Strategy Tester Report
novosti_v01_160
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 | _P_Trade=""----------"; Lots=0.1; StopLoss=30; TakeProfit=60; DistanceSet=20; Slippage=3; _expiration=""Ñðîê"; expirat=1800; _DayTrade=""Äåíü"; FromDayTrade=1; ToDayTrade=5; _HourTrade=""×àñ"; FromHourTrade=14; ToHourTrade=14; _MinuteTrade=""Ìèíóòû"; FromMinuteTrade=25; ToMinuteTrade=29; CloseHour=14; CloseMinute=35; AllPositions=false; ProfitTrailing=false; TrailingStop=15; TrailingStep=2; _CloseALL=""Çàêðûòèå"; CloseHour1=23; CloseMinute1=0; UseCurrSymbol=false; UseOneAccount=false; NumberAccount=0; clCloseBuy=Black; clCloseSell=Black; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3.00 | Gross profit | 12.00 | Gross loss | -15.00 |
Profit factor | 0.80 | Expected payoff | -0.43 | ||
Absolute drawdown | 9.00 | Maximal drawdown | 15.60 (0.16%) | Relative drawdown | 0.16% (15.60) |
Total trades | 7 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 5 (40.00%) |
Profit trades (% of total) | 2 (28.57%) | Loss trades (% of total) | 5 (71.43%) | ||
Largest | profit trade | 6.00 | loss trade | -3.00 | |
Average | profit trade | 6.00 | loss trade | -3.00 | |
Maximum | consecutive wins (profit in money) | 2 (12.00) | consecutive losses (loss in money) | 3 (-9.00) | |
Maximal | consecutive profit (count of wins) | 12.00 (2) | consecutive loss (count of losses) | -9.00 (3) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 14:25 | buy stop | 1 | 0.10 | 1.50935 | 1.50905 | 1.50995 | ||
2 | 2009.12.01 14:25 | sell stop | 2 | 0.10 | 1.50886 | 1.50916 | 1.50826 | ||
3 | 2009.12.01 14:27 | sell | 2 | 0.10 | 1.50886 | 1.50916 | 1.50826 | ||
4 | 2009.12.01 14:32 | s/l | 2 | 0.10 | 1.50916 | 1.50916 | 1.50826 | -3.00 | 9997.00 |
5 | 2009.12.01 14:32 | buy | 1 | 0.10 | 1.50935 | 1.50905 | 1.50995 | ||
6 | 2009.12.01 14:40 | s/l | 1 | 0.10 | 1.50905 | 1.50905 | 1.50995 | -3.00 | 9994.00 |
7 | 2009.12.02 14:25 | buy stop | 3 | 0.10 | 1.50850 | 1.50820 | 1.50910 | ||
8 | 2009.12.02 14:25 | sell stop | 4 | 0.10 | 1.50801 | 1.50831 | 1.50741 | ||
9 | 2009.12.02 14:27 | buy | 3 | 0.10 | 1.50850 | 1.50820 | 1.50910 | ||
10 | 2009.12.02 14:33 | s/l | 3 | 0.10 | 1.50820 | 1.50820 | 1.50910 | -3.00 | 9991.00 |
11 | 2009.12.02 14:36 | delete | 4 | 0.10 | 1.50801 | 1.50831 | 1.50741 | ||
12 | 2009.12.03 14:25 | buy stop | 5 | 0.10 | 1.51182 | 1.51152 | 1.51242 | ||
13 | 2009.12.03 14:25 | sell stop | 6 | 0.10 | 1.51133 | 1.51163 | 1.51073 | ||
14 | 2009.12.03 14:27 | buy | 5 | 0.10 | 1.51182 | 1.51152 | 1.51242 | ||
15 | 2009.12.03 14:32 | t/p | 5 | 0.10 | 1.51242 | 1.51152 | 1.51242 | 6.00 | 9997.00 |
16 | 2009.12.03 14:35 | delete | 6 | 0.10 | 1.51133 | 1.51163 | 1.51073 | ||
17 | 2009.12.04 14:26 | buy stop | 7 | 0.10 | 1.50444 | 1.50414 | 1.50504 | ||
18 | 2009.12.04 14:26 | sell stop | 8 | 0.10 | 1.50395 | 1.50425 | 1.50335 | ||
19 | 2009.12.04 14:30 | buy | 7 | 0.10 | 1.50444 | 1.50414 | 1.50504 | ||
20 | 2009.12.04 14:32 | t/p | 7 | 0.10 | 1.50504 | 1.50414 | 1.50504 | 6.00 | 10003.00 |
21 | 2009.12.04 14:35 | delete | 8 | 0.10 | 1.50395 | 1.50425 | 1.50335 | ||
22 | 2010.01.04 14:25 | buy stop | 9 | 0.10 | 1.44035 | 1.44005 | 1.44095 | ||
23 | 2010.01.04 14:25 | sell stop | 10 | 0.10 | 1.43986 | 1.44016 | 1.43926 | ||
24 | 2010.01.04 14:27 | sell | 10 | 0.10 | 1.43986 | 1.44016 | 1.43926 | ||
25 | 2010.01.04 14:35 | delete | 9 | 0.10 | 1.44035 | 1.44005 | 1.44095 | ||
26 | 2010.01.04 14:40 | s/l | 10 | 0.10 | 1.44016 | 1.44016 | 1.43926 | -3.00 | 10000.00 |
27 | 2010.01.05 14:25 | buy stop | 11 | 0.10 | 1.44349 | 1.44319 | 1.44409 | ||
28 | 2010.01.05 14:25 | sell stop | 12 | 0.10 | 1.44300 | 1.44330 | 1.44240 | ||
29 | 2010.01.05 14:27 | buy | 11 | 0.10 | 1.44349 | 1.44319 | 1.44409 | ||
30 | 2010.01.05 14:35 | delete | 12 | 0.10 | 1.44300 | 1.44330 | 1.44240 | ||
31 | 2010.01.05 14:45 | s/l | 11 | 0.10 | 1.44319 | 1.44319 | 1.44409 | -3.00 | 9997.00 |