Strategy Tester Report
HLC 1
RVDMarkets-Real (Build 432)

SymbolEURCHF (Euro vs Swiss Franc)
Period1 Minute (M1) 2012.09.10 00:00 - 2012.09.20 02:56 (2012.09.10 - 2012.10.07)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersW_period=155; B_period=55; S_period=70; om=0.45; Delta=0; stl=600; TS=0; Lot=0; MaximumRisk=1.7; begin=0; end=24; begin1=25; end1=25; typ_spread=50; mag=0;
Bars in test12461Ticks modelled299484Modelling quality25.00%
Mismatched charts errors0
Initial deposit20.00
Total net profit126370.87Gross profit396241.49Gross loss-269870.62
Profit factor1.47Expected payoff610.49
Absolute drawdown11.00Maximal drawdown128164.42 (60.85%)Relative drawdown88.80% (116036.33)
Total trades207Short positions (won %)103 (83.50%)Long positions (won %)104 (82.69%)
Profit trades (% of total)172 (83.09%)Loss trades (% of total)35 (16.91%)
Largestprofit trade21725.47loss trade-83741.52
Averageprofit trade2303.73loss trade-7710.59
Maximumconsecutive wins (profit in money)36 (756.27)consecutive losses (loss in money)3 (-1154.60)
Maximalconsecutive profit (count of wins)72042.94 (10)consecutive loss (count of losses)-83741.52 (1)
Averageconsecutive wins7consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.09.10 00:13buy10.031.209470.000000.00000
22012.09.10 02:13close10.031.209700.000000.000000.6020.60
32012.09.10 02:13sell20.041.209700.000000.00000
42012.09.10 02:27close20.041.209280.000000.000001.6122.21
52012.09.10 02:27buy30.041.209280.000000.00000
62012.09.10 03:35close30.041.208640.000000.00000-2.9519.26
72012.09.10 03:35sell40.031.208640.000000.00000
82012.09.10 03:47close40.031.208540.000000.000000.1719.43
92012.09.10 03:47buy50.031.208540.000000.00000
102012.09.10 05:14close50.031.208450.000000.00000-0.4418.99
112012.09.10 05:14sell60.031.208450.000000.00000
122012.09.10 06:24close60.031.208170.000000.000000.7519.74
132012.09.10 06:24buy70.031.208170.000000.00000
142012.09.10 06:46close70.031.208940.000000.000002.3322.07
152012.09.10 06:46sell80.041.208940.000000.00000
162012.09.10 09:44close80.041.210020.000000.00000-4.8517.22
172012.09.10 09:44buy90.031.210020.000000.00000
182012.09.10 12:47close90.031.209800.000000.00000-0.8616.36
192012.09.10 12:47sell100.031.209800.000000.00000
202012.09.10 12:59close100.031.209080.000000.000002.1718.53
212012.09.10 12:59buy110.031.209080.000000.00000
222012.09.10 13:55close110.031.209480.000000.000001.1419.67
232012.09.10 13:55sell120.031.209480.000000.00000
242012.09.10 14:42close120.031.208680.000000.000002.4322.10
252012.09.10 14:42buy130.041.208680.000000.00000
262012.09.10 15:13close130.041.209320.000000.000002.5624.66
272012.09.10 15:13sell140.041.209320.000000.00000
282012.09.10 15:16close140.041.208350.000000.000003.9728.63
292012.09.10 15:16buy150.051.208350.000000.00000
302012.09.10 15:19close150.051.209320.000000.000004.9733.60
312012.09.10 15:19sell160.061.209320.000000.00000
322012.09.10 15:40close160.061.208320.000000.000006.1539.75
332012.09.10 15:40buy170.071.208320.000000.00000
342012.09.10 17:45close170.071.209010.000000.000004.8444.59
352012.09.10 17:45sell180.081.209010.000000.00000
362012.09.10 18:44close180.081.208460.000000.000004.3348.92
372012.09.10 18:44buy190.081.208460.000000.00000
382012.09.10 18:49close190.081.208760.000000.000002.1951.11
392012.09.10 18:49sell200.091.208760.000000.00000
402012.09.10 19:01close200.091.208320.000000.000003.8154.92
412012.09.10 19:01buy210.091.208320.000000.00000
422012.09.10 21:27close210.091.207450.000000.00000-8.8746.05
432012.09.10 21:27sell220.081.207450.000000.00000
442012.09.10 21:38close220.081.207220.000000.000001.5847.63
452012.09.10 21:38buy230.081.207220.000000.00000
462012.09.10 23:23close230.081.207410.000000.000001.2448.87
472012.09.10 23:23sell240.081.207410.000000.00000
482012.09.11 00:15close240.081.207220.000000.000000.9949.86
492012.09.11 00:15buy250.081.207220.000000.00000
502012.09.11 00:24close250.081.207690.000000.000003.6553.51
512012.09.11 00:24sell260.091.207690.000000.00000
522012.09.11 00:28close260.091.207220.000000.000004.1057.61
532012.09.11 00:28buy270.101.207220.000000.00000
542012.09.11 00:34close270.101.207700.000000.000004.6762.28
552012.09.11 00:34sell280.111.207700.000000.00000
562012.09.11 00:34close280.111.207220.000000.000005.1467.42
572012.09.11 00:34buy290.111.207220.000000.00000
582012.09.11 01:46close290.111.207730.000000.000005.4972.91
592012.09.11 01:46sell300.121.207730.000000.00000
602012.09.11 04:29close300.121.208020.000000.00000-4.3568.56
612012.09.11 04:29buy310.121.208020.000000.00000
622012.09.11 05:24close310.121.208110.000000.000000.5669.12
632012.09.11 05:24sell320.121.208110.000000.00000
642012.09.11 05:30close320.121.208000.000000.000000.8269.94
652012.09.11 05:30buy330.121.208000.000000.00000
662012.09.11 05:42close330.121.208100.000000.000000.6970.63
672012.09.11 05:42sell340.121.208100.000000.00000
682012.09.11 05:47close340.121.207930.000000.000001.6072.23
692012.09.11 05:47buy350.121.207930.000000.00000
702012.09.11 06:37close350.121.207770.000000.00000-2.6769.56
712012.09.11 06:37sell360.121.207770.000000.00000
722012.09.11 07:22close360.121.207300.000000.000005.4775.03
732012.09.11 07:22buy370.131.207300.000000.00000
742012.09.11 09:03close370.131.207510.000000.000002.2977.32
752012.09.11 09:03sell380.131.207510.000000.00000
762012.09.11 10:13close380.131.207220.000000.000003.4180.73
772012.09.11 10:13buy390.141.207220.000000.00000
782012.09.11 12:08close390.141.207580.000000.000004.7285.45
792012.09.11 12:08sell400.151.207580.000000.00000
802012.09.11 13:06close400.151.206600.000000.0000015.06100.51
812012.09.11 13:06buy410.171.206600.000000.00000
822012.09.11 13:11close410.171.207240.000000.0000010.86111.37
832012.09.11 13:11sell420.191.207240.000000.00000
842012.09.11 14:12close420.191.207160.000000.000000.68112.05
852012.09.11 14:12buy430.191.207160.000000.00000
862012.09.11 14:15close430.191.207540.000000.000006.82118.87
872012.09.11 14:15sell440.201.207540.000000.00000
882012.09.11 15:46close440.201.207390.000000.000002.23121.10
892012.09.11 15:46buy450.211.207390.000000.00000
902012.09.11 17:15close450.211.208010.000000.0000012.96134.06
912012.09.11 17:15sell460.231.208010.000000.00000
922012.09.11 18:12close460.231.207420.000000.0000013.45147.51
932012.09.11 18:12buy470.251.207420.000000.00000
942012.09.11 22:29close470.251.207160.000000.00000-8.24139.27
952012.09.11 22:29sell480.241.207160.000000.00000
962012.09.12 00:06close480.241.206690.000000.0000010.22149.50
972012.09.12 00:06buy490.251.206690.000000.00000
982012.09.12 00:06close490.251.207170.000000.0000011.66161.16
992012.09.12 00:06sell500.271.207170.000000.00000
1002012.09.12 00:12close500.271.206680.000000.0000012.89174.05
1012012.09.12 00:12buy510.301.206680.000000.00000
1022012.09.12 00:26close510.301.207180.000000.0000014.64188.69
1032012.09.12 00:26sell520.321.207180.000000.00000
1042012.09.12 00:40close520.321.206780.000000.0000012.17200.86
1052012.09.12 00:40buy530.341.206780.000000.00000
1062012.09.12 00:40close530.341.207210.000000.0000014.03214.89
1072012.09.12 00:40sell540.371.207210.000000.00000
1082012.09.12 00:43close540.371.206820.000000.0000013.67228.56
1092012.09.12 00:43buy550.391.206820.000000.00000
1102012.09.12 02:13close550.391.207140.000000.0000011.48240.04
1112012.09.12 02:13sell560.411.207140.000000.00000
1122012.09.12 05:38close560.411.207770.000000.00000-29.84210.20
1132012.09.12 05:38buy570.361.207770.000000.00000
1142012.09.12 05:55close570.361.208180.000000.0000014.08224.28
1152012.09.12 05:55sell580.381.208180.000000.00000
1162012.09.12 06:10close580.381.207760.000000.0000015.27239.55
1172012.09.12 06:10buy590.411.207760.000000.00000
1182012.09.12 06:12close590.411.208200.000000.0000017.36256.91
1192012.09.12 06:12sell600.441.208200.000000.00000
1202012.09.12 07:16close600.441.208010.000000.000006.79263.70
1212012.09.12 07:16buy610.451.208010.000000.00000
1222012.09.12 08:12close610.451.207680.000000.00000-18.23245.47
1232012.09.12 08:12sell620.421.207680.000000.00000
1242012.09.12 10:53close620.421.208900.000000.00000-57.23188.24
1252012.09.12 10:53buy630.321.208900.000000.00000
1262012.09.12 12:53close630.321.208910.000000.00000-1.26186.98
1272012.09.12 12:53sell640.321.208910.000000.00000
1282012.09.12 13:14close640.321.208410.000000.0000015.61202.59
1292012.09.12 13:14buy650.341.208410.000000.00000
1302012.09.12 14:09close650.341.208910.000000.0000016.59219.18
1312012.09.12 14:09sell660.371.208910.000000.00000
1322012.09.12 14:27close660.371.208490.000000.0000014.87234.05
1332012.09.12 14:27buy670.401.208490.000000.00000
1342012.09.12 15:00close670.401.209110.000000.0000024.68258.73
1352012.09.12 15:00sell680.441.209110.000000.00000
1362012.09.12 15:53close680.441.208590.000000.0000022.42281.15
1372012.09.12 15:53buy690.481.208590.000000.00000
1382012.09.12 17:16close690.481.209140.000000.0000026.00307.15
1392012.09.12 17:16sell700.521.209140.000000.00000
1402012.09.12 20:19close700.521.208890.000000.0000011.38318.53
1412012.09.12 20:19buy710.541.208890.000000.00000
1422012.09.12 20:31close710.541.209120.000000.0000010.67329.20
1432012.09.12 20:31sell720.561.209120.000000.00000
1442012.09.12 20:46close720.561.208800.000000.0000016.48345.68
1452012.09.12 20:46buy730.591.208800.000000.00000
1462012.09.12 20:58close730.591.209130.000000.0000018.00363.68
1472012.09.12 20:58sell740.621.209130.000000.00000
1482012.09.12 21:00close740.621.208840.000000.0000016.24379.92
1492012.09.12 21:00buy750.651.208840.000000.00000
1502012.09.12 21:18close750.651.209130.000000.0000017.03396.95
1512012.09.12 21:18sell760.671.209130.000000.00000
1522012.09.12 21:36close760.671.208910.000000.0000012.51409.46
1532012.09.12 21:36buy770.701.208910.000000.00000
1542012.09.12 21:49close770.701.209130.000000.0000013.07422.53
1552012.09.12 21:49sell780.721.209130.000000.00000
1562012.09.12 21:50close780.721.208910.000000.0000013.44435.97
1572012.09.12 21:50buy790.741.208910.000000.00000
1582012.09.12 21:58close790.741.209120.000000.0000013.02448.99
1592012.09.12 21:58sell800.761.209120.000000.00000
1602012.09.12 22:02close800.761.208910.000000.0000013.38462.37
1612012.09.12 22:02buy810.791.208910.000000.00000
1622012.09.12 22:27close810.791.209130.000000.0000014.75477.12
1632012.09.12 22:27sell820.811.209130.000000.00000
1642012.09.12 22:58close820.811.208880.000000.0000017.74494.86
1652012.09.12 22:58buy830.841.208880.000000.00000
1662012.09.12 23:12close830.841.209130.000000.0000018.39513.25
1672012.09.12 23:12sell840.871.209130.000000.00000
1682012.09.13 00:09close840.871.208880.000000.0000011.37524.62
1692012.09.13 00:09buy850.891.208880.000000.00000
1702012.09.13 00:32close850.891.209140.000000.0000020.44545.06
1712012.09.13 00:32sell860.931.209140.000000.00000
1722012.09.13 00:33close860.931.208870.000000.0000022.37567.43
1732012.09.13 00:33buy870.961.208870.000000.00000
1742012.09.13 00:39close870.961.209140.000000.0000023.09590.52
1752012.09.13 00:39sell881.001.209140.000000.00000
1762012.09.13 00:40close881.001.208870.000000.0000024.05614.57
1772012.09.13 00:40buy891.041.208870.000000.00000
1782012.09.13 00:52close891.041.209140.000000.0000025.01639.58
1792012.09.13 00:52sell901.091.209140.000000.00000
1802012.09.13 00:52close901.091.208900.000000.0000022.69662.27
1812012.09.13 00:52buy911.131.208900.000000.00000
1822012.09.13 00:54close911.131.209140.000000.0000023.53685.80
1832012.09.13 00:54sell921.171.209140.000000.00000
1842012.09.13 00:55close921.171.208870.000000.0000028.14713.94
1852012.09.13 00:55buy931.211.208870.000000.00000
1862012.09.13 00:56close931.211.209130.000000.0000027.80741.74
1872012.09.13 00:56sell941.261.209130.000000.00000
1882012.09.13 00:56close941.261.208860.000000.0000030.30772.04
1892012.09.13 00:56buy951.311.208860.000000.00000
1902012.09.13 00:57close951.311.209130.000000.0000031.50803.54
1912012.09.13 00:57sell961.371.209130.000000.00000
1922012.09.13 00:59close961.371.208850.000000.0000034.42837.96
1932012.09.13 00:59buy971.421.208850.000000.00000
1942012.09.13 01:05close971.421.209130.000000.0000035.68873.64
1952012.09.13 01:05sell981.491.209130.000000.00000
1962012.09.13 01:06close981.491.208870.000000.0000034.23907.87
1972012.09.13 01:06buy991.541.208870.000000.00000
1982012.09.13 01:07close991.541.209130.000000.0000035.38943.25
1992012.09.13 01:07sell1001.601.209130.000000.00000
2002012.09.13 02:56close1001.601.209300.000000.00000-37.27905.98
2012012.09.13 02:56buy1011.541.209300.000000.00000
2022012.09.13 03:06close1011.541.209500.000000.0000025.44931.42
2032012.09.13 03:06sell1021.581.209500.000000.00000
2042012.09.13 03:46close1021.581.209380.000000.0000012.50943.92
2052012.09.13 03:46buy1031.601.209380.000000.00000
2062012.09.13 04:16close1031.601.209570.000000.0000024.71968.63
2072012.09.13 04:16sell1041.651.209570.000000.00000
2082012.09.13 06:21close1041.651.209790.000000.00000-47.30921.33
2092012.09.13 06:21buy1051.571.209790.000000.00000
2102012.09.13 07:32close1051.571.210180.000000.0000058.03979.36
2112012.09.13 07:32sell1061.661.210180.000000.00000
2122012.09.13 07:47close1061.661.208900.000000.00000220.301199.66
2132012.09.13 07:47buy1072.041.208900.000000.00000
2142012.09.13 07:56close1072.041.210170.000000.00000268.561468.22
2152012.09.13 07:56sell1082.501.210170.000000.00000
2162012.09.13 10:22close1082.501.211070.000000.00000-254.581213.64
2172012.09.13 10:22buy1092.061.211070.000000.00000
2182012.09.13 11:56close1092.061.212420.000000.00000288.921502.56
2192012.09.13 11:56sell1102.551.212420.000000.00000
2202012.09.13 13:18close1102.551.211770.000000.00000165.581668.14
2212012.09.13 13:18buy1112.841.211770.000000.00000
2222012.09.13 14:55close1112.841.211870.000000.0000016.361684.50
2232012.09.13 14:55sell1122.861.211870.000000.00000
2242012.09.13 16:25close1122.861.211650.000000.0000053.391737.89
2252012.09.13 16:25buy1132.951.211650.000000.00000
2262012.09.13 16:31close1132.951.212880.000000.00000375.652113.54
2272012.09.13 16:31sell1143.591.212880.000000.00000
2282012.09.13 16:34close1143.591.211700.000000.00000437.812551.35
2292012.09.13 16:34buy1154.341.211700.000000.00000
2302012.09.13 16:34close1154.341.213180.000000.00000669.413220.76
2312012.09.13 16:34sell1165.481.213180.000000.00000
2322012.09.13 16:36close1165.481.211700.000000.00000845.184065.94
2332012.09.13 16:36buy1176.911.211700.000000.00000
2342012.09.13 16:43close1176.911.213170.000000.000001058.375124.31
2352012.09.13 16:43sell1188.711.213170.000000.00000
2362012.09.13 19:36close1188.711.214330.000000.00000-1130.573993.74
2372012.09.13 19:36buy1196.791.214330.000000.00000
2382012.09.13 19:58close1196.791.214360.000000.00000-12.033981.71
2392012.09.13 19:58sell1206.771.214360.000000.00000
2402012.09.13 20:03close1206.771.214330.000000.00000-12.003969.71
2412012.09.13 20:03buy1216.751.214330.000000.00000
2422012.09.13 21:06close1216.751.215160.000000.00000569.054538.76
2432012.09.13 21:06sell1227.721.215160.000000.00000
2442012.09.13 21:52close1227.721.214520.000000.00000492.975031.73
2452012.09.13 21:52buy1238.551.214520.000000.00000
2462012.09.13 22:51close1238.551.215140.000000.00000527.615559.34
2472012.09.13 22:51sell1249.451.215140.000000.00000
2482012.09.14 00:02close1249.451.214540.000000.00000534.966094.30
2492012.09.14 00:02buy12510.361.214540.000000.00000
2502012.09.14 01:10close12510.361.215240.000000.00000728.486822.78
2512012.09.14 01:10sell12611.601.215240.000000.00000
2522012.09.14 02:57close12611.601.215500.000000.00000-382.496440.29
2532012.09.14 02:57buy12710.951.215500.000000.00000
2542012.09.14 03:27close12710.951.215810.000000.00000310.486750.77
2552012.09.14 03:27sell12811.481.215810.000000.00000
2562012.09.14 06:32close12811.481.216380.000000.00000-761.415989.36
2572012.09.14 06:32buy12910.181.216380.000000.00000
2582012.09.14 09:33close12910.181.216630.000000.00000222.936212.29
2592012.09.14 09:33sell13010.561.216630.000000.00000
2602012.09.14 11:02close13010.561.216140.000000.00000503.906716.19
2612012.09.14 11:02buy13111.421.216140.000000.00000
2622012.09.14 13:33close13111.421.216520.000000.00000409.827126.01
2632012.09.14 13:33sell13212.111.216520.000000.00000
2642012.09.14 13:41close13212.111.215790.000000.00000890.568016.57
2652012.09.14 13:41buy13313.631.215790.000000.00000
2662012.09.14 13:44close13313.631.216520.000000.000001002.409018.97
2672012.09.14 13:44sell13415.331.216520.000000.00000
2682012.09.14 14:02close13415.331.215790.000000.000001127.3510146.32
2692012.09.14 14:02buy13517.251.215790.000000.00000
2702012.09.14 14:03close13517.251.216530.000000.000001287.1811433.50
2712012.09.14 14:03sell13619.441.216530.000000.00000
2722012.09.14 14:54close13619.441.215940.000000.000001136.7812570.28
2732012.09.14 14:54buy13721.371.215940.000000.00000
2742012.09.14 15:10close13721.371.216940.000000.000002192.4314762.71
2752012.09.14 15:10sell13825.101.216940.000000.00000
2762012.09.14 15:52close13825.101.216200.000000.000001872.8216635.53
2772012.09.14 15:52buy13928.281.216200.000000.00000
2782012.09.14 16:31close13928.281.217030.000000.000002384.0819019.61
2792012.09.14 16:31sell14032.331.217030.000000.00000
2802012.09.14 16:36close14032.331.216180.000000.000002794.8921814.50
2812012.09.14 16:36buy14137.081.216180.000000.00000
2822012.09.14 17:02close14137.081.216890.000000.000002647.2024461.70
2832012.09.14 17:02sell14241.581.216890.000000.00000
2842012.09.14 17:21close14241.581.216140.000000.000003147.2127608.91
2852012.09.14 17:21buy14346.941.216140.000000.00000
2862012.09.14 19:24close14346.941.216410.000000.000001128.9328737.84
2872012.09.14 19:24sell14448.851.216410.000000.00000
2882012.09.16 21:00close14448.851.215060.000000.000006850.8535588.69
2892012.09.16 21:00buy14560.501.215060.000000.00000
2902012.09.16 22:34close14560.501.215850.000000.000004839.9540428.64
2912012.09.16 22:34sell14668.731.215850.000000.00000
2922012.09.16 22:38close14668.731.215480.000000.000002392.2942820.93
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