Strategy Tester Report

HG

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

Symbol | USDCHF (US Dollar vs Swiss Franc)
Period | 1 Hour (H1) 2009.10.01 00:00 - 2009.12.02 00:00 (2009.10.01 - 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=10; nSlippage=1; dLotsToTrade=3; dDefaultV=0.5; dMaxV=0.7;

Bars in test | 2036 | Ticks modelled | 26573 | Modelling quality | n/a
Mismatched charts errors | 0 | | | |

Initial deposit | 10000.00 | | | |
Total net profit | 55.89 | Gross profit | 359.50 | Gross loss | -303.61
Profit factor | 1.18 | Expected payoff | 2.24 | |
Absolute drawdown | 94.92 | Maximal drawdown | 263.93 (2.60%) | Relative drawdown | 2.60% (263.93)

Total trades | 25 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 10 (70.00%)
| Profit trades (% of total) | 19 (76.00%) | Loss trades (% of total) | 6 (24.00%)
Largest | profit trade | 43.06 | loss trade | -93.55
Average | profit trade | 18.92 | loss trade | -50.60
Maximum | consecutive wins (profit in money) | 8 (168.13) | consecutive losses (loss in money) | 2 (-144.90)
Maximal | consecutive profit (count of wins) | 168.13 (8) | consecutive loss (count of losses) | -144.90 (2)
Average | consecutive wins | 4 | consecutive losses | 2

# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance
1 | 2009.10.01 06:02 | buy | 1 | 0.30 | 1.04061 | 1.03273 | 1.04511 |
2 | 2009.10.01 06:20 | close | 1 | 0.10 | 1.04178 | 1.03273 | 1.04511 | 11.23 | 10011.23
3 | 2009.10.01 06:20 | buy | 2 | 0.20 | 1.04061 | 1.03273 | 1.04511 |
4 | 2009.10.01 06:32 | close | 2 | 0.10 | 1.04229 | 1.03273 | 1.04511 | 16.12 | 10027.35
5 | 2009.10.01 06:32 | buy | 3 | 0.10 | 1.04061 | 1.03273 | 1.04511 |
6 | 2009.10.01 07:35 | modify | 3 | 0.10 | 1.04061 | 1.03297 | 1.04511 |
7 | 2009.10.01 08:37 | modify | 3 | 0.10 | 1.04061 | 1.03320 | 1.04511 |
8 | 2009.10.01 09:40 | modify | 3 | 0.10 | 1.04061 | 1.03343 | 1.04511 |
9 | 2009.10.01 10:42 | modify | 3 | 0.10 | 1.04061 | 1.03365 | 1.04511 |
10 | 2009.10.01 11:37 | t/p | 3 | 0.10 | 1.04511 | 1.03365 | 1.04511 | 43.06 | 10070.41
11 | 2009.10.14 04:02 | sell | 4 | 0.30 | 1.01959 | 1.02364 | 1.01696 |
12 | 2009.10.14 05:05 | modify | 4 | 0.30 | 1.01959 | 1.02346 | 1.01696 |
13 | 2009.10.14 06:02 | close | 4 | 0.10 | 1.01858 | 1.02346 | 1.01696 | 9.92 | 10080.33
14 | 2009.10.14 06:02 | sell | 5 | 0.20 | 1.01959 | 1.02346 | 1.01696 |
15 | 2009.10.14 07:03 | modify | 5 | 0.20 | 1.01959 | 1.02287 | 1.01696 |
16 | 2009.10.14 08:05 | modify | 5 | 0.20 | 1.01959 | 1.02238 | 1.01696 |
17 | 2009.10.14 08:59 | close | 5 | 0.10 | 1.01805 | 1.02238 | 1.01696 | 15.13 | 10095.46
18 | 2009.10.14 08:59 | sell | 6 | 0.10 | 1.01959 | 1.02238 | 1.01696 |
19 | 2009.10.14 09:20 | close | 6 | 0.10 | 1.01724 | 1.02238 | 1.01696 | 23.10 | 10118.56
20 | 2009.10.14 21:07 | sell | 7 | 0.30 | 1.01498 | 1.01837 | 1.01270 |
21 | 2009.10.14 22:10 | modify | 7 | 0.30 | 1.01498 | 1.01803 | 1.01270 |
22 | 2009.10.14 23:12 | modify | 7 | 0.30 | 1.01498 | 1.01771 | 1.01270 |
23 | 2009.10.15 00:07 | close | 7 | 0.10 | 1.01420 | 1.01771 | 1.01270 | 6.64 | 10125.20
24 | 2009.10.15 00:07 | sell | 8 | 0.20 | 1.01498 | 1.01771 | 1.01270 |
25 | 2009.10.15 01:10 | modify | 8 | 0.20 | 1.01498 | 1.01713 | 1.01270 |
26 | 2009.10.15 01:20 | t/p | 8 | 0.20 | 1.01270 | 1.01713 | 1.01270 | 42.93 | 10168.13
27 | 2009.10.19 03:20 | buy | 9 | 0.30 | 1.02026 | 1.01678 | 1.02363 |
28 | 2009.10.19 04:22 | modify | 9 | 0.30 | 1.02026 | 1.01701 | 1.02363 |
29 | 2009.10.19 05:25 | modify | 9 | 0.30 | 1.02026 | 1.01724 | 1.02363 |
30 | 2009.10.19 05:32 | close | 9 | 0.30 | 1.01820 | 1.01724 | 1.02363 | -60.70 | 10107.43
31 | 2009.10.20 03:15 | sell | 10 | 0.30 | 1.01043 | 1.01174 | 1.00767 |
32 | 2009.10.20 03:45 | close | 10 | 0.30 | 1.01133 | 1.01174 | 1.00767 | -26.70 | 10080.73
33 | 2009.10.26 03:05 | sell | 11 | 0.30 | 1.00609 | 1.00996 | 1.00295 |
34 | 2009.10.26 04:06 | modify | 11 | 0.30 | 1.00609 | 1.00986 | 1.00295 |
35 | 2009.10.26 05:07 | modify | 11 | 0.30 | 1.00609 | 1.00976 | 1.00295 |
36 | 2009.10.26 06:10 | modify | 11 | 0.30 | 1.00609 | 1.00967 | 1.00295 |
37 | 2009.10.26 06:50 | close | 11 | 0.10 | 1.00556 | 1.00967 | 1.00295 | 5.27 | 10086.00
38 | 2009.10.26 06:50 | sell | 12 | 0.20 | 1.00609 | 1.00967 | 1.00295 |
39 | 2009.10.26 07:52 | modify | 12 | 0.20 | 1.00609 | 1.00958 | 1.00295 |
40 | 2009.10.26 08:55 | modify | 12 | 0.20 | 1.00609 | 1.00949 | 1.00295 |
41 | 2009.10.26 09:57 | modify | 12 | 0.20 | 1.00609 | 1.00940 | 1.00295 |
42 | 2009.10.26 10:59 | modify | 12 | 0.20 | 1.00609 | 1.00931 | 1.00295 |
43 | 2009.10.26 12:00 | modify | 12 | 0.20 | 1.00609 | 1.00914 | 1.00295 |
44 | 2009.10.26 13:02 | modify | 12 | 0.20 | 1.00609 | 1.00906 | 1.00295 |
45 | 2009.10.26 14:05 | modify | 12 | 0.20 | 1.00609 | 1.00898 | 1.00295 |
46 | 2009.10.26 14:45 | close | 12 | 0.20 | 1.00868 | 1.00898 | 1.00295 | -51.35 | 10034.65
47 | 2009.11.02 19:20 | buy | 13 | 0.30 | 1.02380 | 1.01638 | 1.02856 |
48 | 2009.11.02 20:22 | modify | 13 | 0.30 | 1.02380 | 1.01654 | 1.02856 |
49 | 2009.11.02 21:25 | modify | 13 | 0.30 | 1.02380 | 1.01686 | 1.02856 |
50 | 2009.11.02 22:27 | modify | 13 | 0.30 | 1.02380 | 1.01718 | 1.02856 |
51 | 2009.11.02 23:27 | modify | 13 | 0.30 | 1.02380 | 1.01748 | 1.02856 |
52 | 2009.11.03 00:30 | modify | 13 | 0.30 | 1.02380 | 1.01776 | 1.02856 |
53 | 2009.11.03 01:32 | modify | 13 | 0.30 | 1.02380 | 1.01804 | 1.02856 |
54 | 2009.11.03 02:35 | modify | 13 | 0.30 | 1.02380 | 1.01830 | 1.02856 |
55 | 2009.11.03 03:00 | close | 13 | 0.30 | 1.02064 | 1.01830 | 1.02856 | -93.55 | 9941.10
56 | 2009.11.09 02:07 | sell | 14 | 0.30 | 1.01522 | 1.01791 | 1.01229 |
57 | 2009.11.09 02:15 | close | 14 | 0.10 | 1.01488 | 1.01791 | 1.01229 | 3.35 | 9944.45
58 | 2009.11.09 02:15 | sell | 15 | 0.20 | 1.01522 | 1.01791 | 1.01229 |
59 | 2009.11.09 02:20 | close | 15 | 0.10 | 1.01445 | 1.01791 | 1.01229 | 7.59 | 9952.04
60 | 2009.11.09 02:20 | sell | 16 | 0.10 | 1.01522 | 1.01791 | 1.01229 |
61 | 2009.11.09 03:22 | modify | 16 | 0.10 | 1.01522 | 1.01769 | 1.01229 |
62 | 2009.11.09 03:50 | close | 16 | 0.10 | 1.01348 | 1.01769 | 1.01229 | 17.17 | 9969.21
63 | 2009.11.11 17:32 | buy | 17 | 0.30 | 1.00856 | 1.00348 | 1.01113 |
64 | 2009.11.11 18:35 | modify | 17 | 0.30 | 1.00856 | 1.00373 | 1.01113 |
65 | 2009.11.11 18:50 | close | 17 | 0.10 | 1.00977 | 1.00373 | 1.01113 | 11.98 | 9981.19
66 | 2009.11.11 18:50 | buy | 18 | 0.20 | 1.00856 | 1.00373 | 1.01113 |
67 | 2009.11.11 19:52 | modify | 18 | 0.20 | 1.00856 | 1.00396 | 1.01113 |
68 | 2009.11.11 20:55 | modify | 18 | 0.20 | 1.00856 | 1.00431 | 1.01113 |
69 | 2009.11.11 21:57 | modify | 18 | 0.20 | 1.00856 | 1.00463 | 1.01113 |
70 | 2009.11.11 22:59 | modify | 18 | 0.20 | 1.00856 | 1.00494 | 1.01113 |
71 | 2009.11.12 00:00 | modify | 18 | 0.20 | 1.00856 | 1.00550 | 1.01113 |
72 | 2009.11.12 00:46 | close | 18 | 0.20 | 1.00579 | 1.00550 | 1.01113 | -56.42 | 9924.77
73 | 2009.11.13 20:07 | sell | 19 | 0.30 | 1.01374 | 1.01772 | 1.00948 |
74 | 2009.11.13 20:20 | close | 19 | 0.10 | 1.01288 | 1.01772 | 1.00948 | 8.49 | 9933.26
75 | 2009.11.13 20:20 | sell | 20 | 0.20 | 1.01374 | 1.01772 | 1.00948 |
76 | 2009.11.15 23:00 | modify | 20 | 0.20 | 1.01374 | 1.01741 | 1.00948 |
77 | 2009.11.15 23:16 | close | 20 | 0.10 | 1.01095 | 1.01741 | 1.00948 | 27.60 | 9960.86
78 | 2009.11.15 23:16 | sell | 21 | 0.10 | 1.01374 | 1.01741 | 1.00948 |
79 | 2009.11.15 23:40 | close | 21 | 0.10 | 1.01039 | 1.01741 | 1.00948 | 33.16 | 9994.02
80 | 2009.11.25 23:15 | sell | 22 | 0.30 | 0.99641 | 1.00221 | 0.99022 |
81 | 2009.11.26 00:17 | modify | 22 | 0.30 | 0.99641 | 1.00181 | 0.99022 |
82 | 2009.11.26 01:20 | modify | 22 | 0.30 | 0.99641 | 1.00142 | 0.99022 |
83 | 2009.11.26 02:00 | close | 22 | 0.30 | 0.99680 | 1.00142 | 0.99022 | -14.89 | 9979.13
84 | 2009.11.27 04:50 | buy | 23 | 0.30 | 1.00810 | 1.00403 | 1.01178 |
85 | 2009.11.27 05:20 | close | 23 | 0.10 | 1.00960 | 1.00403 | 1.01178 | 14.86 | 9993.99
86 | 2009.11.27 05:20 | buy | 24 | 0.20 | 1.00810 | 1.00403 | 1.01178 |
87 | 2009.11.27 05:45 | close | 24 | 0.10 | 1.01068 | 1.00403 | 1.01178 | 25.53 | 10019.52
88 | 2009.11.27 05:45 | buy | 25 | 0.10 | 1.00810 | 1.00403 | 1.01178 |
89 | 2009.11.27 06:47 | modify | 25 | 0.10 | 1.00810 | 1.00594 | 1.01178 |
90 | 2009.11.27 07:03 | t/p | 25 | 0.10 | 1.01178 | 1.00594 | 1.01178 | 36.37 | 10055.89