Strategy Tester Report
LFH_Trading_Simulator_3
FXCM-AUDDemo01 (Build 509)

SymbolEURJPY (Euro vs Japanese Yen)
Period15 Minutes (M15) 2012.12.06 23:00 - 2013.04.17 00:00 (2011.04.01 - 2013.04.17)
ModelControl points (a very crude method, the results must not be considered)
ParametersBufferSpeed=2;
Bars in test8843Ticks modelled315151Modelling qualityn/a
Mismatched charts errors258
Initial deposit10000.00
Total net profit41883.67Gross profit47285.74Gross loss-5402.07
Profit factor8.75Expected payoff418.84
Absolute drawdown95.87Maximal drawdown2137.80 (4.37%)Relative drawdown6.46% (1030.16)
Total trades100Short positions (won %)47 (85.11%)Long positions (won %)53 (86.79%)
Profit trades (% of total)86 (86.00%)Loss trades (% of total)14 (14.00%)
Largestprofit trade1976.70loss trade-1931.23
Averageprofit trade549.83loss trade-385.86
Maximumconsecutive wins (profit in money)18 (10533.01)consecutive losses (loss in money)2 (-405.26)
Maximalconsecutive profit (count of wins)10533.01 (18)consecutive loss (count of losses)-1931.23 (1)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.12.07 01:24sell11.00106.942109.942106.242
22012.12.07 08:28t/p11.00106.242109.942106.242691.8510691.85
32012.12.07 14:03sell21.00106.639109.639106.139
42012.12.09 21:24close21.00106.319109.639106.139316.2711008.12
52012.12.11 02:20buy31.00106.584103.584107.384
62012.12.11 11:34close31.00107.010103.584107.384421.1711429.29
72012.12.11 14:33buy41.00106.911103.911107.511
82012.12.11 19:07close41.00107.393103.911107.511476.5311905.82
92012.12.11 22:25buy51.00107.259104.259107.759
102012.12.12 08:38t/p51.00107.759104.259107.759494.3312400.15
112012.12.12 14:51buy61.00108.034105.034108.534
122012.12.12 16:58close61.00108.327105.034108.534289.6712689.82
132012.12.12 20:21buy71.00108.690105.690109.190
142012.12.13 01:03close71.00108.922105.690109.190229.3712919.19
152012.12.14 07:50buy81.00109.684106.684110.384
162012.12.14 16:40close81.00109.694106.684110.3849.8912929.08
172012.12.17 10:54buy91.00110.099107.099110.799
182012.12.17 18:58close91.00110.285107.099110.799183.8913112.97
192012.12.18 02:09buy101.00110.583107.583117.583
202012.12.18 19:05close101.00111.390107.583117.583797.8413910.81
212012.12.20 12:30buy111.00111.496108.496112.196
222012.12.20 14:11close111.00111.986108.496112.196484.4414395.25
232012.12.20 15:51buy121.00111.637108.637112.337
242012.12.21 00:19close121.00111.670108.637112.33732.6314427.88
252012.12.24 04:29buy131.00111.137108.137111.837
262012.12.24 12:41close131.00111.641108.137111.837498.2814926.16
272012.12.24 13:02buy141.00111.642108.642112.342
282012.12.24 14:57close141.00111.887108.642112.342242.2215168.38
292012.12.26 13:25buy151.00112.643109.643113.243
302012.12.26 15:46t/p151.00113.243109.643113.243593.1915761.57
312012.12.28 02:48buy161.00114.388111.388115.088
322012.12.28 08:29close161.00113.870111.388115.088-512.1215249.45
332012.12.31 01:37buy171.00113.617110.617114.317
342012.12.31 14:43close171.00114.144110.617114.317521.0215770.47
352013.01.02 09:50buy181.00115.453112.453116.453
362013.01.02 16:13close181.00114.962112.453116.453-485.4215285.05
372013.01.02 17:08buy191.00114.917111.917115.917
382013.01.03 00:45close191.00115.023111.917115.917104.7915389.84
392013.01.03 03:05sell201.00114.622117.622114.122
402013.01.03 03:05close201.00114.624117.622114.122-1.9815387.86
412013.01.03 04:03sell211.00114.619117.619113.919
422013.01.03 10:53t/p211.00113.919117.619113.919691.8416079.70
432013.01.03 22:59buy221.00113.976110.976114.676
442013.01.04 07:48t/p221.00114.676110.976114.676692.0516771.75
452013.01.04 09:57buy231.00114.681111.681115.381
462013.01.04 20:25t/p231.00115.381111.681115.381692.0617463.81
472013.01.07 01:01sell241.00114.989117.989114.289
482013.01.07 06:22close241.00114.385117.989114.289596.9618060.77
492013.01.08 02:53sell251.00115.042118.042114.042
502013.01.08 15:15t/p251.00114.042118.042114.042988.3519049.12
512013.01.09 03:40buy261.00114.234111.234114.934
522013.01.09 16:52t/p261.00114.934111.234114.934692.0519741.17
532013.01.09 20:14buy271.00114.605111.605115.305
542013.01.09 23:42close271.00115.012111.605115.305402.3820143.55
552013.01.10 01:46buy281.00114.886111.886115.586
562013.01.10 12:47t/p281.00115.586111.886115.586692.0520835.60
572013.01.10 23:48buy291.00118.014115.014118.714
582013.01.11 00:30close291.00118.259115.014118.714242.2221077.82
592013.01.11 03:00buy301.00117.937114.937118.937
602013.01.11 14:13t/p301.00118.937114.937118.937988.6522066.47
612013.01.11 21:55buy311.00118.970115.970119.670
622013.01.13 22:27t/p311.00119.670115.970119.670692.0522758.52
632013.01.14 10:26sell321.00119.521122.521118.521
642013.01.14 12:54close321.00119.074122.521118.521441.7923200.31
652013.01.14 21:29buy331.00119.660116.660121.160
662013.01.15 01:22close331.00119.873116.660121.160210.5923410.90
672013.01.15 06:16sell341.00118.801121.801118.101
682013.01.15 11:48t/p341.00118.101121.801118.101691.8524102.75
692013.01.15 14:50sell351.00118.309121.309117.809
702013.01.15 16:35close351.00117.932121.309117.809372.6124475.36
712013.01.15 20:59sell361.00118.273121.273117.873
722013.01.16 00:47t/p361.00117.873121.273117.873395.3424870.70
732013.01.16 21:00buy371.00117.379114.379117.879
742013.01.16 23:15close371.00117.711114.379117.879328.2325198.93
752013.01.17 02:49buy381.00117.701114.701119.201
762013.01.17 05:15close381.00117.215114.701119.201-480.4924718.44
772013.01.17 06:17buy391.00117.868114.868119.368
782013.01.17 10:42t/p391.00119.368114.868119.3681482.9826201.42
792013.01.17 14:21buy401.00119.283116.283120.283
802013.01.17 18:55t/p401.00120.283116.283120.283988.6527190.07
812013.01.17 22:12buy411.00120.128117.128121.128
822013.01.18 04:18close411.00120.320117.128121.128189.8227379.89
832013.01.18 08:50buy421.00120.246117.246121.746
842013.01.18 09:37close421.00119.899117.246121.746-343.0627036.83
852013.01.18 12:55sell431.00120.059121.059118.559
862013.01.18 16:27close431.00119.524121.059118.559528.7727565.60
872013.01.18 18:36sell441.00119.864122.864118.364
882013.01.20 22:48close441.00120.000122.864118.364-134.4227431.18
892013.01.21 02:47sell451.00119.564122.564118.064
902013.01.21 09:14close451.00119.027122.564118.064530.7527961.93
912013.01.21 16:40sell461.00119.506122.506118.006
922013.01.21 20:55close461.00119.396122.506118.006108.7228070.65
932013.01.21 23:05sell471.00119.520122.520118.820
942013.01.22 02:23t/p471.00118.820122.520118.820691.8428762.49
952013.01.22 07:16sell481.00119.241122.241117.741
962013.01.22 09:15t/p481.00117.741122.241117.7411482.5230245.01
972013.01.22 11:01sell491.00118.479121.479117.979
982013.01.22 15:05t/p491.00117.979121.479117.979494.1730739.18
992013.01.22 19:09sell501.00118.128121.128117.628
1002013.01.23 00:24close501.00117.955121.128117.628170.9830910.16
1012013.01.23 01:22sell511.00118.139121.139117.439
1022013.01.23 05:44close511.00117.595121.139117.439537.6631447.82
1032013.01.23 11:28sell521.00117.736120.736117.336
1042013.01.23 15:40close521.00117.702120.736117.33633.6131481.43
1052013.01.23 19:10sell531.00117.845120.845116.845
1062013.01.23 23:24close531.00117.804120.845116.84540.5231521.95
1072013.01.24 04:45buy541.00118.709115.709120.209
1082013.01.24 14:23close541.00119.866115.709120.2091143.8732665.82
1092013.01.24 19:00buy551.00120.197117.197121.197
1102013.01.24 21:40close551.00120.876117.197121.197671.2933337.11
1112013.01.25 01:39buy561.00120.837117.837121.837
1122013.01.25 09:07t/p561.00121.837117.837121.837988.6534325.76
1132013.01.25 15:26buy571.00122.232119.232123.732
1142013.01.27 23:56close571.00122.768119.232123.732529.9234855.68
1152013.01.28 02:08buy581.00122.235119.235123.735
1162013.01.28 06:49close581.00121.945119.235123.735-286.7134568.97
1172013.01.28 12:51sell591.00122.093125.093120.593
1182013.01.28 15:59close591.00121.977125.093120.593114.6534683.62
1192013.01.28 18:14sell601.00122.106125.106120.606
1202013.01.28 23:30close601.00121.685125.106120.606416.1035099.72
1212013.01.29 02:46sell611.00122.040125.040121.340
1222013.01.29 03:44close611.00122.359125.040121.340-315.2934784.43
1232013.01.29 08:10buy621.00121.848118.848123.348
1242013.01.29 13:35close621.00121.757118.848123.348-89.9734694.46
1252013.01.29 14:29buy631.00122.232119.232123.732
1262013.01.29 21:41close631.00122.385119.232123.732151.2734845.73
1272013.01.29 22:33buy641.00122.348119.348123.348
1282013.01.30 09:04close641.00123.164119.348123.348806.7335652.46
1292013.01.31 01:07buy651.00123.581120.581125.081
1302013.01.31 03:26close651.00123.343120.581125.081-235.3035417.16
1312013.01.31 06:04sell661.00123.464126.464122.964
1322013.01.31 07:00close661.00123.132126.464122.964328.1335745.29
1332013.01.31 22:16buy671.00124.439121.439125.939
1342013.02.01 05:02close671.00125.529121.439125.9391077.6336822.92
1352013.02.01 08:10buy681.00125.485122.485126.985
1362013.02.01 16:55close681.00126.640122.485126.9851141.8937964.81
1372013.02.01 18:48buy691.00126.385123.385127.385
1382013.02.03 22:52close691.00126.662123.385127.385273.8538238.66
1392013.02.04 01:44sell701.00126.277129.277125.577
1402013.02.04 08:37close701.00126.242129.277125.57734.5938273.25
1412013.02.05 08:55buy711.00125.213122.213126.713
1422013.02.05 16:12t/p711.00126.713122.213126.7131482.9739756.22
1432013.02.05 19:14buy721.00126.811123.811127.811
1442013.02.05 22:31close721.00127.263123.811127.811446.8740203.09
1452013.02.05 23:47buy731.00127.105124.105128.605
1462013.02.06 02:11close731.00127.530124.105128.605420.1740623.26
1472013.02.07 20:57sell741.00125.396128.396124.896
1482013.02.08 05:53t/p741.00124.896128.396124.896494.1841117.44
1492013.02.08 09:38sell751.00124.739127.739124.239
1502013.02.08 09:48t/p751.00124.239127.739124.239494.1741611.61
1512013.02.08 19:59sell761.00124.030127.030123.030
1522013.02.10 22:58close761.00123.760127.030123.030266.8641878.47
1532013.02.11 06:01buy771.00123.902120.902125.402
1542013.02.11 16:13t/p771.00125.402120.902125.4021482.9743361.44
1552013.02.13 22:50sell781.00125.313128.313124.813
1562013.02.14 10:03t/p781.00124.813128.313124.813494.1843855.62
1572013.02.15 00:32sell791.00124.203127.203123.703
1582013.02.15 01:22t/p791.00123.703127.203123.703494.1744349.79
1592013.02.15 02:54sell801.00124.073127.073123.773
1602013.02.15 03:17t/p801.00123.773127.073123.773296.5144646.30
1612013.02.18 00:20buy811.00125.133122.133125.833
1622013.02.18 09:27t/p811.00125.833122.133125.833692.0545338.35
1632013.02.18 13:24buy821.00125.321122.321126.321
1642013.02.18 20:39close821.00125.440122.321126.321117.6545456.00
1652013.02.19 02:35sell831.00125.224128.224124.724
1662013.02.19 07:18t/p831.00124.724128.224124.724494.1745950.17
1672013.02.19 15:17sell841.00125.010128.010124.510
1682013.02.19 22:08close841.00125.297128.010124.510-283.6545666.52
1692013.02.20 05:46sell851.00125.046128.046124.046
1702013.02.20 21:09close851.00124.330128.046124.046707.6646374.18
1712013.02.21 01:15sell861.00124.494127.494123.494
1722013.02.21 08:28t/p861.00123.494127.494123.494988.3547362.53
1732013.02.21 13:22sell871.00122.980125.980122.480
1742013.02.21 17:18t/p871.00122.480125.980122.480494.1747856.70
1752013.02.21 20:47sell881.00122.780125.780122.280
1762013.02.21 23:15close881.00122.786125.780122.280-5.9347850.77
1772013.02.22 02:30buy891.00123.043120.043124.043
1782013.02.22 06:07close891.00123.226120.043124.043180.9248031.69
1792013.02.22 08:13buy901.00123.205120.205123.905
1802013.02.22 09:20close901.00123.565120.205123.905355.9148387.60
1812013.02.22 14:42sell911.00123.159126.159122.159
1822013.02.22 15:18close911.00122.695126.159122.159458.6048846.20
1832013.02.22 17:41sell921.00123.100126.100122.100
1842013.02.24 21:13close921.00125.054126.100122.100-1931.2346914.97
1852013.02.25 15:52sell931.00124.034127.034122.034
1862013.02.25 18:57t/p931.00122.034127.034122.0341976.7048891.67
1872013.02.25 22:39sell941.00120.410120.710119.410
1882013.02.25 23:08s/l941.00120.710120.710119.410-296.5048595.17
1892013.02.26 08:43sell951.00120.517123.517119.817
1902013.02.26 15:30t/p951.00119.817123.517119.817691.8449287.01
1912013.02.26 21:13sell961.00120.016123.016119.516
1922013.02.27 02:02t/p961.00119.516123.016119.516494.1749781.18
1932013.02.28 20:22buy971.00120.984117.984122.484
1942013.03.01 19:15close971.00121.840117.984122.484846.2850627.46
1952013.03.03 23:47sell981.00121.893124.893121.393
1962013.03.04 02:08t/p981.00121.393124.893121.393494.1851121.64
1972013.03.04 05:24sell991.00121.592124.592121.092
1982013.03.04 16:25close991.00121.314124.592121.092274.7751396.41
1992013.03.05 00:19sell1001.00121.675124.675121.075
2002013.03.05 05:30close1001.00121.182124.675121.075487.2651883.67