Strategy Tester Report
pressure_OK_3
Forex.comUK-Demo(R) (Build 765)
| Symbol | CHFJPYpro (Swiss Franc vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2013.12.03 00:00 - 2015.02.24 23:00 (2013.10.01 - 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 | 7696 | Ticks modelled | 11990633 | Modelling quality | 55.52% |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 1000.00 | Spread | Current (57) | ||
| Total net profit | 117.63 | Gross profit | 548.25 | Gross loss | -430.62 |
| Profit factor | 1.27 | Expected payoff | 4.20 | ||
| Absolute drawdown | 16.64 | Maximal drawdown | 101.23 (9.00%) | Relative drawdown | 9.00% (101.23) |
| Total trades | 28 | Short positions (won %) | 17 (58.82%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 16 (57.14%) | Loss trades (% of total) | 12 (42.86%) | ||
| Largest | profit trade | 63.44 | loss trade | -37.98 | |
| Average | profit trade | 34.27 | loss trade | -35.89 | |
| Maximum | consecutive wins (profit in money) | 3 (90.92) | consecutive losses (loss in money) | 2 (-73.04) | |
| Maximal | consecutive profit (count of wins) | 90.92 (3) | consecutive loss (count of losses) | -73.04 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2013.12.04 15:00 | sell limit | 1 | 0.03 | 113.234 | 0.000 | 0.000 | ||
| 2 | 2013.12.04 15:00 | buy stop | 2 | 0.03 | 113.234 | 0.000 | 0.000 | ||
| 3 | 2013.12.04 15:09 | buy | 2 | 0.03 | 113.234 | 0.000 | 0.000 | ||
| 4 | 2013.12.04 15:34 | sell | 1 | 0.03 | 113.234 | 0.000 | 0.000 | ||
| 5 | 2013.12.06 13:36 | close | 1 | 0.03 | 114.542 | 0.000 | 0.000 | -33.00 | 967.00 |
| 6 | 2013.12.11 08:22 | close | 2 | 0.03 | 115.445 | 0.000 | 0.000 | 55.63 | 1022.63 |
| 7 | 2013.12.12 08:00 | sell stop | 3 | 0.03 | 115.788 | 0.000 | 0.000 | ||
| 8 | 2013.12.12 08:00 | buy limit | 4 | 0.03 | 115.788 | 0.000 | 0.000 | ||
| 9 | 2013.12.12 08:45 | sell | 3 | 0.03 | 115.788 | 0.000 | 0.000 | ||
| 10 | 2013.12.12 09:16 | buy | 4 | 0.03 | 115.788 | 0.000 | 0.000 | ||
| 11 | 2013.12.27 00:19 | close | 3 | 0.03 | 117.125 | 0.000 | 0.000 | -33.71 | 988.92 |
| 12 | 2013.12.27 14:30 | close | 4 | 0.03 | 118.316 | 0.000 | 0.000 | 63.44 | 1052.36 |
| 13 | 2014.01.02 09:49 | sell limit | 5 | 0.03 | 117.754 | 0.000 | 0.000 | ||
| 14 | 2014.01.02 09:49 | buy stop | 6 | 0.03 | 117.754 | 0.000 | 0.000 | ||
| 15 | 2014.01.02 21:00 | delete | 5 | 0.03 | 117.754 | 0.000 | 0.000 | ||
| 16 | 2014.01.02 22:00 | delete | 6 | 0.03 | 117.754 | 0.000 | 0.000 | ||
| 17 | 2014.01.06 02:00 | sell limit | 7 | 0.03 | 115.461 | 0.000 | 0.000 | ||
| 18 | 2014.01.06 02:00 | buy stop | 8 | 0.03 | 115.461 | 0.000 | 0.000 | ||
| 19 | 2014.01.06 08:19 | buy | 8 | 0.03 | 115.461 | 0.000 | 0.000 | ||
| 20 | 2014.01.06 08:22 | sell | 7 | 0.03 | 115.461 | 0.000 | 0.000 | ||
| 21 | 2014.01.13 14:34 | close | 7 | 0.03 | 114.377 | 0.000 | 0.000 | 27.38 | 1079.74 |
| 22 | 2014.01.13 14:34 | sell | 9 | 0.09 | 114.320 | 0.000 | 0.000 | ||
| 23 | 2014.01.20 00:19 | close | 8 | 0.03 | 114.048 | 0.000 | 0.000 | -36.02 | 1043.72 |
| 24 | 2014.01.20 01:07 | close | 9 | 0.09 | 113.916 | 0.000 | 0.000 | 30.64 | 1074.36 |
| 25 | 2014.01.20 01:07 | sell limit | 10 | 0.03 | 114.227 | 0.000 | 0.000 | ||
| 26 | 2014.01.20 01:07 | buy stop | 11 | 0.03 | 114.227 | 0.000 | 0.000 | ||
| 27 | 2014.01.20 02:09 | buy | 11 | 0.03 | 114.227 | 0.000 | 0.000 | ||
| 28 | 2014.01.20 06:07 | sell | 10 | 0.03 | 114.227 | 0.000 | 0.000 | ||
| 29 | 2014.01.23 08:39 | close | 10 | 0.03 | 115.633 | 0.000 | 0.000 | -35.48 | 1038.88 |
| 30 | 2014.01.23 11:55 | close | 11 | 0.03 | 115.279 | 0.000 | 0.000 | 26.43 | 1065.32 |
| 31 | 2014.01.23 11:55 | sell limit | 12 | 0.03 | 115.303 | 0.000 | 0.000 | ||
| 32 | 2014.01.23 11:55 | buy limit | 13 | 0.03 | 115.303 | 0.000 | 0.000 | ||
| 33 | 2014.01.23 11:56 | sell | 12 | 0.03 | 115.303 | 0.000 | 0.000 | ||
| 34 | 2014.01.23 12:04 | buy | 13 | 0.03 | 115.303 | 0.000 | 0.000 | ||
| 35 | 2014.01.24 11:22 | close | 12 | 0.03 | 114.480 | 0.000 | 0.000 | 20.77 | 1086.09 |
| 36 | 2014.01.24 11:22 | sell | 14 | 0.09 | 114.423 | 0.000 | 0.000 | ||
| 37 | 2014.01.26 22:09 | close | 13 | 0.03 | 113.881 | 0.000 | 0.000 | -35.92 | 1050.18 |
| 38 | 2014.01.26 22:09 | close | 14 | 0.09 | 113.933 | 0.000 | 0.000 | 37.10 | 1087.28 |
| 39 | 2014.01.28 16:07 | sell limit | 15 | 0.03 | 114.434 | 0.000 | 0.000 | ||
| 40 | 2014.01.28 16:07 | buy limit | 16 | 0.03 | 114.434 | 0.000 | 0.000 | ||
| 41 | 2014.01.28 16:09 | sell | 15 | 0.03 | 114.434 | 0.000 | 0.000 | ||
| 42 | 2014.01.28 16:24 | buy | 16 | 0.03 | 114.434 | 0.000 | 0.000 | ||
| 43 | 2014.01.31 17:00 | close | 15 | 0.03 | 113.058 | 0.000 | 0.000 | 34.74 | 1122.02 |
| 44 | 2014.01.31 17:00 | sell | 17 | 0.09 | 113.001 | 0.000 | 0.000 | ||
| 45 | 2014.01.31 17:07 | close | 16 | 0.03 | 112.967 | 0.000 | 0.000 | -37.16 | 1084.86 |
| 46 | 2014.01.31 21:57 | close | 17 | 0.09 | 112.581 | 0.000 | 0.000 | 31.80 | 1116.66 |
| 47 | 2014.02.03 15:00 | sell limit | 18 | 0.03 | 112.481 | 0.000 | 0.000 | ||
| 48 | 2014.02.03 15:00 | buy stop | 19 | 0.03 | 112.481 | 0.000 | 0.000 | ||
| 49 | 2014.02.04 03:00 | delete | 18 | 0.03 | 112.481 | 0.000 | 0.000 | ||
| 50 | 2014.02.04 04:00 | delete | 19 | 0.03 | 112.481 | 0.000 | 0.000 | ||
| 51 | 2014.02.05 08:00 | sell limit | 20 | 0.03 | 112.032 | 0.000 | 0.000 | ||
| 52 | 2014.02.05 08:00 | buy stop | 21 | 0.03 | 112.032 | 0.000 | 0.000 | ||
| 53 | 2014.02.05 08:21 | buy | 21 | 0.03 | 112.032 | 0.000 | 0.000 | ||
| 54 | 2014.02.05 08:31 | sell | 20 | 0.03 | 112.032 | 0.000 | 0.000 | ||
| 55 | 2014.02.06 15:09 | close | 20 | 0.03 | 113.493 | 0.000 | 0.000 | -36.86 | 1079.80 |
| 56 | 2014.02.07 08:39 | close | 21 | 0.03 | 113.104 | 0.000 | 0.000 | 26.96 | 1106.76 |
| 57 | 2014.02.07 15:51 | sell stop | 22 | 0.03 | 113.435 | 0.000 | 0.000 | ||
| 58 | 2014.02.07 15:51 | buy limit | 23 | 0.03 | 113.435 | 0.000 | 0.000 | ||
| 59 | 2014.02.10 03:00 | delete | 22 | 0.03 | 113.435 | 0.000 | 0.000 | ||
| 60 | 2014.02.10 04:00 | delete | 23 | 0.03 | 113.435 | 0.000 | 0.000 | ||
| 61 | 2014.03.06 05:49 | sell stop | 24 | 0.03 | 115.492 | 0.000 | 0.000 | ||
| 62 | 2014.03.06 05:49 | buy limit | 25 | 0.03 | 115.492 | 0.000 | 0.000 | ||
| 63 | 2014.03.06 05:54 | sell | 24 | 0.03 | 115.492 | 0.000 | 0.000 | ||
| 64 | 2014.03.06 17:00 | delete | 25 | 0.03 | 115.492 | 0.000 | 0.000 | ||
| 65 | 2014.03.06 17:00 | close | 24 | 0.03 | 116.979 | 0.000 | 0.000 | -37.53 | 1069.23 |
| 66 | 2014.03.06 17:34 | sell stop | 26 | 0.03 | 116.727 | 0.000 | 0.000 | ||
| 67 | 2014.03.06 17:34 | buy limit | 27 | 0.03 | 116.727 | 0.000 | 0.000 | ||
| 68 | 2014.03.07 05:00 | delete | 26 | 0.03 | 116.727 | 0.000 | 0.000 | ||
| 69 | 2014.03.07 06:00 | delete | 27 | 0.03 | 116.727 | 0.000 | 0.000 | ||
| 70 | 2014.03.25 15:00 | sell limit | 28 | 0.03 | 115.712 | 0.000 | 0.000 | ||
| 71 | 2014.03.25 15:00 | buy stop | 29 | 0.03 | 115.712 | 0.000 | 0.000 | ||
| 72 | 2014.03.25 15:09 | buy | 29 | 0.03 | 115.712 | 0.000 | 0.000 | ||
| 73 | 2014.03.25 15:13 | sell | 28 | 0.03 | 115.712 | 0.000 | 0.000 | ||
| 74 | 2014.04.01 08:39 | close | 28 | 0.03 | 117.111 | 0.000 | 0.000 | -35.28 | 1033.95 |
| 75 | 2014.04.02 11:01 | close | 29 | 0.03 | 117.205 | 0.000 | 0.000 | 37.49 | 1071.43 |
| 76 | 2014.05.06 09:38 | sell stop | 30 | 0.03 | 116.492 | 0.000 | 0.000 | ||
| 77 | 2014.05.06 09:38 | buy limit | 31 | 0.03 | 116.492 | 0.000 | 0.000 | ||
| 78 | 2014.05.06 11:05 | sell | 30 | 0.03 | 116.492 | 0.000 | 0.000 | ||
| 79 | 2014.05.06 12:30 | buy | 31 | 0.03 | 116.492 | 0.000 | 0.000 | ||
| 80 | 2014.05.12 14:38 | close | 30 | 0.03 | 115.171 | 0.000 | 0.000 | 33.36 | 1104.79 |
| 81 | 2014.05.12 14:38 | sell | 32 | 0.09 | 115.114 | 0.000 | 0.000 | ||
| 82 | 2014.05.12 14:47 | close | 31 | 0.03 | 115.047 | 0.000 | 0.000 | -36.62 | 1068.17 |
| 83 | 2014.05.14 08:03 | close | 32 | 0.09 | 114.697 | 0.000 | 0.000 | 31.59 | 1099.75 |
| 84 | 2014.05.15 12:45 | buy limit | 33 | 0.03 | 113.929 | 0.000 | 0.000 | ||
| 85 | 2014.05.15 12:47 | buy | 33 | 0.03 | 113.929 | 0.000 | 0.000 | ||
| 86 | 2014.07.22 13:28 | close | 33 | 0.03 | 112.490 | 0.000 | 0.000 | -37.98 | 1061.77 |
| 87 | 2014.07.22 13:28 | sell limit | 34 | 0.03 | 112.641 | 0.000 | 0.000 | ||
| 88 | 2014.07.22 13:28 | buy stop | 35 | 0.03 | 112.641 | 0.000 | 0.000 | ||
| 89 | 2014.07.23 01:00 | delete | 34 | 0.03 | 112.641 | 0.000 | 0.000 | ||
| 90 | 2014.07.23 02:00 | delete | 35 | 0.03 | 112.641 | 0.000 | 0.000 | ||
| 91 | 2014.09.02 02:07 | sell stop | 36 | 0.03 | 113.591 | 0.000 | 0.000 | ||
| 92 | 2014.09.02 02:07 | buy limit | 37 | 0.03 | 113.591 | 0.000 | 0.000 | ||
| 93 | 2014.09.02 14:00 | delete | 36 | 0.03 | 113.591 | 0.000 | 0.000 | ||
| 94 | 2014.09.02 15:00 | delete | 37 | 0.03 | 113.591 | 0.000 | 0.000 | ||
| 95 | 2014.11.04 18:13 | sell stop | 38 | 0.03 | 118.118 | 0.000 | 0.000 | ||
| 96 | 2014.11.04 18:13 | buy limit | 39 | 0.03 | 118.118 | 0.000 | 0.000 | ||
| 97 | 2014.11.05 06:00 | delete | 38 | 0.03 | 118.118 | 0.000 | 0.000 | ||
| 98 | 2014.11.05 07:00 | delete | 39 | 0.03 | 118.118 | 0.000 | 0.000 | ||
| 99 | 2014.11.14 10:31 | sell stop | 40 | 0.03 | 120.506 | 0.000 | 0.000 | ||
| 100 | 2014.11.14 10:31 | buy limit | 41 | 0.03 | 120.506 | 0.000 | 0.000 | ||
| 101 | 2014.11.14 14:13 | sell | 40 | 0.03 | 120.506 | 0.000 | 0.000 | ||
| 102 | 2014.11.14 14:53 | buy | 41 | 0.03 | 120.506 | 0.000 | 0.000 | ||
| 103 | 2014.11.16 23:52 | close | 40 | 0.03 | 121.895 | 0.000 | 0.000 | -35.06 | 1026.71 |
| 104 | 2014.11.17 00:06 | close | 41 | 0.03 | 121.592 | 0.000 | 0.000 | 27.38 | 1054.10 |
| 105 | 2014.12.05 13:54 | sell stop | 42 | 0.03 | 123.877 | 0.000 | 0.000 | ||
| 106 | 2014.12.05 13:54 | buy limit | 43 | 0.03 | 123.877 | 0.000 | 0.000 | ||
| 107 | 2014.12.05 14:33 | sell | 42 | 0.03 | 123.877 | 0.000 | 0.000 | ||
| 108 | 2014.12.08 01:00 | delete | 43 | 0.03 | 123.877 | 0.000 | 0.000 | ||
| 109 | 2014.12.09 15:47 | close | 42 | 0.03 | 122.620 | 0.000 | 0.000 | 31.73 | 1085.82 |
| 110 | 2014.12.09 15:47 | sell | 44 | 0.09 | 122.563 | 0.000 | 0.000 | ||
| 111 | 2014.12.10 19:37 | close | 44 | 0.09 | 122.143 | 0.000 | 0.000 | 31.81 | 1117.63 |
| 112 | 2015.01.05 14:05 | sell limit | 45 | 0.03 | 119.045 | 0.000 | 0.000 | ||
| 113 | 2015.01.05 14:05 | buy stop | 46 | 0.03 | 119.045 | 0.000 | 0.000 | ||
| 114 | 2015.01.06 02:00 | delete | 45 | 0.03 | 119.045 | 0.000 | 0.000 | ||
| 115 | 2015.01.06 03:00 | delete | 46 | 0.03 | 119.045 | 0.000 | 0.000 | ||