Strategy Tester Report
Test EA Mouteki Bens mod1
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 | AlertsOn=false; MultiPositions=false; ProfitToMoveSL=40; PositiveSL=10; SL_Offset=0; TP_Offset=0; Comments=true; TrendLine=true; TrendLineStyle=0; TrendLineWidth=1; UpperTrendLineColour=LimeGreen; LowerTrendLineColour=Red; ProjectionLines=true; ProjectionLinesStyle=2; ProjectionLinesWidth=1; UpperProjectionLineColour=LimeGreen; LowerProjectionLineColour=Red; HorizontLine=true; Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1594.78 | Gross profit | 1463.17 | Gross loss | -3057.95 |
| Profit factor | 0.48 | Expected payoff | -33.22 | ||
| Absolute drawdown | 1601.98 | Maximal drawdown | 1763.78 (17.36%) | Relative drawdown | 17.36% (1763.78) |
| Total trades | 48 | Short positions (won %) | 29 (41.38%) | Long positions (won %) | 19 (52.63%) |
| Profit trades (% of total) | 22 (45.83%) | Loss trades (% of total) | 26 (54.17%) | ||
| Largest | profit trade | 411.30 | loss trade | -277.60 | |
| Average | profit trade | 66.51 | loss trade | -117.61 | |
| Maximum | consecutive wins (profit in money) | 4 (403.66) | consecutive losses (loss in money) | 8 (-727.41) | |
| Maximal | consecutive profit (count of wins) | 411.30 (1) | consecutive loss (count of losses) | -727.41 (8) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:00 | sell | 1 | 0.20 | 1.61221 | 1.61665 | 1.59979 | ||
| 2 | 2010.01.04 04:00 | modify | 1 | 0.20 | 1.61221 | 1.61211 | 1.59979 | ||
| 3 | 2010.01.04 09:15 | s/l | 1 | 0.20 | 1.61211 | 1.61211 | 1.59979 | 2.00 | 10002.00 |
| 4 | 2010.01.04 16:00 | sell | 2 | 0.20 | 1.61637 | 1.62081 | 1.60395 | ||
| 5 | 2010.01.04 20:00 | modify | 2 | 0.20 | 1.61637 | 1.61627 | 1.60395 | ||
| 6 | 2010.01.05 00:00 | modify | 2 | 0.20 | 1.61637 | 1.61324 | 1.59638 | ||
| 7 | 2010.01.05 01:20 | s/l | 2 | 0.20 | 1.61324 | 1.61324 | 1.59638 | 62.10 | 10064.10 |
| 8 | 2010.01.05 08:00 | buy | 3 | 0.20 | 1.61520 | 1.60132 | 1.65531 | ||
| 9 | 2010.01.05 11:45 | s/l | 3 | 0.20 | 1.60132 | 1.60132 | 1.65531 | -277.60 | 9786.50 |
| 10 | 2010.01.05 12:00 | sell | 4 | 0.20 | 1.59996 | 1.60440 | 1.58754 | ||
| 11 | 2010.01.05 13:45 | s/l | 4 | 0.20 | 1.60440 | 1.60440 | 1.58754 | -88.80 | 9697.70 |
| 12 | 2010.01.05 16:00 | buy | 5 | 0.10 | 1.60466 | 1.59078 | 1.64477 | ||
| 13 | 2010.01.05 20:00 | sell | 6 | 0.10 | 1.59750 | 1.60194 | 1.58508 | ||
| 14 | 2010.01.06 08:45 | s/l | 6 | 0.10 | 1.60194 | 1.60194 | 1.58508 | -44.65 | 9653.05 |
| 15 | 2010.01.06 16:00 | sell | 7 | 0.10 | 1.59468 | 1.59912 | 1.58226 | ||
| 16 | 2010.01.06 16:20 | s/l | 7 | 0.10 | 1.59912 | 1.59912 | 1.58226 | -44.40 | 9608.65 |
| 17 | 2010.01.07 00:00 | sell | 8 | 0.10 | 1.60055 | 1.60499 | 1.58813 | ||
| 18 | 2010.01.07 01:20 | s/l | 8 | 0.10 | 1.60499 | 1.60499 | 1.58813 | -44.40 | 9564.25 |
| 19 | 2010.01.07 11:50 | s/l | 5 | 0.10 | 1.59078 | 1.59078 | 1.64477 | -138.76 | 9425.49 |
| 20 | 2010.01.07 20:00 | buy | 9 | 0.10 | 1.59308 | 1.57920 | 1.63319 | ||
| 21 | 2010.01.08 04:00 | sell | 10 | 0.10 | 1.59200 | 1.59644 | 1.57958 | ||
| 22 | 2010.01.08 08:45 | s/l | 10 | 0.10 | 1.59644 | 1.59644 | 1.57958 | -44.40 | 9381.09 |
| 23 | 2010.01.08 12:00 | modify | 9 | 0.10 | 1.59308 | 1.59318 | 1.63319 | ||
| 24 | 2010.01.11 00:00 | modify | 9 | 0.10 | 1.59308 | 1.59215 | 1.64614 | ||
| 25 | 2010.01.11 04:00 | modify | 9 | 0.10 | 1.59308 | 1.59318 | 1.64614 | ||
| 26 | 2010.01.11 12:00 | modify | 9 | 0.10 | 1.59308 | 1.60289 | 1.65688 | ||
| 27 | 2010.01.11 16:00 | sell | 11 | 0.10 | 1.61261 | 1.61705 | 1.60019 | ||
| 28 | 2010.01.11 16:50 | s/l | 11 | 0.10 | 1.61705 | 1.61705 | 1.60019 | -44.40 | 9336.69 |
| 29 | 2010.01.11 20:00 | sell | 12 | 0.10 | 1.61146 | 1.61590 | 1.59904 | ||
| 30 | 2010.01.12 04:00 | modify | 12 | 0.10 | 1.61146 | 1.61136 | 1.59904 | ||
| 31 | 2010.01.12 07:16 | s/l | 12 | 0.10 | 1.61136 | 1.61136 | 1.59904 | 0.75 | 9337.44 |
| 32 | 2010.01.12 12:00 | modify | 9 | 0.10 | 1.59308 | 1.60092 | 1.65491 | ||
| 33 | 2010.01.14 20:00 | modify | 9 | 0.10 | 1.59308 | 1.62011 | 1.67410 | ||
| 34 | 2010.01.15 12:00 | sell | 13 | 0.20 | 1.62857 | 1.63301 | 1.61615 | ||
| 35 | 2010.01.15 20:00 | modify | 13 | 0.20 | 1.62857 | 1.62847 | 1.61615 | ||
| 36 | 2010.01.18 00:45 | s/l | 13 | 0.20 | 1.62847 | 1.62847 | 1.61615 | 1.50 | 9338.94 |
| 37 | 2010.01.19 08:00 | modify | 9 | 0.10 | 1.59308 | 1.62838 | 1.68237 | ||
| 38 | 2010.01.20 04:00 | sell | 14 | 0.20 | 1.63223 | 1.63667 | 1.61981 | ||
| 39 | 2010.01.20 06:50 | s/l | 9 | 0.10 | 1.62838 | 1.62838 | 1.68237 | 353.11 | 9692.05 |
| 40 | 2010.01.20 12:00 | modify | 14 | 0.20 | 1.63223 | 1.63213 | 1.61981 | ||
| 41 | 2010.01.21 00:00 | buy | 15 | 0.20 | 1.62971 | 1.61583 | 1.66982 | ||
| 42 | 2010.01.21 04:00 | modify | 14 | 0.20 | 1.63223 | 1.62974 | 1.61288 | ||
| 43 | 2010.01.21 07:50 | s/l | 14 | 0.20 | 1.62974 | 1.62974 | 1.61288 | 48.30 | 9740.35 |
| 44 | 2010.01.21 10:50 | s/l | 15 | 0.20 | 1.61583 | 1.61583 | 1.66982 | -277.60 | 9462.75 |
| 45 | 2010.01.21 20:00 | buy | 16 | 0.20 | 1.62240 | 1.60852 | 1.66251 | ||
| 46 | 2010.01.22 08:00 | modify | 16 | 0.20 | 1.62240 | 1.60856 | 1.66255 | ||
| 47 | 2010.01.22 12:00 | modify | 16 | 0.20 | 1.62240 | 1.62250 | 1.66255 | ||
| 48 | 2010.01.22 12:15 | s/l | 16 | 0.20 | 1.62250 | 1.62250 | 1.66255 | 2.02 | 9464.77 |
| 49 | 2010.01.25 08:00 | buy | 17 | 0.20 | 1.61323 | 1.59935 | 1.65334 | ||
| 50 | 2010.01.25 12:00 | modify | 17 | 0.20 | 1.61323 | 1.61333 | 1.65334 | ||
| 51 | 2010.01.25 13:02 | s/l | 17 | 0.20 | 1.61333 | 1.61333 | 1.65334 | 2.00 | 9466.77 |
| 52 | 2010.01.25 16:00 | buy | 18 | 0.20 | 1.61853 | 1.60465 | 1.65864 | ||
| 53 | 2010.01.25 20:00 | modify | 18 | 0.20 | 1.61853 | 1.61863 | 1.65864 | ||
| 54 | 2010.01.26 10:33 | s/l | 18 | 0.20 | 1.61863 | 1.61863 | 1.65864 | 2.02 | 9468.79 |
| 55 | 2010.01.26 12:00 | sell | 19 | 0.20 | 1.61196 | 1.61640 | 1.59954 | ||
| 56 | 2010.01.26 16:20 | s/l | 19 | 0.20 | 1.61640 | 1.61640 | 1.59954 | -88.80 | 9379.99 |
| 57 | 2010.01.26 20:00 | buy | 20 | 0.20 | 1.61569 | 1.60181 | 1.65580 | ||
| 58 | 2010.01.27 12:00 | modify | 20 | 0.20 | 1.61569 | 1.61579 | 1.65580 | ||
| 59 | 2010.01.27 12:00 | modify | 20 | 0.20 | 1.61569 | 1.60713 | 1.66112 | ||
| 60 | 2010.01.27 16:00 | modify | 20 | 0.20 | 1.61569 | 1.61579 | 1.66112 | ||
| 61 | 2010.01.27 20:20 | s/l | 20 | 0.20 | 1.61579 | 1.61579 | 1.66112 | 2.02 | 9382.01 |
| 62 | 2010.01.29 08:00 | buy | 21 | 0.20 | 1.61512 | 1.60124 | 1.65523 | ||
| 63 | 2010.01.29 16:00 | sell | 22 | 0.20 | 1.60467 | 1.60911 | 1.59225 | ||
| 64 | 2010.01.29 17:20 | s/l | 21 | 0.20 | 1.60124 | 1.60124 | 1.65523 | -277.60 | 9104.41 |
| 65 | 2010.01.29 20:00 | modify | 22 | 0.20 | 1.60467 | 1.60457 | 1.59225 | ||
| 66 | 2010.02.01 08:00 | buy | 23 | 0.20 | 1.59562 | 1.58174 | 1.63573 | ||
| 67 | 2010.02.01 09:45 | t/p | 22 | 0.20 | 1.59225 | 1.60457 | 1.59225 | 247.90 | 9352.31 |
| 68 | 2010.02.01 20:00 | modify | 23 | 0.20 | 1.59562 | 1.58012 | 1.63411 | ||
| 69 | 2010.02.02 00:00 | modify | 23 | 0.20 | 1.59562 | 1.59572 | 1.63411 | ||
| 70 | 2010.02.02 00:15 | s/l | 23 | 0.20 | 1.59572 | 1.59572 | 1.63411 | 2.02 | 9354.33 |
| 71 | 2010.02.02 04:00 | sell | 24 | 0.20 | 1.59535 | 1.59979 | 1.58293 | ||
| 72 | 2010.02.02 12:00 | modify | 24 | 0.20 | 1.59535 | 1.59525 | 1.58293 | ||
| 73 | 2010.02.02 14:20 | s/l | 24 | 0.20 | 1.59525 | 1.59525 | 1.58293 | 2.00 | 9356.33 |
| 74 | 2010.02.03 04:00 | sell | 25 | 0.20 | 1.59808 | 1.60252 | 1.58566 | ||
| 75 | 2010.02.03 07:15 | s/l | 25 | 0.20 | 1.60252 | 1.60252 | 1.58566 | -88.80 | 9267.53 |
| 76 | 2010.02.03 08:00 | buy | 26 | 0.20 | 1.60273 | 1.58885 | 1.64284 | ||
| 77 | 2010.02.03 16:00 | sell | 27 | 0.20 | 1.59625 | 1.60069 | 1.58383 | ||
| 78 | 2010.02.03 20:00 | modify | 27 | 0.20 | 1.59625 | 1.59615 | 1.58383 | ||
| 79 | 2010.02.03 20:20 | s/l | 26 | 0.20 | 1.58885 | 1.58885 | 1.64284 | -277.60 | 8989.93 |
| 80 | 2010.02.04 04:00 | buy | 28 | 0.10 | 1.59114 | 1.57726 | 1.63125 | ||
| 81 | 2010.02.04 08:00 | modify | 27 | 0.20 | 1.59625 | 1.59247 | 1.57561 | ||
| 82 | 2010.02.04 16:20 | s/l | 28 | 0.10 | 1.57726 | 1.57726 | 1.63125 | -138.80 | 8851.13 |
| 83 | 2010.02.04 17:45 | t/p | 27 | 0.20 | 1.57561 | 1.59247 | 1.57561 | 411.30 | 9262.43 |
| 84 | 2010.02.08 08:00 | sell | 29 | 0.20 | 1.55453 | 1.55897 | 1.54211 | ||
| 85 | 2010.02.08 09:15 | s/l | 29 | 0.20 | 1.55897 | 1.55897 | 1.54211 | -88.80 | 9173.63 |
| 86 | 2010.02.09 08:00 | buy | 30 | 0.20 | 1.56415 | 1.55027 | 1.60426 | ||
| 87 | 2010.02.09 12:00 | sell | 31 | 0.20 | 1.55748 | 1.56192 | 1.54506 | ||
| 88 | 2010.02.09 13:45 | s/l | 31 | 0.20 | 1.56192 | 1.56192 | 1.54506 | -88.80 | 9084.83 |
| 89 | 2010.02.09 20:00 | modify | 30 | 0.20 | 1.56415 | 1.56425 | 1.60426 | ||
| 90 | 2010.02.09 20:00 | modify | 30 | 0.20 | 1.56415 | 1.55597 | 1.60996 | ||
| 91 | 2010.02.10 00:00 | modify | 30 | 0.20 | 1.56415 | 1.56425 | 1.60996 | ||
| 92 | 2010.02.10 12:00 | modify | 30 | 0.20 | 1.56415 | 1.55484 | 1.60883 | ||
| 93 | 2010.02.11 20:00 | modify | 30 | 0.20 | 1.56415 | 1.56425 | 1.60883 | ||
| 94 | 2010.02.11 20:00 | modify | 30 | 0.20 | 1.56415 | 1.55468 | 1.60867 | ||
| 95 | 2010.02.12 00:00 | modify | 30 | 0.20 | 1.56415 | 1.56425 | 1.60867 | ||
| 96 | 2010.02.12 08:00 | modify | 30 | 0.20 | 1.56415 | 1.55645 | 1.61044 | ||
| 97 | 2010.02.12 12:00 | sell | 32 | 0.10 | 1.56142 | 1.56586 | 1.54900 | ||
| 98 | 2010.02.12 16:02 | s/l | 32 | 0.10 | 1.56586 | 1.56586 | 1.54900 | -44.40 | 9040.43 |
| 99 | 2010.02.12 20:00 | modify | 30 | 0.20 | 1.56415 | 1.56425 | 1.61044 | ||
| 100 | 2010.02.15 00:00 | modify | 30 | 0.20 | 1.56415 | 1.55303 | 1.60702 | ||
| 101 | 2010.02.15 04:00 | modify | 30 | 0.20 | 1.56415 | 1.56425 | 1.60702 | ||
| 102 | 2010.02.15 04:00 | sell | 33 | 0.10 | 1.56660 | 1.57104 | 1.55418 | ||
| 103 | 2010.02.15 06:02 | s/l | 30 | 0.20 | 1.56425 | 1.56425 | 1.60702 | 2.12 | 9042.55 |
| 104 | 2010.02.15 08:00 | modify | 33 | 0.10 | 1.56660 | 1.56650 | 1.55418 | ||
| 105 | 2010.02.15 08:50 | s/l | 33 | 0.10 | 1.56650 | 1.56650 | 1.55418 | 1.00 | 9043.55 |
| 106 | 2010.02.15 20:00 | sell | 34 | 0.20 | 1.56658 | 1.57102 | 1.55416 | ||
| 107 | 2010.02.16 06:20 | s/l | 34 | 0.20 | 1.57102 | 1.57102 | 1.55416 | -89.30 | 8954.25 |
| 108 | 2010.02.16 16:00 | sell | 35 | 0.20 | 1.56412 | 1.56856 | 1.55170 | ||
| 109 | 2010.02.16 16:45 | s/l | 35 | 0.20 | 1.56856 | 1.56856 | 1.55170 | -88.80 | 8865.45 |
| 110 | 2010.02.16 20:00 | buy | 36 | 0.10 | 1.57918 | 1.56530 | 1.61929 | ||
| 111 | 2010.02.18 01:50 | s/l | 36 | 0.10 | 1.56530 | 1.56530 | 1.61929 | -138.76 | 8726.69 |
| 112 | 2010.02.18 04:00 | sell | 37 | 0.10 | 1.56499 | 1.56943 | 1.55257 | ||
| 113 | 2010.02.18 12:00 | modify | 37 | 0.10 | 1.56499 | 1.56489 | 1.55257 | ||
| 114 | 2010.02.18 15:45 | s/l | 37 | 0.10 | 1.56489 | 1.56489 | 1.55257 | 1.00 | 8727.69 |
| 115 | 2010.02.19 00:00 | sell | 38 | 0.20 | 1.54788 | 1.55232 | 1.53546 | ||
| 116 | 2010.02.19 04:00 | modify | 38 | 0.20 | 1.54788 | 1.54778 | 1.53546 | ||
| 117 | 2010.02.19 08:00 | modify | 38 | 0.20 | 1.54788 | 1.54455 | 1.52769 | ||
| 118 | 2010.02.19 17:20 | s/l | 38 | 0.20 | 1.54455 | 1.54455 | 1.52769 | 66.60 | 8794.29 |
| 119 | 2010.02.22 00:00 | buy | 39 | 0.20 | 1.54572 | 1.53184 | 1.58583 | ||
| 120 | 2010.02.22 04:00 | modify | 39 | 0.20 | 1.54572 | 1.54582 | 1.58583 | ||
| 121 | 2010.02.22 07:50 | s/l | 39 | 0.20 | 1.54582 | 1.54582 | 1.58583 | 2.00 | 8796.29 |
| 122 | 2010.02.22 08:00 | sell | 40 | 0.20 | 1.54548 | 1.54992 | 1.53306 | ||
| 123 | 2010.02.22 09:32 | s/l | 40 | 0.20 | 1.54992 | 1.54992 | 1.53306 | -88.80 | 8707.49 |
| 124 | 2010.02.22 12:00 | sell | 41 | 0.20 | 1.54579 | 1.55023 | 1.53337 | ||
| 125 | 2010.02.22 15:32 | s/l | 41 | 0.20 | 1.55023 | 1.55023 | 1.53337 | -88.80 | 8618.69 |
| 126 | 2010.02.22 16:00 | buy | 42 | 0.10 | 1.54879 | 1.53491 | 1.58890 | ||
| 127 | 2010.02.23 00:00 | modify | 42 | 0.10 | 1.54879 | 1.53451 | 1.58850 | ||
| 128 | 2010.02.23 04:00 | modify | 42 | 0.10 | 1.54879 | 1.54889 | 1.58850 | ||
| 129 | 2010.02.23 10:20 | s/l | 42 | 0.10 | 1.54889 | 1.54889 | 1.58850 | 1.01 | 8619.70 |
| 130 | 2010.02.23 12:00 | sell | 43 | 0.20 | 1.54125 | 1.54569 | 1.52883 | ||
| 131 | 2010.02.23 17:15 | s/l | 43 | 0.20 | 1.54569 | 1.54569 | 1.52883 | -88.80 | 8530.90 |
| 132 | 2010.02.24 00:00 | buy | 44 | 0.20 | 1.54374 | 1.52986 | 1.58385 | ||
| 133 | 2010.02.24 04:00 | modify | 44 | 0.20 | 1.54374 | 1.54384 | 1.58385 | ||
| 134 | 2010.02.24 08:45 | s/l | 44 | 0.20 | 1.54384 | 1.54384 | 1.58385 | 2.00 | 8532.90 |
| 135 | 2010.02.25 04:00 | sell | 45 | 0.20 | 1.53563 | 1.54007 | 1.52321 | ||
| 136 | 2010.02.25 08:00 | modify | 45 | 0.20 | 1.53563 | 1.53553 | 1.52321 | ||
| 137 | 2010.02.25 16:00 | buy | 46 | 0.20 | 1.52953 | 1.51565 | 1.56964 | ||
| 138 | 2010.02.25 17:20 | t/p | 45 | 0.20 | 1.52321 | 1.53553 | 1.52321 | 248.40 | 8781.30 |
| 139 | 2010.02.26 08:00 | sell | 47 | 0.20 | 1.52618 | 1.53062 | 1.51376 | ||
| 140 | 2010.02.26 10:20 | s/l | 47 | 0.20 | 1.53062 | 1.53062 | 1.51376 | -88.80 | 8692.50 |
| 141 | 2010.02.26 16:02 | s/l | 46 | 0.20 | 1.51565 | 1.51565 | 1.56964 | -277.58 | 8414.92 |
| 142 | 2010.02.26 20:00 | buy | 48 | 0.10 | 1.52451 | 1.51063 | 1.56462 | ||
| 143 | 2010.02.26 22:56 | close at stop | 48 | 0.10 | 1.52354 | 1.51063 | 1.56462 | -9.70 | 8405.22 |