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

SymbolUSDCAD (US Dollar vs Canadian 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 modelled19559327Modelling quality99.00%
Mismatched charts errors0
Initial deposit1000.00SpreadCurrent (18)
Total net profit663.61Gross profit1830.32Gross loss-1166.72
Profit factor1.57Expected payoff1.55
Absolute drawdown40.07Maximal drawdown118.43 (10.98%)Relative drawdown10.98% (118.43)
Total trades428Short positions (won %)214 (58.88%)Long positions (won %)214 (62.62%)
Profit trades (% of total)260 (60.75%)Loss trades (% of total)168 (39.25%)
Largestprofit trade43.66loss trade-30.65
Averageprofit trade7.04loss trade-6.94
Maximumconsecutive wins (profit in money)12 (74.85)consecutive losses (loss in money)6 (-55.98)
Maximalconsecutive profit (count of wins)79.16 (9)consecutive loss (count of losses)-55.98 (6)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.02.07 00:00sell10.020.996350.000000.00000
22012.02.08 00:00close10.020.995270.000000.000002.171002.17
32012.02.08 00:00buy20.020.995270.000000.00000
42012.02.09 00:00close20.020.996460.000000.000002.071004.24
52012.02.09 00:00sell30.020.996460.000000.00000
62012.02.10 00:00close30.020.995540.000000.000001.851006.09
72012.02.10 00:00buy40.020.995540.000000.00000
82012.02.12 22:00close40.021.000930.000000.0000010.771016.86
92012.02.12 22:00sell50.021.000930.000000.00000
102012.02.14 00:00close50.021.001230.000000.00000-0.601016.26
112012.02.14 00:00buy60.021.001230.000000.00000
122012.02.17 00:00close60.020.996900.000000.00000-9.231007.03
132012.02.17 00:00sell70.020.996900.000000.00000
142012.02.19 22:00close70.020.993080.000000.000007.691014.72
152012.02.19 22:00buy80.020.993080.000000.00000
162012.02.21 00:00close80.020.994660.000000.000002.961017.68
172012.02.21 00:00sell90.020.994660.000000.00000
182012.02.24 00:00close90.020.997440.000000.00000-5.571012.11
192012.02.24 00:00buy100.020.997440.000000.00000
202012.02.27 00:00close100.020.999650.000000.000004.311016.42
212012.02.27 00:00sell110.020.999650.000000.00000
222012.02.28 00:00close110.020.998320.000000.000002.661019.08
232012.02.28 00:00buy120.020.998320.000000.00000
242012.02.29 00:00close120.020.993910.000000.00000-8.981010.11
252012.02.29 00:00sell130.020.993910.000000.00000
262012.03.06 00:00close130.020.994080.000000.00000-0.341009.77
272012.03.06 00:00buy140.020.994080.000000.00000
282012.03.07 00:00close140.021.001280.000000.0000014.271024.04
292012.03.07 00:00sell150.021.001280.000000.00000
302012.03.09 00:00close150.020.990660.000000.0000021.441045.48
312012.03.09 00:00buy160.020.990660.000000.00000
322012.03.13 00:00close160.020.991470.000000.000001.411046.89
332012.03.13 00:00sell170.020.991470.000000.00000
342012.03.14 00:00close170.020.988630.000000.000005.751052.64
352012.03.14 00:00buy180.020.988630.000000.00000
362012.03.15 00:00close180.020.993920.000000.0000010.321062.96
372012.03.15 00:00sell190.020.993920.000000.00000
382012.03.18 21:00close190.020.991240.000000.000005.411068.37
392012.03.18 21:00buy200.020.991240.000000.00000
402012.03.20 00:00close200.020.987650.000000.00000-7.491060.88
412012.03.20 00:00sell210.020.987650.000000.00000
422012.03.21 00:00close210.020.991260.000000.00000-7.281053.60
432012.03.21 00:00buy220.020.991260.000000.00000
442012.03.23 00:00close220.020.998740.000000.0000014.551068.15
452012.03.23 00:00sell230.020.998740.000000.00000
462012.03.26 00:00close230.020.996760.000000.000003.971072.12
472012.03.26 00:00buy240.020.996760.000000.00000
482012.03.27 00:00close240.020.991390.000000.00000-10.941061.19
492012.03.27 00:00sell250.020.991390.000000.00000
502012.03.28 00:00close250.020.995770.000000.00000-8.801052.39
512012.03.28 00:00buy260.020.995770.000000.00000
522012.03.29 00:00close260.020.997770.000000.000003.691056.07
532012.03.29 00:00sell270.020.997770.000000.00000
542012.04.01 21:00close270.020.995760.000000.000004.041060.11
552012.04.01 21:00buy280.020.995760.000000.00000
562012.04.03 00:00close280.020.990110.000000.00000-11.631048.49
572012.04.03 00:00sell290.020.990110.000000.00000
582012.04.05 00:00close290.020.996540.000000.00000-12.901035.59
592012.04.05 00:00buy300.020.996540.000000.00000
602012.04.06 00:00close300.020.993110.000000.00000-7.021028.57
612012.04.06 00:00sell310.020.993110.000000.00000
622012.04.08 21:00close310.020.997130.000000.00000-8.061020.51
632012.04.08 21:00buy320.020.997130.000000.00000
642012.04.10 00:00close320.020.996630.000000.00000-1.221019.29
652012.04.10 00:00sell330.020.996630.000000.00000
662012.04.13 00:00close330.020.994850.000000.000003.581022.87
672012.04.13 00:00buy340.020.994850.000000.00000
682012.04.15 21:00close340.020.998990.000000.000008.291031.16
692012.04.15 21:00sell350.020.998990.000000.00000
702012.04.16 00:00close350.020.999320.000000.00000-0.661030.50
712012.04.16 00:00buy360.020.999320.000000.00000
722012.04.17 00:00close360.020.999810.000000.000000.871031.37
732012.04.17 00:00sell370.020.999810.000000.00000
742012.04.18 00:00close370.020.989180.000000.0000021.491052.86
752012.04.18 00:00buy380.020.989180.000000.00000
762012.04.20 00:00close380.020.994490.000000.0000010.251063.11
772012.04.20 00:00sell390.020.994490.000000.00000
782012.04.22 21:00close390.020.992340.000000.000004.331067.44
792012.04.22 21:00buy400.020.992340.000000.00000
802012.04.23 00:00close400.020.993060.000000.000001.341068.79
812012.04.23 00:00sell410.020.993060.000000.00000
822012.04.24 00:00close410.020.991340.000000.000003.471072.26
832012.04.24 00:00buy420.020.991340.000000.00000
842012.04.26 00:00close420.020.982580.000000.00000-18.261053.99
852012.04.26 00:00sell430.020.982580.000000.00000
862012.04.27 00:00close430.020.985970.000000.00000-6.881047.11
872012.04.27 00:00buy440.020.985970.000000.00000
882012.04.29 21:00close440.020.980760.000000.00000-10.621036.49
892012.04.29 21:00sell450.020.980760.000000.00000
902012.05.01 00:00close450.020.987900.000000.00000-14.451022.04
912012.05.01 00:00buy460.020.987900.000000.00000
922012.05.03 00:00close460.020.986690.000000.00000-2.881019.16
932012.05.03 00:00sell470.020.986690.000000.00000
942012.05.04 00:00close470.020.988120.000000.00000-2.891016.27
952012.05.04 00:00buy480.020.988120.000000.00000
962012.05.06 21:00close480.020.995690.000000.0000015.211031.48
972012.05.06 21:00sell490.020.995690.000000.00000
982012.05.07 00:00close490.020.998360.000000.00000-5.351026.13
992012.05.07 00:00buy500.020.998360.000000.00000
1002012.05.08 00:00close500.020.992540.000000.00000-11.841014.30
1012012.05.08 00:00sell510.020.992540.000000.00000
1022012.05.09 00:00close510.020.999830.000000.00000-14.58999.72
1032012.05.09 00:00buy520.020.999830.000000.00000
1042012.05.15 00:00close520.021.002250.000000.000004.181003.90
1052012.05.15 00:00sell530.021.002250.000000.00000
1062012.05.22 00:00close530.021.017850.000000.00000-30.65973.25
1072012.05.22 00:00buy540.021.017850.000000.00000
1082012.05.24 00:00close540.021.026090.000000.0000015.63988.88
1092012.05.24 00:00sell550.021.026090.000000.00000
1102012.05.25 00:00close550.021.026710.000000.00000-1.21987.67
1112012.05.25 00:00buy560.021.026710.000000.00000
1122012.05.27 21:00close560.021.026230.000000.00000-0.94986.73
1132012.05.27 21:00sell570.021.026230.000000.00000
1142012.05.28 00:00close570.021.026120.000000.000000.21986.94
1152012.05.28 00:00buy580.021.026120.000000.00000
1162012.05.30 00:00close580.021.023750.000000.00000-4.85982.09
1172012.05.30 00:00sell590.021.023750.000000.00000
1182012.05.31 00:00close590.021.030350.000000.00000-12.81969.28
1192012.05.31 00:00buy600.021.030350.000000.00000
1202012.06.06 00:00close600.021.036790.000000.0000011.99981.27
1212012.06.06 00:00sell610.021.036790.000000.00000
1222012.06.07 00:00close610.021.028560.000000.0000016.00997.27
1232012.06.07 00:00buy620.021.028560.000000.00000
1242012.06.08 00:00close620.021.027270.000000.00000-2.62994.65
1252012.06.08 00:00sell630.021.027270.000000.00000
1262012.06.10 21:00close630.021.021970.000000.0000010.371005.02
1272012.06.10 21:00buy640.021.021970.000000.00000
1282012.06.12 00:00close640.021.030860.000000.0000017.031022.06
1292012.06.12 00:00sell650.021.030860.000000.00000
1302012.06.13 00:00close650.021.026780.000000.000007.951030.01
1312012.06.13 00:00buy660.021.026780.000000.00000
1322012.06.14 00:00close660.021.028520.000000.000003.061033.06
1332012.06.14 00:00sell670.021.028520.000000.00000
1342012.06.15 00:00close670.021.023510.000000.000009.791042.85
1352012.06.15 00:00buy680.021.023510.000000.00000
1362012.06.19 00:00close680.021.022240.000000.00000-2.701040.16
1372012.06.19 00:00sell690.021.022240.000000.00000
1382012.06.20 00:00close690.021.018250.000000.000007.841048.00
1392012.06.20 00:00buy700.021.018250.000000.00000
1402012.06.22 00:00close700.021.028650.000000.0000019.791067.79
1412012.06.22 00:00sell710.021.028650.000000.00000
1422012.06.24 21:00close710.021.027040.000000.000003.141070.93
1432012.06.24 21:00buy720.021.027040.000000.00000
1442012.06.25 00:00close720.021.026570.000000.00000-1.031069.90
1452012.06.25 00:00sell730.021.026570.000000.00000
1462012.06.27 00:00close730.021.024360.000000.000004.311074.21
1472012.06.27 00:00buy740.021.024360.000000.00000
1482012.06.29 00:00close740.021.033590.000000.0000017.431091.64
1492012.06.29 00:00sell750.021.033590.000000.00000
1502012.07.01 21:00close750.021.016430.000000.0000033.771125.41
1512012.07.01 21:00buy760.021.016430.000000.00000
1522012.07.03 00:00close760.021.017090.000000.000001.081126.49
1532012.07.03 00:00sell770.021.017090.000000.00000
1542012.07.08 21:00close770.021.020690.000000.00000-7.051119.44
1552012.07.08 21:00buy780.021.020690.000000.00000
1562012.07.12 00:00close780.021.019240.000000.00000-3.501115.95
1572012.07.12 00:00sell790.021.019240.000000.00000
1582012.07.13 00:00close790.021.020220.000000.00000-1.921114.03
1592012.07.13 00:00buy800.021.020220.000000.00000
1602012.07.15 21:00close800.021.013280.000000.00000-13.701100.33
1612012.07.15 21:00sell810.021.013280.000000.00000
1622012.07.22 21:00close810.021.013970.000000.00000-1.361098.97
1632012.07.22 21:00buy820.021.013970.000000.00000
1642012.07.23 00:00close820.021.014290.000000.000000.521099.49
1652012.07.23 00:00sell830.021.014290.000000.00000
1662012.07.24 00:00close830.021.018310.000000.00000-7.901091.59
1672012.07.24 00:00buy840.021.018310.000000.00000
1682012.07.25 00:00close840.021.022540.000000.000008.161099.75
1692012.07.25 00:00sell850.021.022540.000000.00000
1702012.07.26 00:00close850.021.016040.000000.0000012.791112.54
1712012.07.26 00:00buy860.021.016040.000000.00000
1722012.08.02 00:00close860.021.004740.000000.00000-23.241089.30
1732012.08.02 00:00sell870.021.004740.000000.00000
1742012.08.03 00:00close870.021.007460.000000.00000-5.401083.90
1752012.08.03 00:00buy880.021.007460.000000.00000
1762012.08.05 21:00close880.021.001290.000000.00000-12.321071.58
1772012.08.05 21:00sell890.021.001290.000000.00000
1782012.08.16 00:00close890.020.989570.000000.0000023.691095.27
1792012.08.16 00:00buy900.020.989570.000000.00000
1802012.08.19 21:00close900.020.988650.000000.00000-1.971093.30
1812012.08.19 21:00sell910.020.988650.000000.00000
1822012.08.22 00:00close910.020.989860.000000.00000-2.441090.86
1832012.08.22 00:00buy920.020.989860.000000.00000
1842012.08.23 00:00close920.020.990640.000000.000001.251092.10
1852012.08.23 00:00sell930.020.990640.000000.00000
1862012.08.27 00:00close930.020.992320.000000.00000-3.391088.71
1872012.08.27 00:00buy940.020.992320.000000.00000
1882012.08.28 00:00close940.020.990480.000000.00000-3.831084.89
1892012.08.28 00:00sell950.020.990480.000000.00000
1902012.08.29 00:00close950.020.988140.000000.000004.741089.63
1912012.08.29 00:00buy960.020.988140.000000.00000
1922012.08.30 00:00close960.020.989680.000000.000002.791092.41
1932012.08.30 00:00sell970.020.989680.000000.00000
1942012.09.02 21:00close970.020.987590.000000.000004.231096.64
1952012.09.02 21:00buy980.020.987590.000000.00000
1962012.09.05 00:00close980.020.986830.000000.00000-1.861094.78
1972012.09.05 00:00sell990.020.986830.000000.00000
1982012.09.06 00:00close990.020.990890.000000.00000-8.191086.59
1992012.09.06 00:00buy1000.020.990890.000000.00000
2002012.09.07 00:00close1000.020.982920.000000.00000-16.331070.26
2012012.09.07 00:00sell1010.020.982920.000000.00000
2022012.09.18 00:00close1010.020.974780.000000.0000016.701086.96
2032012.09.18 00:00buy1020.020.974780.000000.00000
2042012.09.24 00:00close1020.020.977680.000000.000005.281092.25
2052012.09.24 00:00sell1030.020.977680.000000.00000
2062012.09.28 00:00close1030.020.980950.000000.00000-6.671085.58
2072012.09.28 00:00buy1040.020.980950.000000.00000
2082012.10.01 00:00close1040.020.984310.000000.000006.721092.30
2092012.10.01 00:00sell1050.020.984310.000000.00000
2102012.10.02 00:00close1050.020.982050.000000.000004.601096.90
2112012.10.02 00:00buy1060.020.982050.000000.00000
2122012.10.03 00:00close1060.020.984180.000000.000004.221101.12
2132012.10.03 00:00sell1070.020.984180.000000.00000
2142012.10.05 00:00close1070.020.981190.000000.000006.091107.21
2152012.10.05 00:00buy1080.020.981190.000000.00000
2162012.10.07 21:00close1080.020.977200.000000.00000-8.171099.04
2172012.10.07 21:00sell1090.020.977200.000000.00000
2182012.10.08 00:00close1090.020.977510.000000.00000-0.631098.41
2192012.10.08 00:00buy1100.020.977510.000000.00000
2202012.10.10 00:00close1100.020.979370.000000.000003.581101.99
2212012.10.10 00:00sell1110.020.979370.000000.00000
2222012.10.11 00:00close1110.020.982190.000000.00000-5.741096.25
2232012.10.11 00:00buy1120.020.982190.000000.00000
2242012.10.12 00:00close1120.020.978500.000000.00000-7.651088.61
2252012.10.12 00:00sell1130.020.978500.000000.00000
2262012.10.14 21:00close1130.020.978690.000000.00000-0.391088.22
2272012.10.14 21:00buy1140.020.978690.000000.00000
2282012.10.15 00:00close1140.020.980560.000000.000003.701091.92
2292012.10.15 00:00sell1150.020.980560.000000.00000
2302012.10.16 00:00close1150.020.981190.000000.00000-1.281090.64
2312012.10.16 00:00buy1160.020.981190.000000.00000
2322012.10.17 00:00close1160.020.985840.000000.000009.321099.96
2332012.10.17 00:00sell1170.020.985840.000000.00000
2342012.10.18 00:00close1170.020.978570.000000.0000014.861114.82
2352012.10.18 00:00buy1180.020.978570.000000.00000
2362012.10.19 00:00close1180.020.984770.000000.0000012.481127.30
2372012.10.19 00:00sell1190.020.984770.000000.00000
2382012.10.23 00:00close1190.020.992330.000000.00000-15.241112.06
2392012.10.23 00:00buy1200.020.992330.000000.00000
2402012.10.26 00:00close1200.020.994870.000000.000004.571116.63
2412012.10.26 00:00sell1210.020.994870.000000.00000
2422012.10.31 00:00close1210.020.999890.000000.00000-10.041106.59
2432012.10.31 00:00buy1220.020.999890.000000.00000
2442012.11.02 00:00close1220.020.996360.000000.00000-7.521099.07
2452012.11.02 00:00sell1230.020.996360.000000.00000
2462012.11.04 22:00close1230.020.995540.000000.000001.651100.72
2472012.11.04 22:00buy1240.020.995540.000000.00000
2482012.11.06 00:00close1240.020.995890.000000.000000.481101.21
2492012.11.06 00:00sell1250.020.995890.000000.00000
2502012.11.07 00:00close1250.020.992160.000000.000007.521108.73
2512012.11.07 00:00buy1260.020.992160.000000.00000
2522012.11.09 00:00close1260.021.000320.000000.0000015.881124.61
2532012.11.09 00:00sell1270.021.000320.000000.00000
2542012.11.12 00:00close1270.021.000250.000000.000000.141124.75
2552012.11.12 00:00buy1280.021.000250.000000.00000
2562012.11.14 00:00close1280.021.001660.000000.000002.601127.35
2572012.11.14 00:00sell1290.021.001660.000000.00000
2582012.11.16 00:00close1290.021.000790.000000.000001.741129.09
2592012.11.16 00:00buy1300.021.000790.000000.00000
2602012.11.18 22:00close1300.021.000040.000000.00000-1.501127.59
2612012.11.18 22:00sell1310.021.000040.000000.00000
2622012.11.19 00:00close1310.021.000360.000000.00000-0.641126.95
2632012.11.19 00:00buy1320.021.000360.000000.00000
2642012.11.20 00:00close1320.020.996900.000000.00000-7.051119.90
2652012.11.20 00:00sell1330.020.996900.000000.00000
2662012.11.21 00:00close1330.020.996790.000000.000000.221120.12
2672012.11.21 00:00buy1340.020.996790.000000.00000
2682012.11.23 00:00close1340.020.997650.000000.000001.291121.41
2692012.11.23 00:00sell1350.020.997650.000000.00000
2702012.11.25 22:00close1350.020.992730.000000.000009.911131.32
2712012.11.25 22:00buy1360.020.992730.000000.00000
2722012.12.02 22:00close1360.020.993210.000000.000000.221131.54
2732012.12.02 22:00sell1370.020.993210.000000.00000
2742012.12.03 00:00close1370.020.993960.000000.00000-1.511130.03
2752012.12.03 00:00buy1380.020.993960.000000.00000
2762012.12.04 00:00close1380.020.994350.000000.000000.671130.70
2772012.12.04 00:00sell1390.020.994350.000000.00000
2782012.12.05 00:00close1390.020.993400.000000.000001.911132.61
2792012.12.05 00:00buy1400.020.993400.000000.00000
2802012.12.07 00:00close1400.020.991410.000000.00000-4.441128.17
2812012.12.07 00:00sell1410.020.991410.000000.00000
2822012.12.18 00:00close1410.020.983970.000000.0000015.121143.29
2832012.12.18 00:00buy1420.020.983970.000000.00000
2842012.12.19 00:00close1420.020.986160.000000.000004.331147.62
2852012.12.19 00:00sell1430.020.986160.000000.00000
2862012.12.23 22:00close1430.020.993560.000000.00000-14.901132.72
2872012.12.23 22:00buy1440.020.993560.000000.00000
2882012.12.25 00:00close1440.020.992680.000000.00000-1.991130.73
2892012.12.25 00:00sell1450.020.992680.000000.00000
2902012.12.26 00:00close1450.020.991500.000000.000002.381133.11
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