Strategy Tester Report
EL_FODEURO
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=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 261.00 | Gross profit | 682.50 | Gross loss | -421.50 |
Profit factor | 1.62 | Expected payoff | 16.31 | ||
Absolute drawdown | 335.70 | Maximal drawdown | 437.10 (4.33%) | Relative drawdown | 4.33% (437.10) |
Total trades | 16 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 11 (18.18%) |
Profit trades (% of total) | 5 (31.25%) | Loss trades (% of total) | 11 (68.75%) | ||
Largest | profit trade | 555.00 | loss trade | -102.30 | |
Average | profit trade | 136.50 | loss trade | -38.32 | |
Maximum | consecutive wins (profit in money) | 2 (584.40) | consecutive losses (loss in money) | 10 (-368.10) | |
Maximal | consecutive profit (count of wins) | 584.40 (2) | consecutive loss (count of losses) | -368.10 (10) | |
Average | consecutive wins | 2 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 13:00 | sell | 1 | 0.30 | 1.35418 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 15:00 | close | 1 | 0.30 | 1.35335 | 0.00000 | 0.00000 | 24.90 | 10024.90 |
3 | 2010.03.01 21:00 | buy | 2 | 0.30 | 1.35766 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 22:00 | close | 2 | 0.30 | 1.35588 | 0.00000 | 0.00000 | -53.40 | 9971.50 |
5 | 2010.03.02 14:00 | buy | 3 | 0.30 | 1.35636 | 0.00000 | 0.00000 | ||
6 | 2010.03.02 15:00 | close | 3 | 0.30 | 1.35869 | 0.00000 | 0.00000 | 69.90 | 10041.40 |
7 | 2010.03.02 17:00 | buy | 4 | 0.30 | 1.35610 | 0.00000 | 0.00000 | ||
8 | 2010.03.02 18:00 | close | 4 | 0.30 | 1.35621 | 0.00000 | 0.00000 | 3.30 | 10044.70 |
9 | 2010.03.08 00:00 | buy | 5 | 0.30 | 1.36443 | 0.00000 | 0.00000 | ||
10 | 2010.03.08 01:00 | close | 5 | 0.30 | 1.36360 | 0.00000 | 0.00000 | -24.90 | 10019.80 |
11 | 2010.03.08 19:00 | buy | 6 | 0.30 | 1.36406 | 0.00000 | 0.00000 | ||
12 | 2010.03.08 20:00 | close | 6 | 0.30 | 1.36285 | 0.00000 | 0.00000 | -36.30 | 9983.50 |
13 | 2010.03.09 05:00 | buy | 7 | 0.30 | 1.36336 | 0.00000 | 0.00000 | ||
14 | 2010.03.09 06:00 | close | 7 | 0.30 | 1.36190 | 0.00000 | 0.00000 | -43.80 | 9939.70 |
15 | 2010.03.09 09:00 | buy | 8 | 0.30 | 1.36211 | 0.00000 | 0.00000 | ||
16 | 2010.03.09 10:00 | close | 8 | 0.30 | 1.35960 | 0.00000 | 0.00000 | -75.30 | 9864.40 |
17 | 2010.03.15 13:00 | buy | 9 | 0.30 | 1.37208 | 0.00000 | 0.00000 | ||
18 | 2010.03.15 14:00 | close | 9 | 0.30 | 1.37173 | 0.00000 | 0.00000 | -10.50 | 9853.90 |
19 | 2010.03.16 14:00 | buy | 10 | 0.30 | 1.37201 | 0.00000 | 0.00000 | ||
20 | 2010.03.16 15:00 | close | 10 | 0.30 | 1.37167 | 0.00000 | 0.00000 | -10.20 | 9843.70 |
21 | 2010.03.16 16:00 | buy | 11 | 0.30 | 1.37611 | 0.00000 | 0.00000 | ||
22 | 2010.03.16 19:00 | close | 11 | 0.30 | 1.37270 | 0.00000 | 0.00000 | -102.30 | 9741.40 |
23 | 2010.03.18 00:00 | buy | 12 | 0.30 | 1.37380 | 0.00000 | 0.00000 | ||
24 | 2010.03.18 01:00 | close | 12 | 0.30 | 1.37367 | 0.00000 | 0.00000 | -3.90 | 9737.50 |
25 | 2010.03.23 00:00 | sell | 13 | 0.30 | 1.35581 | 0.00000 | 0.00000 | ||
26 | 2010.03.23 01:00 | close | 13 | 0.30 | 1.35688 | 0.00000 | 0.00000 | -32.10 | 9705.40 |
27 | 2010.03.23 02:00 | sell | 14 | 0.30 | 1.35465 | 0.00000 | 0.00000 | ||
28 | 2010.03.23 03:00 | close | 14 | 0.30 | 1.35561 | 0.00000 | 0.00000 | -28.80 | 9676.60 |
29 | 2010.03.23 07:00 | sell | 15 | 0.30 | 1.35311 | 0.00000 | 0.00000 | ||
30 | 2010.03.23 08:00 | close | 15 | 0.30 | 1.35213 | 0.00000 | 0.00000 | 29.40 | 9706.00 |
31 | 2010.03.23 18:00 | sell | 16 | 0.30 | 1.35170 | 0.00000 | 0.00000 | ||
32 | 2010.03.26 04:00 | close | 16 | 0.30 | 1.33316 | 0.00000 | 0.00000 | 555.00 | 10261.00 |