Strategy Tester Report
BScalper_2017.07.26
IceFX-Server (Build 1090)

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period1 Minute (M1) 2016.01.04 00:00 - 2017.08.04 02:59 (2017.01.01 - 2017.08.10)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagic=100500; Deposit=10000; Risk=1; Lots=0; MaxMargLev=0; StopLoss=800; TakeProfit=1000; StartHour=24; TradingHours=6; buys=false; sells=true; inPeriod=80; inDeviation=2.5; outPeriod=100; outDeviation=2.5; iShift=0; iTimeFrame=1; iMinTunnel=0; CloseByOpositePos=false; CloseByEndPeriod=false;
Bars in test596024Ticks modelled25157260Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00Spread3000
Total net profit358.40Gross profit595.49Gross loss-237.09
Profit factor2.51Expected payoff2.39
Absolute drawdown17.76Maximal drawdown47.72 (0.46%)Relative drawdown0.46% (47.72)
Total trades150Short positions (won %)150 (75.33%)Long positions (won %)0 (0.00%)
Profit trades (% of total)113 (75.33%)Loss trades (% of total)37 (24.67%)
Largestprofit trade17.99loss trade-32.32
Averageprofit trade5.27loss trade-6.41
Maximumconsecutive wins (profit in money)16 (89.27)consecutive losses (loss in money)3 (-3.82)
Maximalconsecutive profit (count of wins)89.27 (16)consecutive loss (count of losses)-32.32 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12017.01.04 00:39sell10.121.027771.035951.01795
22017.01.04 00:41close10.121.027441.035951.017953.3710003.37
32017.01.04 00:43sell20.121.027771.035951.01795
42017.01.04 00:43close20.121.027561.035951.017951.9710005.34
52017.01.04 02:07sell30.121.027261.035381.01738
62017.01.04 05:33close30.121.027621.035381.01738-4.6810000.66
72017.01.05 00:59sell40.121.021571.029881.01188
82017.01.05 01:57close40.121.020261.029881.0118814.9310015.59
92017.01.05 03:23sell50.121.019441.027561.00956
102017.01.05 06:51close50.121.018451.027561.0095611.1810026.77
112017.01.06 00:42sell60.121.009941.018031.00003
122017.01.06 09:35close60.121.011321.018031.00003-16.8510009.92
132017.01.10 03:55sell70.121.014881.022981.00498
142017.01.10 04:36close70.121.013321.022981.0049817.9910027.91
152017.01.11 00:39sell80.121.017061.025131.00713
162017.01.11 08:03close80.121.016881.025131.007131.6410029.55
172017.01.12 01:11sell90.121.014261.022361.00436
182017.01.12 01:34close90.121.013691.022361.004366.2710035.82
192017.01.12 02:43sell100.121.014461.022591.00459
202017.01.12 04:11close100.121.013091.022591.0045915.7510051.57
212017.01.17 00:05sell110.121.011861.019951.00195
222017.01.17 00:07close110.121.011431.019951.001954.6210056.19
232017.01.17 01:55sell120.121.011401.019511.00151
242017.01.17 02:15close120.121.010841.019511.001516.1710062.36
252017.01.18 00:48sell130.121.002071.010150.99215
262017.01.18 00:52close130.121.001591.010150.992155.2710067.63
272017.01.18 01:14sell140.121.002071.010140.99214
282017.01.18 03:01close140.121.002001.010140.992140.3610067.99
292017.01.18 03:37sell150.121.003371.011490.99349
302017.01.18 10:07close150.121.003411.011490.99349-0.9610067.03
312017.01.19 01:54sell160.121.007731.015860.99786
322017.01.19 04:14close160.121.007461.015860.997862.7410069.77
332017.01.20 02:06sell170.121.006701.014820.99682
342017.01.20 03:01close170.121.006141.014820.996826.2010075.97
352017.01.24 01:40sell180.120.996961.005070.98707
362017.01.24 04:16close180.120.996671.005070.987073.0110078.98
372017.01.25 00:05sell190.111.001121.009580.99158
382017.01.25 00:33close190.111.001321.009580.99158-2.6410076.34
392017.01.25 00:41sell200.121.001261.009620.99162
402017.01.25 03:00close200.121.000831.009620.991624.6810081.02
412017.01.25 03:15sell210.121.001561.009650.99165
422017.01.25 04:17close210.121.000571.009650.9916511.3910092.41
432017.01.25 05:43sell220.121.001361.009480.99148
442017.01.25 09:52close220.121.001311.009480.991480.1210092.53
452017.01.31 02:13sell230.120.995011.003140.98514
462017.01.31 04:25close230.120.994871.003140.985141.2110093.74
472017.02.01 02:06sell240.120.989560.997620.97962
482017.02.01 04:57close240.120.989980.997620.97962-5.5710088.17
492017.02.01 05:50sell250.120.990350.998450.98045
502017.02.01 07:50close250.120.990460.998450.98045-1.8110086.36
512017.02.02 00:46sell260.120.993541.001800.98380
522017.02.02 02:12close260.120.992611.001800.9838010.7610097.12
532017.02.02 04:09sell270.120.992151.000240.98224
542017.02.02 05:04close270.120.991501.000240.982247.3910104.51
552017.02.03 00:00sell280.120.992771.000980.98298
562017.02.03 00:19close280.120.992601.000980.982981.5810106.09
572017.02.03 02:19sell290.120.992901.001020.98302
582017.02.03 03:12close290.120.992371.001020.983025.9310112.02
592017.02.03 04:20sell300.120.993001.001090.98309
602017.02.03 09:12close300.120.992951.001090.983090.1210112.14
612017.02.07 00:00sell310.110.990950.999480.98148
622017.02.07 07:40close310.110.993830.999480.98148-32.3210079.82
632017.02.08 01:11sell320.120.997941.006030.98803
642017.02.08 03:28close320.120.997291.006030.988037.3410087.16
652017.02.09 02:30sell330.120.995471.003550.98555
662017.02.09 05:47close330.120.995131.003550.985553.6210090.78
672017.02.14 00:02sell340.121.006071.014190.99619
682017.02.14 02:01close340.121.005511.014190.996196.2010096.98
692017.02.14 03:32sell350.121.005861.013970.99597
702017.02.14 05:04close350.121.005451.013970.995974.4110101.39
712017.02.15 02:04sell360.121.006661.014760.99676
722017.02.15 05:10close360.121.006261.014760.996764.2910105.68
732017.02.16 00:34sell370.111.005661.014120.99612
742017.02.16 01:38close370.111.005091.014120.996125.8010111.48
752017.02.17 00:53sell380.110.997341.005730.98773
762017.02.17 05:09close380.110.997071.005730.987732.5410114.02
772017.02.21 00:30sell390.121.003251.011360.99336
782017.02.21 00:41close390.121.002961.011360.993362.9910117.01
792017.02.21 02:28sell400.121.003421.011490.99349
802017.02.21 06:44close400.121.005771.011490.99349-28.5210088.49
812017.02.23 01:08sell410.121.010931.019041.00104
822017.02.23 03:14close410.121.010571.019041.001043.7910092.28
832017.02.23 04:01sell420.121.011131.019231.00123
842017.02.23 05:37close420.121.010411.019231.001238.0710100.35
852017.02.28 01:48sell430.121.009631.017740.99974
862017.02.28 03:10close430.121.009311.017740.999743.3210103.67
872017.03.01 01:26sell440.121.006501.014550.99655
882017.03.01 04:04close440.121.006511.014550.99655-0.6010103.07
892017.03.01 05:15sell450.121.007941.016030.99803
902017.03.01 08:08close450.121.008121.016030.99803-2.6210100.45
912017.03.02 01:06sell460.121.009261.017410.99941
922017.03.02 03:07close460.121.009271.017410.99941-0.6010099.85
932017.03.02 04:03sell470.121.010371.018481.00048
942017.03.02 06:55close470.121.010221.018481.000481.3010101.15
952017.03.03 00:36sell480.121.013561.021791.00379
962017.03.03 00:40close480.121.013321.021791.003792.3610103.51
972017.03.03 01:05sell490.121.013451.021551.00355
982017.03.03 02:24close490.121.013081.021551.003553.9010107.41
992017.03.03 04:36sell500.121.013061.021111.00311
1002017.03.03 04:58close500.121.012491.021111.003116.2810113.69
1012017.03.07 00:09sell510.121.012281.020361.00236
1022017.03.07 04:03close510.121.011611.020361.002367.4710121.16
1032017.03.08 00:01sell520.121.013401.021531.00353
1042017.03.08 02:17close520.121.012951.021531.003534.8510126.01
1052017.03.08 03:56sell530.121.013241.021321.00332
1062017.03.08 08:36close530.121.013631.021321.00332-5.1010120.91
1072017.03.09 00:05sell540.121.015151.023361.00536
1082017.03.09 00:48close540.121.014501.023361.005367.2110128.12
1092017.03.09 04:18sell550.121.015151.023261.00526
1102017.03.09 07:57close550.121.015701.023261.00526-6.9810121.14
1112017.03.14 00:39sell560.121.007471.015550.99755
1122017.03.14 02:18close560.121.007201.015550.997552.7410123.88
1132017.03.14 03:18sell570.121.007641.015750.99775
1142017.03.14 07:06close570.121.007421.015750.997752.1410126.02
1152017.03.15 05:29sell580.121.009501.017600.99960
1162017.03.15 07:59close580.121.009101.017600.999604.2810130.30
1172017.03.16 05:03sell590.121.000331.008400.99040
1182017.03.16 07:11close590.120.999551.008400.990408.8810139.18
1192017.03.17 04:38sell600.120.996391.004470.98647
1202017.03.17 08:28close600.120.996591.004470.98647-2.8910136.29
1212017.03.21 01:02sell610.120.999011.007120.98912
1222017.03.21 02:04close610.120.998481.007120.989125.8910142.18
1232017.03.22 00:00sell620.120.994161.002200.98420
1242017.03.22 00:43close620.120.993761.002200.984204.3510146.53
1252017.03.22 02:17sell630.120.993871.001990.98399
1262017.03.22 04:09close630.120.993921.001990.98399-1.0810145.45
1272017.03.22 05:17sell640.120.994431.002540.98454
1282017.03.22 06:39close640.120.994111.002540.984543.3810148.83
1292017.03.23 00:15sell650.120.991820.999980.98198
1302017.03.23 05:47close650.120.992470.999980.98198-8.3410140.49
1312017.03.28 00:19sell660.120.985710.993870.97587
1322017.03.28 01:52close660.120.985380.993870.975873.5410144.03
1332017.03.28 03:56sell670.120.986120.994200.97620
1342017.03.28 07:11close670.120.985230.994200.9762010.3610154.39
1352017.03.29 02:06sell680.120.992301.000400.98240
1362017.03.29 05:25close680.120.991631.000400.982407.6310162.02
1372017.03.30 02:05sell690.120.996431.004550.98655
1382017.03.30 08:12close690.120.997231.004550.98655-10.1110151.91
1392017.03.31 03:02sell700.121.000721.008840.99084
1402017.03.31 03:37close700.121.000211.008840.990845.6410157.55
1412017.03.31 03:54sell710.121.001081.009170.99117
1422017.03.31 08:17close710.121.001151.009170.99117-1.3210156.23
1432017.04.04 01:12sell720.121.001721.009840.99184
1442017.04.04 03:01close720.121.001571.009840.991841.3210157.55
1452017.04.04 04:20sell730.121.001851.009890.99189
1462017.04.04 06:42close730.121.001551.009890.991893.1110160.66
1472017.04.05 01:44sell740.121.001771.009830.99183
1482017.04.05 03:05close740.121.001541.009830.991832.2810162.94
1492017.04.05 04:36sell750.121.001781.009900.99190
1502017.04.05 10:01close750.121.001751.009900.99190-0.1210162.82
1512017.04.11 03:54sell760.121.008481.016580.99858
1522017.04.11 09:05close760.121.008661.016580.99858-2.6210160.20
1532017.04.12 01:11sell770.121.007501.015620.99762
1542017.04.12 02:37close770.121.007231.015620.997622.7410162.94
1552017.04.12 05:38sell780.121.007551.015650.99765
1562017.04.12 08:58close780.121.007091.015650.997655.0010167.94
1572017.04.13 01:00sell790.121.003131.011270.99327
1582017.04.13 04:16close790.121.001961.011270.9932713.5310181.47
1592017.04.14 01:48sell800.121.005681.013840.99584
1602017.04.14 03:14close800.121.005321.013840.995843.8210185.29
1612017.04.14 03:55sell810.121.005791.013850.99585
1622017.04.14 04:49close810.121.005041.013850.995858.4710193.76
1632017.04.14 05:55sell820.121.005611.013710.99571
1642017.04.14 08:03close820.121.005061.013710.995716.0910199.85
1652017.04.18 01:00sell830.121.004361.012700.99470
1662017.04.18 03:58close830.121.004241.012700.994700.9510200.80
1672017.04.19 00:07sell840.120.996241.004500.98650
1682017.04.19 01:00close840.120.995941.004500.986503.1310203.93
1692017.04.19 02:58sell850.120.996351.004480.98648
1702017.04.19 10:07close850.120.996761.004480.98648-5.4210198.51
1712017.04.20 00:04sell860.120.998531.006660.98866
1722017.04.20 01:50close860.120.997791.006660.988668.4210206.93
1732017.04.20 04:09sell870.120.998051.006130.98813
1742017.04.20 06:49close870.120.997961.006130.988130.6010207.53
1752017.04.25 00:54sell880.120.995961.004010.98601
1762017.04.25 03:09close880.120.995581.004010.986014.1010211.63
1772017.04.25 04:07sell890.120.996401.004500.98650
1782017.04.25 07:20close890.120.996081.004500.986503.3810215.01
1792017.04.26 00:01sell900.110.993901.002370.98437
1802017.04.26 00:16close900.110.992931.002370.9843710.3110225.32
1812017.04.26 00:35sell910.120.993651.001660.98366
1822017.04.26 03:26close910.120.993161.001660.983665.4410230.76
1832017.04.27 00:12sell920.120.993441.001530.98353
1842017.04.27 00:48close920.120.993501.001530.98353-1.2010229.56
1852017.04.27 01:02sell930.120.993541.001580.98358
1862017.04.27 05:17close930.120.993121.001580.983584.5910234.15
1872017.04.28 02:00sell940.120.994451.002520.98452
1882017.04.28 04:14close940.120.994241.002520.984522.0510236.20
1892017.05.02 00:59sell950.120.996521.004830.98683
1902017.05.02 01:32close950.120.995731.004830.986839.0410245.24
1912017.05.02 03:01sell960.120.995831.003870.98587
1922017.05.02 06:21close960.120.995441.003870.985874.2210249.46
1932017.05.03 03:49sell970.120.991350.999450.98145
1942017.05.03 10:02close970.120.990940.999450.981454.4810253.94
1952017.05.04 03:47sell980.120.994491.002580.98458
1962017.05.04 10:47close980.120.993631.002580.984589.9110263.85
1972017.05.09 03:32sell990.120.998401.006460.98846
1982017.05.09 06:24close990.120.998091.006460.988463.2510267.10
1992017.05.10 03:01sell1000.121.006891.014980.99698
2002017.05.10 06:26close1000.121.006491.014980.996984.2910271.39
2012017.05.11 00:08sell1010.121.009111.017200.99920
2022017.05.11 00:25close1010.121.008811.017200.999203.0910274.48
2032017.05.11 02:06sell1020.121.009221.017260.99926
2042017.05.11 03:53close1020.121.008701.017260.999265.7110280.19
2052017.05.12 00:54sell1030.121.008031.016090.99809
2062017.05.12 04:24close1030.121.007481.016090.998096.0710286.26
2072017.05.17 00:58sell1040.120.985970.994080.97608
2082017.05.17 01:15close1040.120.985280.994080.976087.9210294.18
2092017.05.18 02:39sell1050.120.979350.987460.96946
2102017.05.18 03:36close1050.120.978540.987460.969469.4510303.63
2112017.05.23 01:01sell1060.120.973540.981670.96367
2122017.05.23 02:32close1060.120.972930.981670.963677.0410310.67
2132017.05.24 02:39sell1070.120.975930.984030.96603
2142017.05.24 09:30close1070.120.975720.984030.966032.1010312.77
2152017.05.25 00:29sell1080.120.973510.981690.96369
2162017.05.25 02:09close1080.120.972980.981690.963696.0610318.83
2172017.05.26 02:03sell1090.120.972940.981040.96304
2182017.05.26 09:47close1090.120.973170.981040.96304-3.3210315.51
2192017.05.30 00:00sell1100.110.977490.986130.96813
2202017.05.30 06:48close1100.110.978630.986130.96813-13.2510302.26
2212017.06.01 03:20sell1110.120.968290.976390.95839
2222017.06.01 04:35close1110.120.967920.976390.958394.1110306.37
2232017.06.06 00:36sell1120.120.965400.973500.95550
2242017.06.06 00:45close1120.120.964770.973500.955507.3610313.73
2252017.06.06 02:37sell1130.120.965080.973150.95515
2262017.06.06 03:18close1130.120.964780.973150.955153.2510316.98
2272017.06.07 01:49sell1140.120.961990.970080.95208
2282017.06.07 11:52close1140.120.963080.970080.95208-14.0610302.92
2292017.06.08 00:00sell1150.120.965210.973300.95530
2302017.06.08 02:41close1150.120.964280.973300.9553011.0910314.01
2312017.06.08 04:10sell1160.120.965210.973330.95533
2322017.06.08 04:54close1160.120.964710.973330.955335.7410319.75
2332017.06.09 00:43sell1170.120.968270.976310.95831
2342017.06.09 04:41close1170.120.968730.976310.95831-6.1810313.57
2352017.06.13 02:24sell1180.120.968910.976990.95899
2362017.06.13 09:50close1180.120.969100.976990.95899-2.8310310.74
2372017.06.14 03:19sell1190.120.968950.977030.95903
2382017.06.14 03:40close1190.120.968590.977030.959033.9810314.72
2392017.06.14 05:54sell1200.120.968530.976620.95862
2402017.06.14 07:47close1200.120.968450.976620.958620.5110315.23
2412017.06.15 01:00sell1210.120.971180.979280.96128
2422017.06.15 03:54close1210.120.971010.979280.961281.6210316.85
2432017.06.20 02:25sell1220.120.975740.983860.96586
2442017.06.20 04:05close1220.120.975800.983860.96586-1.2210315.63
2452017.06.22 01:28sell1230.120.972640.980700.96270
2462017.06.22 03:11close1230.120.972300.980700.962703.7210319.35
2472017.06.22 03:24sell1240.120.972640.980730.96273
2482017.06.22 05:17close1240.120.972500.980730.962731.2510320.60
2492017.06.23 00:01sell1250.100.972180.981510.96351
2502017.06.23 04:37close1250.100.971720.981510.963514.3310324.93
2512017.06.27 04:48sell1260.120.972250.980360.96236
2522017.06.27 09:18close1260.120.971560.980360.962368.0410332.97
2532017.06.28 00:47sell1270.110.960460.968900.95090
2542017.06.28 01:50close1270.110.960040.968900.950904.3710337.34
2552017.06.29 01:31sell1280.120.959790.967950.94995
2562017.06.29 02:42close1280.120.959330.967950.949955.2710342.61
2572017.07.04 00:08sell1290.120.963800.972050.95405
2582017.07.04 00:09close1290.120.964000.972050.95405-2.9710339.64
2592017.07.04 04:47sell1300.120.963400.971500.95350
2602017.07.04 06:57close1300.120.963080.971500.953503.5110343.15
2612017.07.06 02:14sell1310.120.964120.972210.95421
2622017.07.06 11:00close1310.120.964890.972210.95421-10.0610333.09
2632017.07.07 00:51sell1320.120.960800.968970.95097
2642017.07.07 01:46close1320.120.960250.968970.950976.3910339.48
2652017.07.07 02:07sell1330.120.960740.968880.95088
2662017.07.07 10:16close1330.120.960880.968880.95088-2.2310337.25
2672017.07.11 00:20sell1340.120.965780.973860.95586
2682017.07.11 00:30close1340.120.965670.973860.955860.8910338.14
2692017.07.11 01:00sell1350.120.965810.973910.95591
2702017.07.11 10:00close1350.120.966770.973910.95591-12.4010325.74
2712017.07.12 01:42sell1360.120.963940.972040.95404
2722017.07.12 01:59close1360.120.963350.972040.954046.8710332.61
2732017.07.12 04:17sell1370.120.963570.971670.95367
2742017.07.12 05:22close1370.120.962930.971670.953677.5010340.11
2752017.07.13 02:06sell1380.120.965280.973360.95536
2762017.07.13 03:50close1380.120.964480.973360.955369.4710349.58
2772017.07.18 00:00sell1390.110.962500.971250.95325
2782017.07.18 03:54close1390.110.962420.971250.953250.4710350.05
2792017.07.18 05:56sell1400.120.959740.967860.94986
2802017.07.18 08:33close1400.120.959670.967860.949860.4010350.45
2812017.07.19 02:45sell1410.120.955280.963410.94541
2822017.07.19 03:27close1410.120.954920.963410.945414.0410354.49
2832017.07.19 05:18sell1420.120.955540.963600.94560
2842017.07.19 09:15close1420.120.955460.963600.945600.5210355.01
2852017.07.20 02:49sell1430.120.955080.963180.94518
2862017.07.20 08:37close1430.120.955730.963180.94518-8.6410346.37
2872017.07.21 01:30sell1440.120.951470.959580.94158
2882017.07.21 05:05close1440.120.951110.959580.941584.0610350.43
2892017.07.25 00:34sell1450.120.946730.954800.93680
2902017.07.25 05:14close1450.120.947270.954800.93680-7.3210343.11
2912017.07.26 02:00sell1460.120.952570.960640.94264
2922017.07.26 04:53close1460.120.952590.960640.94264-0.7310342.38
2932017.07.27 04:03sell1470.120.951630.959740.94174
2942017.07.27 06:36close1470.120.950170.959740.9417417.9610360.34
2952017.08.01 02:03sell1480.120.967380.975530.95753
2962017.08.01 02:42close1480.120.966730.975530.957537.5910367.93
2972017.08.02 01:45sell1490.120.965540.973650.95565
2982017.08.02 07:22close1490.120.966240.973650.95565-9.1710358.76
2992017.08.03 05:44sell1500.120.970780.978880.96088
3002017.08.03 08:00close1500.120.970770.978880.96088-0.3610358.40