Strategy Tester Report
kolbas_ch_EA
AlpariUK-Demo (Build 225)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
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 | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 12.10 | Gross profit | 72.27 | Gross loss | -60.17 |
Profit factor | 1.20 | Expected payoff | 0.53 | ||
Absolute drawdown | 4.27 | Maximal drawdown | 20.79 (0.21%) | Relative drawdown | 0.21% (20.79) |
Total trades | 23 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 10 (20.00%) |
Profit trades (% of total) | 9 (39.13%) | Loss trades (% of total) | 14 (60.87%) | ||
Largest | profit trade | 13.46 | loss trade | -4.32 | |
Average | profit trade | 8.03 | loss trade | -4.30 | |
Maximum | consecutive wins (profit in money) | 3 (23.04) | consecutive losses (loss in money) | 4 (-17.24) | |
Maximal | consecutive profit (count of wins) | 23.04 (3) | consecutive loss (count of losses) | -17.24 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy stop | 1 | 0.10 | 1.05799 | 1.05754 | 0.00000 | ||
2 | 2009.12.01 00:00 | sell stop | 2 | 0.10 | 1.05417 | 1.05462 | 0.00000 | ||
3 | 2009.12.01 00:46 | sell | 2 | 0.10 | 1.05417 | 1.05462 | 0.00000 | ||
4 | 2009.12.01 00:46 | delete | 1 | 0.10 | 1.05799 | 1.05754 | 0.00000 | ||
5 | 2009.12.01 00:56 | s/l | 2 | 0.10 | 1.05462 | 1.05462 | 0.00000 | -4.27 | 9995.73 |
6 | 2009.12.01 00:56 | buy stop | 3 | 0.10 | 1.05799 | 1.05754 | 0.00000 | ||
7 | 2009.12.01 00:56 | sell stop | 4 | 0.10 | 1.05364 | 1.05409 | 0.00000 | ||
8 | 2009.12.01 08:10 | sell | 4 | 0.10 | 1.05364 | 1.05409 | 0.00000 | ||
9 | 2009.12.01 08:10 | modify | 4 | 0.10 | 1.05364 | 1.05345 | 1.05243 | ||
10 | 2009.12.01 08:10 | delete | 3 | 0.10 | 1.05799 | 1.05754 | 0.00000 | ||
11 | 2009.12.01 08:16 | t/p | 4 | 0.10 | 1.05243 | 1.05345 | 1.05243 | 11.51 | 10007.24 |
12 | 2009.12.01 08:16 | buy stop | 5 | 0.10 | 1.05792 | 1.05747 | 0.00000 | ||
13 | 2009.12.03 16:20 | buy | 5 | 0.10 | 1.05792 | 1.05747 | 0.00000 | ||
14 | 2009.12.03 16:27 | s/l | 5 | 0.10 | 1.05747 | 1.05747 | 0.00000 | -4.25 | 10002.99 |
15 | 2009.12.03 16:27 | buy stop | 6 | 0.10 | 1.05854 | 1.05809 | 0.00000 | ||
16 | 2009.12.03 16:27 | sell stop | 7 | 0.10 | 1.04855 | 1.04900 | 0.00000 | ||
17 | 2009.12.04 13:16 | sell | 7 | 0.10 | 1.04855 | 1.04900 | 0.00000 | ||
18 | 2009.12.04 13:16 | modify | 7 | 0.10 | 1.04855 | 1.04736 | 1.04634 | ||
19 | 2009.12.04 13:16 | delete | 6 | 0.10 | 1.05854 | 1.05809 | 0.00000 | ||
20 | 2009.12.04 13:20 | s/l | 7 | 0.10 | 1.04736 | 1.04736 | 1.04634 | 11.36 | 10014.35 |
21 | 2009.12.04 13:20 | buy stop | 8 | 0.10 | 1.05731 | 1.05686 | 0.00000 | ||
22 | 2009.12.04 13:20 | sell stop | 9 | 0.10 | 1.04658 | 1.04703 | 0.00000 | ||
23 | 2009.12.04 13:45 | sell | 9 | 0.10 | 1.04658 | 1.04703 | 0.00000 | ||
24 | 2009.12.04 13:45 | delete | 8 | 0.10 | 1.05731 | 1.05686 | 0.00000 | ||
25 | 2009.12.04 13:50 | modify | 9 | 0.10 | 1.04658 | 1.04639 | 1.04537 | ||
26 | 2009.12.04 13:57 | s/l | 9 | 0.10 | 1.04639 | 1.04639 | 1.04537 | 1.82 | 10016.17 |
27 | 2009.12.04 13:57 | buy stop | 10 | 0.10 | 1.05731 | 1.05686 | 0.00000 | ||
28 | 2009.12.04 13:57 | sell stop | 11 | 0.10 | 1.04561 | 1.04606 | 0.00000 | ||
29 | 2009.12.04 14:32 | sell | 11 | 0.10 | 1.04561 | 1.04606 | 0.00000 | ||
30 | 2009.12.04 14:32 | modify | 11 | 0.10 | 1.04561 | 1.04458 | 1.04356 | ||
31 | 2009.12.04 14:32 | delete | 10 | 0.10 | 1.05731 | 1.05686 | 0.00000 | ||
32 | 2009.12.04 14:35 | s/l | 11 | 0.10 | 1.04458 | 1.04458 | 1.04356 | 9.86 | 10026.03 |
33 | 2009.12.04 14:35 | buy stop | 12 | 0.10 | 1.05584 | 1.05539 | 0.00000 | ||
34 | 2009.12.04 14:35 | sell stop | 13 | 0.10 | 1.04380 | 1.04425 | 0.00000 | ||
35 | 2009.12.04 14:37 | sell | 13 | 0.10 | 1.04380 | 1.04425 | 0.00000 | ||
36 | 2009.12.04 14:37 | delete | 12 | 0.10 | 1.05584 | 1.05539 | 0.00000 | ||
37 | 2009.12.04 14:40 | s/l | 13 | 0.10 | 1.04425 | 1.04425 | 0.00000 | -4.30 | 10021.73 |
38 | 2009.12.04 14:40 | buy stop | 14 | 0.10 | 1.05584 | 1.05539 | 0.00000 | ||
39 | 2009.12.04 14:40 | sell stop | 15 | 0.10 | 1.04321 | 1.04366 | 0.00000 | ||
40 | 2009.12.04 19:40 | buy | 14 | 0.10 | 1.05584 | 1.05539 | 0.00000 | ||
41 | 2009.12.04 19:40 | delete | 15 | 0.10 | 1.04321 | 1.04366 | 0.00000 | ||
42 | 2009.12.04 19:45 | modify | 14 | 0.10 | 1.05584 | 1.05600 | 1.05702 | ||
43 | 2009.12.04 19:50 | t/p | 14 | 0.10 | 1.05702 | 1.05600 | 1.05702 | 11.16 | 10032.89 |
44 | 2009.12.04 19:50 | sell stop | 16 | 0.10 | 1.04462 | 1.04507 | 0.00000 | ||
45 | 2009.12.24 14:20 | sell | 16 | 0.10 | 1.04462 | 1.04507 | 0.00000 | ||
46 | 2009.12.24 14:22 | s/l | 16 | 0.10 | 1.04507 | 1.04507 | 0.00000 | -4.30 | 10028.59 |
47 | 2009.12.24 14:22 | buy stop | 17 | 0.10 | 1.04866 | 1.04821 | 0.00000 | ||
48 | 2009.12.24 14:50 | buy | 17 | 0.10 | 1.04866 | 1.04821 | 0.00000 | ||
49 | 2009.12.24 14:52 | s/l | 17 | 0.10 | 1.04821 | 1.04821 | 0.00000 | -4.29 | 10024.30 |
50 | 2009.12.24 14:52 | buy stop | 18 | 0.10 | 1.04875 | 1.04830 | 0.00000 | ||
51 | 2009.12.24 14:52 | sell stop | 19 | 0.10 | 1.04456 | 1.04501 | 0.00000 | ||
52 | 2009.12.24 15:02 | buy | 18 | 0.10 | 1.04875 | 1.04830 | 0.00000 | ||
53 | 2009.12.24 15:02 | delete | 19 | 0.10 | 1.04456 | 1.04501 | 0.00000 | ||
54 | 2009.12.24 15:15 | s/l | 18 | 0.10 | 1.04830 | 1.04830 | 0.00000 | -4.29 | 10020.01 |
55 | 2009.12.24 15:15 | buy stop | 20 | 0.10 | 1.04932 | 1.04887 | 0.00000 | ||
56 | 2009.12.24 15:15 | sell stop | 21 | 0.10 | 1.04456 | 1.04501 | 0.00000 | ||
57 | 2009.12.24 15:33 | buy | 20 | 0.10 | 1.04932 | 1.04887 | 0.00000 | ||
58 | 2009.12.24 15:33 | delete | 21 | 0.10 | 1.04456 | 1.04501 | 0.00000 | ||
59 | 2009.12.24 15:43 | s/l | 20 | 0.10 | 1.04887 | 1.04887 | 0.00000 | -4.29 | 10015.72 |
60 | 2009.12.24 15:43 | buy stop | 22 | 0.10 | 1.04955 | 1.04910 | 0.00000 | ||
61 | 2009.12.24 15:43 | sell stop | 23 | 0.10 | 1.04456 | 1.04501 | 0.00000 | ||
62 | 2009.12.24 18:10 | buy | 22 | 0.10 | 1.04955 | 1.04910 | 0.00000 | ||
63 | 2009.12.24 18:10 | delete | 23 | 0.10 | 1.04456 | 1.04501 | 0.00000 | ||
64 | 2009.12.24 18:20 | modify | 22 | 0.10 | 1.04955 | 1.04998 | 1.05100 | ||
65 | 2009.12.24 18:27 | s/l | 22 | 0.10 | 1.04998 | 1.04998 | 1.05100 | 4.10 | 10019.82 |
66 | 2009.12.24 18:27 | buy stop | 24 | 0.10 | 1.05076 | 1.05031 | 0.00000 | ||
67 | 2009.12.24 18:27 | sell stop | 25 | 0.10 | 1.04456 | 1.04501 | 0.00000 | ||
68 | 2009.12.28 14:50 | sell | 25 | 0.10 | 1.04456 | 1.04501 | 0.00000 | ||
69 | 2009.12.28 14:50 | delete | 24 | 0.10 | 1.05076 | 1.05031 | 0.00000 | ||
70 | 2009.12.28 14:52 | s/l | 25 | 0.10 | 1.04501 | 1.04501 | 0.00000 | -4.31 | 10015.51 |
71 | 2009.12.28 14:52 | buy stop | 26 | 0.10 | 1.04982 | 1.04937 | 0.00000 | ||
72 | 2009.12.28 14:52 | sell stop | 27 | 0.10 | 1.04432 | 1.04477 | 0.00000 | ||
73 | 2009.12.28 16:45 | sell | 27 | 0.10 | 1.04432 | 1.04477 | 0.00000 | ||
74 | 2009.12.28 16:45 | delete | 26 | 0.10 | 1.04982 | 1.04937 | 0.00000 | ||
75 | 2009.12.28 16:50 | modify | 27 | 0.10 | 1.04432 | 1.04380 | 1.04278 | ||
76 | 2009.12.28 16:57 | s/l | 27 | 0.10 | 1.04380 | 1.04380 | 1.04278 | 4.98 | 10020.49 |
77 | 2009.12.28 16:57 | buy stop | 28 | 0.10 | 1.04884 | 1.04839 | 0.00000 | ||
78 | 2009.12.28 16:57 | sell stop | 29 | 0.10 | 1.04302 | 1.04347 | 0.00000 | ||
79 | 2009.12.28 17:13 | sell | 29 | 0.10 | 1.04302 | 1.04347 | 0.00000 | ||
80 | 2009.12.28 17:13 | delete | 28 | 0.10 | 1.04884 | 1.04839 | 0.00000 | ||
81 | 2009.12.28 17:26 | modify | 29 | 0.10 | 1.04302 | 1.04275 | 1.04173 | ||
82 | 2009.12.28 17:30 | modify | 29 | 0.10 | 1.04302 | 1.04274 | 1.04172 | ||
83 | 2009.12.28 17:32 | modify | 29 | 0.10 | 1.04302 | 1.04272 | 1.04170 | ||
84 | 2009.12.28 17:37 | modify | 29 | 0.10 | 1.04302 | 1.04260 | 1.04158 | ||
85 | 2009.12.28 17:40 | s/l | 29 | 0.10 | 1.04260 | 1.04260 | 1.04158 | 4.02 | 10024.51 |
86 | 2009.12.28 17:40 | buy stop | 30 | 0.10 | 1.04884 | 1.04839 | 0.00000 | ||
87 | 2009.12.28 17:40 | sell stop | 31 | 0.10 | 1.04182 | 1.04227 | 0.00000 | ||
88 | 2009.12.28 18:16 | sell | 31 | 0.10 | 1.04182 | 1.04227 | 0.00000 | ||
89 | 2009.12.28 18:16 | delete | 30 | 0.10 | 1.04884 | 1.04839 | 0.00000 | ||
90 | 2009.12.28 18:26 | s/l | 31 | 0.10 | 1.04227 | 1.04227 | 0.00000 | -4.31 | 10020.20 |
91 | 2009.12.28 18:26 | buy stop | 32 | 0.10 | 1.04730 | 1.04685 | 0.00000 | ||
92 | 2009.12.28 18:26 | sell stop | 33 | 0.10 | 1.04165 | 1.04210 | 0.00000 | ||
93 | 2009.12.29 08:50 | sell | 33 | 0.10 | 1.04165 | 1.04210 | 0.00000 | ||
94 | 2009.12.29 08:50 | delete | 32 | 0.10 | 1.04730 | 1.04685 | 0.00000 | ||
95 | 2009.12.29 08:57 | s/l | 33 | 0.10 | 1.04210 | 1.04210 | 0.00000 | -4.32 | 10015.88 |
96 | 2009.12.29 08:57 | buy stop | 34 | 0.10 | 1.04457 | 1.04412 | 0.00000 | ||
97 | 2009.12.29 08:57 | sell stop | 35 | 0.10 | 1.04150 | 1.04195 | 0.00000 | ||
98 | 2009.12.29 09:15 | sell | 35 | 0.10 | 1.04150 | 1.04195 | 0.00000 | ||
99 | 2009.12.29 09:15 | delete | 34 | 0.10 | 1.04457 | 1.04412 | 0.00000 | ||
100 | 2009.12.29 09:45 | modify | 35 | 0.10 | 1.04150 | 1.04112 | 1.04010 | ||
101 | 2009.12.29 09:50 | t/p | 35 | 0.10 | 1.04010 | 1.04112 | 1.04010 | 13.46 | 10029.34 |
102 | 2009.12.29 09:50 | buy stop | 36 | 0.10 | 1.04418 | 1.04373 | 0.00000 | ||
103 | 2009.12.29 17:20 | buy | 36 | 0.10 | 1.04418 | 1.04373 | 0.00000 | ||
104 | 2009.12.29 17:22 | s/l | 36 | 0.10 | 1.04373 | 1.04373 | 0.00000 | -4.31 | 10025.03 |
105 | 2009.12.29 17:22 | buy stop | 37 | 0.10 | 1.04434 | 1.04389 | 0.00000 | ||
106 | 2009.12.29 17:22 | sell stop | 38 | 0.10 | 1.03646 | 1.03691 | 0.00000 | ||
107 | 2009.12.29 17:37 | buy | 37 | 0.10 | 1.04434 | 1.04389 | 0.00000 | ||
108 | 2009.12.29 17:37 | delete | 38 | 0.10 | 1.03646 | 1.03691 | 0.00000 | ||
109 | 2009.12.29 17:40 | s/l | 37 | 0.10 | 1.04389 | 1.04389 | 0.00000 | -4.31 | 10020.72 |
110 | 2009.12.29 17:40 | buy stop | 39 | 0.10 | 1.04440 | 1.04395 | 0.00000 | ||
111 | 2009.12.29 17:40 | sell stop | 40 | 0.10 | 1.03646 | 1.03691 | 0.00000 | ||
112 | 2009.12.29 23:50 | buy | 39 | 0.10 | 1.04440 | 1.04395 | 0.00000 | ||
113 | 2009.12.29 23:50 | delete | 40 | 0.10 | 1.03646 | 1.03691 | 0.00000 | ||
114 | 2009.12.29 23:57 | s/l | 39 | 0.10 | 1.04395 | 1.04395 | 0.00000 | -4.31 | 10016.41 |
115 | 2009.12.29 23:57 | buy stop | 41 | 0.10 | 1.04448 | 1.04403 | 0.00000 | ||
116 | 2009.12.29 23:57 | sell stop | 42 | 0.10 | 1.04065 | 1.04110 | 0.00000 | ||
117 | 2009.12.30 00:50 | buy | 41 | 0.10 | 1.04448 | 1.04403 | 0.00000 | ||
118 | 2009.12.30 00:50 | delete | 42 | 0.10 | 1.04065 | 1.04110 | 0.00000 | ||
119 | 2009.12.30 00:57 | s/l | 41 | 0.10 | 1.04403 | 1.04403 | 0.00000 | -4.31 | 10012.10 |
120 | 2009.12.30 00:57 | sell stop | 43 | 0.10 | 1.04127 | 1.04172 | 0.00000 |