Strategy Tester Report
DoubleMA_BreakOut_EA
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 | AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=3; MaxLots=100; FastMA_Mode=0; FastMA_Period=2; FastMA_Shift=0; FastMA_AppliedPrice=0; SlowMA_Mode=0; SlowMA_Period=5; SlowMA_Shift=0; SlowMA_AppliedPrice=0; BreakOutLevel=45; SignalCandle=1; StopLoss=250; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; TRStopLevel_1=20; TrailingStop1=20; TRStopLevel_2=30; TrailingStop2=20; TRStopLevel_3=50; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9277.50 | Gross profit | 8725.50 | Gross loss | -18003.00 |
| Profit factor | 0.48 | Expected payoff | -210.85 | ||
| Absolute drawdown | 9277.50 | Maximal drawdown | 10866.00 (93.77%) | Relative drawdown | 93.77% (10866.00) |
| Total trades | 44 | Short positions (won %) | 19 (36.84%) | Long positions (won %) | 25 (20.00%) |
| Profit trades (% of total) | 12 (27.27%) | Loss trades (% of total) | 32 (72.73%) | ||
| Largest | profit trade | 1987.50 | loss trade | -750.00 | |
| Average | profit trade | 727.13 | loss trade | -562.59 | |
| Maximum | consecutive wins (profit in money) | 2 (2155.50) | consecutive losses (loss in money) | 10 (-6045.00) | |
| Maximal | consecutive profit (count of wins) | 2155.50 (2) | consecutive loss (count of losses) | -6045.00 (10) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 11:00 | buy stop | 1 | 3.00 | 1.62096 | 1.61846 | 0.00000 | ||
| 2 | 2010.01.04 11:10 | buy | 1 | 3.00 | 1.62096 | 1.61846 | 0.00000 | ||
| 3 | 2010.01.04 11:45 | s/l | 1 | 3.00 | 1.61846 | 1.61846 | 0.00000 | -750.00 | 9250.00 |
| 4 | 2010.01.04 11:45 | buy stop | 2 | 3.00 | 1.61898 | 1.61648 | 0.00000 | ||
| 5 | 2010.01.04 12:03 | buy | 2 | 3.00 | 1.61898 | 1.61648 | 0.00000 | ||
| 6 | 2010.01.04 13:20 | s/l | 2 | 3.00 | 1.61648 | 1.61648 | 0.00000 | -750.00 | 8500.00 |
| 7 | 2010.01.04 13:20 | buy stop | 3 | 3.00 | 1.61555 | 1.61305 | 0.00000 | ||
| 8 | 2010.01.04 13:22 | buy | 3 | 3.00 | 1.61555 | 1.61305 | 0.00000 | ||
| 9 | 2010.01.04 15:00 | close | 3 | 3.00 | 1.61620 | 1.61305 | 0.00000 | 195.00 | 8695.00 |
| 10 | 2010.01.04 15:00 | sell stop | 4 | 3.00 | 1.61575 | 1.61825 | 0.00000 | ||
| 11 | 2010.01.04 15:50 | sell | 4 | 3.00 | 1.61575 | 1.61825 | 0.00000 | ||
| 12 | 2010.01.04 16:02 | s/l | 4 | 3.00 | 1.61825 | 1.61825 | 0.00000 | -750.00 | 7945.00 |
| 13 | 2010.01.04 16:02 | sell stop | 5 | 3.00 | 1.61798 | 1.62048 | 0.00000 | ||
| 14 | 2010.01.04 16:05 | sell | 5 | 3.00 | 1.61798 | 1.62048 | 0.00000 | ||
| 15 | 2010.01.05 01:00 | close | 5 | 3.00 | 1.61133 | 1.62048 | 0.00000 | 1987.50 | 9932.50 |
| 16 | 2010.01.05 11:00 | sell stop | 6 | 3.00 | 1.60441 | 1.60691 | 0.00000 | ||
| 17 | 2010.01.05 11:10 | sell | 6 | 3.00 | 1.60441 | 1.60691 | 0.00000 | ||
| 18 | 2010.01.05 15:00 | close | 6 | 3.00 | 1.60385 | 1.60691 | 0.00000 | 168.00 | 10100.50 |
| 19 | 2010.01.05 15:00 | buy stop | 7 | 3.00 | 1.60430 | 1.60180 | 0.00000 | ||
| 20 | 2010.01.05 15:50 | buy | 7 | 3.00 | 1.60430 | 1.60180 | 0.00000 | ||
| 21 | 2010.01.05 17:20 | s/l | 7 | 3.00 | 1.60180 | 1.60180 | 0.00000 | -750.00 | 9350.50 |
| 22 | 2010.01.06 11:00 | buy stop | 8 | 3.00 | 1.60283 | 1.60033 | 0.00000 | ||
| 23 | 2010.01.06 13:00 | delete | 8 | 3.00 | 1.60283 | 1.60033 | 0.00000 | ||
| 24 | 2010.01.06 13:00 | sell stop | 9 | 3.00 | 1.59771 | 1.60021 | 0.00000 | ||
| 25 | 2010.01.06 13:20 | sell | 9 | 3.00 | 1.59771 | 1.60021 | 0.00000 | ||
| 26 | 2010.01.06 17:00 | close | 9 | 3.00 | 1.59995 | 1.60021 | 0.00000 | -672.00 | 8678.50 |
| 27 | 2010.01.07 11:00 | sell stop | 10 | 3.00 | 1.59287 | 1.59537 | 0.00000 | ||
| 28 | 2010.01.07 11:15 | sell | 10 | 3.00 | 1.59287 | 1.59537 | 0.00000 | ||
| 29 | 2010.01.07 15:20 | s/l | 10 | 3.00 | 1.59537 | 1.59537 | 0.00000 | -750.00 | 7928.50 |
| 30 | 2010.01.07 15:20 | sell stop | 11 | 3.00 | 1.59501 | 1.59751 | 0.00000 | ||
| 31 | 2010.01.07 15:22 | sell | 11 | 3.00 | 1.59501 | 1.59751 | 0.00000 | ||
| 32 | 2010.01.07 16:00 | close | 11 | 3.00 | 1.59210 | 1.59751 | 0.00000 | 873.00 | 8801.50 |
| 33 | 2010.01.07 16:00 | buy stop | 12 | 3.00 | 1.59255 | 1.59005 | 0.00000 | ||
| 34 | 2010.01.07 16:15 | buy | 12 | 3.00 | 1.59255 | 1.59005 | 0.00000 | ||
| 35 | 2010.01.07 23:00 | close | 12 | 3.00 | 1.59292 | 1.59005 | 0.00000 | 111.00 | 8912.50 |
| 36 | 2010.01.08 11:00 | buy stop | 13 | 3.00 | 1.60365 | 1.60115 | 0.00000 | ||
| 37 | 2010.01.08 14:00 | delete | 13 | 3.00 | 1.60365 | 1.60115 | 0.00000 | ||
| 38 | 2010.01.08 14:00 | sell stop | 14 | 3.00 | 1.59742 | 1.59992 | 0.00000 | ||
| 39 | 2010.01.08 14:02 | sell | 14 | 3.00 | 1.59742 | 1.59992 | 0.00000 | ||
| 40 | 2010.01.08 14:15 | s/l | 14 | 3.00 | 1.59992 | 1.59992 | 0.00000 | -750.00 | 8162.50 |
| 41 | 2010.01.08 14:15 | sell stop | 15 | 3.00 | 1.59935 | 1.60185 | 0.00000 | ||
| 42 | 2010.01.08 15:00 | delete | 15 | 3.00 | 1.59935 | 1.60185 | 0.00000 | ||
| 43 | 2010.01.08 15:00 | buy stop | 16 | 3.00 | 1.60965 | 1.60715 | 0.00000 | ||
| 44 | 2010.01.08 15:07 | buy | 16 | 3.00 | 1.60965 | 1.60715 | 0.00000 | ||
| 45 | 2010.01.08 15:20 | s/l | 16 | 3.00 | 1.60715 | 1.60715 | 0.00000 | -750.00 | 7412.50 |
| 46 | 2010.01.08 15:20 | buy stop | 17 | 3.00 | 1.60650 | 1.60400 | 0.00000 | ||
| 47 | 2010.01.08 15:22 | buy | 17 | 3.00 | 1.60650 | 1.60400 | 0.00000 | ||
| 48 | 2010.01.08 15:45 | s/l | 17 | 3.00 | 1.60400 | 1.60400 | 0.00000 | -750.00 | 6662.50 |
| 49 | 2010.01.08 15:45 | buy stop | 18 | 3.00 | 1.60369 | 1.60119 | 0.00000 | ||
| 50 | 2010.01.08 15:47 | buy | 18 | 3.00 | 1.60369 | 1.60119 | 0.00000 | ||
| 51 | 2010.01.08 15:50 | s/l | 18 | 3.00 | 1.60119 | 1.60119 | 0.00000 | -750.00 | 5912.50 |
| 52 | 2010.01.08 15:50 | buy stop | 19 | 3.00 | 1.60162 | 1.59912 | 0.00000 | ||
| 53 | 2010.01.08 15:52 | buy | 19 | 3.00 | 1.60162 | 1.59912 | 0.00000 | ||
| 54 | 2010.01.08 16:20 | s/l | 19 | 3.00 | 1.59912 | 1.59912 | 0.00000 | -750.00 | 5162.50 |
| 55 | 2010.01.08 16:20 | buy stop | 20 | 3.00 | 1.59819 | 1.59569 | 0.00000 | ||
| 56 | 2010.01.08 16:22 | buy | 20 | 3.00 | 1.59819 | 1.59569 | 0.00000 | ||
| 57 | 2010.01.08 16:50 | s/l | 20 | 3.00 | 1.59569 | 1.59569 | 0.00000 | -750.00 | 4412.50 |
| 58 | 2010.01.08 16:50 | buy stop | 21 | 3.00 | 1.59614 | 1.59364 | 0.00000 | ||
| 59 | 2010.01.08 16:52 | buy | 21 | 3.00 | 1.59614 | 1.59364 | 0.00000 | ||
| 60 | 2010.01.08 17:00 | close | 21 | 3.00 | 1.59612 | 1.59364 | 0.00000 | -6.00 | 4406.50 |
| 61 | 2010.01.11 11:00 | buy stop | 22 | 3.00 | 1.61520 | 1.61270 | 0.00000 | ||
| 62 | 2010.01.11 11:10 | buy | 22 | 3.00 | 1.61520 | 1.61270 | 0.00000 | ||
| 63 | 2010.01.11 15:20 | s/l | 22 | 3.00 | 1.61270 | 1.61270 | 0.00000 | -750.00 | 3656.50 |
| 64 | 2010.01.11 15:20 | buy stop | 23 | 3.00 | 1.61274 | 1.61024 | 0.00000 | ||
| 65 | 2010.01.11 15:22 | buy | 23 | 3.00 | 1.61274 | 1.61024 | 0.00000 | ||
| 66 | 2010.01.11 16:00 | close | 23 | 3.00 | 1.61261 | 1.61024 | 0.00000 | -39.00 | 3617.50 |
| 67 | 2010.01.11 16:00 | sell stop | 24 | 3.00 | 1.61216 | 1.61466 | 0.00000 | ||
| 68 | 2010.01.11 16:02 | sell | 24 | 3.00 | 1.61216 | 1.61466 | 0.00000 | ||
| 69 | 2010.01.11 16:40 | s/l | 24 | 3.00 | 1.61466 | 1.61466 | 0.00000 | -750.00 | 2867.50 |
| 70 | 2010.01.11 16:40 | sell stop | 25 | 3.00 | 1.61472 | 1.61722 | 0.00000 | ||
| 71 | 2010.01.11 17:50 | sell | 25 | 3.00 | 1.61472 | 1.61722 | 0.00000 | ||
| 72 | 2010.01.11 18:00 | close | 25 | 3.00 | 1.61445 | 1.61722 | 0.00000 | 81.00 | 2948.50 |
| 73 | 2010.01.12 11:00 | buy stop | 26 | 3.00 | 1.61411 | 1.61161 | 0.00000 | ||
| 74 | 2010.01.12 11:10 | buy | 26 | 3.00 | 1.61411 | 1.61161 | 0.00000 | ||
| 75 | 2010.01.12 12:20 | s/l | 26 | 3.00 | 1.61161 | 1.61161 | 0.00000 | -750.00 | 2198.50 |
| 76 | 2010.01.12 12:20 | buy stop | 27 | 3.00 | 1.61167 | 1.60917 | 0.00000 | ||
| 77 | 2010.01.12 12:22 | buy | 27 | 3.00 | 1.61167 | 1.60917 | 0.00000 | ||
| 78 | 2010.01.12 16:00 | close | 27 | 3.00 | 1.61549 | 1.60917 | 0.00000 | 1146.00 | 3344.50 |
| 79 | 2010.01.12 16:00 | sell stop | 28 | 3.00 | 1.61504 | 1.61754 | 0.00000 | ||
| 80 | 2010.01.12 16:02 | sell | 28 | 3.00 | 1.61504 | 1.61754 | 0.00000 | ||
| 81 | 2010.01.12 16:40 | s/l | 28 | 3.00 | 1.61754 | 1.61754 | 0.00000 | -750.00 | 2594.50 |
| 82 | 2010.01.12 16:40 | sell stop | 29 | 3.00 | 1.61717 | 1.61967 | 0.00000 | ||
| 83 | 2010.01.12 17:00 | delete | 29 | 3.00 | 1.61717 | 1.61967 | 0.00000 | ||
| 84 | 2010.01.13 11:00 | buy stop | 30 | 3.00 | 1.62460 | 1.62210 | 0.00000 | ||
| 85 | 2010.01.13 11:20 | buy | 30 | 3.00 | 1.62460 | 1.62210 | 0.00000 | ||
| 86 | 2010.01.13 17:00 | close | 30 | 3.00 | 1.62642 | 1.62210 | 0.00000 | 546.00 | 3140.50 |
| 87 | 2010.01.14 11:00 | buy stop | 31 | 3.00 | 1.62870 | 1.62620 | 0.00000 | ||
| 88 | 2010.01.14 11:02 | buy | 31 | 3.00 | 1.62870 | 1.62620 | 0.00000 | ||
| 89 | 2010.01.14 12:00 | close | 31 | 3.00 | 1.62792 | 1.62620 | 0.00000 | -234.00 | 2906.50 |
| 90 | 2010.01.14 12:00 | sell stop | 32 | 3.00 | 1.62747 | 1.62997 | 0.00000 | ||
| 91 | 2010.01.14 12:15 | sell | 32 | 3.00 | 1.62747 | 1.62997 | 0.00000 | ||
| 92 | 2010.01.14 14:45 | s/l | 32 | 3.00 | 1.62997 | 1.62997 | 0.00000 | -750.00 | 2156.50 |
| 93 | 2010.01.14 14:45 | sell stop | 33 | 3.00 | 1.63056 | 1.63306 | 0.00000 | ||
| 94 | 2010.01.14 14:47 | sell | 33 | 3.00 | 1.63056 | 1.63306 | 0.00000 | ||
| 95 | 2010.01.14 15:00 | close | 33 | 3.00 | 1.63125 | 1.63306 | 0.00000 | -207.00 | 1949.50 |
| 96 | 2010.01.14 15:00 | buy stop | 34 | 3.00 | 1.63170 | 1.62920 | 0.00000 | ||
| 97 | 2010.01.14 15:02 | buy | 34 | 3.00 | 1.63170 | 1.62920 | 0.00000 | ||
| 98 | 2010.01.14 15:20 | s/l | 34 | 3.00 | 1.62920 | 1.62920 | 0.00000 | -750.00 | 1199.50 |
| 99 | 2010.01.14 15:20 | buy stop | 35 | 3.00 | 1.62914 | 1.62664 | 0.00000 | ||
| 100 | 2010.01.14 15:22 | buy | 35 | 3.00 | 1.62914 | 1.62664 | 0.00000 | ||
| 101 | 2010.01.14 23:00 | close | 35 | 3.00 | 1.63328 | 1.62664 | 0.00000 | 1242.00 | 2441.50 |
| 102 | 2010.01.15 11:00 | sell stop | 36 | 3.00 | 1.63009 | 1.63259 | 0.00000 | ||
| 103 | 2010.01.15 11:05 | sell | 36 | 3.00 | 1.63009 | 1.63259 | 0.00000 | ||
| 104 | 2010.01.15 15:00 | close | 36 | 3.00 | 1.62907 | 1.63259 | 0.00000 | 306.00 | 2747.50 |
| 105 | 2010.01.15 15:00 | buy stop | 37 | 3.00 | 1.62952 | 1.62702 | 0.00000 | ||
| 106 | 2010.01.15 15:10 | buy | 37 | 3.00 | 1.62952 | 1.62702 | 0.00000 | ||
| 107 | 2010.01.15 16:00 | close | 37 | 3.00 | 1.62920 | 1.62702 | 0.00000 | -96.00 | 2651.50 |
| 108 | 2010.01.15 16:00 | sell stop | 38 | 3.00 | 1.62875 | 1.63125 | 0.00000 | ||
| 109 | 2010.01.15 16:10 | sell | 38 | 3.00 | 1.62875 | 1.63125 | 0.00000 | ||
| 110 | 2010.01.15 21:00 | close | 38 | 3.00 | 1.62598 | 1.63125 | 0.00000 | 831.00 | 3482.50 |
| 111 | 2010.01.18 11:00 | buy stop | 39 | 3.00 | 1.63470 | 1.63220 | 0.00000 | ||
| 112 | 2010.01.18 11:05 | buy | 39 | 3.00 | 1.63470 | 1.63220 | 0.00000 | ||
| 113 | 2010.01.18 14:00 | close | 39 | 3.00 | 1.63351 | 1.63220 | 0.00000 | -357.00 | 3125.50 |
| 114 | 2010.01.18 14:00 | sell stop | 40 | 3.00 | 1.63306 | 1.63556 | 0.00000 | ||
| 115 | 2010.01.18 14:15 | sell | 40 | 3.00 | 1.63306 | 1.63556 | 0.00000 | ||
| 116 | 2010.01.18 17:00 | close | 40 | 3.00 | 1.63372 | 1.63556 | 0.00000 | -198.00 | 2927.50 |
| 117 | 2010.01.19 11:00 | sell stop | 41 | 3.00 | 1.64103 | 1.64353 | 0.00000 | ||
| 118 | 2010.01.19 11:15 | sell | 41 | 3.00 | 1.64103 | 1.64353 | 0.00000 | ||
| 119 | 2010.01.19 16:00 | close | 41 | 3.00 | 1.63690 | 1.64353 | 0.00000 | 1239.00 | 4166.50 |
| 120 | 2010.01.19 16:00 | buy stop | 42 | 3.00 | 1.63735 | 1.63485 | 0.00000 | ||
| 121 | 2010.01.19 16:02 | buy | 42 | 3.00 | 1.63735 | 1.63485 | 0.00000 | ||
| 122 | 2010.01.19 17:20 | s/l | 42 | 3.00 | 1.63485 | 1.63485 | 0.00000 | -750.00 | 3416.50 |
| 123 | 2010.01.20 11:00 | sell stop | 43 | 3.00 | 1.62956 | 1.63206 | 0.00000 | ||
| 124 | 2010.01.20 11:10 | sell | 43 | 3.00 | 1.62956 | 1.63206 | 0.00000 | ||
| 125 | 2010.01.20 16:00 | close | 43 | 3.00 | 1.62968 | 1.63206 | 0.00000 | -36.00 | 3380.50 |
| 126 | 2010.01.20 16:00 | buy stop | 44 | 3.00 | 1.63013 | 1.62763 | 0.00000 | ||
| 127 | 2010.01.20 16:15 | buy | 44 | 3.00 | 1.63013 | 1.62763 | 0.00000 | ||
| 128 | 2010.01.20 16:40 | s/l | 44 | 3.00 | 1.62763 | 1.62763 | 0.00000 | -750.00 | 2630.50 |
| 129 | 2010.01.20 16:40 | buy stop | 45 | 3.00 | 1.62810 | 1.62560 | 0.00000 | ||
| 130 | 2010.01.20 17:10 | buy | 45 | 3.00 | 1.62810 | 1.62560 | 0.00000 | ||
| 131 | 2010.01.20 20:00 | close | 45 | 3.00 | 1.62793 | 1.62560 | 0.00000 | -51.00 | 2579.50 |
| 132 | 2010.01.21 11:00 | sell stop | 46 | 3.00 | 1.61448 | 1.61698 | 0.00000 | ||
| 133 | 2010.01.21 11:50 | sell | 46 | 3.00 | 1.61448 | 1.61698 | 0.00000 | ||
| 134 | 2010.01.21 13:15 | s/l | 46 | 3.00 | 1.61698 | 1.61698 | 0.00000 | -750.00 | 1829.50 |
| 135 | 2010.01.21 13:15 | sell stop | 47 | 3.00 | 1.61644 | 1.61894 | 0.00000 | ||
| 136 | 2010.01.21 13:27 | sell | 47 | 3.00 | 1.61644 | 1.61894 | 0.00000 | ||
| 137 | 2010.01.21 14:00 | close | 47 | 3.00 | 1.61763 | 1.61894 | 0.00000 | -357.00 | 1472.50 |
| 138 | 2010.01.21 14:00 | buy stop | 48 | 3.00 | 1.61808 | 1.61558 | 0.00000 | ||
| 139 | 2010.01.21 14:02 | buy | 48 | 3.00 | 1.61808 | 1.61558 | 0.00000 | ||
| 140 | 2010.01.21 17:15 | s/l | 48 | 3.00 | 1.61558 | 1.61558 | 0.00000 | -750.00 | 722.50 |