Strategy Tester Report
chm - 15 min intraday
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 | Lots=1; TP_b=26; StopLoss_b=30; TP_s=22; StopLoss_s=16; cur_per=1; waittime=1000; trade_sides=1; start_hour=13; end_hour=17; slippage=0; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -332.00 | Gross profit | 208.00 | Gross loss | -540.00 |
Profit factor | 0.39 | Expected payoff | -12.77 | ||
Absolute drawdown | 332.00 | Maximal drawdown | 377.00 (3.75%) | Relative drawdown | 3.75% (377.00) |
Total trades | 26 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 26 (30.77%) |
Profit trades (% of total) | 8 (30.77%) | Loss trades (% of total) | 18 (69.23%) | ||
Largest | profit trade | 26.00 | loss trade | -30.00 | |
Average | profit trade | 26.00 | loss trade | -30.00 | |
Maximum | consecutive wins (profit in money) | 3 (78.00) | consecutive losses (loss in money) | 6 (-180.00) | |
Maximal | consecutive profit (count of wins) | 78.00 (3) | consecutive loss (count of losses) | -180.00 (6) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.02 13:00 | buy | 1 | 1.00 | 1.35386 | 1.35356 | 1.35412 | ||
2 | 2010.03.02 13:05 | t/p | 1 | 1.00 | 1.35412 | 1.35356 | 1.35412 | 26.00 | 10026.00 |
3 | 2010.03.02 13:22 | buy | 2 | 1.00 | 1.35614 | 1.35584 | 1.35640 | ||
4 | 2010.03.02 13:27 | s/l | 2 | 1.00 | 1.35584 | 1.35584 | 1.35640 | -30.00 | 9996.00 |
5 | 2010.03.02 13:45 | buy | 3 | 1.00 | 1.35614 | 1.35584 | 1.35640 | ||
6 | 2010.03.02 13:50 | s/l | 3 | 1.00 | 1.35584 | 1.35584 | 1.35640 | -30.00 | 9966.00 |
7 | 2010.03.10 13:00 | buy | 4 | 1.00 | 1.36156 | 1.36126 | 1.36182 | ||
8 | 2010.03.10 13:02 | s/l | 4 | 1.00 | 1.36126 | 1.36126 | 1.36182 | -30.00 | 9936.00 |
9 | 2010.03.10 13:20 | buy | 5 | 1.00 | 1.36260 | 1.36230 | 1.36286 | ||
10 | 2010.03.10 13:22 | s/l | 5 | 1.00 | 1.36230 | 1.36230 | 1.36286 | -30.00 | 9906.00 |
11 | 2010.03.10 13:40 | buy | 6 | 1.00 | 1.36188 | 1.36158 | 1.36214 | ||
12 | 2010.03.10 13:43 | s/l | 6 | 1.00 | 1.36158 | 1.36158 | 1.36214 | -30.00 | 9876.00 |
13 | 2010.03.10 14:50 | buy | 7 | 1.00 | 1.36180 | 1.36150 | 1.36206 | ||
14 | 2010.03.10 14:52 | s/l | 7 | 1.00 | 1.36150 | 1.36150 | 1.36206 | -30.00 | 9846.00 |
15 | 2010.03.10 16:00 | buy | 8 | 1.00 | 1.36152 | 1.36122 | 1.36178 | ||
16 | 2010.03.10 16:05 | t/p | 8 | 1.00 | 1.36178 | 1.36122 | 1.36178 | 26.00 | 9872.00 |
17 | 2010.03.10 16:22 | buy | 9 | 1.00 | 1.36323 | 1.36293 | 1.36349 | ||
18 | 2010.03.10 16:27 | s/l | 9 | 1.00 | 1.36293 | 1.36293 | 1.36349 | -30.00 | 9842.00 |
19 | 2010.03.10 16:45 | buy | 10 | 1.00 | 1.36568 | 1.36538 | 1.36594 | ||
20 | 2010.03.10 16:47 | s/l | 10 | 1.00 | 1.36538 | 1.36538 | 1.36594 | -30.00 | 9812.00 |
21 | 2010.03.11 14:00 | buy | 11 | 1.00 | 1.36627 | 1.36597 | 1.36653 | ||
22 | 2010.03.11 14:02 | s/l | 11 | 1.00 | 1.36597 | 1.36597 | 1.36653 | -30.00 | 9782.00 |
23 | 2010.03.11 14:20 | buy | 12 | 1.00 | 1.36669 | 1.36639 | 1.36695 | ||
24 | 2010.03.11 14:22 | s/l | 12 | 1.00 | 1.36639 | 1.36639 | 1.36695 | -30.00 | 9752.00 |
25 | 2010.03.11 14:40 | buy | 13 | 1.00 | 1.36678 | 1.36648 | 1.36704 | ||
26 | 2010.03.11 14:42 | t/p | 13 | 1.00 | 1.36704 | 1.36648 | 1.36704 | 26.00 | 9778.00 |
27 | 2010.03.16 13:00 | buy | 14 | 1.00 | 1.37147 | 1.37117 | 1.37173 | ||
28 | 2010.03.16 13:02 | t/p | 14 | 1.00 | 1.37173 | 1.37117 | 1.37173 | 26.00 | 9804.00 |
29 | 2010.03.16 13:30 | buy | 15 | 1.00 | 1.37147 | 1.37117 | 1.37173 | ||
30 | 2010.03.16 13:40 | t/p | 15 | 1.00 | 1.37173 | 1.37117 | 1.37173 | 26.00 | 9830.00 |
31 | 2010.03.16 13:57 | buy | 16 | 1.00 | 1.37213 | 1.37183 | 1.37239 | ||
32 | 2010.03.16 13:59 | s/l | 16 | 1.00 | 1.37183 | 1.37183 | 1.37239 | -30.00 | 9800.00 |
33 | 2010.03.16 14:17 | buy | 17 | 1.00 | 1.37283 | 1.37253 | 1.37309 | ||
34 | 2010.03.16 14:20 | t/p | 17 | 1.00 | 1.37309 | 1.37253 | 1.37309 | 26.00 | 9826.00 |
35 | 2010.03.16 14:37 | buy | 18 | 1.00 | 1.37300 | 1.37270 | 1.37326 | ||
36 | 2010.03.16 14:40 | s/l | 18 | 1.00 | 1.37270 | 1.37270 | 1.37326 | -30.00 | 9796.00 |
37 | 2010.03.16 14:57 | buy | 19 | 1.00 | 1.37212 | 1.37182 | 1.37238 | ||
38 | 2010.03.16 14:59 | s/l | 19 | 1.00 | 1.37182 | 1.37182 | 1.37238 | -30.00 | 9766.00 |
39 | 2010.03.16 15:20 | buy | 20 | 1.00 | 1.37400 | 1.37370 | 1.37426 | ||
40 | 2010.03.16 15:22 | s/l | 20 | 1.00 | 1.37370 | 1.37370 | 1.37426 | -30.00 | 9736.00 |
41 | 2010.03.16 15:40 | buy | 21 | 1.00 | 1.37512 | 1.37482 | 1.37538 | ||
42 | 2010.03.16 15:42 | s/l | 21 | 1.00 | 1.37482 | 1.37482 | 1.37538 | -30.00 | 9706.00 |
43 | 2010.03.16 15:59 | buy | 22 | 1.00 | 1.37600 | 1.37570 | 1.37626 | ||
44 | 2010.03.16 16:02 | t/p | 22 | 1.00 | 1.37626 | 1.37570 | 1.37626 | 26.00 | 9732.00 |
45 | 2010.03.16 16:50 | buy | 23 | 1.00 | 1.37615 | 1.37585 | 1.37641 | ||
46 | 2010.03.16 16:52 | s/l | 23 | 1.00 | 1.37585 | 1.37585 | 1.37641 | -30.00 | 9702.00 |
47 | 2010.03.26 16:00 | buy | 24 | 1.00 | 1.33918 | 1.33888 | 1.33944 | ||
48 | 2010.03.26 16:05 | t/p | 24 | 1.00 | 1.33944 | 1.33888 | 1.33944 | 26.00 | 9728.00 |
49 | 2010.03.26 16:22 | buy | 25 | 1.00 | 1.34157 | 1.34127 | 1.34183 | ||
50 | 2010.03.26 16:27 | s/l | 25 | 1.00 | 1.34127 | 1.34127 | 1.34183 | -30.00 | 9698.00 |
51 | 2010.03.26 16:45 | buy | 26 | 1.00 | 1.34004 | 1.33974 | 1.34030 | ||
52 | 2010.03.26 16:50 | s/l | 26 | 1.00 | 1.33974 | 1.33974 | 1.34030 | -30.00 | 9668.00 |