Strategy Tester Report
USD-CHF
Forex.comUK-Demo(R) (Build 765)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2014.04.03 00:00 - 2015.03.01 23:00 (2014.01.01 - 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 | 5742 | Ticks modelled | 9195559 | Modelling quality | 57.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Current (21) | ||
| Total net profit | 23.77 | Gross profit | 282.50 | Gross loss | -258.73 |
| Profit factor | 1.09 | Expected payoff | 1.98 | ||
| Absolute drawdown | 122.38 | Maximal drawdown | 160.86 (15.49%) | Relative drawdown | 15.49% (160.86) |
| Total trades | 12 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 7 (58.33%) | Loss trades (% of total) | 5 (41.67%) | ||
| Largest | profit trade | 72.95 | loss trade | -53.64 | |
| Average | profit trade | 40.36 | loss trade | -51.75 | |
| Maximum | consecutive wins (profit in money) | 3 (119.70) | consecutive losses (loss in money) | 2 (-106.44) | |
| Maximal | consecutive profit (count of wins) | 119.70 (3) | consecutive loss (count of losses) | -106.44 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2014.04.04 15:00 | sell limit | 1 | 0.03 | 103.694 | 0.000 | 0.000 | ||
| 2 | 2014.04.04 15:00 | buy stop | 2 | 0.03 | 103.694 | 0.000 | 0.000 | ||
| 3 | 2014.04.07 03:00 | delete | 1 | 0.03 | 103.694 | 0.000 | 0.000 | ||
| 4 | 2014.04.07 04:00 | delete | 2 | 0.03 | 103.694 | 0.000 | 0.000 | ||
| 5 | 2014.04.08 01:00 | sell limit | 3 | 0.03 | 102.985 | 0.000 | 0.000 | ||
| 6 | 2014.04.08 01:00 | buy stop | 4 | 0.03 | 102.985 | 0.000 | 0.000 | ||
| 7 | 2014.04.08 02:54 | buy | 4 | 0.03 | 102.985 | 0.000 | 0.000 | ||
| 8 | 2014.04.08 02:54 | sell | 3 | 0.03 | 102.985 | 0.000 | 0.000 | ||
| 9 | 2014.04.10 11:00 | close | 3 | 0.03 | 101.704 | 0.000 | 0.000 | 37.64 | 1037.64 |
| 10 | 2014.05.19 09:37 | close | 4 | 0.03 | 101.200 | 0.000 | 0.000 | -52.80 | 984.84 |
| 11 | 2014.05.23 10:00 | sell stop | 5 | 0.03 | 101.807 | 0.000 | 0.000 | ||
| 12 | 2014.05.23 10:00 | buy limit | 6 | 0.03 | 101.807 | 0.000 | 0.000 | ||
| 13 | 2014.05.23 13:00 | sell | 5 | 0.03 | 101.807 | 0.000 | 0.000 | ||
| 14 | 2014.05.23 15:03 | buy | 6 | 0.03 | 101.807 | 0.000 | 0.000 | ||
| 15 | 2014.08.20 18:00 | close | 5 | 0.03 | 103.545 | 0.000 | 0.000 | -53.64 | 931.20 |
| 16 | 2014.08.20 18:00 | close | 6 | 0.03 | 103.522 | 0.000 | 0.000 | 49.95 | 981.15 |
| 17 | 2014.08.20 19:00 | sell stop | 7 | 0.03 | 103.483 | 0.000 | 0.000 | ||
| 18 | 2014.08.20 19:00 | buy limit | 8 | 0.03 | 103.483 | 0.000 | 0.000 | ||
| 19 | 2014.08.21 07:00 | delete | 7 | 0.03 | 103.483 | 0.000 | 0.000 | ||
| 20 | 2014.08.21 08:00 | delete | 8 | 0.03 | 103.483 | 0.000 | 0.000 | ||
| 21 | 2014.09.04 15:05 | sell stop | 9 | 0.03 | 105.025 | 0.000 | 0.000 | ||
| 22 | 2014.09.04 15:05 | buy limit | 10 | 0.03 | 105.025 | 0.000 | 0.000 | ||
| 23 | 2014.09.05 03:00 | delete | 9 | 0.03 | 105.025 | 0.000 | 0.000 | ||
| 24 | 2014.09.05 04:00 | delete | 10 | 0.03 | 105.025 | 0.000 | 0.000 | ||
| 25 | 2014.09.10 05:21 | sell stop | 11 | 0.03 | 106.347 | 0.000 | 0.000 | ||
| 26 | 2014.09.10 05:21 | buy limit | 12 | 0.03 | 106.347 | 0.000 | 0.000 | ||
| 27 | 2014.09.10 06:42 | sell | 11 | 0.03 | 106.347 | 0.000 | 0.000 | ||
| 28 | 2014.09.10 17:00 | delete | 12 | 0.03 | 106.347 | 0.000 | 0.000 | ||
| 29 | 2014.09.17 18:03 | close | 11 | 0.03 | 108.153 | 0.000 | 0.000 | -50.36 | 930.79 |
| 30 | 2014.09.19 03:26 | sell stop | 13 | 0.03 | 109.024 | 0.000 | 0.000 | ||
| 31 | 2014.09.19 03:26 | buy limit | 14 | 0.03 | 109.024 | 0.000 | 0.000 | ||
| 32 | 2014.09.19 05:28 | sell | 13 | 0.03 | 109.024 | 0.000 | 0.000 | ||
| 33 | 2014.09.19 08:52 | buy | 14 | 0.03 | 109.024 | 0.000 | 0.000 | ||
| 34 | 2014.10.02 15:40 | close | 13 | 0.03 | 108.166 | 0.000 | 0.000 | 23.31 | 954.09 |
| 35 | 2014.10.12 22:15 | close | 14 | 0.03 | 107.282 | 0.000 | 0.000 | -48.65 | 905.44 |
| 36 | 2014.10.15 15:43 | sell limit | 15 | 0.03 | 106.422 | 0.000 | 0.000 | ||
| 37 | 2014.10.15 15:43 | buy stop | 16 | 0.03 | 106.422 | 0.000 | 0.000 | ||
| 38 | 2014.10.16 03:00 | delete | 15 | 0.03 | 106.422 | 0.000 | 0.000 | ||
| 39 | 2014.10.16 04:00 | delete | 16 | 0.03 | 106.422 | 0.000 | 0.000 | ||
| 40 | 2014.10.29 20:13 | sell stop | 17 | 0.03 | 108.571 | 0.000 | 0.000 | ||
| 41 | 2014.10.29 20:13 | buy limit | 18 | 0.03 | 108.571 | 0.000 | 0.000 | ||
| 42 | 2014.10.30 08:00 | delete | 17 | 0.03 | 108.571 | 0.000 | 0.000 | ||
| 43 | 2014.10.30 09:00 | delete | 18 | 0.03 | 108.571 | 0.000 | 0.000 | ||
| 44 | 2014.11.03 11:28 | sell stop | 19 | 0.03 | 112.992 | 0.000 | 0.000 | ||
| 45 | 2014.11.03 11:28 | buy limit | 20 | 0.03 | 112.992 | 0.000 | 0.000 | ||
| 46 | 2014.11.03 23:00 | delete | 19 | 0.03 | 112.992 | 0.000 | 0.000 | ||
| 47 | 2014.11.04 00:00 | delete | 20 | 0.03 | 112.992 | 0.000 | 0.000 | ||
| 48 | 2014.11.06 03:02 | sell stop | 21 | 0.03 | 114.895 | 0.000 | 0.000 | ||
| 49 | 2014.11.06 03:02 | buy limit | 22 | 0.03 | 114.895 | 0.000 | 0.000 | ||
| 50 | 2014.11.06 04:08 | sell | 21 | 0.03 | 114.895 | 0.000 | 0.000 | ||
| 51 | 2014.11.06 04:10 | buy | 22 | 0.03 | 114.895 | 0.000 | 0.000 | ||
| 52 | 2014.11.10 05:02 | close | 21 | 0.03 | 114.016 | 0.000 | 0.000 | 23.05 | 928.50 |
| 53 | 2014.11.11 07:57 | close | 22 | 0.03 | 115.809 | 0.000 | 0.000 | 23.69 | 952.19 |
| 54 | 2014.11.11 07:57 | buy | 23 | 0.09 | 115.830 | 0.000 | 0.000 | ||
| 55 | 2014.11.14 13:32 | close | 23 | 0.09 | 116.776 | 0.000 | 0.000 | 72.95 | 1025.14 |
| 56 | 2014.11.19 05:14 | sell stop | 24 | 0.03 | 117.197 | 0.000 | 0.000 | ||
| 57 | 2014.11.19 05:14 | buy limit | 25 | 0.03 | 117.197 | 0.000 | 0.000 | ||
| 58 | 2014.11.19 17:00 | delete | 24 | 0.03 | 117.197 | 0.000 | 0.000 | ||
| 59 | 2014.11.19 18:00 | delete | 25 | 0.03 | 117.197 | 0.000 | 0.000 | ||
| 60 | 2014.12.05 14:48 | sell stop | 26 | 0.03 | 120.749 | 0.000 | 0.000 | ||
| 61 | 2014.12.05 14:48 | buy limit | 27 | 0.03 | 120.749 | 0.000 | 0.000 | ||
| 62 | 2014.12.08 02:00 | delete | 26 | 0.03 | 120.749 | 0.000 | 0.000 | ||
| 63 | 2014.12.08 03:00 | delete | 27 | 0.03 | 120.749 | 0.000 | 0.000 | ||
| 64 | 2014.12.15 17:55 | sell limit | 28 | 0.03 | 118.224 | 0.000 | 0.000 | ||
| 65 | 2014.12.15 17:55 | buy stop | 29 | 0.03 | 118.224 | 0.000 | 0.000 | ||
| 66 | 2014.12.16 05:00 | delete | 28 | 0.03 | 118.224 | 0.000 | 0.000 | ||
| 67 | 2014.12.16 06:00 | delete | 29 | 0.03 | 118.224 | 0.000 | 0.000 | ||
| 68 | 2015.01.14 09:56 | sell stop | 30 | 0.03 | 116.940 | 0.000 | 0.000 | ||
| 69 | 2015.01.14 09:56 | buy limit | 31 | 0.03 | 116.940 | 0.000 | 0.000 | ||
| 70 | 2015.01.14 10:27 | sell | 30 | 0.03 | 116.940 | 0.000 | 0.000 | ||
| 71 | 2015.01.14 10:29 | buy | 31 | 0.03 | 116.940 | 0.000 | 0.000 | ||
| 72 | 2015.02.06 15:13 | close | 30 | 0.03 | 119.016 | 0.000 | 0.000 | -53.28 | 971.87 |
| 73 | 2015.02.06 15:13 | close | 31 | 0.03 | 118.996 | 0.000 | 0.000 | 51.90 | 1023.77 |