Strategy Tester Report
pivot_v_1_2
InterbankFX-Demo Accounts (Build 211)

SymbolGBPJPY (Great Britain Pound vs Japanese Yen)
Period1 Hour (H1) 2007.12.31 00:00 - 2008.01.30 18:00 (2007.12.31 - 2008.01.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLots=2; endtradingtime=17; TP1=50; TP2=100; TP3=150; SLinitial=75; SL1=1; SL2=50; SL3=100; SLA1=50; SLA2=100; SLA3=150;
Bars in test1510Ticks modelled771582Modelling qualityn/a
Mismatched charts errors358
Initial deposit10000.00
Total net profit11416.56Gross profit25652.99Gross loss-14236.43
Profit factor1.80Expected payoff100.15
Absolute drawdown584.96Maximal drawdown5238.32 (27.06%)Relative drawdown27.06% (5238.32)
Total trades114Short positions (won %)63 (71.43%)Long positions (won %)51 (47.06%)
Profit trades (% of total)69 (60.53%)Loss trades (% of total)45 (39.47%)
Largestprofit trade923.43loss trade-461.67
Averageprofit trade371.78loss trade-316.37
Maximumconsecutive wins (profit in money)27 (8371.59)consecutive losses (loss in money)9 (-1649.27)
Maximalconsecutive profit (count of wins)8371.59 (27)consecutive loss (count of losses)-2769.63 (6)
Averageconsecutive wins8consecutive losses5
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12007.12.31 01:00sell10.66224.12224.87223.62
22007.12.31 01:00sell20.66224.12224.87223.12
32007.12.31 01:00sell30.66224.12224.87222.62
42007.12.31 01:59t/p10.66223.62224.87223.62307.7210307.72
52007.12.31 01:59modify20.66224.12224.11223.12
62007.12.31 01:59modify30.66224.12224.11222.62
72007.12.31 09:33s/l20.66224.11224.11223.126.1510313.87
82007.12.31 09:33s/l30.66224.11224.11222.626.1510320.02
92008.01.03 01:00buy40.66217.05216.30217.55
102008.01.03 01:00buy50.66217.05216.30218.05
112008.01.03 01:00buy60.66217.05216.30218.55
122008.01.03 04:31t/p40.66217.55216.30217.55307.8010627.82
132008.01.03 04:31modify50.66217.05217.06218.05
142008.01.03 04:31modify60.66217.05217.06218.55
152008.01.03 06:26s/l50.66217.06217.06218.056.1510633.97
162008.01.03 06:26s/l60.66217.06217.06218.556.1510640.12
172008.01.03 09:00sell70.66216.46217.21215.96
182008.01.03 09:00sell80.66216.46217.21215.46
192008.01.03 09:00sell90.66216.46217.21214.96
202008.01.03 09:44t/p70.66215.96217.21215.96307.7310947.85
212008.01.03 09:44modify80.66216.46216.45215.46
222008.01.03 09:44modify90.66216.46216.45214.96
232008.01.03 09:49t/p80.66215.46216.45215.46615.4511563.30
242008.01.03 09:49modify90.66216.46215.96214.96
252008.01.03 10:21t/p90.66214.96215.96214.96923.1712486.47
262008.01.04 01:00sell100.66215.38216.13214.88
272008.01.04 01:00sell110.66215.38216.13214.38
282008.01.04 01:00sell120.66215.38216.13213.88
292008.01.04 02:00t/p100.66214.88216.13214.88307.7212794.19
302008.01.04 02:00modify110.66215.38215.37214.38
312008.01.04 02:00modify120.66215.38215.37213.88
322008.01.04 03:00s/l110.66215.37215.37214.386.1612800.35
332008.01.04 03:00s/l120.66215.37215.37213.886.1612806.51
342008.01.04 10:00buy130.66216.26215.51216.76
352008.01.04 10:00buy140.66216.26215.51217.26
362008.01.04 10:00buy150.66216.26215.51217.76
372008.01.04 10:07t/p130.66216.76215.51216.76307.8113114.32
382008.01.04 10:07modify140.66216.26216.27217.26
392008.01.04 10:07modify150.66216.26216.27217.76
402008.01.04 11:37s/l140.66216.27216.27217.266.1613120.48
412008.01.04 11:37s/l150.66216.27216.27217.766.1613126.64
422008.01.07 01:00buy160.66214.58213.83215.08
432008.01.07 01:00buy170.66214.58213.83215.58
442008.01.07 01:00buy180.66214.58213.83216.08
452008.01.07 07:59t/p160.66215.08213.83215.08307.8113434.45
462008.01.07 07:59modify170.66214.58214.59215.58
472008.01.07 07:59modify180.66214.58214.59216.08
482008.01.07 08:36t/p170.66215.58214.59215.58615.6114050.06
492008.01.07 08:36modify180.66214.58215.08216.08
502008.01.07 10:15t/p180.66216.08215.08216.08923.4214973.48
512008.01.08 01:00buy190.66215.03214.28215.53
522008.01.08 01:00buy200.66215.03214.28216.03
532008.01.08 01:00buy210.66215.03214.28216.53
542008.01.08 03:23t/p190.66215.53214.28215.53307.8115281.29
552008.01.08 03:23modify200.66215.03215.04216.03
562008.01.08 03:23modify210.66215.03215.04216.53
572008.01.08 06:58t/p200.66216.03215.04216.03615.6215896.91
582008.01.08 06:58modify210.66215.03215.53216.53
592008.01.08 08:00t/p210.66216.53215.53216.53923.4316820.34
602008.01.09 01:00buy220.66215.28214.53215.78
612008.01.09 01:00buy230.66215.28214.53216.28
622008.01.09 01:00buy240.66215.28214.53216.78
632008.01.09 05:16t/p220.66215.78214.53215.78307.8117128.15
642008.01.09 05:16modify230.66215.28215.29216.28
652008.01.09 05:16modify240.66215.28215.29216.78
662008.01.09 06:09t/p230.66216.28215.29216.28615.6117743.76
672008.01.09 06:09modify240.66215.28215.78216.78
682008.01.09 07:35s/l240.66215.78215.78216.78307.8118051.57
692008.01.09 09:00sell250.66214.71215.46214.21
702008.01.09 09:00sell260.66214.71215.46213.71
712008.01.09 09:00sell270.66214.71215.46213.21
722008.01.09 13:50t/p250.66214.21215.46214.21307.7218359.29
732008.01.09 13:50modify260.66214.71214.70213.71
742008.01.09 13:50modify270.66214.71214.70213.21
752008.01.09 20:37s/l260.66214.70214.70213.716.1518365.44
762008.01.09 20:37s/l270.66214.70214.70213.216.1518371.59
772008.01.10 01:00buy280.66215.44214.69215.94
782008.01.10 01:00buy290.66215.44214.69216.44
792008.01.10 01:00buy300.66215.44214.69216.94
802008.01.10 02:29s/l280.66214.69214.69215.94-461.6717909.92
812008.01.10 02:29s/l290.66214.69214.69216.44-461.6717448.25
822008.01.10 02:29s/l300.66214.69214.69216.94-461.6716986.58
832008.01.10 13:00sell310.66214.94215.69214.44
842008.01.10 13:00sell320.66214.94215.69213.94
852008.01.10 13:00sell330.66214.94215.69213.44
862008.01.10 13:52t/p310.66214.44215.69214.44307.6917294.27
872008.01.10 13:52modify320.66214.94214.93213.94
882008.01.10 13:52modify330.66214.94214.93213.44
892008.01.10 15:03s/l320.66214.93214.93213.946.1517300.42
902008.01.10 15:03s/l330.66214.93214.93213.446.1517306.57
912008.01.11 01:00buy340.66215.06214.31215.56
922008.01.11 01:00buy350.66215.06214.31216.06
932008.01.11 01:00buy360.66215.06214.31216.56
942008.01.11 03:46s/l340.66214.31214.31215.56-461.6716844.90
952008.01.11 03:46s/l350.66214.31214.31216.06-461.6716383.23
962008.01.11 03:46s/l360.66214.31214.31216.56-461.6715921.56
972008.01.14 01:00buy370.66213.28212.53213.78
982008.01.14 01:00buy380.66213.28212.53214.28
992008.01.14 01:00buy390.66213.28212.53214.78
1002008.01.14 02:00close370.66213.07212.53213.78-129.2615792.30
1012008.01.14 02:00close390.66213.07212.53214.78-129.2615663.04
1022008.01.14 02:00close380.66213.06212.53214.28-135.4215527.62
1032008.01.14 02:00sell400.66213.06213.81212.56
1042008.01.14 02:00sell410.66213.06213.81212.06
1052008.01.14 02:00sell420.66213.06213.81211.56
1062008.01.14 06:20t/p400.66212.56213.81212.56307.7015835.32
1072008.01.14 06:20modify410.66213.06213.05212.06
1082008.01.14 06:20modify420.66213.06213.05211.56
1092008.01.14 08:33t/p410.66212.06213.05212.06615.3916450.71
1102008.01.14 08:33modify420.66213.06212.56211.56
1112008.01.14 09:04t/p420.66211.56212.56211.56923.0817373.79
1122008.01.15 01:00sell430.66211.11211.86210.61
1132008.01.15 01:00sell440.66211.11211.86210.11
1142008.01.15 01:00sell450.66211.11211.86209.61
1152008.01.15 07:17t/p430.66210.61211.86210.61307.7017681.49
1162008.01.15 07:17modify440.66211.11211.10210.11
1172008.01.15 07:17modify450.66211.11211.10209.61
1182008.01.15 08:13t/p440.66210.11211.10210.11615.3918296.88
1192008.01.15 08:13modify450.66211.11210.61209.61
1202008.01.15 08:51s/l450.66210.61210.61209.61307.7018604.58
1212008.01.16 01:00sell460.66208.80209.55208.30
1222008.01.16 01:00sell470.66208.80209.55207.80
1232008.01.16 01:00sell480.66208.80209.55207.30
1242008.01.16 02:00close460.66209.33209.55208.30-326.1518278.43
1252008.01.16 02:00close480.66209.33209.55207.30-326.1517952.28
1262008.01.16 02:00close470.66209.35209.55207.80-338.4617613.82
1272008.01.16 02:00buy490.66209.35208.60209.85
1282008.01.16 02:00buy500.66209.35208.60210.35
1292008.01.16 02:00buy510.66209.35208.60210.85
1302008.01.16 04:18s/l490.66208.60208.60209.85-461.6717152.15
1312008.01.16 04:18s/l500.66208.60208.60210.35-461.6716690.48
1322008.01.16 04:18s/l510.66208.60208.60210.85-461.6716228.81
1332008.01.16 14:00buy520.66209.50208.75210.00
1342008.01.16 14:00buy530.66209.50208.75210.50
1352008.01.16 14:00buy540.66209.50208.75211.00
1362008.01.16 14:09t/p520.66210.00208.75210.00307.7816536.59
1372008.01.16 14:09modify530.66209.50209.51210.50
1382008.01.16 14:09modify540.66209.50209.51211.00
1392008.01.16 14:14t/p530.66210.50209.51210.50615.5617152.15
1402008.01.16 14:14modify540.66209.50210.00211.00
1412008.01.16 14:18s/l540.66210.00210.00211.00307.7817459.93
1422008.01.17 01:00sell550.66210.03210.78209.53
1432008.01.17 01:00sell560.66210.03210.78209.03
1442008.01.17 01:00sell570.66210.03210.78208.53
1452008.01.17 06:12s/l550.66210.78210.78209.53-461.5416998.39
1462008.01.17 06:12s/l560.66210.78210.78209.03-461.5416536.85
1472008.01.17 06:12s/l570.66210.78210.78208.53-461.5416075.31
1482008.01.18 01:00buy580.66210.50209.75211.00
1492008.01.18 01:00buy590.66210.50209.75211.50
1502008.01.18 01:00buy600.66210.50209.75212.00
1512008.01.18 02:04s/l580.66209.75209.75211.00-461.6715613.64
1522008.01.18 02:04s/l590.66209.75209.75211.50-461.6715151.97
1532008.01.18 02:04s/l600.66209.75209.75212.00-461.6714690.30
1542008.01.18 16:00sell610.66209.15209.90208.65
1552008.01.18 16:00sell620.66209.15209.90208.15
1562008.01.18 16:00sell630.66209.15209.90207.65
1572008.01.18 16:53t/p610.66208.65209.90208.65307.6914997.99
1582008.01.18 16:53modify620.66209.15209.14208.15
1592008.01.18 16:53modify630.66209.15209.14207.65
1602008.01.18 17:02s/l620.66209.14209.14208.156.1515004.14
1612008.01.18 17:02s/l630.66209.14209.14207.656.1515010.29
1622008.01.21 01:00sell640.66208.71209.46208.21
1632008.01.21 01:00sell650.66208.71209.46207.71
1642008.01.21 01:00sell660.66208.71209.46207.21
1652008.01.21 06:02t/p640.66208.21209.46208.21307.6915317.98
1662008.01.21 06:02modify650.66208.71208.70207.71
1672008.01.21 06:02modify660.66208.71208.70207.21
1682008.01.21 06:52t/p650.66207.71208.70207.71615.3815933.36
1692008.01.21 06:52modify660.66208.71208.21207.21
1702008.01.21 07:40t/p660.66207.21208.21207.21923.0716856.43
1712008.01.22 01:00buy670.66205.43204.68205.93
1722008.01.22 01:00buy680.66205.43204.68206.43
1732008.01.22 01:00buy690.66205.43204.68206.93
1742008.01.22 01:32t/p670.66205.93204.68205.93307.7817164.21
1752008.01.22 01:32modify680.66205.43205.44206.43
1762008.01.22 01:32modify690.66205.43205.44206.93
1772008.01.22 01:42t/p680.66206.43205.44206.43615.5617779.77
1782008.01.22 01:42modify690.66205.43205.93206.93
1792008.01.22 02:30t/p690.66206.93205.93206.93923.3418703.11
1802008.01.23 01:00sell700.66209.55210.30209.05
1812008.01.23 01:00sell710.66209.55210.30208.55
1822008.01.23 01:00sell720.66209.55210.30208.05
1832008.01.23 03:09t/p700.66209.05210.30209.05307.7019010.81
1842008.01.23 03:09modify710.66209.55209.54208.55
1852008.01.23 03:09modify720.66209.55209.54208.05
1862008.01.23 03:26t/p710.66208.55209.54208.55615.3919626.20
1872008.01.23 03:26modify720.66209.55209.05208.05
1882008.01.23 04:10t/p720.66208.05209.05208.05923.0820549.28
1892008.01.24 01:00sell730.66208.54209.29208.04
1902008.01.24 01:00sell740.66208.54209.29207.54
1912008.01.24 01:00sell750.66208.54209.29207.04
1922008.01.24 01:46t/p730.66208.04209.29208.04307.6920856.97
1932008.01.24 01:46modify740.66208.54208.53207.54
1942008.01.24 01:46modify750.66208.54208.53207.04
1952008.01.24 03:05t/p740.66207.54208.53207.54615.3921472.36
1962008.01.24 03:05modify750.66208.54208.04207.04
1972008.01.24 03:48s/l750.66208.04208.04207.04307.6921780.05
1982008.01.25 01:00sell760.66211.48212.23210.98
1992008.01.25 01:00sell770.66211.48212.23210.48
2002008.01.25 01:00sell780.66211.48212.23209.98
2012008.01.25 02:00close760.66212.04212.23210.98-344.6121435.44
2022008.01.25 02:00close780.66212.04212.23209.98-344.6121090.83
2032008.01.25 02:00close770.66212.05212.23210.48-350.7720740.06
2042008.01.25 02:00buy790.66212.05211.30212.55
2052008.01.25 02:00buy800.66212.05211.30213.05
2062008.01.25 02:00buy810.66212.05211.30213.55
2072008.01.25 04:00close790.66211.90211.30212.55-92.3320647.73
2082008.01.25 04:00close810.66211.90211.30213.55-92.3320555.40
2092008.01.25 04:00close800.66211.94211.30213.05-67.7120487.69
2102008.01.25 04:00sell820.66211.94212.69211.44
2112008.01.25 04:00sell830.66211.94212.69210.94
2122008.01.25 04:00sell840.66211.94212.69210.44
2132008.01.25 05:00close820.66212.13212.69211.44-116.9220370.77
2142008.01.25 05:00close840.66212.13212.69210.44-116.9220253.85
2152008.01.25 05:00close830.66212.14212.69210.94-123.0720130.78
2162008.01.25 05:00buy850.66212.14211.39212.64
2172008.01.25 05:00buy860.66212.14211.39213.14
2182008.01.25 05:00buy870.66212.14211.39213.64
2192008.01.25 05:17t/p850.66212.64211.39212.64307.7820438.56
2202008.01.25 05:19modify860.66212.14212.15213.14
2212008.01.25 05:19modify870.66212.14212.15213.64
2222008.01.25 07:15t/p860.66213.14212.15213.14615.5621054.12
2232008.01.25 07:15modify870.66212.14212.64213.64
2242008.01.25 08:05t/p870.66213.64212.64213.64923.3321977.45
2252008.01.28 01:00sell880.66211.44212.19210.94
2262008.01.28 01:00sell890.66211.44212.19210.44
2272008.01.28 01:00sell900.66211.44212.19209.94
2282008.01.28 02:45t/p880.66210.94212.19210.94307.6922285.14
2292008.01.28 02:45modify890.66211.44211.43210.44
2302008.01.28 02:45modify900.66211.44211.43209.94
2312008.01.28 03:51t/p890.66210.44211.43210.44615.3822900.52
2322008.01.28 03:51modify900.66211.44210.94209.94
2332008.01.28 04:36t/p900.66209.94210.94209.94923.0723823.59
2342008.01.28 14:00buy910.66212.24211.49212.74
2352008.01.28 14:00buy920.66212.24211.49213.24
2362008.01.28 14:00buy930.66212.24211.49213.74
2372008.01.28 15:00close910.66211.99211.49212.74-153.8923669.70
2382008.01.28 15:00close930.66211.99211.49213.74-153.8923515.81
2392008.01.28 15:00close920.66211.98211.49213.24-160.0523355.76
2402008.01.28 15:00sell940.66211.98212.73211.48
2412008.01.28 15:00sell950.66211.98212.73210.98
2422008.01.28 15:00sell960.66211.98212.73210.48
2432008.01.28 15:10t/p940.66211.48212.73211.48307.6923663.45
2442008.01.28 15:10modify950.66211.98211.97210.98
2452008.01.28 15:10modify960.66211.98211.97210.48
2462008.01.28 15:21s/l950.66211.97211.97210.986.1523669.60
2472008.01.28 15:21s/l960.66211.97211.97210.486.1523675.75
2482008.01.28 16:00buy970.66212.24211.49212.74
2492008.01.28 16:00buy980.66212.24211.49213.24
2502008.01.28 16:00buy990.66212.24211.49213.74
2512008.01.28 17:15s/l970.66211.49211.49212.74-461.6723214.08
2522008.01.28 17:15s/l980.66211.49211.49213.24-461.6722752.41
2532008.01.28 17:15s/l990.66211.49211.49213.74-461.6722290.74
2542008.01.29 01:00sell1000.66212.04212.79211.54
2552008.01.29 01:00sell1010.66212.04212.79211.04
2562008.01.29 01:00sell1020.66212.04212.79210.54
2572008.01.29 02:17t/p1000.66211.54212.79211.54307.6922598.43
2582008.01.29 02:17modify1010.66212.04212.03211.04
2592008.01.29 02:17modify1020.66212.04212.03210.54
2602008.01.29 02:31t/p1010.66211.04212.03211.04615.3823213.81
2612008.01.29 02:31modify1020.66212.04211.54210.54
2622008.01.29 03:55s/l1020.66211.54211.54210.54307.6923521.50
2632008.01.29 15:00sell1030.66211.94212.69211.44
2642008.01.29 15:00sell1040.66211.94212.69210.94
2652008.01.29 15:00sell1050.66211.94212.69210.44
2662008.01.29 15:29s/l1030.66212.69212.69211.44-461.5823059.92
2672008.01.29 15:29s/l1040.66212.69212.69210.94-461.5822598.34
2682008.01.29 15:29s/l1050.66212.69212.69210.44-461.5822136.76
2692008.01.30 01:00sell1060.66212.65213.40212.15
2702008.01.30 01:00sell1070.66212.65213.40211.65
2712008.01.30 01:00sell1080.66212.65213.40211.15
2722008.01.30 07:00t/p1060.66212.15213.40212.15307.7222444.48
2732008.01.30 07:00modify1070.66212.65212.64211.65
2742008.01.30 07:00modify1080.66212.65212.64211.15
2752008.01.30 08:11s/l1070.66212.64212.64211.656.1522450.63
2762008.01.30 08:11s/l1080.66212.64212.64211.156.1522456.78
2772008.01.30 11:00sell1090.66212.85213.60212.35
2782008.01.30 11:00sell1100.66212.85213.60211.85
2792008.01.30 11:00sell1110.66212.85213.60211.35
2802008.01.30 12:00close1090.66213.18213.60212.35-203.1022253.68
2812008.01.30 12:00close1110.66213.18213.60211.35-203.1022050.58
2822008.01.30 12:00close1100.66213.19213.60211.85-209.2521841.33
2832008.01.30 12:00buy1120.66213.19212.44213.69
2842008.01.30 12:00buy1130.66213.19212.44214.19
2852008.01.30 12:00buy1140.66213.19212.44214.69
2862008.01.30 18:13close at stop1140.66212.96212.44214.69-141.5921699.74
2872008.01.30 18:13close at stop1130.66212.96212.44214.19-141.5921558.15
2882008.01.30 18:13close at stop1120.66212.96212.44213.69-141.5921416.56