Strategy Tester: FxMath_Sto_Trader_USDCHF
Strategy Tester Report
FxMath_Sto_Trader_USDCHF
HFMarkets-Demo Server (Build 735)

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period1 Hour (H1) 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 test17580Ticks modelled24838059Modelling quality99.00%
Mismatched charts errors0
Initial deposit1000.00SpreadCurrent (30)
Total net profit4074.90Gross profit7958.20Gross loss-3883.30
Profit factor2.05Expected payoff14.35
Absolute drawdown390.77Maximal drawdown390.98 (39.09%)Relative drawdown39.09% (390.98)
Total trades284Short positions (won %)143 (61.54%)Long positions (won %)141 (66.67%)
Profit trades (% of total)182 (64.08%)Loss trades (% of total)102 (35.92%)
Largestprofit trade165.83loss trade-209.15
Averageprofit trade43.73loss trade-38.07
Maximumconsecutive wins (profit in money)9 (400.88)consecutive losses (loss in money)5 (-246.18)
Maximalconsecutive profit (count of wins)501.95 (8)consecutive loss (count of losses)-259.90 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.01.04 11:00sell10.100.936370.000000.00000
22012.01.04 11:00modify10.100.936370.956270.92834
32012.01.06 13:39s/l10.100.956270.956270.92834-209.15790.85
42012.01.08 23:00sell20.100.957300.000000.00000
52012.01.08 23:00modify20.100.957300.977200.94745
62012.01.09 00:00close20.100.958630.977200.94745-14.14776.72
72012.01.09 09:00buy30.100.951660.000000.00000
82012.01.09 09:00modify30.100.951660.931760.96144
92012.01.11 00:00close30.100.950610.931760.96144-11.26765.45
102012.01.11 00:00sell40.100.950610.000000.00000
112012.01.11 00:00modify40.100.950610.970510.94101
122012.01.12 05:00close40.100.952950.970510.94101-25.36740.10
132012.01.12 05:00buy50.100.952950.000000.00000
142012.01.12 05:00modify50.100.952950.933050.96360
152012.01.15 22:00close50.100.954900.933050.9636020.31760.41
162012.01.17 21:00sell60.100.950010.000000.00000
172012.01.17 21:00modify60.100.950010.969910.93865
182012.01.18 17:43t/p60.100.938650.969910.93865120.76881.17
192012.01.18 19:00buy70.100.940860.000000.00000
202012.01.18 19:00modify70.100.940860.920960.95387
212012.01.22 22:00close70.100.937430.920960.95387-37.01844.15
222012.01.23 04:00sell80.100.936950.000000.00000
232012.01.23 04:00modify80.100.936950.956850.92689
242012.01.23 13:02t/p80.100.926890.956850.92689108.54952.69
252012.01.25 10:00sell90.100.930610.000000.00000
262012.01.25 10:00modify90.100.930610.950510.92305
272012.01.25 18:15t/p90.100.923050.950510.9230581.911034.60
282012.01.26 16:00buy100.100.917240.000000.00000
292012.01.26 16:00modify100.100.917240.897340.92769
302012.01.27 12:00close100.100.919190.897340.9276921.101055.71
312012.02.02 04:00sell110.100.914750.000000.00000
322012.02.02 04:00modify110.100.914750.934650.90334
332012.02.03 10:00close110.100.915730.934650.90334-10.971044.74
342012.02.03 10:00buy120.100.915730.000000.00000
352012.02.03 10:00modify120.100.915730.895830.92432
362012.02.05 22:00close120.100.920110.895830.9243247.601092.34
372012.02.06 11:00sell130.100.925200.000000.00000
382012.02.06 11:00modify130.100.925200.945100.91455
392012.02.07 15:25t/p130.100.914550.945100.91455116.191208.53
402012.02.07 22:00buy140.100.911860.000000.00000
412012.02.07 22:00modify140.100.911860.891960.92368
422012.02.12 22:00close140.100.914770.891960.9236831.281239.81
432012.02.14 20:00sell150.100.921750.000000.00000
442012.02.14 20:00modify150.100.921750.941650.91233
452012.02.19 22:00close150.100.917640.941650.9123343.461283.27
462012.02.24 11:00buy160.100.900350.000000.00000
472012.02.24 11:00modify160.100.900350.880450.90727
482012.02.26 22:00close160.100.894630.880450.90727-63.941219.33
492012.02.27 21:00sell170.100.899600.000000.00000
502012.02.27 21:00modify170.100.899600.919500.89218
512012.02.29 02:00close170.100.894840.919500.8921852.661271.99
522012.02.29 02:00buy180.100.894840.000000.00000
532012.02.29 02:00modify180.100.894840.874940.90237
542012.02.29 15:51t/p180.100.902370.874940.9023783.451355.44
552012.03.06 11:00sell190.100.917870.000000.00000
562012.03.06 11:00modify190.100.917870.937770.91121
572012.03.08 11:00close190.100.912640.937770.9112156.251411.69
582012.03.08 11:00buy200.100.912640.000000.00000
592012.03.08 11:00modify200.100.912640.892740.91987
602012.03.09 16:16t/p200.100.919870.892740.9198778.481490.18
612012.03.12 15:00buy210.100.918800.000000.00000
622012.03.12 15:00modify210.100.918800.898900.92544
632012.03.14 05:41t/p210.100.925440.898900.9254471.541561.71
642012.03.14 22:00sell220.100.930600.000000.00000
652012.03.14 22:00modify220.100.930600.950500.92066
662012.03.15 17:16t/p220.100.920660.950500.92066107.181668.89
672012.03.18 23:00buy230.100.915630.000000.00000
682012.03.18 23:00modify230.100.915630.895730.92447
692012.03.19 00:00close230.100.915670.895730.924470.331669.22
702012.03.19 08:00sell240.100.916530.000000.00000
712012.03.19 08:00modify240.100.916530.936430.90941
722012.03.20 23:00close240.100.911760.936430.9094152.061721.28
732012.03.20 23:00buy250.100.911760.000000.00000
742012.03.20 23:00modify250.100.911760.891860.91942
752012.03.22 03:00close250.100.911630.891860.91942-1.851719.42
762012.04.05 03:00buy260.100.914910.000000.00000
772012.04.05 03:00modify260.100.914910.895010.92215
782012.04.05 12:38t/p260.100.922150.895010.9221578.511797.93
792012.04.12 14:00buy270.100.912270.000000.00000
802012.04.12 14:00modify270.100.912270.892370.92066
812012.04.13 10:00close270.100.913430.892370.9206612.591810.53
822012.04.13 10:00sell280.100.913430.000000.00000
832012.04.13 10:00modify280.100.913430.933330.90687
842012.04.15 21:00close280.100.920410.933330.90687-75.841734.69
852012.04.16 00:00sell290.100.921770.000000.00000
862012.04.16 00:00modify290.100.921770.941670.91422
872012.04.17 08:40t/p290.100.914220.941670.9142282.311817.00
882012.04.19 10:00buy300.100.914200.000000.00000
892012.04.19 10:00modify300.100.914200.894300.92197
902012.04.19 19:00close300.100.915290.894300.9219711.911828.91
912012.04.19 19:00sell310.100.915290.000000.00000
922012.04.19 19:00modify310.100.915290.935190.90635
932012.04.19 21:00close310.100.915330.935190.90635-0.441828.47
942012.04.19 21:00buy320.100.915330.000000.00000
952012.04.19 21:00modify320.100.915330.895430.92419
962012.04.22 21:00close320.100.911120.895430.92419-46.321782.16
972012.04.23 13:00sell330.100.915340.000000.00000
982012.04.23 13:00modify330.100.915340.935240.90888
992012.04.24 23:00close330.100.910620.935240.9088851.561833.72
1002012.04.24 23:00buy340.100.910620.000000.00000
1012012.04.24 23:00modify340.100.910620.890720.91688
1022012.04.25 02:00close340.100.910670.890720.916880.441834.17
1032012.04.25 02:00sell350.100.910670.000000.00000
1042012.04.25 02:00modify350.100.910670.930570.90447
1052012.04.29 21:00close350.100.907550.930570.9044733.321867.49
1062012.05.02 01:00sell360.100.909200.000000.00000
1072012.05.02 01:00modify360.100.909200.929100.90246
1082012.05.03 21:00close360.100.913490.929100.90246-47.761819.73
1092012.05.03 21:00buy370.100.913490.000000.00000
1102012.05.03 21:00modify370.100.913490.893590.92016
1112012.05.06 21:00t/p370.100.920160.893590.9201672.181891.91
1122012.05.06 22:00sell380.100.922080.000000.00000
1132012.05.06 22:00modify380.100.922080.941980.91437
1142012.05.07 00:00close380.100.926870.941980.91437-51.951839.97
1152012.05.07 17:00buy390.100.920120.000000.00000
1162012.05.07 17:00modify390.100.920120.900220.92989
1172012.05.09 14:22t/p390.100.929890.900220.92989104.851944.82
1182012.05.14 14:00sell400.100.935320.000000.00000
1192012.05.14 14:00modify400.100.935320.955220.92856
1202012.05.20 21:00close400.100.940920.955220.92856-61.111883.71
1212012.05.23 00:00sell410.100.948540.000000.00000
1222012.05.23 00:00modify410.100.948540.968440.93910
1232012.05.27 21:00close410.100.956170.968440.93910-80.861802.85
1242012.05.30 09:00sell420.100.965110.000000.00000
1252012.05.30 09:00modify420.100.965110.985010.95662
1262012.06.03 21:00close420.100.967300.985010.95662-23.701779.15
1272012.06.04 21:00buy430.100.960990.000000.00000
1282012.06.04 21:00modify430.100.960990.941090.97049
1292012.06.05 18:00close430.100.965300.941090.9704944.541823.69
1302012.06.05 18:00sell440.100.965300.000000.00000
1312012.06.05 18:00modify440.100.965300.985200.95508
1322012.06.06 19:56t/p440.100.955080.985200.95508106.751930.44
1332012.06.08 08:00sell450.100.961620.000000.00000
1342012.06.08 08:00modify450.100.961620.981520.95084
1352012.06.10 21:00t/p450.100.950840.981520.95084113.432043.87
1362012.06.12 11:00buy460.100.960600.000000.00000
1372012.06.12 11:00modify460.100.960600.940700.96938
1382012.06.12 19:00close460.100.960790.940700.969381.982045.85
1392012.06.15 04:00buy470.100.950600.000000.00000
1402012.06.15 04:00modify470.100.950600.930700.95983
1412012.06.17 21:00close470.100.945530.930700.95983-53.621992.23
1422012.06.17 22:00buy480.100.942950.000000.00000
1432012.06.17 22:00modify480.100.942950.923050.95220
1442012.06.18 00:00close480.100.945470.923050.9522026.542018.77
1452012.06.20 14:00buy490.100.945240.000000.00000
1462012.06.20 14:00modify490.100.945240.925340.95240
1472012.06.21 14:05t/p490.100.952400.925340.9524074.862093.63
1482012.06.25 07:00sell500.100.960260.000000.00000
1492012.06.25 07:00modify500.100.960260.980160.95168
1502012.06.26 02:00close500.100.959590.980160.951686.722100.35
1512012.06.26 02:00buy510.100.959590.000000.00000
1522012.06.26 02:00modify510.100.959590.939690.96657
1532012.06.26 11:00close510.100.961420.939690.9665719.032119.38
1542012.06.26 11:00sell520.100.961420.000000.00000
1552012.06.26 11:00modify520.100.961420.981320.95430
1562012.06.29 03:01t/p520.100.954300.981320.9543073.302192.67
1572012.06.29 13:00buy530.100.949320.000000.00000
1582012.06.29 13:00modify530.100.949320.929420.96239
1592012.07.01 21:00close530.100.947230.929420.96239-22.062170.61
1602012.07.05 23:00sell540.100.969880.000000.00000
1612012.07.05 23:00modify540.100.969880.989780.96068
1622012.07.08 21:00close540.100.979340.989780.96068-96.862073.75
1632012.07.10 23:00sell550.100.980220.000000.00000
1642012.07.10 23:00modify550.100.980221.000120.97275
1652012.07.11 09:00close550.100.977551.000120.9727527.042100.79
1662012.07.11 09:00buy560.100.977550.000000.00000
1672012.07.11 09:00modify560.100.977550.957650.98455
1682012.07.12 10:18t/p560.100.984550.957650.9845570.782171.58
1692012.07.15 21:00buy570.100.979070.000000.00000
1702012.07.15 21:00modify570.100.979070.959170.98778
1712012.07.16 00:00close570.100.980600.959170.9877815.492187.07
1722012.07.16 08:00sell580.100.982250.000000.00000
1732012.07.16 08:00modify580.100.982251.002150.97470
1742012.07.22 21:00close580.100.990851.002150.97470-88.382098.69
1752012.07.23 05:00sell590.100.991310.000000.00000
1762012.07.23 05:00modify590.100.991311.011210.98216
1772012.07.26 10:55t/p590.100.982161.011210.9821691.832190.52
1782012.07.27 14:00buy600.100.972370.000000.00000
1792012.07.27 14:00modify600.100.972370.952470.98205
1802012.07.29 21:00close600.100.976340.952470.9820540.662231.18
1812012.07.30 02:00sell610.100.977650.000000.00000
1822012.07.30 02:00modify610.100.977650.997550.96407
1832012.07.31 02:00close610.100.978950.997550.96407-13.552217.64
1842012.07.31 02:00buy620.100.978950.000000.00000
1852012.07.31 02:00modify620.100.978950.959050.98690
1862012.07.31 10:00close620.100.977980.959050.98690-9.922207.72
1872012.08.01 17:00sell630.100.976730.000000.00000
1882012.08.01 17:00modify630.100.976730.996630.97008
1892012.08.02 10:00close630.100.979000.996630.97008-23.992183.73
1902012.08.02 10:00buy640.100.979000.000000.00000
1912012.08.02 10:00modify640.100.979000.959100.98751
1922012.08.02 11:00close640.100.979310.959100.987513.172186.90
1932012.08.03 01:00sell650.100.986690.000000.00000
1942012.08.03 01:00modify650.100.986691.006590.97332
1952012.08.03 14:31t/p650.100.973321.006590.97332137.372324.27
1962012.08.05 22:00buy660.100.969450.000000.00000
1972012.08.05 22:00modify660.100.969450.949550.98084
1982012.08.06 00:00close660.100.966800.949550.98084-27.522296.76
1992012.08.09 18:00sell670.100.977420.000000.00000
2002012.08.09 18:00modify670.100.977420.997320.96974
2012012.08.12 21:00close670.100.977210.997320.969741.882298.64
2022012.08.13 23:00sell680.100.973690.000000.00000
2032012.08.13 23:00modify680.100.973690.993590.96615
2042012.08.19 21:00close680.100.972660.993590.966159.002307.64
2052012.08.20 23:00buy690.100.972690.000000.00000
2062012.08.20 23:00modify690.100.972690.952790.97919
2072012.08.26 21:00close690.100.959530.952790.97919-137.792169.86
2082012.08.27 02:00sell700.100.960270.000000.00000
2092012.08.27 02:00modify700.100.960270.980170.95196
2102012.08.28 17:00close700.100.955490.980170.9519649.772219.62
2112012.08.28 17:00buy710.100.955490.000000.00000
2122012.08.28 17:00modify710.100.955490.935590.96244
2132012.08.29 19:00close710.100.958580.935590.9624432.132251.76
2142012.08.29 19:00sell720.100.958580.000000.00000
2152012.08.29 19:00modify720.100.958580.978480.95234
2162012.08.31 12:10t/p720.100.952340.978480.9523464.462316.22
2172012.09.02 21:00buy730.100.955320.000000.00000
2182012.09.02 21:00modify730.100.955320.935420.96455
2192012.09.03 00:00close730.100.954980.935420.96455-3.672312.55
2202012.09.03 01:00sell740.100.955910.000000.00000
2212012.09.03 01:00modify740.100.955910.975810.94627
2222012.09.07 14:09t/p740.100.946270.975810.94627100.282412.83
2232012.09.09 21:00buy750.100.943560.000000.00000
2242012.09.09 21:00modify750.100.943560.923660.95438
2252012.09.10 00:00close750.100.945410.923660.9543819.462432.29
2262012.09.14 03:00buy760.100.934700.000000.00000
2272012.09.14 03:00modify760.100.934700.914800.94319
2282012.09.16 21:00close760.100.926150.914800.94319-92.322339.97
2292012.09.26 04:00sell770.100.937690.000000.00000
2302012.09.26 04:00modify770.100.937690.957590.93018
2312012.09.28 03:00close770.100.935630.957590.9301820.962360.93
2322012.09.28 03:00buy780.100.935630.000000.00000
2332012.09.28 03:00modify780.100.935630.915730.94367
2342012.09.30 21:00close780.100.940390.915730.9436750.622411.55
2352012.10.01 15:00buy790.100.937220.000000.00000
2362012.10.01 15:00modify790.100.937220.917320.94564
2372012.10.03 01:00close790.100.937080.917320.94564-1.702409.85
2382012.10.03 01:00sell800.100.937080.000000.00000
2392012.10.03 01:00modify800.100.937080.956980.93067
2402012.10.04 07:00close800.100.937120.956980.93067-1.232408.63
2412012.10.04 07:00buy810.100.937120.000000.00000
2422012.10.04 07:00modify810.100.937120.917220.94305
2432012.10.05 12:00close810.100.931740.917220.94305-57.852350.78
2442012.10.05 12:00sell820.100.931740.000000.00000
2452012.10.05 12:00modify820.100.931740.951640.92702
2462012.10.07 21:00close820.100.929800.951640.9270220.862371.64
2472012.10.12 03:00sell830.100.935150.000000.00000
2482012.10.12 03:00modify830.100.935150.955050.92894
2492012.10.14 21:00close830.100.933220.955050.9289420.682392.32
2502012.10.16 19:00buy840.100.926980.000000.00000
2512012.10.16 19:00modify840.100.926980.907080.93408
2522012.10.21 21:00close840.100.928020.907080.9340810.682403.00
2532012.10.23 08:00sell850.100.928740.000000.00000
2542012.10.23 08:00modify850.100.928740.948640.92370
2552012.10.24 23:00close850.100.933060.948640.92370-46.562356.44
2562012.10.24 23:00buy860.100.933060.000000.00000
2572012.10.24 23:00modify860.100.933060.913160.94036
2582012.10.26 16:00close860.100.934780.913160.9403617.982374.41
2592012.10.28 22:00buy870.100.934380.000000.00000
2602012.10.28 22:00modify870.100.934380.914480.94179
2612012.10.29 00:00close870.100.935890.914480.9417916.022390.44
2622012.10.29 07:00sell880.100.935620.000000.00000
2632012.10.29 07:00modify880.100.935620.955520.92883
2642012.10.30 23:00close880.100.932190.955520.9288336.532426.97
2652012.10.30 23:00buy890.100.932190.000000.00000
2662012.10.30 23:00modify890.100.932190.912290.93869
2672012.11.01 13:00close890.100.930230.912290.93869-21.492405.48
2682012.11.01 21:00buy900.100.932110.000000.00000
2692012.11.01 21:00modify900.100.932110.912210.93797
2702012.11.01 22:00close900.100.931680.912210.93797-4.622400.86
2712012.11.02 14:00sell910.100.939450.000000.00000
2722012.11.02 14:00modify910.100.939450.959350.93276
2732012.11.04 22:00close910.100.941590.959350.93276-22.732378.13
2742012.11.05 05:00sell920.100.940840.000000.00000
2752012.11.05 05:00modify920.100.940840.960740.93348
2762012.11.06 19:00close920.100.942610.960740.93348-19.052359.08
2772012.11.06 19:00buy930.100.942610.000000.00000
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5612013.10.30 18:00close1870.100.895650.919950.8926949.134050.81
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5712013.11.13 00:00buy1910.100.917580.000000.00000
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5732013.11.14 23:00close1910.100.916470.897680.92475-12.433964.11
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5812013.11.21 02:00modify1940.100.917450.937350.90893
5822013.11.22 14:45t/p1940.100.908930.937350.9089393.474159.88
5832013.11.22 17:00buy1950.100.907460.000000.00000
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5912013.12.01 22:00close1970.100.906210.928350.9025824.454244.18
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6032013.12.18 20:46t/p2010.100.893780.867670.8937869.264406.23
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6112013.12.30 13:00modify2040.100.890300.870400.89708
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6302014.01.26 22:00close2100.100.894990.877140.90636-23.024365.29
6312014.01.28 00:00buy2110.100.896700.000000.00000
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6332014.01.28 04:00close2110.100.896280.876800.90378-4.694360.60
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6432014.02.10 18:00buy2150.100.897400.000000.00000
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6512014.02.16 22:00close2170.100.891220.874400.90095-34.674369.52
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6732014.03.11 08:00sell2250.100.879970.000000.00000
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6812014.03.16 21:01close2270.100.872360.895330.8686935.194541.22
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7032014.04.24 23:00buy2350.100.881780.000000.00000
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7232014.05.18 21:00close2410.100.892030.871300.898429.304634.44
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7512014.06.19 07:00buy2510.100.894100.000000.00000
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7532014.06.22 21:00close2510.100.895190.874200.8997812.074797.09
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7712014.07.11 00:00close2570.100.892690.872980.89588-2.554732.57
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8402014.10.15 12:51t/p2800.100.947140.974190.9471475.224954.16
8412014.10.16 23:00buy2810.100.942780.000000.00000
8422014.10.16 23:00modify2810.100.942780.922880.95413
8432014.10.19 21:00close2810.100.946580.922880.9541340.034994.20
8442014.10.19 22:00sell2820.100.946600.000000.00000
8452014.10.19 22:00modify2820.100.946600.966500.93737
8462014.10.20 00:00close2820.100.947390.966500.93737-8.614985.59
8472014.10.20 17:00buy2830.100.943080.000000.00000
8482014.10.20 17:00modify2830.100.943080.923180.95010
8492014.10.22 08:01t/p2830.100.950100.923180.9501073.675059.26
8502014.10.22 20:00sell2840.100.953690.000000.00000
8512014.10.22 20:00modify2840.100.953690.973590.94653
8522014.10.24 20:59close at stop2840.100.952100.973590.9465315.645074.90

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Information, charts or examples contained in this review article are for illustration and educational purposes only. It should not be considered as an advice or endorsement to purchase or sell any security or financial instrument. We do not and cannot give any kind of financial advice. No employee or persons associated with us are registered or authorized to give financial advice. We do not trade on anyone's behalf, and we do not recommend any broker. On certain occasions, we have a material link to the product or service mentioned in the article. This may be in the form of compensation or remuneration.

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