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 | _1=""Indiacator"; JawsPeriod=144; JawsMethod=0; JawsPrice=0; JawsShift=8; MaMetod=1; MaPeriod=21; MaMetod2=3; MaPeriod2=1; n1=""Ea"; Magic=123; StopLoss=0; TrailingStop=0; TakeProfit=225; Slippage=3; FixedLots=0.1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 120.33 | Gross profit | 451.47 | Gross loss | -331.14 |
Profit factor | 1.36 | Expected payoff | 4.01 | ||
Absolute drawdown | 87.71 | Maximal drawdown | 268.49 (2.62%) | Relative drawdown | 2.62% (268.49) |
Total trades | 30 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 16 (68.75%) |
Profit trades (% of total) | 22 (73.33%) | Loss trades (% of total) | 8 (26.67%) | ||
Largest | profit trade | 22.50 | loss trade | -150.43 | |
Average | profit trade | 20.52 | loss trade | -41.39 | |
Maximum | consecutive wins (profit in money) | 7 (157.44) | consecutive losses (loss in money) | 2 (-160.83) | |
Maximal | consecutive profit (count of wins) | 157.44 (7) | consecutive loss (count of losses) | -160.83 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 14:07 | sell | 1 | 0.10 | 1.43666 | 0.00000 | 1.43441 | ||
2 | 2009.08.06 16:20 | t/p | 1 | 0.10 | 1.43441 | 0.00000 | 1.43441 | 21.82 | 10021.82 |
3 | 2009.08.07 14:30 | buy | 2 | 0.10 | 1.43855 | 0.00000 | 1.44080 | ||
4 | 2009.08.07 14:32 | modify | 2 | 0.10 | 1.43855 | 1.43646 | 1.44080 | ||
5 | 2009.08.07 14:40 | s/l | 2 | 0.10 | 1.43646 | 1.43646 | 1.44080 | -20.90 | 10000.92 |
6 | 2009.08.11 09:10 | buy | 3 | 0.10 | 1.41744 | 0.00000 | 1.41969 | ||
7 | 2009.08.12 15:46 | t/p | 3 | 0.10 | 1.41969 | 0.00000 | 1.41969 | 22.47 | 10023.39 |
8 | 2009.08.14 07:00 | sell | 4 | 0.10 | 1.42636 | 0.00000 | 1.42411 | ||
9 | 2009.08.14 16:10 | t/p | 4 | 0.10 | 1.42411 | 0.00000 | 1.42411 | 22.50 | 10045.89 |
10 | 2009.08.18 03:50 | buy | 5 | 0.10 | 1.41283 | 0.00000 | 1.41508 | ||
11 | 2009.08.18 11:07 | t/p | 5 | 0.10 | 1.41508 | 0.00000 | 1.41508 | 22.50 | 10068.39 |
12 | 2009.08.18 14:00 | sell | 6 | 0.10 | 1.41053 | 0.00000 | 1.40828 | ||
13 | 2009.08.18 14:02 | modify | 6 | 0.10 | 1.41053 | 1.41280 | 1.40828 | ||
14 | 2009.08.18 14:50 | t/p | 6 | 0.10 | 1.40828 | 1.41280 | 1.40828 | 22.50 | 10090.89 |
15 | 2009.08.18 18:00 | buy | 7 | 0.10 | 1.41290 | 0.00000 | 1.41515 | ||
16 | 2009.08.19 01:40 | t/p | 7 | 0.10 | 1.41515 | 0.00000 | 1.41515 | 22.47 | 10113.36 |
17 | 2009.08.19 08:00 | sell | 8 | 0.10 | 1.41170 | 0.00000 | 1.40945 | ||
18 | 2009.08.19 08:02 | modify | 8 | 0.10 | 1.41170 | 1.41558 | 1.40945 | ||
19 | 2009.08.19 08:20 | t/p | 8 | 0.10 | 1.40945 | 1.41558 | 1.40945 | 22.50 | 10135.86 |
20 | 2009.08.19 15:50 | buy | 9 | 0.10 | 1.41533 | 0.00000 | 1.41758 | ||
21 | 2009.08.19 16:15 | t/p | 9 | 0.10 | 1.41758 | 0.00000 | 1.41758 | 22.50 | 10158.36 |
22 | 2009.08.21 06:00 | sell | 10 | 0.10 | 1.42239 | 0.00000 | 1.42014 | ||
23 | 2009.08.27 02:45 | modify | 10 | 0.10 | 1.42239 | 1.42392 | 1.42014 | ||
24 | 2009.08.27 03:45 | s/l | 10 | 0.10 | 1.42392 | 1.42392 | 1.42014 | -16.32 | 10142.04 |
25 | 2009.08.27 09:03 | buy | 11 | 0.10 | 1.42689 | 0.00000 | 1.42914 | ||
26 | 2009.08.27 20:00 | close | 11 | 0.10 | 1.42746 | 0.00000 | 1.42914 | 5.70 | 10147.74 |
27 | 2009.08.28 19:00 | sell | 12 | 0.10 | 1.43266 | 0.00000 | 1.43041 | ||
28 | 2009.08.28 20:16 | t/p | 12 | 0.10 | 1.43041 | 0.00000 | 1.43041 | 22.50 | 10170.24 |
29 | 2009.08.28 20:16 | sell | 13 | 0.10 | 1.42909 | 0.00000 | 1.42684 | ||
30 | 2009.08.31 04:00 | close | 13 | 0.10 | 1.43086 | 0.00000 | 1.42684 | -17.87 | 10152.37 |
31 | 2009.08.31 16:26 | buy | 14 | 0.10 | 1.43508 | 0.00000 | 1.43733 | ||
32 | 2009.09.01 02:00 | modify | 14 | 0.10 | 1.43508 | 1.43288 | 1.43733 | ||
33 | 2009.09.01 02:45 | s/l | 14 | 0.10 | 1.43288 | 1.43288 | 1.43733 | -22.03 | 10130.34 |
34 | 2009.09.01 12:20 | sell | 15 | 0.10 | 1.43070 | 0.00000 | 1.42845 | ||
35 | 2009.09.01 17:15 | t/p | 15 | 0.10 | 1.42845 | 0.00000 | 1.42845 | 22.50 | 10152.84 |
36 | 2009.09.02 17:20 | buy | 16 | 0.10 | 1.42632 | 0.00000 | 1.42857 | ||
37 | 2009.09.02 18:50 | t/p | 16 | 0.10 | 1.42857 | 0.00000 | 1.42857 | 22.50 | 10175.34 |
38 | 2009.09.02 18:50 | buy | 17 | 0.10 | 1.42965 | 0.00000 | 1.43190 | ||
39 | 2009.09.03 13:15 | t/p | 17 | 0.10 | 1.43190 | 0.00000 | 1.43190 | 22.41 | 10197.75 |
40 | 2009.09.03 17:00 | sell | 18 | 0.10 | 1.42577 | 0.00000 | 1.42352 | ||
41 | 2009.09.03 22:00 | modify | 18 | 0.10 | 1.42577 | 1.42575 | 1.42352 | ||
42 | 2009.09.03 22:15 | s/l | 18 | 0.10 | 1.42575 | 1.42575 | 1.42352 | 0.20 | 10197.95 |
43 | 2009.09.04 08:35 | buy | 19 | 0.10 | 1.42720 | 0.00000 | 1.42945 | ||
44 | 2009.09.04 18:10 | t/p | 19 | 0.10 | 1.42945 | 0.00000 | 1.42945 | 22.50 | 10220.45 |
45 | 2009.09.04 18:10 | buy | 20 | 0.10 | 1.43007 | 0.00000 | 1.43232 | ||
46 | 2009.09.04 18:20 | t/p | 20 | 0.10 | 1.43232 | 0.00000 | 1.43232 | 22.50 | 10242.95 |
47 | 2009.09.10 12:00 | sell | 21 | 0.10 | 1.45378 | 0.00000 | 1.45153 | ||
48 | 2009.09.10 15:50 | t/p | 21 | 0.10 | 1.45153 | 0.00000 | 1.45153 | 22.50 | 10265.45 |
49 | 2009.09.10 15:50 | sell | 22 | 0.10 | 1.45018 | 0.00000 | 1.44793 | ||
50 | 2009.09.21 15:00 | modify | 22 | 0.10 | 1.45018 | 1.46507 | 1.44793 | ||
51 | 2009.09.21 15:45 | s/l | 22 | 0.10 | 1.46507 | 1.46507 | 1.44793 | -150.43 | 10115.02 |
52 | 2009.09.21 18:00 | buy | 23 | 0.10 | 1.46920 | 0.00000 | 1.47145 | ||
53 | 2009.09.21 18:03 | modify | 23 | 0.10 | 1.46920 | 1.46597 | 1.47145 | ||
54 | 2009.09.21 19:00 | modify | 23 | 0.10 | 1.46920 | 1.46662 | 1.47145 | ||
55 | 2009.09.21 20:00 | close | 23 | 0.10 | 1.46816 | 1.46662 | 1.47145 | -10.40 | 10104.62 |
56 | 2009.09.23 12:00 | sell | 24 | 0.10 | 1.47787 | 0.00000 | 1.47562 | ||
57 | 2009.09.23 16:37 | t/p | 24 | 0.10 | 1.47562 | 0.00000 | 1.47562 | 22.50 | 10127.12 |
58 | 2009.09.23 20:10 | buy | 25 | 0.10 | 1.48050 | 0.00000 | 1.48275 | ||
59 | 2009.09.23 20:12 | modify | 25 | 0.10 | 1.48050 | 1.47806 | 1.48275 | ||
60 | 2009.09.23 20:20 | t/p | 25 | 0.10 | 1.48275 | 1.47806 | 1.48275 | 22.50 | 10149.62 |
61 | 2009.09.23 21:45 | sell | 26 | 0.10 | 1.47456 | 0.00000 | 1.47231 | ||
62 | 2009.09.23 23:43 | t/p | 26 | 0.10 | 1.47231 | 0.00000 | 1.47231 | 22.50 | 10172.12 |
63 | 2009.09.24 09:00 | buy | 27 | 0.10 | 1.47653 | 0.00000 | 1.47878 | ||
64 | 2009.09.24 09:02 | modify | 27 | 0.10 | 1.47653 | 1.47401 | 1.47878 | ||
65 | 2009.09.24 10:16 | s/l | 27 | 0.10 | 1.47401 | 1.47401 | 1.47878 | -25.20 | 10146.92 |
66 | 2009.09.24 10:16 | buy | 28 | 0.10 | 1.47391 | 0.00000 | 1.47616 | ||
67 | 2009.09.24 10:20 | modify | 28 | 0.10 | 1.47391 | 1.47252 | 1.47616 | ||
68 | 2009.09.24 11:00 | close | 28 | 0.10 | 1.47580 | 1.47252 | 1.47616 | 18.90 | 10165.82 |
69 | 2009.09.24 16:16 | sell | 29 | 0.10 | 1.47001 | 0.00000 | 1.46776 | ||
70 | 2009.09.24 19:20 | t/p | 29 | 0.10 | 1.46776 | 0.00000 | 1.46776 | 22.50 | 10188.32 |
71 | 2009.09.25 08:32 | buy | 30 | 0.10 | 1.47044 | 0.00000 | 1.47269 | ||
72 | 2009.09.30 23:59 | close at stop | 30 | 0.10 | 1.46365 | 0.00000 | 1.47269 | -67.99 | 10120.33 |