Strategy Tester: HG

Strategy Tester = Report

IBFX-MT4 Demo-1_5 decimal = (Build=20 225)

Symbol	USDJPY (US Dollar vs Japanese Yen)
Period	1 Hour (H1) 2009.11.01 23:00 - 2009.12.02 00:00 = (2009.11.01=20 - 2009.12.02)
Model	Control points (a very = crude method,=20 the results must not be considered)
Parameters	bSwitchTrend=3Dfalse; bCloseAll=3Dtrue; = bTradeTenth=3Dtrue;=20 bVolitility=3Dtrue; bVCompute=3Dtrue; nBandsPeriod=3D20; = nTSF20Period=3D20;=20 nTSF10Period=3D10; nRiskPercent=3D5; nSlippage=3D1; = dLotsToTrade=3D3;=20 dDefaultV=3D0.5; dMaxV=3D0.7;

Bars in test	1521	Ticks modelled	13622	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	65.21	Gross profit	109.97	Gross loss	-44.76
Profit factor	2.46	Expected payoff	7.25
Absolute drawdown	25.28	Maximal drawdown	81.36 (0.81%)	Relative drawdown	0.81% (81.36)

Total trades	9	Short positions (won %)	3 (100.00%)	Long positions (won %)	6 (83.33%)
	Profit trades (% of total)	8 (88.89%)	Loss trades (% of total)	1 (11.11%)
Largest	profit trade	28.83	loss trade	-44.76
Average	profit trade	13.75	loss trade	-44.76
Maximum	consecutive wins (profit in money)	5 (78.28)	consecutive losses (loss in money)	1 (-44.76)
Maximal	consecutive profit (count of wins)	78.28 (5)	consecutive loss (count of losses)	-44.76 (1)
Average	consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.02 18:15	buy	1	0.30	90.257	89.822	90.716
2	2009.11.02 18:50	close	1	0.10	90.341	89.822	90.716	9.30	10009.30
3	2009.11.02 18:50	buy	2	0.20	90.257	89.822	90.716
4	2009.11.02 19:52	modify	2	0.20	90.257	89.873	90.716
5	2009.11.02 20:55	modify	2	0.20	90.257	89.922	90.716
6	2009.11.02 21:57	modify	2	0.20	90.257	89.967	90.716
7	2009.11.02 22:59	modify	2	0.20	90.257	90.010	90.716
8	2009.11.03 00:00	modify	2	0.20	90.257	90.088	90.716
9	2009.11.03 00:00	close	2	0.20	90.390	90.088	90.716	28.83	10038.13
10	2009.11.10 19:15	sell	3	0.30	89.766	90.115	89.534
11	2009.11.10 19:45	close	3	0.10	89.752	90.115	89.534	1.56	10039.69
12	2009.11.10 19:45	sell	4	0.20	89.766	90.115	89.534
13	2009.11.10 20:47	modify	4	0.20	89.766	90.106	89.534
14	2009.11.10 21:50	modify	4	0.20	89.766	90.098	89.534
15	2009.11.10 22:52	modify	4	0.20	89.766	90.089	89.534
16	2009.11.10 23:55	modify	4	0.20	89.766	90.081	89.534
17	2009.11.11 00:03	close	4	0.10	89.620	90.081	89.534	15.94	10055.63
18	2009.11.11 00:03	sell	5	0.10	89.766	90.081	89.534
19	2009.11.11 00:10	close	5	0.10	89.560	90.081	89.534	22.65	10078.28
20	2009.11.11 08:10	buy	6	0.30	89.954	89.280	90.178
21	2009.11.11 09:12	modify	6	0.30	89.954	89.294	90.178
22	2009.11.11 10:15	modify	6	0.30	89.954	89.324	90.178
23	2009.11.11 11:17	modify	6	0.30	89.954	89.352	90.178
24	2009.11.11 12:20	modify	6	0.30	89.954	89.378	90.178
25	2009.11.11 13:22	modify	6	0.30	89.954	89.404	90.178
26	2009.11.11 14:25	modify	6	0.30	89.954	89.429	90.178
27	2009.11.11 15:27	modify	6	0.30	89.954	89.453	90.178
28	2009.11.11 16:00	close	6	0.30	89.820	89.453	90.178	-44.76	10033.52
29	2009.11.18 15:15	buy	7	0.30	89.198	89.000	89.460
30	2009.11.18 15:46	close	7	0.10	89.260	89.000	89.460	6.95	10040.47
31	2009.11.18 15:46	buy	8	0.20	89.198	89.000	89.460
32	2009.11.18 16:15	close	8	0.10	89.273	89.000	89.460	8.40	10048.87
33	2009.11.18 16:15	buy	9	0.10	89.198	89.000	89.460
34	2009.11.18 16:33	close	9	0.10	89.344	89.000	89.460	16.34	10065.21