Strategy Tester Report
kolbas_ch_EA
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 | Lots=0.1; TralUp=11; EnterFiltr=6; InHistory=5; SL=45; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 110.70 | Gross profit | 110.70 | Gross loss | 0.00 |
Profit factor | Expected payoff | 8.52 | |||
Absolute drawdown | 0.00 | Maximal drawdown | 7.20 (0.07%) | Relative drawdown | 0.07% (7.20) |
Total trades | 13 | Short positions (won %) | 10 (100.00%) | Long positions (won %) | 3 (100.00%) |
Profit trades (% of total) | 13 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 39.00 | loss trade | 0.00 | |
Average | profit trade | 8.52 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 13 (110.70) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 110.70 (13) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 13 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy stop | 1 | 0.10 | 1.50244 | 1.50199 | 0.00000 | ||
2 | 2009.12.01 00:00 | sell stop | 2 | 0.10 | 1.49831 | 1.49876 | 0.00000 | ||
3 | 2009.12.01 00:40 | buy | 1 | 0.10 | 1.50244 | 1.50199 | 0.00000 | ||
4 | 2009.12.01 00:40 | modify | 1 | 0.10 | 1.50244 | 1.50267 | 1.50329 | ||
5 | 2009.12.01 00:40 | delete | 2 | 0.10 | 1.49831 | 1.49876 | 0.00000 | ||
6 | 2009.12.01 00:43 | s/l | 1 | 0.10 | 1.50267 | 1.50267 | 1.50329 | 2.30 | 10002.30 |
7 | 2009.12.01 00:43 | buy stop | 3 | 0.10 | 1.50313 | 1.50268 | 0.00000 | ||
8 | 2009.12.01 00:43 | sell stop | 4 | 0.10 | 1.49831 | 1.49876 | 0.00000 | ||
9 | 2009.12.01 00:46 | buy | 3 | 0.10 | 1.50313 | 1.50268 | 0.00000 | ||
10 | 2009.12.01 00:46 | modify | 3 | 0.10 | 1.50313 | 1.50364 | 1.50426 | ||
11 | 2009.12.01 00:46 | delete | 4 | 0.10 | 1.49831 | 1.49876 | 0.00000 | ||
12 | 2009.12.01 00:50 | s/l | 3 | 0.10 | 1.50364 | 1.50364 | 1.50426 | 5.10 | 10007.40 |
13 | 2009.12.01 00:50 | buy stop | 5 | 0.10 | 1.50410 | 1.50365 | 0.00000 | ||
14 | 2009.12.01 00:50 | sell stop | 6 | 0.10 | 1.49831 | 1.49876 | 0.00000 | ||
15 | 2009.12.01 06:20 | sell | 6 | 0.10 | 1.49831 | 1.49876 | 0.00000 | ||
16 | 2009.12.01 06:20 | modify | 6 | 0.10 | 1.49831 | 1.49743 | 1.49681 | ||
17 | 2009.12.01 06:20 | delete | 5 | 0.10 | 1.50410 | 1.50365 | 0.00000 | ||
18 | 2009.12.01 06:22 | s/l | 6 | 0.10 | 1.49743 | 1.49743 | 1.49681 | 8.80 | 10016.20 |
19 | 2009.12.01 06:22 | buy stop | 7 | 0.10 | 1.50266 | 1.50221 | 0.00000 | ||
20 | 2009.12.01 06:22 | sell stop | 8 | 0.10 | 1.49697 | 1.49742 | 0.00000 | ||
21 | 2009.12.01 08:10 | buy | 7 | 0.10 | 1.50266 | 1.50221 | 0.00000 | ||
22 | 2009.12.01 08:10 | delete | 8 | 0.10 | 1.49697 | 1.49742 | 0.00000 | ||
23 | 2009.12.01 08:15 | modify | 7 | 0.10 | 1.50266 | 1.50303 | 1.50365 | ||
24 | 2009.12.01 08:20 | t/p | 7 | 0.10 | 1.50365 | 1.50303 | 1.50365 | 9.90 | 10026.10 |
25 | 2009.12.01 08:20 | sell stop | 9 | 0.10 | 1.49697 | 1.49742 | 0.00000 | ||
26 | 2009.12.04 14:50 | sell | 9 | 0.10 | 1.49697 | 1.49742 | 0.00000 | ||
27 | 2009.12.04 14:50 | modify | 9 | 0.10 | 1.49697 | 1.49307 | 1.49245 | ||
28 | 2009.12.04 14:52 | s/l | 9 | 0.10 | 1.49307 | 1.49307 | 1.49245 | 39.00 | 10065.10 |
29 | 2009.12.04 14:52 | buy stop | 10 | 0.10 | 1.50783 | 1.50738 | 0.00000 | ||
30 | 2009.12.04 14:52 | sell stop | 11 | 0.10 | 1.49261 | 1.49306 | 0.00000 | ||
31 | 2009.12.04 15:02 | sell | 11 | 0.10 | 1.49261 | 1.49306 | 0.00000 | ||
32 | 2009.12.04 15:02 | modify | 11 | 0.10 | 1.49261 | 1.49201 | 1.49139 | ||
33 | 2009.12.04 15:02 | delete | 10 | 0.10 | 1.50783 | 1.50738 | 0.00000 | ||
34 | 2009.12.04 15:05 | s/l | 11 | 0.10 | 1.49201 | 1.49201 | 1.49139 | 6.00 | 10071.10 |
35 | 2009.12.04 15:05 | buy stop | 12 | 0.10 | 1.50783 | 1.50738 | 0.00000 | ||
36 | 2009.12.04 15:05 | sell stop | 13 | 0.10 | 1.49155 | 1.49200 | 0.00000 | ||
37 | 2009.12.04 15:07 | sell | 13 | 0.10 | 1.49155 | 1.49200 | 0.00000 | ||
38 | 2009.12.04 15:07 | modify | 13 | 0.10 | 1.49155 | 1.49153 | 1.49091 | ||
39 | 2009.12.04 15:07 | delete | 12 | 0.10 | 1.50783 | 1.50738 | 0.00000 | ||
40 | 2009.12.04 15:10 | s/l | 13 | 0.10 | 1.49153 | 1.49153 | 1.49091 | 0.20 | 10071.30 |
41 | 2009.12.04 15:10 | buy stop | 14 | 0.10 | 1.50783 | 1.50738 | 0.00000 | ||
42 | 2009.12.04 15:10 | sell stop | 15 | 0.10 | 1.49107 | 1.49152 | 0.00000 | ||
43 | 2009.12.04 16:40 | sell | 15 | 0.10 | 1.49107 | 1.49152 | 0.00000 | ||
44 | 2009.12.04 16:40 | delete | 14 | 0.10 | 1.50783 | 1.50738 | 0.00000 | ||
45 | 2009.12.04 16:45 | modify | 15 | 0.10 | 1.49107 | 1.49043 | 1.48981 | ||
46 | 2009.12.04 16:47 | s/l | 15 | 0.10 | 1.49043 | 1.49043 | 1.48981 | 6.40 | 10077.70 |
47 | 2009.12.04 16:47 | buy stop | 16 | 0.10 | 1.50783 | 1.50738 | 0.00000 | ||
48 | 2009.12.04 16:47 | sell stop | 17 | 0.10 | 1.48997 | 1.49042 | 0.00000 | ||
49 | 2009.12.04 16:50 | sell | 17 | 0.10 | 1.48997 | 1.49042 | 0.00000 | ||
50 | 2009.12.04 16:50 | modify | 17 | 0.10 | 1.48997 | 1.48907 | 1.48845 | ||
51 | 2009.12.04 16:50 | delete | 16 | 0.10 | 1.50783 | 1.50738 | 0.00000 | ||
52 | 2009.12.04 16:52 | s/l | 17 | 0.10 | 1.48907 | 1.48907 | 1.48845 | 9.00 | 10086.70 |
53 | 2009.12.04 16:52 | buy stop | 18 | 0.10 | 1.50783 | 1.50738 | 0.00000 | ||
54 | 2009.12.04 16:52 | sell stop | 19 | 0.10 | 1.48861 | 1.48906 | 0.00000 | ||
55 | 2009.12.04 17:15 | sell | 19 | 0.10 | 1.48861 | 1.48906 | 0.00000 | ||
56 | 2009.12.04 17:15 | delete | 18 | 0.10 | 1.50783 | 1.50738 | 0.00000 | ||
57 | 2009.12.04 17:20 | modify | 19 | 0.10 | 1.48861 | 1.48788 | 1.48726 | ||
58 | 2009.12.04 17:22 | s/l | 19 | 0.10 | 1.48788 | 1.48788 | 1.48726 | 7.30 | 10094.00 |
59 | 2009.12.04 17:22 | buy stop | 20 | 0.10 | 1.50783 | 1.50738 | 0.00000 | ||
60 | 2009.12.04 17:22 | sell stop | 21 | 0.10 | 1.48742 | 1.48787 | 0.00000 | ||
61 | 2009.12.04 17:32 | sell | 21 | 0.10 | 1.48742 | 1.48787 | 0.00000 | ||
62 | 2009.12.04 17:32 | delete | 20 | 0.10 | 1.50783 | 1.50738 | 0.00000 | ||
63 | 2009.12.04 17:37 | modify | 21 | 0.10 | 1.48742 | 1.48737 | 1.48675 | ||
64 | 2009.12.04 17:40 | s/l | 21 | 0.10 | 1.48737 | 1.48737 | 1.48675 | 0.50 | 10094.50 |
65 | 2009.12.04 17:40 | buy stop | 22 | 0.10 | 1.50783 | 1.50738 | 0.00000 | ||
66 | 2009.12.04 17:40 | sell stop | 23 | 0.10 | 1.48691 | 1.48736 | 0.00000 | ||
67 | 2009.12.04 19:20 | sell | 23 | 0.10 | 1.48691 | 1.48736 | 0.00000 | ||
68 | 2009.12.04 19:20 | modify | 23 | 0.10 | 1.48691 | 1.48637 | 1.48575 | ||
69 | 2009.12.04 19:20 | delete | 22 | 0.10 | 1.50783 | 1.50738 | 0.00000 | ||
70 | 2009.12.04 19:22 | s/l | 23 | 0.10 | 1.48637 | 1.48637 | 1.48575 | 5.40 | 10099.90 |
71 | 2009.12.04 19:22 | buy stop | 24 | 0.10 | 1.49654 | 1.49609 | 0.00000 | ||
72 | 2009.12.04 19:22 | sell stop | 25 | 0.10 | 1.48591 | 1.48636 | 0.00000 | ||
73 | 2009.12.04 19:33 | sell | 25 | 0.10 | 1.48591 | 1.48636 | 0.00000 | ||
74 | 2009.12.04 19:33 | modify | 25 | 0.10 | 1.48591 | 1.48545 | 1.48483 | ||
75 | 2009.12.04 19:33 | delete | 24 | 0.10 | 1.49654 | 1.49609 | 0.00000 | ||
76 | 2009.12.04 19:40 | t/p | 25 | 0.10 | 1.48483 | 1.48545 | 1.48483 | 10.80 | 10110.70 |
77 | 2009.12.04 19:40 | buy stop | 26 | 0.10 | 1.49654 | 1.49609 | 0.00000 |