Strategy Tester Report
Super_Carry_Trade_ver1
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 | EA_MAGIC_NUM=511112; StartHour=19; LadderHeight=400; CarryBuffer=200; Slippage=3; TakeProfit=10; StopLoss=0; MoneyManagement=false; RiskPercent=0.5; Lots=0.1; MaxLots=15; MinLots=0.01; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9884.85 | Gross profit | 78.50 | Gross loss | -9963.35 |
Profit factor | 0.01 | Expected payoff | -353.03 | ||
Absolute drawdown | 9884.85 | Maximal drawdown | 10124.35 (98.88%) | Relative drawdown | 98.88% (10124.35) |
Total trades | 28 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 28 (7.14%) |
Profit trades (% of total) | 2 (7.14%) | Loss trades (% of total) | 26 (92.86%) | ||
Largest | profit trade | 39.25 | loss trade | -866.75 | |
Average | profit trade | 39.25 | loss trade | -383.21 | |
Maximum | consecutive wins (profit in money) | 2 (78.50) | consecutive losses (loss in money) | 26 (-9963.35) | |
Maximal | consecutive profit (count of wins) | 78.50 (2) | consecutive loss (count of losses) | -9963.35 (26) | |
Average | consecutive wins | 2 | consecutive losses | 26 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 19:00 | buy | 1 | 0.10 | 1.50936 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 19:00 | buy | 2 | 0.10 | 1.50444 | 0.00000 | 0.00000 | ||
3 | 2009.12.02 19:00 | buy | 3 | 0.10 | 1.50444 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 19:00 | close | 3 | 0.10 | 1.50838 | 0.00000 | 0.00000 | 39.25 | 10039.25 |
5 | 2009.12.03 19:00 | close | 2 | 0.10 | 1.50838 | 0.00000 | 0.00000 | 39.25 | 10078.50 |
6 | 2009.12.03 19:00 | close | 1 | 0.10 | 1.50838 | 0.00000 | 0.00000 | -10.00 | 10068.50 |
7 | 2009.12.03 19:00 | buy | 4 | 0.10 | 1.50847 | 0.00000 | 0.00000 | ||
8 | 2009.12.04 19:00 | buy | 5 | 0.10 | 1.48887 | 0.00000 | 0.00000 | ||
9 | 2009.12.04 19:00 | buy | 6 | 0.10 | 1.48887 | 0.00000 | 0.00000 | ||
10 | 2009.12.07 19:00 | buy | 7 | 0.10 | 1.48482 | 0.00000 | 0.00000 | ||
11 | 2009.12.07 19:00 | buy | 8 | 0.10 | 1.48482 | 0.00000 | 0.00000 | ||
12 | 2009.12.08 19:00 | buy | 9 | 0.10 | 1.47206 | 0.00000 | 0.00000 | ||
13 | 2009.12.08 19:00 | buy | 10 | 0.10 | 1.47206 | 0.00000 | 0.00000 | ||
14 | 2009.12.09 19:00 | buy | 11 | 0.10 | 1.46951 | 0.00000 | 0.00000 | ||
15 | 2009.12.09 19:00 | buy | 12 | 0.10 | 1.46951 | 0.00000 | 0.00000 | ||
16 | 2009.12.10 19:00 | buy | 13 | 0.10 | 1.47105 | 0.00000 | 0.00000 | ||
17 | 2009.12.10 19:00 | buy | 14 | 0.10 | 1.47105 | 0.00000 | 0.00000 | ||
18 | 2009.12.11 19:00 | buy | 15 | 0.10 | 1.46252 | 0.00000 | 0.00000 | ||
19 | 2009.12.11 19:00 | buy | 16 | 0.10 | 1.46252 | 0.00000 | 0.00000 | ||
20 | 2009.12.14 19:00 | buy | 17 | 0.10 | 1.46577 | 0.00000 | 0.00000 | ||
21 | 2009.12.14 19:00 | buy | 18 | 0.10 | 1.46577 | 0.00000 | 0.00000 | ||
22 | 2009.12.15 19:00 | buy | 19 | 0.10 | 1.45208 | 0.00000 | 0.00000 | ||
23 | 2009.12.15 19:00 | buy | 20 | 0.10 | 1.45208 | 0.00000 | 0.00000 | ||
24 | 2009.12.16 19:00 | buy | 21 | 0.10 | 1.45375 | 0.00000 | 0.00000 | ||
25 | 2009.12.16 19:00 | buy | 22 | 0.10 | 1.45375 | 0.00000 | 0.00000 | ||
26 | 2009.12.17 19:00 | buy | 23 | 0.10 | 1.43340 | 0.00000 | 0.00000 | ||
27 | 2009.12.17 19:00 | buy | 24 | 0.10 | 1.43340 | 0.00000 | 0.00000 | ||
28 | 2009.12.18 19:00 | buy | 25 | 0.10 | 1.43129 | 0.00000 | 0.00000 | ||
29 | 2009.12.18 19:00 | buy | 26 | 0.10 | 1.43129 | 0.00000 | 0.00000 | ||
30 | 2009.12.21 19:00 | buy | 27 | 0.10 | 1.43125 | 0.00000 | 0.00000 | ||
31 | 2009.12.21 19:00 | buy | 28 | 0.10 | 1.43125 | 0.00000 | 0.00000 | ||
32 | 2009.12.22 17:02 | close at stop | 28 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -93.75 | 9974.75 |
33 | 2009.12.22 17:02 | close at stop | 27 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -93.75 | 9881.00 |
34 | 2009.12.22 17:02 | close at stop | 26 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -94.20 | 9786.80 |
35 | 2009.12.22 17:02 | close at stop | 25 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -94.20 | 9692.60 |
36 | 2009.12.22 17:02 | close at stop | 24 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -115.35 | 9577.25 |
37 | 2009.12.22 17:02 | close at stop | 23 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -115.35 | 9461.90 |
38 | 2009.12.22 17:02 | close at stop | 22 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -319.00 | 9142.90 |
39 | 2009.12.22 17:02 | close at stop | 21 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -319.00 | 8823.90 |
40 | 2009.12.22 17:02 | close at stop | 20 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -302.35 | 8521.55 |
41 | 2009.12.22 17:02 | close at stop | 19 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -302.35 | 8219.20 |
42 | 2009.12.22 17:02 | close at stop | 18 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -439.30 | 7779.90 |
43 | 2009.12.22 17:02 | close at stop | 17 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -439.30 | 7340.60 |
44 | 2009.12.22 17:02 | close at stop | 16 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -406.85 | 6933.75 |
45 | 2009.12.22 17:02 | close at stop | 15 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -406.85 | 6526.90 |
46 | 2009.12.22 17:02 | close at stop | 14 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -492.20 | 6034.70 |
47 | 2009.12.22 17:02 | close at stop | 13 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -492.20 | 5542.50 |
48 | 2009.12.22 17:02 | close at stop | 12 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -476.95 | 5065.55 |
49 | 2009.12.22 17:02 | close at stop | 11 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -476.95 | 4588.60 |
50 | 2009.12.22 17:02 | close at stop | 10 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -502.50 | 4086.10 |
51 | 2009.12.22 17:02 | close at stop | 9 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -502.50 | 3583.60 |
52 | 2009.12.22 17:02 | close at stop | 8 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -630.15 | 2953.45 |
53 | 2009.12.22 17:02 | close at stop | 7 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -630.15 | 2323.30 |
54 | 2009.12.22 17:02 | close at stop | 6 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -670.70 | 1652.60 |
55 | 2009.12.22 17:02 | close at stop | 5 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -670.70 | 981.90 |
56 | 2009.12.22 17:02 | close at stop | 4 | 0.10 | 1.42188 | 0.00000 | 0.00000 | -866.75 | 115.15 |