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 | SS1="""; Lot=0.01; StopLoss=100; TakeProfit=300; MM=false; Minsum=200; Risk=5; Step=3; Magic=12321; MACD_Fast=8; MACD_Slow=17; MACD_Sig=9; CCI_Per=13; SH_K_Per=5; SH_D_Per=3; SH_Slow=3; MA_Fast=5; MA_Slow=9; MA_MODE=3; RSI_Per=9; SS5=""ÒÐÅÉËÈÍÃ"; Tmfrm=30; Bars_n=13; Indent=1; SS6="""; UseSound=false; Sound_o=""ok.wav""; OpenBuy=Black; OpenSell=Black; loseBuy=Blue; loseSell=Red; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -12.00 | Gross profit | 6.00 | Gross loss | -18.00 |
Profit factor | 0.33 | Expected payoff | -0.60 | ||
Absolute drawdown | 12.61 | Maximal drawdown | 12.63 (0.13%) | Relative drawdown | 0.13% (12.63) |
Total trades | 20 | Short positions (won %) | 17 (11.76%) | Long positions (won %) | 3 (0.00%) |
Profit trades (% of total) | 2 (10.00%) | Loss trades (% of total) | 18 (90.00%) | ||
Largest | profit trade | 3.00 | loss trade | -1.00 | |
Average | profit trade | 3.00 | loss trade | -1.00 | |
Maximum | consecutive wins (profit in money) | 1 (3.00) | consecutive losses (loss in money) | 12 (-12.00) | |
Maximal | consecutive profit (count of wins) | 3.00 (1) | consecutive loss (count of losses) | -12.00 (12) | |
Average | consecutive wins | 1 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.13 01:07 | sell | 1 | 0.01 | 1.44667 | 1.44767 | 1.44367 | ||
2 | 2010.01.13 01:15 | s/l | 1 | 0.01 | 1.44767 | 1.44767 | 1.44367 | -1.00 | 9999.00 |
3 | 2010.01.13 01:55 | sell | 2 | 0.01 | 1.44679 | 1.44779 | 1.44379 | ||
4 | 2010.01.13 02:50 | s/l | 2 | 0.01 | 1.44779 | 1.44779 | 1.44379 | -1.00 | 9998.00 |
5 | 2010.01.14 06:50 | buy | 3 | 0.01 | 1.45569 | 1.45469 | 1.45869 | ||
6 | 2010.01.14 06:57 | s/l | 3 | 0.01 | 1.45469 | 1.45469 | 1.45869 | -1.00 | 9997.00 |
7 | 2010.01.14 07:00 | buy | 4 | 0.01 | 1.45529 | 1.45429 | 1.45829 | ||
8 | 2010.01.14 07:10 | s/l | 4 | 0.01 | 1.45429 | 1.45429 | 1.45829 | -1.00 | 9996.00 |
9 | 2010.01.14 08:02 | buy | 5 | 0.01 | 1.45548 | 1.45448 | 1.45848 | ||
10 | 2010.01.14 08:15 | s/l | 5 | 0.01 | 1.45448 | 1.45448 | 1.45848 | -1.00 | 9995.00 |
11 | 2010.01.14 11:07 | sell | 6 | 0.01 | 1.44955 | 1.45055 | 1.44655 | ||
12 | 2010.01.14 11:15 | s/l | 6 | 0.01 | 1.45055 | 1.45055 | 1.44655 | -1.00 | 9994.00 |
13 | 2010.01.14 12:15 | sell | 7 | 0.01 | 1.44985 | 1.45085 | 1.44685 | ||
14 | 2010.01.14 14:45 | s/l | 7 | 0.01 | 1.45085 | 1.45085 | 1.44685 | -1.00 | 9993.00 |
15 | 2010.01.14 15:20 | sell | 8 | 0.01 | 1.44679 | 1.44779 | 1.44379 | ||
16 | 2010.01.14 15:22 | s/l | 8 | 0.01 | 1.44779 | 1.44779 | 1.44379 | -1.00 | 9992.00 |
17 | 2010.01.14 15:45 | sell | 9 | 0.01 | 1.44731 | 1.44831 | 1.44431 | ||
18 | 2010.01.14 16:15 | s/l | 9 | 0.01 | 1.44831 | 1.44831 | 1.44431 | -1.00 | 9991.00 |
19 | 2010.01.14 16:50 | sell | 10 | 0.01 | 1.44671 | 1.44771 | 1.44371 | ||
20 | 2010.01.14 16:57 | s/l | 10 | 0.01 | 1.44771 | 1.44771 | 1.44371 | -1.00 | 9990.00 |
21 | 2010.01.14 17:02 | sell | 11 | 0.01 | 1.44491 | 1.44591 | 1.44191 | ||
22 | 2010.01.14 17:10 | s/l | 11 | 0.01 | 1.44591 | 1.44591 | 1.44191 | -1.00 | 9989.00 |
23 | 2010.01.14 17:12 | sell | 12 | 0.01 | 1.44584 | 1.44684 | 1.44284 | ||
24 | 2010.01.14 17:15 | s/l | 12 | 0.01 | 1.44684 | 1.44684 | 1.44284 | -1.00 | 9988.00 |
25 | 2010.01.15 02:00 | sell | 13 | 0.01 | 1.44742 | 1.44842 | 1.44442 | ||
26 | 2010.01.15 02:50 | t/p | 13 | 0.01 | 1.44442 | 1.44842 | 1.44442 | 3.00 | 9991.00 |
27 | 2010.01.15 02:50 | sell | 14 | 0.01 | 1.44273 | 1.44373 | 1.43973 | ||
28 | 2010.01.15 02:52 | s/l | 14 | 0.01 | 1.44373 | 1.44373 | 1.43973 | -1.00 | 9990.00 |
29 | 2010.01.15 02:52 | sell | 15 | 0.01 | 1.44362 | 1.44462 | 1.44062 | ||
30 | 2010.01.15 02:57 | s/l | 15 | 0.01 | 1.44462 | 1.44462 | 1.44062 | -1.00 | 9989.00 |
31 | 2010.01.15 02:57 | sell | 16 | 0.01 | 1.44452 | 1.44552 | 1.44152 | ||
32 | 2010.01.15 03:20 | t/p | 16 | 0.01 | 1.44152 | 1.44552 | 1.44152 | 3.00 | 9992.00 |
33 | 2010.01.15 03:20 | sell | 17 | 0.01 | 1.44098 | 1.44198 | 1.43798 | ||
34 | 2010.01.15 03:27 | s/l | 17 | 0.01 | 1.44198 | 1.44198 | 1.43798 | -1.00 | 9991.00 |
35 | 2010.01.15 03:27 | sell | 18 | 0.01 | 1.44159 | 1.44259 | 1.43859 | ||
36 | 2010.01.15 03:45 | s/l | 18 | 0.01 | 1.44259 | 1.44259 | 1.43859 | -1.00 | 9990.00 |
37 | 2010.01.15 09:25 | sell | 19 | 0.01 | 1.43811 | 1.43911 | 1.43511 | ||
38 | 2010.01.15 09:27 | s/l | 19 | 0.01 | 1.43911 | 1.43911 | 1.43511 | -1.00 | 9989.00 |
39 | 2010.01.15 11:30 | sell | 20 | 0.01 | 1.43881 | 1.43981 | 1.43581 | ||
40 | 2010.01.15 15:32 | s/l | 20 | 0.01 | 1.43981 | 1.43981 | 1.43581 | -1.00 | 9988.00 |