Strategy Tester Report

HG

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

Symbol | USDCHF (US Dollar vs Swiss Franc)
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 | 13633 | Modelling quality | n/a
Mismatched charts errors | 0 | | | |

Initial deposit | 10000.00 | | | |
Total net profit | -5.41 | Gross profit | 186.10 | Gross loss | -191.51
Profit factor | 0.97 | Expected payoff | -0.42 | |
Absolute drawdown | 138.31 | Maximal drawdown | 138.31 (1.38%) | Relative drawdown | 1.38% (138.31)

Total trades | 13 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 6 (66.67%)
| Profit trades (% of total) | 10 (76.92%) | Loss trades (% of total) | 3 (23.08%)
Largest | profit trade | 36.37 | loss trade | -129.57
Average | profit trade | 18.61 | loss trade | -63.84
Maximum | consecutive wins (profit in money) | 4 (40.09) | consecutive losses (loss in money) | 1 (-129.57)
Maximal | consecutive profit (count of wins) | 76.76 (3) | consecutive loss (count of losses) | -129.57 (1)
Average | consecutive wins | 3 | consecutive losses | 1

# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance
1 | 2009.11.02 19:20 | buy | 1 | 0.30 | 1.02380 | 1.01638 | 1.02856 |
2 | 2009.11.02 20:22 | modify | 1 | 0.30 | 1.02380 | 1.01654 | 1.02856 |
3 | 2009.11.02 21:25 | modify | 1 | 0.30 | 1.02380 | 1.01686 | 1.02856 |
4 | 2009.11.02 22:27 | modify | 1 | 0.30 | 1.02380 | 1.01718 | 1.02856 |
5 | 2009.11.02 23:27 | modify | 1 | 0.30 | 1.02380 | 1.01748 | 1.02856 |
6 | 2009.11.03 00:20 | close | 1 | 0.30 | 1.01942 | 1.01748 | 1.02856 | -129.57 | 9870.43
7 | 2009.11.09 02:07 | sell | 2 | 0.30 | 1.01522 | 1.01791 | 1.01229 |
8 | 2009.11.09 02:15 | close | 2 | 0.10 | 1.01488 | 1.01791 | 1.01229 | 3.35 | 9873.78
9 | 2009.11.09 02:15 | sell | 3 | 0.20 | 1.01522 | 1.01791 | 1.01229 |
10 | 2009.11.09 02:20 | close | 3 | 0.10 | 1.01445 | 1.01791 | 1.01229 | 7.59 | 9881.37
11 | 2009.11.09 02:20 | sell | 4 | 0.10 | 1.01522 | 1.01791 | 1.01229 |
12 | 2009.11.09 03:22 | modify | 4 | 0.10 | 1.01522 | 1.01769 | 1.01229 |
13 | 2009.11.09 03:50 | close | 4 | 0.10 | 1.01348 | 1.01769 | 1.01229 | 17.17 | 9898.54
14 | 2009.11.11 17:32 | buy | 5 | 0.30 | 1.00856 | 1.00348 | 1.01113 |
15 | 2009.11.11 18:35 | modify | 5 | 0.30 | 1.00856 | 1.00373 | 1.01113 |
16 | 2009.11.11 18:50 | close | 5 | 0.10 | 1.00977 | 1.00373 | 1.01113 | 11.98 | 9910.52
17 | 2009.11.11 18:50 | buy | 6 | 0.20 | 1.00856 | 1.00373 | 1.01113 |
18 | 2009.11.11 19:52 | modify | 6 | 0.20 | 1.00856 | 1.00396 | 1.01113 |
19 | 2009.11.11 20:55 | modify | 6 | 0.20 | 1.00856 | 1.00431 | 1.01113 |
20 | 2009.11.11 21:57 | modify | 6 | 0.20 | 1.00856 | 1.00463 | 1.01113 |
21 | 2009.11.11 22:59 | modify | 6 | 0.20 | 1.00856 | 1.00494 | 1.01113 |
22 | 2009.11.12 00:00 | modify | 6 | 0.20 | 1.00856 | 1.00550 | 1.01113 |
23 | 2009.11.12 00:40 | close | 6 | 0.20 | 1.00626 | 1.00550 | 1.01113 | -47.05 | 9863.47
24 | 2009.11.13 20:07 | sell | 7 | 0.30 | 1.01374 | 1.01772 | 1.00948 |
25 | 2009.11.13 20:20 | close | 7 | 0.10 | 1.01288 | 1.01772 | 1.00948 | 8.49 | 9871.96
26 | 2009.11.13 20:20 | sell | 8 | 0.20 | 1.01374 | 1.01772 | 1.00948 |
27 | 2009.11.15 23:00 | modify | 8 | 0.20 | 1.01374 | 1.01741 | 1.00948 |
28 | 2009.11.15 23:16 | close | 8 | 0.10 | 1.01095 | 1.01741 | 1.00948 | 27.60 | 9899.56
29 | 2009.11.15 23:16 | sell | 9 | 0.10 | 1.01374 | 1.01741 | 1.00948 |
30 | 2009.11.15 23:40 | close | 9 | 0.10 | 1.01039 | 1.01741 | 1.00948 | 33.16 | 9932.72
31 | 2009.11.25 23:15 | sell | 10 | 0.30 | 0.99641 | 1.00221 | 0.99022 |
32 | 2009.11.26 00:17 | modify | 10 | 0.30 | 0.99641 | 1.00181 | 0.99022 |
33 | 2009.11.26 01:20 | modify | 10 | 0.30 | 0.99641 | 1.00142 | 0.99022 |
34 | 2009.11.26 02:00 | close | 10 | 0.30 | 0.99680 | 1.00142 | 0.99022 | -14.89 | 9917.83
35 | 2009.11.27 04:50 | buy | 11 | 0.30 | 1.00810 | 1.00403 | 1.01178 |
36 | 2009.11.27 05:20 | close | 11 | 0.10 | 1.00960 | 1.00403 | 1.01178 | 14.86 | 9932.69
37 | 2009.11.27 05:20 | buy | 12 | 0.20 | 1.00810 | 1.00403 | 1.01178 |
38 | 2009.11.27 05:45 | close | 12 | 0.10 | 1.01068 | 1.00403 | 1.01178 | 25.53 | 9958.22
39 | 2009.11.27 05:45 | buy | 13 | 0.10 | 1.00810 | 1.00403 | 1.01178 |
40 | 2009.11.27 06:47 | modify | 13 | 0.10 | 1.00810 | 1.00594 | 1.01178 |
41 | 2009.11.27 07:03 | t/p | 13 | 0.10 | 1.01178 | 1.00594 | 1.01178 | 36.37 | 9994.59