Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | myMagic=1; TakeProfit=700; StopLoss=200; BreakEvenStop=5000; TrailingStop=5000; slippage=2; OrderTriesNumber=2; Lots=0.1; MinLot=0.1; MaximumRisk=5; FixedLot=false; ip1="__HMA env__"; _maPeriod=20; deviation=0.5; price1=0; price2=0; ip2="__HMA angle__"; _maPeriodA=20; priceA=0; DirectionFilter=0; Angle=0; OpenOutside=0; ExitAtClose=0; FlatExit=0; EAName="HMAchan"; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -280.08 | Gross profit | 1119.92 | Gross loss | -1400.00 |
| Profit factor | 0.80 | Expected payoff | -8.75 | ||
| Absolute drawdown | 280.08 | Maximal drawdown | 701.88 (6.73%) | Relative drawdown | 6.73% (701.88) |
| Total trades | 32 | Short positions (won %) | 22 (22.73%) | Long positions (won %) | 10 (10.00%) |
| Profit trades (% of total) | 6 (18.75%) | Loss trades (% of total) | 26 (81.25%) | ||
| Largest | profit trade | 210.00 | loss trade | -60.00 | |
| Average | profit trade | 186.65 | loss trade | -53.85 | |
| Maximum | consecutive wins (profit in money) | 2 (420.00) | consecutive losses (loss in money) | 7 (-300.00) | |
| Maximal | consecutive profit (count of wins) | 420.00 (2) | consecutive loss (count of losses) | -360.00 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 14:45 | sell | 1 | 0.30 | 1.49811 | 1.50011 | 1.49111 | ||
| 2 | 2009.12.04 16:45 | t/p | 1 | 0.30 | 1.49111 | 1.50011 | 1.49111 | 210.00 | 10210.00 |
| 3 | 2009.12.04 16:45 | sell | 2 | 0.30 | 1.49003 | 1.49203 | 1.48303 | ||
| 4 | 2009.12.04 20:50 | t/p | 2 | 0.30 | 1.48303 | 1.49203 | 1.48303 | 210.00 | 10420.00 |
| 5 | 2009.12.04 20:50 | sell | 3 | 0.30 | 1.48213 | 1.48413 | 1.47513 | ||
| 6 | 2009.12.04 21:15 | s/l | 3 | 0.30 | 1.48413 | 1.48413 | 1.47513 | -60.00 | 10360.00 |
| 7 | 2009.12.07 01:40 | buy | 4 | 0.30 | 1.48836 | 1.48636 | 1.49536 | ||
| 8 | 2009.12.07 09:10 | s/l | 4 | 0.30 | 1.48636 | 1.48636 | 1.49536 | -60.00 | 10300.00 |
| 9 | 2009.12.07 09:45 | sell | 5 | 0.30 | 1.47948 | 1.48148 | 1.47248 | ||
| 10 | 2009.12.07 11:20 | s/l | 5 | 0.30 | 1.48148 | 1.48148 | 1.47248 | -60.00 | 10240.00 |
| 11 | 2009.12.07 18:45 | buy | 6 | 0.30 | 1.48633 | 1.48433 | 1.49333 | ||
| 12 | 2009.12.07 20:15 | s/l | 6 | 0.30 | 1.48433 | 1.48433 | 1.49333 | -60.00 | 10180.00 |
| 13 | 2009.12.08 14:20 | sell | 7 | 0.30 | 1.47357 | 1.47557 | 1.46657 | ||
| 14 | 2009.12.08 14:27 | s/l | 7 | 0.30 | 1.47557 | 1.47557 | 1.46657 | -60.00 | 10120.00 |
| 15 | 2009.12.11 15:26 | sell | 8 | 0.30 | 1.46623 | 1.46823 | 1.45923 | ||
| 16 | 2009.12.11 17:20 | t/p | 8 | 0.30 | 1.45923 | 1.46823 | 1.45923 | 210.00 | 10330.00 |
| 17 | 2009.12.11 17:20 | sell | 9 | 0.30 | 1.45856 | 1.46056 | 1.45156 | ||
| 18 | 2009.12.11 17:32 | s/l | 9 | 0.30 | 1.46056 | 1.46056 | 1.45156 | -60.00 | 10270.00 |
| 19 | 2009.12.11 18:00 | sell | 10 | 0.30 | 1.45986 | 1.46186 | 1.45286 | ||
| 20 | 2009.12.11 18:16 | s/l | 10 | 0.30 | 1.46186 | 1.46186 | 1.45286 | -60.00 | 10210.00 |
| 21 | 2009.12.15 09:20 | sell | 11 | 0.30 | 1.45571 | 1.45771 | 1.44871 | ||
| 22 | 2009.12.15 09:27 | s/l | 11 | 0.30 | 1.45771 | 1.45771 | 1.44871 | -60.00 | 10150.00 |
| 23 | 2009.12.15 10:15 | sell | 12 | 0.30 | 1.45531 | 1.45731 | 1.44831 | ||
| 24 | 2009.12.15 16:20 | s/l | 12 | 0.30 | 1.45731 | 1.45731 | 1.44831 | -60.00 | 10090.00 |
| 25 | 2009.12.17 03:45 | sell | 13 | 0.30 | 1.44401 | 1.44601 | 1.43701 | ||
| 26 | 2009.12.17 05:50 | t/p | 13 | 0.30 | 1.43701 | 1.44601 | 1.43701 | 210.00 | 10300.00 |
| 27 | 2009.12.17 05:50 | sell | 14 | 0.30 | 1.43681 | 1.43881 | 1.42981 | ||
| 28 | 2009.12.17 05:59 | s/l | 14 | 0.30 | 1.43881 | 1.43881 | 1.42981 | -60.00 | 10240.00 |
| 29 | 2009.12.18 14:50 | sell | 15 | 0.30 | 1.43157 | 1.43357 | 1.42457 | ||
| 30 | 2009.12.18 15:20 | s/l | 15 | 0.30 | 1.43357 | 1.43357 | 1.42457 | -60.00 | 10180.00 |
| 31 | 2009.12.18 16:45 | sell | 16 | 0.30 | 1.42850 | 1.43050 | 1.42150 | ||
| 32 | 2009.12.18 18:45 | s/l | 16 | 0.30 | 1.43050 | 1.43050 | 1.42150 | -60.00 | 10120.00 |
| 33 | 2009.12.22 17:07 | sell | 17 | 0.30 | 1.42167 | 1.42367 | 1.41467 | ||
| 34 | 2009.12.22 17:20 | s/l | 17 | 0.30 | 1.42367 | 1.42367 | 1.41467 | -60.00 | 10060.00 |
| 35 | 2009.12.23 16:45 | buy | 18 | 0.30 | 1.43392 | 1.43192 | 1.44092 | ||
| 36 | 2009.12.23 17:20 | s/l | 18 | 0.30 | 1.43192 | 1.43192 | 1.44092 | -60.00 | 10000.00 |
| 37 | 2009.12.23 18:32 | buy | 19 | 0.30 | 1.43660 | 1.43460 | 1.44360 | ||
| 38 | 2009.12.23 19:02 | s/l | 19 | 0.30 | 1.43460 | 1.43460 | 1.44360 | -60.00 | 9940.00 |
| 39 | 2009.12.29 17:15 | sell | 20 | 0.20 | 1.43678 | 1.43878 | 1.42978 | ||
| 40 | 2009.12.30 15:50 | t/p | 20 | 0.20 | 1.42978 | 1.43878 | 1.42978 | 139.92 | 10079.92 |
| 41 | 2009.12.31 16:15 | sell | 21 | 0.30 | 1.43358 | 1.43558 | 1.42658 | ||
| 42 | 2009.12.31 16:50 | s/l | 21 | 0.30 | 1.43558 | 1.43558 | 1.42658 | -60.00 | 10019.92 |
| 43 | 2009.12.31 17:20 | sell | 22 | 0.30 | 1.43257 | 1.43457 | 1.42557 | ||
| 44 | 2009.12.31 17:32 | s/l | 22 | 0.30 | 1.43457 | 1.43457 | 1.42557 | -60.00 | 9959.92 |
| 45 | 2009.12.31 18:37 | sell | 23 | 0.20 | 1.43150 | 1.43350 | 1.42450 | ||
| 46 | 2009.12.31 18:45 | s/l | 23 | 0.20 | 1.43350 | 1.43350 | 1.42450 | -40.00 | 9919.92 |
| 47 | 2010.01.04 02:50 | sell | 24 | 0.20 | 1.42565 | 1.42765 | 1.41865 | ||
| 48 | 2010.01.04 03:10 | s/l | 24 | 0.20 | 1.42765 | 1.42765 | 1.41865 | -40.00 | 9879.92 |
| 49 | 2010.01.04 10:15 | buy | 25 | 0.20 | 1.43521 | 1.43321 | 1.44221 | ||
| 50 | 2010.01.04 14:50 | t/p | 25 | 0.20 | 1.44221 | 1.43321 | 1.44221 | 140.00 | 10019.92 |
| 51 | 2010.01.04 14:50 | buy | 26 | 0.30 | 1.44350 | 1.44150 | 1.45050 | ||
| 52 | 2010.01.04 16:20 | s/l | 26 | 0.30 | 1.44150 | 1.44150 | 1.45050 | -60.00 | 9959.92 |
| 53 | 2010.01.08 14:50 | buy | 27 | 0.20 | 1.44168 | 1.43968 | 1.44868 | ||
| 54 | 2010.01.08 14:52 | s/l | 27 | 0.20 | 1.43968 | 1.43968 | 1.44868 | -40.00 | 9919.92 |
| 55 | 2010.01.08 15:00 | buy | 28 | 0.20 | 1.44046 | 1.43846 | 1.44746 | ||
| 56 | 2010.01.08 15:20 | s/l | 28 | 0.20 | 1.43846 | 1.43846 | 1.44746 | -40.00 | 9879.92 |
| 57 | 2010.01.08 19:15 | buy | 29 | 0.20 | 1.44274 | 1.44074 | 1.44974 | ||
| 58 | 2010.01.08 20:50 | s/l | 29 | 0.20 | 1.44074 | 1.44074 | 1.44974 | -40.00 | 9839.92 |
| 59 | 2010.01.13 13:20 | buy | 30 | 0.20 | 1.45808 | 1.45608 | 1.46508 | ||
| 60 | 2010.01.13 14:02 | s/l | 30 | 0.20 | 1.45608 | 1.45608 | 1.46508 | -40.00 | 9799.92 |
| 61 | 2010.01.13 17:16 | sell | 31 | 0.20 | 1.44757 | 1.44957 | 1.44057 | ||
| 62 | 2010.01.13 17:37 | s/l | 31 | 0.20 | 1.44957 | 1.44957 | 1.44057 | -40.00 | 9759.92 |
| 63 | 2010.01.15 03:20 | sell | 32 | 0.20 | 1.44098 | 1.44298 | 1.43398 | ||
| 64 | 2010.01.15 03:50 | s/l | 32 | 0.20 | 1.44298 | 1.44298 | 1.43398 | -40.00 | 9719.92 |