Strategy Tester Report
ForexDynasty
FXOpen-Demo (Build 225)
| Symbol | EURCHF (Euro vs Swiss Franc) | ||||
| Period | 30 Minutes (M30) 2009.04.01 00:00 - 2010.04.05 23:30 (2009.04.01 - 2010.04.06) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MyLeverage=10; StopLoss=65; TakeProfit=25; BrokerStopLoss=70; BrokerTakeProfit=100; MagicNumber=1608831; | ||||
| Bars in test | 13451 | Ticks modelled | 10208176 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 6646.43 | Gross profit | 12372.21 | Gross loss | -5725.77 |
| Profit factor | 2.16 | Expected payoff | 127.82 | ||
| Absolute drawdown | 961.25 | Maximal drawdown | 1908.50 (11.07%) | Relative drawdown | 14.05% (1478.00) |
| Total trades | 52 | Short positions (won %) | 35 (88.57%) | Long positions (won %) | 17 (76.47%) |
| Profit trades (% of total) | 44 (84.62%) | Loss trades (% of total) | 8 (15.38%) | ||
| Largest | profit trade | 397.60 | loss trade | -1033.77 | |
| Average | profit trade | 281.19 | loss trade | -715.72 | |
| Maximum | consecutive wins (profit in money) | 12 (4188.60) | consecutive losses (loss in money) | 2 (-1210.11) | |
| Maximal | consecutive profit (count of wins) | 4188.60 (12) | consecutive loss (count of losses) | -1210.11 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.04.01 18:19 | sell | 1 | 1.00 | 1.5175 | 0.0000 | 0.0000 | ||
| 2 | 2009.04.01 18:19 | modify | 1 | 1.00 | 1.5175 | 1.5245 | 1.5075 | ||
| 3 | 2009.04.01 18:48 | close | 1 | 1.00 | 1.5150 | 1.5245 | 1.5075 | 233.80 | 10233.80 |
| 4 | 2009.04.02 11:33 | sell | 2 | 1.00 | 1.5227 | 0.0000 | 0.0000 | ||
| 5 | 2009.04.02 11:33 | modify | 2 | 1.00 | 1.5227 | 1.5297 | 1.5127 | ||
| 6 | 2009.04.06 10:22 | close | 2 | 1.00 | 1.5292 | 1.5297 | 1.5127 | -624.35 | 9609.45 |
| 7 | 2009.04.07 02:56 | buy | 3 | 1.00 | 1.5190 | 0.0000 | 0.0000 | ||
| 8 | 2009.04.07 02:56 | modify | 3 | 1.00 | 1.5190 | 1.5120 | 1.5290 | ||
| 9 | 2009.04.07 18:48 | close | 3 | 1.00 | 1.5216 | 1.5120 | 1.5290 | 243.21 | 9852.66 |
| 10 | 2009.04.15 08:23 | sell | 4 | 1.00 | 1.5120 | 0.0000 | 0.0000 | ||
| 11 | 2009.04.15 08:23 | modify | 4 | 1.00 | 1.5120 | 1.5190 | 1.5020 | ||
| 12 | 2009.04.15 09:22 | close | 4 | 1.00 | 1.5095 | 1.5190 | 1.5020 | 233.80 | 10086.46 |
| 13 | 2009.04.17 10:15 | sell | 5 | 1.00 | 1.5164 | 0.0000 | 0.0000 | ||
| 14 | 2009.04.17 10:15 | modify | 5 | 1.00 | 1.5164 | 1.5234 | 1.5064 | ||
| 15 | 2009.04.17 13:21 | close | 5 | 1.00 | 1.5229 | 1.5234 | 1.5064 | -607.87 | 9478.59 |
| 16 | 2009.04.23 09:17 | sell | 6 | 1.00 | 1.5171 | 0.0000 | 0.0000 | ||
| 17 | 2009.04.23 09:17 | modify | 6 | 1.00 | 1.5171 | 1.5241 | 1.5071 | ||
| 18 | 2009.04.23 13:16 | close | 6 | 1.00 | 1.5145 | 1.5241 | 1.5071 | 243.15 | 9721.74 |
| 19 | 2009.04.27 01:02 | buy | 7 | 1.00 | 1.5050 | 0.0000 | 0.0000 | ||
| 20 | 2009.04.27 01:02 | modify | 7 | 1.00 | 1.5050 | 1.4980 | 1.5150 | ||
| 21 | 2009.04.27 10:22 | close | 7 | 1.00 | 1.5075 | 1.4980 | 1.5150 | 233.86 | 9955.60 |
| 22 | 2009.04.30 10:13 | sell | 8 | 1.00 | 1.5109 | 0.0000 | 0.0000 | ||
| 23 | 2009.04.30 10:13 | modify | 8 | 1.00 | 1.5109 | 1.5179 | 1.5009 | ||
| 24 | 2009.04.30 13:50 | close | 8 | 1.00 | 1.5084 | 1.5179 | 1.5009 | 233.80 | 10189.40 |
| 25 | 2009.05.07 12:08 | sell | 9 | 1.00 | 1.5154 | 0.0000 | 0.0000 | ||
| 26 | 2009.05.07 12:08 | modify | 9 | 1.00 | 1.5154 | 1.5224 | 1.5054 | ||
| 27 | 2009.05.07 14:37 | close | 9 | 1.00 | 1.5129 | 1.5224 | 1.5054 | 233.80 | 10423.20 |
| 28 | 2009.05.08 19:09 | buy | 10 | 1.00 | 1.5088 | 0.0000 | 0.0000 | ||
| 29 | 2009.05.08 19:09 | modify | 10 | 1.00 | 1.5088 | 1.5018 | 1.5188 | ||
| 30 | 2009.05.15 15:10 | close | 10 | 1.00 | 1.5023 | 1.5018 | 1.5188 | -585.76 | 9837.43 |
| 31 | 2009.05.15 19:00 | sell | 11 | 1.00 | 1.5088 | 0.0000 | 0.0000 | ||
| 32 | 2009.05.15 19:00 | modify | 11 | 1.00 | 1.5088 | 1.5158 | 1.4988 | ||
| 33 | 2009.05.19 12:29 | close | 11 | 1.00 | 1.5153 | 1.5158 | 1.4988 | -624.34 | 9213.09 |
| 34 | 2009.05.20 18:52 | sell | 12 | 1.00 | 1.5165 | 0.0000 | 0.0000 | ||
| 35 | 2009.05.20 18:52 | modify | 12 | 1.00 | 1.5165 | 1.5235 | 1.5065 | ||
| 36 | 2009.05.21 12:03 | close | 12 | 1.00 | 1.5140 | 1.5235 | 1.5065 | 209.09 | 9422.18 |
| 37 | 2009.05.21 16:53 | sell | 13 | 1.00 | 1.5210 | 0.0000 | 0.0000 | ||
| 38 | 2009.05.21 16:53 | modify | 13 | 1.00 | 1.5210 | 1.5280 | 1.5110 | ||
| 39 | 2009.05.21 17:05 | close | 13 | 1.00 | 1.5185 | 1.5280 | 1.5110 | 233.80 | 9655.98 |
| 40 | 2009.05.22 09:59 | sell | 14 | 1.00 | 1.5228 | 0.0000 | 0.0000 | ||
| 41 | 2009.05.22 09:59 | modify | 14 | 1.00 | 1.5228 | 1.5298 | 1.5128 | ||
| 42 | 2009.05.22 10:18 | close | 14 | 1.00 | 1.5203 | 1.5298 | 1.5128 | 233.79 | 9889.77 |
| 43 | 2009.06.03 20:59 | buy | 15 | 1.00 | 1.5133 | 0.0000 | 0.0000 | ||
| 44 | 2009.06.03 20:59 | modify | 15 | 1.00 | 1.5133 | 1.5063 | 1.5233 | ||
| 45 | 2009.06.04 03:20 | close | 15 | 1.00 | 1.5158 | 1.5063 | 1.5233 | 243.41 | 10133.18 |
| 46 | 2009.06.05 15:34 | sell | 16 | 1.00 | 1.5224 | 0.0000 | 0.0000 | ||
| 47 | 2009.06.05 15:34 | modify | 16 | 1.00 | 1.5224 | 1.5294 | 1.5124 | ||
| 48 | 2009.06.05 16:38 | close | 16 | 1.00 | 1.5199 | 1.5294 | 1.5124 | 233.80 | 10366.98 |
| 49 | 2009.06.18 10:31 | sell | 17 | 1.00 | 1.5109 | 0.0000 | 0.0000 | ||
| 50 | 2009.06.18 10:31 | modify | 17 | 1.00 | 1.5109 | 1.5179 | 1.5009 | ||
| 51 | 2009.06.18 10:35 | close | 17 | 1.00 | 1.5084 | 1.5179 | 1.5009 | 233.80 | 10600.78 |
| 52 | 2009.06.18 11:01 | buy | 18 | 1.10 | 1.5026 | 0.0000 | 0.0000 | ||
| 53 | 2009.06.18 11:01 | modify | 18 | 1.10 | 1.5026 | 1.4956 | 1.5126 | ||
| 54 | 2009.06.18 11:03 | close | 18 | 1.10 | 1.5051 | 1.4956 | 1.5126 | 257.25 | 10858.03 |
| 55 | 2009.06.18 11:33 | buy | 19 | 1.10 | 1.5018 | 0.0000 | 0.0000 | ||
| 56 | 2009.06.18 11:33 | modify | 19 | 1.10 | 1.5018 | 1.4948 | 1.5118 | ||
| 57 | 2009.06.18 12:40 | close | 19 | 1.10 | 1.5043 | 1.4948 | 1.5118 | 257.25 | 11115.28 |
| 58 | 2009.06.18 15:52 | sell | 20 | 1.10 | 1.5131 | 0.0000 | 0.0000 | ||
| 59 | 2009.06.18 15:52 | modify | 20 | 1.10 | 1.5131 | 1.5201 | 1.5031 | ||
| 60 | 2009.06.18 16:39 | close | 20 | 1.10 | 1.5106 | 1.5201 | 1.5031 | 257.18 | 11372.46 |
| 61 | 2009.06.24 13:44 | sell | 21 | 1.10 | 1.5059 | 0.0000 | 0.0000 | ||
| 62 | 2009.06.24 13:44 | modify | 21 | 1.10 | 1.5059 | 1.5129 | 1.4959 | ||
| 63 | 2009.06.24 14:16 | close | 21 | 1.10 | 1.5124 | 1.5129 | 1.4959 | -668.67 | 10703.79 |
| 64 | 2009.06.24 14:41 | sell | 22 | 1.10 | 1.5239 | 0.0000 | 0.0000 | ||
| 65 | 2009.06.24 14:41 | modify | 22 | 1.10 | 1.5239 | 1.5309 | 1.5139 | ||
| 66 | 2009.06.24 14:50 | close | 22 | 1.10 | 1.5214 | 1.5309 | 1.5139 | 257.17 | 10960.96 |
| 67 | 2009.06.24 19:25 | sell | 23 | 1.10 | 1.5346 | 0.0000 | 0.0000 | ||
| 68 | 2009.06.24 19:25 | modify | 23 | 1.10 | 1.5346 | 1.5416 | 1.5246 | ||
| 69 | 2009.06.24 19:28 | close | 23 | 1.10 | 1.5321 | 1.5416 | 1.5246 | 257.17 | 11218.13 |
| 70 | 2009.06.25 13:07 | sell | 24 | 1.10 | 1.5353 | 0.0000 | 0.0000 | ||
| 71 | 2009.06.25 13:07 | modify | 24 | 1.10 | 1.5353 | 1.5423 | 1.5253 | ||
| 72 | 2009.06.25 13:35 | close | 24 | 1.10 | 1.5328 | 1.5423 | 1.5253 | 257.17 | 11475.30 |
| 73 | 2009.07.02 10:53 | sell | 25 | 1.10 | 1.5237 | 0.0000 | 0.0000 | ||
| 74 | 2009.07.02 10:53 | modify | 25 | 1.10 | 1.5237 | 1.5307 | 1.5137 | ||
| 75 | 2009.07.02 16:42 | close | 25 | 1.10 | 1.5212 | 1.5307 | 1.5137 | 257.18 | 11732.48 |
| 76 | 2009.07.03 12:50 | sell | 26 | 1.20 | 1.5230 | 0.0000 | 0.0000 | ||
| 77 | 2009.07.03 12:50 | modify | 26 | 1.20 | 1.5230 | 1.5300 | 1.5130 | ||
| 78 | 2009.07.03 17:59 | close | 26 | 1.20 | 1.5205 | 1.5300 | 1.5130 | 280.56 | 12013.04 |
| 79 | 2009.07.23 16:04 | sell | 27 | 1.20 | 1.5244 | 0.0000 | 0.0000 | ||
| 80 | 2009.07.23 16:04 | modify | 27 | 1.20 | 1.5244 | 1.5314 | 1.5144 | ||
| 81 | 2009.07.23 17:52 | close | 27 | 1.20 | 1.5219 | 1.5314 | 1.5144 | 280.55 | 12293.59 |
| 82 | 2009.07.31 17:17 | buy | 28 | 1.20 | 1.5277 | 0.0000 | 0.0000 | ||
| 83 | 2009.07.31 17:17 | modify | 28 | 1.20 | 1.5277 | 1.5207 | 1.5377 | ||
| 84 | 2009.07.31 19:32 | close | 28 | 1.20 | 1.5212 | 1.5207 | 1.5377 | -729.65 | 11563.94 |
| 85 | 2009.08.07 15:30 | buy | 29 | 1.20 | 1.5254 | 0.0000 | 0.0000 | ||
| 86 | 2009.08.07 15:30 | modify | 29 | 1.20 | 1.5254 | 1.5184 | 1.5354 | ||
| 87 | 2009.08.07 15:31 | close | 29 | 1.20 | 1.5279 | 1.5184 | 1.5354 | 280.63 | 11844.57 |
| 88 | 2009.08.07 16:00 | sell | 30 | 1.20 | 1.5335 | 0.0000 | 0.0000 | ||
| 89 | 2009.08.07 16:00 | modify | 30 | 1.20 | 1.5335 | 1.5405 | 1.5235 | ||
| 90 | 2009.08.11 14:28 | close | 30 | 1.20 | 1.5310 | 1.5405 | 1.5235 | 260.78 | 12105.35 |
| 91 | 2009.08.27 21:13 | buy | 31 | 1.20 | 1.5190 | 0.0000 | 0.0000 | ||
| 92 | 2009.08.27 21:13 | modify | 31 | 1.20 | 1.5190 | 1.5120 | 1.5290 | ||
| 93 | 2009.08.28 09:41 | close | 31 | 1.20 | 1.5215 | 1.5120 | 1.5290 | 284.48 | 12389.83 |
| 94 | 2009.09.10 16:28 | sell | 32 | 1.20 | 1.5185 | 0.0000 | 0.0000 | ||
| 95 | 2009.09.10 16:28 | modify | 32 | 1.20 | 1.5185 | 1.5255 | 1.5085 | ||
| 96 | 2009.09.10 16:56 | close | 32 | 1.20 | 1.5160 | 1.5255 | 1.5085 | 280.59 | 12670.42 |
| 97 | 2009.09.30 15:16 | sell | 33 | 1.30 | 1.5154 | 0.0000 | 0.0000 | ||
| 98 | 2009.09.30 15:16 | modify | 33 | 1.30 | 1.5154 | 1.5224 | 1.5054 | ||
| 99 | 2009.09.30 15:19 | close | 33 | 1.30 | 1.5129 | 1.5224 | 1.5054 | 303.97 | 12974.39 |
| 100 | 2009.09.30 15:44 | sell | 34 | 1.30 | 1.5201 | 0.0000 | 0.0000 | ||
| 101 | 2009.09.30 15:44 | modify | 34 | 1.30 | 1.5201 | 1.5271 | 1.5101 | ||
| 102 | 2009.09.30 17:57 | close | 34 | 1.30 | 1.5176 | 1.5271 | 1.5101 | 303.96 | 13278.35 |
| 103 | 2009.10.30 13:31 | sell | 35 | 1.30 | 1.5145 | 0.0000 | 0.0000 | ||
| 104 | 2009.10.30 13:31 | modify | 35 | 1.30 | 1.5145 | 1.5215 | 1.5045 | ||
| 105 | 2009.10.30 17:59 | close | 35 | 1.30 | 1.5120 | 1.5215 | 1.5045 | 303.97 | 13582.32 |
| 106 | 2009.11.26 04:02 | buy | 36 | 1.40 | 1.5043 | 0.0000 | 0.0000 | ||
| 107 | 2009.11.26 04:02 | modify | 36 | 1.40 | 1.5043 | 1.4973 | 1.5143 | ||
| 108 | 2009.11.26 08:52 | close | 36 | 1.40 | 1.5068 | 1.4973 | 1.5143 | 327.44 | 13909.76 |
| 109 | 2009.12.18 02:29 | buy | 37 | 1.40 | 1.4974 | 0.0000 | 0.0000 | ||
| 110 | 2009.12.18 02:29 | modify | 37 | 1.40 | 1.4974 | 1.4904 | 1.5074 | ||
| 111 | 2009.12.18 02:33 | close | 37 | 1.40 | 1.4909 | 1.4904 | 1.5074 | -851.35 | 13058.41 |
| 112 | 2009.12.18 02:58 | buy | 38 | 1.40 | 1.4951 | 0.0000 | 0.0000 | ||
| 113 | 2009.12.18 02:58 | modify | 38 | 1.40 | 1.4951 | 1.4881 | 1.5051 | ||
| 114 | 2009.12.18 07:39 | close | 38 | 1.40 | 1.4976 | 1.4881 | 1.5051 | 327.44 | 13385.85 |
| 115 | 2010.01.04 09:29 | sell | 39 | 1.40 | 1.4864 | 0.0000 | 0.0000 | ||
| 116 | 2010.01.04 09:29 | modify | 39 | 1.40 | 1.4864 | 1.4934 | 1.4764 | ||
| 117 | 2010.01.04 17:53 | close | 39 | 1.40 | 1.4839 | 1.4934 | 1.4764 | 327.35 | 13713.20 |
| 118 | 2010.01.07 02:04 | buy | 40 | 1.40 | 1.4770 | 0.0000 | 0.0000 | ||
| 119 | 2010.01.07 02:04 | modify | 40 | 1.40 | 1.4770 | 1.4700 | 1.4870 | ||
| 120 | 2010.01.07 02:18 | close | 40 | 1.40 | 1.4795 | 1.4700 | 1.4870 | 327.44 | 14040.64 |
| 121 | 2010.01.11 09:30 | sell | 41 | 1.40 | 1.4788 | 0.0000 | 0.0000 | ||
| 122 | 2010.01.11 09:30 | modify | 41 | 1.40 | 1.4788 | 1.4858 | 1.4688 | ||
| 123 | 2010.01.11 09:50 | close | 41 | 1.40 | 1.4763 | 1.4858 | 1.4688 | 327.35 | 14367.99 |
| 124 | 2010.01.13 10:46 | sell | 42 | 1.40 | 1.4787 | 0.0000 | 0.0000 | ||
| 125 | 2010.01.13 10:46 | modify | 42 | 1.40 | 1.4787 | 1.4857 | 1.4687 | ||
| 126 | 2010.01.14 20:13 | close | 42 | 1.40 | 1.4762 | 1.4857 | 1.4687 | 292.76 | 14660.74 |
| 127 | 2010.01.29 03:09 | buy | 43 | 1.50 | 1.4650 | 0.0000 | 0.0000 | ||
| 128 | 2010.01.29 03:09 | modify | 43 | 1.50 | 1.4650 | 1.4580 | 1.4750 | ||
| 129 | 2010.01.29 06:58 | close | 43 | 1.50 | 1.4675 | 1.4580 | 1.4750 | 350.83 | 15011.57 |
| 130 | 2010.01.29 19:26 | sell | 44 | 1.50 | 1.4711 | 0.0000 | 0.0000 | ||
| 131 | 2010.01.29 19:26 | modify | 44 | 1.50 | 1.4711 | 1.4781 | 1.4611 | ||
| 132 | 2010.01.29 19:28 | close | 44 | 1.50 | 1.4686 | 1.4781 | 1.4611 | 350.73 | 15362.30 |
| 133 | 2010.02.05 03:01 | buy | 45 | 1.50 | 1.4608 | 0.0000 | 0.0000 | ||
| 134 | 2010.02.05 03:01 | modify | 45 | 1.50 | 1.4608 | 1.4538 | 1.4708 | ||
| 135 | 2010.02.05 04:58 | close | 45 | 1.50 | 1.4635 | 1.4538 | 1.4708 | 378.89 | 15741.19 |
| 136 | 2010.02.05 05:23 | sell | 46 | 1.60 | 1.4726 | 0.0000 | 0.0000 | ||
| 137 | 2010.02.05 05:23 | modify | 46 | 1.60 | 1.4726 | 1.4796 | 1.4626 | ||
| 138 | 2010.02.05 09:16 | close | 46 | 1.60 | 1.4701 | 1.4796 | 1.4626 | 374.11 | 16115.30 |
| 139 | 2010.02.12 10:37 | sell | 47 | 1.60 | 1.4681 | 0.0000 | 0.0000 | ||
| 140 | 2010.02.12 10:37 | modify | 47 | 1.60 | 1.4681 | 1.4751 | 1.4581 | ||
| 141 | 2010.02.12 11:58 | close | 47 | 1.60 | 1.4656 | 1.4751 | 1.4581 | 374.11 | 16489.41 |
| 142 | 2010.02.12 17:48 | sell | 48 | 1.60 | 1.4691 | 0.0000 | 0.0000 | ||
| 143 | 2010.02.12 17:48 | modify | 48 | 1.60 | 1.4691 | 1.4761 | 1.4591 | ||
| 144 | 2010.02.12 19:31 | close | 48 | 1.60 | 1.4666 | 1.4761 | 1.4591 | 374.11 | 16863.52 |
| 145 | 2010.02.23 07:08 | sell | 49 | 1.70 | 1.4661 | 0.0000 | 0.0000 | ||
| 146 | 2010.02.23 07:08 | modify | 49 | 1.70 | 1.4661 | 1.4731 | 1.4561 | ||
| 147 | 2010.02.24 17:03 | close | 49 | 1.70 | 1.4636 | 1.4731 | 1.4561 | 383.49 | 17247.01 |
| 148 | 2010.03.18 19:02 | buy | 50 | 1.70 | 1.4425 | 0.0000 | 0.0000 | ||
| 149 | 2010.03.18 19:02 | modify | 50 | 1.70 | 1.4425 | 1.4355 | 1.4525 | ||
| 150 | 2010.03.18 19:53 | close | 50 | 1.70 | 1.4360 | 1.4355 | 1.4525 | -1033.77 | 16213.24 |
| 151 | 2010.04.01 10:38 | buy | 51 | 1.70 | 1.4198 | 0.0000 | 0.0000 | ||
| 152 | 2010.04.01 10:38 | modify | 51 | 1.70 | 1.4198 | 1.4128 | 1.4298 | ||
| 153 | 2010.04.01 18:49 | close | 51 | 1.70 | 1.4223 | 1.4128 | 1.4298 | 397.60 | 16610.84 |
| 154 | 2010.04.01 19:14 | sell | 52 | 1.70 | 1.4329 | 0.0000 | 0.0000 | ||
| 155 | 2010.04.01 19:14 | modify | 52 | 1.70 | 1.4329 | 1.4399 | 1.4229 | ||
| 156 | 2010.04.05 23:59 | close at stop | 52 | 1.70 | 1.4325 | 1.4399 | 1.4229 | 35.59 | 16646.43 |