Strategy Tester Report
EL_FODEURO-alt
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 | 49.17 | Gross profit | 829.50 | Gross loss | -780.33 |
Profit factor | 1.06 | Expected payoff | 1.70 | ||
Absolute drawdown | 568.23 | Maximal drawdown | 917.79 (8.87%) | Relative drawdown | 8.87% (917.79) |
Total trades | 29 | Short positions (won %) | 15 (40.00%) | Long positions (won %) | 14 (21.43%) |
Profit trades (% of total) | 9 (31.03%) | Loss trades (% of total) | 20 (68.97%) | ||
Largest | profit trade | 558.30 | loss trade | -129.90 | |
Average | profit trade | 92.17 | loss trade | -39.02 | |
Maximum | consecutive wins (profit in money) | 3 (602.40) | consecutive losses (loss in money) | 9 (-345.54) | |
Maximal | consecutive profit (count of wins) | 602.40 (3) | consecutive loss (count of losses) | -345.54 (9) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | 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 | 1.35324 | 0.00000 | 0.00000 | 28.20 | 10028.20 |
3 | 2010.03.01 21:00 | buy | 2 | 0.30 | 1.35755 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 22:00 | close | 2 | 0.30 | 1.35588 | 0.00000 | 0.00000 | -50.10 | 9978.10 |
5 | 2010.03.01 22:00 | sell | 3 | 0.30 | 1.35588 | 0.00000 | 0.00000 | ||
6 | 2010.03.02 14:00 | close | 3 | 0.30 | 1.35625 | 0.00000 | 0.00000 | -11.34 | 9966.76 |
7 | 2010.03.02 14:00 | buy | 4 | 0.30 | 1.35625 | 0.00000 | 0.00000 | ||
8 | 2010.03.02 15:00 | close | 4 | 0.30 | 1.35869 | 0.00000 | 0.00000 | 73.20 | 10039.96 |
9 | 2010.03.02 16:00 | sell | 5 | 0.30 | 1.35459 | 0.00000 | 0.00000 | ||
10 | 2010.03.02 17:00 | close | 5 | 0.30 | 1.35599 | 0.00000 | 0.00000 | -42.00 | 9997.96 |
11 | 2010.03.02 17:00 | buy | 6 | 0.30 | 1.35599 | 0.00000 | 0.00000 | ||
12 | 2010.03.02 18:00 | close | 6 | 0.30 | 1.35621 | 0.00000 | 0.00000 | 6.60 | 10004.56 |
13 | 2010.03.04 17:00 | sell | 7 | 0.30 | 1.36061 | 0.00000 | 0.00000 | ||
14 | 2010.03.04 18:00 | close | 7 | 0.30 | 1.35713 | 0.00000 | 0.00000 | 104.40 | 10108.96 |
15 | 2010.03.08 00:00 | buy | 8 | 0.30 | 1.36432 | 0.00000 | 0.00000 | ||
16 | 2010.03.08 01:00 | close | 8 | 0.30 | 1.36360 | 0.00000 | 0.00000 | -21.60 | 10087.36 |
17 | 2010.03.08 18:00 | sell | 9 | 0.30 | 1.36121 | 0.00000 | 0.00000 | ||
18 | 2010.03.08 19:00 | close | 9 | 0.30 | 1.36395 | 0.00000 | 0.00000 | -82.20 | 10005.16 |
19 | 2010.03.08 19:00 | buy | 10 | 0.30 | 1.36395 | 0.00000 | 0.00000 | ||
20 | 2010.03.09 01:00 | close | 10 | 0.30 | 1.36186 | 0.00000 | 0.00000 | -62.91 | 9942.25 |
21 | 2010.03.09 03:00 | sell | 11 | 0.30 | 1.36167 | 0.00000 | 0.00000 | ||
22 | 2010.03.09 04:00 | close | 11 | 0.30 | 1.36138 | 0.00000 | 0.00000 | 8.70 | 9950.95 |
23 | 2010.03.09 05:00 | buy | 12 | 0.30 | 1.36325 | 0.00000 | 0.00000 | ||
24 | 2010.03.09 06:00 | close | 12 | 0.30 | 1.36190 | 0.00000 | 0.00000 | -40.50 | 9910.45 |
25 | 2010.03.09 08:00 | sell | 13 | 0.30 | 1.36053 | 0.00000 | 0.00000 | ||
26 | 2010.03.09 09:00 | close | 13 | 0.30 | 1.36200 | 0.00000 | 0.00000 | -44.10 | 9866.35 |
27 | 2010.03.09 09:00 | buy | 14 | 0.30 | 1.36200 | 0.00000 | 0.00000 | ||
28 | 2010.03.09 10:00 | close | 14 | 0.30 | 1.35960 | 0.00000 | 0.00000 | -72.00 | 9794.35 |
29 | 2010.03.09 10:00 | sell | 15 | 0.30 | 1.35960 | 0.00000 | 0.00000 | ||
30 | 2010.03.10 03:00 | close | 15 | 0.30 | 1.35966 | 0.00000 | 0.00000 | -2.04 | 9792.31 |
31 | 2010.03.10 15:00 | buy | 16 | 0.30 | 1.36164 | 0.00000 | 0.00000 | ||
32 | 2010.03.10 16:00 | close | 16 | 0.30 | 1.36144 | 0.00000 | 0.00000 | -6.00 | 9786.31 |
33 | 2010.03.15 11:00 | sell | 17 | 0.30 | 1.37072 | 0.00000 | 0.00000 | ||
34 | 2010.03.15 12:00 | close | 17 | 0.30 | 1.37052 | 0.00000 | 0.00000 | 6.00 | 9792.31 |
35 | 2010.03.15 13:00 | buy | 18 | 0.30 | 1.37197 | 0.00000 | 0.00000 | ||
36 | 2010.03.15 14:00 | close | 18 | 0.30 | 1.37173 | 0.00000 | 0.00000 | -7.20 | 9785.11 |
37 | 2010.03.15 15:00 | sell | 19 | 0.30 | 1.37011 | 0.00000 | 0.00000 | ||
38 | 2010.03.16 13:00 | close | 19 | 0.30 | 1.37149 | 0.00000 | 0.00000 | -41.64 | 9743.47 |
39 | 2010.03.16 14:00 | buy | 20 | 0.30 | 1.37190 | 0.00000 | 0.00000 | ||
40 | 2010.03.16 15:00 | close | 20 | 0.30 | 1.37167 | 0.00000 | 0.00000 | -6.90 | 9736.57 |
41 | 2010.03.16 15:00 | sell | 21 | 0.30 | 1.37167 | 0.00000 | 0.00000 | ||
42 | 2010.03.16 16:00 | close | 21 | 0.30 | 1.37600 | 0.00000 | 0.00000 | -129.90 | 9606.67 |
43 | 2010.03.16 16:00 | buy | 22 | 0.30 | 1.37600 | 0.00000 | 0.00000 | ||
44 | 2010.03.16 19:00 | close | 22 | 0.30 | 1.37270 | 0.00000 | 0.00000 | -99.00 | 9507.67 |
45 | 2010.03.18 00:00 | buy | 23 | 0.30 | 1.37369 | 0.00000 | 0.00000 | ||
46 | 2010.03.18 01:00 | close | 23 | 0.30 | 1.37367 | 0.00000 | 0.00000 | -0.60 | 9507.07 |
47 | 2010.03.23 00:00 | sell | 24 | 0.30 | 1.35581 | 0.00000 | 0.00000 | ||
48 | 2010.03.23 01:00 | close | 24 | 0.30 | 1.35677 | 0.00000 | 0.00000 | -28.80 | 9478.27 |
49 | 2010.03.23 02:00 | sell | 25 | 0.30 | 1.35465 | 0.00000 | 0.00000 | ||
50 | 2010.03.23 03:00 | close | 25 | 0.30 | 1.35550 | 0.00000 | 0.00000 | -25.50 | 9452.77 |
51 | 2010.03.23 03:00 | buy | 26 | 0.30 | 1.35550 | 0.00000 | 0.00000 | ||
52 | 2010.03.23 04:00 | close | 26 | 0.30 | 1.35530 | 0.00000 | 0.00000 | -6.00 | 9446.77 |
53 | 2010.03.23 07:00 | sell | 27 | 0.30 | 1.35311 | 0.00000 | 0.00000 | ||
54 | 2010.03.23 08:00 | close | 27 | 0.30 | 1.35202 | 0.00000 | 0.00000 | 32.70 | 9479.47 |
55 | 2010.03.23 18:00 | sell | 28 | 0.30 | 1.35170 | 0.00000 | 0.00000 | ||
56 | 2010.03.26 04:00 | close | 28 | 0.30 | 1.33305 | 0.00000 | 0.00000 | 558.30 | 10037.77 |
57 | 2010.03.26 10:00 | buy | 29 | 0.30 | 1.33719 | 0.00000 | 0.00000 | ||
58 | 2010.03.26 11:00 | close | 29 | 0.30 | 1.33757 | 0.00000 | 0.00000 | 11.40 | 10049.17 |