Strategy Tester Report

HG

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

Symbol | USDCAD (US Dollar vs Canadian 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 | 13527 | Modelling quality | n/a
Mismatched charts errors | 0 | | | |

Initial deposit | 10000.00 | | | |
Total net profit | 173.06 | Gross profit | 334.68 | Gross loss | -161.62
Profit factor | 2.07 | Expected payoff | 12.36 | |
Absolute drawdown | 143.12 | Maximal drawdown | 211.60 (2.10%) | Relative drawdown | 2.10% (211.60)

Total trades | 14 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 4 (100.00%)
| Profit trades (% of total) | 11 (78.57%) | Loss trades (% of total) | 3 (21.43%)
Largest | profit trade | 71.43 | loss trade | -140.67
Average | profit trade | 30.43 | loss trade | -53.87
Maximum | consecutive wins (profit in money) | 7 (279.45) | consecutive losses (loss in money) | 2 (-160.28)
Maximal | consecutive profit (count of wins) | 279.45 (7) | consecutive loss (count of losses) | -160.28 (2)
Average | consecutive wins | 4 | consecutive losses | 2

# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance
1 | 2009.11.11 11:20 | sell | 1 | 0.30 | 1.04560 | 1.04795 | 1.04250 |
2 | 2009.11.11 12:22 | modify | 1 | 0.30 | 1.04560 | 1.04726 | 1.04250 |
3 | 2009.11.11 12:46 | close | 1 | 0.10 | 1.04444 | 1.04726 | 1.04250 | 11.11 | 10011.11
4 | 2009.11.11 12:46 | sell | 2 | 0.20 | 1.04560 | 1.04726 | 1.04250 |
5 | 2009.11.11 13:20 | close | 2 | 0.10 | 1.04343 | 1.04726 | 1.04250 | 20.80 | 10031.91
6 | 2009.11.11 13:20 | sell | 3 | 0.10 | 1.04560 | 1.04726 | 1.04250 |
7 | 2009.11.11 14:15 | close | 3 | 0.10 | 1.04574 | 1.04726 | 1.04250 | -1.34 | 10030.57
8 | 2009.11.12 02:20 | sell | 4 | 0.30 | 1.04349 | 1.04763 | 1.04110 |
9 | 2009.11.12 03:15 | close | 4 | 0.10 | 1.04258 | 1.04763 | 1.04110 | 8.73 | 10039.30
10 | 2009.11.12 03:15 | sell | 5 | 0.20 | 1.04349 | 1.04763 | 1.04110 |
11 | 2009.11.12 03:20 | close | 5 | 0.10 | 1.04197 | 1.04763 | 1.04110 | 14.59 | 10053.89
12 | 2009.11.12 03:20 | sell | 6 | 0.10 | 1.04349 | 1.04763 | 1.04110 |
13 | 2009.11.12 04:23 | modify | 6 | 0.10 | 1.04349 | 1.04720 | 1.04110 |
14 | 2009.11.12 05:25 | modify | 6 | 0.10 | 1.04349 | 1.04686 | 1.04110 |
15 | 2009.11.12 06:26 | modify | 6 | 0.10 | 1.04349 | 1.04655 | 1.04110 |
16 | 2009.11.12 07:27 | modify | 6 | 0.10 | 1.04349 | 1.04625 | 1.04110 |
17 | 2009.11.12 07:50 | close | 6 | 0.10 | 1.04554 | 1.04625 | 1.04110 | -19.61 | 10034.28
18 | 2009.11.13 19:15 | sell | 7 | 0.30 | 1.04862 | 1.05459 | 1.04493 |
19 | 2009.11.13 20:17 | modify | 7 | 0.30 | 1.04862 | 1.05414 | 1.04493 |
20 | 2009.11.15 23:00 | close | 7 | 0.30 | 1.05356 | 1.05414 | 1.04493 | -140.67 | 9893.61
21 | 2009.11.18 19:03 | buy | 8 | 0.30 | 1.05499 | 1.04656 | 1.05822 |
22 | 2009.11.18 19:45 | close | 8 | 0.10 | 1.05641 | 1.04656 | 1.05822 | 13.44 | 9907.05
23 | 2009.11.18 19:45 | buy | 9 | 0.20 | 1.05499 | 1.04656 | 1.05822 |
24 | 2009.11.18 20:47 | modify | 9 | 0.20 | 1.05499 | 1.04743 | 1.05822 |
25 | 2009.11.18 21:50 | modify | 9 | 0.20 | 1.05499 | 1.04860 | 1.05822 |
26 | 2009.11.18 22:52 | modify | 9 | 0.20 | 1.05499 | 1.04994 | 1.05822 |
27 | 2009.11.18 23:55 | modify | 9 | 0.20 | 1.05499 | 1.05110 | 1.05822 |
28 | 2009.11.19 00:57 | modify | 9 | 0.20 | 1.05499 | 1.05209 | 1.05822 |
29 | 2009.11.19 01:59 | modify | 9 | 0.20 | 1.05499 | 1.05295 | 1.05822 |
30 | 2009.11.19 02:25 | t/p | 9 | 0.20 | 1.05822 | 1.05295 | 1.05822 | 59.25 | 9966.30
31 | 2009.11.19 13:15 | buy | 10 | 0.30 | 1.06177 | 1.05691 | 1.06558 |
32 | 2009.11.19 14:17 | modify | 10 | 0.30 | 1.06177 | 1.05717 | 1.06558 |
33 | 2009.11.19 14:40 | close | 10 | 0.10 | 1.06455 | 1.05717 | 1.06558 | 26.11 | 9992.41
34 | 2009.11.19 14:40 | buy | 11 | 0.20 | 1.06177 | 1.05717 | 1.06558 |
35 | 2009.11.19 14:45 | t/p | 11 | 0.20 | 1.06558 | 1.05717 | 1.06558 | 71.43 | 10063.84
36 | 2009.11.27 16:05 | sell | 12 | 0.30 | 1.06100 | 1.07480 | 1.05045 |
37 | 2009.11.27 18:00 | modify | 12 | 0.30 | 1.06100 | 1.07422 | 1.05045 |
38 | 2009.11.27 18:46 | close | 12 | 0.10 | 1.05970 | 1.07422 | 1.05045 | 12.27 | 10076.11
39 | 2009.11.27 18:46 | sell | 13 | 0.20 | 1.06100 | 1.07422 | 1.05045 |
40 | 2009.11.27 19:47 | modify | 13 | 0.20 | 1.06100 | 1.07367 | 1.05045 |
41 | 2009.11.27 20:50 | modify | 13 | 0.20 | 1.06100 | 1.07281 | 1.05045 |
42 | 2009.11.29 23:00 | modify | 13 | 0.20 | 1.06100 | 1.07200 | 1.05045 |
43 | 2009.11.30 00:02 | modify | 13 | 0.20 | 1.06100 | 1.07124 | 1.05045 |
44 | 2009.11.30 01:05 | modify | 13 | 0.20 | 1.06100 | 1.07021 | 1.05045 |
45 | 2009.11.30 01:30 | close | 13 | 0.10 | 1.05540 | 1.07021 | 1.05045 | 52.76 | 10128.87
46 | 2009.11.30 01:30 | sell | 14 | 0.10 | 1.06100 | 1.07021 | 1.05045 |
47 | 2009.11.30 02:32 | modify | 14 | 0.10 | 1.06100 | 1.06926 | 1.05045 |
48 | 2009.11.30 03:35 | modify | 14 | 0.10 | 1.06100 | 1.06784 | 1.05045 |
49 | 2009.11.30 04:37 | modify | 14 | 0.10 | 1.06100 | 1.06655 | 1.05045 |
50 | 2009.11.30 05:00 | close | 14 | 0.10 | 1.05630 | 1.06655 | 1.05045 | 44.19 | 10173.06