Strategy Tester Report
macd
InterbankFX-MT4 Demo Accounts 2 (Build 217)
| Symbol | EURUSDm (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2007.11.01 00:00 - 2008.08.27 23:59 (2007.11.01 - 2008.08.28) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | Stoploss=45; ProfitTarget=75; Lots=1; rule=1; TrailingStop=0; TrailingStopStart=0; fastperiods=10; slowperiods=20; Slippage=3; TimeSpecific=true; highstochlevel=60; lowstochlevel=20; hmaperiods=10; maperiods=3; schafffastma=12; schaffslowma=26; schaffcycle=10; schaffhighlevel=90; schafflowlevel=10; schaffbars=3000; t3rsiperiod=8; t3period=8; t3curvature=0.618; | ||||
| Bars in test | 5993 | Ticks modelled | 10981 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | 1663.87 | Gross profit | 3155.44 | Gross loss | -1491.57 |
| Profit factor | 2.12 | Expected payoff | 22.18 | ||
| Absolute drawdown | 21.00 | Maximal drawdown | 465.08 (15.95%) | Relative drawdown | 15.95% (465.08) |
| Total trades | 75 | Short positions (won %) | 33 (42.42%) | Long positions (won %) | 42 (66.67%) |
| Profit trades (% of total) | 42 (56.00%) | Loss trades (% of total) | 33 (44.00%) | ||
| Largest | profit trade | 76.98 | loss trade | -48.16 | |
| Average | profit trade | 75.13 | loss trade | -45.20 | |
| Maximum | consecutive wins (profit in money) | 7 (530.28) | consecutive losses (loss in money) | 9 (-408.29) | |
| Maximal | consecutive profit (count of wins) | 530.28 (7) | consecutive loss (count of losses) | -408.29 (9) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.11.01 18:00 | buy | 1 | 1.00 | 1.4441 | 1.4396 | 1.4516 | ||
| 2 | 2007.11.02 03:00 | buy | 2 | 1.00 | 1.4439 | 1.4394 | 1.4514 | ||
| 3 | 2007.11.02 13:00 | t/p | 1 | 1.00 | 1.4516 | 1.4396 | 1.4516 | 75.66 | 1075.66 |
| 4 | 2007.11.02 13:00 | t/p | 2 | 1.00 | 1.4514 | 1.4394 | 1.4514 | 75.00 | 1150.66 |
| 5 | 2007.11.06 00:00 | buy | 3 | 1.00 | 1.4478 | 1.4433 | 1.4553 | ||
| 6 | 2007.11.06 12:00 | t/p | 3 | 1.00 | 1.4553 | 1.4433 | 1.4553 | 75.00 | 1225.66 |
| 7 | 2007.11.12 23:00 | buy | 4 | 1.00 | 1.4533 | 1.4488 | 1.4608 | ||
| 8 | 2007.11.13 07:00 | t/p | 4 | 1.00 | 1.4608 | 1.4488 | 1.4608 | 75.66 | 1301.32 |
| 9 | 2007.11.25 23:00 | buy | 5 | 1.00 | 1.4828 | 1.4783 | 1.4903 | ||
| 10 | 2007.11.26 08:00 | buy | 6 | 1.00 | 1.4861 | 1.4816 | 1.4936 | ||
| 11 | 2007.11.27 09:00 | s/l | 6 | 1.00 | 1.4816 | 1.4816 | 1.4936 | -44.34 | 1256.98 |
| 12 | 2007.11.27 14:00 | t/p | 5 | 1.00 | 1.4903 | 1.4783 | 1.4903 | 76.32 | 1333.30 |
| 13 | 2007.11.29 07:00 | sell | 7 | 1.00 | 1.4804 | 1.4849 | 1.4729 | ||
| 14 | 2007.11.29 12:00 | t/p | 7 | 1.00 | 1.4729 | 1.4849 | 1.4729 | 75.00 | 1408.30 |
| 15 | 2007.12.05 01:00 | sell | 8 | 1.00 | 1.4749 | 1.4794 | 1.4674 | ||
| 16 | 2007.12.05 14:00 | t/p | 8 | 1.00 | 1.4674 | 1.4794 | 1.4674 | 75.00 | 1483.30 |
| 17 | 2007.12.12 06:00 | buy | 9 | 1.00 | 1.4683 | 1.4638 | 1.4758 | ||
| 18 | 2007.12.13 16:00 | s/l | 9 | 1.00 | 1.4638 | 1.4638 | 1.4758 | -43.02 | 1440.28 |
| 19 | 2007.12.19 07:00 | sell | 10 | 1.00 | 1.4398 | 1.4443 | 1.4323 | ||
| 20 | 2007.12.20 12:00 | t/p | 10 | 1.00 | 1.4323 | 1.4443 | 1.4323 | 72.63 | 1512.91 |
| 21 | 2007.12.21 17:00 | sell | 11 | 1.00 | 1.4361 | 1.4406 | 1.4286 | ||
| 22 | 2007.12.24 12:00 | s/l | 11 | 1.00 | 1.4406 | 1.4406 | 1.4286 | -45.79 | 1467.12 |
| 23 | 2007.12.24 20:00 | sell | 12 | 1.00 | 1.4401 | 1.4446 | 1.4326 | ||
| 24 | 2007.12.26 11:00 | s/l | 12 | 1.00 | 1.4446 | 1.4446 | 1.4326 | -46.58 | 1420.54 |
| 25 | 2008.01.02 11:00 | buy | 13 | 1.00 | 1.4682 | 1.4637 | 1.4757 | ||
| 26 | 2008.01.03 11:00 | t/p | 13 | 1.00 | 1.4757 | 1.4637 | 1.4757 | 76.98 | 1497.52 |
| 27 | 2008.01.07 15:00 | buy | 14 | 1.00 | 1.4722 | 1.4677 | 1.4797 | ||
| 28 | 2008.01.07 17:00 | s/l | 14 | 1.00 | 1.4677 | 1.4677 | 1.4797 | -45.00 | 1452.52 |
| 29 | 2008.01.08 03:00 | buy | 15 | 1.00 | 1.4700 | 1.4655 | 1.4775 | ||
| 30 | 2008.01.09 16:00 | s/l | 15 | 1.00 | 1.4655 | 1.4655 | 1.4775 | -44.34 | 1408.18 |
| 31 | 2008.01.10 02:00 | buy | 16 | 1.00 | 1.4675 | 1.4630 | 1.4750 | ||
| 32 | 2008.01.10 15:00 | t/p | 16 | 1.00 | 1.4750 | 1.4630 | 1.4750 | 75.00 | 1483.18 |
| 33 | 2008.01.10 15:00 | buy | 17 | 1.00 | 1.4741 | 1.4696 | 1.4816 | ||
| 34 | 2008.01.11 08:00 | t/p | 17 | 1.00 | 1.4816 | 1.4696 | 1.4816 | 75.66 | 1558.84 |
| 35 | 2008.01.16 04:00 | buy | 18 | 1.00 | 1.4857 | 1.4812 | 1.4932 | ||
| 36 | 2008.01.16 08:00 | s/l | 18 | 1.00 | 1.4812 | 1.4812 | 1.4932 | -45.00 | 1513.84 |
| 37 | 2008.01.23 04:00 | sell | 19 | 1.00 | 1.4616 | 1.4661 | 1.4541 | ||
| 38 | 2008.01.23 14:00 | t/p | 19 | 1.00 | 1.4541 | 1.4661 | 1.4541 | 75.00 | 1588.84 |
| 39 | 2008.01.28 07:00 | buy | 20 | 1.00 | 1.4675 | 1.4630 | 1.4750 | ||
| 40 | 2008.01.28 14:00 | t/p | 20 | 1.00 | 1.4750 | 1.4630 | 1.4750 | 75.00 | 1663.84 |
| 41 | 2008.02.04 07:00 | buy | 21 | 1.00 | 1.4821 | 1.4776 | 1.4896 | ||
| 42 | 2008.02.05 09:00 | s/l | 21 | 1.00 | 1.4776 | 1.4776 | 1.4896 | -44.34 | 1619.50 |
| 43 | 2008.02.11 14:00 | sell | 22 | 1.00 | 1.4503 | 1.4548 | 1.4428 | ||
| 44 | 2008.02.12 07:00 | s/l | 22 | 1.00 | 1.4548 | 1.4548 | 1.4428 | -45.79 | 1573.71 |
| 45 | 2008.02.13 01:00 | sell | 23 | 1.00 | 1.4573 | 1.4618 | 1.4498 | ||
| 46 | 2008.02.14 09:00 | s/l | 23 | 1.00 | 1.4618 | 1.4618 | 1.4498 | -47.37 | 1526.34 |
| 47 | 2008.02.18 19:00 | buy | 24 | 1.00 | 1.4658 | 1.4613 | 1.4733 | ||
| 48 | 2008.02.19 08:00 | t/p | 24 | 1.00 | 1.4733 | 1.4613 | 1.4733 | 75.66 | 1602.00 |
| 49 | 2008.02.20 20:00 | buy | 25 | 1.00 | 1.4719 | 1.4674 | 1.4794 | ||
| 50 | 2008.02.21 16:00 | t/p | 25 | 1.00 | 1.4794 | 1.4674 | 1.4794 | 76.98 | 1678.98 |
| 51 | 2008.03.05 14:00 | buy | 26 | 1.00 | 1.5234 | 1.5189 | 1.5309 | ||
| 52 | 2008.03.06 09:00 | t/p | 26 | 1.00 | 1.5309 | 1.5189 | 1.5309 | 76.98 | 1755.96 |
| 53 | 2008.03.10 23:00 | buy | 27 | 1.00 | 1.5369 | 1.5324 | 1.5444 | ||
| 54 | 2008.03.11 02:00 | buy | 28 | 1.00 | 1.5351 | 1.5306 | 1.5426 | ||
| 55 | 2008.03.11 11:00 | t/p | 27 | 1.00 | 1.5444 | 1.5324 | 1.5444 | 75.66 | 1831.62 |
| 56 | 2008.03.11 11:00 | t/p | 28 | 1.00 | 1.5426 | 1.5306 | 1.5426 | 75.00 | 1906.62 |
| 57 | 2008.03.12 01:00 | buy | 29 | 1.00 | 1.5355 | 1.5310 | 1.5430 | ||
| 58 | 2008.03.12 11:00 | t/p | 29 | 1.00 | 1.5430 | 1.5310 | 1.5430 | 75.00 | 1981.62 |
| 59 | 2008.03.19 05:00 | buy | 30 | 1.00 | 1.5709 | 1.5664 | 1.5784 | ||
| 60 | 2008.03.19 10:00 | t/p | 30 | 1.00 | 1.5784 | 1.5664 | 1.5784 | 75.00 | 2056.62 |
| 61 | 2008.03.25 19:00 | sell | 31 | 1.00 | 1.5596 | 1.5641 | 1.5521 | ||
| 62 | 2008.03.25 21:00 | s/l | 31 | 1.00 | 1.5641 | 1.5641 | 1.5521 | -45.00 | 2011.62 |
| 63 | 2008.03.26 00:00 | sell | 32 | 1.00 | 1.5609 | 1.5654 | 1.5534 | ||
| 64 | 2008.03.26 01:00 | s/l | 32 | 1.00 | 1.5654 | 1.5654 | 1.5534 | -45.00 | 1966.62 |
| 65 | 2008.03.31 02:00 | buy | 33 | 1.00 | 1.5779 | 1.5734 | 1.5854 | ||
| 66 | 2008.03.31 15:00 | t/p | 33 | 1.00 | 1.5854 | 1.5734 | 1.5854 | 75.00 | 2041.62 |
| 67 | 2008.04.01 21:00 | buy | 34 | 1.00 | 1.5612 | 1.5567 | 1.5687 | ||
| 68 | 2008.04.02 06:00 | s/l | 34 | 1.00 | 1.5567 | 1.5567 | 1.5687 | -44.34 | 1997.28 |
| 69 | 2008.04.03 03:00 | sell | 35 | 1.00 | 1.5637 | 1.5682 | 1.5562 | ||
| 70 | 2008.04.03 10:00 | t/p | 35 | 1.00 | 1.5562 | 1.5682 | 1.5562 | 75.00 | 2072.28 |
| 71 | 2008.04.04 04:00 | sell | 36 | 1.00 | 1.5655 | 1.5700 | 1.5580 | ||
| 72 | 2008.04.04 08:00 | s/l | 36 | 1.00 | 1.5700 | 1.5700 | 1.5580 | -45.00 | 2027.28 |
| 73 | 2008.04.04 18:00 | sell | 37 | 1.00 | 1.5710 | 1.5755 | 1.5635 | ||
| 74 | 2008.04.07 08:00 | t/p | 37 | 1.00 | 1.5635 | 1.5755 | 1.5635 | 74.21 | 2101.49 |
| 75 | 2008.04.07 23:00 | sell | 38 | 1.00 | 1.5703 | 1.5748 | 1.5628 | ||
| 76 | 2008.04.08 01:00 | s/l | 38 | 1.00 | 1.5748 | 1.5748 | 1.5628 | -45.79 | 2055.70 |
| 77 | 2008.04.11 03:00 | buy | 39 | 1.00 | 1.5770 | 1.5725 | 1.5845 | ||
| 78 | 2008.04.11 08:00 | t/p | 39 | 1.00 | 1.5845 | 1.5725 | 1.5845 | 75.00 | 2130.70 |
| 79 | 2008.04.14 08:00 | buy | 40 | 1.00 | 1.5786 | 1.5741 | 1.5861 | ||
| 80 | 2008.04.14 12:00 | t/p | 40 | 1.00 | 1.5861 | 1.5741 | 1.5861 | 75.00 | 2205.70 |
| 81 | 2008.04.16 02:00 | buy | 41 | 1.00 | 1.5798 | 1.5753 | 1.5873 | ||
| 82 | 2008.04.16 10:00 | t/p | 41 | 1.00 | 1.5873 | 1.5753 | 1.5873 | 75.00 | 2280.70 |
| 83 | 2008.04.18 05:00 | buy | 42 | 1.00 | 1.5903 | 1.5858 | 1.5978 | ||
| 84 | 2008.04.18 11:00 | s/l | 42 | 1.00 | 1.5858 | 1.5858 | 1.5978 | -45.00 | 2235.70 |
| 85 | 2008.05.01 08:00 | sell | 43 | 1.00 | 1.5534 | 1.5579 | 1.5459 | ||
| 86 | 2008.05.01 15:00 | t/p | 43 | 1.00 | 1.5459 | 1.5579 | 1.5459 | 75.00 | 2310.70 |
| 87 | 2008.05.06 07:00 | sell | 44 | 1.00 | 1.5496 | 1.5541 | 1.5421 | ||
| 88 | 2008.05.06 12:00 | s/l | 44 | 1.00 | 1.5541 | 1.5541 | 1.5421 | -45.00 | 2265.70 |
| 89 | 2008.05.06 20:00 | sell | 45 | 1.00 | 1.5522 | 1.5567 | 1.5447 | ||
| 90 | 2008.05.07 11:00 | t/p | 45 | 1.00 | 1.5447 | 1.5567 | 1.5447 | 74.21 | 2339.91 |
| 91 | 2008.05.14 13:00 | buy | 46 | 1.00 | 1.5468 | 1.5423 | 1.5543 | ||
| 92 | 2008.05.15 07:00 | t/p | 46 | 1.00 | 1.5543 | 1.5423 | 1.5543 | 76.98 | 2416.89 |
| 93 | 2008.05.16 02:00 | buy | 47 | 1.00 | 1.5471 | 1.5426 | 1.5546 | ||
| 94 | 2008.05.16 15:00 | t/p | 47 | 1.00 | 1.5546 | 1.5426 | 1.5546 | 75.00 | 2491.89 |
| 95 | 2008.05.20 02:00 | buy | 48 | 1.00 | 1.5535 | 1.5490 | 1.5610 | ||
| 96 | 2008.05.20 09:00 | t/p | 48 | 1.00 | 1.5610 | 1.5490 | 1.5610 | 75.00 | 2566.89 |
| 97 | 2008.05.23 00:00 | buy | 49 | 1.00 | 1.5732 | 1.5687 | 1.5807 | ||
| 98 | 2008.05.27 06:00 | t/p | 49 | 1.00 | 1.5807 | 1.5687 | 1.5807 | 76.32 | 2643.21 |
| 99 | 2008.05.28 04:00 | buy | 50 | 1.00 | 1.5698 | 1.5653 | 1.5773 | ||
| 100 | 2008.05.28 12:00 | s/l | 50 | 1.00 | 1.5653 | 1.5653 | 1.5773 | -45.00 | 2598.21 |
| 101 | 2008.06.02 04:00 | sell | 51 | 1.00 | 1.5538 | 1.5583 | 1.5463 | ||
| 102 | 2008.06.02 17:00 | s/l | 51 | 1.00 | 1.5583 | 1.5583 | 1.5463 | -45.00 | 2553.21 |
| 103 | 2008.06.03 01:00 | sell | 52 | 1.00 | 1.5536 | 1.5581 | 1.5461 | ||
| 104 | 2008.06.03 08:00 | s/l | 52 | 1.00 | 1.5581 | 1.5581 | 1.5461 | -45.00 | 2508.21 |
| 105 | 2008.06.03 14:00 | sell | 53 | 1.00 | 1.5441 | 1.5486 | 1.5366 | ||
| 106 | 2008.06.05 13:00 | t/p | 53 | 1.00 | 1.5366 | 1.5486 | 1.5366 | 71.84 | 2580.05 |
| 107 | 2008.06.12 02:00 | sell | 54 | 1.00 | 1.5483 | 1.5528 | 1.5408 | ||
| 108 | 2008.06.12 08:00 | t/p | 54 | 1.00 | 1.5408 | 1.5528 | 1.5408 | 75.00 | 2655.05 |
| 109 | 2008.06.16 22:00 | sell | 55 | 1.00 | 1.5467 | 1.5512 | 1.5392 | ||
| 110 | 2008.06.17 02:00 | s/l | 55 | 1.00 | 1.5512 | 1.5512 | 1.5392 | -45.79 | 2609.26 |
| 111 | 2008.06.17 09:00 | sell | 56 | 1.00 | 1.5497 | 1.5542 | 1.5422 | ||
| 112 | 2008.06.18 23:00 | s/l | 56 | 1.00 | 1.5542 | 1.5542 | 1.5422 | -45.79 | 2563.47 |
| 113 | 2008.06.19 21:00 | buy | 57 | 1.00 | 1.5505 | 1.5460 | 1.5580 | ||
| 114 | 2008.06.20 10:00 | t/p | 57 | 1.00 | 1.5580 | 1.5460 | 1.5580 | 75.66 | 2639.13 |
| 115 | 2008.06.23 20:00 | buy | 58 | 1.00 | 1.5524 | 1.5479 | 1.5599 | ||
| 116 | 2008.06.24 15:00 | t/p | 58 | 1.00 | 1.5599 | 1.5479 | 1.5599 | 75.66 | 2714.79 |
| 117 | 2008.07.01 06:00 | buy | 59 | 1.00 | 1.5761 | 1.5716 | 1.5836 | ||
| 118 | 2008.07.01 08:00 | buy | 60 | 1.00 | 1.5756 | 1.5711 | 1.5831 | ||
| 119 | 2008.07.02 07:00 | t/p | 59 | 1.00 | 1.5836 | 1.5716 | 1.5836 | 75.66 | 2790.45 |
| 120 | 2008.07.02 07:00 | t/p | 60 | 1.00 | 1.5831 | 1.5711 | 1.5831 | 75.66 | 2866.11 |
| 121 | 2008.07.04 02:00 | buy | 61 | 1.00 | 1.5715 | 1.5670 | 1.5790 | ||
| 122 | 2008.07.04 12:00 | s/l | 61 | 1.00 | 1.5670 | 1.5670 | 1.5790 | -45.00 | 2821.11 |
| 123 | 2008.07.08 04:00 | sell | 62 | 1.00 | 1.5708 | 1.5753 | 1.5633 | ||
| 124 | 2008.07.08 11:00 | sell | 63 | 1.00 | 1.5692 | 1.5737 | 1.5617 | ||
| 125 | 2008.07.09 14:00 | s/l | 63 | 1.00 | 1.5737 | 1.5737 | 1.5617 | -45.79 | 2775.32 |
| 126 | 2008.07.10 00:00 | sell | 64 | 1.00 | 1.5728 | 1.5773 | 1.5653 | ||
| 127 | 2008.07.10 07:00 | s/l | 62 | 1.00 | 1.5753 | 1.5753 | 1.5633 | -48.16 | 2727.16 |
| 128 | 2008.07.10 15:00 | s/l | 64 | 1.00 | 1.5773 | 1.5773 | 1.5653 | -45.00 | 2682.16 |
| 129 | 2008.07.16 08:00 | buy | 65 | 1.00 | 1.5928 | 1.5883 | 1.6003 | ||
| 130 | 2008.07.16 13:00 | s/l | 65 | 1.00 | 1.5883 | 1.5883 | 1.6003 | -45.00 | 2637.16 |
| 131 | 2008.07.17 02:00 | buy | 66 | 1.00 | 1.5853 | 1.5808 | 1.5928 | ||
| 132 | 2008.07.17 19:00 | s/l | 66 | 1.00 | 1.5808 | 1.5808 | 1.5928 | -45.00 | 2592.16 |
| 133 | 2008.07.17 22:00 | buy | 67 | 1.00 | 1.5857 | 1.5812 | 1.5932 | ||
| 134 | 2008.07.18 05:00 | buy | 68 | 1.00 | 1.5860 | 1.5815 | 1.5935 | ||
| 135 | 2008.07.18 13:00 | s/l | 67 | 1.00 | 1.5812 | 1.5812 | 1.5932 | -44.34 | 2547.82 |
| 136 | 2008.07.18 13:00 | s/l | 68 | 1.00 | 1.5815 | 1.5815 | 1.5935 | -45.00 | 2502.82 |
| 137 | 2008.07.25 15:00 | sell | 69 | 1.00 | 1.5670 | 1.5715 | 1.5595 | ||
| 138 | 2008.07.25 17:00 | s/l | 69 | 1.00 | 1.5715 | 1.5715 | 1.5595 | -45.00 | 2457.82 |
| 139 | 2008.07.28 20:00 | sell | 70 | 1.00 | 1.5743 | 1.5788 | 1.5668 | ||
| 140 | 2008.07.29 15:00 | t/p | 70 | 1.00 | 1.5668 | 1.5788 | 1.5668 | 74.21 | 2532.03 |
| 141 | 2008.07.31 17:00 | sell | 71 | 1.00 | 1.5588 | 1.5633 | 1.5513 | ||
| 142 | 2008.08.04 13:00 | sell | 72 | 1.00 | 1.5570 | 1.5615 | 1.5495 | ||
| 143 | 2008.08.04 15:00 | s/l | 72 | 1.00 | 1.5615 | 1.5615 | 1.5495 | -45.00 | 2487.03 |
| 144 | 2008.08.04 18:00 | sell | 73 | 1.00 | 1.5579 | 1.5624 | 1.5504 | ||
| 145 | 2008.08.05 08:00 | t/p | 71 | 1.00 | 1.5513 | 1.5633 | 1.5513 | 72.63 | 2559.66 |
| 146 | 2008.08.05 08:00 | t/p | 73 | 1.00 | 1.5504 | 1.5624 | 1.5504 | 74.21 | 2633.87 |
| 147 | 2008.08.20 04:00 | sell | 74 | 1.00 | 1.4768 | 1.4813 | 1.4693 | ||
| 148 | 2008.08.20 11:00 | t/p | 74 | 1.00 | 1.4693 | 1.4813 | 1.4693 | 75.00 | 2708.87 |
| 149 | 2008.08.21 11:00 | sell | 75 | 1.00 | 1.4777 | 1.4822 | 1.4702 | ||
| 150 | 2008.08.21 12:00 | s/l | 75 | 1.00 | 1.4822 | 1.4822 | 1.4702 | -45.00 | 2663.87 |