buy | 8 | 0.10 | 0.72429 | 0.72134 | 0.72723 |
31 | 2009.11.04 14:20 | t/p | 8 | 0.10 | 0.72723 | 0.72134 | 0.72723 | 29.40 | 10044.90
32 | 2009.11.11 18:02 | sell | 9 | 0.30 | 0.73988 | 0.74312 | 0.73771 |
33 | 2009.11.11 18:20 | close | 9 | 0.10 | 0.73956 | 0.74312 | 0.73771 | 3.20 | 10048.10
34 | 2009.11.11 18:20 | sell | 10 | 0.20 | 0.73988 | 0.74312 | 0.73771 |
35 | 2009.11.11 19:22 | modify | 10 | 0.20 | 0.73988 | 0.74284 | 0.73771 |
36 | 2009.11.11 20:23 | modify | 10 | 0.20 | 0.73988 | 0.74257 | 0.73771 |
37 | 2009.11.11 21:25 | modify | 10 | 0.20 | 0.73988 | 0.74232 | 0.73771 |
38 | 2009.11.11 21:50 | close | 10 | 0.10 | 0.73842 | 0.74232 | 0.73771 | 14.60 | 10062.70
39 | 2009.11.11 21:50 | sell | 11 | 0.10 | 0.73988 | 0.74232 | 0.73771 |
40 | 2009.11.11 22:50 | close | 11 | 0.10 | 0.74125 | 0.74232 | 0.73771 | -13.70 | 10049.00
41 | 2009.11.25 23:15 | buy | 12 | 0.30 | 0.73145 | 0.72702 | 0.73464 |
42 | 2009.11.26 00:16 | modify | 12 | 0.30 | 0.73145 | 0.72725 | 0.73464 |
43 | 2009.11.26 00:30 | close | 12 | 0.30 | 0.72790 | 0.72725 | 0.73464 | -104.83 | 9944.17
44 | 2009.11.27 04:02 | sell | 13 | 0.30 | 0.71115 | 0.71567 | 0.70438 |
45 | 2009.11.27 04:15 | close | 13 | 0.10 | 0.71078 | 0.71567 | 0.70438 | 3.70 | 9947.87
46 | 2009.11.27 04:15 | sell | 14 | 0.20 | 0.71115 | 0.71567 | 0.70438 |
47 | 2009.11.27 05:16 | modify | 14 | 0.20 | 0.71115 | 0.71537 | 0.70438 |
48 | 2009.11.27 06:17 | modify | 14 | 0.20 | 0.71115 | 0.71508 | 0.70438 |
49 | 2009.11.27 07:03 | close | 14 | 0.10 | 0.70759 | 0.71508 | 0.70438 | 35.60 | 9983.47
50 | 2009.11.27 07:03 | sell | 15 | 0.10 | 0.71115 | 0.71508 | 0.70438 |
51 | 2009.11.27 07:16 | close | 15 | 0.10 | 0.70530 | 0.71508 | 0.70438 | 58.50 | 10041.97