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 | EAName=""GridMACD""; magic=1012; initialGridInterval=20; subsequentGridInterval=15; maxOrders=25; maxProfit=250; lots=0.1; slippage=3; minOppOrders=3; maxOppOrders=10; shutdownGrid=false; traling=30; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 109.80 | Gross profit | 299.60 | Gross loss | -189.80 |
Profit factor | 1.58 | Expected payoff | 4.22 | ||
Absolute drawdown | 38.60 | Maximal drawdown | 79.70 (0.79%) | Relative drawdown | 0.79% (79.70) |
Total trades | 26 | Short positions (won %) | 21 (90.48%) | Long positions (won %) | 5 (0.00%) |
Profit trades (% of total) | 19 (73.08%) | Loss trades (% of total) | 7 (26.92%) | ||
Largest | profit trade | 29.90 | loss trade | -41.70 | |
Average | profit trade | 15.77 | loss trade | -27.11 | |
Maximum | consecutive wins (profit in money) | 5 (56.50) | consecutive losses (loss in money) | 2 (-39.40) | |
Maximal | consecutive profit (count of wins) | 90.80 (4) | consecutive loss (count of losses) | -41.70 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 04:00 | buy stop | 1 | 0.10 | 1.44145 | 0.00000 | 0.00000 | ||
2 | 2009.08.04 04:00 | sell stop | 2 | 0.10 | 1.44081 | 0.00000 | 0.00000 | ||
3 | 2009.08.04 04:02 | sell | 2 | 0.10 | 1.44081 | 0.00000 | 0.00000 | ||
4 | 2009.08.04 04:10 | sell stop | 3 | 0.10 | 1.44021 | 0.00000 | 0.00000 | ||
5 | 2009.08.04 04:15 | buy | 1 | 0.10 | 1.44145 | 0.00000 | 0.00000 | ||
6 | 2009.08.04 04:17 | buy stop | 4 | 0.10 | 1.44175 | 0.00000 | 0.00000 | ||
7 | 2009.08.04 04:20 | buy | 4 | 0.10 | 1.44175 | 0.00000 | 0.00000 | ||
8 | 2009.08.04 04:22 | buy stop | 5 | 0.10 | 1.44205 | 0.00000 | 0.00000 | ||
9 | 2009.08.04 05:16 | sell | 3 | 0.10 | 1.44021 | 0.00000 | 0.00000 | ||
10 | 2009.08.04 05:20 | sell stop | 6 | 0.10 | 1.43991 | 0.00000 | 0.00000 | ||
11 | 2009.08.04 05:40 | sell | 6 | 0.10 | 1.43991 | 0.00000 | 0.00000 | ||
12 | 2009.08.04 05:42 | sell stop | 7 | 0.10 | 1.43961 | 0.00000 | 0.00000 | ||
13 | 2009.08.04 05:45 | sell | 7 | 0.10 | 1.43961 | 0.00000 | 0.00000 | ||
14 | 2009.08.04 05:57 | sell stop | 8 | 0.10 | 1.43871 | 0.00000 | 0.00000 | ||
15 | 2009.08.04 06:20 | sell | 8 | 0.10 | 1.43871 | 0.00000 | 0.00000 | ||
16 | 2009.08.04 06:22 | sell stop | 9 | 0.10 | 1.43841 | 0.00000 | 0.00000 | ||
17 | 2009.08.04 06:45 | sell | 9 | 0.10 | 1.43841 | 0.00000 | 0.00000 | ||
18 | 2009.08.04 06:47 | sell stop | 10 | 0.10 | 1.43811 | 0.00000 | 0.00000 | ||
19 | 2009.08.04 06:50 | sell | 10 | 0.10 | 1.43811 | 0.00000 | 0.00000 | ||
20 | 2009.08.04 06:52 | sell stop | 11 | 0.10 | 1.43781 | 0.00000 | 0.00000 | ||
21 | 2009.08.04 07:20 | sell | 11 | 0.10 | 1.43781 | 0.00000 | 0.00000 | ||
22 | 2009.08.04 07:20 | delete | 5 | 0.10 | 1.44205 | 0.00000 | 0.00000 | ||
23 | 2009.08.04 07:20 | close | 11 | 0.10 | 1.43782 | 0.00000 | 0.00000 | -0.10 | 9999.90 |
24 | 2009.08.04 07:20 | close | 10 | 0.10 | 1.43782 | 0.00000 | 0.00000 | 2.90 | 10002.80 |
25 | 2009.08.04 07:20 | close | 9 | 0.10 | 1.43782 | 0.00000 | 0.00000 | 5.90 | 10008.70 |
26 | 2009.08.04 07:20 | close | 8 | 0.10 | 1.43782 | 0.00000 | 0.00000 | 8.90 | 10017.60 |
27 | 2009.08.04 07:20 | close | 7 | 0.10 | 1.43782 | 0.00000 | 0.00000 | 17.90 | 10035.50 |
28 | 2009.08.04 07:20 | close | 6 | 0.10 | 1.43782 | 0.00000 | 0.00000 | 20.90 | 10056.40 |
29 | 2009.08.04 07:20 | close | 4 | 0.10 | 1.43758 | 0.00000 | 0.00000 | -41.70 | 10014.70 |
30 | 2009.08.04 07:20 | close | 3 | 0.10 | 1.43782 | 0.00000 | 0.00000 | 23.90 | 10038.60 |
31 | 2009.08.04 07:20 | close | 2 | 0.10 | 1.43782 | 0.00000 | 0.00000 | 29.90 | 10068.50 |
32 | 2009.08.04 07:20 | close | 1 | 0.10 | 1.43758 | 0.00000 | 0.00000 | -38.70 | 10029.80 |
33 | 2009.08.11 11:00 | buy stop | 12 | 0.10 | 1.41803 | 0.00000 | 0.00000 | ||
34 | 2009.08.11 11:00 | sell stop | 13 | 0.10 | 1.41739 | 0.00000 | 0.00000 | ||
35 | 2009.08.11 11:07 | buy | 12 | 0.10 | 1.41803 | 0.00000 | 0.00000 | ||
36 | 2009.08.11 11:10 | sell | 13 | 0.10 | 1.41739 | 0.00000 | 0.00000 | ||
37 | 2009.08.11 11:10 | buy stop | 14 | 0.10 | 1.41833 | 0.00000 | 0.00000 | ||
38 | 2009.08.11 11:12 | sell stop | 15 | 0.10 | 1.41709 | 0.00000 | 0.00000 | ||
39 | 2009.08.11 11:15 | sell | 15 | 0.10 | 1.41709 | 0.00000 | 0.00000 | ||
40 | 2009.08.11 11:27 | sell stop | 16 | 0.10 | 1.41619 | 0.00000 | 0.00000 | ||
41 | 2009.08.11 11:27 | sell | 16 | 0.10 | 1.41619 | 0.00000 | 0.00000 | ||
42 | 2009.08.11 11:32 | sell stop | 17 | 0.10 | 1.41574 | 0.00000 | 0.00000 | ||
43 | 2009.08.11 11:45 | sell | 17 | 0.10 | 1.41574 | 0.00000 | 0.00000 | ||
44 | 2009.08.11 11:57 | sell stop | 18 | 0.10 | 1.41484 | 0.00000 | 0.00000 | ||
45 | 2009.08.11 12:20 | sell | 18 | 0.10 | 1.41484 | 0.00000 | 0.00000 | ||
46 | 2009.08.11 12:20 | delete | 14 | 0.10 | 1.41833 | 0.00000 | 0.00000 | ||
47 | 2009.08.11 12:20 | close | 18 | 0.10 | 1.41491 | 0.00000 | 0.00000 | -0.70 | 10029.10 |
48 | 2009.08.11 12:20 | close | 17 | 0.10 | 1.41491 | 0.00000 | 0.00000 | 8.30 | 10037.40 |
49 | 2009.08.11 12:20 | close | 16 | 0.10 | 1.41491 | 0.00000 | 0.00000 | 12.80 | 10050.20 |
50 | 2009.08.11 12:20 | close | 15 | 0.10 | 1.41491 | 0.00000 | 0.00000 | 21.80 | 10072.00 |
51 | 2009.08.11 12:20 | close | 13 | 0.10 | 1.41491 | 0.00000 | 0.00000 | 24.80 | 10096.80 |
52 | 2009.08.11 12:20 | close | 12 | 0.10 | 1.41467 | 0.00000 | 0.00000 | -33.60 | 10063.20 |
53 | 2009.08.24 00:00 | buy stop | 19 | 0.10 | 1.43487 | 0.00000 | 0.00000 | ||
54 | 2009.08.24 00:00 | sell stop | 20 | 0.10 | 1.43423 | 0.00000 | 0.00000 | ||
55 | 2009.08.24 00:03 | sell | 20 | 0.10 | 1.43423 | 0.00000 | 0.00000 | ||
56 | 2009.08.24 00:06 | sell stop | 21 | 0.10 | 1.43393 | 0.00000 | 0.00000 | ||
57 | 2009.08.24 00:10 | sell | 21 | 0.10 | 1.43393 | 0.00000 | 0.00000 | ||
58 | 2009.08.24 00:13 | sell stop | 22 | 0.10 | 1.43363 | 0.00000 | 0.00000 | ||
59 | 2009.08.24 00:16 | sell | 22 | 0.10 | 1.43363 | 0.00000 | 0.00000 | ||
60 | 2009.08.24 00:20 | sell stop | 23 | 0.10 | 1.43333 | 0.00000 | 0.00000 | ||
61 | 2009.08.24 00:32 | buy | 19 | 0.10 | 1.43487 | 0.00000 | 0.00000 | ||
62 | 2009.08.24 00:35 | buy stop | 24 | 0.10 | 1.43517 | 0.00000 | 0.00000 | ||
63 | 2009.08.24 01:20 | sell | 23 | 0.10 | 1.43333 | 0.00000 | 0.00000 | ||
64 | 2009.08.24 01:25 | sell stop | 25 | 0.10 | 1.43288 | 0.00000 | 0.00000 | ||
65 | 2009.08.24 02:45 | buy | 24 | 0.10 | 1.43517 | 0.00000 | 0.00000 | ||
66 | 2009.08.24 02:57 | buy stop | 26 | 0.10 | 1.43607 | 0.00000 | 0.00000 | ||
67 | 2009.08.24 06:10 | sell | 25 | 0.10 | 1.43288 | 0.00000 | 0.00000 | ||
68 | 2009.08.24 06:13 | sell stop | 27 | 0.10 | 1.43258 | 0.00000 | 0.00000 | ||
69 | 2009.08.24 07:26 | sell | 27 | 0.10 | 1.43258 | 0.00000 | 0.00000 | ||
70 | 2009.08.24 07:35 | sell stop | 28 | 0.10 | 1.43198 | 0.00000 | 0.00000 | ||
71 | 2009.08.24 08:15 | sell | 28 | 0.10 | 1.43198 | 0.00000 | 0.00000 | ||
72 | 2009.08.24 08:17 | sell stop | 29 | 0.10 | 1.43168 | 0.00000 | 0.00000 | ||
73 | 2009.08.24 08:20 | sell | 29 | 0.10 | 1.43168 | 0.00000 | 0.00000 | ||
74 | 2009.08.24 08:20 | delete | 26 | 0.10 | 1.43607 | 0.00000 | 0.00000 | ||
75 | 2009.08.24 08:20 | close | 29 | 0.10 | 1.43151 | 0.00000 | 0.00000 | 1.70 | 10064.90 |
76 | 2009.08.24 08:20 | close | 28 | 0.10 | 1.43151 | 0.00000 | 0.00000 | 4.70 | 10069.60 |
77 | 2009.08.24 08:20 | close | 27 | 0.10 | 1.43151 | 0.00000 | 0.00000 | 10.70 | 10080.30 |
78 | 2009.08.24 08:20 | close | 25 | 0.10 | 1.43151 | 0.00000 | 0.00000 | 13.70 | 10094.00 |
79 | 2009.08.24 08:20 | close | 24 | 0.10 | 1.43127 | 0.00000 | 0.00000 | -39.00 | 10055.00 |
80 | 2009.08.24 08:20 | close | 23 | 0.10 | 1.43151 | 0.00000 | 0.00000 | 18.20 | 10073.20 |
81 | 2009.08.24 08:20 | close | 22 | 0.10 | 1.43151 | 0.00000 | 0.00000 | 21.20 | 10094.40 |
82 | 2009.08.24 08:20 | close | 21 | 0.10 | 1.43151 | 0.00000 | 0.00000 | 24.20 | 10118.60 |
83 | 2009.08.24 08:20 | close | 20 | 0.10 | 1.43151 | 0.00000 | 0.00000 | 27.20 | 10145.80 |
84 | 2009.08.24 08:20 | close | 19 | 0.10 | 1.43127 | 0.00000 | 0.00000 | -36.00 | 10109.80 |