Strategy Tester Report
LFH_Trading_Simulator_3
IBFX-MT4 Demo-2_4 decimal (Build 224)
| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| Period | 4 Hours (H4) 2009.05.01 00:00 - 2009.06.12 16:00 (2009.05.01 - 2009.06.13) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | BufferSpeed=2; | ||||
| Bars in test | 1185 | Ticks modelled | 1271938 | Modelling quality | 54.35% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | 164.10 | Gross profit | 980.74 | Gross loss | -816.64 |
| Profit factor | 1.20 | Expected payoff | 13.68 | ||
| Absolute drawdown | 620.26 | Maximal drawdown | 622.29 (62.10%) | Relative drawdown | 62.10% (622.29) |
| Total trades | 12 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 5 (41.67%) | Loss trades (% of total) | 7 (58.33%) | ||
| Largest | profit trade | 397.32 | loss trade | -149.41 | |
| Average | profit trade | 196.15 | loss trade | -116.66 | |
| Maximum | consecutive wins (profit in money) | 5 (980.74) | consecutive losses (loss in money) | 5 (-520.63) | |
| Maximal | consecutive profit (count of wins) | 980.74 (5) | consecutive loss (count of losses) | -520.63 (5) | |
| Average | consecutive wins | 5 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.05.04 12:08 | sell | 1 | 0.10 | 147.52 | 157.52 | 137.52 | ||
| 2 | 2009.05.04 16:03 | close | 1 | 0.10 | 148.62 | 157.52 | 137.52 | -111.80 | 888.20 |
| 3 | 2009.05.05 04:20 | sell | 2 | 0.10 | 147.94 | 157.94 | 137.94 | ||
| 4 | 2009.05.05 08:20 | close | 2 | 0.10 | 148.97 | 157.94 | 137.94 | -104.69 | 783.51 |
| 5 | 2009.05.05 12:03 | buy | 3 | 0.10 | 149.43 | 139.43 | 159.43 | ||
| 6 | 2009.05.06 00:14 | close | 3 | 0.10 | 148.49 | 139.43 | 159.43 | -95.77 | 687.74 |
| 7 | 2009.05.06 04:05 | sell | 4 | 0.10 | 147.12 | 157.12 | 137.12 | ||
| 8 | 2009.05.06 16:03 | close | 4 | 0.10 | 148.46 | 157.12 | 137.12 | -136.19 | 551.55 |
| 9 | 2009.05.07 00:44 | buy | 5 | 0.10 | 149.34 | 139.34 | 159.34 | ||
| 10 | 2009.05.07 16:03 | close | 5 | 0.10 | 148.63 | 139.34 | 159.34 | -72.18 | 479.37 |
| 11 | 2009.05.08 09:40 | buy | 6 | 0.10 | 149.75 | 139.75 | 159.75 | ||
| 12 | 2009.05.11 00:07 | close | 6 | 0.10 | 150.26 | 139.75 | 159.75 | 51.66 | 531.03 |
| 13 | 2009.05.11 08:06 | sell | 7 | 0.10 | 149.14 | 159.14 | 139.14 | ||
| 14 | 2009.05.12 00:29 | close | 7 | 0.10 | 147.69 | 159.14 | 139.14 | 146.85 | 677.87 |
| 15 | 2009.05.18 08:03 | buy | 8 | 0.10 | 144.88 | 134.88 | 154.88 | ||
| 16 | 2009.05.19 16:37 | close | 8 | 0.10 | 148.79 | 134.88 | 154.88 | 397.32 | 1075.19 |
| 17 | 2009.05.26 16:02 | buy | 9 | 0.10 | 151.19 | 141.19 | 161.19 | ||
| 18 | 2009.05.27 12:27 | close | 9 | 0.10 | 152.03 | 141.19 | 161.19 | 85.20 | 1160.39 |
| 19 | 2009.06.01 08:01 | buy | 10 | 0.10 | 155.33 | 145.33 | 165.33 | ||
| 20 | 2009.06.02 08:02 | close | 10 | 0.10 | 158.28 | 145.33 | 165.33 | 299.72 | 1460.11 |
| 21 | 2009.06.08 08:01 | sell | 11 | 0.10 | 155.99 | 165.99 | 145.99 | ||
| 22 | 2009.06.08 16:03 | close | 11 | 0.10 | 157.46 | 165.99 | 145.99 | -149.41 | 1310.70 |
| 23 | 2009.06.08 23:13 | buy | 12 | 0.10 | 158.31 | 148.31 | 168.31 | ||
| 24 | 2009.06.09 04:07 | close | 12 | 0.10 | 156.87 | 148.31 | 168.31 | -146.60 | 1164.10 |