Strategy Tester Report
Chameleon2008
InterbankFX-Demo Accounts (Build 211)

SymbolCHFJPY (Swiss Frank vs Japanese Yen)
Period4 Hours (H4) 2007.09.02 20:00 - 2008.02.20 20:00 (2007.09.01 - 2008.02.21)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRENEGADEFX="------RENEGADE FX.COM------"; TRADING_Options="--- TRADING LOGIC OPTIONS ---"; MoleOptions="---------MOLE OPTIONS--------"; EnableMoleLogic=false; EnableMoleCloseLogic=true; StopTradeOnReversal=false; MoleChartTimeFrame=1440; StorkOptions="---------STORK OPTIONS-------"; EnableStorkLogic=false; TokyoExpressOptions="----TOKYO EXPRESS OPTIONS----"; EnableTokyoExpressLogic=false; MagicNumbers="--------MAGIC NUMBERS--------"; MagicNumberLong=111111; MagicNumberShrt=111111; EquityMagicNumber=111111; TRADING_Inputs="--- TRADING INPUTS ---"; LotsLong=0.5; LotsShrt=0.5; ProfitTargetLong=0; ProfitTargetShrt=0; StopLossLong=0; StopLossShrt=0; TrailingStartLong=0; TrailingStopLong=0; TrailingStartShrt=0; TrailingStopShrt=0; MaxTradesLong=1; MaxTradesShrt=1; MaxTrades=2; DirectionalFilters=" ---DIRECTIONAL FILTERS---"; OnlyUpOrDownLong=false; OnlyUpOrDownShrt=false; RSI_Inputs="----- RSI INPUTS -----"; Shift=0; RSI_TimeFrameLong=240; RSI_PeriodsLong=12; RSI_TimeFrameShrt=240; RSI_PeriodsShrt=12; RSI_Buy_Level=50; RSI_Sell_Level=50; ThresholdLong=50; ThresholdShrt=50; PSAR_Inputs="----- DYNAMIC TRAILING STOP -----"; UsePSARTrailingLong=false; UsePSARTrailingShrt=false; PSARTIMEFRAMELong=1440; PSARStepLong=0.005; PSARMaxLong=0.2; PSARTIMEFRAMEShrt=1440; PSARStepShrt=0.005; PSARMaxShrt=0.2; RetraceRSI_Inputs="----RETRACE FILTERS ----"; RetraceFilterLong=false; RetraceFilterShrt=false; LongPeriods=3; LongTimeFrame=60; ShortPeriods=2; ShortTimeFrame=60; BreakoutFilters="-----BREAKOUT FILTERS-----"; bLevelFilterLong=false; bLowerLevelLong=0; bUpperLevelLong=0; bLevelFilterShrt=false; bLowerLevelShrt=0; bUpperLevelShrt=0; RangeFilters="-----RANGE FILTERS-----"; rLevelFilterLong=false; rLowerLevelLong=0; rUpperLevelLong=0; rLevelFilterShrt=false; rLowerLevelShrt=0; rUpperLevelShrt=0; EquityManagement="--- EQUITY MANAGEMENT --"; UseMagicNumber=true; UseSymbol=true; EquityProfitTarget=125; EquityStopLoss=0; EquityTrailing=0; EquityTrailStart=0; MoneyManagements="---MONEY MANAGEMENT---"; MoneyManagement=false; BrokerAllowsFractionalLots=true; Risk=0.25; Martingale="----- MARTINGALE HEDGE FEATURE -----"; UseStandardHedge=false; MgHedgeLong=true; MgHedgeShort=true; PipsDownLong=65; PipsDownShort=65; LongMagicNumberToHedge=111111; ShortMagicNumberToHedge=111111; MgStopLossLong=0; MgStopLossShort=0; MgTakeProfitLong=0; MgTakeProfitShort=0; MgLotsMultiplier=1.25; MgMaxTrades=500; 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 test1747Ticks modelled1353994Modelling quality90.00%
Mismatched charts errors0
Initial deposit50000.00
Total net profit8298.55Gross profit21361.70Gross loss-13063.14
Profit factor1.64Expected payoff66.39
Absolute drawdown9163.20Maximal drawdown9650.62 (19.11%)Relative drawdown19.11% (9650.62)
Total trades125Short positions (won %)77 (55.84%)Long positions (won %)48 (66.67%)
Profit trades (% of total)75 (60.00%)Loss trades (% of total)50 (40.00%)
Largestprofit trade1857.25loss trade-942.66
Averageprofit trade284.82loss trade-261.26
Maximumconsecutive wins (profit in money)7 (1533.15)consecutive losses (loss in money)4 (-2386.52)
Maximalconsecutive profit (count of wins)2793.83 (4)consecutive loss (count of losses)-2386.52 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12007.09.04 10:14sell10.5095.350.000.00
22007.09.04 15:24sell20.6295.940.000.00
32007.09.05 05:36close20.6295.550.000.00238.9450238.94
42007.09.05 05:36close10.5095.550.000.00-104.2650134.69
52007.09.12 12:41buy30.5096.420.000.00
62007.09.13 07:28close30.5096.660.000.00125.6250260.30
72007.09.13 08:05buy40.5096.920.000.00
82007.09.13 12:03close40.5097.170.000.00125.8750386.17
92007.09.17 10:09sell50.5096.620.000.00
102007.09.18 12:12sell60.6297.200.000.00
112007.09.18 18:17sell70.7797.790.000.00
122007.09.18 19:20sell80.9698.380.000.00
132007.10.01 09:04sell91.2098.960.000.00
142007.10.07 22:02sell101.5099.580.000.00
152007.10.19 14:31close101.5098.250.000.001857.2552243.42
162007.10.19 14:31close91.2098.250.000.00685.0952928.51
172007.10.19 14:31close80.9698.250.000.00-102.1652826.35
182007.10.19 14:31close70.7798.250.000.00-539.2652287.09
192007.10.19 14:31close60.6298.250.000.00-802.4551484.65
202007.10.19 14:31close50.5098.250.000.00-942.6650541.99
212007.10.19 14:31sell110.5098.180.000.00
222007.10.21 23:02close110.5097.920.000.00130.8750672.86
232007.10.22 00:32sell120.5097.680.000.00
242007.10.22 11:31close120.5097.430.000.00125.8350798.69
252007.10.22 11:34sell130.5097.160.000.00
262007.10.22 12:01close130.5096.910.000.00125.8350924.52
272007.10.22 12:43sell140.5096.660.000.00
282007.10.22 13:51sell150.6297.240.000.00
292007.10.22 15:53close150.6296.870.000.00230.9251155.44
302007.10.22 15:53close140.5096.870.000.00-105.6951049.75
312007.10.22 18:05sell160.5097.160.000.00
322007.10.23 12:55sell170.6297.740.000.00
332007.10.24 08:05close170.6297.350.000.00238.9551288.70
342007.10.24 08:05close160.5097.350.000.00-102.8251185.88
352007.10.25 09:10buy180.5097.700.000.00
362007.10.25 11:29close180.5097.950.000.00125.8751311.75
372007.10.25 13:55buy190.5098.210.000.00
382007.10.25 18:19buy200.6297.620.000.00
392007.10.25 22:36close200.6298.000.000.00237.2451548.99
402007.10.25 22:36close190.5098.000.000.00-105.7351443.26
412007.10.29 11:31buy210.5098.710.000.00
422007.10.30 05:00sell220.5098.100.000.00
432007.10.30 06:31buy230.6298.120.000.00
442007.10.30 12:30sell240.6298.680.000.00
452007.10.31 08:27sell250.7799.260.000.00
462007.11.01 14:01close250.7799.000.000.00184.9251628.18
472007.11.01 14:01close240.6299.000.000.00-217.5551410.63
482007.11.01 14:01close230.6298.930.000.00513.6051924.23
492007.11.01 14:01close220.5099.000.000.00-467.3751456.86
502007.11.01 14:01close210.5098.930.000.00118.7451575.60
512007.11.01 14:01sell260.5098.930.000.00
522007.11.01 16:05buy270.5099.210.000.00
532007.11.02 08:32sell280.6299.510.000.00
542007.11.05 10:49close280.6299.010.000.00307.6051883.20
552007.11.05 10:49close270.5098.940.000.00-132.7551750.45
562007.11.05 10:49close260.5099.010.000.00-47.4551703.00
572007.11.06 06:53buy290.5099.710.000.00
582007.11.06 07:53close290.5099.970.000.00130.9051833.90
592007.11.06 11:12buy300.50100.220.000.00
602007.11.07 02:26close300.50100.480.000.00132.5051966.40
612007.11.07 02:30buy310.50100.720.000.00
622007.11.07 07:17buy320.62100.140.000.00
632007.11.07 20:36buy330.7799.550.000.00
642007.11.07 22:17buy340.9698.950.000.00
652007.11.08 00:47close340.9699.720.000.00753.5252719.91
662007.11.08 00:47close330.7799.720.000.00139.1852859.09
672007.11.08 00:47close320.6299.720.000.00-256.2852602.82
682007.11.08 00:47close310.5099.720.000.00-498.6952104.12
692007.11.08 00:47buy350.5099.790.000.00
702007.11.08 00:51sell360.5099.630.000.00
712007.11.09 00:26sell370.62100.220.000.00
722007.11.09 09:32close370.6299.830.000.00243.4052347.52
732007.11.09 09:32close360.5099.830.000.00-104.2752243.26
742007.11.09 09:32close350.5099.760.000.00-13.5152229.74
752007.11.09 10:38sell380.5099.130.000.00
762007.11.09 10:50close380.5098.870.000.00130.8652360.60
772007.11.09 14:30sell390.5098.630.000.00
782007.11.11 23:00close390.5098.370.000.00130.8652491.46
792007.11.12 03:18sell400.5098.130.000.00
802007.11.12 03:42close400.5097.880.000.00125.8352617.29
812007.11.12 10:46sell410.5097.630.000.00
822007.11.12 11:10close410.5097.380.000.00125.8352743.12
832007.11.12 11:54sell420.5097.130.000.00
842007.11.12 22:04close420.5096.870.000.00130.8752873.99
852007.11.13 01:30sell430.5097.630.000.00
862007.11.13 19:35sell440.6298.210.000.00
872007.11.14 00:09sell450.7798.790.000.00
882007.11.14 10:00sell460.9699.370.000.00
892007.11.15 09:17close460.9698.580.000.00742.7353616.73
902007.11.15 09:17close450.7798.580.000.00146.1753762.90
912007.11.15 09:17close440.6298.580.000.00-248.7553514.14
922007.11.15 09:17close430.5098.580.000.00-492.5453021.60
932007.11.15 09:17sell470.5098.510.000.00
942007.11.15 10:48close470.5098.260.000.00125.8353147.43
952007.11.15 15:36buy480.5098.810.000.00
962007.11.16 02:27buy490.6298.230.000.00
972007.11.16 12:41close490.6298.600.000.00230.9953378.42
982007.11.16 12:41close480.5098.600.000.00-104.1353274.29
992007.11.16 16:51buy500.5099.310.000.00
1002007.11.16 17:15close500.5099.560.000.00125.8753400.16
1012007.11.19 16:42buy510.5098.810.000.00
1022007.11.20 02:53buy520.6298.220.000.00
1032007.11.20 04:40close520.6298.600.000.00237.2453637.40
1042007.11.20 04:40close510.5098.600.000.00-104.1353533.26
1052007.11.20 07:41buy530.5099.310.000.00
1062007.11.20 10:01close530.5099.560.000.00125.8753659.13
1072007.11.21 10:05sell540.5098.010.000.00
1082007.11.21 19:52sell550.6298.600.000.00
1092007.11.23 09:07close550.6298.190.000.00238.0653897.19
1102007.11.23 09:07close540.5098.190.000.00-104.9853792.21
1112007.11.25 23:25buy560.5098.560.000.00
1122007.11.26 03:03buy570.6297.970.000.00
1132007.11.26 07:51close570.6298.350.000.00237.2354029.44
1142007.11.26 07:51close560.5098.350.000.00-104.1353925.31
1152007.11.28 19:14buy580.5099.060.000.00
1162007.11.29 08:19buy590.6298.480.000.00
1172007.11.30 10:19close590.6298.850.000.00232.9854158.28
1182007.11.30 10:19close580.5098.850.000.00-99.3554058.93
1192007.11.30 15:48buy600.5098.550.000.00
1202007.12.03 09:00buy610.6297.970.000.00
1212007.12.04 18:02close610.6298.350.000.00239.2154298.14
1222007.12.04 18:02close600.5098.350.000.00-97.5154200.63
1232007.12.07 20:56buy620.5099.060.000.00
1242007.12.10 12:48close620.5099.320.000.00132.5054333.13
1252007.12.11 11:12sell630.5098.750.000.00
1262007.12.11 15:22close630.5098.500.000.00125.8354458.96
1272007.12.11 19:17sell640.5098.250.000.00
1282007.12.11 19:37close640.5098.000.000.00125.8354584.79
1292007.12.11 20:37sell650.5097.750.000.00
1302007.12.12 07:10sell660.6298.330.000.00
1312007.12.12 14:03sell670.7798.920.000.00
1322007.12.13 12:30close670.7798.320.000.00448.4655033.25
1332007.12.13 12:30close660.6298.320.000.00-7.1355026.11
1342007.12.13 12:30close650.5098.320.000.00-301.2754724.84
1352007.12.13 12:30sell680.5098.250.000.00
1362007.12.14 13:21buy690.5098.550.000.00
1372007.12.17 07:53buy700.6297.970.000.00
1382007.12.18 03:36close700.6298.490.000.00326.6255051.46
1392007.12.18 03:36close690.5098.490.000.00-27.0255024.44
1402007.12.18 03:36close680.5098.560.000.00-166.8254857.63
1412007.12.20 09:22sell710.5097.740.000.00
1422007.12.21 13:11sell720.6298.320.000.00
1432007.12.24 12:07sell730.7798.910.000.00
1442007.12.27 11:31sell740.9699.490.000.00
1452007.12.27 17:08sell751.20100.070.000.00
1462007.12.31 14:49close751.2099.090.000.001166.5556024.18
1472007.12.31 14:49close740.9699.090.000.00372.7456396.92
1482007.12.31 14:49close730.7799.090.000.00-178.2856218.65
1492007.12.31 14:49close720.6299.090.000.00-516.2355702.41
1502007.12.31 14:49close710.5099.090.000.00-711.8554990.57
1512007.12.31 14:49sell760.5099.020.000.00
1522007.12.31 15:59close760.5098.760.000.00130.8755121.44
1532007.12.31 16:55sell770.5098.520.000.00
1542008.01.02 08:27sell780.6299.100.000.00
1552008.01.02 14:31close780.6298.720.000.00237.1655358.60
1562008.01.02 14:31close770.5098.720.000.00-107.8555250.75
1572008.01.02 15:55sell790.5098.020.000.00
1582008.01.02 23:42close790.5097.770.000.00125.8455376.59
1592008.01.03 10:20sell800.5097.520.000.00
1602008.01.03 14:38sell810.6298.100.000.00
1612008.01.04 15:19close810.6297.720.000.00232.7055609.29
1622008.01.04 15:19close800.5097.720.000.00-104.2755505.02
1632008.01.04 17:08sell820.5098.020.000.00
1642008.01.07 15:47close820.5097.750.000.00132.3055637.33
1652008.01.07 16:21sell830.5097.520.000.00
1662008.01.08 08:31sell840.6298.100.000.00
1672008.01.10 09:39sell850.7798.680.000.00
1682008.01.10 23:11sell860.9699.260.000.00
1692008.01.15 08:06close860.9698.460.000.00752.3956389.72
1702008.01.15 08:06close850.7798.460.000.00153.9156543.63
1712008.01.15 08:06close840.6298.460.000.00-255.9056287.73
1722008.01.15 08:06close830.5098.460.000.00-501.8955785.84
1732008.01.15 08:06sell870.5098.390.000.00
1742008.01.15 14:08close870.5098.140.000.00125.8355911.67
1752008.01.15 16:28sell880.5097.890.000.00
1762008.01.15 22:12close880.5097.640.000.00125.8356037.50
1772008.01.16 09:05sell890.5097.390.000.00
1782008.01.16 14:40sell900.6297.970.000.00
1792008.01.16 15:47close900.6297.590.000.00237.1756274.67
1802008.01.16 15:47close890.5097.590.000.00-100.6756174.00
1812008.01.16 19:43sell910.5097.890.000.00
1822008.01.16 22:25close910.5097.630.000.00130.8656304.86
1832008.01.17 00:55sell920.5097.390.000.00
1842008.01.17 08:28close920.5097.140.000.00125.8356430.69
1852008.01.17 21:21sell930.5096.880.000.00
1862008.01.18 11:52sell940.6297.460.000.00
1872008.01.18 16:09close940.6297.080.000.00237.1756667.86
1882008.01.18 16:09close930.5097.080.000.00-104.2656563.61
1892008.01.21 06:52sell950.5096.380.000.00
1902008.01.21 08:22close950.5096.130.000.00125.8356689.44
1912008.01.21 11:06sell960.5095.880.000.00
1922008.01.21 16:23close960.5095.620.000.00130.8756820.31
1932008.01.21 22:36sell970.5095.380.000.00
1942008.01.22 08:45sell980.6295.970.000.00
1952008.01.22 11:14sell990.7796.560.000.00
1962008.01.22 13:20sell1000.9697.160.000.00
1972008.01.23 00:19sell1011.2097.740.000.00
1982008.01.23 10:33close1011.2096.770.000.001171.7357992.04
1992008.01.23 10:33close1000.9696.770.000.00369.9958362.02
2002008.01.23 10:33close990.7796.770.000.00-168.3158193.72
2012008.01.23 10:33close980.6296.770.000.00-503.7557689.97
2022008.01.23 10:33close970.5096.770.000.00-706.8056983.17
2032008.01.23 10:33sell1020.5096.700.000.00
2042008.01.23 11:08buy1030.5096.930.000.00
2052008.01.23 20:08sell1040.6297.280.000.00
2062008.01.23 20:50sell1050.7797.860.000.00
2072008.01.24 08:35close1050.7797.370.000.00363.2057346.37
2082008.01.24 08:35close1040.6297.370.000.00-69.5557276.81
2092008.01.24 08:35close1030.5097.300.000.00191.0857467.89
2102008.01.24 08:35close1020.5097.370.000.00-348.0257119.87
2112008.01.24 08:37buy1060.5097.440.000.00
2122008.01.24 11:16close1060.5097.690.000.00125.8757245.74
2132008.01.24 11:42buy1070.5097.940.000.00
2142008.01.24 15:04close1070.5098.190.000.00125.8757371.61
2152008.01.24 18:49buy1080.5098.440.000.00
2162008.01.25 08:10close1080.5098.690.000.00127.4757499.08
2172008.01.25 15:33buy1090.5097.930.000.00
2182008.01.25 16:50sell1100.5097.620.000.00
2192008.01.25 21:17buy1110.6297.340.000.00
2202008.01.28 13:02close1110.6297.860.000.00326.6257825.70
2212008.01.28 13:02close1100.5097.930.000.00-159.6357666.07
2222008.01.28 13:02close1090.5097.860.000.00-33.6557632.42
2232008.01.30 19:15buy1120.5098.440.000.00
2242008.01.31 14:30buy1130.6297.860.000.00
2252008.01.31 15:14close1130.6298.230.000.00231.0057863.42
2262008.01.31 15:14close1120.5098.230.000.00-100.9457762.47
2272008.02.01 13:28buy1140.5098.940.000.00
2282008.02.01 14:38buy1150.6298.340.000.00
2292008.02.01 20:16buy1160.7797.760.000.00
2302008.02.05 14:01buy1170.9697.180.000.00
2312008.02.07 13:22buy1181.2096.590.000.00
2322008.02.11 00:52close1181.2097.530.000.001143.5058905.97
2332008.02.11 00:52close1170.9697.530.000.00356.7259262.69
2342008.02.11 00:52close1160.7797.530.000.00-158.6859104.01
2352008.02.11 00:52close1150.6297.530.000.00-489.8758614.14
2362008.02.11 00:52close1140.5097.530.000.00-697.1357917.02
2372008.02.11 00:52buy1190.5097.600.000.00
2382008.02.11 09:29sell1200.5097.110.000.00
2392008.02.11 13:40buy1210.6297.010.000.00
2402008.02.12 15:04close1210.6297.670.000.00414.0358331.04
2412008.02.12 15:04close1200.5097.740.000.00-320.6958010.36
2422008.02.12 15:04close1190.5097.670.000.0036.8458047.19
2432008.02.14 08:54buy1220.5098.100.000.00
2442008.02.14 17:09close1220.5098.350.000.00125.8658173.05
2452008.02.15 07:28buy1230.5098.610.000.00
2462008.02.18 10:47sell1240.5098.120.000.00
2472008.02.18 11:38buy1250.6298.030.000.00
2482008.02.20 03:00close1250.6298.680.000.00409.7658582.81
2492008.02.20 03:00close1240.5098.750.000.00-324.2858258.53
2502008.02.20 03:00close1230.5098.680.000.0040.0358298.55