Strategy Tester Report
EL_FODEURO-logging
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 | 342.60 | Gross profit | 709.20 | Gross loss | -366.60 |
Profit factor | 1.93 | Expected payoff | 21.41 | ||
Absolute drawdown | 259.20 | Maximal drawdown | 365.70 (3.62%) | Relative drawdown | 3.62% (365.70) |
Total trades | 16 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 11 (27.27%) |
Profit trades (% of total) | 6 (37.50%) | Loss trades (% of total) | 10 (62.50%) | ||
Largest | profit trade | 560.10 | loss trade | -97.20 | |
Average | profit trade | 118.20 | loss trade | -36.66 | |
Maximum | consecutive wins (profit in money) | 2 (594.60) | consecutive losses (loss in money) | 7 (-267.60) | |
Maximal | consecutive profit (count of wins) | 594.60 (2) | consecutive loss (count of losses) | -267.60 (7) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | 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 | 1.35318 | 0.00000 | 0.00000 | 30.00 | 10030.00 |
3 | 2010.03.01 21:00 | buy | 2 | 0.30 | 1.35749 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 22:00 | close | 2 | 0.30 | 1.35588 | 0.00000 | 0.00000 | -48.30 | 9981.70 |
5 | 2010.03.02 14:00 | buy | 3 | 0.30 | 1.35619 | 0.00000 | 0.00000 | ||
6 | 2010.03.02 15:00 | close | 3 | 0.30 | 1.35869 | 0.00000 | 0.00000 | 75.00 | 10056.70 |
7 | 2010.03.02 17:00 | buy | 4 | 0.30 | 1.35593 | 0.00000 | 0.00000 | ||
8 | 2010.03.02 18:00 | close | 4 | 0.30 | 1.35621 | 0.00000 | 0.00000 | 8.40 | 10065.10 |
9 | 2010.03.08 00:00 | buy | 5 | 0.30 | 1.36426 | 0.00000 | 0.00000 | ||
10 | 2010.03.08 01:00 | close | 5 | 0.30 | 1.36360 | 0.00000 | 0.00000 | -19.80 | 10045.30 |
11 | 2010.03.08 19:00 | buy | 6 | 0.30 | 1.36389 | 0.00000 | 0.00000 | ||
12 | 2010.03.08 20:00 | close | 6 | 0.30 | 1.36285 | 0.00000 | 0.00000 | -31.20 | 10014.10 |
13 | 2010.03.09 05:00 | buy | 7 | 0.30 | 1.36319 | 0.00000 | 0.00000 | ||
14 | 2010.03.09 06:00 | close | 7 | 0.30 | 1.36190 | 0.00000 | 0.00000 | -38.70 | 9975.40 |
15 | 2010.03.09 09:00 | buy | 8 | 0.30 | 1.36194 | 0.00000 | 0.00000 | ||
16 | 2010.03.09 10:00 | close | 8 | 0.30 | 1.35960 | 0.00000 | 0.00000 | -70.20 | 9905.20 |
17 | 2010.03.15 13:00 | buy | 9 | 0.30 | 1.37191 | 0.00000 | 0.00000 | ||
18 | 2010.03.15 14:00 | close | 9 | 0.30 | 1.37173 | 0.00000 | 0.00000 | -5.40 | 9899.80 |
19 | 2010.03.16 14:00 | buy | 10 | 0.30 | 1.37184 | 0.00000 | 0.00000 | ||
20 | 2010.03.16 15:00 | close | 10 | 0.30 | 1.37167 | 0.00000 | 0.00000 | -5.10 | 9894.70 |
21 | 2010.03.16 16:00 | buy | 11 | 0.30 | 1.37594 | 0.00000 | 0.00000 | ||
22 | 2010.03.16 19:00 | close | 11 | 0.30 | 1.37270 | 0.00000 | 0.00000 | -97.20 | 9797.50 |
23 | 2010.03.18 00:00 | buy | 12 | 0.30 | 1.37363 | 0.00000 | 0.00000 | ||
24 | 2010.03.18 01:00 | close | 12 | 0.30 | 1.37367 | 0.00000 | 0.00000 | 1.20 | 9798.70 |
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 | 1.35671 | 0.00000 | 0.00000 | -27.00 | 9771.70 |
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 | 1.35544 | 0.00000 | 0.00000 | -23.70 | 9748.00 |
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 | 1.35196 | 0.00000 | 0.00000 | 34.50 | 9782.50 |
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 | 1.33299 | 0.00000 | 0.00000 | 560.10 | 10342.60 |