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

SymbolEURCHF (Euro vs Swiss Franc)
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=0.25; LotsShrt=0.25; 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=50; PipsDownShort=50; 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 test1746Ticks modelled673989Modelling quality90.00%
Mismatched charts errors0
Initial deposit50000.00
Total net profit5820.55Gross profit14745.95Gross loss-8925.40
Profit factor1.65Expected payoff48.91
Absolute drawdown10269.17Maximal drawdown11682.77 (22.72%)Relative drawdown22.72% (11682.77)
Total trades119Short positions (won %)77 (59.74%)Long positions (won %)42 (54.76%)
Profit trades (% of total)69 (57.98%)Loss trades (% of total)50 (42.02%)
Largestprofit trade2281.44loss trade-735.08
Averageprofit trade213.71loss trade-178.51
Maximumconsecutive wins (profit in money)7 (819.76)consecutive losses (loss in money)7 (-3799.26)
Maximalconsecutive profit (count of wins)3987.58 (3)consecutive loss (count of losses)-3799.26 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12007.09.07 12:30sell10.251.64100.00000.0000
22007.09.07 14:51close10.251.63600.00000.0000125.1250125.12
32007.09.07 14:51sell20.251.63560.00000.0000
42007.09.11 08:49buy30.251.64000.00000.0000
52007.09.11 12:06sell40.311.64020.00000.0000
62007.09.11 18:15sell50.381.64480.00000.0000
72007.09.13 13:19sell60.471.64940.00000.0000
82007.09.19 14:55sell70.581.65400.00000.0000
92007.09.20 10:17close70.581.64620.00000.0000438.8950564.01
102007.09.20 10:17close60.471.64620.00000.0000124.2250688.23
112007.09.20 10:17close50.381.64620.00000.0000-86.6850601.55
122007.09.20 10:17close40.311.64620.00000.0000-213.4450388.10
132007.09.20 10:17close30.251.64580.00000.0000156.1950544.29
142007.09.20 10:17close20.251.64620.00000.0000-291.2350253.06
152007.09.20 10:17sell80.251.64580.00000.0000
162007.09.20 14:59buy90.251.64950.00000.0000
172007.09.20 16:55sell100.311.65040.00000.0000
182007.09.24 12:54sell110.381.65500.00000.0000
192007.09.25 10:51close110.381.64940.00000.0000209.9550463.01
202007.09.25 10:51close100.311.64940.00000.000023.5950486.60
212007.09.25 10:51close90.251.64900.00000.0000-9.5250477.08
222007.09.25 10:51close80.251.64940.00000.0000-96.0850381.00
232007.09.26 13:57buy120.251.65480.00000.0000
242007.09.27 14:58close120.251.65970.00000.0000125.6650506.66
252007.09.27 14:58buy130.251.66010.00000.0000
262007.10.01 07:52close130.251.66510.00000.0000127.1750633.83
272007.10.01 07:52buy140.251.66550.00000.0000
282007.10.01 11:06buy150.311.66090.00000.0000
292007.10.02 10:54close150.311.66520.00000.0000134.7150768.54
302007.10.02 10:54close140.251.66520.00000.0000-6.5150762.03
312007.10.03 19:44sell160.251.66200.00000.0000
322007.10.08 08:48sell170.311.66660.00000.0000
332007.10.10 09:40sell180.381.67120.00000.0000
342007.10.11 13:25sell190.471.67580.00000.0000
352007.10.11 16:31sell200.581.68050.00000.0000
362007.10.18 09:11close200.581.67160.00000.0000484.1951246.22
372007.10.18 09:11close190.471.67160.00000.0000171.2751417.49
382007.10.18 09:11close180.381.67160.00000.0000-45.6051371.88
392007.10.18 09:11close170.311.67160.00000.0000-184.8951186.99
402007.10.18 09:11close160.251.67160.00000.0000-274.2050912.79
412007.10.18 09:11sell210.251.67120.00000.0000
422007.10.21 23:00close210.251.66340.00000.0000193.1851105.97
432007.10.21 23:00sell220.251.66300.00000.0000
442007.10.22 13:47sell230.311.66760.00000.0000
452007.10.23 13:52sell240.381.67220.00000.0000
462007.10.29 09:58sell250.471.67680.00000.0000
472007.11.02 06:45close250.471.66910.00000.0000339.6751445.63
482007.11.02 06:45close240.381.66910.00000.000081.4451527.07
492007.11.02 06:45close230.311.66910.00000.0000-78.7751448.30
502007.11.02 06:45close220.251.66910.00000.0000-180.6351267.66
512007.11.02 06:45sell260.251.66870.00000.0000
522007.11.02 13:01sell270.311.67330.00000.0000
532007.11.02 14:07close270.311.66900.00000.0000133.4251401.08
542007.11.02 14:07close260.251.66900.00000.0000-7.5151393.57
552007.11.02 16:52buy280.251.67380.00000.0000
562007.11.05 11:07buy290.311.66920.00000.0000
572007.11.06 11:06buy300.381.66440.00000.0000
582007.11.07 10:01buy310.471.65970.00000.0000
592007.11.08 15:14buy320.581.65510.00000.0000
602007.11.09 10:02buy330.721.65040.00000.0000
612007.11.09 14:38buy340.901.64560.00000.0000
622007.11.12 11:21buy351.121.64090.00000.0000
632007.11.16 15:04buy361.401.63630.00000.0000
642007.11.23 01:38buy371.751.63170.00000.0000
652007.11.28 10:29close371.751.64460.00000.00002281.4453675.01
662007.11.28 10:29close361.401.64460.00000.00001219.5254894.53
672007.11.28 10:29close351.121.64460.00000.0000486.6255381.15
682007.11.28 10:29close340.901.64460.00000.0000-28.9255352.23
692007.11.28 10:29close330.721.64460.00000.0000-369.1954983.04
702007.11.28 10:29close320.581.64460.00000.0000-568.0454415.00
712007.11.28 10:29close310.471.64460.00000.0000-671.1453743.86
722007.11.28 10:29close300.381.64460.00000.0000-719.9453023.92
732007.11.28 10:29close290.311.64460.00000.0000-735.0852288.84
742007.11.28 10:29close280.251.64460.00000.0000-706.9551581.89
752007.11.28 10:29buy380.251.64500.00000.0000
762007.11.28 17:03close380.251.65000.00000.0000125.1651707.05
772007.11.28 17:03buy390.251.65040.00000.0000
782007.11.30 13:56close390.251.65530.00000.0000126.6651833.71
792007.11.30 13:56buy400.251.65570.00000.0000
802007.12.04 09:55sell410.251.65130.00000.0000
812007.12.04 10:00buy420.311.65110.00000.0000
822007.12.05 12:27buy430.381.64650.00000.0000
832007.12.06 17:49close430.381.65210.00000.0000217.6452051.35
842007.12.06 17:49close420.311.65210.00000.000036.0052087.35
852007.12.06 17:49close410.251.65250.00000.0000-38.0252049.34
862007.12.06 17:49close400.251.65210.00000.0000-84.1251965.22
872007.12.11 06:43buy440.251.66090.00000.0000
882007.12.11 12:58close440.251.66590.00000.0000125.1652090.38
892007.12.11 12:58buy450.251.66630.00000.0000
902007.12.11 19:23buy460.311.66170.00000.0000
912007.12.11 21:18buy470.381.65680.00000.0000
922007.12.12 07:57close470.381.66240.00000.0000214.6052304.98
932007.12.12 07:57close460.311.66240.00000.000022.9752327.95
942007.12.12 07:57close450.251.66240.00000.0000-96.6352231.32
952007.12.12 14:26buy480.251.67140.00000.0000
962007.12.12 17:45buy490.311.66680.00000.0000
972007.12.13 14:15close490.311.67100.00000.0000134.0952365.41
982007.12.13 14:15close480.251.67100.00000.0000-7.0152358.40
992007.12.14 11:34buy500.251.66640.00000.0000
1002007.12.14 14:13sell510.251.66450.00000.0000
1012007.12.17 07:55buy520.311.66180.00000.0000
1022007.12.17 16:29buy530.381.65720.00000.0000
1032007.12.19 07:03close530.381.66200.00000.0000185.6852544.08
1042007.12.19 07:03close520.311.66200.00000.00008.6952552.77
1052007.12.19 07:03close510.251.66240.00000.000046.5452599.31
1062007.12.19 07:03close500.251.66200.00000.0000-107.1452492.17
1072007.12.19 08:34buy540.251.66130.00000.0000
1082007.12.19 09:11sell550.251.65940.00000.0000
1092007.12.24 10:16sell560.311.66400.00000.0000
1102007.12.26 17:48sell570.381.66860.00000.0000
1112007.12.28 07:27close570.381.66330.00000.0000189.4252681.59
1122007.12.28 07:27close560.311.66330.00000.00006.8452688.43
1132007.12.28 07:27close550.251.66330.00000.0000-119.5952568.85
1142007.12.28 07:27close540.251.66290.00000.000051.0552619.90
1152007.12.28 07:43sell580.251.66440.00000.0000
1162007.12.28 15:06close580.251.65930.00000.0000127.6152747.51
1172007.12.28 15:06sell590.251.65890.00000.0000
1182008.01.02 08:20close590.251.65360.00000.0000126.6252874.13
1192008.01.02 08:20sell600.251.65320.00000.0000
1202008.01.02 15:36close600.251.64820.00000.0000125.1152999.24
1212008.01.02 15:36sell610.251.64780.00000.0000
1222008.01.03 08:37close610.251.64250.00000.0000126.6253125.86
1232008.01.03 08:37sell620.251.64210.00000.0000
1242008.01.04 07:22close620.251.63700.00000.0000125.6153251.47
1252008.01.04 07:22sell630.251.63660.00000.0000
1262008.01.07 16:32sell640.311.64130.00000.0000
1272008.01.08 21:16close640.311.63680.00000.0000137.1453388.61
1282008.01.08 21:16close630.251.63680.00000.0000-9.0053379.61
1292008.01.10 10:07sell650.251.63160.00000.0000
1302008.01.11 06:54close650.251.62650.00000.0000125.6153505.22
1312008.01.11 06:54sell660.251.62610.00000.0000
1322008.01.11 10:35sell670.311.63080.00000.0000
1332008.01.14 07:39close670.311.62630.00000.0000137.1553642.37
1342008.01.14 07:39close660.251.62630.00000.0000-7.0053635.37
1352008.01.15 05:32sell680.251.62110.00000.0000
1362008.01.15 23:13close680.251.61610.00000.0000125.1153760.48
1372008.01.15 23:13sell690.251.61570.00000.0000
1382008.01.16 03:59close690.251.61060.00000.0000125.6253886.10
1392008.01.16 03:59sell700.251.61020.00000.0000
1402008.01.16 13:04sell710.311.61490.00000.0000
1412008.01.16 15:52close710.311.61050.00000.0000136.5354022.63
1422008.01.16 15:52close700.251.61050.00000.0000-7.5154015.12
1432008.01.16 19:43sell720.251.61530.00000.0000
1442008.01.17 11:57close720.251.61000.00000.0000126.6254141.75
1452008.01.17 11:57sell730.251.60960.00000.0000
1462008.01.17 13:06sell740.311.61420.00000.0000
1472008.01.18 16:45close740.311.60980.00000.0000134.0554275.80
1482008.01.18 16:45close730.251.60980.00000.0000-7.0054268.80
1492008.01.21 05:49sell750.251.60430.00000.0000
1502008.01.21 08:57close750.251.59920.00000.0000127.6254396.42
1512008.01.21 08:57sell760.251.59880.00000.0000
1522008.01.21 18:31sell770.311.60340.00000.0000
1532008.01.22 07:37close770.311.59900.00000.0000134.0554530.47
1542008.01.22 07:37close760.251.59900.00000.0000-7.0054523.47
1552008.01.22 13:38sell780.251.60400.00000.0000
1562008.01.22 15:28buy790.251.60700.00000.0000
1572008.01.22 20:18buy800.311.60240.00000.0000
1582008.01.23 09:36buy810.381.59780.00000.0000
1592008.01.23 11:05buy820.471.59320.00000.0000
1602008.01.23 13:12buy830.581.58850.00000.0000
1612008.01.23 13:43buy840.721.58390.00000.0000
1622008.01.23 19:28close840.721.59220.00000.0000598.3755121.84
1632008.01.23 19:28close830.581.59220.00000.0000214.8855336.72
1642008.01.23 19:28close820.471.59220.00000.0000-47.0655289.66
1652008.01.23 19:28close810.381.59220.00000.0000-213.0755076.59
1662008.01.23 19:28close800.311.59220.00000.0000-315.3754761.22
1672008.01.23 19:28close790.251.59220.00000.0000-369.4954391.73
1682008.01.23 19:28close780.251.59260.00000.0000283.2554674.98
1692008.01.23 19:28sell850.251.59220.00000.0000
1702008.01.23 21:08sell860.311.59680.00000.0000
1712008.01.24 02:24close860.311.59220.00000.0000135.2954810.27
1722008.01.24 02:24close850.251.59220.00000.0000-6.0054804.27
1732008.01.24 11:09sell870.251.59730.00000.0000
1742008.01.24 13:45buy880.251.60040.00000.0000
1752008.01.24 15:04sell890.311.60190.00000.0000
1762008.01.24 22:08sell900.381.60660.00000.0000
1772008.01.25 07:16sell910.471.61120.00000.0000
1782008.01.28 05:21close910.471.60520.00000.0000278.5055082.77
1792008.01.28 05:21close900.381.60520.00000.000047.1755129.94
1802008.01.28 05:21close890.311.60520.00000.0000-107.3655022.58
1812008.01.28 05:21close880.251.60480.00000.0000112.1455134.72
1822008.01.28 05:21close870.251.60520.00000.0000-201.6854933.05
1832008.01.28 05:21sell920.251.60480.00000.0000
1842008.01.28 05:56buy930.251.60550.00000.0000
1852008.01.28 13:12sell940.311.60940.00000.0000
1862008.01.29 09:40sell950.381.61400.00000.0000
1872008.01.30 22:14close950.381.60940.00000.0000171.9255104.97
1882008.01.30 22:14close940.311.60940.00000.0000-4.9655100.01
1892008.01.30 22:14close930.251.60900.00000.000089.6155189.62
1902008.01.30 22:14close920.251.60940.00000.0000-119.1055070.52
1912008.01.31 01:11sell960.251.61010.00000.0000
1922008.01.31 05:49buy970.251.61120.00000.0000
1932008.01.31 09:05buy980.311.60660.00000.0000
1942008.01.31 14:30buy990.381.60200.00000.0000
1952008.01.31 16:21close990.381.60650.00000.0000171.2255241.74
1962008.01.31 16:21close980.311.60650.00000.0000-3.1055238.64
1972008.01.31 16:21close970.251.60650.00000.0000-117.6555120.99
1982008.01.31 16:21close960.251.60690.00000.000080.0755201.06
1992008.02.01 09:06sell1000.251.60510.00000.0000
2002008.02.01 19:38sell1010.311.60970.00000.0000
2012008.02.04 01:45sell1020.381.61430.00000.0000
2022008.02.05 08:48sell1030.471.61890.00000.0000
2032008.02.05 15:59close1030.471.61220.00000.0000315.1855516.24
2042008.02.05 15:59close1020.381.61220.00000.000076.8355593.07
2052008.02.05 15:59close1010.311.61220.00000.0000-82.5355510.54
2062008.02.05 15:59close1000.251.61220.00000.0000-181.6655328.88
2072008.02.05 15:59sell1040.251.61180.00000.0000
2082008.02.06 06:08close1040.251.60660.00000.0000128.1255457.00
2092008.02.06 06:08sell1050.251.60620.00000.0000
2102008.02.07 11:26close1050.251.60090.00000.0000126.6255583.62
2112008.02.07 11:26sell1060.251.60050.00000.0000
2122008.02.11 08:33close1060.251.59530.00000.0000126.1155709.73
2132008.02.11 08:33sell1070.251.59490.00000.0000
2142008.02.11 12:51sell1080.311.59950.00000.0000
2152008.02.12 13:08sell1090.381.60410.00000.0000
2162008.02.12 18:50sell1100.471.60880.00000.0000
2172008.02.13 13:37sell1110.581.61340.00000.0000
2182008.02.14 07:58sell1120.721.61800.00000.0000
2192008.02.14 16:34close1120.721.60840.00000.0000691.8256401.55
2202008.02.14 16:34close1110.581.60840.00000.0000276.3556677.91
2212008.02.14 16:34close1100.471.60840.00000.00003.7756681.68
2222008.02.14 16:34close1090.381.60840.00000.0000-175.7156505.97
2232008.02.14 16:34close1080.311.60840.00000.0000-288.5456217.44
2242008.02.14 16:34close1070.251.60840.00000.0000-347.8055869.64
2252008.02.14 16:34sell1130.251.60800.00000.0000
2262008.02.15 13:13close1130.251.60290.00000.0000125.6155995.25
2272008.02.15 13:13sell1140.251.60250.00000.0000
2282008.02.18 06:37sell1150.311.60720.00000.0000
2292008.02.18 10:30sell1160.381.61180.00000.0000
2302008.02.18 15:22sell1170.471.61640.00000.0000
2312008.02.19 10:41close1170.471.60950.00000.0000320.8456316.09
2322008.02.19 10:41close1160.381.60950.00000.000084.4456400.53
2332008.02.19 10:41close1150.311.60950.00000.0000-73.8556326.68
2342008.02.19 10:41close1140.251.60950.00000.0000-179.1656147.52
2352008.02.19 10:41sell1180.251.60910.00000.0000
2362008.02.19 13:19sell1190.311.61370.00000.0000
2372008.02.20 23:59close at stop1190.311.61740.00000.0000-117.2956030.23
2382008.02.20 23:59close at stop1180.251.61740.00000.0000-209.6855820.55