Strategy Tester Report
Chameleon6.06
InterbankFX-Demo Accounts (Build 211)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
PeriodDaily (D1) 2006.01.01 00:00 - 2007.09.20 00:00 (2006.01.01 - 2007.09.21)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagicNumber=111111; TRADING_Inputs="--- TRADING INPUTS ---"; Lots=0.5; ProfitTarget=0; StopLoss=0; TrailingStart=0; TrailingStop=0; MaxTrades=1; OnlyUpOrDown=false; Shift=0; RSI_Inputs="----- RSI INPUTS -----"; RSI_TimeFrame=240; RSI_Periods=7; RSI_Buy_Level=50; RSI_Sell_Level=50; Threshold=100; PSAR_Inputs="----- PSAR INPUTS -----"; UsePSARTrailing=false; PSARTIMEFRAME=0; PSARStep=0.02; PSARMax=0.2; RetraceRSI_Inputs="-- FILTERS --"; RetraceFilter=false; LongPeriods=3; LongTimeFrame=60; ShortPeriods=2; ShortTimeFrame=60; LevelFilter=false; UpperLevel=0; LowerLevel=0; MoneyManagements="--- MONEY MANAGEMENT --"; UseMagicNumber=true; EquityProfitTarget=500; EquityStopLoss=0; EquityTrailing=0; EquityTrailStart=0; MoneyManagement=false; BrokerAllowsFractionalLots=true; Risk=0.25; Martingale="----- MARTINGALE -----"; MgHedge=true; UseStandardHedge=true; PipsDown=100; MagicNumberToHedge=111111; MgStopLoss=0; MgTakeProfit=0; MgLotsMultiplier=2; MgMagicNumber=111111; MgTrailingStart=0; MgTrailingStop=0; caors="----- Close All On Reversal -----"; CloseAllOnReversal=false; caorLongPeriods=20; caorLongTimeFrame=60; caorShortPeriods=10; caorShortTimeFrame=60; caorSignalReadPeriod=5;
Bars in test1537Ticks modelled3040714Modelling quality90.00%
Mismatched charts errors0
Initial deposit50000.00
Total net profit56528.58Gross profit404362.73Gross loss-347834.15
Profit factor1.16Expected payoff237.52
Absolute drawdown29301.65Maximal drawdown40089.00 (65.95%)Relative drawdown65.95% (40089.00)
Total trades238Short positions (won %)107 (58.88%)Long positions (won %)131 (70.99%)
Profit trades (% of total)156 (65.55%)Loss trades (% of total)82 (34.45%)
Largestprofit trade34056.00loss trade-33997.60
Averageprofit trade2592.07loss trade-4241.88
Maximumconsecutive wins (profit in money)5 (4178.00)consecutive losses (loss in money)1 (-33997.60)
Maximalconsecutive profit (count of wins)35080.75 (3)consecutive loss (count of losses)-33997.60 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12006.01.03 08:10buy10.501.73270.00000.0000
22006.01.03 17:55close10.501.74280.00000.0000505.0050505.00
32006.01.03 17:55buy20.501.74320.00000.0000
42006.01.04 03:13close20.501.75330.00000.0000507.3851012.38
52006.01.04 03:13buy30.501.75370.00000.0000
62006.01.06 13:52close30.501.76370.00000.0000509.5051521.88
72006.01.06 13:52buy40.501.76410.00000.0000
82006.01.11 10:07sell51.001.75400.00000.0000
92006.01.11 16:57buy62.001.76400.00000.0000
102006.01.13 17:17close62.001.77440.00000.00002118.0053639.88
112006.01.13 17:17close51.001.77480.00000.0000-2099.8051540.07
122006.01.13 17:17close40.501.77440.00000.0000531.6352071.70
132006.01.13 17:17buy70.501.77480.00000.0000
142006.01.16 14:39sell81.001.76470.00000.0000
152006.01.23 00:41buy92.001.77500.00000.0000
162006.01.23 12:49close92.001.78590.00000.00002180.0054251.70
172006.01.23 12:49close81.001.78630.00000.0000-2194.6552057.05
182006.01.23 12:49close70.501.78590.00000.0000574.0052631.05
192006.01.23 12:49buy100.501.78630.00000.0000
202006.01.27 11:10sell111.001.77620.00000.0000
212006.01.27 13:39buy122.001.78630.00000.0000
222006.01.27 15:44sell134.001.77600.00000.0000
232006.01.31 17:30buy148.001.78610.00000.0000
242006.01.31 19:31sell1516.001.77590.00000.0000
252006.02.03 14:20close1516.001.76450.00000.000017844.0070475.05
262006.02.03 14:20close148.001.76410.00000.0000-17410.0053065.05
272006.02.03 14:20close134.001.76450.00000.00004461.4057526.45
282006.02.03 14:20close122.001.76410.00000.0000-4373.5053152.95
292006.02.03 14:20close111.001.76450.00000.00001135.3554288.30
302006.02.03 14:20close100.501.76410.00000.0000-1079.1353209.17
312006.02.03 14:20sell160.501.76410.00000.0000
322006.02.06 11:01close160.501.75400.00000.0000502.5253711.70
332006.02.06 11:01sell170.501.75360.00000.0000
342006.02.07 15:12close170.501.74350.00000.0000502.5254214.22
352006.02.07 15:12sell180.501.74310.00000.0000
362006.02.10 13:38buy191.001.75320.00000.0000
372006.02.10 15:55sell202.001.74300.00000.0000
382006.02.14 13:38close202.001.73210.00000.00002160.2056374.42
392006.02.14 13:38close191.001.73170.00000.0000-2140.5054233.92
402006.02.14 13:38close180.501.73210.00000.0000532.6754766.60
412006.02.14 13:38sell210.501.73170.00000.0000
422006.02.15 13:03buy221.001.74170.00000.0000
432006.02.16 09:48sell232.001.73170.00000.0000
442006.02.17 15:14buy244.001.74180.00000.0000
452006.02.23 10:56close244.001.75420.00000.00005074.0059840.60
462006.02.23 10:56close232.001.75460.00000.0000-4649.3055191.30
472006.02.23 10:56close221.001.75420.00000.00001297.5056488.80
482006.02.23 10:56close210.501.75460.00000.0000-1172.2255316.57
492006.02.23 10:56buy250.501.75460.00000.0000
502006.02.24 15:58sell261.001.74460.00000.0000
512006.02.28 16:19buy272.001.75460.00000.0000
522006.03.02 13:02sell284.001.74450.00000.0000
532006.03.02 19:35buy298.001.75450.00000.0000
542006.03.07 04:59sell3016.001.74440.00000.0000
552006.03.07 14:14close3016.001.73340.00000.000017600.0072916.57
562006.03.07 14:14close298.001.73300.00000.0000-17086.0055830.57
572006.03.07 14:14close284.001.73340.00000.00004380.6060211.17
582006.03.07 14:14close272.001.73300.00000.0000-4253.5055957.67
592006.03.07 14:14close261.001.73340.00000.00001075.4557033.12
602006.03.07 14:14close250.501.73300.00000.0000-1056.2555976.87
612006.03.08 08:01sell310.501.74180.00000.0000
622006.03.10 13:34close310.501.73120.00000.0000520.1056496.97
632006.03.10 13:34sell320.501.73080.00000.0000
642006.03.14 14:54buy331.001.74100.00000.0000
652006.03.24 07:56sell342.001.73100.00000.0000
662006.03.24 15:06buy354.001.74120.00000.0000
672006.03.28 14:46close354.001.75370.00000.00005038.0061534.97
682006.03.28 14:46close342.001.75410.00000.0000-4639.8056895.17
692006.03.28 14:46close331.001.75370.00000.00001336.5058231.67
702006.03.28 14:46close320.501.75410.00000.0000-1204.6057027.07
712006.03.28 20:22sell360.501.74650.00000.0000
722006.03.29 09:31close360.501.73640.00000.0000502.5257529.60
732006.03.29 09:31sell370.501.73600.00000.0000
742006.03.30 15:33buy381.001.74610.00000.0000
752006.03.31 09:21sell392.001.73610.00000.0000
762006.04.03 06:56close392.001.72550.00000.00002110.1059639.70
772006.04.03 06:56close381.001.72510.00000.0000-2090.5057549.20
782006.04.03 06:56close370.501.72550.00000.0000512.6358061.82
792006.04.03 06:56sell400.501.72510.00000.0000
802006.04.03 14:54buy411.001.73530.00000.0000
812006.04.04 13:48close411.001.75590.00000.00002064.7560126.57
822006.04.04 13:48close400.501.75630.00000.0000-1562.4758564.10
832006.04.05 14:07sell420.501.74900.00000.0000
842006.04.06 09:20buy431.001.75910.00000.0000
852006.04.06 16:27sell442.001.74910.00000.0000
862006.04.10 17:10close442.001.73860.00000.00002080.2060644.30
872006.04.10 17:10close431.001.73820.00000.0000-2080.5058563.80
882006.04.10 17:10close420.501.73860.00000.0000507.6359071.42
892006.04.10 17:10sell450.501.73820.00000.0000
902006.04.11 13:47buy461.001.74820.00000.0000
912006.04.17 12:19close461.001.76870.00000.00002078.5061149.92
922006.04.17 12:19close450.501.76910.00000.0000-1562.3359587.60
932006.04.17 12:19buy470.501.76910.00000.0000
942006.04.18 13:01close470.501.77920.00000.0000507.3860094.97
952006.04.18 13:01buy480.501.77960.00000.0000
962006.04.19 14:06close480.501.78990.00000.0000517.3860612.35
972006.04.19 14:06buy490.501.79030.00000.0000
982006.04.20 11:08sell501.001.78030.00000.0000
992006.04.24 06:55buy512.001.79030.00000.0000
1002006.04.24 14:46sell524.001.78020.00000.0000
1012006.04.24 17:58buy538.001.79030.00000.0000
1022006.04.26 12:45sell5416.001.78010.00000.0000
1032006.04.26 16:00buy5532.001.79030.00000.0000
1042006.04.27 14:43close5532.001.80080.00000.000034056.0094668.35
1052006.04.27 14:43close5416.001.80120.00000.0000-33997.6060670.75
1062006.04.27 14:43close538.001.80080.00000.00008590.0069260.75
1072006.04.27 14:43close524.001.80120.00000.0000-8499.0060761.75
1082006.04.27 14:43close512.001.80080.00000.00002147.5062909.25
1092006.04.27 14:43close501.001.80120.00000.0000-2124.6560784.60
1102006.04.27 14:43close490.501.80080.00000.0000548.7561333.35
1112006.04.27 14:43buy560.501.80120.00000.0000
1122006.04.28 13:48close560.501.81130.00000.0000507.3861840.72
1132006.04.28 13:48buy570.501.81170.00000.0000
1142006.04.28 15:08close570.501.82170.00000.0000500.0062340.72
1152006.04.28 15:08buy580.501.82210.00000.0000
1162006.05.01 12:58close580.501.83230.00000.0000512.3862853.10
1172006.05.01 12:58buy590.501.83270.00000.0000
1182006.05.01 19:43sell601.001.82250.00000.0000
1192006.05.02 08:32buy612.001.83250.00000.0000
1202006.05.03 02:32close612.001.84300.00000.00002109.5064962.60
1212006.05.03 02:32close601.001.84340.00000.0000-2099.9062862.70
1222006.05.03 02:32close590.501.84300.00000.0000519.7563382.45
1232006.05.03 02:32buy620.501.84340.00000.0000
1242006.05.04 18:11close620.501.85330.00000.0000502.1363884.57
1252006.05.04 18:11buy630.501.85370.00000.0000
1262006.05.08 08:25close630.501.86370.00000.0000504.7564389.32
1272006.05.08 08:25buy640.501.86410.00000.0000
1282006.05.09 06:58sell651.001.85410.00000.0000
1292006.05.09 13:53buy662.001.86410.00000.0000
1302006.05.11 01:17sell674.001.85410.00000.0000
1312006.05.11 09:33buy688.001.86430.00000.0000
1322006.05.11 14:12close688.001.87480.00000.00008400.0072789.32
1332006.05.11 14:12close674.001.87520.00000.0000-8440.0064349.32
1342006.05.11 14:12close662.001.87480.00000.00002178.0066527.32
1352006.05.11 14:12close651.001.87520.00000.0000-2129.8064397.52
1362006.05.11 14:12close640.501.87480.00000.0000546.8864944.40
1372006.05.11 14:12buy690.501.87520.00000.0000
1382006.05.11 15:56close690.501.88520.00000.0000500.0065444.40
1392006.05.11 15:56buy700.501.88560.00000.0000
1402006.05.12 09:35close700.501.89590.00000.0000517.3865961.77
1412006.05.12 09:35buy710.501.89630.00000.0000
1422006.05.15 08:08sell721.001.88620.00000.0000
1432006.05.17 07:12buy732.001.89620.00000.0000
1442006.05.17 14:27sell744.001.88620.00000.0000
1452006.05.18 21:09buy758.001.89640.00000.0000
1462006.05.19 07:02sell7616.001.88640.00000.0000
1472006.05.19 08:19close7616.001.87510.00000.000018080.0084041.77
1482006.05.19 08:19close758.001.87470.00000.0000-17322.0066719.77
1492006.05.19 08:19close744.001.87510.00000.00004360.8071080.57
1502006.05.19 08:19close732.001.87470.00000.0000-4262.0066818.57
1512006.05.19 08:19close721.001.87510.00000.00001080.3067898.87
1522006.05.19 08:19close710.501.87470.00000.0000-1063.3866835.50
1532006.05.19 08:19sell770.501.87470.00000.0000
1542006.05.22 06:54close770.501.86430.00000.0000517.5267353.02
1552006.05.22 06:54sell780.501.86390.00000.0000
1562006.05.22 08:24buy791.001.87400.00000.0000
1572006.05.26 13:22sell802.001.86370.00000.0000
1582006.05.30 06:17buy814.001.87400.00000.0000
1592006.05.30 14:04close814.001.88700.00000.00005200.0072553.02
1602006.05.30 14:04close802.001.88740.00000.0000-4759.8067793.22
1612006.05.30 14:04close791.001.88700.00000.00001338.0069131.22
1622006.05.30 14:04close780.501.88740.00000.0000-1194.8067936.42
1632006.05.30 14:05buy820.501.88590.00000.0000
1642006.05.31 11:38sell831.001.87580.00000.0000
1652006.06.02 14:50buy842.001.88580.00000.0000
1662006.06.05 18:44sell854.001.87580.00000.0000
1672006.06.06 13:32close854.001.86320.00000.00005020.2072956.62
1682006.06.06 13:32close842.001.86280.00000.0000-4581.0068375.62
1692006.06.06 13:32close831.001.86320.00000.00001230.3069605.92
1702006.06.06 13:32close820.501.86280.00000.0000-1138.3868467.55
1712006.06.07 13:47sell860.501.85340.00000.0000
1722006.06.08 12:05close860.501.84320.00000.0000502.5768970.12
1732006.06.08 12:05sell870.501.84280.00000.0000
1742006.06.13 20:43close870.501.83240.00000.0000512.5869482.70
1752006.06.13 20:43sell880.501.83200.00000.0000
1762006.06.14 07:33buy891.001.84200.00000.0000
1772006.06.22 10:53sell902.001.83180.00000.0000
1782006.06.23 11:20close902.001.82150.00000.00002050.1071532.80
1792006.06.23 11:20close891.001.82110.00000.0000-2037.7569495.05
1802006.06.23 11:20close880.501.82150.00000.0000495.3069990.35
1812006.06.23 11:20sell910.501.82110.00000.0000
1822006.06.29 11:19close910.501.81070.00000.0000505.1570495.50
1832006.06.29 11:19sell920.501.81030.00000.0000
1842006.06.29 18:22buy931.001.82030.00000.0000
1852006.06.30 12:35close931.001.84070.00000.00002044.7572540.25
1862006.06.30 12:35close920.501.84110.00000.0000-1542.4770997.77
1872006.06.30 12:35buy940.501.84110.00000.0000
1882006.07.07 12:35close940.501.85100.00000.0000511.6371509.40
1892006.07.07 12:35buy950.501.85140.00000.0000
1902006.07.10 11:08sell961.001.84120.00000.0000
1912006.07.17 10:30close961.001.82020.00000.00002065.3573574.75
1922006.07.17 10:30close950.501.81980.00000.0000-1561.0072013.75
1932006.07.17 10:35sell970.501.82030.00000.0000
1942006.07.18 10:39buy981.001.83030.00000.0000
1952006.07.20 11:37close981.001.85060.00000.00002049.0074062.75
1962006.07.20 11:37close970.501.85100.00000.0000-1547.3872515.37
1972006.07.24 05:35sell990.501.85210.00000.0000
1982006.07.25 15:27close990.501.84190.00000.0000507.5273022.90
1992006.07.25 15:27sell1000.501.84150.00000.0000
2002006.07.26 17:40buy1011.001.85150.00000.0000
2012006.08.01 16:07close1011.001.87200.00000.00002078.5075101.40
2022006.08.01 16:07close1000.501.87240.00000.0000-1562.3373539.07
2032006.08.01 16:07buy1020.501.87240.00000.0000
2042006.08.03 11:01close1020.501.88250.00000.0000514.5074053.57
2052006.08.03 11:01buy1030.501.88290.00000.0000
2062006.08.04 08:44close1030.501.89300.00000.0000507.3874560.95
2072006.08.04 08:44buy1040.501.89340.00000.0000
2082006.08.04 12:40close1040.501.90350.00000.0000505.0075065.95
2092006.08.04 12:40buy1050.501.90390.00000.0000
2102006.08.08 18:17close1050.501.91410.00000.0000514.7575580.70
2112006.08.08 18:17buy1060.501.91450.00000.0000
2122006.08.08 22:25sell1071.001.90440.00000.0000
2132006.08.17 17:59close1071.001.88330.00000.00002055.5577636.25
2142006.08.17 17:59close1060.501.88290.00000.0000-1553.8876082.37
2152006.08.17 17:59sell1080.501.88290.00000.0000
2162006.08.21 07:43buy1091.001.89320.00000.0000
2172006.08.25 06:31sell1102.001.88290.00000.0000
2182006.08.28 07:01buy1114.001.89300.00000.0000
2192006.08.30 13:14close1114.001.90550.00000.00005038.0081120.37
2202006.08.30 13:14close1102.001.90590.00000.0000-4629.7076490.67
2212006.08.30 13:14close1091.001.90550.00000.00001272.7577763.42
2222006.08.30 13:14close1080.501.90590.00000.0000-1177.2276586.20
2232006.08.30 13:23buy1120.501.90450.00000.0000
2242006.09.05 13:46sell1131.001.89450.00000.0000
2252006.09.07 11:58close1131.001.87370.00000.00002060.2078646.40
2262006.09.07 11:58close1120.501.87330.00000.0000-1536.2577110.15
2272006.09.07 12:45sell1140.501.87260.00000.0000
2282006.09.11 14:08close1140.501.86240.00000.0000505.0577615.20
2292006.09.11 14:08sell1150.501.86200.00000.0000
2302006.09.12 08:34buy1161.001.87210.00000.0000
2312006.09.20 18:21close1161.001.89230.00000.00002058.0079673.20
2322006.09.20 18:21close1150.501.89270.00000.0000-1557.2878115.92
2332006.09.20 18:21buy1170.501.89270.00000.0000
2342006.09.21 19:18close1170.501.90260.00000.0000502.1378618.05
2352006.09.21 19:18buy1180.501.90300.00000.0000
2362006.09.26 14:06sell1191.001.89300.00000.0000
2372006.09.29 06:53close1191.001.87240.00000.00002035.2580653.30
2382006.09.29 06:53close1180.501.87200.00000.0000-1531.0079122.30
2392006.09.29 06:53sell1200.501.87200.00000.0000
2402006.10.02 13:49buy1211.001.88210.00000.0000
2412006.10.06 13:56sell1222.001.87200.00000.0000
2422006.10.10 08:30close1222.001.86150.00000.00002080.2081202.50
2432006.10.10 08:30close1211.001.86110.00000.0000-2062.0079140.50
2442006.10.10 08:30close1200.501.86150.00000.0000502.7379643.22
2452006.10.10 08:30sell1230.501.86110.00000.0000
2462006.10.17 13:20buy1241.001.87130.00000.0000
2472006.10.26 17:50close1241.001.89180.00000.00002102.2581745.47
2482006.10.26 17:50close1230.501.89220.00000.0000-1599.5580145.92
2492006.10.26 17:50buy1250.501.89220.00000.0000
2502006.10.30 12:42close1250.501.90220.00000.0000504.7580650.67
2512006.10.30 12:42buy1260.501.90260.00000.0000
2522006.11.01 15:03close1260.501.91260.00000.0000504.7581155.42
2532006.11.01 15:03buy1270.501.91300.00000.0000
2542006.11.03 13:31sell1281.001.90300.00000.0000
2552006.11.10 08:34buy1292.001.91300.00000.0000
2562006.11.13 14:04sell1304.001.90300.00000.0000
2572006.11.15 09:37close1304.001.89030.00000.00005040.4086195.82
2582006.11.15 09:37close1292.001.88990.00000.0000-4591.5081604.32
2592006.11.15 09:37close1281.001.89030.00000.00001220.5082824.82
2602006.11.15 09:37close1270.501.88990.00000.0000-1121.7581703.07
2612006.11.15 09:37sell1310.501.88990.00000.0000
2622006.11.21 11:07buy1321.001.89990.00000.0000
2632006.11.24 08:24close1321.001.92040.00000.00002073.7583776.82
2642006.11.24 08:24close1310.501.92080.00000.0000-1572.2282204.60
2652006.11.24 08:26buy1330.501.92300.00000.0000
2662006.11.24 08:48close1330.501.93340.00000.0000520.0082724.60
2672006.11.24 08:48buy1340.501.93380.00000.0000
2682006.11.28 08:06close1340.501.94400.00000.0000514.7583239.35
2692006.11.28 08:06buy1350.501.94440.00000.0000
2702006.11.29 06:26close1350.501.95440.00000.0000502.3883741.72
2712006.11.29 06:26buy1360.501.95480.00000.0000
2722006.11.29 18:24sell1371.001.94480.00000.0000
2732006.11.30 07:22buy1382.001.95490.00000.0000
2742006.11.30 15:57close1382.001.96540.00000.00002100.0085841.72
2752006.11.30 15:57close1371.001.96580.00000.0000-2114.8583726.87
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