Strategy Tester Report
pressure_OK_3
Forex.comUK-Demo(R) (Build 765)
| Symbol | CHFJPYpro (Swiss Franc vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2014.03.02 22:00 - 2015.02.24 23:00 (2014.03.01 - 2015.02.25) | ||||
| 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; Lots=0.1; LotsDecimals=2; LossesRatio=2; RiskInPercent=2; MaximumLots=0.5; SL_points=180; PT_points=150; | ||||
| Bars in test | 7124 | Ticks modelled | 9667106 | Modelling quality | 57.74% |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 1000.00 | Spread | Current (128) | ||
| Total net profit | -96.81 | Gross profit | 317.95 | Gross loss | -414.76 |
| Profit factor | 0.77 | Expected payoff | -3.72 | ||
| Absolute drawdown | 96.81 | Maximal drawdown | 183.21 (16.86%) | Relative drawdown | 16.86% (183.21) |
| Total trades | 26 | Short positions (won %) | 16 (43.75%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 14 (53.85%) | Loss trades (% of total) | 12 (46.15%) | ||
| Largest | profit trade | 54.87 | loss trade | -116.61 | |
| Average | profit trade | 22.71 | loss trade | -34.56 | |
| Maximum | consecutive wins (profit in money) | 3 (110.85) | consecutive losses (loss in money) | 3 (-34.19) | |
| Maximal | consecutive profit (count of wins) | 110.85 (3) | consecutive loss (count of losses) | -116.61 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2014.03.03 19:00 | sell limit | 1 | 0.03 | 114.947 | 0.000 | 0.000 | ||
| 2 | 2014.03.03 19:00 | buy limit | 2 | 0.03 | 114.947 | 0.000 | 0.000 | ||
| 3 | 2014.03.03 19:07 | buy | 2 | 0.03 | 114.947 | 0.000 | 0.000 | ||
| 4 | 2014.03.04 00:24 | sell | 1 | 0.03 | 114.947 | 0.000 | 0.000 | ||
| 5 | 2014.03.06 13:31 | close | 1 | 0.03 | 116.255 | 0.000 | 0.000 | -33.00 | 967.00 |
| 6 | 2014.03.11 23:39 | close | 2 | 0.03 | 117.129 | 0.000 | 0.000 | 54.87 | 1021.87 |
| 7 | 2014.03.12 17:00 | sell stop | 3 | 0.03 | 117.417 | 0.000 | 0.000 | ||
| 8 | 2014.03.12 17:00 | buy limit | 4 | 0.03 | 117.417 | 0.000 | 0.000 | ||
| 9 | 2014.03.12 17:54 | sell | 3 | 0.03 | 117.417 | 0.000 | 0.000 | ||
| 10 | 2014.03.13 05:00 | delete | 4 | 0.03 | 117.417 | 0.000 | 0.000 | ||
| 11 | 2014.03.13 20:22 | close | 3 | 0.03 | 116.415 | 0.000 | 0.000 | 25.30 | 1047.17 |
| 12 | 2014.03.13 20:22 | sell | 5 | 0.09 | 116.287 | 0.000 | 0.000 | ||
| 13 | 2014.03.18 14:54 | close | 5 | 0.09 | 115.882 | 0.000 | 0.000 | 30.68 | 1077.85 |
| 14 | 2014.03.18 15:00 | sell limit | 6 | 0.03 | 115.941 | 0.000 | 0.000 | ||
| 15 | 2014.03.18 15:00 | buy stop | 7 | 0.03 | 115.941 | 0.000 | 0.000 | ||
| 16 | 2014.03.18 15:19 | buy | 7 | 0.03 | 115.941 | 0.000 | 0.000 | ||
| 17 | 2014.03.18 15:24 | sell | 6 | 0.03 | 115.941 | 0.000 | 0.000 | ||
| 18 | 2014.04.01 13:30 | close | 6 | 0.03 | 117.351 | 0.000 | 0.000 | -35.55 | 1042.29 |
| 19 | 2014.04.02 10:21 | close | 7 | 0.03 | 117.262 | 0.000 | 0.000 | 32.97 | 1075.27 |
| 20 | 2014.04.03 14:00 | sell limit | 8 | 0.03 | 116.987 | 0.000 | 0.000 | ||
| 21 | 2014.04.03 14:00 | buy stop | 9 | 0.03 | 116.987 | 0.000 | 0.000 | ||
| 22 | 2014.04.04 02:00 | delete | 8 | 0.03 | 116.987 | 0.000 | 0.000 | ||
| 23 | 2014.04.04 03:00 | delete | 9 | 0.03 | 116.987 | 0.000 | 0.000 | ||
| 24 | 2014.04.04 14:01 | sell limit | 10 | 0.03 | 116.254 | 0.000 | 0.000 | ||
| 25 | 2014.04.04 14:01 | buy stop | 11 | 0.03 | 116.254 | 0.000 | 0.000 | ||
| 26 | 2014.04.04 14:04 | buy | 11 | 0.03 | 116.254 | 0.000 | 0.000 | ||
| 27 | 2014.04.04 14:09 | sell | 10 | 0.03 | 116.254 | 0.000 | 0.000 | ||
| 28 | 2014.04.08 21:00 | close | 10 | 0.03 | 115.393 | 0.000 | 0.000 | 21.74 | 1097.00 |
| 29 | 2014.04.08 21:00 | sell | 12 | 0.09 | 115.265 | 0.000 | 0.000 | ||
| 30 | 2014.04.28 09:31 | close | 11 | 0.03 | 116.678 | 0.000 | 0.000 | 10.16 | 1107.16 |
| 31 | 2014.04.28 09:31 | close | 12 | 0.09 | 116.807 | 0.000 | 0.000 | -116.61 | 990.55 |
| 32 | 2014.04.29 16:33 | sell limit | 13 | 0.03 | 116.147 | 0.000 | 0.000 | ||
| 33 | 2014.04.29 20:33 | sell | 13 | 0.03 | 116.147 | 0.000 | 0.000 | ||
| 34 | 2014.05.09 13:07 | close | 13 | 0.03 | 115.285 | 0.000 | 0.000 | 21.79 | 1012.34 |
| 35 | 2014.05.14 11:27 | sell limit | 14 | 0.03 | 114.533 | 0.000 | 0.000 | ||
| 36 | 2014.05.14 11:27 | buy limit | 15 | 0.03 | 114.533 | 0.000 | 0.000 | ||
| 37 | 2014.05.14 12:18 | buy | 15 | 0.03 | 114.533 | 0.000 | 0.000 | ||
| 38 | 2014.05.14 23:00 | delete | 14 | 0.03 | 114.533 | 0.000 | 0.000 | ||
| 39 | 2014.05.21 06:37 | close | 15 | 0.03 | 113.209 | 0.000 | 0.000 | -33.60 | 978.74 |
| 40 | 2014.05.21 07:00 | sell limit | 16 | 0.03 | 113.472 | 0.000 | 0.000 | ||
| 41 | 2014.05.21 07:00 | buy limit | 17 | 0.03 | 113.472 | 0.000 | 0.000 | ||
| 42 | 2014.05.21 07:03 | buy | 17 | 0.03 | 113.472 | 0.000 | 0.000 | ||
| 43 | 2014.05.21 14:08 | sell | 16 | 0.03 | 113.472 | 0.000 | 0.000 | ||
| 44 | 2014.06.04 15:18 | close | 16 | 0.03 | 114.752 | 0.000 | 0.000 | -32.26 | 946.48 |
| 45 | 2014.06.05 00:31 | close | 17 | 0.03 | 114.395 | 0.000 | 0.000 | 22.86 | 969.34 |
| 46 | 2014.06.11 03:53 | sell limit | 18 | 0.03 | 113.636 | 0.000 | 0.000 | ||
| 47 | 2014.06.11 03:53 | buy limit | 19 | 0.03 | 113.636 | 0.000 | 0.000 | ||
| 48 | 2014.06.11 05:13 | sell | 18 | 0.03 | 113.636 | 0.000 | 0.000 | ||
| 49 | 2014.06.11 08:55 | buy | 19 | 0.03 | 113.636 | 0.000 | 0.000 | ||
| 50 | 2014.07.24 08:17 | close | 18 | 0.03 | 112.682 | 0.000 | 0.000 | 24.19 | 993.53 |
| 51 | 2014.07.24 08:17 | sell | 20 | 0.09 | 112.554 | 0.000 | 0.000 | ||
| 52 | 2014.08.06 10:30 | close | 19 | 0.03 | 112.337 | 0.000 | 0.000 | -34.20 | 959.33 |
| 53 | 2014.08.08 01:32 | close | 20 | 0.09 | 112.182 | 0.000 | 0.000 | 28.28 | 987.61 |
| 54 | 2014.08.20 20:33 | sell stop | 21 | 0.03 | 113.528 | 0.000 | 0.000 | ||
| 55 | 2014.08.20 20:33 | buy limit | 22 | 0.03 | 113.528 | 0.000 | 0.000 | ||
| 56 | 2014.08.20 21:36 | sell | 21 | 0.03 | 113.528 | 0.000 | 0.000 | ||
| 57 | 2014.08.21 08:00 | delete | 22 | 0.03 | 113.528 | 0.000 | 0.000 | ||
| 58 | 2014.09.12 04:24 | close | 21 | 0.03 | 114.821 | 0.000 | 0.000 | -32.58 | 955.04 |
| 59 | 2014.09.17 18:02 | sell stop | 23 | 0.03 | 115.020 | 0.000 | 0.000 | ||
| 60 | 2014.09.17 18:02 | buy limit | 24 | 0.03 | 115.020 | 0.000 | 0.000 | ||
| 61 | 2014.09.17 19:21 | sell | 23 | 0.03 | 115.020 | 0.000 | 0.000 | ||
| 62 | 2014.09.18 06:00 | delete | 24 | 0.03 | 115.020 | 0.000 | 0.000 | ||
| 63 | 2014.09.18 13:33 | close | 23 | 0.03 | 116.270 | 0.000 | 0.000 | -31.55 | 923.48 |
| 64 | 2014.10.14 10:27 | sell limit | 25 | 0.01 | 112.285 | 0.000 | 0.000 | ||
| 65 | 2014.10.14 10:27 | buy stop | 26 | 0.01 | 112.285 | 0.000 | 0.000 | ||
| 66 | 2014.10.14 12:30 | buy | 26 | 0.01 | 112.285 | 0.000 | 0.000 | ||
| 67 | 2014.10.14 14:36 | sell | 25 | 0.01 | 112.285 | 0.000 | 0.000 | ||
| 68 | 2014.10.16 10:22 | close | 25 | 0.01 | 111.576 | 0.000 | 0.000 | 5.96 | 929.45 |
| 69 | 2014.10.20 07:02 | close | 26 | 0.01 | 113.139 | 0.000 | 0.000 | 7.14 | 936.59 |
| 70 | 2014.10.20 07:02 | buy | 27 | 0.03 | 113.267 | 0.000 | 0.000 | ||
| 71 | 2014.10.24 13:23 | close | 27 | 0.03 | 113.630 | 0.000 | 0.000 | 9.01 | 945.60 |
| 72 | 2014.10.31 09:56 | sell stop | 28 | 0.03 | 115.794 | 0.000 | 0.000 | ||
| 73 | 2014.10.31 09:56 | buy limit | 29 | 0.03 | 115.794 | 0.000 | 0.000 | ||
| 74 | 2014.11.02 22:00 | delete | 28 | 0.03 | 115.794 | 0.000 | 0.000 | ||
| 75 | 2014.11.02 23:00 | delete | 29 | 0.03 | 115.794 | 0.000 | 0.000 | ||
| 76 | 2014.11.06 02:14 | sell stop | 30 | 0.03 | 119.005 | 0.000 | 0.000 | ||
| 77 | 2014.11.06 02:14 | buy limit | 31 | 0.03 | 119.005 | 0.000 | 0.000 | ||
| 78 | 2014.11.06 04:13 | sell | 30 | 0.03 | 119.005 | 0.000 | 0.000 | ||
| 79 | 2014.11.06 04:13 | buy | 31 | 0.03 | 119.005 | 0.000 | 0.000 | ||
| 80 | 2014.11.11 22:21 | close | 30 | 0.03 | 120.242 | 0.000 | 0.000 | -31.21 | 914.38 |
| 81 | 2014.11.11 23:26 | close | 31 | 0.03 | 119.919 | 0.000 | 0.000 | 22.99 | 937.38 |
| 82 | 2014.11.14 09:52 | sell stop | 32 | 0.03 | 120.429 | 0.000 | 0.000 | ||
| 83 | 2014.11.14 09:52 | buy limit | 33 | 0.03 | 120.429 | 0.000 | 0.000 | ||
| 84 | 2014.11.14 15:01 | sell | 32 | 0.03 | 120.429 | 0.000 | 0.000 | ||
| 85 | 2014.11.14 21:00 | delete | 33 | 0.03 | 120.429 | 0.000 | 0.000 | ||
| 86 | 2014.11.16 22:33 | close | 32 | 0.03 | 121.655 | 0.000 | 0.000 | -30.94 | 906.44 |
| 87 | 2014.12.04 16:08 | sell stop | 34 | 0.03 | 123.418 | 0.000 | 0.000 | ||
| 88 | 2014.12.04 16:08 | buy limit | 35 | 0.03 | 123.418 | 0.000 | 0.000 | ||
| 89 | 2014.12.04 17:32 | sell | 34 | 0.03 | 123.418 | 0.000 | 0.000 | ||
| 90 | 2014.12.04 17:33 | buy | 35 | 0.03 | 123.418 | 0.000 | 0.000 | ||
| 91 | 2014.12.05 02:40 | close at stop | 35 | 0.03 | 123.386 | 0.000 | 0.000 | -0.84 | 905.60 |
| 92 | 2014.12.05 02:40 | close at stop | 34 | 0.03 | 123.514 | 0.000 | 0.000 | -2.42 | 903.19 |