Strategy Tester Report
Cams_Daily_v1
RCG-Demo (Build 216)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2008.04.01 00:00 - 2008.04.28 20:30 (2008.04.01 - 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=0.6; MaxTrades=1; slippage=5; MagicNumber=2358; buffer=0; Start_time=0; endtradingtime=21; enday=23; endayfriday=20;
Bars in test2883Ticks modelled672275Modelling quality90.00%
Mismatched charts errors1
Initial deposit10000.00
Total net profit2287.50Gross profit6869.40Gross loss-4581.90
Profit factor1.50Expected payoff30.50
Absolute drawdown2121.60Maximal drawdown3180.30 (28.76%)Relative drawdown28.76% (3180.30)
Total trades75Short positions (won %)30 (83.33%)Long positions (won %)45 (66.67%)
Profit trades (% of total)55 (73.33%)Loss trades (% of total)20 (26.67%)
Largestprofit trade407.40loss trade-411.60
Averageprofit trade124.90loss trade-229.10
Maximumconsecutive wins (profit in money)14 (2059.80)consecutive losses (loss in money)6 (-1163.70)
Maximalconsecutive profit (count of wins)2073.60 (12)consecutive loss (count of losses)-1234.80 (3)
Averageconsecutive wins7consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.04.01 09:00sell10.301.978200.000001.97373
22008.04.01 09:00sell20.301.978200.000001.97373
32008.04.01 09:00sell30.301.978200.000001.96630
42008.04.01 17:42t/p10.301.973730.000001.97373134.1010134.10
52008.04.01 17:42t/p20.301.973730.000001.97373134.1010268.20
62008.04.01 23:00close30.301.976420.000001.9663053.4010321.60
72008.04.02 10:00buy40.301.980620.000001.98395
82008.04.02 10:00buy50.301.980620.000001.98395
92008.04.02 10:00buy60.301.980620.000001.99047
102008.04.02 12:09t/p40.301.983950.000001.9839599.9010421.50
112008.04.02 12:09t/p50.301.983950.000001.9839599.9010521.40
122008.04.02 20:15modify60.301.980621.983951.99047
132008.04.02 22:00close60.301.988231.983951.99047228.3010749.70
142008.04.03 10:45sell70.301.982000.000001.97974
152008.04.03 10:45sell80.301.982000.000001.97974
162008.04.03 10:45sell90.301.982000.000001.97281
172008.04.03 11:30t/p70.301.979740.000001.9797467.8010817.50
182008.04.03 11:30t/p80.301.979740.000001.9797467.8010885.30
192008.04.03 17:45close90.301.994050.000001.97281-361.5010523.80
202008.04.03 17:45buy100.301.994050.000001.99666
212008.04.03 17:45buy110.301.994050.000001.99666
222008.04.03 17:45buy120.301.994050.000002.00359
232008.04.03 18:14t/p100.301.996660.000001.9966678.3010602.10
242008.04.03 18:14t/p110.301.996660.000001.9966678.3010680.40
252008.04.03 18:15modify120.301.994051.996662.00359
262008.04.03 18:16s/l120.301.996661.996662.0035978.3010758.70
272008.04.04 11:00buy130.302.002320.000002.00681
282008.04.04 11:00buy140.302.002320.000002.00681
292008.04.04 11:00buy150.302.002320.000002.01655
302008.04.04 20:00close130.301.993400.000002.00681-267.6010491.10
312008.04.04 20:00close150.301.993400.000002.01655-267.6010223.50
322008.04.04 20:00close140.301.993400.000002.00681-267.609955.90
332008.04.07 05:15sell160.301.988750.000001.98299
342008.04.07 05:15sell170.301.988750.000001.98299
352008.04.07 05:15sell180.301.988750.000001.97325
362008.04.07 23:00close160.301.988270.000001.9829914.409970.30
372008.04.07 23:00close180.301.988270.000001.9732514.409984.70
382008.04.07 23:00close170.301.988270.000001.9829914.409999.10
392008.04.08 05:30buy190.301.992420.000001.99733
402008.04.08 05:30buy200.301.992420.000001.99733
412008.04.08 05:30buy210.301.992420.000002.00678
422008.04.08 10:15close190.301.978700.000001.99733-411.609587.50
432008.04.08 10:15close210.301.978700.000002.00678-411.609175.90
442008.04.08 10:15close200.301.978700.000001.99733-411.608764.30
452008.04.08 10:15sell220.301.978700.000001.97421
462008.04.08 10:15sell230.301.978700.000001.97421
472008.04.08 10:15sell240.301.978700.000001.96476
482008.04.08 13:53t/p220.301.974210.000001.97421134.708899.00
492008.04.08 13:53t/p230.301.974210.000001.97421134.709033.70
502008.04.08 23:00close240.301.968940.000001.96476292.809326.50
512008.04.09 20:15buy250.301.977820.000001.98352
522008.04.09 20:15buy260.301.977820.000001.98352
532008.04.09 20:15buy270.301.977820.000001.99535
542008.04.09 22:00close250.301.975000.000001.98352-84.609241.90
552008.04.09 22:00close270.301.975000.000001.99535-84.609157.30
562008.04.09 22:00close260.301.975000.000001.98352-84.609072.70
572008.04.10 12:15buy280.301.982180.000001.98254
582008.04.10 12:15buy290.301.982180.000001.98254
592008.04.10 12:15buy300.301.982180.000001.98870
602008.04.10 12:16t/p280.301.982540.000001.9825410.809083.50
612008.04.10 12:16t/p290.301.982540.000001.9825410.809094.30
622008.04.10 12:30modify300.301.982181.982541.98870
632008.04.10 12:35s/l300.301.982541.982541.9887010.809105.10
642008.04.10 14:45buy310.301.979520.000001.98254
652008.04.10 14:45buy320.301.979520.000001.98254
662008.04.10 14:45buy330.301.979520.000001.98870
672008.04.10 15:27t/p310.301.982540.000001.9825490.609195.70
682008.04.10 15:27t/p320.301.982540.000001.9825490.609286.30
692008.04.10 15:30modify330.301.979521.982541.98870
702008.04.10 15:32s/l330.301.982541.982541.9887090.609376.90
712008.04.11 10:45buy340.301.976770.000001.97975
722008.04.11 10:45buy350.301.976770.000001.97975
732008.04.11 10:45buy360.301.976770.000001.98591
742008.04.11 20:00close340.301.969510.000001.97975-217.809159.10
752008.04.11 20:00close360.301.969510.000001.98591-217.808941.30
762008.04.11 20:00close350.301.969510.000001.97975-217.808723.50
772008.04.14 09:00sell370.301.969400.000001.96730
782008.04.14 09:00sell380.301.969400.000001.96730
792008.04.14 09:00sell390.301.969400.000001.96345
802008.04.14 11:30close370.301.975070.000001.96730-170.108553.40
812008.04.14 11:30close390.301.975070.000001.96345-170.108383.30
822008.04.14 11:30close380.301.975070.000001.96730-170.108213.20
832008.04.14 11:30buy400.301.975070.000001.97670
842008.04.14 11:30buy410.301.975070.000001.97670
852008.04.14 11:30buy420.301.975070.000001.98055
862008.04.14 13:39t/p400.301.976700.000001.9767048.908262.10
872008.04.14 13:39t/p410.301.976700.000001.9767048.908311.00
882008.04.14 13:46modify420.301.975071.976701.98055
892008.04.14 14:29t/p420.301.980551.976701.98055164.408475.40
902008.04.15 13:15sell430.301.967640.000001.96133
912008.04.15 13:15sell440.301.967640.000001.96133
922008.04.15 13:15sell450.301.967640.000001.95063
932008.04.15 20:27t/p430.301.961330.000001.96133189.308664.70
942008.04.15 20:27t/p440.301.961330.000001.96133189.308854.00
952008.04.15 23:00close450.301.961670.000001.95063179.109033.10
962008.04.16 09:15buy460.301.968320.000001.97200
972008.04.16 09:15buy470.301.968320.000001.97200
982008.04.16 09:15buy480.301.968320.000001.98055
992008.04.16 10:31t/p460.301.972000.000001.97200110.409143.50
1002008.04.16 10:31t/p470.301.972000.000001.97200110.409253.90
1012008.04.16 12:15modify480.301.968321.972001.98055
1022008.04.16 12:49t/p480.301.980551.972001.98055366.909620.80
1032008.04.17 12:15buy490.301.977870.000001.98218
1042008.04.17 12:15buy500.301.977870.000001.98218
1052008.04.17 12:15buy510.301.977870.000001.99145
1062008.04.17 14:18t/p490.301.982180.000001.98218129.309750.10
1072008.04.17 14:18t/p500.301.982180.000001.98218129.309879.40
1082008.04.17 17:15modify510.301.977871.982181.99145
1092008.04.17 18:44t/p510.301.991451.982181.99145407.4010286.80
1102008.04.18 10:15buy520.301.997970.000002.00401
1112008.04.18 10:15buy530.301.997970.000002.00401
1122008.04.18 10:15buy540.301.997970.000002.01445
1132008.04.18 20:00close520.301.993150.000002.00401-144.6010142.20
1142008.04.18 20:00close540.301.993150.000002.01445-144.609997.60
1152008.04.18 20:00close530.301.993150.000002.00401-144.609853.00
1162008.04.21 11:15sell550.301.989600.000001.98708
1172008.04.21 11:15sell560.301.989600.000001.98708
1182008.04.21 11:15sell570.301.989600.000001.98186
1192008.04.21 12:18t/p550.301.987080.000001.9870875.609928.60
1202008.04.21 12:18t/p560.301.987080.000001.9870875.6010004.20
1212008.04.21 13:39t/p570.301.981860.000001.98186232.2010236.40
1222008.04.22 13:30buy580.301.986970.000001.99348
1232008.04.22 13:30buy590.301.986970.000001.99348
1242008.04.22 13:30buy600.301.986970.000002.00476
1252008.04.22 15:16t/p580.301.993480.000001.99348195.3010431.70
1262008.04.22 15:16t/p590.301.993480.000001.99348195.3010627.00
1272008.04.22 17:45modify600.301.986971.993482.00476
1282008.04.22 17:46s/l600.301.993481.993482.00476195.3010822.30
1292008.04.23 10:30sell610.301.987000.000001.98098
1302008.04.23 10:30sell620.301.987000.000001.98098
1312008.04.23 10:30sell630.301.987000.000001.96960
1322008.04.23 16:13t/p610.301.980980.000001.98098180.6011002.90
1332008.04.23 16:13t/p620.301.980980.000001.98098180.6011183.50
1342008.04.23 23:01close630.301.980270.000001.96960201.9011385.40
1352008.04.24 11:15sell640.301.974500.000001.96920
1362008.04.24 11:15sell650.301.974500.000001.96920
1372008.04.24 11:15sell660.301.974500.000001.96020
1382008.04.24 16:28t/p640.301.969200.000001.96920159.0011544.40
1392008.04.24 16:28t/p650.301.969200.000001.96920159.0011703.40
1402008.04.24 23:00close660.301.972880.000001.9602048.6011752.00
1412008.04.25 09:45sell670.301.970850.000001.96817
1422008.04.25 09:45sell680.301.970850.000001.96817
1432008.04.25 09:45sell690.301.970850.000001.96230
1442008.04.25 10:16t/p670.301.968170.000001.9681780.4011832.40
1452008.04.25 10:16t/p680.301.968170.000001.9681780.4011912.80
1462008.04.25 12:45close690.301.981900.000001.96230-331.5011581.30
1472008.04.25 12:45buy700.301.981900.000001.98253
1482008.04.25 12:45buy710.301.981900.000001.98253
1492008.04.25 12:45buy720.301.981900.000001.98840
1502008.04.25 12:45t/p700.301.982530.000001.9825318.9011600.20
1512008.04.25 12:45t/p710.301.982530.000001.9825318.9011619.10
1522008.04.25 13:00modify720.301.981901.982531.98840
1532008.04.25 13:31t/p720.301.988401.982531.98840195.0011814.10
1542008.04.28 12:45buy730.301.988070.000001.99333
1552008.04.28 12:45buy740.301.988070.000001.99333
1562008.04.28 12:45buy750.301.988070.000002.00296
1572008.04.28 15:09t/p730.301.993330.000001.99333157.8011971.90
1582008.04.28 15:09t/p740.301.993330.000001.99333157.8012129.70
1592008.04.28 18:00modify750.301.988071.993332.00296
1602008.04.28 18:20s/l750.301.993331.993332.00296157.8012287.50