Strategy Tester Report
universalMACrossEA_001
AlpariUK-Demo (Build 225)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | Expert_Name=""----------"; MagicNumber=1234; StopLoss=100; TakeProfit=200; TrailingStop_Setting=""----------"; TrailingStopType=1; TrailingStop=40; Indicator_Setting=""----------"; FastMAPeriod=10; FastMAType=1; FastMAPrice=0; FastMAshift=0; SlowMAPeriod=80; SlowMAType=1; SlowMAPrice=0; SlowMAshift=0; CossDistance_Setting=""----------"; MinCrossDistance=0; MaxLookUp=0; Exit_Setting=""----------"; StopAndReverse=false; PureSAR=false; ExitOnCross=false; ThirdEMA_Setting=""----------"; UseThirdMA=false; UseCounterTrend=false; OnlyCounterTrend=false; ThirdMAPeriod=100; ThirdMAType=1; ThirdMAPrice=0; ThirdMAshift=0; CTStopLoss=0; CTTakeProfit=0; Pivot.Setting=""----------"; Use.Pivot.Filter=false; Order_Setting=""----------"; ReverseCondition=false; ConfirmedOnEntry=true; OneEntryPerBar=true; NumberOfTries=10; Slippage=5; OpenOrder_Setting=""----------"; MaxOpenTrade=1; MinPriceDistance=5; Time_Parameters=""----------"; UseHourTrade=false; StartHour=10; EndHour=11; MM_Parameters=""----------"; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Alert_Setting=""----------"; EnableAlert=false; SoundFilename=""alert.wav""; Testing_Parameters=""----------"; PrintControl=false; Show_Settings=true; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 958.00 | Gross profit | 1668.00 | Gross loss | -710.00 |
| Profit factor | 2.35 | Expected payoff | 41.65 | ||
| Absolute drawdown | 69.00 | Maximal drawdown | 460.00 (4.14%) | Relative drawdown | 4.14% (460.00) |
| Total trades | 23 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 16 (69.57%) | Loss trades (% of total) | 7 (30.43%) | ||
| Largest | profit trade | 205.00 | loss trade | -103.00 | |
| Average | profit trade | 104.25 | loss trade | -101.43 | |
| Maximum | consecutive wins (profit in money) | 8 (1119.00) | consecutive losses (loss in money) | 2 (-205.00) | |
| Maximal | consecutive profit (count of wins) | 1119.00 (8) | consecutive loss (count of losses) | -205.00 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 12:00 | sell | 1 | 1.00 | 1.59996 | 1.60100 | 1.59800 | ||
| 2 | 2010.01.05 12:02 | modify | 1 | 1.00 | 1.59996 | 1.59952 | 1.59800 | ||
| 3 | 2010.01.05 12:07 | modify | 1 | 1.00 | 1.59996 | 1.59932 | 1.59800 | ||
| 4 | 2010.01.05 12:10 | s/l | 1 | 1.00 | 1.59932 | 1.59932 | 1.59800 | 64.00 | 10064.00 |
| 5 | 2010.01.08 15:00 | buy | 2 | 1.00 | 1.60923 | 1.60820 | 1.61120 | ||
| 6 | 2010.01.08 15:07 | modify | 2 | 1.00 | 1.60923 | 1.60927 | 1.61120 | ||
| 7 | 2010.01.08 15:10 | s/l | 2 | 1.00 | 1.60927 | 1.60927 | 1.61120 | 4.00 | 10068.00 |
| 8 | 2010.01.20 09:00 | sell | 3 | 1.00 | 1.62689 | 1.62790 | 1.62490 | ||
| 9 | 2010.01.20 09:15 | modify | 3 | 1.00 | 1.62689 | 1.62644 | 1.62490 | ||
| 10 | 2010.01.20 09:20 | modify | 3 | 1.00 | 1.62689 | 1.62578 | 1.62490 | ||
| 11 | 2010.01.20 09:27 | s/l | 3 | 1.00 | 1.62578 | 1.62578 | 1.62490 | 111.00 | 10179.00 |
| 12 | 2010.01.25 21:00 | buy | 4 | 1.00 | 1.62451 | 1.62350 | 1.62650 | ||
| 13 | 2010.01.25 21:20 | s/l | 4 | 1.00 | 1.62350 | 1.62350 | 1.62650 | -101.00 | 10078.00 |
| 14 | 2010.01.26 12:00 | sell | 5 | 1.00 | 1.61196 | 1.61300 | 1.61000 | ||
| 15 | 2010.01.26 12:15 | modify | 5 | 1.00 | 1.61196 | 1.61158 | 1.61000 | ||
| 16 | 2010.01.26 12:20 | modify | 5 | 1.00 | 1.61196 | 1.61078 | 1.61000 | ||
| 17 | 2010.01.26 12:22 | s/l | 5 | 1.00 | 1.61078 | 1.61078 | 1.61000 | 118.00 | 10196.00 |
| 18 | 2010.01.27 15:00 | buy | 6 | 1.00 | 1.62203 | 1.62100 | 1.62400 | ||
| 19 | 2010.01.27 15:10 | s/l | 6 | 1.00 | 1.62100 | 1.62100 | 1.62400 | -103.00 | 10093.00 |
| 20 | 2010.01.27 22:00 | sell | 7 | 1.00 | 1.61638 | 1.61740 | 1.61440 | ||
| 21 | 2010.01.27 22:50 | s/l | 7 | 1.00 | 1.61740 | 1.61740 | 1.61440 | -102.00 | 9991.00 |
| 22 | 2010.01.28 04:00 | buy | 8 | 1.00 | 1.62080 | 1.61980 | 1.62280 | ||
| 23 | 2010.01.28 04:10 | modify | 8 | 1.00 | 1.62080 | 1.62104 | 1.62280 | ||
| 24 | 2010.01.28 04:15 | modify | 8 | 1.00 | 1.62080 | 1.62179 | 1.62280 | ||
| 25 | 2010.01.28 04:20 | t/p | 8 | 1.00 | 1.62280 | 1.62179 | 1.62280 | 200.00 | 10191.00 |
| 26 | 2010.01.28 19:00 | sell | 9 | 1.00 | 1.61350 | 1.61450 | 1.61150 | ||
| 27 | 2010.01.28 19:02 | modify | 9 | 1.00 | 1.61350 | 1.61292 | 1.61150 | ||
| 28 | 2010.01.28 19:07 | modify | 9 | 1.00 | 1.61350 | 1.61278 | 1.61150 | ||
| 29 | 2010.01.28 19:10 | s/l | 9 | 1.00 | 1.61278 | 1.61278 | 1.61150 | 72.00 | 10263.00 |
| 30 | 2010.02.03 10:00 | buy | 10 | 1.00 | 1.60539 | 1.60440 | 1.60740 | ||
| 31 | 2010.02.03 10:02 | modify | 10 | 1.00 | 1.60539 | 1.60620 | 1.60740 | ||
| 32 | 2010.02.03 10:07 | modify | 10 | 1.00 | 1.60539 | 1.60655 | 1.60740 | ||
| 33 | 2010.02.03 10:10 | s/l | 10 | 1.00 | 1.60655 | 1.60655 | 1.60740 | 116.00 | 10379.00 |
| 34 | 2010.02.03 13:00 | sell | 11 | 1.00 | 1.59784 | 1.59880 | 1.59580 | ||
| 35 | 2010.02.03 13:15 | modify | 11 | 1.00 | 1.59784 | 1.59750 | 1.59580 | ||
| 36 | 2010.02.03 13:20 | modify | 11 | 1.00 | 1.59784 | 1.59677 | 1.59580 | ||
| 37 | 2010.02.03 13:27 | s/l | 11 | 1.00 | 1.59677 | 1.59677 | 1.59580 | 107.00 | 10486.00 |
| 38 | 2010.02.10 01:00 | buy | 12 | 1.00 | 1.56945 | 1.56850 | 1.57150 | ||
| 39 | 2010.02.10 01:10 | modify | 12 | 1.00 | 1.56945 | 1.56953 | 1.57150 | ||
| 40 | 2010.02.10 01:15 | modify | 12 | 1.00 | 1.56945 | 1.57032 | 1.57150 | ||
| 41 | 2010.02.10 01:20 | t/p | 12 | 1.00 | 1.57150 | 1.57032 | 1.57150 | 205.00 | 10691.00 |
| 42 | 2010.02.10 07:00 | sell | 13 | 1.00 | 1.56717 | 1.56820 | 1.56520 | ||
| 43 | 2010.02.10 07:07 | modify | 13 | 1.00 | 1.56717 | 1.56702 | 1.56520 | ||
| 44 | 2010.02.10 07:10 | s/l | 13 | 1.00 | 1.56702 | 1.56702 | 1.56520 | 15.00 | 10706.00 |
| 45 | 2010.02.10 11:00 | buy | 14 | 1.00 | 1.57288 | 1.57190 | 1.57490 | ||
| 46 | 2010.02.10 11:10 | modify | 14 | 1.00 | 1.57288 | 1.57385 | 1.57490 | ||
| 47 | 2010.02.10 11:15 | t/p | 14 | 1.00 | 1.57490 | 1.57385 | 1.57490 | 202.00 | 10908.00 |
| 48 | 2010.02.10 13:00 | sell | 15 | 1.00 | 1.56572 | 1.56670 | 1.56370 | ||
| 49 | 2010.02.10 13:10 | modify | 15 | 1.00 | 1.56572 | 1.56522 | 1.56370 | ||
| 50 | 2010.02.10 13:15 | t/p | 15 | 1.00 | 1.56370 | 1.56522 | 1.56370 | 202.00 | 11110.00 |
| 51 | 2010.02.11 21:00 | buy | 16 | 1.00 | 1.56973 | 1.56870 | 1.57170 | ||
| 52 | 2010.02.11 21:37 | s/l | 16 | 1.00 | 1.56870 | 1.56870 | 1.57170 | -103.00 | 11007.00 |
| 53 | 2010.02.12 14:00 | sell | 17 | 1.00 | 1.56001 | 1.56100 | 1.55800 | ||
| 54 | 2010.02.12 14:10 | s/l | 17 | 1.00 | 1.56100 | 1.56100 | 1.55800 | -99.00 | 10908.00 |
| 55 | 2010.02.12 21:00 | buy | 18 | 1.00 | 1.56676 | 1.56580 | 1.56880 | ||
| 56 | 2010.02.12 21:20 | modify | 18 | 1.00 | 1.56676 | 1.56681 | 1.56880 | ||
| 57 | 2010.02.12 21:32 | modify | 18 | 1.00 | 1.56676 | 1.56685 | 1.56880 | ||
| 58 | 2010.02.12 21:37 | modify | 18 | 1.00 | 1.56676 | 1.56693 | 1.56880 | ||
| 59 | 2010.02.12 21:45 | s/l | 18 | 1.00 | 1.56693 | 1.56693 | 1.56880 | 17.00 | 10925.00 |
| 60 | 2010.02.15 07:00 | sell | 19 | 1.00 | 1.56467 | 1.56570 | 1.56270 | ||
| 61 | 2010.02.15 07:20 | modify | 19 | 1.00 | 1.56467 | 1.56439 | 1.56270 | ||
| 62 | 2010.02.15 07:27 | s/l | 19 | 1.00 | 1.56439 | 1.56439 | 1.56270 | 28.00 | 10953.00 |
| 63 | 2010.02.15 11:00 | buy | 20 | 1.00 | 1.56743 | 1.56640 | 1.56940 | ||
| 64 | 2010.02.15 11:07 | s/l | 20 | 1.00 | 1.56640 | 1.56640 | 1.56940 | -103.00 | 10850.00 |
| 65 | 2010.02.17 23:00 | sell | 21 | 1.00 | 1.56737 | 1.56840 | 1.56540 | ||
| 66 | 2010.02.17 23:20 | modify | 21 | 1.00 | 1.56737 | 1.56725 | 1.56540 | ||
| 67 | 2010.02.17 23:33 | s/l | 21 | 1.00 | 1.56725 | 1.56725 | 1.56540 | 12.00 | 10862.00 |
| 68 | 2010.02.23 10:00 | buy | 22 | 1.00 | 1.55479 | 1.55380 | 1.55680 | ||
| 69 | 2010.02.23 10:05 | s/l | 22 | 1.00 | 1.55380 | 1.55380 | 1.55680 | -99.00 | 10763.00 |
| 70 | 2010.02.23 11:00 | sell | 23 | 1.00 | 1.54315 | 1.54420 | 1.54120 | ||
| 71 | 2010.02.23 11:15 | modify | 23 | 1.00 | 1.54315 | 1.54223 | 1.54120 | ||
| 72 | 2010.02.23 11:20 | t/p | 23 | 1.00 | 1.54120 | 1.54223 | 1.54120 | 195.00 | 10958.00 |