Strategy Tester Report
Cams_Daily_v1
InterbankFX-Demo Accounts (Build 216)

SymbolGBPUSDm (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2008.03.27 04:15 - 2008.04.28 23:45 (2008.03.01 - 2008.04.29)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersPivotStart="22:00"; PivotEnd="22:00"; Midnight="00:00"; Lots=8; MaxTrades=1; slippage=5; MagicNumber=12358; buffer=0; Start_time=0; endtradingtime=22; enday=23; endayfriday=20;
Bars in test2251Ticks modelled288324Modelling quality86.01%
Mismatched charts errors9
Initial deposit10000.00
Total net profit4968.00Gross profit9612.00Gross loss-4644.00
Profit factor2.07Expected payoff59.14
Absolute drawdown1180.00Maximal drawdown4096.00 (31.71%)Relative drawdown31.71% (4096.00)
Total trades84Short positions (won %)36 (69.44%)Long positions (won %)48 (79.17%)
Profit trades (% of total)63 (75.00%)Loss trades (% of total)21 (25.00%)
Largestprofit trade436.00loss trade-480.00
Averageprofit trade152.57loss trade-221.14
Maximumconsecutive wins (profit in money)27 (4880.00)consecutive losses (loss in money)10 (-2560.00)
Maximalconsecutive profit (count of wins)4880.00 (27)consecutive loss (count of losses)-2560.00 (10)
Averageconsecutive wins9consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.03.27 10:15buy14.002.01310.00002.0176
22008.03.27 10:15buy24.002.01310.00002.0176
32008.03.27 10:15buy34.002.01310.00002.0259
42008.03.27 11:00t/p14.002.01760.00002.0176180.0010180.00
52008.03.27 11:00t/p24.002.01760.00002.0176180.0010360.00
62008.03.27 11:15modify34.002.01312.01762.0259
72008.03.27 11:37s/l34.002.01762.01762.0259180.0010540.00
82008.03.28 07:00sell44.002.00030.00001.9970
92008.03.28 07:00sell54.002.00030.00001.9970
102008.03.28 07:00sell64.002.00030.00001.9894
112008.03.28 07:32t/p44.001.99700.00001.9970132.0010672.00
122008.03.28 07:32t/p54.001.99700.00001.9970132.0010804.00
132008.03.28 15:57t/p64.001.98940.00001.9894436.0011240.00
142008.03.31 06:45sell74.001.98620.00001.9822
152008.03.31 06:45sell84.001.98620.00001.9822
162008.03.31 06:45sell94.001.98620.00001.9728
172008.03.31 11:31t/p74.001.98220.00001.9822160.0011400.00
182008.03.31 11:31t/p84.001.98220.00001.9822160.0011560.00
192008.03.31 23:00close94.001.98420.00001.972880.0011640.00
202008.04.01 06:00sell104.001.97810.00001.9739
212008.04.01 06:00sell114.001.97810.00001.9739
222008.04.01 06:00sell124.001.97810.00001.9664
232008.04.01 14:42t/p104.001.97390.00001.9739168.0011808.00
242008.04.01 14:42t/p114.001.97390.00001.9739168.0011976.00
252008.04.01 23:01close124.001.97810.00001.96640.0011976.00
262008.04.02 08:45buy134.001.98320.00001.9852
272008.04.02 08:45buy144.001.98320.00001.9852
282008.04.02 08:45buy154.001.98320.00001.9918
292008.04.02 17:04t/p134.001.98520.00001.985280.0012056.00
302008.04.02 17:04t/p144.001.98520.00001.985280.0012136.00
312008.04.02 17:15modify154.001.98321.98521.9918
322008.04.02 22:00close154.001.98871.98521.9918220.0012356.00
332008.04.03 07:45sell164.001.98190.00001.9803
342008.04.03 07:45sell174.001.98190.00001.9803
352008.04.03 07:45sell184.001.98190.00001.9735
362008.04.03 08:24t/p164.001.98030.00001.980364.0012420.00
372008.04.03 08:24t/p174.001.98030.00001.980364.0012484.00
382008.04.03 14:45close184.001.99390.00001.9735-480.0012004.00
392008.04.03 14:45buy194.001.99390.00001.9969
402008.04.03 14:45buy204.001.99390.00001.9969
412008.04.03 14:45buy214.001.99390.00002.0037
422008.04.03 15:12t/p194.001.99690.00001.9969120.0012124.00
432008.04.03 15:12t/p204.001.99690.00001.9969120.0012244.00
442008.04.03 15:15modify214.001.99391.99692.0037
452008.04.03 15:19s/l214.001.99691.99692.0037120.0012364.00
462008.04.03 19:45buy224.001.99360.00001.9969
472008.04.03 19:45buy234.001.99360.00001.9969
482008.04.03 19:45buy244.001.99360.00002.0037
492008.04.03 22:00close224.001.99580.00001.996988.0012452.00
502008.04.03 22:00close244.001.99580.00002.003788.0012540.00
512008.04.03 22:00close234.001.99580.00001.996988.0012628.00
522008.04.04 08:00buy254.002.00230.00002.0076
532008.04.04 08:00buy264.002.00230.00002.0076
542008.04.04 08:00buy274.002.00230.00002.0173
552008.04.04 20:00close254.001.99270.00002.0076-384.0012244.00
562008.04.04 20:00close274.001.99270.00002.0173-384.0011860.00
572008.04.04 20:00close264.001.99270.00002.0076-384.0011476.00
582008.04.07 06:00sell284.001.98760.00001.9852
592008.04.07 06:00sell294.001.98760.00001.9852
602008.04.07 06:00sell304.001.98760.00001.9789
612008.04.07 07:21t/p284.001.98520.00001.985296.0011572.00
622008.04.07 07:21t/p294.001.98520.00001.985296.0011668.00
632008.04.07 23:00close304.001.98810.00001.9789-20.0011648.00
642008.04.08 06:30sell314.001.98500.00001.9827
652008.04.08 06:30sell324.001.98500.00001.9827
662008.04.08 06:30sell334.001.98500.00001.9782
672008.04.08 06:39t/p314.001.98270.00001.982792.0011740.00
682008.04.08 06:39t/p324.001.98270.00001.982792.0011832.00
692008.04.08 07:15t/p334.001.97820.00001.9782272.0012104.00
702008.04.09 17:00buy344.001.97740.00001.9826
712008.04.09 17:00buy354.001.97740.00001.9826
722008.04.09 17:00buy364.001.97740.00001.9944
732008.04.09 22:00close344.001.97500.00001.9826-96.0012008.00
742008.04.09 22:00close364.001.97500.00001.9944-96.0011912.00
752008.04.09 22:00close354.001.97500.00001.9826-96.0011816.00
762008.04.10 09:15buy374.001.98250.00001.9829
772008.04.10 09:15buy384.001.98250.00001.9829
782008.04.10 09:15buy394.001.98250.00001.9892
792008.04.10 09:21t/p374.001.98290.00001.982916.0011832.00
802008.04.10 09:21t/p384.001.98290.00001.982916.0011848.00
812008.04.10 18:00close394.001.97070.00001.9892-472.0011376.00
822008.04.10 18:00sell404.001.97070.00001.9673
832008.04.10 18:00sell414.001.97070.00001.9673
842008.04.10 18:00sell424.001.97070.00001.9610
852008.04.10 23:00close404.001.97170.00001.9673-40.0011336.00
862008.04.10 23:00close424.001.97170.00001.9610-40.0011296.00
872008.04.10 23:00close414.001.97170.00001.9673-40.0011256.00
882008.04.11 07:45buy434.001.97650.00001.9791
892008.04.11 07:45buy444.001.97650.00001.9791
902008.04.11 07:45buy454.001.97650.00001.9853
912008.04.13 22:00close434.001.96590.00001.9791-424.0010832.00
922008.04.13 22:00close454.001.96590.00001.9853-424.0010408.00
932008.04.13 22:00close444.001.96590.00001.9791-424.009984.00
942008.04.14 06:00sell464.001.96930.00001.9672
952008.04.14 06:00sell474.001.96930.00001.9672
962008.04.14 06:00sell484.001.96930.00001.9633
972008.04.14 08:30close464.001.97510.00001.9672-232.009752.00
982008.04.14 08:30close484.001.97510.00001.9633-232.009520.00
992008.04.14 08:30close474.001.97510.00001.9672-232.009288.00
1002008.04.14 08:30buy494.001.97510.00001.9766
1012008.04.14 08:30buy504.001.97510.00001.9766
1022008.04.14 08:30buy514.001.97510.00001.9805
1032008.04.14 10:22t/p494.001.97660.00001.976660.009348.00
1042008.04.14 10:22t/p504.001.97660.00001.976660.009408.00
1052008.04.14 10:30modify514.001.97511.97661.9805
1062008.04.14 11:24t/p514.001.98051.97661.9805216.009624.00
1072008.04.14 19:15buy524.001.97540.00001.9766
1082008.04.14 19:15buy534.001.97540.00001.9766
1092008.04.14 19:15buy544.001.97540.00001.9805
1102008.04.14 20:16t/p524.001.97660.00001.976648.009672.00
1112008.04.14 20:16t/p534.001.97660.00001.976648.009720.00
1122008.04.14 20:30modify544.001.97541.97661.9805
1132008.04.14 21:54s/l544.001.97661.97661.980548.009768.00
1142008.04.15 09:15sell554.001.96970.00001.9632
1152008.04.15 09:15sell564.001.96970.00001.9632
1162008.04.15 09:15sell574.001.96970.00001.9524
1172008.04.15 12:39t/p554.001.96320.00001.9632260.0010028.00
1182008.04.15 12:39t/p564.001.96320.00001.9632260.0010288.00
1192008.04.15 23:00close574.001.96140.00001.9524332.0010620.00
1202008.04.16 06:15buy584.001.96840.00001.9717
1212008.04.16 06:15buy594.001.96840.00001.9717
1222008.04.16 06:15buy604.001.96840.00001.9792
1232008.04.16 07:07t/p584.001.97170.00001.9717132.0010752.00
1242008.04.16 07:07t/p594.001.97170.00001.9717132.0010884.00
1252008.04.16 07:15modify604.001.96841.97171.9792
1262008.04.16 07:15s/l604.001.97171.97171.9792132.0011016.00
1272008.04.17 10:15buy614.001.97880.00001.9838
1282008.04.17 10:15buy624.001.97880.00001.9838
1292008.04.17 10:15buy634.001.97880.00001.9930
1302008.04.17 14:09t/p614.001.98380.00001.9838200.0011216.00
1312008.04.17 14:09t/p624.001.98380.00001.9838200.0011416.00
1322008.04.17 15:00modify634.001.97881.98381.9930
1332008.04.17 22:00close634.001.98941.98381.9930424.0011840.00
1342008.04.18 07:00buy644.001.99720.00002.0023
1352008.04.18 07:00buy654.001.99720.00002.0023
1362008.04.18 07:00buy664.001.99720.00002.0128
1372008.04.20 22:00close644.001.99780.00002.002324.0011864.00
1382008.04.20 22:00close664.001.99780.00002.012824.0011888.00
1392008.04.20 22:00close654.001.99780.00002.002324.0011912.00
1402008.04.21 07:45sell674.001.99140.00001.9881
1412008.04.21 07:45sell684.001.99140.00001.9881
1422008.04.21 07:45sell694.001.99140.00001.9828
1432008.04.21 08:24t/p674.001.98810.00001.9881132.0012044.00
1442008.04.21 08:24t/p684.001.98810.00001.9881132.0012176.00
1452008.04.21 10:07t/p694.001.98280.00001.9828344.0012520.00
1462008.04.22 10:30buy704.001.98690.00001.9928
1472008.04.22 10:30buy714.001.98690.00001.9928
1482008.04.22 10:30buy724.001.98690.00002.0040
1492008.04.22 12:18t/p704.001.99280.00001.9928236.0012756.00
1502008.04.22 12:18t/p714.001.99280.00001.9928236.0012992.00
1512008.04.22 12:45modify724.001.98691.99282.0040
1522008.04.22 12:50s/l724.001.99281.99282.0040236.0013228.00
1532008.04.23 06:45sell734.001.98880.00001.9820
1542008.04.23 06:45sell744.001.98880.00001.9820
1552008.04.23 06:45sell754.001.98880.00001.9706
1562008.04.23 12:39t/p734.001.98200.00001.9820272.0013500.00
1572008.04.23 12:39t/p744.001.98200.00001.9820272.0013772.00
1582008.04.23 23:00close754.001.97890.00001.9706396.0014168.00
1592008.04.24 12:45sell764.001.97140.00001.9678
1602008.04.24 12:45sell774.001.97140.00001.9678
1612008.04.24 12:45sell784.001.97140.00001.9588
1622008.04.24 23:00close764.001.97260.00001.9678-48.0014120.00
1632008.04.24 23:00close784.001.97260.00001.9588-48.0014072.00
1642008.04.24 23:00close774.001.97260.00001.9678-48.0014024.00
1652008.04.25 09:30buy794.001.97800.00001.9794
1662008.04.25 09:30buy804.001.97800.00001.9794
1672008.04.25 09:30buy814.001.97800.00001.9853
1682008.04.25 09:31t/p794.001.97940.00001.979456.0014080.00
1692008.04.25 09:31t/p804.001.97940.00001.979456.0014136.00
1702008.04.25 09:45modify814.001.97801.97941.9853
1712008.04.25 09:54t/p814.001.98531.97941.9853292.0014428.00
1722008.04.28 10:00buy824.001.98990.00001.9944
1732008.04.28 10:00buy834.001.98990.00001.9944
1742008.04.28 10:00buy844.001.98990.00002.0040
1752008.04.28 14:48t/p824.001.99440.00001.9944180.0014608.00
1762008.04.28 14:48t/p834.001.99440.00001.9944180.0014788.00
1772008.04.28 15:00modify844.001.98991.99442.0040
1782008.04.28 15:00s/l844.001.99441.99442.0040180.0014968.00