Strategy Tester Report
ChaosBarometerStrategy
Forex.com-Demo(R) (Build 765)

SymbolEURUSDpro (Euro vs US Dollar)
Period4 Hours (H4) 2014.06.01 21:00 - 2015.05.13 23:59 (2014.06.01 - 2015.05.14)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersFractal_Forex="===== General Information ====================="; Visit="www.quant-trade.com"; Support="support@fractalforex.com"; Capital_Management="===== Capital Management ======================"; LotsToTrade=1; StopLoss=0; ProfitTarget=0; MarginPercent=0; Expert_Adviser="===== Expert Adviser Settings ================="; BasePeriod=61; Threshold=0.1; MagicNumber=53419973;
Bars in test2530Ticks modelled4057Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (18)
Total net profit20485.80Gross profit40099.20Gross loss-19613.40
Profit factor2.04Expected payoff246.82
Absolute drawdown2032.70Maximal drawdown5149.10 (31.20%)Relative drawdown31.20% (5149.10)
Total trades83Short positions (won %)58 (50.00%)Long positions (won %)25 (32.00%)
Profit trades (% of total)37 (44.58%)Loss trades (% of total)46 (55.42%)
Largestprofit trade9775.00loss trade-2337.50
Averageprofit trade1083.76loss trade-426.38
Maximumconsecutive wins (profit in money)5 (1008.60)consecutive losses (loss in money)7 (-1611.60)
Maximalconsecutive profit (count of wins)9775.00 (1)consecutive loss (count of losses)-3497.40 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12014.06.01 21:00sell11.001.363520.000000.00000
22014.06.04 00:00close11.001.362160.000000.00000136.3010136.30
32014.06.04 20:00sell21.001.359800.000000.00000
42014.06.05 20:00close21.001.365820.000000.00000-601.709534.60
52014.06.09 20:00sell31.001.358840.000000.00000
62014.06.10 04:00close31.001.359040.000000.00000-19.909514.70
72014.06.11 04:00sell41.001.353170.000000.00000
82014.06.11 08:00close41.001.353910.000000.00000-74.009440.70
92014.06.12 04:00sell51.001.354320.000000.00000
102014.06.13 00:00close51.001.355150.000000.00000-82.909357.80
112014.06.13 04:00sell61.001.355770.000000.00000
122014.06.15 21:00close61.001.354100.000000.00000167.009524.80
132014.06.16 16:00sell71.001.357610.000000.00000
142014.06.17 04:00close71.001.356300.000000.00000131.109655.90
152014.06.18 00:00sell81.001.354790.000000.00000
162014.06.18 08:00close81.001.354800.000000.00000-1.009654.90
172014.06.19 04:00sell91.001.358930.000000.00000
182014.06.19 12:00close91.001.361820.000000.00000-289.009365.90
192014.06.20 20:00buy101.001.359820.000000.00000
202014.06.23 00:00close101.001.359000.000000.00000-83.009282.90
212014.06.23 08:00buy111.001.359210.000000.00000
222014.06.23 16:00close111.001.359150.000000.00000-6.009276.90
232014.06.23 20:00buy121.001.360490.000000.00000
242014.07.03 00:00close121.001.365210.000000.00000460.009736.90
252014.07.03 04:00buy131.001.364920.000000.00000
262014.07.04 08:00close131.001.358970.000000.00000-596.009140.90
272014.07.07 08:00sell141.001.358480.000000.00000
282014.07.07 12:00close141.001.359680.000000.00000-120.009020.90
292014.07.09 12:00sell151.001.360370.000000.00000
302014.07.10 00:00close151.001.364400.000000.00000-402.708618.20
312014.07.10 08:00buy161.001.363510.000000.00000
322014.07.10 12:00close161.001.360460.000000.00000-305.008313.20
332014.07.11 04:00sell171.001.360190.000000.00000
342014.07.11 12:00close171.001.360700.000000.00000-51.008262.20
352014.07.11 20:00sell181.001.360700.000000.00000
362014.07.14 16:00close181.001.362060.000000.00000-135.908126.30
372014.07.15 08:00sell191.001.361990.000000.00000
382014.07.15 12:00close191.001.362000.000000.00000-1.008125.30
392014.07.16 04:00sell201.001.356290.000000.00000
402014.07.17 00:00close201.001.352880.000000.00000341.308466.60
412014.07.18 04:00sell211.001.352700.000000.00000
422014.08.11 16:00close211.001.338570.000000.000001415.209881.80
432014.08.12 12:00sell221.001.334100.000000.00000
442014.08.13 00:00close221.001.336580.000000.00000-247.909633.90
452014.08.13 08:00sell231.001.335110.000000.00000
462014.08.14 12:00close231.001.337540.000000.00000-242.709391.20
472014.08.14 20:00sell241.001.336820.000000.00000
482014.08.18 04:00close241.001.339650.000000.00000-282.809108.40
492014.08.18 08:00sell251.001.338530.000000.00000
502014.08.18 16:00close251.001.335860.000000.00000267.009375.40
512014.08.19 12:00sell261.001.334790.000000.00000
522014.08.20 00:00close261.001.332130.000000.00000266.109641.50
532014.08.20 04:00sell271.001.330470.000000.00000
542014.09.14 21:00close271.001.297290.000000.000003320.5012962.00
552014.09.15 00:00sell281.001.295860.000000.00000
562014.09.15 12:00close281.001.292360.000000.00000350.0013312.00
572014.09.16 04:00sell291.001.294140.000000.00000
582014.09.16 20:00close291.001.295990.000000.00000-185.0013127.00
592014.09.17 16:00sell301.001.295420.000000.00000
602014.09.18 00:00close301.001.284970.000000.000001045.3014172.30
612014.09.18 12:00sell311.001.287500.000000.00000
622014.09.18 20:00close311.001.291820.000000.00000-432.0013740.30
632014.09.19 12:00sell321.001.285760.000000.00000
642014.09.21 21:00close321.001.283410.000000.00000235.0013975.30
652014.09.22 16:00sell331.001.282750.000000.00000
662014.09.23 12:00close331.001.290050.000000.00000-729.9013245.40
672014.09.23 16:00sell341.001.285680.000000.00000
682014.09.24 04:00close341.001.285740.000000.00000-5.9013239.50
692014.09.24 08:00sell351.001.285640.000000.00000
702014.09.24 12:00close351.001.283660.000000.00000198.0013437.50
712014.09.24 20:00sell361.001.278190.000000.00000
722014.10.08 20:00close361.001.274200.000000.00000400.4013837.90
732014.10.10 08:00buy371.001.266770.000000.00000
742014.10.10 12:00close371.001.264780.000000.00000-199.0013638.90
752014.10.13 20:00buy381.001.269050.000000.00000
762014.10.14 00:00close381.001.272080.000000.00000302.0013940.90
772014.10.14 16:00buy391.001.266050.000000.00000
782014.10.15 00:00close391.001.264040.000000.00000-202.0013738.90
792014.10.15 16:00buy401.001.277950.000000.00000
802014.10.19 21:00close401.001.275000.000000.00000-299.0013439.90
812014.10.20 00:00buy411.001.274830.000000.00000
822014.10.21 20:00close411.001.271400.000000.00000-344.0013095.90
832014.10.22 08:00sell421.001.271230.000000.00000
842014.10.22 12:00close421.001.270200.000000.00000103.0013198.90
852014.10.24 04:00buy431.001.265670.000000.00000
862014.10.24 08:00close431.001.264020.000000.00000-165.0013033.90
872014.10.27 12:00sell441.001.267390.000000.00000
882014.10.27 20:00close441.001.270650.000000.00000-326.0012707.90
892014.10.28 08:00buy451.001.271500.000000.00000
902014.10.28 12:00close451.001.269910.000000.00000-159.0012548.90
912014.10.29 16:00sell461.001.275980.000000.00000
922014.11.05 12:00close461.001.247260.000000.000002872.7015421.60
932014.11.05 16:00sell471.001.248730.000000.00000
942014.11.13 12:00close471.001.246300.000000.00000244.0015665.60
952014.11.13 16:00sell481.001.247300.000000.00000
962014.11.14 16:00close481.001.247890.000000.00000-58.9015606.70
972014.11.19 08:00buy491.001.253570.000000.00000
982014.11.21 12:00close491.001.242480.000000.00000-1113.0014493.70
992014.11.24 08:00buy501.001.239870.000000.00000
1002014.11.24 12:00close501.001.241040.000000.00000117.0014610.70
1012014.11.25 04:00sell511.001.242150.000000.00000
1022014.11.25 16:00close511.001.248620.000000.00000-647.0013963.70
1032014.11.26 00:00sell521.001.247870.000000.00000
1042014.11.26 12:00close521.001.245290.000000.00000258.0014221.70
1052014.11.27 12:00sell531.001.248030.000000.00000
1062014.11.28 00:00close531.001.246040.000000.00000199.1014420.80
1072014.11.28 16:00sell541.001.246190.000000.00000
1082014.12.01 04:00close541.001.245250.000000.0000094.1014514.90
1092014.12.02 00:00sell551.001.246890.000000.00000
1102014.12.02 08:00close551.001.245470.000000.00000142.0014656.90
1112014.12.02 16:00sell561.001.240040.000000.00000
1122014.12.04 20:00close561.001.236890.000000.00000315.4014972.30
1132014.12.05 20:00sell571.001.228770.000000.00000
1142014.12.11 08:00close571.001.248670.000000.00000-1989.4012982.90
1152014.12.16 20:00buy581.001.248610.000000.00000
1162014.12.18 00:00close581.001.233570.000000.00000-1508.0011474.90
1172014.12.22 08:00sell591.001.226640.000000.00000
1182015.01.29 08:00close591.001.128930.000000.000009775.0021249.90
1192015.01.29 12:00sell601.001.131010.000000.00000
1202015.01.30 00:00close601.001.133380.000000.00000-236.9021013.00
1212015.01.30 08:00sell611.001.133510.000000.00000
1222015.02.03 16:00close611.001.144910.000000.00000-1139.8019873.20
1232015.02.05 08:00buy621.001.138180.000000.00000
1242015.02.09 16:00close621.001.133450.000000.00000-475.0019398.20
1252015.02.10 04:00sell631.001.133760.000000.00000
1262015.02.10 08:00close631.001.133090.000000.0000067.0019465.20
1272015.02.11 20:00sell641.001.129920.000000.00000
1282015.02.12 00:00close641.001.131170.000000.00000-124.7019340.50
1292015.02.13 04:00buy651.001.141520.000000.00000
1302015.02.13 20:00close651.001.138800.000000.00000-272.0019068.50
1312015.02.17 00:00sell661.001.133150.000000.00000
1322015.02.17 04:00close661.001.136110.000000.00000-296.0018772.50
1332015.02.20 04:00buy671.001.136730.000000.00000
1342015.02.23 00:00close671.001.137900.000000.00000116.0018888.50
1352015.02.23 04:00buy681.001.138460.000000.00000
1362015.02.24 00:00close681.001.133250.000000.00000-522.0018366.50
1372015.02.24 12:00buy691.001.132090.000000.00000
1382015.02.24 20:00close691.001.133530.000000.00000144.0018510.50
1392015.02.26 12:00sell701.001.135050.000000.00000
1402015.03.20 00:00close701.001.066990.000000.000006808.2025318.70
1412015.03.23 00:00sell711.001.082440.000000.00000
1422015.03.23 04:00close711.001.080960.000000.00000148.0025466.70
1432015.03.23 16:00buy721.001.092810.000000.00000
1442015.03.30 12:00close721.001.083110.000000.00000-977.0024489.70
1452015.03.30 16:00buy731.001.081770.000000.00000
1462015.03.31 16:00close731.001.074050.000000.00000-773.0023716.70
1472015.04.01 00:00buy741.001.074070.000000.00000
1482015.04.01 04:00close741.001.078090.000000.00000402.0024118.70
1492015.04.02 08:00buy751.001.081830.000000.00000
1502015.04.03 00:00close751.001.086870.000000.00000503.0024621.70
1512015.04.03 08:00sell761.001.087070.000000.00000
1522015.04.03 12:00close761.001.091500.000000.00000-443.0024178.70
1532015.04.07 12:00sell771.001.085780.000000.00000
1542015.04.08 08:00close771.001.086890.000000.00000-110.9024067.80
1552015.04.08 16:00sell781.001.081530.000000.00000
1562015.04.09 16:00close781.001.067130.000000.000001440.3025508.10
1572015.04.09 20:00sell791.001.065240.000000.00000
1582015.04.13 20:00close791.001.058000.000000.00000724.2026232.30
1592015.04.14 08:00sell801.001.054680.000000.00000
1602015.04.17 16:00close801.001.078060.000000.00000-2337.5023894.80
1612015.04.20 00:00sell811.001.080720.000000.00000
1622015.04.20 04:00close811.001.078710.000000.00000201.0024095.80
1632015.04.21 04:00sell821.001.072300.000000.00000
1642015.04.21 12:00close821.001.070270.000000.00000203.0024298.80
1652015.04.23 00:00buy831.001.072550.000000.00000
1662015.05.13 23:59close at stop831.001.134600.000000.000006187.0030485.80