Strategy Tester Report
FxMath_DailyTrader_1_NZDUSD
HFMarkets-Demo Server (Build 765)

SymbolNZDUSD (New Zealand Dollar vs US Dollar)
PeriodDaily (D1) 2012.01.01 22:09 - 2015.04.24 20:59 (2012.01.01 - 2016.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test1038Ticks modelled48345063Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00SpreadCurrent (30)
Total net profit4296.25Gross profit16885.09Gross loss-12588.84
Profit factor1.34Expected payoff5.31
Absolute drawdown295.10Maximal drawdown741.86 (38.10%)Relative drawdown38.10% (741.86)
Total trades809Short positions (won %)367 (52.86%)Long positions (won %)442 (47.51%)
Profit trades (% of total)404 (49.94%)Loss trades (% of total)405 (50.06%)
Largestprofit trade81.54loss trade-132.16
Averageprofit trade41.79loss trade-31.08
Maximumconsecutive wins (profit in money)8 (449.77)consecutive losses (loss in money)10 (-270.43)
Maximalconsecutive profit (count of wins)449.77 (8)consecutive loss (count of losses)-519.15 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.02.03 00:00buy10.100.831860.000000.00000
22012.02.03 00:00modify10.100.831860.818860.83986
32012.02.03 00:00close10.100.831560.818860.83986-3.00997.00
42012.02.03 00:00sell20.100.831560.000000.00000
52012.02.03 00:00modify20.100.831560.844560.82356
62012.02.05 22:01close20.100.834220.844560.82356-26.60970.40
72012.02.05 22:01buy30.100.834220.000000.00000
82012.02.05 22:01modify30.100.834220.821220.84222
92012.02.06 00:00close30.100.833690.821220.84222-4.92965.49
102012.02.06 00:00sell40.100.833690.000000.00000
112012.02.06 00:00modify40.100.833690.846690.82569
122012.02.07 00:00close40.100.833770.846690.82569-1.52963.97
132012.02.07 00:00buy50.100.833770.000000.00000
142012.02.07 00:00modify50.100.833770.820770.84177
152012.02.08 00:00close50.100.834980.820770.8417712.48976.45
162012.02.08 00:00sell60.100.834980.000000.00000
172012.02.08 00:00modify60.100.834980.847980.82698
182012.02.10 00:00close60.100.833300.847980.8269813.92990.37
192012.02.10 00:00buy70.100.833300.000000.00000
202012.02.10 00:00modify70.100.833300.820300.84130
212012.02.12 22:00close70.100.829140.820300.84130-41.60948.77
222012.02.12 22:00sell80.100.829140.000000.00000
232012.02.12 22:00modify80.100.829140.842140.82114
242012.02.13 00:00close80.100.830340.842140.82114-12.72936.05
252012.02.13 00:00buy90.100.830340.000000.00000
262012.02.13 00:00modify90.100.830340.817340.83834
272012.02.14 00:00close90.100.831550.817340.8383412.48948.53
282012.02.14 00:00sell100.100.831550.000000.00000
292012.02.14 00:00modify100.100.831550.844550.82355
302012.02.15 00:00close100.100.835370.844550.82355-38.92909.62
312012.02.15 00:00buy110.100.835370.000000.00000
322012.02.15 00:00modify110.100.835370.822370.84337
332012.02.16 00:00close110.100.832330.822370.84337-29.24880.37
342012.02.16 00:00sell120.100.832330.000000.00000
352012.02.16 00:00modify120.100.832330.845330.82433
362012.02.17 00:00close120.100.836000.845330.82433-37.42842.95
372012.02.17 00:00buy130.100.836000.000000.00000
382012.02.17 00:00modify130.100.836000.823000.84400
392012.02.19 22:00close130.100.838470.823000.8440024.70867.65
402012.02.19 22:00sell140.100.838470.000000.00000
412012.02.19 22:00modify140.100.838470.851470.83047
422012.02.20 00:00close140.100.842310.851470.83047-39.12828.53
432012.02.20 00:00buy150.100.842310.000000.00000
442012.02.20 00:00modify150.100.842310.829310.85031
452012.02.21 00:00close150.100.837270.829310.85031-50.02778.52
462012.02.21 00:00sell160.100.837270.000000.00000
472012.02.21 00:00modify160.100.837270.850270.82927
482012.02.22 00:00close160.100.835440.850270.8292717.58796.10
492012.02.22 00:00buy170.100.835440.000000.00000
502012.02.22 00:00modify170.100.835440.822440.84344
512012.02.26 22:00close170.100.836270.822440.843449.84805.94
522012.02.26 22:00sell180.100.836270.000000.00000
532012.02.26 22:00modify180.100.836270.849270.82827
542012.02.27 00:00close180.100.836010.849270.828271.88807.82
552012.02.27 00:00buy190.100.836010.000000.00000
562012.02.27 00:00modify190.100.836010.823010.84401
572012.02.28 00:00close190.100.840230.823010.8440142.59850.40
582012.02.28 00:00sell200.100.840230.000000.00000
592012.02.28 00:00modify200.100.840230.853230.83223
602012.03.01 00:00close200.100.835280.853230.8322346.62897.02
612012.03.01 00:00buy210.100.835280.000000.00000
622012.03.01 00:00modify210.100.835280.822280.84328
632012.03.02 00:00close210.100.838570.822280.8432833.28930.31
642012.03.02 00:00sell220.100.838570.000000.00000
652012.03.02 00:00modify220.100.838570.851570.83057
662012.03.02 17:19t/p220.100.830570.851570.8305780.001010.31
672012.03.04 22:00buy230.100.830770.000000.00000
682012.03.04 22:00modify230.100.830770.817770.83877
692012.03.06 01:27s/l230.100.817770.817770.83877-129.23881.08
702012.03.07 00:00buy240.100.813680.000000.00000
712012.03.07 00:00modify240.100.813680.800680.82168
722012.03.08 06:12t/p240.100.821680.800680.8216881.16962.23
732012.03.09 00:00buy250.100.824200.000000.00000
742012.03.09 00:00modify250.100.824200.811200.83220
752012.03.09 00:00close250.100.823900.811200.83220-3.00959.23
762012.03.09 00:00sell260.100.823900.000000.00000
772012.03.09 00:00modify260.100.823900.836900.81590
782012.03.11 21:00close260.100.818430.836900.8159054.701013.93
792012.03.11 21:00buy270.100.818430.000000.00000
802012.03.11 21:00modify270.100.818430.805430.82643
812012.03.14 00:00close270.100.821630.805430.8264333.161047.09
822012.03.14 00:00sell280.100.821630.000000.00000
832012.03.14 00:00modify280.100.821630.834630.81363
842012.03.14 10:37t/p280.100.813630.834630.8136380.001127.09
852012.03.15 00:00buy290.100.808010.000000.00000
862012.03.15 00:00modify290.100.808010.795010.81601
872012.03.15 11:24t/p290.100.816010.795010.8160180.001207.09
882012.03.16 00:00buy300.100.819120.000000.00000
892012.03.16 00:00modify300.100.819120.806120.82712
902012.03.18 21:00close300.100.824360.806120.8271252.401259.49
912012.03.18 21:00sell310.100.824360.000000.00000
922012.03.18 21:00modify310.100.824360.837360.81636
932012.03.19 00:00close310.100.826770.837360.81636-24.821234.67
942012.03.19 00:00buy320.100.826770.000000.00000
952012.03.19 00:00modify320.100.826770.813770.83477
962012.03.20 00:00close320.100.825230.813770.83477-15.021219.65
972012.03.20 00:00sell330.100.825230.000000.00000
982012.03.20 00:00modify330.100.825230.838230.81723
992012.03.20 10:43t/p330.100.817230.838230.8172380.001299.65
1002012.03.21 00:00buy340.100.817880.000000.00000
1012012.03.21 00:00modify340.100.817880.804880.82588
1022012.03.25 21:00close340.100.817070.804880.82588-6.561293.09
1032012.03.25 21:00sell350.100.817070.000000.00000
1042012.03.25 21:00modify350.100.817070.830070.80907
1052012.03.26 00:00close350.100.818430.830070.80907-14.321278.77
1062012.03.26 00:00buy360.100.818430.000000.00000
1072012.03.26 00:00modify360.100.818430.805430.82643
1082012.03.27 00:00close360.100.822390.805430.8264339.981318.76
1092012.03.27 00:00sell370.100.822390.000000.00000
1102012.03.27 00:00modify370.100.822390.835390.81439
1112012.03.28 00:00close370.100.819750.835390.8143925.681344.44
1122012.03.28 00:00buy380.100.819750.000000.00000
1132012.03.28 00:00modify380.100.819750.806750.82775
1142012.03.29 00:00close380.100.818210.806750.82775-14.251330.19
1152012.03.29 00:00sell390.100.818210.000000.00000
1162012.03.29 00:00modify390.100.818210.831210.81021
1172012.03.30 00:00close390.100.817580.831210.810215.581335.77
1182012.03.30 00:00buy400.100.817580.000000.00000
1192012.03.30 00:00modify400.100.817580.804580.82558
1202012.04.01 21:00close400.100.823390.804580.8255858.101393.87
1212012.04.01 21:00sell410.100.823390.000000.00000
1222012.04.01 21:00modify410.100.823390.836390.81539
1232012.04.02 00:00close410.100.822030.836390.8153912.881406.75
1242012.04.02 00:00buy420.100.822030.000000.00000
1252012.04.02 00:00modify420.100.822030.809030.83003
1262012.04.03 00:00close420.100.824620.809030.8300326.291433.04
1272012.04.03 00:00sell430.100.824620.000000.00000
1282012.04.03 00:00modify430.100.824620.837620.81662
1292012.04.04 00:00close430.100.816780.837620.8166277.681510.72
1302012.04.04 00:00buy440.100.816780.000000.00000
1312012.04.04 00:00modify440.100.816780.803780.82478
1322012.04.08 21:08close440.100.816520.803780.82478-1.061509.66
1332012.04.08 21:08sell450.100.816520.000000.00000
1342012.04.08 21:08modify450.100.816520.829520.80852
1352012.04.09 00:00close450.100.818630.829520.80852-21.821487.84
1362012.04.09 00:00buy460.100.818630.000000.00000
1372012.04.09 00:00modify460.100.818630.805630.82663
1382012.04.10 00:00close460.100.820580.805630.8266319.891507.72
1392012.04.10 00:00sell470.100.820580.000000.00000
1402012.04.10 00:00modify470.100.820580.833580.81258
1412012.04.10 15:53t/p470.100.812580.833580.8125880.001587.72
1422012.04.11 00:00buy480.100.814370.000000.00000
1432012.04.11 00:00modify480.100.814370.801370.82237
1442012.04.11 00:00close480.100.814070.801370.82237-3.001584.72
1452012.04.11 00:00sell490.100.814070.000000.00000
1462012.04.11 00:00modify490.100.814070.827070.80607
1472012.04.12 00:00close490.100.819390.827070.80607-55.361529.36
1482012.04.12 00:00buy500.100.819390.000000.00000
1492012.04.12 00:00modify500.100.819390.806390.82739
1502012.04.12 14:35t/p500.100.827390.806390.8273980.001609.36
1512012.04.13 00:00sell510.100.830880.000000.00000
1522012.04.13 00:00modify510.100.830880.843880.82288
1532012.04.13 20:14t/p510.100.822880.843880.8228880.001689.36
1542012.04.15 21:00buy520.100.824890.000000.00000
1552012.04.15 21:00modify520.100.824890.811890.83289
1562012.04.15 21:00close520.100.824590.811890.83289-3.001686.36
1572012.04.15 21:00sell530.100.824590.000000.00000
1582012.04.15 21:00modify530.100.824590.837590.81659
1592012.04.16 00:00close530.100.821670.837590.8165928.481714.84
1602012.04.16 00:00buy540.100.821670.000000.00000
1612012.04.16 00:00modify540.100.821670.808670.82967
1622012.04.23 00:00close540.100.818480.808670.82967-29.201685.64
1632012.04.23 00:00sell550.100.818480.000000.00000
1642012.04.23 00:00modify550.100.818480.831480.81048
1652012.04.23 12:12t/p550.100.810480.831480.8104880.001765.64
1662012.04.24 00:00buy560.100.812510.000000.00000
1672012.04.24 00:00modify560.100.812510.799510.82051
1682012.04.26 00:00close560.100.815270.799510.8205129.141794.78
1692012.04.26 00:00sell570.100.815270.000000.00000
1702012.04.26 00:00modify570.100.815270.828270.80727
1712012.04.27 00:00close570.100.813410.828270.8072717.881812.66
1722012.04.27 00:00buy580.100.813410.000000.00000
1732012.04.27 00:00modify580.100.813410.800410.82141
1742012.04.27 16:24t/p580.100.821410.800410.8214180.001892.66
1752012.04.29 21:00buy590.100.822300.000000.00000
1762012.04.29 21:00modify590.100.822300.809300.83030
1772012.04.29 21:00close590.100.822000.809300.83030-3.001889.66
1782012.04.29 21:00sell600.100.822000.000000.00000
1792012.04.29 21:00modify600.100.822000.835000.81400
1802012.05.01 00:00close600.100.818510.835000.8140033.461923.12
1812012.05.01 00:00buy610.100.818510.000000.00000
1822012.05.01 00:00modify610.100.818510.805510.82651
1832012.05.02 22:45s/l610.100.805510.805510.82651-129.621793.50
1842012.05.03 00:00buy620.100.807010.000000.00000
1852012.05.03 00:00modify620.100.807010.794010.81501
1862012.05.04 15:22s/l620.100.794010.794010.81501-129.621663.89
1872012.05.06 21:00buy630.100.792880.000000.00000
1882012.05.06 21:00modify630.100.792880.779880.80088
1892012.05.13 22:44s/l630.100.779880.779880.80088-127.311536.58
1902012.05.14 00:00buy640.100.781140.000000.00000
1912012.05.14 00:00modify640.100.781140.768140.78914
1922012.05.15 19:28s/l640.100.768140.768140.78914-129.621406.97
1932012.05.16 00:00buy650.100.769880.000000.00000
1942012.05.16 00:00modify650.100.769880.756880.77788
1952012.05.16 00:00close650.100.769580.756880.77788-3.001403.97
1962012.05.16 00:00sell660.100.769580.000000.00000
1972012.05.16 00:00modify660.100.769580.782580.76158
1982012.05.17 00:00close660.100.766500.782580.7615828.641432.61
1992012.05.17 00:00buy670.100.766500.000000.00000
2002012.05.17 00:00modify670.100.766500.753500.77450
2012012.05.18 15:56s/l670.100.753500.753500.77450-129.621302.99
2022012.05.20 21:04buy680.100.757410.000000.00000
2032012.05.20 21:04modify680.100.757410.744410.76541
2042012.05.21 19:52t/p680.100.765410.744410.7654180.391383.38
2052012.05.22 00:00buy690.100.767280.000000.00000
2062012.05.22 00:00modify690.100.767280.754280.77528
2072012.05.22 00:00close690.100.766980.754280.77528-3.001380.38
2082012.05.22 00:00sell700.100.766980.000000.00000
2092012.05.22 00:00modify700.100.766980.779980.75898
2102012.05.22 16:09t/p700.100.758980.779980.7589880.001460.38
2112012.05.23 00:00buy710.100.752510.000000.00000
2122012.05.23 00:00modify710.100.752510.739510.76051
2132012.05.24 00:00close710.100.748950.739510.76051-34.451425.93
2142012.05.24 00:00sell720.100.748950.000000.00000
2152012.05.24 00:00modify720.100.748950.761950.74095
2162012.05.25 00:00close720.100.754250.761950.74095-53.721372.21
2172012.05.25 00:00buy730.100.754250.000000.00000
2182012.05.25 00:00modify730.100.754250.741250.76225
2192012.05.27 21:00close730.100.759020.741250.7622547.701419.91
2202012.05.27 21:00sell740.100.759020.000000.00000
2212012.05.27 21:00modify740.100.759020.772020.75102
2222012.05.28 00:00close740.100.758900.772020.751020.481420.39
2232012.05.28 00:00buy750.100.758900.000000.00000
2242012.05.28 00:00modify750.100.758900.745900.76690
2252012.05.29 00:00close750.100.758790.745900.76690-0.721419.68
2262012.05.29 00:00sell760.100.758790.000000.00000
2272012.05.29 00:00modify760.100.758790.771790.75079
2282012.05.30 00:00close760.100.761480.771790.75079-27.621392.06
2292012.05.30 00:00buy770.100.761480.000000.00000
2302012.05.30 00:00modify770.100.761480.748480.76948
2312012.06.01 01:09s/l770.100.748480.748480.76948-128.461263.60
2322012.06.03 21:00buy780.100.753060.000000.00000
2332012.06.03 21:00modify780.100.753060.740060.76106
2342012.06.03 21:00close780.100.752760.740060.76106-3.001260.60
2352012.06.03 21:00sell790.100.752760.000000.00000
2362012.06.03 21:00modify790.100.752760.765760.74476
2372012.06.04 00:00close790.100.751250.765760.7447614.381274.98
2382012.06.04 00:00buy800.100.751250.000000.00000
2392012.06.04 00:00modify800.100.751250.738250.75925
2402012.06.04 13:37t/p800.100.759250.738250.7592580.001354.98
2412012.06.05 00:00buy810.100.759290.000000.00000
2422012.06.05 00:00modify810.100.759290.746290.76729
2432012.06.05 00:00close810.100.758990.746290.76729-3.001351.98
2442012.06.05 00:00sell820.100.758990.000000.00000
2452012.06.05 00:00modify820.100.758990.771990.75099
2462012.06.06 00:00close820.100.758970.771990.75099-0.521351.46
2472012.06.06 00:00buy830.100.758970.000000.00000
2482012.06.06 00:00modify830.100.758970.745970.76697
2492012.06.06 15:20t/p830.100.766970.745970.7669780.001431.46
2502012.06.07 00:00buy840.100.770520.000000.00000
2512012.06.07 00:00modify840.100.770520.757520.77852
2522012.06.07 00:00close840.100.770220.757520.77852-3.001428.46
2532012.06.07 00:00sell850.100.770220.000000.00000
2542012.06.07 00:00modify850.100.770220.783220.76222
2552012.06.08 00:00close850.100.768490.783220.7622216.581445.04
2562012.06.08 00:00buy860.100.768490.000000.00000
2572012.06.08 00:00modify860.100.768490.755490.77649
2582012.06.10 21:00t/p860.100.776490.755490.7764980.001525.04
2592012.06.11 00:00buy870.100.776620.000000.00000
2602012.06.11 00:00modify870.100.776620.763620.78462
2612012.06.11 00:00close870.100.776320.763620.78462-3.001522.04
2622012.06.11 00:00sell880.100.776320.000000.00000
2632012.06.11 00:00modify880.100.776320.789320.76832
2642012.06.11 21:56t/p880.100.768320.789320.7683280.001602.04
2652012.06.12 00:00buy890.100.768830.000000.00000
2662012.06.12 00:00modify890.100.768830.755830.77683
2672012.06.12 00:00close890.100.768530.755830.77683-3.001599.04
2682012.06.12 00:00sell900.100.768530.000000.00000
2692012.06.12 00:00modify900.100.768530.781530.76053
2702012.06.13 03:00close900.100.776180.781530.76053-77.221521.82
2712012.06.13 03:00buy910.100.776180.000000.00000
2722012.06.13 03:00modify910.100.776180.763180.78418
2732012.06.14 00:00close910.100.776650.763180.784185.861527.67
2742012.06.14 00:00sell920.100.776650.000000.00000
2752012.06.14 00:00modify920.100.776650.789650.76865
2762012.06.15 18:38s/l920.100.789650.789650.76865-130.721396.95
2772012.06.17 21:00sell930.100.790940.000000.00000
2782012.06.17 21:00modify930.100.790940.803940.78294
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13932013.12.08 22:00sell4650.100.828640.000000.00000
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14032013.12.11 00:00modify4680.100.831090.818090.83909
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14112013.12.16 00:00sell4710.100.826020.000000.00000
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14232013.12.19 00:00sell4750.100.820590.000000.00000
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14312013.12.24 00:00close4770.100.819790.833950.8129510.883343.28
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14332013.12.24 00:00modify4780.100.819790.806790.82779
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14412014.01.02 00:00sell4810.100.820550.000000.00000
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14432014.01.03 00:00close4810.100.818780.833550.8125516.983410.99
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14512014.01.05 22:01modify4840.100.827240.840240.81924
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14532014.01.06 00:00buy4850.100.826750.000000.00000
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14612014.01.09 00:00close4870.100.826030.815130.83613-19.843497.99
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14712014.01.13 00:00buy4910.100.830500.000000.00000
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14732014.01.13 14:09t/p4910.100.838500.817500.8385080.003623.45
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14832014.01.19 22:00buy4950.100.825390.000000.00000
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14912014.01.20 22:27t/p4970.100.833580.812580.8335880.003825.83
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15032014.01.24 00:00close5010.100.828710.843380.8223815.983828.75
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15232014.02.06 00:00modify5080.100.822800.809800.83080
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15312014.02.10 00:00sell5110.100.827940.000000.00000
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15332014.02.11 00:00close5110.100.827040.840940.819948.283806.35
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15412014.02.14 00:00modify5140.100.834680.821680.84268
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15432014.02.16 22:00sell5150.100.836630.000000.00000
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15512014.02.19 00:00close5170.100.829850.849300.8283063.783854.90
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15532014.02.19 00:00modify5180.100.829850.816850.83785
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15612014.02.27 00:00sell5210.100.830790.000000.00000
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15632014.02.28 00:00close5210.100.836750.843790.82279-60.323805.72
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15712014.03.03 00:00modify5240.100.836290.823290.84429
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15732014.03.04 00:00sell5250.100.836150.000000.00000
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15812014.03.09 21:00close5270.100.845430.854140.83314-43.623727.50
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15912014.03.12 00:00sell5310.100.845570.000000.00000
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15932014.03.13 12:52s/l5310.100.858570.858570.83757-132.163597.79
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16032014.03.17 00:00sell5350.100.853490.000000.00000
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16312014.03.26 00:00modify5440.100.857370.844370.86537
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16332014.03.27 00:00sell5450.100.860130.000000.00000
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16412014.04.01 00:00close5470.100.867470.880050.85905-4.923675.57
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16512014.04.07 00:00sell5510.100.861090.000000.00000
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16532014.04.08 00:00close5510.100.861070.874090.85309-0.523687.44
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16612014.04.11 00:00modify5540.100.867080.854080.87508
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19532014.09.22 00:00close6510.100.814370.806260.82726-46.983831.82
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20012014.10.10 00:00close6670.100.786300.803380.7823840.083798.94
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21512014.12.17 19:43t/p7170.100.770840.791840.7708480.004600.28
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22232015.01.20 19:22s/l7410.100.766430.766430.78743-129.624930.31
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22302015.01.28 00:00sell7440.100.745100.000000.00000
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22412015.02.04 00:00close7470.100.733380.720680.74168-3.004880.97
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22532015.02.10 00:00close7510.100.739650.723120.7441236.074977.27
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