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=1; 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=100; EquityStopLoss=0; EquityTrailing=0; EquityTrailStart=0; MoneyManagement=false; BrokerAllowsFractionalLots=true; Risk=0.25; Martingale="----- MARTINGALE -----"; MgHedge=true; UseStandardHedge=false; PipsDown=100; MagicNumberToHedge=111111; MgStopLoss=0; MgTakeProfit=0; MgLotsMultiplier=3; 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 profit36311.90Gross profit79598.20Gross loss-43286.30
Profit factor1.84Expected payoff103.75
Absolute drawdown12564.40Maximal drawdown20199.20 (26.70%)Relative drawdown30.43% (16378.00)
Total trades350Short positions (won %)178 (84.83%)Long positions (won %)172 (91.86%)
Profit trades (% of total)309 (88.29%)Loss trades (% of total)41 (11.71%)
Largestprofit trade12690.00loss trade-4439.40
Averageprofit trade257.60loss trade-1055.76
Maximumconsecutive wins (profit in money)43 (5234.75)consecutive losses (loss in money)3 (-11289.20)
Maximalconsecutive profit (count of wins)13540.00 (9)consecutive loss (count of losses)-11289.20 (3)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12006.01.03 08:10buy11.001.73270.00000.0000
22006.01.03 08:33close11.001.73380.00000.0000110.0050110.00
32006.01.03 17:18buy21.001.74270.00000.0000
42006.01.03 19:03close21.001.74370.00000.0000100.0050210.00
52006.01.04 02:27buy31.001.75280.00000.0000
62006.01.04 09:09close31.001.75390.00000.0000110.0050320.00
72006.01.05 11:07sell41.001.74850.00000.0000
82006.01.05 17:31sell53.001.75810.00000.0000
92006.01.05 20:08close53.001.75530.00000.0000840.0051160.00
102006.01.05 20:08close41.001.75530.00000.0000-680.0050480.00
112006.01.06 13:51buy61.001.76290.00000.0000
122006.01.06 13:52close61.001.76400.00000.0000110.0050590.00
132006.01.09 04:49buy71.001.77290.00000.0000
142006.01.09 15:14buy83.001.76310.00000.0000
152006.01.09 15:29close83.001.76600.00000.0000870.0051460.00
162006.01.09 15:29close71.001.76600.00000.0000-690.0050770.00
172006.01.09 16:00sell91.001.76350.00000.0000
182006.01.10 07:29close91.001.76240.00000.0000105.0550875.05
192006.01.11 10:07sell101.001.75350.00000.0000
202006.01.11 11:01close101.001.75240.00000.0000110.0050985.05
212006.01.12 14:02sell111.001.76450.00000.0000
222006.01.12 14:07close111.001.76330.00000.0000120.0051105.05
232006.01.19 08:36sell121.001.75440.00000.0000
242006.01.19 12:45close121.001.75320.00000.0000120.0051225.05
252006.01.19 15:36buy131.001.76250.00000.0000
262006.01.19 15:43close131.001.76350.00000.0000100.0051325.05
272006.01.20 19:54buy141.001.77270.00000.0000
282006.01.23 00:07close141.001.77370.00000.0000104.7551429.80
292006.01.23 02:20buy151.001.78290.00000.0000
302006.01.23 10:50close151.001.78400.00000.0000110.0051539.80
312006.01.25 09:55buy161.001.79290.00000.0000
322006.01.25 20:31buy173.001.78330.00000.0000
332006.01.26 01:38close173.001.78590.00000.0000822.7552362.55
342006.01.26 01:38close161.001.78590.00000.0000-685.7551676.80
352006.01.26 06:51sell181.001.78370.00000.0000
362006.01.26 11:36close181.001.78270.00000.0000100.0051776.80
372006.01.27 13:31buy191.001.78260.00000.0000
382006.01.27 13:32close191.001.78380.00000.0000120.0051896.80
392006.01.27 15:53sell201.001.77350.00000.0000
402006.01.27 15:57close201.001.77250.00000.0000100.0051996.80
412006.01.30 09:05sell211.001.76350.00000.0000
422006.01.31 08:04sell223.001.77320.00000.0000
432006.01.31 12:37close223.001.77050.00000.0000810.0052806.80
442006.01.31 12:37close211.001.77050.00000.0000-704.9552101.85
452006.01.31 12:38buy231.001.77110.00000.0000
462006.01.31 12:53close231.001.77210.00000.0000100.0052201.85
472006.01.31 16:53buy241.001.78110.00000.0000
482006.01.31 17:05close241.001.78210.00000.0000100.0052301.85
492006.02.01 13:22sell251.001.77500.00000.0000
502006.02.01 13:36close251.001.77400.00000.0000100.0052401.85
512006.02.03 14:08sell261.001.76490.00000.0000
522006.02.03 14:20close261.001.76380.00000.0000110.0052511.85
532006.02.06 09:05sell271.001.75490.00000.0000
542006.02.06 11:26close271.001.75380.00000.0000110.0052621.85
552006.02.06 17:14sell281.001.74490.00000.0000
562006.02.06 17:19close281.001.74380.00000.0000110.0052731.85
572006.02.09 01:03buy291.001.74610.00000.0000
582006.02.10 05:27close291.001.74710.00000.0000104.7552836.60
592006.02.10 13:56buy301.001.75620.00000.0000
602006.02.10 13:56close301.001.75720.00000.0000100.0052936.60
612006.02.10 15:54buy311.001.74610.00000.0000
622006.02.10 17:24close311.001.74710.00000.0000100.0053036.60
632006.02.14 11:59sell321.001.73480.00000.0000
642006.02.14 13:31close321.001.73370.00000.0000110.0053146.60
652006.02.23 13:21buy331.001.75610.00000.0000
662006.02.24 15:38buy343.001.74650.00000.0000
672006.02.28 13:25close343.001.74910.00000.0000808.5053955.10
682006.02.28 13:25close331.001.74910.00000.0000-685.7553269.35
692006.03.01 16:42sell351.001.75000.00000.0000
702006.03.01 16:48close351.001.74900.00000.0000100.0053369.35
712006.03.07 09:17sell361.001.73990.00000.0000
722006.03.07 09:31close361.001.73890.00000.0000100.0053469.35
732006.03.09 10:17buy371.001.73960.00000.0000
742006.03.09 10:31close371.001.74080.00000.0000120.0053589.35
752006.03.10 13:49sell381.001.72980.00000.0000
762006.03.10 14:16close381.001.72880.00000.0000100.0053689.35
772006.03.15 14:26buy391.001.74970.00000.0000
782006.03.16 13:34close391.001.75080.00000.0000124.2553813.60
792006.03.16 17:34buy401.001.75970.00000.0000
802006.03.21 08:17buy413.001.74970.00000.0000
812006.03.23 15:13buy429.001.73980.00000.0000
822006.03.24 18:08close429.001.74370.00000.00003552.7557366.35
832006.03.24 18:08close413.001.74370.00000.0000-1728.7555637.60
842006.03.24 18:08close401.001.74370.00000.0000-1562.0054075.60
852006.03.24 18:08buy431.001.74410.00000.0000
862006.03.27 03:55close431.001.74520.00000.0000114.7554190.35
872006.03.28 04:53sell441.001.74440.00000.0000
882006.03.28 20:53close441.001.74320.00000.0000120.0054310.35
892006.03.29 12:26sell451.001.73440.00000.0000
902006.03.29 14:57close451.001.73310.00000.0000130.0054440.35
912006.04.04 12:29buy461.001.75430.00000.0000
922006.04.04 13:47close461.001.75530.00000.0000100.0054540.35
932006.04.05 14:07sell471.001.74900.00000.0000
942006.04.06 09:20sell483.001.75870.00000.0000
952006.04.06 12:37close483.001.75590.00000.0000840.0055380.35
962006.04.06 12:37close471.001.75590.00000.0000-704.8554675.50
972006.04.10 17:09sell491.001.73880.00000.0000
982006.04.11 13:53sell503.001.74860.00000.0000
992006.04.11 15:37close503.001.74560.00000.0000900.0055575.50
1002006.04.11 15:37close491.001.74560.00000.0000-684.9554890.55
1012006.04.13 12:56sell511.001.75050.00000.0000
1022006.04.13 13:08close511.001.74950.00000.0000100.0054990.55
1032006.04.17 11:41buy521.001.76430.00000.0000
1042006.04.17 11:42close521.001.76570.00000.0000140.0055130.55
1052006.04.17 14:52buy531.001.77450.00000.0000
1062006.04.18 12:40close531.001.77560.00000.0000114.7555245.30
1072006.04.18 21:08buy541.001.78450.00000.0000
1082006.04.19 08:35close541.001.78560.00000.0000114.7555360.05
1092006.04.20 08:43sell551.001.78300.00000.0000
1102006.04.20 10:42close551.001.78200.00000.0000100.0055460.05
1112006.04.25 13:37buy561.001.79450.00000.0000
1122006.04.25 14:10buy573.001.78480.00000.0000
1132006.04.25 14:50close573.001.78750.00000.0000810.0056270.05
1142006.04.25 14:50close561.001.78750.00000.0000-700.0055570.05
1152006.04.27 14:49buy581.001.80450.00000.0000
1162006.04.28 08:33close581.001.80570.00000.0000124.7555694.80
1172006.04.28 14:42buy591.001.81450.00000.0000
1182006.04.28 14:54close591.001.81560.00000.0000110.0055804.80
1192006.04.28 15:10buy601.001.82450.00000.0000
1202006.04.28 20:12close601.001.82560.00000.0000110.0055914.80
1212006.05.01 13:06buy611.001.83450.00000.0000
1222006.05.01 13:09close611.001.83580.00000.0000130.0056044.80
1232006.05.01 19:21buy621.001.82450.00000.0000
1242006.05.01 19:23close621.001.82570.00000.0000120.0056164.80
1252006.05.02 08:41buy631.001.83460.00000.0000
1262006.05.02 08:46close631.001.83580.00000.0000120.0056284.80
1272006.05.03 02:35buy641.001.84470.00000.0000
1282006.05.03 06:34close641.001.84580.00000.0000110.0056394.80
1292006.05.04 06:30sell651.001.83660.00000.0000
1302006.05.04 06:35close651.001.83540.00000.0000120.0056514.80
1312006.05.04 18:12buy661.001.85470.00000.0000
1322006.05.05 12:31close661.001.85580.00000.0000114.7556629.55
1332006.05.08 08:27buy671.001.86480.00000.0000
1342006.05.08 08:29close671.001.86610.00000.0000130.0056759.55
1352006.05.08 17:09sell681.001.85620.00000.0000
1362006.05.09 06:32close681.001.85500.00000.0000115.0556874.60
1372006.05.11 14:12buy691.001.87480.00000.0000
1382006.05.11 14:33close691.001.87610.00000.0000130.0057004.60
1392006.05.11 15:54buy701.001.88500.00000.0000
1402006.05.11 15:59close701.001.88600.00000.0000100.0057104.60
1412006.05.12 09:30buy711.001.89510.00000.0000
1422006.05.12 09:38close711.001.89620.00000.0000110.0057214.60
1432006.05.15 08:07sell721.001.88700.00000.0000
1442006.05.15 08:08close721.001.88580.00000.0000120.0057334.60
1452006.05.15 20:36sell731.001.87690.00000.0000
1462006.05.16 04:05sell743.001.88650.00000.0000
1472006.05.16 04:49close743.001.88380.00000.0000810.0058144.60
1482006.05.16 04:49close731.001.88380.00000.0000-694.9557449.65
1492006.05.16 05:00buy751.001.88460.00000.0000
1502006.05.16 05:58close751.001.88570.00000.0000110.0057559.65
1512006.05.17 07:10buy761.001.89490.00000.0000
1522006.05.17 07:12close761.001.89600.00000.0000110.0057669.65
1532006.05.17 14:25sell771.001.88780.00000.0000
1542006.05.17 14:27close771.001.88660.00000.0000120.0057789.65
1552006.05.17 18:35sell781.001.87750.00000.0000
1562006.05.18 08:27sell793.001.88730.00000.0000
1572006.05.18 11:37close793.001.88440.00000.0000870.0058659.65
1582006.05.18 11:37close781.001.88440.00000.0000-704.8557954.80
1592006.05.19 06:59sell801.001.88770.00000.0000
1602006.05.19 07:02close801.001.88630.00000.0000140.0058094.80
1612006.05.19 08:11sell811.001.87740.00000.0000
1622006.05.19 08:19close811.001.87640.00000.0000100.0058194.80
1632006.05.22 05:50sell821.001.86740.00000.0000
1642006.05.22 06:44close821.001.86610.00000.0000130.0058324.80
1652006.05.22 10:25sell831.001.87740.00000.0000
1662006.05.22 10:35close831.001.87630.00000.0000110.0058434.80
1672006.05.22 14:02buy841.001.87920.00000.0000
1682006.05.22 14:20close841.001.88020.00000.0000100.0058534.80
1692006.05.22 18:15buy851.001.88920.00000.0000
1702006.05.23 13:32buy863.001.87950.00000.0000
1712006.05.23 14:29close863.001.88220.00000.0000810.0059344.80
1722006.05.23 14:29close851.001.88220.00000.0000-695.2558649.55
1732006.05.24 14:35sell871.001.86730.00000.0000
1742006.05.24 14:40close871.001.86610.00000.0000120.0058769.55
1752006.05.25 18:44buy881.001.87450.00000.0000
1762006.05.25 21:34close881.001.87580.00000.0000130.0058899.55
1772006.05.26 13:51sell891.001.85680.00000.0000
1782006.05.26 14:19close891.001.85540.00000.0000140.0059039.55
1792006.05.30 02:07buy901.001.86230.00000.0000
1802006.05.30 02:41close901.001.86340.00000.0000110.0059149.55
1812006.05.30 06:12buy911.001.87240.00000.0000
1822006.05.30 06:17close911.001.87360.00000.0000120.0059269.55
1832006.05.30 13:58buy921.001.88250.00000.0000
1842006.05.30 14:02close921.001.88370.00000.0000120.0059389.55
1852006.05.31 12:45sell931.001.87460.00000.0000
1862006.05.31 13:34close931.001.87330.00000.0000130.0059519.55
1872006.06.01 03:56sell941.001.86460.00000.0000
1882006.06.01 06:46close941.001.86360.00000.0000100.0059619.55
1892006.06.02 09:49buy951.001.86780.00000.0000
1902006.06.02 10:28close951.001.86880.00000.0000100.0059719.55
1912006.06.02 12:33buy961.001.87790.00000.0000
1922006.06.02 12:41close961.001.87920.00000.0000130.0059849.55
1932006.06.05 07:33buy971.001.88790.00000.0000
1942006.06.05 13:07buy983.001.87800.00000.0000
1952006.06.05 17:43close983.001.88090.00000.0000870.0060719.55
1962006.06.05 17:43close971.001.88090.00000.0000-700.0060019.55
1972006.06.05 17:45sell991.001.87810.00000.0000
1982006.06.05 18:35close991.001.87710.00000.0000100.0060119.55
1992006.06.06 06:41buy1001.001.87620.00000.0000
2002006.06.06 06:54close1001.001.87720.00000.0000100.0060219.55
2012006.06.06 10:25sell1011.001.86810.00000.0000
2022006.06.06 12:14close1011.001.86690.00000.0000120.0060339.55
2032006.06.07 06:18sell1021.001.85810.00000.0000
2042006.06.07 06:39close1021.001.85700.00000.0000110.0060449.55
2052006.06.08 07:23sell1031.001.84810.00000.0000
2062006.06.08 11:50close1031.001.84700.00000.0000110.0060559.55
2072006.06.08 12:33sell1041.001.83810.00000.0000
2082006.06.09 12:36close1041.001.83680.00000.0000125.0560684.60
2092006.06.09 14:11sell1051.001.84820.00000.0000
2102006.06.09 14:18close1051.001.84710.00000.0000110.0060794.60
2112006.06.11 23:12sell1061.001.83820.00000.0000
2122006.06.13 12:34close1061.001.83700.00000.0000110.1060904.70
2132006.06.13 13:40buy1071.001.84330.00000.0000
2142006.06.13 13:45close1071.001.84450.00000.0000120.0061024.70
2152006.06.15 13:01buy1081.001.85340.00000.0000
2162006.06.15 13:11close1081.001.85440.00000.0000100.0061124.70
2172006.06.16 14:01sell1091.001.84830.00000.0000
2182006.06.16 16:38close1091.001.84730.00000.0000100.0061224.70
2192006.06.19 14:47sell1101.001.83820.00000.0000
2202006.06.22 10:17close1101.001.83690.00000.0000105.2561329.95
2212006.06.22 13:20sell1111.001.82790.00000.0000
2222006.06.22 14:21close1111.001.82670.00000.0000120.0061449.95
2232006.06.23 11:53sell1121.001.81780.00000.0000
2242006.06.23 12:12close1121.001.81680.00000.0000100.0061549.95
2252006.06.26 17:23buy1131.001.82400.00000.0000
2262006.06.26 21:11close1131.001.82500.00000.0000100.0061649.95
2272006.06.30 01:37buy1141.001.83410.00000.0000
2282006.06.30 05:30close1141.001.83510.00000.0000100.0061749.95
2292006.06.30 12:43buy1151.001.84440.00000.0000
2302006.06.30 13:50close1151.001.84570.00000.0000130.0061879.95
2312006.07.03 15:33sell1161.001.83920.00000.0000
2322006.07.05 06:04sell1173.001.84880.00000.0000
2332006.07.05 06:24close1173.001.84610.00000.0000810.0062689.95
2342006.07.05 06:24close1161.001.84610.00000.0000-699.9061990.05
2352006.07.07 12:44buy1181.001.85460.00000.0000
2362006.07.10 09:29buy1193.001.84490.00000.0000
2372006.07.12 06:37close1193.001.84750.00000.0000808.5062798.55
2382006.07.12 06:37close1181.001.84750.00000.0000-695.7562102.80
2392006.07.13 07:48buy1201.001.84000.00000.0000
2402006.07.13 08:24close1201.001.84100.00000.0000100.0062202.80
2412006.07.17 08:06sell1211.001.82890.00000.0000
2422006.07.17 08:16close1211.001.82780.00000.0000110.0062312.80
2432006.07.17 11:16sell1221.001.81890.00000.0000
2442006.07.18 10:24sell1233.001.82850.00000.0000
2452006.07.18 14:34close1233.001.82560.00000.0000870.0063182.80
2462006.07.18 14:34close1221.001.82560.00000.0000-674.9562507.85
2472006.07.18 15:33buy1241.001.82830.00000.0000
2482006.07.18 15:37close1241.001.82930.00000.0000100.0062607.85
2492006.07.19 14:10buy1251.001.83840.00000.0000
2502006.07.19 14:31close1251.001.83940.00000.0000100.0062707.85
2512006.07.20 08:31buy1261.001.84840.00000.0000
2522006.07.20 10:58close1261.001.84940.00000.0000100.0062807.85
2532006.07.21 10:24buy1271.001.85850.00000.0000
2542006.07.21 13:07close1271.001.85960.00000.0000110.0062917.85
2552006.07.24 05:35sell1281.001.85210.00000.0000
2562006.07.24 05:37close1281.001.85110.00000.0000100.0063017.85
2572006.07.25 15:15sell1291.001.84210.00000.0000
2582006.07.25 15:28close1291.001.84100.00000.0000110.0063127.85
2592006.07.26 13:25buy1301.001.84480.00000.0000
2602006.07.26 14:11close1301.001.84580.00000.0000100.0063227.85
2612006.07.26 18:24buy1311.001.85480.00000.0000
2622006.07.27 05:41close1311.001.85590.00000.0000124.2563352.10
2632006.07.27 13:09buy1321.001.86500.00000.0000
2642006.07.27 13:13close1321.001.86600.00000.0000100.0063452.10
2652006.07.28 01:19buy1331.001.85480.00000.0000
2662006.07.28 01:36close1331.001.85580.00000.0000100.0063552.10
2672006.07.28 11:47sell1341.001.85530.00000.0000
2682006.07.28 12:36sell1353.001.86490.00000.0000
2692006.07.31 01:18close1353.001.86220.00000.0000795.1564347.25
2702006.07.31 01:18close1341.001.86220.00000.0000-694.9563652.30
2712006.07.31 03:27buy1361.001.86500.00000.0000
2722006.07.31 03:35close1361.001.86610.00000.0000110.0063762.30
2732006.08.01 16:15buy1371.001.87500.00000.0000
2742006.08.01 17:04close1371.001.87600.00000.0000100.0063862.30
2752006.08.03 01:12sell1381.001.87360.00000.0000
2762006.08.03 08:45close1381.001.87250.00000.0000110.0063972.30
2772006.08.03 11:06buy1391.001.88510.00000.0000
2782006.08.03 11:07close1391.001.88610.00000.0000100.0064072.30
2792006.08.04 12:30buy1401.001.89520.00000.0000
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