Strategy Tester Report
CADJPY
Forex.comUK-Demo(R) (Build 765)
| Symbol | AUDJPYpro (Australian Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2014.10.07 05:00 - 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 | 2015 | Ticks modelled | 5129150 | Modelling quality | 70.23% |
| Mismatched charts errors | 14 | ||||
| Initial deposit | 1000.00 | Spread | Current (23) | ||
| Total net profit | 96.85 | Gross profit | 230.78 | Gross loss | -133.93 |
| Profit factor | 1.72 | Expected payoff | 2.36 | ||
| Absolute drawdown | 32.82 | Maximal drawdown | 82.19 (7.83%) | Relative drawdown | 7.83% (82.19) |
| Total trades | 41 | Short positions (won %) | 20 (50.00%) | Long positions (won %) | 21 (57.14%) |
| Profit trades (% of total) | 22 (53.66%) | Loss trades (% of total) | 19 (46.34%) | ||
| Largest | profit trade | 55.41 | loss trade | -17.93 | |
| Average | profit trade | 10.49 | loss trade | -7.05 | |
| Maximum | consecutive wins (profit in money) | 7 (106.68) | consecutive losses (loss in money) | 6 (-54.14) | |
| Maximal | consecutive profit (count of wins) | 106.68 (7) | consecutive loss (count of losses) | -54.14 (6) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2014.10.07 20:00 | sell limit | 1 | 0.01 | 95.264 | 0.000 | 0.000 | ||
| 2 | 2014.10.07 21:07 | sell | 1 | 0.01 | 95.264 | 0.000 | 0.000 | ||
| 3 | 2014.10.08 23:00 | close | 1 | 0.01 | 95.580 | 0.000 | 0.000 | -2.77 | 997.23 |
| 4 | 2014.10.08 23:00 | buy | 2 | 0.01 | 95.580 | 0.000 | 0.000 | ||
| 5 | 2014.10.09 16:00 | close | 2 | 0.01 | 94.770 | 0.000 | 0.000 | -6.72 | 990.51 |
| 6 | 2014.10.09 16:00 | sell limit | 3 | 0.01 | 95.089 | 0.000 | 0.000 | ||
| 7 | 2014.10.10 14:00 | delete | 3 | 0.01 | 95.089 | 0.000 | 0.000 | ||
| 8 | 2014.10.10 20:00 | sell limit | 4 | 0.01 | 93.784 | 0.000 | 0.000 | ||
| 9 | 2014.10.13 08:31 | sell | 4 | 0.01 | 93.784 | 0.000 | 0.000 | ||
| 10 | 2014.10.14 10:00 | close | 4 | 0.01 | 93.254 | 0.000 | 0.000 | 4.42 | 994.93 |
| 11 | 2014.10.14 10:01 | sell limit | 5 | 0.01 | 93.591 | 0.000 | 0.000 | ||
| 12 | 2014.10.14 12:22 | sell | 5 | 0.01 | 93.591 | 0.000 | 0.000 | ||
| 13 | 2014.10.15 17:18 | close | 5 | 0.01 | 92.530 | 0.000 | 0.000 | 8.94 | 1003.88 |
| 14 | 2014.10.15 17:19 | sell limit | 6 | 0.01 | 93.151 | 0.000 | 0.000 | ||
| 15 | 2014.10.15 19:06 | sell | 6 | 0.01 | 93.151 | 0.000 | 0.000 | ||
| 16 | 2014.10.15 20:00 | close | 6 | 0.01 | 93.492 | 0.000 | 0.000 | -2.90 | 1000.98 |
| 17 | 2014.10.15 20:00 | buy | 7 | 0.01 | 93.492 | 0.000 | 0.000 | ||
| 18 | 2014.10.16 09:00 | close | 7 | 0.01 | 92.480 | 0.000 | 0.000 | -8.44 | 992.53 |
| 19 | 2014.10.16 09:00 | sell limit | 8 | 0.01 | 92.812 | 0.000 | 0.000 | ||
| 20 | 2014.10.16 14:33 | sell | 8 | 0.01 | 92.812 | 0.000 | 0.000 | ||
| 21 | 2014.10.17 19:44 | close | 8 | 0.01 | 93.635 | 0.000 | 0.000 | -7.08 | 985.46 |
| 22 | 2014.10.17 19:44 | buy | 9 | 0.02 | 93.635 | 0.000 | 0.000 | ||
| 23 | 2014.10.20 02:00 | close | 9 | 0.02 | 94.094 | 0.000 | 0.000 | 7.90 | 993.36 |
| 24 | 2014.10.20 02:00 | buy limit | 10 | 0.01 | 93.918 | 0.000 | 0.000 | ||
| 25 | 2014.10.20 06:33 | buy | 10 | 0.01 | 93.918 | 0.000 | 0.000 | ||
| 26 | 2014.10.24 12:22 | close | 10 | 0.01 | 94.978 | 0.000 | 0.000 | 9.32 | 1002.68 |
| 27 | 2014.10.24 13:00 | buy limit | 11 | 0.01 | 94.964 | 0.000 | 0.000 | ||
| 28 | 2014.10.27 08:02 | buy | 11 | 0.01 | 94.964 | 0.000 | 0.000 | ||
| 29 | 2014.10.29 11:51 | close | 11 | 0.01 | 96.026 | 0.000 | 0.000 | 9.13 | 1011.82 |
| 30 | 2014.10.29 12:00 | buy limit | 12 | 0.01 | 95.984 | 0.000 | 0.000 | ||
| 31 | 2014.10.29 17:58 | buy | 12 | 0.01 | 95.984 | 0.000 | 0.000 | ||
| 32 | 2014.10.31 05:01 | close | 12 | 0.01 | 97.044 | 0.000 | 0.000 | 9.22 | 1021.03 |
| 33 | 2014.10.31 05:02 | buy limit | 13 | 0.01 | 96.684 | 0.000 | 0.000 | ||
| 34 | 2014.11.03 04:00 | delete | 13 | 0.01 | 96.684 | 0.000 | 0.000 | ||
| 35 | 2014.11.03 12:00 | buy limit | 14 | 0.01 | 98.872 | 0.000 | 0.000 | ||
| 36 | 2014.11.03 19:08 | buy | 14 | 0.01 | 98.872 | 0.000 | 0.000 | ||
| 37 | 2014.11.06 00:57 | close | 14 | 0.01 | 98.048 | 0.000 | 0.000 | -6.74 | 1014.29 |
| 38 | 2014.11.06 00:57 | sell | 15 | 0.01 | 98.048 | 0.000 | 0.000 | ||
| 39 | 2014.11.07 08:00 | close | 15 | 0.01 | 98.850 | 0.000 | 0.000 | -6.89 | 1007.41 |
| 40 | 2014.11.07 08:00 | buy limit | 16 | 0.01 | 98.737 | 0.000 | 0.000 | ||
| 41 | 2014.11.10 06:00 | delete | 16 | 0.01 | 98.737 | 0.000 | 0.000 | ||
| 42 | 2014.11.10 15:00 | buy limit | 17 | 0.01 | 99.017 | 0.000 | 0.000 | ||
| 43 | 2014.11.10 15:50 | buy | 17 | 0.01 | 99.017 | 0.000 | 0.000 | ||
| 44 | 2014.11.11 14:45 | close | 17 | 0.01 | 100.077 | 0.000 | 0.000 | 9.06 | 1016.47 |
| 45 | 2014.11.12 17:00 | buy limit | 18 | 0.01 | 100.592 | 0.000 | 0.000 | ||
| 46 | 2014.11.13 02:32 | buy | 18 | 0.01 | 100.592 | 0.000 | 0.000 | ||
| 47 | 2014.11.14 15:56 | close | 18 | 0.01 | 101.652 | 0.000 | 0.000 | 9.06 | 1025.53 |
| 48 | 2014.11.14 16:00 | buy limit | 19 | 0.01 | 101.324 | 0.000 | 0.000 | ||
| 49 | 2014.11.17 09:28 | buy | 19 | 0.01 | 101.324 | 0.000 | 0.000 | ||
| 50 | 2014.11.21 10:37 | close | 19 | 0.01 | 102.385 | 0.000 | 0.000 | 9.32 | 1034.85 |
| 51 | 2014.11.21 11:00 | buy limit | 20 | 0.01 | 101.892 | 0.000 | 0.000 | ||
| 52 | 2014.11.24 09:00 | delete | 20 | 0.01 | 101.892 | 0.000 | 0.000 | ||
| 53 | 2014.11.24 19:00 | sell limit | 21 | 0.01 | 101.933 | 0.000 | 0.000 | ||
| 54 | 2014.11.24 22:11 | sell | 21 | 0.01 | 101.933 | 0.000 | 0.000 | ||
| 55 | 2014.11.25 19:30 | close | 21 | 0.01 | 100.433 | 0.000 | 0.000 | 12.66 | 1047.52 |
| 56 | 2014.11.26 09:00 | sell limit | 22 | 0.01 | 100.451 | 0.000 | 0.000 | ||
| 57 | 2014.11.26 18:02 | sell | 22 | 0.01 | 100.451 | 0.000 | 0.000 | ||
| 58 | 2014.11.28 12:00 | close | 22 | 0.01 | 100.752 | 0.000 | 0.000 | -2.86 | 1044.65 |
| 59 | 2014.11.28 12:00 | buy | 23 | 0.01 | 100.752 | 0.000 | 0.000 | ||
| 60 | 2014.11.28 16:00 | close | 23 | 0.01 | 101.182 | 0.000 | 0.000 | 3.65 | 1048.30 |
| 61 | 2014.11.28 16:00 | buy limit | 24 | 0.01 | 100.903 | 0.000 | 0.000 | ||
| 62 | 2014.11.28 18:38 | buy | 24 | 0.01 | 100.903 | 0.000 | 0.000 | ||
| 63 | 2014.12.01 01:00 | close | 24 | 0.01 | 100.379 | 0.000 | 0.000 | -4.41 | 1043.90 |
| 64 | 2014.12.01 01:00 | sell | 25 | 0.02 | 100.379 | 0.000 | 0.000 | ||
| 65 | 2014.12.02 06:00 | close | 25 | 0.02 | 100.868 | 0.000 | 0.000 | -8.46 | 1035.44 |
| 66 | 2014.12.02 06:00 | buy limit | 26 | 0.01 | 100.710 | 0.000 | 0.000 | ||
| 67 | 2014.12.02 10:21 | buy | 26 | 0.01 | 100.710 | 0.000 | 0.000 | ||
| 68 | 2014.12.04 08:00 | close | 26 | 0.01 | 100.417 | 0.000 | 0.000 | -2.28 | 1033.15 |
| 69 | 2014.12.04 08:00 | sell | 27 | 0.03 | 100.417 | 0.000 | 0.000 | ||
| 70 | 2014.12.04 09:00 | sell limit | 28 | 0.01 | 100.389 | 0.000 | 0.000 | ||
| 71 | 2014.12.04 09:08 | sell | 28 | 0.01 | 100.389 | 0.000 | 0.000 | ||
| 72 | 2014.12.05 14:58 | close | 28 | 0.01 | 101.214 | 0.000 | 0.000 | -7.09 | 1026.07 |
| 73 | 2014.12.05 14:58 | buy | 29 | 0.04 | 101.214 | 0.000 | 0.000 | ||
| 74 | 2014.12.05 21:00 | close | 27 | 0.03 | 101.111 | 0.000 | 0.000 | -17.93 | 1008.14 |
| 75 | 2014.12.08 02:07 | close | 29 | 0.04 | 100.797 | 0.000 | 0.000 | -13.97 | 994.17 |
| 76 | 2014.12.10 16:00 | sell limit | 30 | 0.01 | 98.871 | 0.000 | 0.000 | ||
| 77 | 2014.12.11 14:00 | delete | 30 | 0.01 | 98.871 | 0.000 | 0.000 | ||
| 78 | 2014.12.15 00:00 | sell limit | 31 | 0.01 | 97.443 | 0.000 | 0.000 | ||
| 79 | 2014.12.15 00:55 | sell | 31 | 0.01 | 97.443 | 0.000 | 0.000 | ||
| 80 | 2014.12.16 08:18 | close | 31 | 0.01 | 96.383 | 0.000 | 0.000 | 8.93 | 1003.10 |
| 81 | 2014.12.16 09:00 | sell limit | 32 | 0.01 | 96.433 | 0.000 | 0.000 | ||
| 82 | 2014.12.16 16:25 | sell | 32 | 0.01 | 96.433 | 0.000 | 0.000 | ||
| 83 | 2014.12.18 12:28 | close | 32 | 0.01 | 97.256 | 0.000 | 0.000 | -7.30 | 995.80 |
| 84 | 2014.12.18 12:28 | buy | 33 | 0.01 | 97.256 | 0.000 | 0.000 | ||
| 85 | 2014.12.18 13:00 | buy limit | 34 | 0.01 | 97.057 | 0.000 | 0.000 | ||
| 86 | 2014.12.18 15:57 | buy | 34 | 0.01 | 97.057 | 0.000 | 0.000 | ||
| 87 | 2014.12.29 09:37 | close | 34 | 0.01 | 98.117 | 0.000 | 0.000 | 9.48 | 1005.28 |
| 88 | 2014.12.29 09:38 | close | 33 | 0.01 | 98.109 | 0.000 | 0.000 | 7.72 | 1012.99 |
| 89 | 2014.12.29 09:38 | buy limit | 35 | 0.01 | 97.908 | 0.000 | 0.000 | ||
| 90 | 2014.12.30 01:48 | buy | 35 | 0.01 | 97.908 | 0.000 | 0.000 | ||
| 91 | 2015.01.04 23:14 | close | 35 | 0.01 | 97.084 | 0.000 | 0.000 | -6.75 | 1006.24 |
| 92 | 2015.01.04 23:14 | sell | 36 | 0.01 | 97.084 | 0.000 | 0.000 | ||
| 93 | 2015.01.04 23:15 | sell limit | 37 | 0.01 | 97.419 | 0.000 | 0.000 | ||
| 94 | 2015.01.05 21:00 | delete | 37 | 0.01 | 97.419 | 0.000 | 0.000 | ||
| 95 | 2015.01.05 23:00 | close | 36 | 0.01 | 96.455 | 0.000 | 0.000 | 5.26 | 1011.51 |
| 96 | 2015.01.05 23:00 | sell limit | 38 | 0.01 | 96.608 | 0.000 | 0.000 | ||
| 97 | 2015.01.05 23:12 | sell | 38 | 0.01 | 96.608 | 0.000 | 0.000 | ||
| 98 | 2015.01.09 00:58 | close | 38 | 0.01 | 97.431 | 0.000 | 0.000 | -7.45 | 1004.05 |
| 99 | 2015.01.09 00:58 | buy | 39 | 0.02 | 97.431 | 0.000 | 0.000 | ||
| 100 | 2015.01.09 01:00 | buy limit | 40 | 0.01 | 97.218 | 0.000 | 0.000 | ||
| 101 | 2015.01.09 01:27 | buy | 40 | 0.01 | 97.218 | 0.000 | 0.000 | ||
| 102 | 2015.01.12 12:55 | close | 39 | 0.02 | 97.017 | 0.000 | 0.000 | -6.94 | 997.12 |
| 103 | 2015.01.12 17:47 | close | 40 | 0.01 | 96.395 | 0.000 | 0.000 | -6.95 | 990.17 |
| 104 | 2015.01.12 17:47 | sell | 41 | 0.04 | 96.395 | 0.000 | 0.000 | ||
| 105 | 2015.01.12 17:48 | sell limit | 42 | 0.01 | 96.711 | 0.000 | 0.000 | ||
| 106 | 2015.01.13 04:25 | sell | 42 | 0.01 | 96.711 | 0.000 | 0.000 | ||
| 107 | 2015.01.14 02:26 | close | 42 | 0.01 | 95.211 | 0.000 | 0.000 | 12.67 | 1002.84 |
| 108 | 2015.01.14 05:27 | close | 41 | 0.04 | 94.747 | 0.000 | 0.000 | 55.41 | 1058.26 |
| 109 | 2015.01.16 16:00 | buy limit | 43 | 0.01 | 95.997 | 0.000 | 0.000 | ||
| 110 | 2015.01.19 03:13 | buy | 43 | 0.01 | 95.997 | 0.000 | 0.000 | ||
| 111 | 2015.01.20 02:05 | close | 43 | 0.01 | 97.058 | 0.000 | 0.000 | 9.07 | 1067.33 |
| 112 | 2015.01.20 02:06 | buy limit | 44 | 0.01 | 96.634 | 0.000 | 0.000 | ||
| 113 | 2015.01.20 02:25 | buy | 44 | 0.01 | 96.634 | 0.000 | 0.000 | ||
| 114 | 2015.01.21 02:00 | close | 44 | 0.01 | 96.905 | 0.000 | 0.000 | 2.35 | 1069.68 |
| 115 | 2015.01.21 09:00 | sell limit | 45 | 0.01 | 96.531 | 0.000 | 0.000 | ||
| 116 | 2015.01.21 10:16 | sell | 45 | 0.01 | 96.531 | 0.000 | 0.000 | ||
| 117 | 2015.01.22 09:00 | close | 45 | 0.01 | 95.467 | 0.000 | 0.000 | 8.82 | 1078.50 |
| 118 | 2015.01.22 21:00 | sell limit | 46 | 0.01 | 95.261 | 0.000 | 0.000 | ||
| 119 | 2015.01.22 23:34 | sell | 46 | 0.01 | 95.261 | 0.000 | 0.000 | ||
| 120 | 2015.01.23 12:13 | close | 46 | 0.01 | 93.760 | 0.000 | 0.000 | 12.68 | 1091.19 |
| 121 | 2015.01.23 12:14 | sell limit | 47 | 0.01 | 94.135 | 0.000 | 0.000 | ||
| 122 | 2015.01.26 10:00 | delete | 47 | 0.01 | 94.135 | 0.000 | 0.000 | ||
| 123 | 2015.01.27 14:00 | sell limit | 48 | 0.01 | 93.521 | 0.000 | 0.000 | ||
| 124 | 2015.01.27 14:22 | sell | 48 | 0.01 | 93.521 | 0.000 | 0.000 | ||
| 125 | 2015.01.28 21:00 | close | 48 | 0.01 | 92.845 | 0.000 | 0.000 | 5.66 | 1096.85 |
| 126 | 2015.01.28 21:01 | sell limit | 49 | 0.01 | 93.361 | 0.000 | 0.000 | ||