Strategy Tester Report
CADJPY
Forex.comUK-Demo(R) (Build 765)
| Symbol | EURJPYpro (Euro vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2014.10.07 19:00 - 2015.01.28 23:00 (2014.01.01 - 2015.01.29) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Period_ATR=81; Period_ema=4; MaxSlippage=3; CustomComment="Some comment"; MagicNumber=12345; HandleSLPTByEA=true; UseMoneyManagement=true; UseLotsManagement=true; TradeAgainstTendencyInitial=false; Lots=0.1; LotsDecimals=2; LossesRatio=5; RiskInPercent=2; MaximumLots=0.5; maxLosses001Initial=7; minProfit001Initial=9; orderLots=0; SL_points=180; PT_points=150; | ||||
| Bars in test | 2003 | Ticks modelled | 5873817 | Modelling quality | 70.53% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Current (30) | ||
| Total net profit | 211.97 | Gross profit | 312.06 | Gross loss | -100.09 |
| Profit factor | 3.12 | Expected payoff | 5.89 | ||
| Absolute drawdown | 12.68 | Maximal drawdown | 48.80 (4.21%) | Relative drawdown | 4.45% (46.10) |
| Total trades | 36 | Short positions (won %) | 20 (70.00%) | Long positions (won %) | 16 (62.50%) |
| Profit trades (% of total) | 24 (66.67%) | Loss trades (% of total) | 12 (33.33%) | ||
| Largest | profit trade | 55.60 | loss trade | -23.15 | |
| Average | profit trade | 13.00 | loss trade | -8.34 | |
| Maximum | consecutive wins (profit in money) | 7 (73.37) | consecutive losses (loss in money) | 5 (-32.06) | |
| Maximal | consecutive profit (count of wins) | 78.46 (3) | consecutive loss (count of losses) | -32.06 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2014.10.08 15:00 | buy limit | 1 | 0.01 | 137.130 | 0.000 | 0.000 | ||
| 2 | 2014.10.09 13:00 | delete | 1 | 0.01 | 137.130 | 0.000 | 0.000 | ||
| 3 | 2014.10.09 16:00 | sell limit | 2 | 0.01 | 137.122 | 0.000 | 0.000 | ||
| 4 | 2014.10.10 14:00 | delete | 2 | 0.01 | 137.122 | 0.000 | 0.000 | ||
| 5 | 2014.10.10 15:00 | sell limit | 3 | 0.01 | 136.349 | 0.000 | 0.000 | ||
| 6 | 2014.10.10 16:32 | sell | 3 | 0.01 | 136.349 | 0.000 | 0.000 | ||
| 7 | 2014.10.14 09:12 | close | 3 | 0.01 | 135.292 | 0.000 | 0.000 | 8.98 | 1008.98 |
| 8 | 2014.10.14 09:13 | sell limit | 4 | 0.01 | 135.988 | 0.000 | 0.000 | ||
| 9 | 2014.10.15 06:51 | sell | 4 | 0.01 | 135.988 | 0.000 | 0.000 | ||
| 10 | 2014.10.16 09:57 | close | 4 | 0.01 | 134.930 | 0.000 | 0.000 | 8.97 | 1017.95 |
| 11 | 2014.10.16 10:00 | sell limit | 5 | 0.01 | 135.376 | 0.000 | 0.000 | ||
| 12 | 2014.10.16 14:21 | sell | 5 | 0.01 | 135.376 | 0.000 | 0.000 | ||
| 13 | 2014.10.17 13:00 | close | 5 | 0.01 | 136.343 | 0.000 | 0.000 | -8.25 | 1009.69 |
| 14 | 2014.10.17 13:00 | buy | 6 | 0.01 | 136.343 | 0.000 | 0.000 | ||
| 15 | 2014.10.20 04:00 | close | 6 | 0.01 | 136.977 | 0.000 | 0.000 | 5.40 | 1015.09 |
| 16 | 2014.10.20 04:00 | buy limit | 7 | 0.01 | 136.827 | 0.000 | 0.000 | ||
| 17 | 2014.10.20 05:55 | buy | 7 | 0.01 | 136.827 | 0.000 | 0.000 | ||
| 18 | 2014.10.21 13:12 | close | 7 | 0.01 | 136.005 | 0.000 | 0.000 | -7.00 | 1008.09 |
| 19 | 2014.10.21 13:12 | sell | 8 | 0.02 | 136.005 | 0.000 | 0.000 | ||
| 20 | 2014.10.21 13:13 | sell limit | 9 | 0.01 | 136.295 | 0.000 | 0.000 | ||
| 21 | 2014.10.22 11:00 | delete | 9 | 0.01 | 136.295 | 0.000 | 0.000 | ||
| 22 | 2014.10.22 20:00 | close | 8 | 0.02 | 135.467 | 0.000 | 0.000 | 9.13 | 1017.22 |
| 23 | 2014.10.22 20:00 | sell limit | 10 | 0.01 | 135.569 | 0.000 | 0.000 | ||
| 24 | 2014.10.22 22:07 | sell | 10 | 0.01 | 135.569 | 0.000 | 0.000 | ||
| 25 | 2014.10.23 21:00 | close | 10 | 0.01 | 136.921 | 0.000 | 0.000 | -11.56 | 1005.66 |
| 26 | 2014.10.23 21:00 | buy | 11 | 0.03 | 136.921 | 0.000 | 0.000 | ||
| 27 | 2014.10.26 22:00 | close | 11 | 0.03 | 137.197 | 0.000 | 0.000 | 7.06 | 1012.72 |
| 28 | 2014.10.26 22:00 | buy limit | 12 | 0.01 | 137.039 | 0.000 | 0.000 | ||
| 29 | 2014.10.27 00:52 | buy | 12 | 0.01 | 137.039 | 0.000 | 0.000 | ||
| 30 | 2014.10.31 04:43 | close | 12 | 0.01 | 138.100 | 0.000 | 0.000 | 9.04 | 1021.76 |
| 31 | 2014.10.31 05:00 | buy limit | 13 | 0.01 | 138.154 | 0.000 | 0.000 | ||
| 32 | 2014.11.03 04:00 | delete | 13 | 0.01 | 138.154 | 0.000 | 0.000 | ||
| 33 | 2014.11.03 11:00 | buy limit | 14 | 0.01 | 141.211 | 0.000 | 0.000 | ||
| 34 | 2014.11.04 09:00 | delete | 14 | 0.01 | 141.211 | 0.000 | 0.000 | ||
| 35 | 2014.11.04 16:00 | buy limit | 15 | 0.01 | 142.191 | 0.000 | 0.000 | ||
| 36 | 2014.11.05 14:00 | delete | 15 | 0.01 | 142.191 | 0.000 | 0.000 | ||
| 37 | 2014.11.06 02:00 | buy limit | 16 | 0.01 | 143.239 | 0.000 | 0.000 | ||
| 38 | 2014.11.06 04:12 | buy | 16 | 0.01 | 143.239 | 0.000 | 0.000 | ||
| 39 | 2014.11.07 13:33 | close | 16 | 0.01 | 142.417 | 0.000 | 0.000 | -7.00 | 1014.76 |
| 40 | 2014.11.07 13:33 | sell | 17 | 0.01 | 142.417 | 0.000 | 0.000 | ||
| 41 | 2014.11.07 19:00 | sell limit | 18 | 0.01 | 142.511 | 0.000 | 0.000 | ||
| 42 | 2014.11.07 20:05 | sell | 18 | 0.01 | 142.511 | 0.000 | 0.000 | ||
| 43 | 2014.11.09 22:00 | close | 18 | 0.01 | 142.823 | 0.000 | 0.000 | -2.66 | 1012.10 |
| 44 | 2014.11.09 22:00 | buy | 19 | 0.02 | 142.823 | 0.000 | 0.000 | ||
| 45 | 2014.11.09 22:01 | close | 17 | 0.01 | 142.827 | 0.000 | 0.000 | -3.50 | 1008.60 |
| 46 | 2014.11.10 08:00 | close | 19 | 0.02 | 142.202 | 0.000 | 0.000 | -10.58 | 998.02 |
| 47 | 2014.11.10 08:00 | sell limit | 20 | 0.01 | 142.344 | 0.000 | 0.000 | ||
| 48 | 2014.11.10 08:10 | sell | 20 | 0.01 | 142.344 | 0.000 | 0.000 | ||
| 49 | 2014.11.11 07:00 | close | 20 | 0.01 | 143.320 | 0.000 | 0.000 | -8.32 | 989.70 |
| 50 | 2014.11.11 07:00 | buy | 21 | 0.04 | 143.320 | 0.000 | 0.000 | ||
| 51 | 2014.11.11 07:01 | buy limit | 22 | 0.01 | 143.102 | 0.000 | 0.000 | ||
| 52 | 2014.11.12 05:00 | delete | 22 | 0.01 | 143.102 | 0.000 | 0.000 | ||
| 53 | 2014.11.14 09:00 | close | 21 | 0.04 | 144.952 | 0.000 | 0.000 | 55.60 | 1045.30 |
| 54 | 2014.11.14 09:00 | buy limit | 23 | 0.01 | 144.740 | 0.000 | 0.000 | ||
| 55 | 2014.11.17 07:00 | delete | 23 | 0.01 | 144.740 | 0.000 | 0.000 | ||
| 56 | 2014.11.18 08:00 | buy limit | 24 | 0.01 | 145.547 | 0.000 | 0.000 | ||
| 57 | 2014.11.19 06:00 | delete | 24 | 0.01 | 145.547 | 0.000 | 0.000 | ||
| 58 | 2014.11.19 09:00 | buy limit | 25 | 0.01 | 147.068 | 0.000 | 0.000 | ||
| 59 | 2014.11.20 07:00 | delete | 25 | 0.01 | 147.068 | 0.000 | 0.000 | ||
| 60 | 2014.11.21 08:00 | sell limit | 26 | 0.01 | 147.680 | 0.000 | 0.000 | ||
| 61 | 2014.11.24 06:00 | delete | 26 | 0.01 | 147.680 | 0.000 | 0.000 | ||
| 62 | 2014.11.24 15:00 | buy limit | 27 | 0.01 | 146.882 | 0.000 | 0.000 | ||
| 63 | 2014.11.25 00:46 | buy | 27 | 0.01 | 146.882 | 0.000 | 0.000 | ||
| 64 | 2014.11.28 15:58 | close | 27 | 0.01 | 147.940 | 0.000 | 0.000 | 9.01 | 1054.31 |
| 65 | 2014.11.28 16:00 | buy limit | 28 | 0.01 | 147.743 | 0.000 | 0.000 | ||
| 66 | 2014.11.28 16:19 | buy | 28 | 0.01 | 147.743 | 0.000 | 0.000 | ||
| 67 | 2014.12.04 15:14 | close | 28 | 0.01 | 148.801 | 0.000 | 0.000 | 9.01 | 1063.32 |
| 68 | 2014.12.04 15:15 | buy limit | 29 | 0.01 | 148.153 | 0.000 | 0.000 | ||
| 69 | 2014.12.04 17:32 | buy | 29 | 0.01 | 148.153 | 0.000 | 0.000 | ||
| 70 | 2014.12.05 01:01 | close | 29 | 0.01 | 148.433 | 0.000 | 0.000 | 2.38 | 1065.70 |
| 71 | 2014.12.05 12:00 | buy limit | 30 | 0.01 | 148.856 | 0.000 | 0.000 | ||
| 72 | 2014.12.05 13:29 | buy | 30 | 0.01 | 148.856 | 0.000 | 0.000 | ||
| 73 | 2014.12.09 03:53 | close | 30 | 0.01 | 148.033 | 0.000 | 0.000 | -7.01 | 1058.69 |
| 74 | 2014.12.09 03:53 | sell | 31 | 0.01 | 148.033 | 0.000 | 0.000 | ||
| 75 | 2014.12.09 04:00 | sell limit | 32 | 0.01 | 148.349 | 0.000 | 0.000 | ||
| 76 | 2014.12.09 11:31 | sell | 32 | 0.01 | 148.349 | 0.000 | 0.000 | ||
| 77 | 2014.12.09 15:33 | close | 32 | 0.01 | 146.848 | 0.000 | 0.000 | 12.78 | 1071.47 |
| 78 | 2014.12.10 05:00 | close | 31 | 0.01 | 147.331 | 0.000 | 0.000 | 5.97 | 1077.43 |
| 79 | 2014.12.10 05:00 | sell limit | 33 | 0.01 | 147.612 | 0.000 | 0.000 | ||
| 80 | 2014.12.10 05:53 | sell | 33 | 0.01 | 147.612 | 0.000 | 0.000 | ||
| 81 | 2014.12.11 22:00 | close | 33 | 0.01 | 147.265 | 0.000 | 0.000 | 2.91 | 1080.34 |
| 82 | 2014.12.12 15:00 | buy limit | 34 | 0.01 | 147.641 | 0.000 | 0.000 | ||
| 83 | 2014.12.12 16:04 | buy | 34 | 0.01 | 147.641 | 0.000 | 0.000 | ||
| 84 | 2014.12.15 16:07 | close | 34 | 0.01 | 146.819 | 0.000 | 0.000 | -7.00 | 1073.34 |
| 85 | 2014.12.15 16:07 | sell | 35 | 0.01 | 146.819 | 0.000 | 0.000 | ||
| 86 | 2014.12.15 17:00 | sell limit | 36 | 0.01 | 147.109 | 0.000 | 0.000 | ||
| 87 | 2014.12.16 12:00 | close | 35 | 0.01 | 145.173 | 0.000 | 0.000 | 14.00 | 1087.33 |
| 88 | 2014.12.16 15:00 | delete | 36 | 0.01 | 147.109 | 0.000 | 0.000 | ||
| 89 | 2014.12.17 16:00 | sell limit | 37 | 0.01 | 145.726 | 0.000 | 0.000 | ||
| 90 | 2014.12.17 16:23 | sell | 37 | 0.01 | 145.726 | 0.000 | 0.000 | ||
| 91 | 2014.12.18 18:00 | close | 37 | 0.01 | 146.196 | 0.000 | 0.000 | -4.04 | 1083.29 |
| 92 | 2014.12.18 18:00 | buy | 38 | 0.02 | 146.196 | 0.000 | 0.000 | ||
| 93 | 2014.12.19 06:00 | close | 38 | 0.02 | 146.595 | 0.000 | 0.000 | 6.79 | 1090.08 |
| 94 | 2014.12.19 06:00 | buy limit | 39 | 0.01 | 146.408 | 0.000 | 0.000 | ||
| 95 | 2014.12.19 06:49 | buy | 39 | 0.01 | 146.408 | 0.000 | 0.000 | ||
| 96 | 2014.12.22 08:00 | close | 39 | 0.01 | 146.705 | 0.000 | 0.000 | 2.53 | 1092.61 |
| 97 | 2014.12.22 08:01 | buy limit | 40 | 0.01 | 146.482 | 0.000 | 0.000 | ||
| 98 | 2014.12.23 06:00 | delete | 40 | 0.01 | 146.482 | 0.000 | 0.000 | ||
| 99 | 2014.12.24 03:00 | sell limit | 41 | 0.01 | 146.708 | 0.000 | 0.000 | ||
| 100 | 2014.12.24 07:27 | sell | 41 | 0.01 | 146.708 | 0.000 | 0.000 | ||
| 101 | 2014.12.30 07:43 | close | 41 | 0.01 | 145.648 | 0.000 | 0.000 | 8.93 | 1101.54 |
| 102 | 2014.12.30 08:00 | sell limit | 42 | 0.01 | 145.951 | 0.000 | 0.000 | ||
| 103 | 2014.12.31 06:00 | delete | 42 | 0.01 | 145.951 | 0.000 | 0.000 | ||
| 104 | 2014.12.31 12:00 | sell limit | 43 | 0.01 | 145.157 | 0.000 | 0.000 | ||
| 105 | 2014.12.31 12:36 | sell | 43 | 0.01 | 145.157 | 0.000 | 0.000 | ||
| 106 | 2015.01.04 22:00 | close | 43 | 0.01 | 144.015 | 0.000 | 0.000 | 9.67 | 1111.22 |
| 107 | 2015.01.04 23:00 | sell limit | 44 | 0.01 | 144.314 | 0.000 | 0.000 | ||
| 108 | 2015.01.05 21:00 | delete | 44 | 0.01 | 144.314 | 0.000 | 0.000 | ||
| 109 | 2015.01.06 07:00 | sell limit | 45 | 0.01 | 142.264 | 0.000 | 0.000 | ||
| 110 | 2015.01.06 07:31 | sell | 45 | 0.01 | 142.264 | 0.000 | 0.000 | ||
| 111 | 2015.01.06 21:58 | close | 45 | 0.01 | 140.764 | 0.000 | 0.000 | 12.77 | 1123.99 |
| 112 | 2015.01.09 15:00 | sell limit | 46 | 0.01 | 140.678 | 0.000 | 0.000 | ||
| 113 | 2015.01.09 15:14 | sell | 46 | 0.01 | 140.678 | 0.000 | 0.000 | ||
| 114 | 2015.01.13 00:50 | close | 46 | 0.01 | 139.618 | 0.000 | 0.000 | 9.00 | 1132.99 |
| 115 | 2015.01.13 01:00 | sell limit | 47 | 0.02 | 139.822 | 0.000 | 0.000 | ||
| 116 | 2015.01.13 03:20 | sell | 47 | 0.02 | 139.822 | 0.000 | 0.000 | ||
| 117 | 2015.01.14 02:00 | close | 47 | 0.02 | 138.430 | 0.000 | 0.000 | 23.67 | 1156.66 |
| 118 | 2015.01.15 10:00 | sell limit | 48 | 0.02 | 137.921 | 0.000 | 0.000 | ||
| 119 | 2015.01.16 08:00 | delete | 48 | 0.02 | 137.921 | 0.000 | 0.000 | ||
| 120 | 2015.01.19 15:01 | buy limit | 49 | 0.02 | 136.331 | 0.000 | 0.000 | ||
| 121 | 2015.01.20 13:00 | delete | 49 | 0.02 | 136.331 | 0.000 | 0.000 | ||
| 122 | 2015.01.20 13:01 | buy limit | 50 | 0.02 | 137.398 | 0.000 | 0.000 | ||
| 123 | 2015.01.20 13:12 | buy | 50 | 0.02 | 137.398 | 0.000 | 0.000 | ||
| 124 | 2015.01.21 12:00 | close | 50 | 0.02 | 136.038 | 0.000 | 0.000 | -23.15 | 1133.51 |
| 125 | 2015.01.21 12:00 | sell | 51 | 0.02 | 136.038 | 0.000 | 0.000 | ||
| 126 | 2015.01.22 14:00 | sell limit | 52 | 0.02 | 136.531 | 0.000 | 0.000 | ||
| 127 | 2015.01.23 08:52 | close | 51 | 0.02 | 133.317 | 0.000 | 0.000 | 46.20 | 1179.71 |
| 128 | 2015.01.23 12:00 | delete | 52 | 0.02 | 136.531 | 0.000 | 0.000 | ||
| 129 | 2015.01.23 12:01 | sell limit | 53 | 0.02 | 132.684 | 0.000 | 0.000 | ||
| 130 | 2015.01.23 14:06 | sell | 53 | 0.02 | 132.684 | 0.000 | 0.000 | ||
| 131 | 2015.01.25 22:00 | close | 53 | 0.02 | 131.078 | 0.000 | 0.000 | 27.35 | 1207.06 |
| 132 | 2015.01.27 09:00 | buy limit | 54 | 0.02 | 133.232 | 0.000 | 0.000 | ||
| 133 | 2015.01.27 10:48 | buy | 54 | 0.02 | 133.232 | 0.000 | 0.000 | ||
| 134 | 2015.01.28 17:00 | close | 54 | 0.02 | 133.520 | 0.000 | 0.000 | 4.91 | 1211.97 |
| 135 | 2015.01.28 20:00 | sell limit | 55 | 0.02 | 133.376 | 0.000 | 0.000 | ||