Strategy Tester Report
Super_Carry_Trade_ver2
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 | EA_MAGIC_NUM=511112; StartHour=19; LadderHeight=400; CarryBuffer=200; Slippage=3; TakeProfit=10; CustomSpread=9; StopLoss=0; MoneyManagement=false; RiskPercent=0.5; Lots=0.1; MaxLots=15; MinLots=0.01; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 3 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1072.35 | Gross profit | 1072.35 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 89.36 | |||
| Absolute drawdown | 176.10 | Maximal drawdown | 632.20 (5.50%) | Relative drawdown | 5.50% (632.20) |
| Total trades | 12 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 12 (100.00%) |
| Profit trades (% of total) | 12 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 551.10 | loss trade | 0.00 | |
| Average | profit trade | 89.36 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 12 (1072.35) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 1072.35 (12) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 12 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 19:00 | buy | 1 | 0.10 | 1.44038 | 0.00000 | 1.44048 | ||
| 2 | 2009.08.03 19:10 | t/p | 1 | 0.10 | 1.44048 | 0.00000 | 1.44048 | 1.00 | 10001.00 |
| 3 | 2009.08.04 19:00 | buy | 2 | 0.10 | 1.44302 | 0.00000 | 1.44312 | ||
| 4 | 2009.08.05 13:32 | t/p | 2 | 0.10 | 1.44312 | 0.00000 | 1.44312 | 0.95 | 10001.95 |
| 5 | 2009.08.05 19:00 | buy | 3 | 0.10 | 1.44173 | 0.00000 | 1.44183 | ||
| 6 | 2009.08.05 19:15 | t/p | 3 | 0.10 | 1.44183 | 0.00000 | 1.44183 | 1.00 | 10002.95 |
| 7 | 2009.08.06 19:00 | buy | 4 | 0.10 | 1.43412 | 0.00000 | 1.43422 | ||
| 8 | 2009.08.06 19:15 | t/p | 4 | 0.10 | 1.43422 | 0.00000 | 1.43422 | 1.00 | 10003.95 |
| 9 | 2009.08.07 19:00 | buy | 5 | 0.10 | 1.41819 | 0.00000 | 1.41829 | ||
| 10 | 2009.08.07 19:10 | t/p | 5 | 0.10 | 1.41829 | 0.00000 | 1.41829 | 1.00 | 10004.95 |
| 11 | 2009.08.10 19:00 | buy | 6 | 0.10 | 1.41397 | 0.00000 | 1.41407 | ||
| 12 | 2009.08.10 19:07 | t/p | 6 | 0.10 | 1.41407 | 0.00000 | 1.41407 | 1.00 | 10005.95 |
| 13 | 2009.08.11 19:00 | buy | 7 | 0.10 | 1.41598 | 0.00000 | 1.41608 | ||
| 14 | 2009.08.11 19:10 | t/p | 7 | 0.10 | 1.41608 | 0.00000 | 1.41608 | 1.00 | 10006.95 |
| 15 | 2009.08.12 19:00 | buy | 8 | 0.10 | 1.42204 | 0.00000 | 1.42214 | ||
| 16 | 2009.08.12 19:15 | t/p | 8 | 0.10 | 1.42214 | 0.00000 | 1.42214 | 1.00 | 10007.95 |
| 17 | 2009.08.13 19:00 | buy | 9 | 0.10 | 1.42777 | 0.00000 | 1.42787 | ||
| 18 | 2009.08.13 19:10 | t/p | 9 | 0.10 | 1.42787 | 0.00000 | 1.42787 | 1.00 | 10008.95 |
| 19 | 2009.08.14 19:00 | buy | 10 | 0.10 | 1.42298 | 0.00000 | 1.42308 | ||
| 20 | 2009.08.17 19:00 | buy | 11 | 0.10 | 1.40832 | 0.00000 | 0.00000 | ||
| 21 | 2009.08.18 19:00 | buy | 12 | 0.10 | 1.41229 | 0.00000 | 0.00000 | ||
| 22 | 2009.08.19 17:15 | t/p | 10 | 0.10 | 1.42308 | 0.00000 | 1.42308 | 0.85 | 10009.80 |
| 23 | 2009.09.30 23:59 | close at stop | 12 | 0.10 | 1.46365 | 0.00000 | 0.00000 | 511.45 | 10521.25 |
| 24 | 2009.09.30 23:59 | close at stop | 11 | 0.10 | 1.46365 | 0.00000 | 0.00000 | 551.10 | 11072.35 |