Strategy Tester Report
FxMath_DailyTrader_1_USDCHF
HFMarkets-Demo Server (Build 765)

SymbolUSDCHF (US Dollar vs Swiss Franc)
PeriodDaily (D1) 2012.01.01 22:00 - 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 modelled53106697Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00SpreadCurrent (30)
Total net profit2463.54Gross profit15371.88Gross loss-12908.34
Profit factor1.19Expected payoff4.04
Absolute drawdown716.17Maximal drawdown1151.35 (80.22%)Relative drawdown80.22% (1151.35)
Total trades610Short positions (won %)298 (50.00%)Long positions (won %)312 (51.28%)
Profit trades (% of total)309 (50.66%)Loss trades (% of total)301 (49.34%)
Largestprofit trade180.45loss trade-138.58
Averageprofit trade49.75loss trade-42.88
Maximumconsecutive wins (profit in money)9 (409.77)consecutive losses (loss in money)9 (-519.82)
Maximalconsecutive profit (count of wins)409.77 (9)consecutive loss (count of losses)-519.82 (9)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.02.03 00:00buy10.100.917810.000000.00000
22012.02.03 00:00modify10.100.917810.905810.93331
32012.02.05 22:00close10.100.920110.905810.9333125.001025.00
42012.02.05 22:00sell20.100.920110.000000.00000
52012.02.05 22:00modify20.100.920110.932110.90461
62012.02.06 00:00close20.100.919500.932110.904616.341031.34
72012.02.06 00:00buy30.100.919500.000000.00000
82012.02.06 00:00modify30.100.919500.907500.93500
92012.02.07 00:00close30.100.919470.907500.93500-0.201031.14
102012.02.07 00:00sell40.100.919470.000000.00000
112012.02.07 00:00modify40.100.919470.931470.90397
122012.02.08 00:00close40.100.912610.931470.9039774.881106.02
132012.02.08 00:00buy50.100.912610.000000.00000
142012.02.08 00:00modify50.100.912610.900610.92811
152012.02.09 00:00close50.100.913350.900610.928118.501114.52
162012.02.09 00:00sell60.100.913350.000000.00000
172012.02.09 00:00modify60.100.913350.925350.89785
182012.02.10 00:00close60.100.912470.925350.897859.351123.86
192012.02.10 00:00buy70.100.912470.000000.00000
202012.02.10 00:00modify70.100.912470.900470.92797
212012.02.14 00:00close70.100.918590.900470.9279766.891190.75
222012.02.14 00:00sell80.100.918590.000000.00000
232012.02.14 00:00modify80.100.918590.930590.90309
242012.02.15 00:00close80.100.919980.930590.90309-15.401175.35
252012.02.15 00:00buy90.100.919980.000000.00000
262012.02.15 00:00modify90.100.919980.907980.93548
272012.02.16 00:00close90.100.924400.907980.9354848.211223.56
282012.02.16 00:00sell100.100.924400.000000.00000
292012.02.16 00:00modify100.100.924400.936400.90890
302012.02.19 22:00close100.100.917640.936400.9089073.381296.94
312012.02.19 22:00buy110.100.917640.000000.00000
322012.02.19 22:00modify110.100.917640.905640.93314
332012.02.21 00:00close110.100.913500.905640.93314-45.051251.89
342012.02.21 00:00sell120.100.913500.000000.00000
352012.02.21 00:00modify120.100.913500.925500.89800
362012.02.22 00:00close120.100.911900.925500.8980017.261269.14
372012.02.22 00:00buy130.100.911900.000000.00000
382012.02.22 00:00modify130.100.911900.899900.92740
392012.02.24 09:07s/l130.100.899900.899900.92740-132.811136.33
402012.02.26 22:00buy140.100.894930.000000.00000
412012.02.26 22:00modify140.100.894930.882930.91043
422012.03.01 00:00close140.100.904670.882930.91043108.471244.80
432012.03.01 00:00sell150.100.904670.000000.00000
442012.03.01 00:00modify150.100.904670.916670.88917
452012.03.02 00:00close150.100.905330.916670.88917-7.581237.21
462012.03.02 00:00buy160.100.905330.000000.00000
472012.03.02 00:00modify160.100.905330.893330.92083
482012.03.04 22:00close160.100.914250.893330.9208397.571334.78
492012.03.04 22:00sell170.100.914250.000000.00000
502012.03.04 22:00modify170.100.914250.926250.89875
512012.03.05 00:00close170.100.915050.926250.89875-9.031325.75
522012.03.05 00:00buy180.100.915050.000000.00000
532012.03.05 00:00modify180.100.915050.903050.93055
542012.03.06 00:00close180.100.911850.903050.93055-34.961290.79
552012.03.06 00:00sell190.100.911850.000000.00000
562012.03.06 00:00modify190.100.911850.923850.89635
572012.03.07 00:00close190.100.918940.923850.89635-77.441213.35
582012.03.07 00:00buy200.100.918940.000000.00000
592012.03.07 00:00modify200.100.918940.906940.93444
602012.03.08 00:00close200.100.917010.906940.93444-20.651192.70
612012.03.08 00:00sell210.100.917010.000000.00000
622012.03.08 00:00modify210.100.917010.929010.90151
632012.03.09 00:00close210.100.908660.929010.9015191.601284.30
642012.03.09 00:00buy220.100.908660.000000.00000
652012.03.09 00:00modify220.100.908660.896660.92416
662012.03.11 21:00close220.100.919740.896660.92416120.471404.77
672012.03.11 21:00sell230.100.919740.000000.00000
682012.03.11 21:00modify230.100.919740.931740.90424
692012.03.12 00:00close230.100.919370.931740.904243.731408.49
702012.03.12 00:00buy240.100.919370.000000.00000
712012.03.12 00:00modify240.100.919370.907370.93487
722012.03.13 00:00close240.100.915290.907370.93487-44.451364.05
732012.03.13 00:00sell250.100.915290.000000.00000
742012.03.13 00:00modify250.100.915290.927290.89979
752012.03.14 06:00s/l250.100.927290.927290.89979-129.701234.34
762012.03.15 00:00sell260.100.931590.000000.00000
772012.03.15 00:00modify260.100.931590.943590.91609
782012.03.16 00:00close260.100.923640.943590.9160985.781320.12
792012.03.16 00:00buy270.100.923640.000000.00000
802012.03.16 00:00modify270.100.923640.911640.93914
812012.03.18 21:00close270.100.915390.911640.93914-90.131229.99
822012.03.18 21:00sell280.100.915390.000000.00000
832012.03.18 21:00modify280.100.915390.927390.89989
842012.03.19 00:00close280.100.915970.927390.89989-6.621223.36
852012.03.19 00:00buy290.100.915970.000000.00000
862012.03.19 00:00modify290.100.915970.903970.93147
872012.03.20 00:00close290.100.911720.903970.93147-46.491176.88
882012.03.20 00:00sell300.100.911720.000000.00000
892012.03.20 00:00modify300.100.911720.923720.89622
902012.03.21 00:00close300.100.911380.923720.896223.441180.31
912012.03.21 00:00buy310.100.911380.000000.00000
922012.03.21 00:00modify310.100.911380.899380.92688
932012.03.25 21:00close310.100.907640.899380.92688-40.671139.64
942012.03.25 21:00sell320.100.907640.000000.00000
952012.03.25 21:00modify320.100.907640.919640.89214
962012.03.26 00:00close320.100.907540.919640.892140.811140.45
972012.03.26 00:00buy330.100.907540.000000.00000
982012.03.26 00:00modify330.100.907540.895540.92304
992012.04.01 21:00close330.100.900840.895540.92304-73.571066.88
1002012.04.01 21:00sell340.100.900840.000000.00000
1012012.04.01 21:00modify340.100.900840.912840.88534
1022012.04.02 00:00close340.100.901620.912840.88534-8.941057.93
1032012.04.02 00:00buy350.100.901620.000000.00000
1042012.04.02 00:00modify350.100.901620.889620.91712
1052012.04.04 00:00close350.100.910980.889620.91712103.021160.95
1062012.04.04 00:00sell360.100.910980.000000.00000
1072012.04.04 00:00modify360.100.910980.922980.89548
1082012.04.05 00:00close360.100.915820.922980.89548-53.731107.22
1092012.04.05 00:00buy370.100.915820.000000.00000
1102012.04.05 00:00modify370.100.915820.903820.93132
1112012.04.06 00:00close370.100.919990.903820.9313245.461152.68
1122012.04.06 00:00sell380.100.919990.000000.00000
1132012.04.06 00:00modify380.100.919990.931990.90449
1142012.04.08 21:00close380.100.916720.931990.9044935.671188.35
1152012.04.08 21:00buy390.100.916720.000000.00000
1162012.04.08 21:00modify390.100.916720.904720.93222
1172012.04.09 00:00close390.100.917930.904720.9322213.311201.67
1182012.04.09 00:00sell400.100.917930.000000.00000
1192012.04.09 00:00modify400.100.917930.929930.90243
1202012.04.10 00:00close400.100.917420.929930.902435.271206.93
1212012.04.10 00:00buy410.100.917420.000000.00000
1222012.04.10 00:00modify410.100.917420.905420.93292
1232012.04.11 00:00close410.100.918950.905420.9329216.781223.72
1242012.04.11 00:00sell420.100.918950.000000.00000
1252012.04.11 00:00modify420.100.918950.930950.90345
1262012.04.12 00:00close420.100.917490.930950.9034515.031238.74
1272012.04.12 00:00buy430.100.917490.000000.00000
1282012.04.12 00:00modify430.100.917490.905490.93299
1292012.04.15 21:00close430.100.920110.905490.9329928.601267.35
1302012.04.15 21:00sell440.100.920110.000000.00000
1312012.04.15 21:00modify440.100.920110.932110.90461
1322012.04.17 00:00close440.100.915940.932110.9046144.941312.29
1332012.04.17 00:00buy450.100.915940.000000.00000
1342012.04.17 00:00modify450.100.915940.903940.93144
1352012.04.22 21:00close450.100.911120.903940.93144-52.231260.06
1362012.04.22 21:00sell460.100.911120.000000.00000
1372012.04.22 21:00modify460.100.911120.923120.89562
1382012.04.23 00:00close460.100.909960.923120.8956212.461272.52
1392012.04.23 00:00buy470.100.909960.000000.00000
1402012.04.23 00:00modify470.100.909960.897960.92546
1412012.04.26 00:00close470.100.908140.897960.92546-19.371253.15
1422012.04.26 00:00sell480.100.908140.000000.00000
1432012.04.26 00:00modify480.100.908140.920140.89264
1442012.04.27 00:00close480.100.911180.920140.89264-33.651219.49
1452012.04.27 00:00buy490.100.911180.000000.00000
1462012.04.27 00:00modify490.100.911180.899180.92668
1472012.05.03 00:00close490.100.913760.899180.9266829.041248.53
1482012.05.03 00:00sell500.100.913760.000000.00000
1492012.05.03 00:00modify500.100.913760.925760.89826
1502012.05.04 00:00close500.100.913730.925760.898260.041248.57
1512012.05.04 00:00buy510.100.913730.000000.00000
1522012.05.04 00:00modify510.100.913730.901730.92923
1532012.05.06 21:00close510.100.922700.901730.9292397.211345.78
1542012.05.06 21:00sell520.100.922700.000000.00000
1552012.05.06 21:00modify520.100.922700.934700.90720
1562012.05.09 00:00close520.100.924670.934700.90720-22.181323.59
1572012.05.09 00:00buy530.100.924670.000000.00000
1582012.05.09 00:00modify530.100.924670.912670.94017
1592012.05.10 00:00close530.100.928500.912670.9401741.651365.25
1602012.05.10 00:00sell540.100.928500.000000.00000
1612012.05.10 00:00modify540.100.928500.940500.91300
1622012.05.15 13:11s/l540.100.940500.940500.91300-128.471236.77
1632012.05.16 00:00sell550.100.943060.000000.00000
1642012.05.16 00:00modify550.100.943060.955060.92756
1652012.05.18 00:00close550.100.946120.955060.92756-33.521203.25
1662012.05.18 00:00buy560.100.946120.000000.00000
1672012.05.18 00:00modify560.100.946120.934120.96162
1682012.05.20 21:00close560.100.940620.934120.96162-58.471144.78
1692012.05.20 21:00sell570.100.940620.000000.00000
1702012.05.20 21:00modify570.100.940620.952620.92512
1712012.05.21 00:00close570.100.940680.952620.92512-0.931143.85
1722012.05.21 00:00buy580.100.940680.000000.00000
1732012.05.21 00:00modify580.100.940680.928680.95618
1742012.05.22 00:00close580.100.937400.928680.95618-34.861108.99
1752012.05.22 00:00sell590.100.937400.000000.00000
1762012.05.22 00:00modify590.100.937400.949400.92190
1772012.05.22 23:50s/l590.100.949400.949400.92190-126.39982.60
1782012.05.23 00:00sell600.100.948540.000000.00000
1792012.05.23 00:00modify600.100.948540.960540.93304
1802012.05.25 02:35s/l600.100.960540.960540.93304-126.11856.50
1812012.05.27 21:00buy610.100.956170.000000.00000
1822012.05.27 21:00modify610.100.956170.944170.97167
1832012.05.27 21:00close610.100.955870.944170.97167-3.14853.36
1842012.05.27 21:00sell620.100.955870.000000.00000
1852012.05.27 21:00modify620.100.955870.967870.94037
1862012.05.28 00:00close620.100.956600.967870.94037-7.92845.43
1872012.05.28 00:00buy630.100.956600.000000.00000
1882012.05.28 00:00modify630.100.956600.944600.97210
1892012.05.29 00:00close630.100.959860.944600.9721034.09879.53
1902012.05.29 00:00sell640.100.959860.000000.00000
1912012.05.29 00:00modify640.100.959860.971860.94436
1922012.05.30 22:50s/l640.100.971860.971860.94436-123.76755.76
1932012.05.31 00:00sell650.100.970740.000000.00000
1942012.05.31 00:00modify650.100.970740.982740.95524
1952012.06.03 21:00close650.100.967300.982740.9552435.27791.03
1962012.06.03 21:00buy660.100.967300.000000.00000
1972012.06.03 21:00modify660.100.967300.955300.98280
1982012.06.04 00:00close660.100.968680.955300.9828014.38805.41
1992012.06.04 00:00sell670.100.968680.000000.00000
2002012.06.04 00:00modify670.100.968680.980680.95318
2012012.06.05 00:00close670.100.959170.980680.9531898.86904.27
2022012.06.05 00:00buy680.100.959170.000000.00000
2032012.06.05 00:00modify680.100.959170.947170.97467
2042012.06.11 00:00close680.100.949800.947170.97467-97.84806.42
2052012.06.11 00:00sell690.100.949800.000000.00000
2062012.06.11 00:00modify690.100.949800.961800.93430
2072012.06.11 15:30s/l690.100.961800.961800.93430-124.77681.65
2082012.06.12 00:00buy700.100.962870.000000.00000
2092012.06.12 00:00modify700.100.962870.950870.97837
2102012.06.13 00:00close700.100.960900.950870.97837-20.37661.29
2112012.06.13 00:00sell710.100.960900.000000.00000
2122012.06.13 00:00modify710.100.960900.972900.94540
2132012.06.14 00:00close710.100.955430.972900.9454056.37717.65
2142012.06.14 00:00buy720.100.955430.000000.00000
2152012.06.14 00:00modify720.100.955430.943430.97093
2162012.06.17 21:51s/l720.100.943430.943430.97093-127.07590.59
2172012.06.18 00:00buy730.100.945770.000000.00000
2182012.06.18 00:00modify730.100.945770.933770.96127
2192012.06.22 00:00close730.100.956990.933770.96127118.05708.64
2202012.06.22 00:00sell740.100.956990.000000.00000
2212012.06.22 00:00modify740.100.956990.968990.94149
2222012.06.24 21:00close740.100.957070.968990.94149-0.84707.80
2232012.06.24 21:00buy750.100.957070.000000.00000
2242012.06.24 21:00modify750.100.957070.945070.97257
2252012.06.25 00:00close750.100.957890.945070.972578.69716.49
2262012.06.25 00:00sell760.100.957890.000000.00000
2272012.06.25 00:00modify760.100.957890.969890.94239
2282012.07.01 21:00close760.100.947530.969890.94239107.57824.06
2292012.07.01 21:00buy770.100.947530.000000.00000
2302012.07.01 21:00modify770.100.947530.935530.96303
2312012.07.02 00:00close770.100.949620.935530.9630322.14846.21
2322012.07.02 00:00sell780.100.949620.000000.00000
2332012.07.02 00:00modify780.100.949620.961620.93412
2342012.07.03 00:00close780.100.955070.961620.93412-57.35788.85
2352012.07.03 00:00buy790.100.955070.000000.00000
2362012.07.03 00:00modify790.100.955070.943070.97057
2372012.07.05 00:00close790.100.959660.943070.9705748.37837.22
2382012.07.05 00:00sell800.100.959660.000000.00000
2392012.07.05 00:00modify800.100.959660.971660.94416
2402012.07.05 13:31s/l800.100.971660.971660.94416-123.50713.72
2412012.07.06 00:00sell810.100.969240.000000.00000
2422012.07.06 00:00modify810.100.969240.981240.95374
2432012.07.10 00:00close810.100.975280.981240.95374-62.52651.20
2442012.07.10 00:00buy820.100.975280.000000.00000
2452012.07.10 00:00modify820.100.975280.963280.99078
2462012.07.11 00:00close820.100.979880.963280.9907847.07698.28
2472012.07.11 00:00sell830.100.979880.000000.00000
2482012.07.11 00:00modify830.100.979880.991880.96438
2492012.07.15 21:00close830.100.979070.991880.964387.09705.37
2502012.07.15 21:00buy840.100.979070.000000.00000
2512012.07.15 21:00modify840.100.979070.967070.99457
2522012.07.16 00:00close840.100.980600.967070.9945715.73721.10
2532012.07.16 00:00sell850.100.980600.000000.00000
2542012.07.16 00:00modify850.100.980600.992600.96510
2552012.07.17 00:00close850.100.979370.992600.9651012.27733.37
2562012.07.17 00:00buy860.100.979370.000000.00000
2572012.07.17 00:00modify860.100.979370.967370.99487
2582012.07.18 00:00close860.100.976870.967370.99487-25.46707.91
2592012.07.18 00:00sell870.100.976870.000000.00000
2602012.07.18 00:00modify870.100.976870.988870.96137
2612012.07.19 00:00close870.100.978470.988870.96137-17.23690.68
2622012.07.19 00:00buy880.100.978470.000000.00000
2632012.07.19 00:00modify880.100.978470.966470.99397
2642012.07.22 21:00close880.100.990550.966470.99397122.08812.76
2652012.07.22 21:00sell890.100.990550.000000.00000
2662012.07.22 21:00modify890.100.990551.002550.97505
2672012.07.26 00:00close890.100.989561.002550.975058.23820.99
2682012.07.26 00:00buy900.100.989560.000000.00000
2692012.07.26 00:00modify900.100.989560.977561.00506
2702012.07.26 11:10s/l900.100.977560.977561.00506-122.77698.22
2712012.07.27 00:00buy910.100.978410.000000.00000
2722012.07.27 00:00modify910.100.978410.966410.99391
2732012.07.29 21:00close910.100.976340.966410.99391-21.20677.02
2742012.07.29 21:00sell920.100.976340.000000.00000
2752012.07.29 21:00modify920.100.976340.988340.96084
2762012.07.30 00:00close920.100.976460.988340.96084-1.52675.50
2772012.07.30 00:00buy930.100.976460.000000.00000
2782012.07.30 00:00modify930.100.976460.964460.99196
2792012.08.02 00:00close930.100.981420.964460.9919651.21726.71
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11222014.02.13 00:00close3740.100.900760.886690.9141923.382191.82
11232014.02.13 00:00sell3750.100.900760.000000.00000
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11312014.02.28 00:00close3770.100.888650.902730.8752323.122259.57
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11432014.03.07 00:00close3810.100.880510.899400.8719077.962332.82
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16682015.02.03 00:00close5560.100.927110.915410.94291-3.243084.65
16692015.02.03 00:00sell5570.100.927110.000000.00000
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16712015.02.04 00:00close5570.100.925170.939110.9116120.683105.32
16722015.02.04 00:00buy5580.100.925170.000000.00000
16732015.02.04 00:00modify5580.100.925170.913170.94067
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16752015.02.05 00:00sell5590.100.926090.000000.00000
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16772015.02.06 00:00close5590.100.922330.938090.9105940.483156.13
16782015.02.06 00:00buy5600.100.922330.000000.00000
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16802015.02.08 22:00close5600.100.925810.910330.9378337.593193.72
16812015.02.08 22:00sell5610.100.925810.000000.00000
16822015.02.08 22:00modify5610.100.925810.937810.91031
16832015.02.09 00:00close5610.100.926580.937810.91031-8.603185.12
16842015.02.09 00:00buy5620.100.926580.000000.00000
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16862015.02.10 00:00close5620.100.924760.914580.94208-19.553165.57
16872015.02.10 00:00sell5630.100.924760.000000.00000
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16892015.02.11 00:00close5630.100.926800.936760.90926-22.303143.27
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16912015.02.11 00:00modify5640.100.926800.914800.94230
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16932015.02.12 00:00sell5650.100.928560.000000.00000
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17032015.02.18 00:00modify5680.100.936410.924410.95191
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17232015.03.05 00:00sell5750.100.963480.000000.00000
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17432015.03.16 00:00close5810.101.006601.018660.991160.312944.05
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17832015.04.03 00:00sell5950.100.959990.000000.00000
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