Strategy Tester Report
Kanguru 4.2
Belvedere-Demo (Build 218)

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period1 Hour (H1) 2008.01.02 10:00 - 2008.09.26 23:00 (2008.01.01 - 2008.09.29)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagicNumber=777; SignalMail=false; EachTickMode=false; Lots=0; Slippage=5; UseStopLoss=true; StopLoss=0; UseTakeProfit=true; TakeProfit=0; UseTrailingStop=false; TrailingStop=0;
Bars in test5584Ticks modelled1844232Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit30943.76Gross profit52284.68Gross loss-21340.92
Profit factor2.45Expected payoff351.63
Absolute drawdown1051.07Maximal drawdown29355.54 (76.64%)Relative drawdown76.64% (29355.54)
Total trades88Short positions (won %)58 (41.38%)Long positions (won %)30 (26.67%)
Profit trades (% of total)32 (36.36%)Loss trades (% of total)56 (63.64%)
Largestprofit trade25641.83loss trade-6415.56
Averageprofit trade1633.90loss trade-381.09
Maximumconsecutive wins (profit in money)8 (29852.68)consecutive losses (loss in money)10 (-11830.84)
Maximalconsecutive profit (count of wins)29852.68 (8)consecutive loss (count of losses)-11830.84 (10)
Averageconsecutive wins2consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.01.02 19:00sell10.401.11741.12821.0985
22008.01.03 02:00sell20.101.11921.12391.1110
32008.01.03 04:00sell30.201.11781.12351.1079
42008.01.03 06:00sell40.101.11871.12351.1102
52008.01.03 20:05sell50.301.11261.12111.0976
62008.01.03 20:44t/p20.101.11101.12391.111073.8110073.81
72008.01.03 22:00sell60.501.11161.12341.0909
82008.01.04 00:00sell70.501.11051.12291.0888
92008.01.04 02:00sell80.301.11141.11971.0969
102008.01.04 03:50t/p40.101.11021.12351.110275.3010149.11
112008.01.04 11:00close60.501.11281.12341.0909-60.2010088.91
122008.01.04 12:00close70.501.11331.12291.0888-125.759963.16
132008.01.04 13:00close80.301.11541.11971.0969-107.589855.58
142008.01.04 15:30t/p30.201.10791.12351.1079176.2410031.82
152008.01.11 07:50t/p10.401.09851.12821.0985632.9210664.73
162008.01.14 08:09t/p50.301.09761.12111.0976376.0611040.79
172008.02.01 14:00sell90.101.07781.08191.0706
182008.02.01 17:00s/l90.101.08191.08191.0706-37.8911002.90
192008.02.27 14:00sell100.101.06841.07361.0592
202008.02.27 15:00sell110.201.06801.07461.0564
212008.02.28 08:00sell120.401.06221.07261.0439
222008.02.28 13:00sell130.401.06231.07221.0449
232008.02.28 15:30t/p100.101.05921.07361.059283.0911085.99
242008.02.28 17:46t/p110.201.05641.07461.0564212.0711298.06
252008.02.28 22:00sell145.001.05011.08030.9972
262008.02.29 01:00sell152.001.05191.07171.0173
272008.02.29 02:00sell162.001.05101.07161.0149
282008.02.29 05:00sell172.001.04991.07091.0131
292008.02.29 08:01sell181.001.05081.06651.0233
302008.02.29 13:03t/p130.401.04491.07221.0449661.0611959.12
312008.02.29 13:23t/p120.401.04391.07261.0439696.2612655.39
322008.02.29 18:00sell191.001.04351.06061.0136
332008.03.03 04:00sell204.001.03411.05950.9897
342008.03.03 08:00sell213.001.03401.05690.9939
352008.03.03 14:00sell220.501.03851.05151.0157
362008.03.03 15:00sell230.501.03891.05141.0170
372008.03.03 19:01sell240.401.04311.05391.0242
382008.03.03 20:00sell250.401.04231.05261.0242
392008.03.04 02:00sell260.401.04111.05171.0225
402008.03.04 05:00close230.501.04111.05141.0170-111.9412543.44
412008.03.04 06:03close240.401.04131.05391.024264.1112607.56
422008.03.04 07:03close250.401.04251.05261.0242-12.7012594.86
432008.03.04 08:00close260.401.04221.05171.0225-42.2212552.64
442008.03.04 13:00sell271.001.03561.05141.0079
452008.03.04 19:00sell280.501.03521.04941.0104
462008.03.04 20:00sell290.501.03431.04791.0104
472008.03.04 22:00sell300.401.03551.04481.0191
482008.03.04 23:01close271.001.03811.05141.0079-240.8212311.82
492008.03.05 00:00close280.501.03791.04941.0104-136.3512175.47
502008.03.05 01:02close172.001.03941.07091.01311945.0014120.46
512008.03.05 02:00close181.001.03961.06651.02331039.6415160.10
522008.03.05 06:00close191.001.03941.06061.0136356.7615516.86
532008.03.05 07:00close204.001.03921.05950.9897-2063.5913453.28
542008.03.05 08:00close213.001.03941.05690.9939-1633.9911819.28
552008.03.05 10:00close220.501.03951.05151.0157-60.6711758.62
562008.03.05 12:00close290.501.04141.04791.0104-347.1711411.44
572008.03.05 14:00close300.401.04071.04481.0191-204.9011206.55
582008.03.05 17:00sell310.201.03431.04051.0235
592008.03.05 17:17s/l310.201.04051.04051.0235-119.1611087.39
602008.03.07 00:00sell320.501.02271.03670.9982
612008.03.07 03:05sell330.401.02311.03301.0058
622008.03.07 09:00sell340.501.02111.03261.0009
632008.03.07 13:00sell350.501.01921.03170.9973
642008.03.07 14:00sell361.001.01921.03370.9937
652008.03.07 15:30t/p152.001.01731.07171.01736626.3817713.77
662008.03.07 15:39t/p162.001.01491.07161.01496938.0624651.83
672008.03.07 18:00sell370.401.02461.03531.0059
682008.03.10 09:00sell380.501.01991.03170.9992
692008.03.10 11:01sell390.301.02141.02981.0066
702008.03.10 13:00close340.501.02321.03261.0009-108.9024542.93
712008.03.10 14:00close350.501.02371.03170.9973-226.0724316.85
722008.03.10 19:01sell400.301.02041.02791.0072
732008.03.10 22:01sell410.301.01891.02701.0047
742008.03.11 04:00close361.001.02021.03370.9937-123.1524193.70
752008.03.11 05:02close370.401.01951.03531.0059190.0524383.75
762008.03.11 08:01close410.301.01991.02701.0047-33.1824350.57
772008.03.11 14:46s/l400.301.02791.02791.0072-222.6624127.91
782008.03.11 14:52s/l390.301.02981.02981.0066-248.4823879.43
792008.03.11 16:26s/l380.501.03171.03170.9992-578.0923301.33
802008.03.11 16:56s/l330.401.03301.03301.0058-393.3322908.00
812008.03.13 06:00sell420.401.01071.01990.9946
822008.03.13 18:00sell430.101.01151.01671.0023
832008.03.13 20:00close430.101.01531.01671.0023-37.4322870.57
842008.03.14 06:00sell440.101.01071.01581.0018
852008.03.14 09:00sell450.301.00901.01750.9940
862008.03.14 16:01t/p440.101.00181.01581.001888.8622959.43
872008.03.14 20:37t/p320.500.99821.03670.99821183.2324142.65
882008.03.14 22:00sell460.400.99871.00960.9795
892008.03.17 01:00t/p145.000.99721.08030.997225641.8349784.48
902008.03.17 01:00t/p420.400.99461.01990.9946638.7550423.23
912008.03.17 01:00t/p450.300.99401.01750.9940449.5950872.82
922008.03.17 01:00sell470.500.99231.00380.9721
932008.03.17 03:30t/p460.400.97951.00960.9795779.0451651.86
942008.03.17 04:23t/p470.500.97211.00380.97211039.1052690.96
952008.03.17 07:00sell483.000.97600.99720.9389
962008.03.17 09:00sell492.000.97780.99730.9436
972008.03.17 11:00sell500.500.98010.99340.9569
982008.03.17 21:00sell510.100.98710.99220.9781
992008.03.18 00:00sell520.300.98460.99260.9706
1002008.03.18 02:00sell530.200.98420.98980.9744
1012008.03.18 08:00sell540.300.98170.98890.9691
1022008.03.18 09:00close510.100.98380.99220.978132.2852723.25
1032008.03.18 10:00close520.300.98530.99260.9706-21.3152701.94
1042008.03.18 11:00close530.200.98820.98980.9744-80.9652620.98
1052008.03.18 11:18s/l540.300.98890.98890.9691-218.4252402.56
1062008.03.18 20:14s/l500.500.99340.99340.9569-675.4951727.06
1072008.03.18 21:00s/l483.000.99720.99720.9389-6415.5645311.50
1082008.03.18 21:00s/l492.000.99730.99730.9436-3935.6941375.81
1092008.04.07 07:02buy550.101.01201.00791.0191
1102008.04.07 13:00buy560.401.01361.00451.0296
1112008.04.07 17:00buy570.401.01461.00451.0323
1122008.04.07 18:00buy580.401.01421.00351.0329
1132008.04.07 21:00buy590.501.01541.00401.0355
1142008.04.08 00:00buy600.201.01311.00631.0250
1152008.04.08 01:00buy610.201.01351.00741.0242
1162008.04.08 02:00close610.201.01281.00741.0242-13.8241361.99
1172008.04.08 03:27s/l550.101.00791.00791.0191-40.4441321.55
1182008.04.08 04:00close590.501.00841.00401.0355-345.8940975.66
1192008.04.08 05:02close600.201.00891.00631.0250-83.2640892.40
1202008.04.08 08:00buy620.101.01021.00581.0180
1212008.04.08 10:00close620.101.01061.00581.01803.9640896.36
1222008.04.09 02:00buy630.201.01651.01011.0278
1232008.04.09 07:00close630.201.01351.01011.0278-59.2040837.16
1242008.04.09 18:21s/l560.401.00451.00451.0296-360.4640476.70
1252008.04.09 18:21s/l570.401.00451.00451.0323-400.2840076.43
1262008.04.09 18:23s/l580.401.00351.00351.0329-424.6039651.83
1272008.04.24 14:00buy640.201.02571.01941.0368
1282008.04.24 17:00buy650.401.03151.02011.0515
1292008.04.24 19:20t/p640.201.03681.01941.0368214.1239865.95
1302008.04.25 02:04buy660.201.03531.02841.0474
1312008.04.25 14:00buy670.201.03851.03241.0493
1322008.04.25 17:39s/l670.201.03241.03241.0493-118.1739747.78
1332008.05.01 15:37t/p660.201.04741.02841.0474233.9239981.69
1342008.05.02 15:30t/p650.401.05151.02011.0515768.4740750.16
1352008.05.02 17:00buy680.101.05941.05501.0672
1362008.05.02 18:39s/l680.101.05501.05501.0672-41.7140708.45
1372008.06.09 01:02sell690.101.01721.02201.0088
1382008.06.09 08:05s/l690.101.02201.02201.0088-46.9740661.48
1392008.06.30 13:00sell700.101.01531.02031.0065
1402008.06.30 14:22s/l700.101.02031.02031.0065-49.0140612.47
1412008.07.15 15:00sell710.201.00391.01090.9917
1422008.07.15 18:27s/l710.201.01091.01090.9917-138.4940473.98
1432008.08.12 02:01buy720.401.08741.07731.1051
1442008.08.12 04:00buy730.201.08771.08081.0998
1452008.08.12 18:00buy740.201.08731.08161.0973
1462008.08.12 23:00buy750.201.08701.08141.0969
1472008.08.13 00:00close750.201.08671.08141.0969-5.0440468.94
1482008.08.13 01:01buy760.201.08681.08081.0973
1492008.08.13 02:00close760.201.08601.08081.0973-14.7340454.21
1502008.08.13 13:00buy770.101.08761.08281.0961
1512008.08.13 16:00close770.101.08551.08281.0961-19.3540434.86
1522008.08.14 06:01buy780.101.08731.08251.0958
1532008.08.14 07:00close780.101.08591.08251.0958-12.8940421.97
1542008.08.14 14:00buy790.101.08821.08361.0964
1552008.08.14 15:45s/l790.101.08361.08361.0964-42.4540379.52
1562008.08.14 19:33t/p740.201.09731.08161.0973184.1840563.70
1572008.08.15 04:00buy800.201.09681.09121.1067
1582008.08.15 06:00buy810.101.09721.09241.1057
1592008.08.15 11:20t/p730.201.09981.08081.0998222.4340786.13
1602008.08.15 13:00buy820.301.09831.08931.1141
1612008.08.15 14:00buy830.301.09861.09041.1129
1622008.08.15 16:00close820.301.09521.08931.1141-84.9240701.21
1632008.08.15 18:00buy840.201.09651.09071.1066
1642008.08.15 23:00close830.301.09711.09041.1129-41.0240660.19
1652008.08.18 01:01close840.201.09671.09071.10664.1340664.32
1662008.08.18 06:27s/l810.101.09241.09241.1057-43.7040620.62
1672008.08.18 15:00buy850.201.09921.09351.1093
1682008.08.18 16:00buy860.201.09981.09341.1110
1692008.08.18 17:00buy870.201.09871.09291.1089
1702008.08.18 23:00close860.201.09691.09341.1110-52.8840567.74
1712008.08.19 03:00close870.201.09701.09291.1089-30.5140537.22
1722008.08.19 18:17s/l850.201.09351.09351.1093-103.7740433.45
1732008.08.19 19:11s/l800.201.09121.09121.1067-101.6840331.77
1742008.08.26 11:06t/p720.401.10511.07731.1051653.9940985.76
1752008.09.22 22:00sell880.101.07561.08001.0678
1762008.09.23 09:43s/l880.101.08001.08001.0678-42.0040943.76