Strategy Tester Report
CADJPY
Forex.comUK-Demo(R) (Build 765)
| Symbol | GBPJPYpro (Great Britain Pound vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2014.10.07 17:00 - 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 | 2004 | Ticks modelled | 5581515 | Modelling quality | 70.46% |
| Mismatched charts errors | 25 | ||||
| Initial deposit | 1000.00 | Spread | Current (40) | ||
| Total net profit | 25.24 | Gross profit | 203.94 | Gross loss | -178.71 |
| Profit factor | 1.14 | Expected payoff | 0.56 | ||
| Absolute drawdown | 27.67 | Maximal drawdown | 63.80 (6.04%) | Relative drawdown | 6.04% (63.80) |
| Total trades | 45 | Short positions (won %) | 21 (42.86%) | Long positions (won %) | 24 (50.00%) |
| Profit trades (% of total) | 21 (46.67%) | Loss trades (% of total) | 24 (53.33%) | ||
| Largest | profit trade | 17.65 | loss trade | -15.34 | |
| Average | profit trade | 9.71 | loss trade | -7.45 | |
| Maximum | consecutive wins (profit in money) | 4 (46.42) | consecutive losses (loss in money) | 4 (-45.73) | |
| Maximal | consecutive profit (count of wins) | 46.42 (4) | consecutive loss (count of losses) | -45.73 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2014.10.08 08:00 | sell limit | 1 | 0.01 | 173.878 | 0.000 | 0.000 | ||
| 2 | 2014.10.08 10:11 | sell | 1 | 0.01 | 173.878 | 0.000 | 0.000 | ||
| 3 | 2014.10.09 09:00 | close | 1 | 0.01 | 174.773 | 0.000 | 0.000 | -7.72 | 992.28 |
| 4 | 2014.10.09 09:00 | buy | 2 | 0.01 | 174.773 | 0.000 | 0.000 | ||
| 5 | 2014.10.09 16:00 | close | 2 | 0.01 | 174.089 | 0.000 | 0.000 | -5.82 | 986.46 |
| 6 | 2014.10.09 16:00 | sell limit | 3 | 0.01 | 174.297 | 0.000 | 0.000 | ||
| 7 | 2014.10.10 14:00 | delete | 3 | 0.01 | 174.297 | 0.000 | 0.000 | ||
| 8 | 2014.10.13 15:00 | sell limit | 4 | 0.01 | 172.507 | 0.000 | 0.000 | ||
| 9 | 2014.10.13 15:51 | sell | 4 | 0.01 | 172.507 | 0.000 | 0.000 | ||
| 10 | 2014.10.14 08:42 | close | 4 | 0.01 | 171.007 | 0.000 | 0.000 | 12.74 | 999.20 |
| 11 | 2014.10.14 09:00 | sell limit | 5 | 0.01 | 171.566 | 0.000 | 0.000 | ||
| 12 | 2014.10.15 07:00 | delete | 5 | 0.01 | 171.566 | 0.000 | 0.000 | ||
| 13 | 2014.10.15 14:00 | sell limit | 6 | 0.01 | 170.040 | 0.000 | 0.000 | ||
| 14 | 2014.10.16 12:00 | delete | 6 | 0.01 | 170.040 | 0.000 | 0.000 | ||
| 15 | 2014.10.16 17:00 | buy limit | 7 | 0.01 | 170.084 | 0.000 | 0.000 | ||
| 16 | 2014.10.17 15:00 | delete | 7 | 0.01 | 170.084 | 0.000 | 0.000 | ||
| 17 | 2014.10.20 04:00 | buy limit | 8 | 0.01 | 172.675 | 0.000 | 0.000 | ||
| 18 | 2014.10.20 06:17 | buy | 8 | 0.01 | 172.675 | 0.000 | 0.000 | ||
| 19 | 2014.10.21 06:26 | close | 8 | 0.01 | 171.854 | 0.000 | 0.000 | -6.99 | 992.21 |
| 20 | 2014.10.21 06:26 | sell | 9 | 0.01 | 171.854 | 0.000 | 0.000 | ||
| 21 | 2014.10.21 07:00 | sell limit | 10 | 0.01 | 172.126 | 0.000 | 0.000 | ||
| 22 | 2014.10.21 07:23 | sell | 10 | 0.01 | 172.126 | 0.000 | 0.000 | ||
| 23 | 2014.10.22 16:00 | close | 10 | 0.01 | 172.469 | 0.000 | 0.000 | -2.95 | 989.26 |
| 24 | 2014.10.22 16:00 | buy | 11 | 0.02 | 172.469 | 0.000 | 0.000 | ||
| 25 | 2014.10.23 02:27 | close | 9 | 0.01 | 172.265 | 0.000 | 0.000 | -3.63 | 985.63 |
| 26 | 2014.10.23 12:00 | buy limit | 12 | 0.01 | 172.236 | 0.000 | 0.000 | ||
| 27 | 2014.10.23 14:15 | close | 11 | 0.02 | 173.156 | 0.000 | 0.000 | 11.77 | 997.40 |
| 28 | 2014.10.24 10:00 | delete | 12 | 0.01 | 172.236 | 0.000 | 0.000 | ||
| 29 | 2014.10.24 15:00 | buy limit | 13 | 0.01 | 173.668 | 0.000 | 0.000 | ||
| 30 | 2014.10.27 08:51 | buy | 13 | 0.01 | 173.668 | 0.000 | 0.000 | ||
| 31 | 2014.10.30 17:10 | close | 13 | 0.01 | 174.726 | 0.000 | 0.000 | 9.07 | 1006.46 |
| 32 | 2014.10.30 18:00 | buy limit | 14 | 0.01 | 174.711 | 0.000 | 0.000 | ||
| 33 | 2014.10.30 23:55 | buy | 14 | 0.01 | 174.711 | 0.000 | 0.000 | ||
| 34 | 2014.10.31 04:58 | close | 14 | 0.01 | 176.211 | 0.000 | 0.000 | 12.78 | 1019.24 |
| 35 | 2014.10.31 05:00 | buy limit | 15 | 0.01 | 175.376 | 0.000 | 0.000 | ||
| 36 | 2014.11.03 04:00 | delete | 15 | 0.01 | 175.376 | 0.000 | 0.000 | ||
| 37 | 2014.11.03 11:00 | buy limit | 16 | 0.01 | 180.738 | 0.000 | 0.000 | ||
| 38 | 2014.11.04 09:00 | delete | 16 | 0.01 | 180.738 | 0.000 | 0.000 | ||
| 39 | 2014.11.05 05:00 | buy limit | 17 | 0.01 | 182.183 | 0.000 | 0.000 | ||
| 40 | 2014.11.05 06:56 | buy | 17 | 0.01 | 182.183 | 0.000 | 0.000 | ||
| 41 | 2014.11.06 03:01 | close | 17 | 0.01 | 183.683 | 0.000 | 0.000 | 12.80 | 1032.05 |
| 42 | 2014.11.07 15:00 | sell limit | 18 | 0.01 | 182.023 | 0.000 | 0.000 | ||
| 43 | 2014.11.07 15:55 | sell | 18 | 0.01 | 182.023 | 0.000 | 0.000 | ||
| 44 | 2014.11.11 06:53 | close | 18 | 0.01 | 182.845 | 0.000 | 0.000 | -7.06 | 1024.98 |
| 45 | 2014.11.11 06:53 | buy | 19 | 0.01 | 182.845 | 0.000 | 0.000 | ||
| 46 | 2014.11.11 07:00 | buy limit | 20 | 0.01 | 182.510 | 0.000 | 0.000 | ||
| 47 | 2014.11.11 22:23 | close | 19 | 0.01 | 184.490 | 0.000 | 0.000 | 14.01 | 1038.99 |
| 48 | 2014.11.12 05:00 | delete | 20 | 0.01 | 182.510 | 0.000 | 0.000 | ||
| 49 | 2014.11.12 12:00 | sell limit | 21 | 0.01 | 183.061 | 0.000 | 0.000 | ||
| 50 | 2014.11.13 10:00 | delete | 21 | 0.01 | 183.061 | 0.000 | 0.000 | ||
| 51 | 2014.11.13 13:00 | sell limit | 22 | 0.01 | 182.072 | 0.000 | 0.000 | ||
| 52 | 2014.11.13 14:53 | sell | 22 | 0.01 | 182.072 | 0.000 | 0.000 | ||
| 53 | 2014.11.16 22:00 | close | 22 | 0.01 | 182.643 | 0.000 | 0.000 | -4.89 | 1034.10 |
| 54 | 2014.11.16 22:00 | buy | 23 | 0.02 | 182.643 | 0.000 | 0.000 | ||
| 55 | 2014.11.16 23:00 | buy limit | 24 | 0.01 | 182.387 | 0.000 | 0.000 | ||
| 56 | 2014.11.17 01:00 | buy | 24 | 0.01 | 182.387 | 0.000 | 0.000 | ||
| 57 | 2014.11.18 13:11 | close | 23 | 0.02 | 182.357 | 0.000 | 0.000 | -4.83 | 1029.27 |
| 58 | 2014.11.19 09:30 | close | 24 | 0.01 | 183.445 | 0.000 | 0.000 | 9.03 | 1038.31 |
| 59 | 2014.11.19 10:00 | buy limit | 25 | 0.01 | 183.474 | 0.000 | 0.000 | ||
| 60 | 2014.11.20 08:00 | delete | 25 | 0.01 | 183.474 | 0.000 | 0.000 | ||
| 61 | 2014.11.21 10:00 | sell limit | 26 | 0.01 | 184.398 | 0.000 | 0.000 | ||
| 62 | 2014.11.21 10:27 | sell | 26 | 0.01 | 184.398 | 0.000 | 0.000 | ||
| 63 | 2014.11.24 11:08 | close | 26 | 0.01 | 185.221 | 0.000 | 0.000 | -7.04 | 1031.26 |
| 64 | 2014.11.24 11:08 | buy | 27 | 0.01 | 185.221 | 0.000 | 0.000 | ||
| 65 | 2014.11.24 11:09 | buy limit | 28 | 0.01 | 184.901 | 0.000 | 0.000 | ||
| 66 | 2014.11.25 01:11 | buy | 28 | 0.01 | 184.901 | 0.000 | 0.000 | ||
| 67 | 2014.11.26 07:10 | close | 27 | 0.01 | 184.807 | 0.000 | 0.000 | -3.51 | 1027.76 |
| 68 | 2014.11.26 18:25 | close | 28 | 0.01 | 185.959 | 0.000 | 0.000 | 9.02 | 1036.78 |
| 69 | 2014.11.26 19:00 | buy limit | 29 | 0.01 | 185.809 | 0.000 | 0.000 | ||
| 70 | 2014.11.26 22:17 | buy | 29 | 0.01 | 185.809 | 0.000 | 0.000 | ||
| 71 | 2014.11.28 08:00 | close | 29 | 0.01 | 185.429 | 0.000 | 0.000 | -3.19 | 1033.59 |
| 72 | 2014.11.28 08:00 | sell | 30 | 0.01 | 185.429 | 0.000 | 0.000 | ||
| 73 | 2014.11.30 22:00 | close | 30 | 0.01 | 185.829 | 0.000 | 0.000 | -3.41 | 1030.18 |
| 74 | 2014.12.02 08:00 | buy limit | 31 | 0.01 | 186.465 | 0.000 | 0.000 | ||
| 75 | 2014.12.02 12:02 | buy | 31 | 0.01 | 186.465 | 0.000 | 0.000 | ||
| 76 | 2014.12.03 14:35 | close | 31 | 0.01 | 187.523 | 0.000 | 0.000 | 9.02 | 1039.20 |
| 77 | 2014.12.03 14:36 | buy limit | 32 | 0.01 | 187.044 | 0.000 | 0.000 | ||
| 78 | 2014.12.04 12:01 | delete | 32 | 0.01 | 187.044 | 0.000 | 0.000 | ||
| 79 | 2014.12.05 08:00 | buy limit | 33 | 0.01 | 187.836 | 0.000 | 0.000 | ||
| 80 | 2014.12.08 06:00 | delete | 33 | 0.01 | 187.836 | 0.000 | 0.000 | ||
| 81 | 2014.12.09 04:00 | sell limit | 34 | 0.01 | 188.544 | 0.000 | 0.000 | ||
| 82 | 2014.12.10 02:00 | delete | 34 | 0.01 | 188.544 | 0.000 | 0.000 | ||
| 83 | 2014.12.10 05:00 | sell limit | 35 | 0.01 | 186.825 | 0.000 | 0.000 | ||
| 84 | 2014.12.10 05:53 | sell | 35 | 0.01 | 186.825 | 0.000 | 0.000 | ||
| 85 | 2014.12.10 19:57 | close | 35 | 0.01 | 185.323 | 0.000 | 0.000 | 12.79 | 1051.99 |
| 86 | 2014.12.10 19:59 | sell limit | 36 | 0.01 | 185.964 | 0.000 | 0.000 | ||
| 87 | 2014.12.11 09:37 | sell | 36 | 0.01 | 185.964 | 0.000 | 0.000 | ||
| 88 | 2014.12.11 18:42 | close | 36 | 0.01 | 187.766 | 0.000 | 0.000 | -15.34 | 1036.65 |
| 89 | 2014.12.11 18:42 | buy | 37 | 0.01 | 187.766 | 0.000 | 0.000 | ||
| 90 | 2014.12.11 18:43 | buy limit | 38 | 0.01 | 187.222 | 0.000 | 0.000 | ||
| 91 | 2014.12.11 19:43 | buy | 38 | 0.01 | 187.222 | 0.000 | 0.000 | ||
| 92 | 2014.12.12 18:00 | close | 38 | 0.01 | 186.042 | 0.000 | 0.000 | -10.04 | 1026.61 |
| 93 | 2014.12.12 18:00 | sell | 39 | 0.02 | 186.042 | 0.000 | 0.000 | ||
| 94 | 2014.12.14 22:00 | close | 37 | 0.01 | 186.565 | 0.000 | 0.000 | -10.22 | 1016.39 |
| 95 | 2014.12.15 01:20 | close | 39 | 0.02 | 186.633 | 0.000 | 0.000 | -10.13 | 1006.26 |
| 96 | 2014.12.15 14:00 | sell limit | 40 | 0.01 | 185.928 | 0.000 | 0.000 | ||
| 97 | 2014.12.15 14:13 | sell | 40 | 0.01 | 185.928 | 0.000 | 0.000 | ||
| 98 | 2014.12.15 16:18 | close | 40 | 0.01 | 184.428 | 0.000 | 0.000 | 12.77 | 1019.03 |
| 99 | 2014.12.15 16:19 | sell limit | 41 | 0.01 | 185.434 | 0.000 | 0.000 | ||
| 100 | 2014.12.16 14:00 | delete | 41 | 0.01 | 185.434 | 0.000 | 0.000 | ||
| 101 | 2014.12.17 21:00 | buy limit | 42 | 0.01 | 184.415 | 0.000 | 0.000 | ||
| 102 | 2014.12.18 19:00 | delete | 42 | 0.01 | 184.415 | 0.000 | 0.000 | ||
| 103 | 2014.12.22 08:00 | buy limit | 43 | 0.01 | 187.024 | 0.000 | 0.000 | ||
| 104 | 2014.12.22 11:29 | buy | 43 | 0.01 | 187.024 | 0.000 | 0.000 | ||
| 105 | 2014.12.30 01:00 | close | 43 | 0.01 | 187.024 | 0.000 | 0.000 | 0.09 | 1019.12 |
| 106 | 2014.12.30 01:01 | sell limit | 44 | 0.01 | 187.110 | 0.000 | 0.000 | ||
| 107 | 2014.12.30 23:00 | delete | 44 | 0.01 | 187.110 | 0.000 | 0.000 | ||
| 108 | 2014.12.31 16:00 | buy limit | 45 | 0.01 | 186.436 | 0.000 | 0.000 | ||
| 109 | 2014.12.31 21:52 | buy | 45 | 0.01 | 186.436 | 0.000 | 0.000 | ||
| 110 | 2015.01.02 15:01 | close | 45 | 0.01 | 185.612 | 0.000 | 0.000 | -6.97 | 1012.15 |
| 111 | 2015.01.02 15:01 | sell | 46 | 0.01 | 185.612 | 0.000 | 0.000 | ||
| 112 | 2015.01.02 16:00 | close | 46 | 0.01 | 184.970 | 0.000 | 0.000 | 5.47 | 1017.62 |
| 113 | 2015.01.02 16:00 | sell limit | 47 | 0.01 | 185.550 | 0.000 | 0.000 | ||
| 114 | 2015.01.05 14:00 | delete | 47 | 0.01 | 185.550 | 0.000 | 0.000 | ||
| 115 | 2015.01.05 14:01 | sell limit | 48 | 0.01 | 182.898 | 0.000 | 0.000 | ||
| 116 | 2015.01.06 12:00 | delete | 48 | 0.01 | 182.898 | 0.000 | 0.000 | ||
| 117 | 2015.01.06 17:00 | sell limit | 49 | 0.01 | 180.001 | 0.000 | 0.000 | ||
| 118 | 2015.01.06 20:19 | sell | 49 | 0.01 | 180.001 | 0.000 | 0.000 | ||
| 119 | 2015.01.08 02:00 | close | 49 | 0.01 | 180.701 | 0.000 | 0.000 | -6.09 | 1011.53 |
| 120 | 2015.01.08 02:00 | buy | 50 | 0.02 | 180.701 | 0.000 | 0.000 | ||
| 121 | 2015.01.08 07:00 | buy limit | 51 | 0.01 | 180.691 | 0.000 | 0.000 | ||
| 122 | 2015.01.08 07:32 | buy | 51 | 0.01 | 180.691 | 0.000 | 0.000 | ||
| 123 | 2015.01.09 13:00 | close | 51 | 0.01 | 180.346 | 0.000 | 0.000 | -2.93 | 1008.60 |
| 124 | 2015.01.09 13:00 | sell | 52 | 0.03 | 180.346 | 0.000 | 0.000 | ||
| 125 | 2015.01.09 15:00 | close | 50 | 0.02 | 180.113 | 0.000 | 0.000 | -10.00 | 998.61 |
| 126 | 2015.01.09 16:11 | close | 52 | 0.03 | 179.655 | 0.000 | 0.000 | 17.65 | 1016.26 |
| 127 | 2015.01.09 17:00 | sell limit | 53 | 0.01 | 180.040 | 0.000 | 0.000 | ||
| 128 | 2015.01.12 09:58 | sell | 53 | 0.01 | 180.040 | 0.000 | 0.000 | ||
| 129 | 2015.01.13 08:48 | close | 53 | 0.01 | 178.982 | 0.000 | 0.000 | 8.98 | 1025.23 |
| 130 | 2015.01.13 19:00 | sell limit | 54 | 0.01 | 178.878 | 0.000 | 0.000 | ||
| 131 | 2015.01.14 17:00 | delete | 54 | 0.01 | 178.878 | 0.000 | 0.000 | ||
| 132 | 2015.01.15 01:00 | buy limit | 55 | 0.01 | 178.926 | 0.000 | 0.000 | ||
| 133 | 2015.01.15 07:36 | buy | 55 | 0.01 | 178.926 | 0.000 | 0.000 | ||
| 134 | 2015.01.15 09:50 | close | 55 | 0.01 | 177.124 | 0.000 | 0.000 | -15.34 | 1009.89 |
| 135 | 2015.01.15 09:50 | sell | 56 | 0.01 | 177.124 | 0.000 | 0.000 | ||
| 136 | 2015.01.16 18:00 | close | 56 | 0.01 | 178.095 | 0.000 | 0.000 | -8.30 | 1001.59 |
| 137 | 2015.01.16 18:00 | buy limit | 57 | 0.01 | 177.735 | 0.000 | 0.000 | ||
| 138 | 2015.01.18 22:00 | buy | 57 | 0.01 | 177.735 | 0.000 | 0.000 | ||
| 139 | 2015.01.20 09:09 | close | 57 | 0.01 | 178.794 | 0.000 | 0.000 | 9.04 | 1010.63 |
| 140 | 2015.01.20 10:00 | buy limit | 58 | 0.01 | 178.812 | 0.000 | 0.000 | ||
| 141 | 2015.01.21 03:41 | buy | 58 | 0.01 | 178.812 | 0.000 | 0.000 | ||
| 142 | 2015.01.22 14:32 | close | 58 | 0.01 | 177.989 | 0.000 | 0.000 | -6.98 | 1003.66 |
| 143 | 2015.01.22 14:32 | sell | 59 | 0.01 | 177.989 | 0.000 | 0.000 | ||
| 144 | 2015.01.22 15:00 | close | 59 | 0.01 | 177.696 | 0.000 | 0.000 | 2.49 | 1006.15 |
| 145 | 2015.01.22 15:00 | sell limit | 60 | 0.01 | 178.223 | 0.000 | 0.000 | ||
| 146 | 2015.01.22 23:19 | sell | 60 | 0.01 | 178.223 | 0.000 | 0.000 | ||
| 147 | 2015.01.23 11:50 | close | 60 | 0.01 | 176.722 | 0.000 | 0.000 | 12.75 | 1018.89 |
| 148 | 2015.01.23 12:00 | sell limit | 61 | 0.01 | 177.024 | 0.000 | 0.000 | ||
| 149 | 2015.01.23 13:35 | sell | 61 | 0.01 | 177.024 | 0.000 | 0.000 | ||
| 150 | 2015.01.25 23:42 | close | 61 | 0.01 | 175.962 | 0.000 | 0.000 | 9.04 | 1027.93 |
| 151 | 2015.01.26 00:00 | sell limit | 62 | 0.01 | 176.359 | 0.000 | 0.000 | ||
| 152 | 2015.01.26 00:02 | sell | 62 | 0.01 | 176.359 | 0.000 | 0.000 | ||
| 153 | 2015.01.26 15:05 | close | 62 | 0.01 | 178.160 | 0.000 | 0.000 | -15.34 | 1012.59 |
| 154 | 2015.01.26 15:05 | buy | 63 | 0.01 | 178.160 | 0.000 | 0.000 | ||
| 155 | 2015.01.26 17:00 | close | 63 | 0.01 | 178.585 | 0.000 | 0.000 | 3.62 | 1016.21 |
| 156 | 2015.01.26 17:00 | buy limit | 64 | 0.01 | 178.198 | 0.000 | 0.000 | ||
| 157 | 2015.01.27 07:00 | buy | 64 | 0.01 | 178.198 | 0.000 | 0.000 | ||
| 158 | 2015.01.28 07:05 | close | 64 | 0.01 | 179.256 | 0.000 | 0.000 | 9.02 | 1025.24 |
| 159 | 2015.01.28 20:00 | sell limit | 65 | 0.01 | 178.542 | 0.000 | 0.000 | ||