Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | Expert_Name="---------- Universal MA Cross EA v5"; StopLoss=100; TakeProfit=200; TrailingStop=40; Indicator_Setting="---------- Indicator Setting"; FastMAPeriod=10; FastMAType=1; FastMAPrice=0; SlowMAPeriod=80; SlowMAType=1; SlowMAPrice=0; MinCrossDistance=0; Exit_Setting="---------- Exit Setting"; ReverseCondition=false; ConfirmedOnEntry=true; OneEntryPerBar=true; StopAndReverse=true; PureSAR=false; ThirdEMA_Setting="---------- Third MA Setting"; UseThirdMA=false; UseCounterTrend=false; ThirdMAPeriod=100; ThirdMAType=1; ThirdMAPrice=0; CTStopLoss=0; CTTakeProfit=0; Order_Setting="---------- Order Setting"; NumberOfTries=5; Slippage=5; MaxOpenTrade=2; MagicNumber=1234; Time_Parameters="---------- EA Active Time"; UseHourTrade=false; StartHour=10; EndHour=11; MM_Parameters="---------- Money Management"; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Alert_Setting="---------- Alert Setting"; EnableAlert=true; SoundFilename="alert.wav"; Testing_Parameters="---------- Back Test Parameter"; PrintControl=true; Show_Settings=true; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -22.00 | Gross profit | 780.00 | Gross loss | -802.00 |
| Profit factor | 0.97 | Expected payoff | -1.10 | ||
| Absolute drawdown | 510.00 | Maximal drawdown | 510.00 (5.10%) | Relative drawdown | 5.10% (510.00) |
| Total trades | 20 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 12 (60.00%) | Loss trades (% of total) | 8 (40.00%) | ||
| Largest | profit trade | 198.00 | loss trade | -104.00 | |
| Average | profit trade | 65.00 | loss trade | -100.25 | |
| Maximum | consecutive wins (profit in money) | 5 (405.00) | consecutive losses (loss in money) | 5 (-497.00) | |
| Maximal | consecutive profit (count of wins) | 405.00 (5) | consecutive loss (count of losses) | -497.00 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.06 21:00 | sell | 1 | 1.00 | 1.43390 | 1.43490 | 1.43190 | ||
| 2 | 2009.08.06 21:20 | s/l | 1 | 1.00 | 1.43490 | 1.43490 | 1.43190 | -100.00 | 9900.00 |
| 3 | 2009.08.12 21:00 | buy | 2 | 1.00 | 1.42108 | 1.42010 | 1.42310 | ||
| 4 | 2009.08.12 21:02 | s/l | 2 | 1.00 | 1.42010 | 1.42010 | 1.42310 | -98.00 | 9802.00 |
| 5 | 2009.08.14 21:00 | sell | 3 | 1.00 | 1.41704 | 1.41800 | 1.41500 | ||
| 6 | 2009.08.14 21:16 | s/l | 3 | 1.00 | 1.41800 | 1.41800 | 1.41500 | -96.00 | 9706.00 |
| 7 | 2009.08.19 18:00 | buy | 4 | 1.00 | 1.42629 | 1.42530 | 1.42830 | ||
| 8 | 2009.08.19 18:15 | s/l | 4 | 1.00 | 1.42530 | 1.42530 | 1.42830 | -99.00 | 9607.00 |
| 9 | 2009.08.26 16:00 | sell | 5 | 1.00 | 1.42146 | 1.42250 | 1.41950 | ||
| 10 | 2009.08.26 16:03 | s/l | 5 | 1.00 | 1.42250 | 1.42250 | 1.41950 | -104.00 | 9503.00 |
| 11 | 2009.08.27 21:00 | buy | 6 | 1.00 | 1.43713 | 1.43610 | 1.43910 | ||
| 12 | 2009.08.27 21:07 | modify | 6 | 1.00 | 1.43713 | 1.43727 | 1.43910 | ||
| 13 | 2009.08.27 21:10 | s/l | 6 | 1.00 | 1.43727 | 1.43727 | 1.43910 | 14.00 | 9517.00 |
| 14 | 2009.08.31 06:00 | sell | 7 | 1.00 | 1.42871 | 1.42970 | 1.42670 | ||
| 15 | 2009.08.31 06:20 | modify | 7 | 1.00 | 1.42871 | 1.42862 | 1.42670 | ||
| 16 | 2009.08.31 06:26 | modify | 7 | 1.00 | 1.42871 | 1.42818 | 1.42670 | ||
| 17 | 2009.08.31 06:37 | modify | 7 | 1.00 | 1.42871 | 1.42810 | 1.42670 | ||
| 18 | 2009.08.31 06:40 | s/l | 7 | 1.00 | 1.42810 | 1.42810 | 1.42670 | 61.00 | 9578.00 |
| 19 | 2009.08.31 18:00 | buy | 8 | 1.00 | 1.43537 | 1.43440 | 1.43740 | ||
| 20 | 2009.08.31 18:02 | modify | 8 | 1.00 | 1.43537 | 1.43609 | 1.43740 | ||
| 21 | 2009.08.31 18:07 | modify | 8 | 1.00 | 1.43537 | 1.43628 | 1.43740 | ||
| 22 | 2009.08.31 18:10 | s/l | 8 | 1.00 | 1.43628 | 1.43628 | 1.43740 | 91.00 | 9669.00 |
| 23 | 2009.09.01 18:00 | sell | 9 | 1.00 | 1.42338 | 1.42440 | 1.42140 | ||
| 24 | 2009.09.01 18:10 | modify | 9 | 1.00 | 1.42338 | 1.42330 | 1.42140 | ||
| 25 | 2009.09.01 18:15 | modify | 9 | 1.00 | 1.42338 | 1.42265 | 1.42140 | ||
| 26 | 2009.09.01 18:20 | t/p | 9 | 1.00 | 1.42140 | 1.42265 | 1.42140 | 198.00 | 9867.00 |
| 27 | 2009.09.03 09:00 | buy | 10 | 1.00 | 1.43048 | 1.42950 | 1.43250 | ||
| 28 | 2009.09.03 09:02 | modify | 10 | 1.00 | 1.43048 | 1.43067 | 1.43250 | ||
| 29 | 2009.09.03 09:07 | modify | 10 | 1.00 | 1.43048 | 1.43089 | 1.43250 | ||
| 30 | 2009.09.03 09:10 | s/l | 10 | 1.00 | 1.43089 | 1.43089 | 1.43250 | 41.00 | 9908.00 |
| 31 | 2009.09.03 21:00 | sell | 11 | 1.00 | 1.42486 | 1.42590 | 1.42290 | ||
| 32 | 2009.09.03 21:40 | s/l | 11 | 1.00 | 1.42590 | 1.42590 | 1.42290 | -104.00 | 9804.00 |
| 33 | 2009.09.04 20:00 | buy | 12 | 1.00 | 1.43113 | 1.43010 | 1.43310 | ||
| 34 | 2009.09.04 20:10 | modify | 12 | 1.00 | 1.43113 | 1.43130 | 1.43310 | ||
| 35 | 2009.09.04 20:16 | modify | 12 | 1.00 | 1.43113 | 1.43156 | 1.43310 | ||
| 36 | 2009.09.04 20:26 | s/l | 12 | 1.00 | 1.43156 | 1.43156 | 1.43310 | 43.00 | 9847.00 |
| 37 | 2009.09.21 08:00 | sell | 13 | 1.00 | 1.46641 | 1.46740 | 1.46440 | ||
| 38 | 2009.09.21 08:07 | s/l | 13 | 1.00 | 1.46740 | 1.46740 | 1.46440 | -99.00 | 9748.00 |
| 39 | 2009.09.22 04:00 | buy | 14 | 1.00 | 1.47079 | 1.46980 | 1.47280 | ||
| 40 | 2009.09.22 04:15 | modify | 14 | 1.00 | 1.47079 | 1.47100 | 1.47280 | ||
| 41 | 2009.09.22 04:20 | modify | 14 | 1.00 | 1.47079 | 1.47131 | 1.47280 | ||
| 42 | 2009.09.22 04:27 | s/l | 14 | 1.00 | 1.47131 | 1.47131 | 1.47280 | 52.00 | 9800.00 |
| 43 | 2009.09.24 01:00 | sell | 15 | 1.00 | 1.47107 | 1.47210 | 1.46910 | ||
| 44 | 2009.09.24 01:02 | modify | 15 | 1.00 | 1.47107 | 1.47099 | 1.46910 | ||
| 45 | 2009.09.24 01:07 | modify | 15 | 1.00 | 1.47107 | 1.47086 | 1.46910 | ||
| 46 | 2009.09.24 01:10 | s/l | 15 | 1.00 | 1.47086 | 1.47086 | 1.46910 | 21.00 | 9821.00 |
| 47 | 2009.09.24 11:00 | buy | 16 | 1.00 | 1.47591 | 1.47490 | 1.47790 | ||
| 48 | 2009.09.24 11:10 | modify | 16 | 1.00 | 1.47591 | 1.47622 | 1.47790 | ||
| 49 | 2009.09.24 11:15 | modify | 16 | 1.00 | 1.47591 | 1.47680 | 1.47790 | ||
| 50 | 2009.09.24 11:20 | modify | 16 | 1.00 | 1.47591 | 1.47738 | 1.47790 | ||
| 51 | 2009.09.24 11:27 | s/l | 16 | 1.00 | 1.47738 | 1.47738 | 1.47790 | 147.00 | 9968.00 |
| 52 | 2009.09.24 18:00 | sell | 17 | 1.00 | 1.46948 | 1.47050 | 1.46750 | ||
| 53 | 2009.09.24 18:02 | s/l | 17 | 1.00 | 1.47050 | 1.47050 | 1.46750 | -102.00 | 9866.00 |
| 54 | 2009.09.30 13:00 | buy | 18 | 1.00 | 1.46641 | 1.46540 | 1.46840 | ||
| 55 | 2009.09.30 13:02 | modify | 18 | 1.00 | 1.46641 | 1.46675 | 1.46840 | ||
| 56 | 2009.09.30 13:07 | modify | 18 | 1.00 | 1.46641 | 1.46689 | 1.46840 | ||
| 57 | 2009.09.30 13:10 | s/l | 18 | 1.00 | 1.46689 | 1.46689 | 1.46840 | 48.00 | 9914.00 |
| 58 | 2009.09.30 15:00 | sell | 19 | 1.00 | 1.46034 | 1.46130 | 1.45830 | ||
| 59 | 2009.09.30 15:02 | modify | 19 | 1.00 | 1.46034 | 1.46012 | 1.45830 | ||
| 60 | 2009.09.30 15:07 | modify | 19 | 1.00 | 1.46034 | 1.45984 | 1.45830 | ||
| 61 | 2009.09.30 15:10 | s/l | 19 | 1.00 | 1.45984 | 1.45984 | 1.45830 | 50.00 | 9964.00 |
| 62 | 2009.09.30 20:00 | buy | 20 | 1.00 | 1.46413 | 1.46310 | 1.46610 | ||
| 63 | 2009.09.30 20:20 | modify | 20 | 1.00 | 1.46413 | 1.46427 | 1.46610 | ||
| 64 | 2009.09.30 20:27 | s/l | 20 | 1.00 | 1.46427 | 1.46427 | 1.46610 | 14.00 | 9978.00 |