Strategy Tester Report

HG

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

Symbol | USDJPY (US Dollar vs Japanese Yen)
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 | 13622 | Modelling quality | n/a
Mismatched charts errors | 0 | | | |

Initial deposit | 10000.00 | | | |
Total net profit | 65.21 | Gross profit | 109.97 | Gross loss | -44.76
Profit factor | 2.46 | Expected payoff | 7.25 | |
Absolute drawdown | 25.28 | Maximal drawdown | 81.36 (0.81%) | Relative drawdown | 0.81% (81.36)

Total trades | 9 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 6 (83.33%)
| Profit trades (% of total) | 8 (88.89%) | Loss trades (% of total) | 1 (11.11%)
Largest | profit trade | 28.83 | loss trade | -44.76
Average | profit trade | 13.75 | loss trade | -44.76
Maximum | consecutive wins (profit in money) | 5 (78.28) | consecutive losses (loss in money) | 1 (-44.76)
Maximal | consecutive profit (count of wins) | 78.28 (5) | consecutive loss (count of losses) | -44.76 (1)
Average | consecutive wins | 4 | consecutive losses | 1

# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance
1 | 2009.11.02 18:15 | buy | 1 | 0.30 | 90.257 | 89.822 | 90.716 |
2 | 2009.11.02 18:50 | close | 1 | 0.10 | 90.341 | 89.822 | 90.716 | 9.30 | 10009.30
3 | 2009.11.02 18:50 | buy | 2 | 0.20 | 90.257 | 89.822 | 90.716 |
4 | 2009.11.02 19:52 | modify | 2 | 0.20 | 90.257 | 89.873 | 90.716 |
5 | 2009.11.02 20:55 | modify | 2 | 0.20 | 90.257 | 89.922 | 90.716 |
6 | 2009.11.02 21:57 | modify | 2 | 0.20 | 90.257 | 89.967 | 90.716 |
7 | 2009.11.02 22:59 | modify | 2 | 0.20 | 90.257 | 90.010 | 90.716 |
8 | 2009.11.03 00:00 | modify | 2 | 0.20 | 90.257 | 90.088 | 90.716 |
9 | 2009.11.03 00:00 | close | 2 | 0.20 | 90.390 | 90.088 | 90.716 | 28.83 | 10038.13
10 | 2009.11.10 19:15 | sell | 3 | 0.30 | 89.766 | 90.115 | 89.534 |
11 | 2009.11.10 19:45 | close | 3 | 0.10 | 89.752 | 90.115 | 89.534 | 1.56 | 10039.69
12 | 2009.11.10 19:45 | sell | 4 | 0.20 | 89.766 | 90.115 | 89.534 |
13 | 2009.11.10 20:47 | modify | 4 | 0.20 | 89.766 | 90.106 | 89.534 |
14 | 2009.11.10 21:50 | modify | 4 | 0.20 | 89.766 | 90.098 | 89.534 |
15 | 2009.11.10 22:52 | modify | 4 | 0.20 | 89.766 | 90.089 | 89.534 |
16 | 2009.11.10 23:55 | modify | 4 | 0.20 | 89.766 | 90.081 | 89.534 |
17 | 2009.11.11 00:03 | close | 4 | 0.10 | 89.620 | 90.081 | 89.534 | 15.94 | 10055.63
18 | 2009.11.11 00:03 | sell | 5 | 0.10 | 89.766 | 90.081 | 89.534 |
19 | 2009.11.11 00:10 | close | 5 | 0.10 | 89.560 | 90.081 | 89.534 | 22.65 | 10078.28
20 | 2009.11.11 08:10 | buy | 6 | 0.30 | 89.954 | 89.280 | 90.178 |
21 | 2009.11.11 09:12 | modify | 6 | 0.30 | 89.954 | 89.294 | 90.178 |
22 | 2009.11.11 10:15 | modify | 6 | 0.30 | 89.954 | 89.324 | 90.178 |
23 | 2009.11.11 11:17 | modify | 6 | 0.30 | 89.954 | 89.352 | 90.178 |
24 | 2009.11.11 12:20 | modify | 6 | 0.30 | 89.954 | 89.378 | 90.178 |
25 | 2009.11.11 13:22 | modify | 6 | 0.30 | 89.954 | 89.404 | 90.178 |
26 | 2009.11.11 14:25 | modify | 6 | 0.30 | 89.954 | 89.429 | 90.178 |
27 | 2009.11.11 15:27 | modify | 6 | 0.30 | 89.954 | 89.453 | 90.178 |
28 | 2009.11.11 16:00 | close | 6 | 0.30 | 89.820 | 89.453 | 90.178 | -44.76 | 10033.52
29 | 2009.11.18 15:15 | buy | 7 | 0.30 | 89.198 | 89.000 | 89.460 |
30 | 2009.11.18 15:46 | close | 7 | 0.10 | 89.260 | 89.000 | 89.460 | 6.95 | 10040.47
31 | 2009.11.18 15:46 | buy | 8 | 0.20 | 89.198 | 89.000 | 89.460 |
32 | 2009.11.18 16:15 | close | 8 | 0.10 | 89.273 | 89.000 | 89.460 | 8.40 | 10048.87
33 | 2009.11.18 16:15 | buy | 9 | 0.10 | 89.198 | 89.000 | 89.460 |
34 | 2009.11.18 16:33 | close | 9 | 0.10 | 89.344 | 89.000 | 89.460 | 16.34 | 10065.21