Strategy Tester Report
FXSmooth
GCI-Demo (Build 225)
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.31 23:59 (2010.03.01 - 2010.04.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | s.1="General Settings"; s.2="========================"; s.21="Is 4 digits broker?"; Digits.4=true; s.4="------------------------"; s.11="Lot Size: "; Lots.To.Trade=5; SL.Pips=-1; TP.Pips=-1; Sens=45; | ||||
| Bars in test | 1545 | Ticks modelled | 2088 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 9004.81 | Gross profit | 37179.17 | Gross loss | -28174.35 |
| Profit factor | 1.32 | Expected payoff | 166.76 | ||
| Absolute drawdown | 5188.27 | Maximal drawdown | 11567.75 (46.16%) | Relative drawdown | 60.37% (7330.23) |
| Total trades | 54 | Short positions (won %) | 27 (44.44%) | Long positions (won %) | 27 (37.04%) |
| Profit trades (% of total) | 22 (40.74%) | Loss trades (% of total) | 32 (59.26%) | ||
| Largest | profit trade | 3876.93 | loss trade | -2983.24 | |
| Average | profit trade | 1689.96 | loss trade | -880.45 | |
| Maximum | consecutive wins (profit in money) | 4 (7903.12) | consecutive losses (loss in money) | 5 (-6251.17) | |
| Maximal | consecutive profit (count of wins) | 7903.12 (4) | consecutive loss (count of losses) | -6251.17 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 00:00 | buy | 1 | 5.00 | 1.0751 | 0.0000 | 0.0000 | ||
| 2 | 2010.03.01 02:00 | close | 1 | 5.00 | 1.0763 | 0.0000 | 0.0000 | 557.47 | 10557.47 |
| 3 | 2010.03.01 02:00 | sell | 2 | 5.00 | 1.0763 | 0.0000 | 0.0000 | ||
| 4 | 2010.03.01 07:00 | close | 2 | 5.00 | 1.0809 | 0.0000 | 0.0000 | -2127.86 | 8429.61 |
| 5 | 2010.03.01 07:00 | buy | 3 | 5.00 | 1.0809 | 0.0000 | 0.0000 | ||
| 6 | 2010.03.02 09:00 | close | 3 | 5.00 | 1.0765 | 0.0000 | 0.0000 | -2043.66 | 6385.95 |
| 7 | 2010.03.02 09:00 | sell | 4 | 5.00 | 1.0765 | 0.0000 | 0.0000 | ||
| 8 | 2010.03.04 01:00 | close | 4 | 5.00 | 1.0694 | 0.0000 | 0.0000 | 3291.72 | 9677.67 |
| 9 | 2010.03.04 01:00 | buy | 5 | 5.00 | 1.0694 | 0.0000 | 0.0000 | ||
| 10 | 2010.03.05 12:00 | close | 5 | 5.00 | 1.0750 | 0.0000 | 0.0000 | 2604.65 | 12282.32 |
| 11 | 2010.03.05 12:00 | sell | 6 | 5.00 | 1.0750 | 0.0000 | 0.0000 | ||
| 12 | 2010.03.08 13:00 | close | 6 | 5.00 | 1.0728 | 0.0000 | 0.0000 | 983.49 | 13265.81 |
| 13 | 2010.03.08 13:00 | buy | 7 | 5.00 | 1.0728 | 0.0000 | 0.0000 | ||
| 14 | 2010.03.09 17:00 | close | 7 | 5.00 | 1.0750 | 0.0000 | 0.0000 | 1023.26 | 14289.07 |
| 15 | 2010.03.09 17:00 | sell | 8 | 5.00 | 1.0750 | 0.0000 | 0.0000 | ||
| 16 | 2010.03.10 03:00 | close | 8 | 5.00 | 1.0790 | 0.0000 | 0.0000 | -1867.52 | 12421.55 |
| 17 | 2010.03.10 03:00 | buy | 9 | 5.00 | 1.0790 | 0.0000 | 0.0000 | ||
| 18 | 2010.03.10 06:00 | close | 9 | 5.00 | 1.0767 | 0.0000 | 0.0000 | -1068.08 | 11353.47 |
| 19 | 2010.03.10 06:00 | sell | 10 | 5.00 | 1.0767 | 0.0000 | 0.0000 | ||
| 20 | 2010.03.11 04:00 | close | 10 | 5.00 | 1.0701 | 0.0000 | 0.0000 | 3069.87 | 14423.33 |
| 21 | 2010.03.11 04:00 | buy | 11 | 5.00 | 1.0701 | 0.0000 | 0.0000 | ||
| 22 | 2010.03.11 05:00 | close | 11 | 5.00 | 1.0699 | 0.0000 | 0.0000 | -93.47 | 14329.86 |
| 23 | 2010.03.11 05:00 | sell | 12 | 5.00 | 1.0699 | 0.0000 | 0.0000 | ||
| 24 | 2010.03.11 09:00 | close | 12 | 5.00 | 1.0715 | 0.0000 | 0.0000 | -746.62 | 13583.24 |
| 25 | 2010.03.11 09:00 | buy | 13 | 5.00 | 1.0715 | 0.0000 | 0.0000 | ||
| 26 | 2010.03.11 10:00 | close | 13 | 5.00 | 1.0721 | 0.0000 | 0.0000 | 279.82 | 13863.06 |
| 27 | 2010.03.11 10:00 | sell | 14 | 5.00 | 1.0721 | 0.0000 | 0.0000 | ||
| 28 | 2010.03.12 00:00 | close | 14 | 5.00 | 1.0676 | 0.0000 | 0.0000 | 2093.58 | 15956.64 |
| 29 | 2010.03.12 00:00 | buy | 15 | 5.00 | 1.0676 | 0.0000 | 0.0000 | ||
| 30 | 2010.03.12 01:00 | close | 15 | 5.00 | 1.0673 | 0.0000 | 0.0000 | -140.54 | 15816.10 |
| 31 | 2010.03.12 01:00 | sell | 16 | 5.00 | 1.0673 | 0.0000 | 0.0000 | ||
| 32 | 2010.03.15 09:00 | close | 16 | 5.00 | 1.0590 | 0.0000 | 0.0000 | 3876.93 | 19693.04 |
| 33 | 2010.03.15 09:00 | buy | 17 | 5.00 | 1.0590 | 0.0000 | 0.0000 | ||
| 34 | 2010.03.15 10:00 | close | 17 | 5.00 | 1.0598 | 0.0000 | 0.0000 | 377.43 | 20070.47 |
| 35 | 2010.03.15 10:00 | sell | 18 | 5.00 | 1.0598 | 0.0000 | 0.0000 | ||
| 36 | 2010.03.15 11:00 | close | 18 | 5.00 | 1.0609 | 0.0000 | 0.0000 | -518.43 | 19552.04 |
| 37 | 2010.03.15 11:00 | buy | 19 | 5.00 | 1.0609 | 0.0000 | 0.0000 | ||
| 38 | 2010.03.16 07:00 | close | 19 | 5.00 | 1.0605 | 0.0000 | 0.0000 | -188.59 | 19363.45 |
| 39 | 2010.03.16 07:00 | sell | 20 | 5.00 | 1.0605 | 0.0000 | 0.0000 | ||
| 40 | 2010.03.16 08:00 | close | 20 | 5.00 | 1.0587 | 0.0000 | 0.0000 | 850.10 | 20213.55 |
| 41 | 2010.03.16 08:00 | buy | 21 | 5.00 | 1.0587 | 0.0000 | 0.0000 | ||
| 42 | 2010.03.16 09:00 | close | 21 | 5.00 | 1.0583 | 0.0000 | 0.0000 | -188.98 | 20024.57 |
| 43 | 2010.03.16 09:00 | sell | 22 | 5.00 | 1.0583 | 0.0000 | 0.0000 | ||
| 44 | 2010.03.17 13:00 | close | 22 | 5.00 | 1.0518 | 0.0000 | 0.0000 | 3075.99 | 23100.55 |
| 45 | 2010.03.17 13:00 | buy | 23 | 5.00 | 1.0518 | 0.0000 | 0.0000 | ||
| 46 | 2010.03.17 14:00 | close | 23 | 5.00 | 1.0509 | 0.0000 | 0.0000 | -428.20 | 22672.35 |
| 47 | 2010.03.17 14:00 | sell | 24 | 5.00 | 1.0509 | 0.0000 | 0.0000 | ||
| 48 | 2010.03.17 19:00 | close | 24 | 5.00 | 1.0543 | 0.0000 | 0.0000 | -1612.44 | 21059.91 |
| 49 | 2010.03.17 19:00 | buy | 25 | 5.00 | 1.0543 | 0.0000 | 0.0000 | ||
| 50 | 2010.03.18 15:00 | close | 25 | 5.00 | 1.0571 | 0.0000 | 0.0000 | 1324.38 | 22384.29 |
| 51 | 2010.03.18 15:00 | sell | 26 | 5.00 | 1.0571 | 0.0000 | 0.0000 | ||
| 52 | 2010.03.18 16:00 | close | 26 | 5.00 | 1.0578 | 0.0000 | 0.0000 | -330.88 | 22053.41 |
| 53 | 2010.03.18 16:00 | buy | 27 | 5.00 | 1.0578 | 0.0000 | 0.0000 | ||
| 54 | 2010.03.19 03:00 | close | 27 | 5.00 | 1.0568 | 0.0000 | 0.0000 | -473.13 | 21580.28 |
| 55 | 2010.03.19 03:00 | sell | 28 | 5.00 | 1.0568 | 0.0000 | 0.0000 | ||
| 56 | 2010.03.19 09:00 | close | 28 | 5.00 | 1.0599 | 0.0000 | 0.0000 | -1462.40 | 20117.88 |
| 57 | 2010.03.19 09:00 | buy | 29 | 5.00 | 1.0599 | 0.0000 | 0.0000 | ||
| 58 | 2010.03.21 22:00 | close | 29 | 5.00 | 1.0601 | 0.0000 | 0.0000 | 94.33 | 20212.21 |
| 59 | 2010.03.21 22:00 | sell | 30 | 5.00 | 1.0601 | 0.0000 | 0.0000 | ||
| 60 | 2010.03.21 23:00 | close | 30 | 5.00 | 1.0605 | 0.0000 | 0.0000 | -188.59 | 20023.62 |
| 61 | 2010.03.21 23:00 | buy | 31 | 5.00 | 1.0605 | 0.0000 | 0.0000 | ||
| 62 | 2010.03.22 11:00 | close | 31 | 5.00 | 1.0593 | 0.0000 | 0.0000 | -566.41 | 19457.21 |
| 63 | 2010.03.22 11:00 | sell | 32 | 5.00 | 1.0593 | 0.0000 | 0.0000 | ||
| 64 | 2010.03.23 08:00 | close | 32 | 5.00 | 1.0622 | 0.0000 | 0.0000 | -1379.04 | 18078.17 |
| 65 | 2010.03.23 08:00 | buy | 33 | 5.00 | 1.0622 | 0.0000 | 0.0000 | ||
| 66 | 2010.03.23 12:00 | close | 33 | 5.00 | 1.0559 | 0.0000 | 0.0000 | -2983.24 | 15094.93 |
| 67 | 2010.03.23 12:00 | sell | 34 | 5.00 | 1.0559 | 0.0000 | 0.0000 | ||
| 68 | 2010.03.23 23:00 | close | 34 | 5.00 | 1.0583 | 0.0000 | 0.0000 | -1133.89 | 13961.04 |
| 69 | 2010.03.23 23:00 | buy | 35 | 5.00 | 1.0583 | 0.0000 | 0.0000 | ||
| 70 | 2010.03.24 01:00 | close | 35 | 5.00 | 1.0594 | 0.0000 | 0.0000 | 519.16 | 14480.20 |
| 71 | 2010.03.24 01:00 | sell | 36 | 5.00 | 1.0594 | 0.0000 | 0.0000 | ||
| 72 | 2010.03.24 03:00 | close | 36 | 5.00 | 1.0612 | 0.0000 | 0.0000 | -848.10 | 13632.10 |
| 73 | 2010.03.24 03:00 | buy | 37 | 5.00 | 1.0612 | 0.0000 | 0.0000 | ||
| 74 | 2010.03.25 07:00 | close | 37 | 5.00 | 1.0684 | 0.0000 | 0.0000 | 3369.52 | 17001.62 |
| 75 | 2010.03.25 07:00 | sell | 38 | 5.00 | 1.0684 | 0.0000 | 0.0000 | ||
| 76 | 2010.03.25 14:00 | close | 38 | 5.00 | 1.0729 | 0.0000 | 0.0000 | -2097.12 | 14904.50 |
| 77 | 2010.03.25 14:00 | buy | 39 | 5.00 | 1.0729 | 0.0000 | 0.0000 | ||
| 78 | 2010.03.25 17:00 | close | 39 | 5.00 | 1.0740 | 0.0000 | 0.0000 | 512.10 | 15416.60 |
| 79 | 2010.03.25 17:00 | sell | 40 | 5.00 | 1.0740 | 0.0000 | 0.0000 | ||
| 80 | 2010.03.26 04:00 | close | 40 | 5.00 | 1.0701 | 0.0000 | 0.0000 | 1808.31 | 17224.91 |
| 81 | 2010.03.26 04:00 | buy | 41 | 5.00 | 1.0701 | 0.0000 | 0.0000 | ||
| 82 | 2010.03.26 05:00 | close | 41 | 5.00 | 1.0684 | 0.0000 | 0.0000 | -795.58 | 16429.33 |
| 83 | 2010.03.26 05:00 | sell | 42 | 5.00 | 1.0684 | 0.0000 | 0.0000 | ||
| 84 | 2010.03.29 15:00 | close | 42 | 5.00 | 1.0637 | 0.0000 | 0.0000 | 2167.41 | 18596.74 |
| 85 | 2010.03.29 15:00 | buy | 43 | 5.00 | 1.0637 | 0.0000 | 0.0000 | ||
| 86 | 2010.03.29 17:00 | close | 43 | 5.00 | 1.0621 | 0.0000 | 0.0000 | -753.22 | 17843.52 |
| 87 | 2010.03.29 17:00 | sell | 44 | 5.00 | 1.0621 | 0.0000 | 0.0000 | ||
| 88 | 2010.03.29 22:00 | close | 44 | 5.00 | 1.0630 | 0.0000 | 0.0000 | -423.33 | 17420.19 |
| 89 | 2010.03.29 22:00 | buy | 45 | 5.00 | 1.0630 | 0.0000 | 0.0000 | ||
| 90 | 2010.03.30 00:00 | close | 45 | 5.00 | 1.0620 | 0.0000 | 0.0000 | -470.81 | 16949.38 |
| 91 | 2010.03.30 00:00 | sell | 46 | 5.00 | 1.0620 | 0.0000 | 0.0000 | ||
| 92 | 2010.03.30 01:00 | close | 46 | 5.00 | 1.0615 | 0.0000 | 0.0000 | 235.52 | 17184.90 |
| 93 | 2010.03.30 01:00 | buy | 47 | 5.00 | 1.0615 | 0.0000 | 0.0000 | ||
| 94 | 2010.03.30 02:00 | close | 47 | 5.00 | 1.0613 | 0.0000 | 0.0000 | -94.22 | 17090.68 |
| 95 | 2010.03.30 02:00 | sell | 48 | 5.00 | 1.0613 | 0.0000 | 0.0000 | ||
| 96 | 2010.03.30 07:00 | close | 48 | 5.00 | 1.0627 | 0.0000 | 0.0000 | -658.70 | 16431.98 |
| 97 | 2010.03.30 07:00 | buy | 49 | 5.00 | 1.0627 | 0.0000 | 0.0000 | ||
| 98 | 2010.03.30 08:00 | close | 49 | 5.00 | 1.0618 | 0.0000 | 0.0000 | -423.81 | 16008.17 |
| 99 | 2010.03.30 08:00 | sell | 50 | 5.00 | 1.0618 | 0.0000 | 0.0000 | ||
| 100 | 2010.03.30 10:00 | close | 50 | 5.00 | 1.0652 | 0.0000 | 0.0000 | -1595.94 | 14412.23 |
| 101 | 2010.03.30 10:00 | buy | 51 | 5.00 | 1.0652 | 0.0000 | 0.0000 | ||
| 102 | 2010.03.31 04:00 | close | 51 | 5.00 | 1.0651 | 0.0000 | 0.0000 | -46.94 | 14365.29 |
| 103 | 2010.03.31 04:00 | sell | 52 | 5.00 | 1.0651 | 0.0000 | 0.0000 | ||
| 104 | 2010.03.31 06:00 | close | 52 | 5.00 | 1.0607 | 0.0000 | 0.0000 | 2074.10 | 16439.39 |
| 105 | 2010.03.31 06:00 | buy | 53 | 5.00 | 1.0607 | 0.0000 | 0.0000 | ||
| 106 | 2010.03.31 07:00 | close | 53 | 5.00 | 1.0598 | 0.0000 | 0.0000 | -424.61 | 16014.78 |
| 107 | 2010.03.31 07:00 | sell | 54 | 5.00 | 1.0598 | 0.0000 | 0.0000 | ||
| 108 | 2010.03.31 23:59 | close at stop | 54 | 5.00 | 1.0535 | 0.0000 | 0.0000 | 2990.03 | 19004.81 |