Strategy Tester Report
USD-CHF
Forex.comUK-Demo(R) (Build 765)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2014.07.01 00:00 - 2015.03.01 23:00 (2014.07.01 - 2015.03.02) | ||||
| 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 | 5130 | Ticks modelled | 7647541 | Modelling quality | 61.04% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Current (23) | ||
| Total net profit | -266.05 | Gross profit | 491.04 | Gross loss | -757.09 |
| Profit factor | 0.65 | Expected payoff | -11.57 | ||
| Absolute drawdown | 266.05 | Maximal drawdown | 372.82 (33.69%) | Relative drawdown | 33.69% (372.82) |
| Total trades | 23 | Short positions (won %) | 13 (38.46%) | Long positions (won %) | 10 (90.00%) |
| Profit trades (% of total) | 14 (60.87%) | Loss trades (% of total) | 9 (39.13%) | ||
| Largest | profit trade | 71.03 | loss trade | -162.33 | |
| Average | profit trade | 35.07 | loss trade | -84.12 | |
| Maximum | consecutive wins (profit in money) | 3 (139.84) | consecutive losses (loss in money) | 2 (-202.01) | |
| Maximal | consecutive profit (count of wins) | 139.84 (3) | consecutive loss (count of losses) | -202.01 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2014.07.10 13:08 | sell limit | 1 | 0.03 | 101.259 | 0.000 | 0.000 | ||
| 2 | 2014.07.10 13:08 | buy stop | 2 | 0.03 | 101.259 | 0.000 | 0.000 | ||
| 3 | 2014.07.10 14:51 | buy | 2 | 0.03 | 101.259 | 0.000 | 0.000 | ||
| 4 | 2014.07.10 14:53 | sell | 1 | 0.03 | 101.259 | 0.000 | 0.000 | ||
| 5 | 2014.07.30 17:07 | close | 1 | 0.03 | 103.011 | 0.000 | 0.000 | -51.71 | 948.29 |
| 6 | 2014.07.30 17:07 | close | 2 | 0.03 | 102.987 | 0.000 | 0.000 | 50.39 | 998.68 |
| 7 | 2014.07.30 17:07 | sell stop | 3 | 0.03 | 102.800 | 0.000 | 0.000 | ||
| 8 | 2014.07.30 17:07 | buy limit | 4 | 0.03 | 102.800 | 0.000 | 0.000 | ||
| 9 | 2014.07.30 18:13 | sell | 3 | 0.03 | 102.800 | 0.000 | 0.000 | ||
| 10 | 2014.07.30 18:13 | buy | 4 | 0.03 | 102.800 | 0.000 | 0.000 | ||
| 11 | 2014.08.06 16:18 | close | 3 | 0.03 | 101.933 | 0.000 | 0.000 | 25.25 | 1023.94 |
| 12 | 2014.08.06 16:18 | sell | 5 | 0.09 | 101.910 | 0.000 | 0.000 | ||
| 13 | 2014.08.20 18:13 | close | 4 | 0.03 | 103.703 | 0.000 | 0.000 | 26.18 | 1050.12 |
| 14 | 2014.08.20 19:40 | close | 5 | 0.09 | 103.763 | 0.000 | 0.000 | -162.33 | 887.79 |
| 15 | 2014.08.27 13:57 | buy limit | 6 | 0.03 | 103.863 | 0.000 | 0.000 | ||
| 16 | 2014.08.27 13:59 | buy | 6 | 0.03 | 103.863 | 0.000 | 0.000 | ||
| 17 | 2014.09.02 01:37 | close | 6 | 0.03 | 104.653 | 0.000 | 0.000 | 22.67 | 910.46 |
| 18 | 2014.09.05 00:21 | sell stop | 7 | 0.03 | 105.417 | 0.000 | 0.000 | ||
| 19 | 2014.09.05 00:21 | buy limit | 8 | 0.03 | 105.417 | 0.000 | 0.000 | ||
| 20 | 2014.09.05 01:12 | sell | 7 | 0.03 | 105.417 | 0.000 | 0.000 | ||
| 21 | 2014.09.05 01:20 | buy | 8 | 0.03 | 105.417 | 0.000 | 0.000 | ||
| 22 | 2014.09.11 10:26 | close | 7 | 0.03 | 107.075 | 0.000 | 0.000 | -46.68 | 863.78 |
| 23 | 2014.09.11 10:26 | close | 8 | 0.03 | 107.054 | 0.000 | 0.000 | 45.89 | 909.67 |
| 24 | 2014.09.11 11:00 | sell stop | 9 | 0.03 | 106.994 | 0.000 | 0.000 | ||
| 25 | 2014.09.11 11:00 | buy limit | 10 | 0.03 | 106.994 | 0.000 | 0.000 | ||
| 26 | 2014.09.11 12:03 | sell | 9 | 0.03 | 106.994 | 0.000 | 0.000 | ||
| 27 | 2014.09.11 12:07 | buy | 10 | 0.03 | 106.994 | 0.000 | 0.000 | ||
| 28 | 2014.09.17 23:23 | close | 9 | 0.03 | 108.675 | 0.000 | 0.000 | -46.55 | 863.12 |
| 29 | 2014.09.17 23:23 | close | 10 | 0.03 | 108.653 | 0.000 | 0.000 | 45.82 | 908.94 |
| 30 | 2014.10.07 14:30 | sell limit | 11 | 0.03 | 108.390 | 0.000 | 0.000 | ||
| 31 | 2014.10.07 14:32 | sell | 11 | 0.03 | 108.390 | 0.000 | 0.000 | ||
| 32 | 2014.10.12 21:03 | close | 11 | 0.03 | 107.559 | 0.000 | 0.000 | 22.99 | 931.93 |
| 33 | 2014.10.12 21:03 | sell | 12 | 0.09 | 107.536 | 0.000 | 0.000 | ||
| 34 | 2014.10.15 12:32 | close | 12 | 0.09 | 106.690 | 0.000 | 0.000 | 71.03 | 1002.95 |
| 35 | 2014.10.15 13:00 | sell limit | 13 | 0.03 | 106.782 | 0.000 | 0.000 | ||
| 36 | 2014.10.15 13:00 | buy stop | 14 | 0.03 | 106.782 | 0.000 | 0.000 | ||
| 37 | 2014.10.16 01:00 | delete | 13 | 0.03 | 106.782 | 0.000 | 0.000 | ||
| 38 | 2014.10.16 02:00 | delete | 14 | 0.03 | 106.782 | 0.000 | 0.000 | ||
| 39 | 2014.10.21 04:00 | sell limit | 15 | 0.03 | 106.712 | 0.000 | 0.000 | ||
| 40 | 2014.10.21 04:00 | buy stop | 16 | 0.03 | 106.712 | 0.000 | 0.000 | ||
| 41 | 2014.10.21 09:33 | buy | 16 | 0.03 | 106.712 | 0.000 | 0.000 | ||
| 42 | 2014.10.21 09:33 | sell | 15 | 0.03 | 106.712 | 0.000 | 0.000 | ||
| 43 | 2014.10.29 18:00 | close | 15 | 0.03 | 108.566 | 0.000 | 0.000 | -51.54 | 951.42 |
| 44 | 2014.10.29 18:00 | close | 16 | 0.03 | 108.546 | 0.000 | 0.000 | 50.71 | 1002.13 |
| 45 | 2014.10.29 19:32 | sell stop | 17 | 0.03 | 108.379 | 0.000 | 0.000 | ||
| 46 | 2014.10.29 19:32 | buy limit | 18 | 0.03 | 108.379 | 0.000 | 0.000 | ||
| 47 | 2014.10.30 07:00 | delete | 17 | 0.03 | 108.379 | 0.000 | 0.000 | ||
| 48 | 2014.10.30 08:00 | delete | 18 | 0.03 | 108.379 | 0.000 | 0.000 | ||
| 49 | 2014.10.31 08:43 | sell stop | 19 | 0.03 | 110.812 | 0.000 | 0.000 | ||
| 50 | 2014.10.31 08:43 | buy limit | 20 | 0.03 | 110.812 | 0.000 | 0.000 | ||
| 51 | 2014.10.31 20:00 | delete | 19 | 0.03 | 110.812 | 0.000 | 0.000 | ||
| 52 | 2014.11.02 22:00 | delete | 20 | 0.03 | 110.812 | 0.000 | 0.000 | ||
| 53 | 2014.11.05 06:14 | sell stop | 21 | 0.03 | 113.987 | 0.000 | 0.000 | ||
| 54 | 2014.11.05 06:14 | buy limit | 22 | 0.03 | 113.987 | 0.000 | 0.000 | ||
| 55 | 2014.11.05 18:00 | delete | 21 | 0.03 | 113.987 | 0.000 | 0.000 | ||
| 56 | 2014.11.05 19:00 | delete | 22 | 0.03 | 113.987 | 0.000 | 0.000 | ||
| 57 | 2014.11.11 10:01 | sell stop | 23 | 0.03 | 115.710 | 0.000 | 0.000 | ||
| 58 | 2014.11.11 10:01 | buy limit | 24 | 0.03 | 115.710 | 0.000 | 0.000 | ||
| 59 | 2014.11.11 13:25 | sell | 23 | 0.03 | 115.710 | 0.000 | 0.000 | ||
| 60 | 2014.11.11 13:25 | buy | 24 | 0.03 | 115.710 | 0.000 | 0.000 | ||
| 61 | 2014.11.19 14:33 | close | 23 | 0.03 | 117.716 | 0.000 | 0.000 | -51.43 | 950.71 |
| 62 | 2014.11.19 14:33 | close | 24 | 0.03 | 117.694 | 0.000 | 0.000 | 50.59 | 1001.30 |
| 63 | 2014.11.24 09:43 | sell stop | 25 | 0.03 | 118.014 | 0.000 | 0.000 | ||
| 64 | 2014.11.24 09:43 | buy limit | 26 | 0.03 | 118.014 | 0.000 | 0.000 | ||
| 65 | 2014.11.24 21:00 | delete | 25 | 0.03 | 118.014 | 0.000 | 0.000 | ||
| 66 | 2014.11.24 22:00 | delete | 26 | 0.03 | 118.014 | 0.000 | 0.000 | ||
| 67 | 2014.12.10 20:59 | sell limit | 27 | 0.03 | 118.301 | 0.000 | 0.000 | ||
| 68 | 2014.12.10 20:59 | buy stop | 28 | 0.03 | 118.301 | 0.000 | 0.000 | ||
| 69 | 2014.12.11 01:47 | buy | 28 | 0.03 | 118.301 | 0.000 | 0.000 | ||
| 70 | 2014.12.11 01:48 | sell | 27 | 0.03 | 118.301 | 0.000 | 0.000 | ||
| 71 | 2014.12.16 05:43 | close | 27 | 0.03 | 117.302 | 0.000 | 0.000 | 25.44 | 1026.73 |
| 72 | 2014.12.16 05:43 | sell | 29 | 0.09 | 117.279 | 0.000 | 0.000 | ||
| 73 | 2014.12.16 09:18 | close | 28 | 0.03 | 116.269 | 0.000 | 0.000 | -52.42 | 974.31 |
| 74 | 2014.12.18 13:57 | close | 29 | 0.09 | 119.255 | 0.000 | 0.000 | -149.59 | 824.72 |
| 75 | 2014.12.30 10:50 | buy limit | 30 | 0.01 | 119.790 | 0.000 | 0.000 | ||
| 76 | 2014.12.30 10:50 | buy | 30 | 0.01 | 119.790 | 0.000 | 0.000 | ||
| 77 | 2015.01.02 12:42 | close | 30 | 0.01 | 120.637 | 0.000 | 0.000 | 7.02 | 831.75 |
| 78 | 2015.01.09 18:13 | sell limit | 31 | 0.03 | 118.779 | 0.000 | 0.000 | ||
| 79 | 2015.01.09 18:13 | buy stop | 32 | 0.03 | 118.779 | 0.000 | 0.000 | ||
| 80 | 2015.01.12 06:00 | delete | 31 | 0.03 | 118.779 | 0.000 | 0.000 | ||
| 81 | 2015.01.12 07:00 | delete | 32 | 0.03 | 118.779 | 0.000 | 0.000 | ||
| 82 | 2015.01.27 13:50 | sell limit | 33 | 0.03 | 117.941 | 0.000 | 0.000 | ||
| 83 | 2015.01.27 13:50 | buy stop | 34 | 0.03 | 117.941 | 0.000 | 0.000 | ||
| 84 | 2015.01.27 18:15 | buy | 34 | 0.03 | 117.941 | 0.000 | 0.000 | ||
| 85 | 2015.01.27 18:17 | sell | 33 | 0.03 | 117.941 | 0.000 | 0.000 | ||
| 86 | 2015.02.01 22:00 | close | 33 | 0.03 | 116.953 | 0.000 | 0.000 | 25.15 | 856.90 |
| 87 | 2015.02.01 22:00 | sell | 35 | 0.09 | 116.930 | 0.000 | 0.000 | ||
| 88 | 2015.02.06 14:22 | close | 34 | 0.03 | 118.807 | 0.000 | 0.000 | 21.91 | 878.80 |
| 89 | 2015.02.06 14:22 | close | 35 | 0.09 | 118.832 | 0.000 | 0.000 | -144.85 | 733.95 |