Strategy Tester Report
Emily_v1
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 | MaxTrades=20; Pips=20; TakeProfit=240; TrailingStop=220; InitialStop=810; Note1=""TF"; MACDTimeFrame=0; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9182.96 | Gross profit | 1604.82 | Gross loss | -10787.78 |
Profit factor | 0.15 | Expected payoff | -483.31 | ||
Absolute drawdown | 9182.96 | Maximal drawdown | 9907.39 (92.38%) | Relative drawdown | 92.38% (9907.39) |
Total trades | 19 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 19 (42.11%) |
Profit trades (% of total) | 8 (42.11%) | Loss trades (% of total) | 11 (57.89%) | ||
Largest | profit trade | 483.84 | loss trade | -3576.00 | |
Average | profit trade | 200.60 | loss trade | -980.71 | |
Maximum | consecutive wins (profit in money) | 4 (767.04) | consecutive losses (loss in money) | 4 (-9757.78) | |
Maximal | consecutive profit (count of wins) | 767.04 (4) | consecutive loss (count of losses) | -9757.78 (4) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:00 | buy | 1 | 2.50 | 1.36242 | 1.35432 | 1.36482 | ||
2 | 2010.03.01 00:02 | buy | 2 | 3.75 | 1.36203 | 1.35393 | 1.36443 | ||
3 | 2010.03.01 00:10 | close | 2 | 3.75 | 1.36250 | 1.35393 | 1.36443 | 176.25 | 10176.25 |
4 | 2010.03.01 00:12 | close | 1 | 2.50 | 1.36233 | 1.35432 | 1.36482 | -22.50 | 10153.75 |
5 | 2010.03.01 00:15 | buy | 3 | 2.53 | 1.36323 | 1.35513 | 1.36563 | ||
6 | 2010.03.01 00:20 | close | 3 | 2.53 | 1.36353 | 1.35513 | 1.36563 | 75.90 | 10229.65 |
7 | 2010.03.01 00:22 | buy | 4 | 2.55 | 1.36340 | 1.35530 | 1.36580 | ||
8 | 2010.03.01 00:27 | buy | 5 | 3.84 | 1.36306 | 1.35496 | 1.36546 | ||
9 | 2010.03.01 00:27 | buy | 6 | 5.76 | 1.36276 | 1.35466 | 1.36516 | ||
10 | 2010.03.01 00:32 | buy | 7 | 8.64 | 1.36226 | 1.35416 | 1.36466 | ||
11 | 2010.03.01 00:40 | close | 7 | 8.64 | 1.36282 | 1.35416 | 1.36466 | 483.84 | 10713.49 |
12 | 2010.03.01 00:42 | close | 6 | 5.76 | 1.36263 | 1.35466 | 1.36516 | -74.88 | 10638.61 |
13 | 2010.03.01 00:42 | close | 5 | 3.84 | 1.36263 | 1.35496 | 1.36546 | -165.12 | 10473.49 |
14 | 2010.03.01 00:42 | close | 4 | 2.55 | 1.36263 | 1.35530 | 1.36580 | -196.35 | 10277.14 |
15 | 2010.03.01 00:45 | buy | 8 | 2.56 | 1.36360 | 1.35550 | 1.36600 | ||
16 | 2010.03.01 00:50 | close | 8 | 2.56 | 1.36397 | 1.35550 | 1.36600 | 94.72 | 10371.86 |
17 | 2010.03.01 00:52 | buy | 9 | 2.59 | 1.36380 | 1.35570 | 1.36620 | ||
18 | 2010.03.01 00:57 | buy | 10 | 3.89 | 1.36341 | 1.35531 | 1.36581 | ||
19 | 2010.03.01 00:59 | close | 10 | 3.89 | 1.36389 | 1.35531 | 1.36581 | 186.72 | 10558.58 |
20 | 2010.03.01 01:00 | close | 9 | 2.59 | 1.36388 | 1.35570 | 1.36620 | 20.72 | 10579.30 |
21 | 2010.03.01 01:02 | buy | 11 | 2.64 | 1.36454 | 1.35644 | 1.36694 | ||
22 | 2010.03.01 01:10 | buy | 12 | 3.97 | 1.36416 | 1.35606 | 1.36656 | ||
23 | 2010.03.01 01:15 | buy | 13 | 5.96 | 1.36379 | 1.35569 | 1.36619 | ||
24 | 2010.03.01 01:20 | buy | 14 | 8.94 | 1.36329 | 1.35519 | 1.36569 | ||
25 | 2010.03.01 01:40 | close | 14 | 8.94 | 1.36381 | 1.35519 | 1.36569 | 464.88 | 11044.18 |
26 | 2010.03.01 01:42 | close | 13 | 5.96 | 1.36361 | 1.35569 | 1.36619 | -107.28 | 10936.90 |
27 | 2010.03.01 01:42 | close | 12 | 3.97 | 1.36361 | 1.35606 | 1.36656 | -218.35 | 10718.55 |
28 | 2010.03.01 01:42 | close | 11 | 2.64 | 1.36361 | 1.35644 | 1.36694 | -245.52 | 10473.03 |
29 | 2010.03.01 01:45 | buy | 15 | 2.61 | 1.36461 | 1.35651 | 1.36701 | ||
30 | 2010.03.01 01:50 | close | 15 | 2.61 | 1.36500 | 1.35651 | 1.36701 | 101.79 | 10574.82 |
31 | 2010.03.01 01:52 | buy | 16 | 2.64 | 1.36481 | 1.35671 | 1.36721 | ||
32 | 2010.03.01 01:57 | buy | 17 | 3.97 | 1.36441 | 1.35631 | 1.36681 | ||
33 | 2010.03.01 01:59 | buy | 18 | 5.96 | 1.36368 | 1.35558 | 1.36608 | ||
34 | 2010.03.01 02:10 | buy | 19 | 8.94 | 1.36323 | 1.35513 | 1.36563 | ||
35 | 2010.03.01 03:32 | close at stop | 19 | 8.94 | 1.35923 | 1.35513 | 1.36563 | -3576.00 | 6998.82 |
36 | 2010.03.01 03:32 | close at stop | 18 | 5.96 | 1.35923 | 1.35558 | 1.36608 | -2652.20 | 4346.62 |
37 | 2010.03.01 03:32 | close at stop | 17 | 3.97 | 1.35923 | 1.35631 | 1.36681 | -2056.46 | 2290.16 |
38 | 2010.03.01 03:32 | close at stop | 16 | 2.64 | 1.35923 | 1.35671 | 1.36721 | -1473.12 | 817.04 |