Strategy Tester Report
FxMath_DailyTrader_GBPUSD
HFMarkets-Demo Server (Build 735)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
PeriodDaily (D1) 2012.01.01 22:00 - 2014.10.24 20:59 (2012.01.01 - 2015.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test882Ticks modelled28864127Modelling quality99.00%
Mismatched charts errors0
Initial deposit1000.00SpreadCurrent (23)
Total net profit1409.87Gross profit3170.14Gross loss-1760.26
Profit factor1.80Expected payoff3.47
Absolute drawdown77.06Maximal drawdown130.02 (12.35%)Relative drawdown12.35% (130.02)
Total trades406Short positions (won %)203 (63.05%)Long positions (won %)203 (63.55%)
Profit trades (% of total)257 (63.30%)Loss trades (% of total)149 (36.70%)
Largestprofit trade73.87loss trade-52.62
Averageprofit trade12.34loss trade-11.81
Maximumconsecutive wins (profit in money)12 (137.72)consecutive losses (loss in money)5 (-18.31)
Maximalconsecutive profit (count of wins)146.43 (9)consecutive loss (count of losses)-78.33 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.02.03 00:00sell10.021.580190.000000.00000
22012.02.05 22:00close10.021.581250.000000.00000-2.12997.88
32012.02.05 22:00buy20.021.581250.000000.00000
42012.02.08 00:00close20.021.589030.000000.0000015.441013.32
52012.02.08 00:00sell30.021.589030.000000.00000
62012.02.10 00:00close30.021.581350.000000.0000014.951028.27
72012.02.10 00:00buy40.021.581350.000000.00000
82012.02.17 00:00close40.021.580450.000000.00000-2.071026.20
92012.02.17 00:00sell50.021.580450.000000.00000
102012.02.20 00:00close50.021.586750.000000.00000-12.701013.50
112012.02.20 00:00buy60.021.586750.000000.00000
122012.02.21 00:00close60.021.582800.000000.00000-7.941005.56
132012.02.21 00:00sell70.021.582800.000000.00000
142012.02.22 00:00close70.021.579230.000000.000007.041012.60
152012.02.22 00:00buy80.021.579230.000000.00000
162012.02.23 00:00close80.021.566900.000000.00000-24.78987.82
172012.02.23 00:00sell90.021.566900.000000.00000
182012.02.24 00:00close90.021.574530.000000.00000-15.36972.46
192012.02.24 00:00buy100.021.574530.000000.00000
202012.02.26 22:00close100.021.588290.000000.0000027.52999.98
212012.02.26 22:00sell110.021.588290.000000.00000
222012.02.28 00:00close110.021.583200.000000.000009.981009.95
232012.02.28 00:00buy120.021.583200.000000.00000
242012.02.29 00:00close120.021.592130.000000.0000017.821027.77
252012.02.29 00:00sell130.021.592130.000000.00000
262012.03.04 22:00close130.021.583720.000000.0000016.411044.18
272012.03.04 22:00buy140.021.583720.000000.00000
282012.03.07 00:00close140.021.571900.000000.00000-23.761020.43
292012.03.07 00:00sell150.021.571900.000000.00000
302012.03.09 00:00close150.021.582310.000000.00000-21.23999.20
312012.03.09 00:00buy160.021.582310.000000.00000
322012.03.11 21:00close160.021.566260.000000.00000-32.10967.10
332012.03.11 21:00sell170.021.566260.000000.00000
342012.03.12 00:00close170.021.566830.000000.00000-1.24965.85
352012.03.12 00:00buy180.021.566830.000000.00000
362012.03.14 00:00close180.021.570320.000000.000006.90972.76
372012.03.14 00:00sell190.021.570320.000000.00000
382012.03.16 00:00close190.021.570420.000000.00000-0.61972.15
392012.03.16 00:00buy200.021.570420.000000.00000
402012.03.18 21:00close200.021.583400.000000.0000025.96998.11
412012.03.18 21:00sell210.021.583400.000000.00000
422012.03.19 00:00close210.021.583670.000000.00000-0.64997.46
432012.03.19 00:00buy220.021.583670.000000.00000
442012.03.23 00:00close220.021.582250.000000.00000-3.07994.39
452012.03.23 00:00sell230.021.582250.000000.00000
462012.03.25 21:00close230.021.587570.000000.00000-10.64983.75
472012.03.25 21:00buy240.021.587570.000000.00000
482012.03.26 00:00close240.021.587760.000000.000000.34984.09
492012.03.26 00:00sell250.021.587760.000000.00000
502012.03.29 00:00close250.021.589260.000000.00000-3.51980.58
512012.03.29 00:00buy260.021.589260.000000.00000
522012.03.30 00:00close260.021.595630.000000.0000012.70993.28
532012.03.30 00:00sell270.021.595630.000000.00000
542012.04.04 00:00close270.021.590510.000000.000009.931003.21
552012.04.04 00:00buy280.021.590510.000000.00000
562012.04.05 00:00close280.021.590170.000000.00000-0.801002.42
572012.04.05 00:00sell290.021.590170.000000.00000
582012.04.10 00:00close290.021.590770.000000.00000-1.511000.91
592012.04.10 00:00buy300.021.590770.000000.00000
602012.04.11 00:00close300.021.585220.000000.00000-11.14989.77
612012.04.11 00:00sell310.021.585220.000000.00000
622012.04.12 00:00close310.021.592530.000000.00000-14.93974.84
632012.04.12 00:00buy320.021.592530.000000.00000
642012.04.13 00:00close320.021.595700.000000.000006.30981.14
652012.04.13 00:00sell330.021.595700.000000.00000
662012.04.15 21:00close330.021.584840.000000.0000021.721002.86
672012.04.15 21:00buy340.021.584840.000000.00000
682012.04.17 00:00close340.021.589450.000000.000009.141012.01
692012.04.17 00:00sell350.021.589450.000000.00000
702012.04.18 00:00close350.021.594140.000000.00000-9.481002.52
712012.04.18 00:00buy360.021.594140.000000.00000
722012.04.19 00:00close360.021.601870.000000.0000015.341017.87
732012.04.19 00:00sell370.021.601870.000000.00000
742012.04.24 00:00close370.021.611870.000000.00000-20.31997.56
752012.04.24 00:00buy380.021.611870.000000.00000
762012.04.25 00:00close380.021.614260.000000.000004.741002.30
772012.04.25 00:00sell390.021.614260.000000.00000
782012.05.01 00:00close390.021.623220.000000.00000-18.53983.77
792012.05.01 00:00buy400.021.623220.000000.00000
802012.05.08 00:00close400.021.618840.000000.00000-9.03974.73
812012.05.08 00:00sell410.021.618840.000000.00000
822012.05.09 00:00close410.021.614680.000000.000008.22982.95
832012.05.09 00:00buy420.021.614680.000000.00000
842012.05.11 00:00close420.021.613210.000000.00000-3.10979.85
852012.05.11 00:00sell430.021.613210.000000.00000
862012.05.13 21:00close430.021.606550.000000.0000013.32993.17
872012.05.13 21:00buy440.021.606550.000000.00000
882012.05.15 00:00close440.021.609760.000000.000006.34999.52
892012.05.15 00:00sell450.021.609760.000000.00000
902012.05.16 00:00close450.021.598590.000000.0000022.241021.75
912012.05.16 00:00buy460.021.598590.000000.00000
922012.05.22 00:00close460.021.582800.000000.00000-31.81989.94
932012.05.22 00:00sell470.021.582800.000000.00000
942012.05.23 00:00close470.021.575830.000000.0000013.841003.78
952012.05.23 00:00buy480.021.575830.000000.00000
962012.05.28 00:00close480.021.567820.000000.00000-16.22987.56
972012.05.28 00:00sell490.021.567820.000000.00000
982012.05.30 00:00close490.021.563360.000000.000008.72996.28
992012.05.30 00:00buy500.021.563360.000000.00000
1002012.06.05 00:00close500.021.539490.000000.00000-47.97948.30
1012012.06.05 00:00sell510.021.539490.000000.00000
1022012.06.06 00:00close510.021.538440.000000.000002.00950.30
1032012.06.06 00:00buy520.021.538440.000000.00000
1042012.06.07 00:00close520.021.547990.000000.0000018.98969.28
1052012.06.07 00:00sell530.021.547990.000000.00000
1062012.06.10 21:00close530.021.550840.000000.00000-5.80963.48
1072012.06.10 21:00buy540.021.550840.000000.00000
1082012.06.11 00:00close540.021.553500.000000.000005.28968.76
1092012.06.11 00:00sell550.021.553500.000000.00000
1102012.06.12 00:00close550.021.548450.000000.0000010.00978.76
1112012.06.12 00:00buy560.021.548450.000000.00000
1122012.06.13 00:00close560.021.556600.000000.0000016.26995.02
1132012.06.13 00:00sell570.021.556600.000000.00000
1142012.06.15 00:00close570.021.555340.000000.000002.11997.13
1152012.06.15 00:00buy580.021.555340.000000.00000
1162012.06.17 21:00close580.021.570330.000000.0000029.981027.11
1172012.06.17 21:00sell590.021.570330.000000.00000
1182012.06.19 00:00close590.021.568670.000000.000003.121030.23
1192012.06.19 00:00buy600.021.568670.000000.00000
1202012.06.21 00:00close600.021.570500.000000.000003.501033.73
1212012.06.21 00:00sell610.021.570500.000000.00000
1222012.06.22 00:00close610.021.559920.000000.0000021.061054.79
1232012.06.22 00:00buy620.021.559920.000000.00000
1242012.06.27 00:00close620.021.563270.000000.000006.581061.37
1252012.06.27 00:00sell630.021.563270.000000.00000
1262012.06.28 00:00close630.021.557080.000000.0000012.071073.44
1272012.06.28 00:00buy640.021.557080.000000.00000
1282012.07.01 21:00close640.021.569520.000000.0000024.841098.29
1292012.07.01 21:00sell650.021.569520.000000.00000
1302012.07.02 00:00close650.021.568010.000000.000002.921101.20
1312012.07.02 00:00buy660.021.568010.000000.00000
1322012.07.05 00:00close660.021.558170.000000.00000-19.881081.33
1332012.07.05 00:00sell670.021.558170.000000.00000
1342012.07.10 00:00close670.021.552920.000000.0000010.191091.52
1352012.07.10 00:00buy680.021.552920.000000.00000
1362012.07.11 00:00close680.021.551490.000000.00000-2.901088.62
1372012.07.11 00:00sell690.021.551490.000000.00000
1382012.07.13 00:00close690.021.542510.000000.0000017.551106.17
1392012.07.13 00:00buy700.021.542510.000000.00000
1402012.07.15 21:00close700.021.557600.000000.0000030.181136.35
1412012.07.15 21:00sell710.021.557600.000000.00000
1422012.07.18 00:00close710.021.566520.000000.00000-18.151118.21
1432012.07.18 00:00buy720.021.566520.000000.00000
1442012.07.20 00:00close720.021.571530.000000.000009.861128.07
1452012.07.20 00:00sell730.021.571530.000000.00000
1462012.07.22 21:00close730.021.562580.000000.0000017.901145.97
1472012.07.22 21:00buy740.021.562580.000000.00000
1482012.07.23 00:00close740.021.560820.000000.00000-3.561142.41
1492012.07.23 00:00sell750.021.560820.000000.00000
1502012.07.27 00:00close750.021.568400.000000.00000-15.771126.64
1512012.07.27 00:00buy760.021.568400.000000.00000
1522012.08.01 00:00close760.021.566620.000000.00000-3.681122.96
1532012.08.01 00:00sell770.021.566620.000000.00000
1542012.08.02 00:00close770.021.554420.000000.0000024.091147.05
1552012.08.02 00:00buy780.021.554420.000000.00000
1562012.08.05 21:00close780.021.561480.000000.0000014.081161.13
1572012.08.05 21:00sell790.021.561480.000000.00000
1582012.08.07 00:00close790.021.558900.000000.000004.961166.09
1592012.08.07 00:00buy800.021.558900.000000.00000
1602012.08.08 00:00close800.021.561070.000000.000004.301170.39
1612012.08.08 00:00sell810.021.561070.000000.00000
1622012.08.12 21:00close810.021.567370.000000.00000-13.011157.38
1632012.08.12 21:00buy820.021.567370.000000.00000
1642012.08.17 00:00close820.021.573390.000000.0000011.771169.15
1652012.08.17 00:00sell830.021.573390.000000.00000
1662012.08.20 00:00close830.021.568930.000000.000008.821177.96
1672012.08.20 00:00buy840.021.568930.000000.00000
1682012.08.21 00:00close840.021.570890.000000.000003.881181.85
1692012.08.21 00:00sell850.021.570890.000000.00000
1702012.08.22 00:00close850.021.577820.000000.00000-13.961167.88
1712012.08.22 00:00buy860.021.577820.000000.00000
1722012.08.26 21:00close860.021.581930.000000.000008.061175.95
1732012.08.26 21:00sell870.021.581930.000000.00000
1742012.08.28 00:00close870.021.579210.000000.000005.241181.18
1752012.08.28 00:00buy880.021.579210.000000.00000
1762012.08.29 00:00close880.021.582440.000000.000006.421187.60
1772012.08.29 00:00sell890.021.582440.000000.00000
1782012.08.31 00:00close890.021.578890.000000.000006.691194.29
1792012.08.31 00:00buy900.021.578890.000000.00000
1802012.09.02 21:00close900.021.587710.000000.0000017.641211.93
1812012.09.02 21:00sell910.021.587710.000000.00000
1822012.09.06 00:00close910.021.590460.000000.00000-6.111205.82
1832012.09.06 00:00buy920.021.590460.000000.00000
1842012.09.11 00:00close920.021.599060.000000.0000017.081222.90
1852012.09.11 00:00sell930.021.599060.000000.00000
1862012.09.12 00:00close930.021.607360.000000.00000-16.701206.20
1872012.09.12 00:00buy940.021.607360.000000.00000
1882012.09.20 00:00close940.021.623120.000000.0000031.131237.33
1892012.09.20 00:00sell950.021.623120.000000.00000
1902012.09.24 00:00close950.021.623210.000000.00000-0.381236.94
1912012.09.24 00:00buy960.021.623210.000000.00000
1922012.09.28 00:00close960.021.623000.000000.00000-0.651236.29
1932012.09.28 00:00sell970.021.623000.000000.00000
1942012.09.30 21:00close970.021.614810.000000.0000016.381252.67
1952012.09.30 21:00buy980.021.614810.000000.00000
1962012.10.03 00:00close980.021.612830.000000.00000-4.081248.59
1972012.10.03 00:00sell990.021.612830.000000.00000
1982012.10.04 00:00close990.021.610200.000000.000004.951253.55
1992012.10.04 00:00buy1000.021.610200.000000.00000
2002012.10.05 00:00close1000.021.618290.000000.0000016.141269.69
2012012.10.05 00:00sell1010.021.618290.000000.00000
2022012.10.07 21:00close1010.021.613470.000000.000009.641279.33
2032012.10.07 21:00buy1020.021.613470.000000.00000
2042012.10.08 00:00close1020.021.613530.000000.000000.081279.41
2052012.10.08 00:00sell1030.021.613530.000000.00000
2062012.10.09 00:00close1030.021.603280.000000.0000020.401299.81
2072012.10.09 00:00buy1040.021.603280.000000.00000
2082012.10.10 00:00close1040.021.599330.000000.00000-7.941291.87
2092012.10.10 00:00sell1050.021.599330.000000.00000
2102012.10.12 00:00close1050.021.604620.000000.00000-10.991280.88
2112012.10.12 00:00buy1060.021.604620.000000.00000
2122012.10.14 21:00close1060.021.607090.000000.000004.941285.82
2132012.10.14 21:00sell1070.021.607090.000000.00000
2142012.10.16 00:00close1070.021.608120.000000.00000-2.261283.55
2152012.10.16 00:00buy1080.021.608120.000000.00000
2162012.10.17 00:00close1080.021.612590.000000.000008.901292.45
2172012.10.17 00:00sell1090.021.612590.000000.00000
2182012.10.19 00:00close1090.021.605680.000000.0000013.411305.86
2192012.10.19 00:00buy1100.021.605680.000000.00000
2202012.10.21 21:00close1100.021.599980.000000.00000-11.401294.46
2212012.10.21 21:00sell1110.021.599980.000000.00000
2222012.10.23 00:00close1110.021.602220.000000.00000-4.681289.78
2232012.10.23 00:00buy1120.021.602220.000000.00000
2242012.10.24 00:00close1120.021.594730.000000.00000-15.021274.76
2252012.10.24 00:00sell1130.021.594730.000000.00000
2262012.10.25 00:00close1130.021.603140.000000.00000-17.131257.63
2272012.10.25 00:00buy1140.021.603140.000000.00000
2282012.10.26 00:00close1140.021.611630.000000.0000016.941274.57
2292012.10.26 00:00sell1150.021.611630.000000.00000
2302012.10.29 00:00close1150.021.608800.000000.000005.561280.13
2312012.10.29 00:00buy1160.021.608800.000000.00000
2322012.10.30 00:00close1160.021.602850.000000.00000-11.941268.19
2332012.10.30 00:00sell1170.021.602850.000000.00000
2342012.10.31 00:00close1170.021.607470.000000.00000-9.341258.85
2352012.10.31 00:00buy1180.021.607470.000000.00000
2362012.11.01 00:00close1180.021.613110.000000.0000011.161270.01
2372012.11.01 00:00sell1190.021.613110.000000.00000
2382012.11.04 22:00close1190.021.601220.000000.0000023.681293.69
2392012.11.04 22:00buy1200.021.601220.000000.00000
2402012.11.08 00:00close1200.021.597550.000000.00000-7.571286.12
2412012.11.08 00:00sell1210.021.597550.000000.00000
2422012.11.09 00:00close1210.021.597720.000000.00000-0.441285.67
2432012.11.09 00:00buy1220.021.597720.000000.00000
2442012.11.18 22:00close1220.021.588610.000000.00000-18.491267.18
2452012.11.18 22:00sell1230.021.588610.000000.00000
2462012.11.28 00:00close1230.021.602120.000000.00000-28.041239.14
2472012.11.28 00:00buy1240.021.602120.000000.00000
2482012.11.30 00:00close1240.021.603680.000000.000002.961242.10
2492012.11.30 00:00sell1250.021.603680.000000.00000
2502012.12.02 22:00close1250.021.601950.000000.000003.461245.56
2512012.12.02 22:00buy1260.021.601950.000000.00000
2522012.12.04 00:00close1260.021.609620.000000.0000015.261260.82
2532012.12.04 00:00sell1270.021.609620.000000.00000
2542012.12.07 00:00close1270.021.604970.000000.000008.791269.61
2552012.12.07 00:00buy1280.021.604970.000000.00000
2562012.12.09 22:00close1280.021.603670.000000.00000-2.601267.01
2572012.12.09 22:00sell1290.021.603670.000000.00000
2582012.12.11 00:00close1290.021.607320.000000.00000-7.501259.51
2592012.12.11 00:00buy1300.021.607320.000000.00000
2602012.12.12 00:00close1300.021.611700.000000.000008.721268.23
2612012.12.12 00:00sell1310.021.611700.000000.00000
2622012.12.14 00:00close1310.021.611470.000000.000000.051268.28
2632012.12.14 00:00buy1320.021.611470.000000.00000
2642012.12.16 22:00close1320.021.616710.000000.0000010.481278.76
2652012.12.16 22:00sell1330.021.616710.000000.00000
2662012.12.23 22:00close1330.021.615430.000000.000001.841280.60
2672012.12.23 22:00buy1340.021.615430.000000.00000
2682012.12.30 22:00close1340.021.617330.000000.000003.531284.13
2692012.12.30 22:00sell1350.021.617330.000000.00000
2702013.01.04 00:00close1350.021.607780.000000.0000018.381302.51
2712013.01.04 00:00buy1360.021.607780.000000.00000
2722013.01.08 00:00close1360.021.612060.000000.000008.481310.99
2732013.01.08 00:00sell1370.021.612060.000000.00000
2742013.01.09 00:00close1370.021.606080.000000.0000011.861322.85
2752013.01.09 00:00buy1380.021.606080.000000.00000
2762013.01.11 00:00close1380.021.616340.000000.0000020.361343.22
2772013.01.11 00:00sell1390.021.616340.000000.00000
2782013.01.13 22:00close1390.021.613250.000000.000006.181349.40
2792013.01.13 22:00buy1400.021.613250.000000.00000
2802013.01.15 00:00close1400.021.607540.000000.00000-11.501337.90
2812013.01.15 00:00sell1410.021.607540.000000.00000
2822013.01.27 22:00close1410.021.576280.000000.0000061.291399.19
2832013.01.27 22:00buy1420.021.576280.000000.00000
2842013.01.28 00:00close1420.021.577340.000000.000002.081401.27
2852013.01.28 00:00sell1430.021.577340.000000.00000
2862013.01.30 00:00close1430.021.574630.000000.000005.221406.48
2872013.01.30 00:00buy1440.021.574630.000000.00000
2882013.01.31 00:00close1440.021.579570.000000.000009.761416.25
2892013.01.31 00:00sell1450.021.579570.000000.00000
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