Strategy Tester Report
50MAcrossv01
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MinutesBetweenOrders=120; MAperiod=50; StopLoss=30; TakeProfit=50; TrailingStop=0; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""MA"; Slippage=5; UseSound=false; NameFileSound=""alert.wav""; Lots=0.1; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -19.00 | Gross profit | 30.00 | Gross loss | -49.00 |
Profit factor | 0.61 | Expected payoff | -0.95 | ||
Absolute drawdown | 34.50 | Maximal drawdown | 38.30 (0.38%) | Relative drawdown | 0.38% (38.30) |
Total trades | 20 | Short positions (won %) | 10 (20.00%) | Long positions (won %) | 10 (40.00%) |
Profit trades (% of total) | 6 (30.00%) | Loss trades (% of total) | 14 (70.00%) | ||
Largest | profit trade | 5.00 | loss trade | -3.50 | |
Average | profit trade | 5.00 | loss trade | -3.50 | |
Maximum | consecutive wins (profit in money) | 4 (20.00) | consecutive losses (loss in money) | 10 (-35.00) | |
Maximal | consecutive profit (count of wins) | 20.00 (4) | consecutive loss (count of losses) | -35.00 (10) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 14:00 | sell | 1 | 0.10 | 1.35069 | 1.35104 | 1.35019 | ||
2 | 2010.03.01 14:03 | s/l | 1 | 0.10 | 1.35104 | 1.35104 | 1.35019 | -3.50 | 9996.50 |
3 | 2010.03.02 17:00 | sell | 2 | 0.10 | 1.35589 | 1.35624 | 1.35539 | ||
4 | 2010.03.02 17:02 | t/p | 2 | 0.10 | 1.35539 | 1.35624 | 1.35539 | 5.00 | 10001.50 |
5 | 2010.03.02 20:00 | buy | 3 | 0.10 | 1.36147 | 1.36112 | 1.36197 | ||
6 | 2010.03.02 20:13 | s/l | 3 | 0.10 | 1.36112 | 1.36112 | 1.36197 | -3.50 | 9998.00 |
7 | 2010.03.04 17:00 | sell | 4 | 0.10 | 1.36061 | 1.36096 | 1.36011 | ||
8 | 2010.03.04 17:02 | s/l | 4 | 0.10 | 1.36096 | 1.36096 | 1.36011 | -3.50 | 9994.50 |
9 | 2010.03.08 02:00 | buy | 5 | 0.10 | 1.36575 | 1.36540 | 1.36625 | ||
10 | 2010.03.08 02:03 | s/l | 5 | 0.10 | 1.36540 | 1.36540 | 1.36625 | -3.50 | 9991.00 |
11 | 2010.03.08 20:00 | buy | 6 | 0.10 | 1.36290 | 1.36255 | 1.36340 | ||
12 | 2010.03.08 20:02 | s/l | 6 | 0.10 | 1.36255 | 1.36255 | 1.36340 | -3.50 | 9987.50 |
13 | 2010.03.09 02:00 | sell | 7 | 0.10 | 1.36222 | 1.36257 | 1.36172 | ||
14 | 2010.03.09 02:02 | s/l | 7 | 0.10 | 1.36257 | 1.36257 | 1.36172 | -3.50 | 9984.00 |
15 | 2010.03.09 07:00 | sell | 8 | 0.10 | 1.36181 | 1.36216 | 1.36131 | ||
16 | 2010.03.09 07:02 | s/l | 8 | 0.10 | 1.36216 | 1.36216 | 1.36131 | -3.50 | 9980.50 |
17 | 2010.03.10 14:00 | buy | 9 | 0.10 | 1.36090 | 1.36055 | 1.36140 | ||
18 | 2010.03.10 14:15 | s/l | 9 | 0.10 | 1.36055 | 1.36055 | 1.36140 | -3.50 | 9977.00 |
19 | 2010.03.15 12:00 | sell | 10 | 0.10 | 1.37042 | 1.37077 | 1.36992 | ||
20 | 2010.03.15 12:05 | s/l | 10 | 0.10 | 1.37077 | 1.37077 | 1.36992 | -3.50 | 9973.50 |
21 | 2010.03.15 14:02 | buy | 11 | 0.10 | 1.37165 | 1.37130 | 1.37215 | ||
22 | 2010.03.15 14:10 | s/l | 11 | 0.10 | 1.37130 | 1.37130 | 1.37215 | -3.50 | 9970.00 |
23 | 2010.03.15 16:05 | sell | 12 | 0.10 | 1.36794 | 1.36829 | 1.36744 | ||
24 | 2010.03.15 16:07 | s/l | 12 | 0.10 | 1.36829 | 1.36829 | 1.36744 | -3.50 | 9966.50 |
25 | 2010.03.16 15:00 | buy | 13 | 0.10 | 1.37172 | 1.37137 | 1.37222 | ||
26 | 2010.03.16 15:10 | t/p | 13 | 0.10 | 1.37222 | 1.37137 | 1.37222 | 5.00 | 9971.50 |
27 | 2010.03.18 02:00 | sell | 14 | 0.10 | 1.37238 | 1.37273 | 1.37188 | ||
28 | 2010.03.18 02:15 | t/p | 14 | 0.10 | 1.37188 | 1.37273 | 1.37188 | 5.00 | 9976.50 |
29 | 2010.03.23 00:00 | buy | 15 | 0.10 | 1.35586 | 1.35551 | 1.35636 | ||
30 | 2010.03.23 00:02 | t/p | 15 | 0.10 | 1.35636 | 1.35551 | 1.35636 | 5.00 | 9981.50 |
31 | 2010.03.23 04:00 | buy | 16 | 0.10 | 1.35535 | 1.35500 | 1.35585 | ||
32 | 2010.03.23 04:15 | t/p | 16 | 0.10 | 1.35585 | 1.35500 | 1.35585 | 5.00 | 9986.50 |
33 | 2010.03.23 08:00 | sell | 17 | 0.10 | 1.35192 | 1.35227 | 1.35142 | ||
34 | 2010.03.23 08:07 | s/l | 17 | 0.10 | 1.35227 | 1.35227 | 1.35142 | -3.50 | 9983.00 |
35 | 2010.03.23 17:00 | buy | 18 | 0.10 | 1.35342 | 1.35307 | 1.35392 | ||
36 | 2010.03.23 17:02 | t/p | 18 | 0.10 | 1.35392 | 1.35307 | 1.35392 | 5.00 | 9988.00 |
37 | 2010.03.23 19:02 | sell | 19 | 0.10 | 1.34950 | 1.34985 | 1.34900 | ||
38 | 2010.03.23 19:10 | s/l | 19 | 0.10 | 1.34985 | 1.34985 | 1.34900 | -3.50 | 9984.50 |
39 | 2010.03.26 10:00 | buy | 20 | 0.10 | 1.33714 | 1.33679 | 1.33764 | ||
40 | 2010.03.26 10:02 | s/l | 20 | 0.10 | 1.33679 | 1.33679 | 1.33764 | -3.50 | 9981.00 |