Strategy Tester Report
forexmaven
NorthFinance-Demo (Build 213)

SymbolGBPJPY (Great Britan vs Japanise Yen)
PeriodDaily (D1) 2007.01.02 00:00 - 2008.03.21 00:00 (2007.01.01 - 2008.03.22)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLots=0.1; TakeProfit=275; StopLoss=0; Interval=1;
Bars in test1303Ticks modelled4661635Modelling quality90.00%
Mismatched charts errors0
Initial deposit3000.00
Total net profit17777.62Gross profit29908.23Gross loss-12130.61
Profit factor2.47Expected payoff122.60
Absolute drawdown2064.89Maximal drawdown14266.04 (55.61%)Relative drawdown75.02% (2808.26)
Total trades145Short positions (won %)31 (64.52%)Long positions (won %)114 (81.58%)
Profit trades (% of total)113 (77.93%)Loss trades (% of total)32 (22.07%)
Largestprofit trade356.67loss trade-4110.15
Averageprofit trade264.67loss trade-379.08
Maximumconsecutive wins (profit in money)69 (20382.00)consecutive losses (loss in money)15 (-4130.07)
Maximalconsecutive profit (count of wins)20382.00 (69)consecutive loss (count of losses)-4130.07 (15)
Averageconsecutive wins14consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12007.01.11 00:00buy10.10231.150.00233.90
22007.01.11 14:00t/p10.10233.900.00233.90276.193276.19
32007.02.21 00:00buy20.10234.710.00237.46
42007.02.22 00:00buy30.10236.330.00239.08
52007.02.22 18:22t/p20.10237.460.00237.46280.833557.02
62007.03.12 01:00buy40.10228.990.00231.74
72007.03.13 00:00buy50.10227.420.00230.17
82007.03.14 00:00buy60.10224.090.00226.84
92007.03.15 00:00buy70.10226.470.00229.22
102007.03.15 00:33t/p60.10226.840.00226.84280.833837.86
112007.03.16 00:00buy80.10227.520.00230.27
122007.03.19 01:00buy90.10225.660.00228.41
132007.03.19 11:12t/p90.10228.410.00228.41276.194114.05
142007.03.20 00:00close80.10228.850.00230.27136.674250.71
152007.03.20 00:00close70.10228.850.00229.22243.674494.38
162007.03.20 00:00close50.10228.850.00230.17154.454648.84
172007.03.20 00:00close40.10228.850.00231.74-1.684647.16
182007.03.20 00:00buy100.10228.920.00231.67
192007.03.21 00:00close100.10230.020.00231.67112.034759.19
202007.03.21 00:00buy110.10230.090.00232.84
212007.03.22 00:00buy120.10231.370.00234.12
222007.03.23 00:02buy130.10232.020.00234.77
232007.03.26 01:00buy140.10231.170.00233.92
242007.03.27 00:00buy150.10232.660.00235.41
252007.03.27 02:36t/p110.10232.840.00232.84285.475044.65
262007.03.28 00:00buy160.10231.610.00234.36
272007.03.29 00:00buy170.10229.250.00232.00
282007.03.30 00:00buy180.10231.670.00234.42
292007.03.31 00:00buy190.10231.910.00234.66
302007.04.02 01:00buy200.10231.390.00234.14
312007.04.02 03:10t/p170.10232.000.00232.00279.295323.94
322007.04.03 00:00buy210.10233.140.00235.89
332007.04.03 09:21t/p140.10233.920.00233.92288.575612.51
342007.04.03 09:24t/p120.10234.120.00234.12291.675904.18
352007.04.03 09:24t/p200.10234.140.00234.14277.736181.91
362007.04.03 10:12t/p160.10234.360.00234.36285.486467.38
372007.04.03 10:14t/p180.10234.420.00234.42279.296746.67
382007.04.03 10:45t/p190.10234.660.00234.66279.297025.95
392007.04.03 10:45t/p130.10234.770.00234.77290.127316.07
402007.04.04 00:00buy220.10234.890.00237.64
412007.04.05 00:00buy230.10234.600.00237.35
422007.04.06 00:00buy240.10233.970.00236.72
432007.04.09 01:00buy250.10234.410.00237.16
442007.04.10 00:00buy260.10234.270.00237.02
452007.04.11 00:00buy270.10234.920.00237.67
462007.04.11 07:34t/p150.10235.410.00235.41299.407615.47
472007.04.11 09:12t/p210.10235.890.00235.89288.577904.04
482007.04.12 00:00buy280.10235.780.00238.53
492007.04.13 00:00buy290.10235.920.00238.67
502007.04.13 18:07t/p240.10236.720.00236.72287.028191.06
512007.04.16 01:00t/p260.10237.020.00237.02285.488476.54
522007.04.16 01:00buy300.10237.150.00239.90
532007.04.16 01:00t/p250.10237.160.00237.16287.028763.56
542007.04.16 01:03t/p230.10237.350.00237.35290.129053.68
552007.04.16 01:29t/p220.10237.640.00237.64294.769348.44
562007.04.16 01:29t/p270.10237.670.00237.67283.939632.37
572007.04.16 18:31t/p280.10238.530.00238.53279.299911.66
582007.04.17 00:00buy310.10238.290.00241.04
592007.04.17 13:14t/p290.10238.670.00238.67279.2910190.94
602007.04.17 13:28t/p30.10239.080.00239.08356.6710547.61
612007.04.18 00:00buy320.10238.660.00241.41
622007.04.19 00:00buy330.10238.410.00241.16
632007.04.20 00:00buy340.10237.410.00240.16
642007.04.23 01:01buy350.10238.140.00240.89
652007.04.24 00:00buy360.10237.450.00240.20
662007.04.25 00:00buy370.10237.420.00240.17
672007.04.26 00:00buy380.10237.670.00240.42
682007.04.27 00:00buy390.10238.130.00240.88
692007.04.30 01:00buy400.10238.110.00240.86
702007.05.01 00:00buy410.10239.000.00241.75
712007.05.02 00:00buy420.10239.570.00242.32
722007.05.03 00:00buy430.10239.140.00241.89
732007.05.04 00:00buy440.10239.320.00242.07
742007.05.07 01:00buy450.10239.600.00242.35
752007.05.08 00:00buy460.10239.380.00242.13
762007.05.09 00:01buy470.10238.840.00241.59
772007.05.10 00:00buy480.10239.460.00242.21
782007.05.11 00:00buy490.10237.420.00240.17
792007.05.12 00:00buy500.10238.200.00240.95
802007.05.14 01:00buy510.10238.270.00241.02
812007.05.15 00:00buy520.10238.280.00241.03
822007.05.16 00:00buy530.10238.890.00241.64
832007.05.17 00:00buy540.10238.890.00241.64
842007.05.18 00:00buy550.10239.570.00242.32
852007.05.21 01:00buy560.10239.260.00242.01
862007.05.22 00:00buy570.10239.500.00242.25
872007.05.22 18:29t/p300.10239.900.00239.90331.9110879.52
882007.05.22 18:58t/p340.10240.160.00240.16322.6111202.13
892007.05.22 18:58t/p370.10240.170.00240.17317.9811520.11
902007.05.22 18:58t/p490.10240.170.00240.17290.1211810.23
912007.05.22 19:19t/p360.10240.200.00240.20319.5312129.76
922007.05.23 00:00buy580.10240.080.00242.83
932007.05.23 10:27t/p380.10240.420.00240.42314.8812444.64
942007.05.23 13:26t/p390.10240.880.00240.88313.3312757.97
952007.05.23 13:26t/p400.10240.860.00240.86311.7913069.76
962007.05.23 13:27t/p350.10240.890.00240.89322.6213392.38
972007.05.23 13:33t/p500.10240.950.00240.95291.6713684.05
982007.05.23 13:37t/p510.10241.020.00241.02290.1213974.17
992007.05.23 13:37t/p520.10241.030.00241.03288.5714262.74
1002007.05.23 13:40t/p310.10241.040.00241.04331.9014594.64
1012007.05.23 13:45t/p330.10241.160.00241.16325.7214920.35
1022007.05.23 17:16t/p320.10241.410.00241.41330.3515250.70
1032007.05.23 17:45t/p470.10241.590.00241.59297.8615548.56
1042007.05.23 18:49t/p530.10241.640.00241.64287.0115835.57
1052007.05.23 18:49t/p540.10241.640.00241.64282.3716117.94
1062007.05.23 20:17t/p410.10241.750.00241.75310.2416428.18
1072007.05.24 00:00buy590.10241.770.00244.52
1082007.05.25 00:00buy600.10240.960.00243.71
1092007.05.28 01:01buy610.10241.480.00244.23
1102007.05.29 00:00buy620.10241.490.00244.24
1112007.05.30 00:00buy630.10241.090.00243.84
1122007.05.31 00:00buy640.10240.430.00243.18
1132007.06.01 00:00buy650.10241.040.00243.79
1142007.06.01 19:41t/p430.10241.890.00241.89321.0716749.26
1152007.06.01 21:00t/p560.10242.010.00242.01296.3017045.56
1162007.06.01 23:53t/p440.10242.070.00242.07319.5317365.08
1172007.06.04 01:00buy660.10241.910.00244.66
1182007.06.04 02:49t/p460.10242.130.00242.13317.9817683.06
1192007.06.04 09:12t/p480.10242.210.00242.21311.7917994.85
1202007.06.04 09:14t/p570.10242.250.00242.25296.3118291.16
1212007.06.04 12:09t/p420.10242.320.00242.32327.2618618.42
1222007.06.04 12:09t/p550.10242.320.00242.32299.4118917.83
1232007.06.04 12:17t/p450.10242.350.00242.35319.5319237.35
1242007.06.05 00:00buy670.10242.560.00245.31
1252007.06.05 09:10t/p580.10242.830.00242.83296.3119533.66
1262007.06.06 00:00buy680.10242.030.00244.78
1272007.06.07 00:00buy690.10241.310.00244.06
1282007.06.08 00:00buy700.10239.360.00242.11
1292007.06.11 01:01buy710.10239.820.00242.57
1302007.06.12 00:02buy720.10239.720.00242.47
1312007.06.13 00:00buy730.10240.320.00243.07
1322007.06.13 22:52t/p700.10242.110.00242.11280.8319814.50
1332007.06.14 00:00buy740.10242.170.00244.92
1342007.06.14 01:19t/p720.10242.470.00242.47282.3820096.88
1352007.06.14 01:19t/p710.10242.570.00242.57283.9320380.81
1362007.06.15 00:00buy750.10242.100.00244.85
1372007.06.15 11:27t/p730.10243.070.00243.07282.3820663.19
1382007.06.15 11:48t/p640.10243.180.00243.18299.4120962.59
1392007.06.15 16:13t/p600.10243.710.00243.71308.6921271.28
1402007.06.15 16:15t/p650.10243.790.00243.79297.8621569.14
1412007.06.15 16:16t/p630.10243.840.00243.84304.0421873.18
1422007.06.15 17:05t/p690.10244.060.00244.06288.5722161.75
1432007.06.15 17:19t/p610.10244.230.00244.23307.1422468.90
1442007.06.15 17:19t/p620.10244.240.00244.24305.6022774.49
1452007.06.18 01:00buy760.10244.000.00246.75
1462007.06.18 08:47t/p590.10244.520.00244.52311.7923086.28
1472007.06.18 09:45t/p660.10244.660.00244.66297.8623384.14
1482007.06.18 09:45t/p680.10244.780.00244.78294.7623678.90
1492007.06.18 09:50t/p750.10244.850.00244.85277.7423956.64
1502007.06.18 09:57t/p740.10244.920.00244.92279.2924235.92
1512007.06.18 23:41t/p670.10245.310.00245.31296.3124532.23
1522007.06.22 03:56t/p760.10246.750.00246.75285.4824817.71
1532007.08.02 00:00buy770.10241.810.00244.56
1542007.08.03 00:00buy780.10242.920.00245.67
1552007.08.06 01:00buy790.10239.400.00242.15
1562007.08.07 00:00close790.10241.490.00242.15211.4525029.16
1572007.08.07 00:00close780.10241.490.00245.67-140.5224888.63
1582007.08.07 00:00buy800.10241.560.00244.31
1592007.08.08 00:00buy810.10240.280.00243.03
1602007.08.08 16:35t/p810.10243.030.00243.03276.1825164.81
1612007.08.09 00:00close800.10243.820.00244.31233.1725397.98
1622007.08.09 00:00buy820.10243.890.00246.64
1632007.08.10 00:00buy830.10239.120.00241.87
1642007.08.13 01:12buy840.10239.350.00242.10
1652007.08.14 00:00buy850.10237.990.00240.74
1662007.08.15 00:00buy860.10234.800.00237.55
1672007.08.16 00:00buy870.10231.950.00234.70
1682007.08.17 00:00buy880.10225.860.00228.61
1692007.08.17 16:12t/p880.10228.610.00228.61276.1925674.17
1702007.08.20 01:00buy890.10226.710.00229.46
1712007.08.20 12:24t/p890.10229.460.00229.46276.1825950.35
1722007.08.21 00:00buy900.10228.390.00231.14
1732007.08.22 00:00buy910.10226.820.00229.57
1742007.08.22 16:36t/p910.10229.570.00229.57276.1926226.54
1752007.08.23 00:00buy920.10229.870.00232.62
1762007.08.23 02:12t/p900.10231.140.00231.14282.3826508.92
1772007.08.23 12:29t/p920.10232.620.00232.62276.1926785.11
1782007.08.23 13:07t/p870.10234.700.00234.70287.0227072.14
1792007.08.24 00:00buy930.10233.060.00235.81
1802007.08.27 01:00buy940.10234.440.00237.19
1812007.08.28 00:00buy950.10233.160.00235.91
1822007.08.29 00:00buy960.10228.770.00231.52
1832007.08.29 13:57t/p960.10231.520.00231.52276.1827348.32
1842007.08.30 00:00buy970.10234.420.00237.17
1852007.08.31 00:00buy980.10233.150.00235.90
1862007.09.03 01:00buy990.10233.520.00236.27
1872007.09.04 00:00buy1000.10234.100.00236.85
1882007.09.05 00:00buy1010.10234.200.00236.95
1892007.09.06 00:00buy1020.10232.850.00235.60
1902007.09.07 00:00buy1030.10233.530.00236.28
1912007.09.10 01:00buy1040.10228.950.00231.70
1922007.09.11 00:00buy1050.10230.590.00233.34
1932007.09.11 17:43t/p1040.10231.700.00231.70277.7427626.05
1942007.09.12 00:00buy1060.10232.370.00235.12
1952007.09.13 00:00buy1070.10231.870.00234.62
1962007.09.13 15:51t/p1050.10233.340.00233.34282.3827908.44
1972007.09.13 19:12t/p1070.10234.620.00234.62276.1928184.63
1982007.09.14 00:00buy1080.10231.780.00234.53
1992007.09.17 01:00buy1090.10231.610.00234.36
2002007.09.18 00:00buy1100.10229.670.00232.42
2012007.09.18 21:16t/p1100.10232.420.00232.42276.1928460.82
2022007.09.19 00:00buy1110.10233.700.00236.45
2032007.09.20 00:00buy1120.10232.310.00235.06
2042007.09.21 00:00buy1130.10230.410.00233.16
2052007.09.21 15:38t/p1130.10233.160.00233.16276.1928737.01
2062007.09.24 01:00buy1140.10233.170.00235.92
2072007.09.25 00:00close1140.10232.240.00235.92-91.8628645.14
2082007.09.25 00:00close1120.10232.240.00235.06-2.3928642.76
2092007.09.25 00:00close1110.10232.240.00236.45-137.3428505.41
2102007.09.25 00:00close1090.10232.240.00234.3675.6528581.06
2112007.09.25 00:00close1080.10232.240.00234.5360.1228641.18
2122007.09.25 00:00close1060.10232.240.00235.127.0628648.24
2132007.09.25 00:00close1030.10232.240.00236.28-104.8028543.45
2142007.09.25 00:00close1020.10232.240.00235.60-34.9628508.49
2152007.09.25 00:00close1010.10232.240.00236.95-165.9028342.59
2162007.09.25 00:00close1000.10232.240.00236.85-154.3128188.28
2172007.09.25 00:00close990.10232.240.00236.27-94.5128093.77
2182007.09.25 00:00close980.10232.240.00235.90-55.8028037.97
2192007.09.25 00:00close970.10232.240.00237.17-181.8127856.16
2202007.09.25 00:00close950.10232.240.00235.91-49.0627807.10
2212007.09.25 00:00close940.10232.240.00237.19-176.0727631.03
2222007.09.25 00:00close930.10232.240.00235.81-35.9327595.10
2232007.09.25 00:00close860.10232.240.00237.55-193.6527401.45
2242007.09.25 00:00close850.10232.240.00240.74-512.4926888.96
2252007.09.25 00:00close840.10232.240.00242.10-647.5226241.44
2262007.09.25 00:00close830.10232.240.00241.87-622.8825618.56
2272007.09.25 00:00close820.10232.240.00246.64-1100.3924518.17
2282007.09.25 00:00sell1150.10232.240.00229.49
2292007.09.26 00:00sell1160.10231.660.00228.91
2302007.09.27 00:00sell1170.10232.890.00230.14
2312007.09.28 00:00sell1180.10234.420.00231.67
2322007.10.01 01:00sell1190.10234.890.00232.14
2332007.10.02 00:00sell1200.10236.480.00233.73
2342007.10.03 00:00sell1210.10236.260.00233.51
2352007.10.04 00:00sell1220.10237.210.00234.46
2362007.10.05 00:00sell1230.10237.370.00234.62
2372007.10.08 01:00sell1240.10239.180.00236.43
2382007.10.09 00:00sell1250.10239.000.00236.25
2392007.10.10 00:00sell1260.10238.630.00235.88
2402007.10.11 00:00sell1270.10239.430.00236.68
2412007.10.12 00:00close1270.10238.310.00236.68110.0924628.26
2422007.10.12 00:00close1260.10238.310.00235.8822.7624651.02
2432007.10.12 00:00close1250.10238.310.00236.2557.5624708.58
2442007.10.12 00:00close1240.10238.310.00236.4373.2924781.87
2452007.10.12 00:00close1230.10238.310.00234.62-110.7524671.12
2462007.10.12 00:00close1220.10238.310.00234.46-129.1524541.97
2472007.10.12 00:00close1210.10238.310.00233.51-231.5424310.43
2482007.10.12 00:00close1200.10238.310.00233.73-211.7924098.64
2492007.10.12 00:00close1190.10238.310.00232.14-373.7423724.90
2502007.10.12 00:00close1180.10238.310.00231.67-423.2623301.64
2512007.10.12 00:00close1170.10238.310.00230.14-579.1822722.45
2522007.10.12 00:00close1160.10238.310.00228.91-709.6822012.77
2532007.10.12 00:00close1150.10238.310.00229.49-653.8021358.97
2542007.10.12 00:00sell1280.10238.240.00235.49
2552007.10.15 01:00sell1290.10238.990.00236.24
2562007.10.16 00:00sell1300.10239.860.00237.11
2572007.10.16 13:53t/p1300.10237.110.00237.11276.0421635.01
2582007.10.17 00:00close1290.10237.700.00236.24124.8121759.82
2592007.10.17 00:00close1280.10237.700.00235.4947.1921807.00
2602007.10.17 00:00sell1310.10237.630.00234.88
2612007.10.18 00:00close1310.10238.070.00234.88-51.1921755.81
2622007.10.18 00:00sell1320.10238.000.00235.25
2632007.10.19 00:00close1320.10236.390.00235.25159.2721915.08
2642007.10.19 00:00sell1330.10236.320.00233.57
2652007.10.22 01:00sell1340.10233.930.00231.18
2662007.10.22 01:01t/p1330.10233.570.00233.57273.7022188.77
2672007.10.22 14:00t/p1340.10231.180.00231.18276.0522464.82
2682007.11.06 00:00sell1350.10238.290.00235.54
2692007.11.07 00:00sell1360.10239.500.00236.75
2702007.11.07 23:57t/p1360.10236.750.00236.75276.0522740.87
2712007.11.08 00:00sell1370.10236.740.00233.99
2722007.11.08 00:17t/p1350.10235.540.00235.54266.6823007.56
2732007.11.09 00:00sell1380.10237.220.00234.47
2742007.11.09 12:50t/p1380.10234.470.00234.47276.0523283.61
2752007.11.09 13:42t/p1370.10233.990.00233.99273.7023557.31
2762007.12.19 00:00sell1390.10228.390.00225.64
2772007.12.20 00:00sell1400.10226.510.00223.76
2782007.12.20 08:56t/p1390.10225.640.00225.64269.0323826.33
2792007.12.20 17:39t/p1400.10223.760.00223.76276.0524102.38
2802008.02.18 01:00sell1410.10210.950.00208.20
2812008.02.19 00:00close1410.10211.350.00208.20-42.4924059.89
2822008.02.19 00:00sell1420.10211.280.00208.53
2832008.02.20 00:00sell1430.10209.950.00207.20
2842008.02.21 00:00sell1440.10209.930.00207.18
2852008.02.22 00:00sell1450.10210.790.00208.04
2862008.03.20 09:13t/p1420.10208.530.00208.53201.1224261.01
2872008.03.20 09:13t/p1430.10207.200.00207.20203.4624464.47
2882008.03.20 09:13t/p1440.10207.180.00207.18210.4824674.95
2892008.03.20 09:13t/p1450.10208.040.00208.04212.8324887.77
2902008.03.21 23:00close at stop770.10197.310.00244.56-4110.1520777.62