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

SymbolUSDJPYpro (US Dollar vs Japanese Yen)
Period4 Hours (H4) 2014.09.01 00:00 - 2015.09.21 23:59 (2014.09.01 - 2015.09.22)
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=58; Threshold=0; MagicNumber=53419973;
Bars in test2033Ticks modelled3733Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (15)
Total net profit15113.47Gross profit35701.18Gross loss-20587.71
Profit factor1.73Expected payoff117.16
Absolute drawdown29.77Maximal drawdown6076.30 (24.57%)Relative drawdown24.57% (6076.30)
Total trades129Short positions (won %)64 (48.44%)Long positions (won %)65 (52.31%)
Profit trades (% of total)65 (50.39%)Loss trades (% of total)64 (49.61%)
Largestprofit trade8313.56loss trade-1307.99
Averageprofit trade549.25loss trade-321.68
Maximumconsecutive wins (profit in money)4 (615.46)consecutive losses (loss in money)6 (-1606.64)
Maximalconsecutive profit (count of wins)8313.56 (1)consecutive loss (count of losses)-2233.35 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12014.09.01 00:00buy11.00104.1730.0000.000
22014.10.02 08:00close11.00108.8110.0000.0004265.6114265.61
32014.10.02 08:00sell21.00108.8110.0000.000
42014.10.02 20:00close21.00108.4580.0000.000325.4714591.08
52014.10.02 20:00buy31.00108.4580.0000.000
62014.10.03 00:00close31.00108.5040.0000.00042.4914633.56
72014.10.03 00:00sell41.00108.5040.0000.000
82014.10.03 08:00close41.00108.7670.0000.000-241.8014391.76
92014.10.03 08:00buy51.00108.7670.0000.000
102014.10.07 00:00close51.00108.8660.0000.00091.1314482.90
112014.10.07 00:00sell61.00108.8660.0000.000
122014.10.07 04:00close61.00109.1110.0000.000-224.5414258.36
132014.10.07 04:00buy71.00109.1110.0000.000
142014.10.07 08:00close71.00108.4950.0000.000-567.7713690.59
152014.10.07 08:00sell81.00108.4950.0000.000
162014.10.24 08:00close81.00108.2530.0000.000199.8413890.42
172014.10.24 08:00buy91.00108.2530.0000.000
182014.10.24 16:00close91.00108.0560.0000.000-182.3113708.11
192014.10.24 16:00sell101.00108.0560.0000.000
202014.10.24 20:00close101.00108.1230.0000.000-61.9713646.14
212014.10.24 20:00buy111.00108.1230.0000.000
222014.12.11 08:00close111.00117.9210.0000.0008313.5621959.70
232014.12.11 08:00sell121.00117.9210.0000.000
242014.12.11 16:00close121.00119.4310.0000.000-1264.3320695.37
252014.12.11 16:00buy131.00119.4310.0000.000
262014.12.12 00:00close131.00118.9890.0000.000-371.3620324.01
272014.12.12 00:00sell141.00118.9890.0000.000
282014.12.12 20:00close141.00118.7670.0000.000186.9220510.93
292014.12.12 20:00buy151.00118.7670.0000.000
302014.12.15 00:00close151.00118.1580.0000.000-515.3119995.61
312014.12.15 00:00sell161.00118.1580.0000.000
322014.12.19 16:00close161.00119.4400.0000.000-1080.8318914.79
332014.12.19 16:00buy171.00119.4400.0000.000
342014.12.19 20:00close171.00119.5140.0000.00061.9218976.71
352014.12.19 20:00sell181.00119.5140.0000.000
362014.12.22 04:00close181.00119.4590.0000.00044.7919021.50
372014.12.22 04:00buy191.00119.4590.0000.000
382014.12.22 08:00close191.00119.5850.0000.000105.3619126.86
392014.12.22 08:00sell201.00119.5850.0000.000
402014.12.22 12:00close201.00119.7320.0000.000-122.7719004.09
412014.12.22 12:00buy211.00119.7320.0000.000
422015.01.05 16:00close211.00119.5800.0000.000-125.7718878.32
432015.01.05 16:00sell221.00119.5800.0000.000
442015.01.23 04:00close221.00118.3880.0000.000981.9019860.22
452015.01.23 04:00buy231.00118.3880.0000.000
462015.01.23 12:00close231.00118.0200.0000.000-311.8119548.41
472015.01.23 12:00sell241.00118.0200.0000.000
482015.01.26 04:00close241.00117.5850.0000.000368.7019917.11
492015.01.26 04:00buy251.00117.5850.0000.000
502015.01.30 20:00close251.00117.5120.0000.000-61.5419855.57
512015.01.30 20:00sell261.00117.5120.0000.000
522015.02.02 00:00close261.00117.1970.0000.000267.5320123.10
532015.02.02 00:00buy271.00117.1970.0000.000
542015.02.02 08:00close271.00117.5660.0000.000313.8720436.97
552015.02.02 08:00sell281.00117.5660.0000.000
562015.02.09 00:00close281.00118.9670.0000.000-1186.3819250.60
572015.02.09 00:00buy291.00118.9670.0000.000
582015.02.09 04:00close291.00118.7910.0000.000-148.1619102.44
592015.02.09 04:00sell301.00118.7910.0000.000
602015.02.09 12:00close301.00118.5100.0000.000237.1119339.55
612015.02.09 12:00buy311.00118.5100.0000.000
622015.02.20 12:00close311.00118.7420.0000.000196.6319536.17
632015.02.20 12:00sell321.00118.7420.0000.000
642015.02.20 16:00close321.00118.7430.0000.000-0.8419535.33
652015.02.20 16:00buy331.00118.7430.0000.000
662015.02.23 12:00close331.00119.0610.0000.000267.1919802.52
672015.02.23 12:00sell341.00119.0610.0000.000
682015.02.24 08:00close341.00119.2560.0000.000-164.7619637.76
692015.02.24 08:00buy351.00119.2560.0000.000
702015.02.24 12:00close351.00119.5230.0000.000223.3919861.15
712015.02.24 12:00sell361.00119.5230.0000.000
722015.02.25 08:00close361.00118.8300.0000.000581.9420443.09
732015.02.25 08:00buy371.00118.8300.0000.000
742015.03.19 04:00close371.00120.3980.0000.0001304.6521747.75
752015.03.19 04:00sell381.00120.3980.0000.000
762015.03.19 08:00close381.00120.6330.0000.000-194.8121552.94
772015.03.19 08:00buy391.00120.6330.0000.000
782015.03.20 00:00close391.00120.7420.0000.00090.3821643.31
792015.03.20 00:00sell401.00120.7420.0000.000
802015.04.02 16:00close401.00119.7620.0000.000802.0722445.38
812015.04.02 16:00buy411.00119.7620.0000.000
822015.04.03 12:00close411.00119.5630.0000.000-166.3422279.04
832015.04.03 12:00sell421.00119.5630.0000.000
842015.04.07 00:00close421.00119.4930.0000.00056.0822335.12
852015.04.07 00:00buy431.00119.4930.0000.000
862015.04.13 20:00close431.00120.0430.0000.000458.7522793.87
872015.04.13 20:00sell441.00120.0430.0000.000
882015.04.14 00:00close441.00120.0560.0000.000-12.0822781.79
892015.04.14 00:00buy451.00120.0560.0000.000
902015.04.15 00:00close451.00119.4450.0000.000-511.4322270.35
912015.04.15 00:00sell461.00119.4450.0000.000
922015.04.15 04:00close461.00119.7230.0000.000-232.2022038.15
932015.04.15 04:00buy471.00119.7230.0000.000
942015.04.15 16:00close471.00119.2220.0000.000-420.2221617.93
952015.04.15 16:00sell481.00119.2220.0000.000
962015.04.16 16:00close481.00119.1840.0000.00028.1421646.07
972015.04.16 16:00buy491.00119.1840.0000.000
982015.04.17 08:00close491.00118.8070.0000.000-317.2221328.85
992015.04.17 08:00sell501.00118.8070.0000.000
1002015.04.23 12:00close501.00120.0180.0000.000-1016.5120312.34
1012015.04.23 12:00buy511.00120.0180.0000.000
1022015.04.23 20:00close511.00119.4960.0000.000-436.8319875.51
1032015.04.23 20:00sell521.00119.4960.0000.000
1042015.04.27 20:00close521.00119.1010.0000.000329.1520204.66
1052015.04.27 20:00buy531.00119.1010.0000.000
1062015.04.28 00:00close531.00119.1240.0000.00019.4120224.07
1072015.04.28 00:00sell541.00119.1240.0000.000
1082015.04.28 16:00close541.00118.8150.0000.000260.0720484.14
1092015.04.28 16:00buy551.00118.8150.0000.000
1102015.04.29 00:00close551.00118.8230.0000.0006.8320490.96
1112015.04.29 00:00sell561.00118.8230.0000.000
1122015.04.29 20:00close561.00119.0380.0000.000-180.6120310.35
1132015.04.29 20:00buy571.00119.0380.0000.000
1142015.04.30 00:00close571.00118.9730.0000.000-54.3420256.01
1152015.04.30 00:00sell581.00118.9730.0000.000
1162015.04.30 04:00close581.00118.9500.0000.00019.3420275.35
1172015.04.30 04:00buy591.00118.9500.0000.000
1182015.04.30 08:00close591.00118.8920.0000.000-48.7820226.57
1192015.04.30 08:00sell601.00118.8920.0000.000
1202015.04.30 12:00close601.00118.9170.0000.000-21.0220205.55
1212015.04.30 12:00buy611.00118.9170.0000.000
1222015.05.05 20:00close611.00119.8320.0000.000763.8620969.41
1232015.05.05 20:00sell621.00119.8320.0000.000
1242015.05.06 00:00close621.00119.9470.0000.000-97.1320872.28
1252015.05.06 00:00buy631.00119.9470.0000.000
1262015.05.06 20:00close631.00119.4540.0000.000-412.7120459.57
1272015.05.06 20:00sell641.00119.4540.0000.000
1282015.05.07 04:00close641.00119.4850.0000.000-29.6820429.89
1292015.05.07 04:00buy651.00119.4850.0000.000
1302015.05.13 12:00close651.00119.7210.0000.000197.5020627.39
1312015.05.13 12:00sell661.00119.7210.0000.000
1322015.05.13 16:00close661.00119.1000.0000.000521.4121148.80
1332015.05.13 16:00buy671.00119.1000.0000.000
1342015.05.14 00:00close671.00119.1820.0000.00069.0921217.89
1352015.05.14 00:00sell681.00119.1820.0000.000
1362015.05.18 20:00close681.00120.0000.0000.000-684.1720533.72
1372015.05.18 20:00buy691.00120.0000.0000.000
1382015.05.19 00:00close691.00119.9080.0000.000-76.6320457.09
1392015.05.19 00:00sell701.00119.9080.0000.000
1402015.05.19 08:00close701.00119.9830.0000.000-62.5120394.58
1412015.05.19 08:00buy711.00119.9830.0000.000
1422015.06.10 12:00close711.00122.9410.0000.0002408.1422802.72
1432015.06.10 12:00sell721.00122.9410.0000.000
1442015.06.10 20:00close721.00122.6220.0000.000260.1523062.87
1452015.06.10 20:00buy731.00122.6220.0000.000
1462015.06.11 16:00close731.00123.6210.0000.000808.4123871.28
1472015.06.11 16:00sell741.00123.6210.0000.000
1482015.06.23 04:00close741.00123.7090.0000.000-83.6123787.67
1492015.06.23 04:00buy751.00123.7090.0000.000
1502015.06.25 08:00close751.00123.7530.0000.00035.9323823.60
1512015.06.25 08:00sell761.00123.7530.0000.000
1522015.06.25 12:00close761.00123.5690.0000.000148.9023972.50
1532015.06.25 12:00buy771.00123.5690.0000.000
1542015.06.26 08:00close771.00123.3580.0000.000-170.9523801.55
1552015.06.26 08:00sell781.00123.3580.0000.000
1562015.06.26 16:00close781.00123.9280.0000.000-459.9423341.61
1572015.06.26 16:00buy791.00123.9280.0000.000
1582015.06.29 00:00close791.00122.5850.0000.000-1095.4722246.14
1592015.06.29 00:00sell801.00122.5850.0000.000
1602015.07.01 04:00close801.00122.5040.0000.00063.6222309.76
1612015.07.01 04:00buy811.00122.5040.0000.000
1622015.07.02 00:00close811.00123.3220.0000.000663.5922973.35
1632015.07.02 00:00sell821.00123.3220.0000.000
1642015.07.02 04:00close821.00123.3210.0000.0000.8122974.16
1652015.07.02 04:00buy831.00123.3210.0000.000
1662015.07.02 08:00close831.00123.4710.0000.000121.4923095.65
1672015.07.02 08:00sell841.00123.4710.0000.000
1682015.07.02 12:00close841.00123.5410.0000.000-56.6623038.99
1692015.07.02 12:00buy851.00123.5410.0000.000
1702015.07.02 16:00close851.00123.1350.0000.000-329.7222709.27
1712015.07.02 16:00sell861.00123.1350.0000.000
1722015.07.03 12:00close861.00122.9180.0000.000175.2922884.56
1732015.07.03 12:00buy871.00122.9180.0000.000
1742015.07.03 16:00close871.00122.6540.0000.000-215.2422669.32
1752015.07.03 16:00sell881.00122.6540.0000.000
1762015.07.10 20:00close881.00122.8400.0000.000-160.1622509.16
1772015.07.10 20:00buy891.00122.8400.0000.000
1782015.07.27 00:00close891.00123.7560.0000.000741.6123250.77
1792015.07.27 00:00sell901.00123.7560.0000.000
1802015.07.27 08:00close901.00123.3000.0000.000369.8323620.60
1812015.07.27 08:00buy911.00123.3000.0000.000
1822015.07.27 16:00close911.00123.2340.0000.000-53.5623567.04
1832015.07.27 16:00sell921.00123.2340.0000.000
1842015.07.27 20:00close921.00123.2700.0000.000-29.2023537.84
1852015.07.27 20:00buy931.00123.2700.0000.000
1862015.07.28 08:00close931.00123.6390.0000.000298.5523836.39
1872015.07.28 08:00sell941.00123.6390.0000.000
1882015.07.28 12:00close941.00123.7630.0000.000-100.1923736.20
1892015.07.28 12:00buy951.00123.7630.0000.000
1902015.07.28 16:00close951.00123.5080.0000.000-206.4623529.74
1912015.07.28 16:00sell961.00123.5080.0000.000
1922015.07.30 12:00close961.00124.3780.0000.000-704.4722825.27
1932015.07.30 12:00buy971.00124.3780.0000.000
1942015.07.31 08:00close971.00124.2050.0000.000-139.1922686.07
1952015.07.31 08:00sell981.00124.2050.0000.000
1962015.07.31 12:00close981.00124.3500.0000.000-116.6122569.46
1972015.07.31 12:00buy991.00124.3500.0000.000
1982015.07.31 16:00close991.00123.9290.0000.000-339.7122229.75
1992015.07.31 16:00sell1001.00123.9290.0000.000
2002015.08.02 21:00close1001.00123.8880.0000.00033.0922262.84
2012015.08.02 21:00buy1011.00123.8880.0000.000
2022015.08.03 08:00close1011.00124.1690.0000.000226.4022489.24
2032015.08.03 08:00sell1021.00124.1690.0000.000
2042015.08.03 16:00close1021.00123.9870.0000.000146.7922636.03
2052015.08.03 16:00buy1031.00123.9870.0000.000
2062015.08.17 00:00close1031.00124.3560.0000.000298.0722934.10
2072015.08.17 00:00sell1041.00124.3560.0000.000
2082015.08.17 04:00close1041.00124.3920.0000.000-28.9422905.16
2092015.08.17 04:00buy1051.00124.3920.0000.000
2102015.08.17 16:00close1051.00124.3230.0000.000-55.5022849.66
2112015.08.17 16:00sell1061.00124.3230.0000.000
2122015.08.18 08:00close1061.00124.2540.0000.00054.2822903.95
2132015.08.18 08:00buy1071.00124.2540.0000.000
2142015.08.18 16:00close1071.00124.3910.0000.000110.1423014.09
2152015.08.18 16:00sell1081.00124.3910.0000.000
2162015.09.04 12:00close1081.00119.1160.0000.0004404.7527418.83
2172015.09.04 12:00buy1091.00119.1160.0000.000
2182015.09.07 00:00close1091.00119.1420.0000.00021.9227440.75
2192015.09.07 00:00sell1101.00119.1420.0000.000
2202015.09.07 04:00close1101.00119.4530.0000.000-260.3527180.40
2212015.09.07 04:00buy1111.00119.4530.0000.000
2222015.09.07 08:00close1111.00119.2850.0000.000-140.8427039.56
2232015.09.07 08:00sell1121.00119.2850.0000.000
2242015.09.07 12:00close1121.00119.4150.0000.000-108.8626930.70
2252015.09.07 12:00buy1131.00119.4150.0000.000
2262015.09.08 04:00close1131.00118.9210.0000.000-415.3026515.40
2272015.09.08 04:00sell1141.00118.9210.0000.000
2282015.09.10 04:00close1141.00120.4910.0000.000-1307.9925207.40
2292015.09.10 04:00buy1151.00120.4910.0000.000
2302015.09.10 12:00close1151.00121.0510.0000.000462.6125670.01
2312015.09.10 12:00sell1161.00121.0510.0000.000
2322015.09.14 00:00close1161.00120.8110.0000.000196.1625866.18
2332015.09.14 00:00buy1171.00120.8110.0000.000
2342015.09.14 04:00close1171.00120.3220.0000.000-406.4125459.77
2352015.09.14 04:00sell1181.00120.3220.0000.000
2362015.09.14 08:00close1181.00120.1630.0000.000132.3225592.09
2372015.09.14 08:00buy1191.00120.1630.0000.000
2382015.09.15 12:00close1191.00119.6160.0000.000-457.2025134.88
2392015.09.15 12:00sell1201.00119.6160.0000.000
2402015.09.15 16:00close1201.00120.3110.0000.000-577.6724557.21
2412015.09.15 16:00buy1211.00120.3110.0000.000
2422015.09.16 00:00close1211.00120.4160.0000.00087.3024644.51
2432015.09.16 00:00sell1221.00120.4160.0000.000
2442015.09.16 04:00close1221.00120.2160.0000.000166.3724810.88
2452015.09.16 04:00buy1231.00120.2160.0000.000
2462015.09.18 08:00close1231.00119.4210.0000.000-665.3324145.55
2472015.09.18 08:00sell1241.00119.4210.0000.000
2482015.09.18 12:00close1241.00119.2610.0000.000134.1624279.71
2492015.09.18 12:00buy1251.00119.2610.0000.000
2502015.09.21 00:00close1251.00120.0030.0000.000618.4224898.13
2512015.09.21 00:00sell1261.00120.0030.0000.000
2522015.09.21 04:00close1261.00119.7660.0000.000197.8925096.02
2532015.09.21 04:00buy1271.00119.7660.0000.000
2542015.09.21 08:00close1271.00120.1160.0000.000291.3825387.40
2552015.09.21 08:00sell1281.00120.1160.0000.000
2562015.09.21 12:00close1281.00120.4710.0000.000-294.6825092.72
2572015.09.21 12:00buy1291.00120.4710.0000.000
2582015.09.21 23:59close at stop1291.00120.4960.0000.00020.7525113.47