Strategy Tester Report
MA cross with take profit levels 4
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 | str1="""; TakeProfit=1000; profitTarget1=21; profitTarget2=34; profitTarget3=55; profitTarget4=89; Stoploss=1000; TrailingStop=100; TrailingStopOnlyProfit=true; TrailingStopRegular=false; Lots=5; str2="""; emaOPENperiods=5; emaCLOSEperiods=5; str3="""; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9622.80 | Gross profit | 3653.00 | Gross loss | -13275.80 |
Profit factor | 0.28 | Expected payoff | -218.70 | ||
Absolute drawdown | 9622.80 | Maximal drawdown | 11315.80 (96.77%) | Relative drawdown | 96.77% (11315.80) |
Total trades | 44 | Short positions (won %) | 20 (95.00%) | Long positions (won %) | 24 (91.67%) |
Profit trades (% of total) | 41 (93.18%) | Loss trades (% of total) | 3 (6.82%) | ||
Largest | profit trade | 393.00 | loss trade | -5105.00 | |
Average | profit trade | 89.10 | loss trade | -4425.27 | |
Maximum | consecutive wins (profit in money) | 21 (1545.00) | consecutive losses (loss in money) | 1 (-5105.00) | |
Maximal | consecutive profit (count of wins) | 2066.00 (19) | consecutive loss (count of losses) | -5105.00 (1) | |
Average | consecutive wins | 14 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:00 | buy | 1 | 5.00 | 1.36242 | 1.35221 | 1.37242 | ||
2 | 2010.03.01 00:15 | close | 1 | 1.00 | 1.36302 | 1.35221 | 1.37242 | 60.00 | 10060.00 |
3 | 2010.03.01 00:15 | buy | 2 | 4.00 | 1.36242 | 1.35221 | 1.37242 | ||
4 | 2010.03.01 00:17 | close | 2 | 1.00 | 1.36285 | 1.35221 | 1.37242 | 43.00 | 10103.00 |
5 | 2010.03.01 00:17 | buy | 3 | 3.00 | 1.36242 | 1.35221 | 1.37242 | ||
6 | 2010.03.01 00:20 | modify | 3 | 3.00 | 1.36242 | 1.36253 | 1.37242 | ||
7 | 2010.03.01 00:20 | close | 3 | 1.00 | 1.36353 | 1.36253 | 1.37242 | 111.00 | 10214.00 |
8 | 2010.03.01 00:20 | buy | 4 | 2.00 | 1.36242 | 1.36253 | 1.37242 | ||
9 | 2010.03.01 00:25 | close | 4 | 1.00 | 1.36336 | 1.36253 | 1.37242 | 94.00 | 10308.00 |
10 | 2010.03.01 00:25 | buy | 5 | 1.00 | 1.36242 | 1.36253 | 1.37242 | ||
11 | 2010.03.01 00:30 | s/l | 5 | 1.00 | 1.36253 | 1.36253 | 1.37242 | 11.00 | 10319.00 |
12 | 2010.03.01 00:30 | buy | 6 | 5.00 | 1.36267 | 1.35246 | 1.37267 | ||
13 | 2010.03.01 00:45 | close | 6 | 1.00 | 1.36339 | 1.35246 | 1.37267 | 72.00 | 10391.00 |
14 | 2010.03.01 00:45 | buy | 7 | 4.00 | 1.36267 | 1.35246 | 1.37267 | ||
15 | 2010.03.01 00:47 | close | 7 | 1.00 | 1.36320 | 1.35246 | 1.37267 | 53.00 | 10444.00 |
16 | 2010.03.01 00:47 | buy | 8 | 3.00 | 1.36267 | 1.35246 | 1.37267 | ||
17 | 2010.03.01 00:50 | modify | 8 | 3.00 | 1.36267 | 1.36297 | 1.37267 | ||
18 | 2010.03.01 00:50 | close | 8 | 1.00 | 1.36397 | 1.36297 | 1.37267 | 130.00 | 10574.00 |
19 | 2010.03.01 00:50 | buy | 9 | 2.00 | 1.36267 | 1.36297 | 1.37267 | ||
20 | 2010.03.01 00:52 | close | 9 | 1.00 | 1.36359 | 1.36297 | 1.37267 | 92.00 | 10666.00 |
21 | 2010.03.01 00:52 | buy | 10 | 1.00 | 1.36267 | 1.36297 | 1.37267 | ||
22 | 2010.03.01 01:02 | modify | 10 | 1.00 | 1.36267 | 1.36333 | 1.37267 | ||
23 | 2010.03.01 01:07 | modify | 10 | 1.00 | 1.36267 | 1.36345 | 1.37267 | ||
24 | 2010.03.01 01:20 | s/l | 10 | 1.00 | 1.36345 | 1.36345 | 1.37267 | 78.00 | 10744.00 |
25 | 2010.03.01 01:20 | buy | 11 | 5.00 | 1.36329 | 1.35308 | 1.37329 | ||
26 | 2010.03.01 01:27 | close | 11 | 1.00 | 1.36358 | 1.35308 | 1.37329 | 29.00 | 10773.00 |
27 | 2010.03.01 01:27 | buy | 12 | 4.00 | 1.36329 | 1.35308 | 1.37329 | ||
28 | 2010.03.01 01:40 | close | 12 | 1.00 | 1.36381 | 1.35308 | 1.37329 | 52.00 | 10825.00 |
29 | 2010.03.01 01:40 | buy | 13 | 3.00 | 1.36329 | 1.35308 | 1.37329 | ||
30 | 2010.03.01 01:45 | modify | 13 | 3.00 | 1.36329 | 1.36340 | 1.37329 | ||
31 | 2010.03.01 01:45 | close | 13 | 1.00 | 1.36440 | 1.36340 | 1.37329 | 111.00 | 10936.00 |
32 | 2010.03.01 01:45 | buy | 14 | 2.00 | 1.36329 | 1.36340 | 1.37329 | ||
33 | 2010.03.01 01:47 | close | 14 | 1.00 | 1.36420 | 1.36340 | 1.37329 | 91.00 | 11027.00 |
34 | 2010.03.01 01:47 | buy | 15 | 1.00 | 1.36329 | 1.36340 | 1.37329 | ||
35 | 2010.03.01 01:50 | modify | 15 | 1.00 | 1.36329 | 1.36400 | 1.37329 | ||
36 | 2010.03.01 01:59 | s/l | 15 | 1.00 | 1.36400 | 1.36400 | 1.37329 | 71.00 | 11098.00 |
37 | 2010.03.01 01:59 | buy | 16 | 5.00 | 1.36368 | 1.35347 | 1.37368 | ||
38 | 2010.03.01 02:07 | close | 16 | 1.00 | 1.36398 | 1.35347 | 1.37368 | 30.00 | 11128.00 |
39 | 2010.03.01 02:07 | buy | 17 | 4.00 | 1.36368 | 1.35347 | 1.37368 | ||
40 | 2010.03.01 10:10 | close | 17 | 1.00 | 1.36403 | 1.35347 | 1.37368 | 35.00 | 11163.00 |
41 | 2010.03.01 10:10 | buy | 18 | 3.00 | 1.36368 | 1.35347 | 1.37368 | ||
42 | 2010.03.01 10:15 | modify | 18 | 3.00 | 1.36368 | 1.36371 | 1.37368 | ||
43 | 2010.03.01 10:15 | close | 18 | 1.00 | 1.36471 | 1.36371 | 1.37368 | 103.00 | 11266.00 |
44 | 2010.03.01 10:15 | buy | 19 | 2.00 | 1.36368 | 1.36371 | 1.37368 | ||
45 | 2010.03.01 10:20 | modify | 19 | 2.00 | 1.36368 | 1.36439 | 1.37368 | ||
46 | 2010.03.01 10:20 | close | 19 | 1.00 | 1.36539 | 1.36439 | 1.37368 | 171.00 | 11437.00 |
47 | 2010.03.01 10:20 | buy | 20 | 1.00 | 1.36368 | 1.36439 | 1.37368 | ||
48 | 2010.03.01 10:40 | s/l | 20 | 1.00 | 1.36439 | 1.36439 | 1.37368 | 71.00 | 11508.00 |
49 | 2010.03.01 10:40 | buy | 21 | 5.00 | 1.36443 | 1.35422 | 1.37443 | ||
50 | 2010.03.01 11:07 | close | 21 | 1.00 | 1.36480 | 1.35422 | 1.37443 | 37.00 | 11545.00 |
51 | 2010.03.01 11:07 | buy | 22 | 4.00 | 1.36443 | 1.35422 | 1.37443 | ||
52 | 2010.03.01 12:50 | s/l | 22 | 4.00 | 1.35422 | 1.35422 | 1.37443 | -4084.00 | 7461.00 |
53 | 2010.03.01 12:50 | sell | 23 | 5.00 | 1.35259 | 1.36280 | 1.34259 | ||
54 | 2010.03.01 13:20 | modify | 23 | 5.00 | 1.35259 | 1.35220 | 1.34259 | ||
55 | 2010.03.01 13:20 | close | 23 | 1.00 | 1.35120 | 1.35220 | 1.34259 | 139.00 | 7600.00 |
56 | 2010.03.01 13:20 | sell | 24 | 4.00 | 1.35259 | 1.35220 | 1.34259 | ||
57 | 2010.03.01 13:22 | close | 24 | 1.00 | 1.35197 | 1.35220 | 1.34259 | 62.00 | 7662.00 |
58 | 2010.03.01 13:22 | sell | 25 | 3.00 | 1.35259 | 1.35220 | 1.34259 | ||
59 | 2010.03.01 13:25 | close | 25 | 1.00 | 1.35159 | 1.35220 | 1.34259 | 100.00 | 7762.00 |
60 | 2010.03.01 13:25 | sell | 26 | 2.00 | 1.35259 | 1.35220 | 1.34259 | ||
61 | 2010.03.01 13:27 | s/l | 26 | 2.00 | 1.35220 | 1.35220 | 1.34259 | 78.00 | 7840.00 |
62 | 2010.03.01 13:27 | sell | 27 | 5.00 | 1.35254 | 1.36275 | 1.34254 | ||
63 | 2010.03.01 13:45 | close | 27 | 1.00 | 1.35197 | 1.36275 | 1.34254 | 57.00 | 7897.00 |
64 | 2010.03.01 13:45 | sell | 28 | 4.00 | 1.35254 | 1.36275 | 1.34254 | ||
65 | 2010.03.01 13:50 | modify | 28 | 4.00 | 1.35254 | 1.35180 | 1.34254 | ||
66 | 2010.03.01 13:50 | close | 28 | 1.00 | 1.35080 | 1.35180 | 1.34254 | 174.00 | 8071.00 |
67 | 2010.03.01 13:50 | sell | 29 | 3.00 | 1.35254 | 1.35180 | 1.34254 | ||
68 | 2010.03.01 13:52 | close | 29 | 1.00 | 1.35138 | 1.35180 | 1.34254 | 116.00 | 8187.00 |
69 | 2010.03.01 13:52 | sell | 30 | 2.00 | 1.35254 | 1.35180 | 1.34254 | ||
70 | 2010.03.01 13:55 | close | 30 | 1.00 | 1.35109 | 1.35180 | 1.34254 | 145.00 | 8332.00 |
71 | 2010.03.01 13:55 | sell | 31 | 1.00 | 1.35254 | 1.35180 | 1.34254 | ||
72 | 2010.03.01 13:57 | s/l | 31 | 1.00 | 1.35180 | 1.35180 | 1.34254 | 74.00 | 8406.00 |
73 | 2010.03.01 13:57 | sell | 32 | 5.00 | 1.35176 | 1.36197 | 1.34176 | ||
74 | 2010.03.01 13:59 | close | 32 | 1.00 | 1.35090 | 1.36197 | 1.34176 | 86.00 | 8492.00 |
75 | 2010.03.01 13:59 | sell | 33 | 4.00 | 1.35176 | 1.36197 | 1.34176 | ||
76 | 2010.03.01 14:00 | close | 33 | 1.00 | 1.35090 | 1.36197 | 1.34176 | 86.00 | 8578.00 |
77 | 2010.03.01 14:00 | sell | 34 | 3.00 | 1.35176 | 1.36197 | 1.34176 | ||
78 | 2010.03.01 15:50 | close | 34 | 1.00 | 1.35083 | 1.36197 | 1.34176 | 93.00 | 8671.00 |
79 | 2010.03.01 15:50 | sell | 35 | 2.00 | 1.35176 | 1.36197 | 1.34176 | ||
80 | 2010.03.01 16:00 | close | 35 | 1.00 | 1.35079 | 1.36197 | 1.34176 | 97.00 | 8768.00 |
81 | 2010.03.01 16:00 | sell | 36 | 1.00 | 1.35176 | 1.36197 | 1.34176 | ||
82 | 2010.03.01 16:15 | modify | 36 | 1.00 | 1.35176 | 1.35034 | 1.34176 | ||
83 | 2010.03.01 16:20 | modify | 36 | 1.00 | 1.35176 | 1.34783 | 1.34176 | ||
84 | 2010.03.01 16:22 | s/l | 36 | 1.00 | 1.34783 | 1.34783 | 1.34176 | 393.00 | 9161.00 |
85 | 2010.03.01 16:22 | sell | 37 | 5.00 | 1.34787 | 1.35808 | 1.33787 | ||
86 | 2010.03.01 16:25 | close | 37 | 1.00 | 1.34746 | 1.35808 | 1.33787 | 41.00 | 9202.00 |
87 | 2010.03.01 16:25 | sell | 38 | 4.00 | 1.34787 | 1.35808 | 1.33787 | ||
88 | 2010.03.01 16:27 | close | 38 | 1.00 | 1.34724 | 1.35808 | 1.33787 | 63.00 | 9265.00 |
89 | 2010.03.01 16:27 | sell | 39 | 3.00 | 1.34787 | 1.35808 | 1.33787 | ||
90 | 2010.03.01 16:30 | close | 39 | 1.00 | 1.34731 | 1.35808 | 1.33787 | 56.00 | 9321.00 |
91 | 2010.03.01 16:30 | sell | 40 | 2.00 | 1.34787 | 1.35808 | 1.33787 | ||
92 | 2010.03.01 16:32 | modify | 40 | 2.00 | 1.34787 | 1.34746 | 1.33787 | ||
93 | 2010.03.01 16:32 | close | 40 | 1.00 | 1.34646 | 1.34746 | 1.33787 | 141.00 | 9462.00 |
94 | 2010.03.01 16:32 | sell | 41 | 1.00 | 1.34787 | 1.34746 | 1.33787 | ||
95 | 2010.03.01 16:37 | modify | 41 | 1.00 | 1.34787 | 1.34722 | 1.33787 | ||
96 | 2010.03.01 16:40 | s/l | 41 | 1.00 | 1.34722 | 1.34722 | 1.33787 | 65.00 | 9527.00 |
97 | 2010.03.01 16:40 | sell | 42 | 5.00 | 1.34720 | 1.35741 | 1.33720 | ||
98 | 2010.03.01 20:45 | s/l | 42 | 5.00 | 1.35741 | 1.35741 | 1.33720 | -5105.00 | 4422.00 |
99 | 2010.03.01 20:45 | buy | 43 | 5.00 | 1.35759 | 1.34738 | 1.36759 | ||
100 | 2010.03.01 20:50 | close | 43 | 1.00 | 1.35801 | 1.34738 | 1.36759 | 42.00 | 4464.00 |
101 | 2010.03.01 20:50 | buy | 44 | 4.00 | 1.35759 | 1.34738 | 1.36759 | ||
102 | 2010.03.02 10:10 | s/l | 44 | 4.00 | 1.34738 | 1.34738 | 1.36759 | -4086.80 | 377.20 |