Strategy Tester Report
SDS_UMM_ver1
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 | EA_MAGIC_NUM=275931; MA_Period=200; MA_TYPE=0; UsePSAR=false; ADR_Days=10; Min_Range=50; Start_Hour=0; Start_Minute=0; Slippage=3; TakeProfit=100; StopLoss=100; LotSizeFactor=1; Lots=0.1; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -60.00 | Gross profit | 70.00 | Gross loss | -130.00 |
Profit factor | 0.54 | Expected payoff | -3.00 | ||
Absolute drawdown | 60.00 | Maximal drawdown | 86.30 (0.86%) | Relative drawdown | 0.86% (86.30) |
Total trades | 20 | Short positions (won %) | 8 (12.50%) | Long positions (won %) | 12 (50.00%) |
Profit trades (% of total) | 7 (35.00%) | Loss trades (% of total) | 13 (65.00%) | ||
Largest | profit trade | 10.00 | loss trade | -10.00 | |
Average | profit trade | 10.00 | loss trade | -10.00 | |
Maximum | consecutive wins (profit in money) | 2 (20.00) | consecutive losses (loss in money) | 5 (-50.00) | |
Maximal | consecutive profit (count of wins) | 20.00 (2) | consecutive loss (count of losses) | -50.00 (5) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:00 | buy | 1 | 0.10 | 1.36242 | 1.36142 | 1.36342 | ||
2 | 2010.03.01 00:20 | t/p | 1 | 0.10 | 1.36342 | 1.36142 | 1.36342 | 10.00 | 10010.00 |
3 | 2010.03.02 00:00 | buy | 2 | 0.10 | 1.35702 | 1.35602 | 1.35802 | ||
4 | 2010.03.02 00:16 | s/l | 2 | 0.10 | 1.35602 | 1.35602 | 1.35802 | -10.00 | 10000.00 |
5 | 2010.03.03 00:00 | buy | 3 | 0.10 | 1.36095 | 1.35995 | 1.36195 | ||
6 | 2010.03.03 00:46 | t/p | 3 | 0.10 | 1.36195 | 1.35995 | 1.36195 | 10.00 | 10010.00 |
7 | 2010.03.04 00:00 | buy | 4 | 0.10 | 1.36964 | 1.36864 | 1.37064 | ||
8 | 2010.03.04 00:20 | t/p | 4 | 0.10 | 1.37064 | 1.36864 | 1.37064 | 10.00 | 10020.00 |
9 | 2010.03.05 00:00 | sell | 5 | 0.10 | 1.35788 | 1.35888 | 1.35688 | ||
10 | 2010.03.05 01:15 | s/l | 5 | 0.10 | 1.35888 | 1.35888 | 1.35688 | -10.00 | 10010.00 |
11 | 2010.03.08 00:00 | buy | 6 | 0.10 | 1.36443 | 1.36343 | 1.36543 | ||
12 | 2010.03.08 00:15 | s/l | 6 | 0.10 | 1.36343 | 1.36343 | 1.36543 | -10.00 | 10000.00 |
13 | 2010.03.09 00:00 | buy | 7 | 0.10 | 1.36296 | 1.36196 | 1.36396 | ||
14 | 2010.03.09 00:16 | s/l | 7 | 0.10 | 1.36196 | 1.36196 | 1.36396 | -10.00 | 9990.00 |
15 | 2010.03.10 00:00 | sell | 8 | 0.10 | 1.36016 | 1.36116 | 1.35916 | ||
16 | 2010.03.10 00:45 | s/l | 8 | 0.10 | 1.36116 | 1.36116 | 1.35916 | -10.00 | 9980.00 |
17 | 2010.03.11 00:00 | buy | 9 | 0.10 | 1.36579 | 1.36479 | 1.36679 | ||
18 | 2010.03.11 00:40 | s/l | 9 | 0.10 | 1.36479 | 1.36479 | 1.36679 | -10.00 | 9970.00 |
19 | 2010.03.12 00:00 | buy | 10 | 0.10 | 1.36785 | 1.36685 | 1.36885 | ||
20 | 2010.03.12 01:07 | t/p | 10 | 0.10 | 1.36885 | 1.36685 | 1.36885 | 10.00 | 9980.00 |
21 | 2010.03.15 00:00 | buy | 11 | 0.10 | 1.37614 | 1.37514 | 1.37714 | ||
22 | 2010.03.15 00:45 | t/p | 11 | 0.10 | 1.37714 | 1.37514 | 1.37714 | 10.00 | 9990.00 |
23 | 2010.03.16 00:00 | buy | 12 | 0.10 | 1.36747 | 1.36647 | 1.36847 | ||
24 | 2010.03.16 01:45 | s/l | 12 | 0.10 | 1.36647 | 1.36647 | 1.36847 | -10.00 | 9980.00 |
25 | 2010.03.17 00:00 | buy | 13 | 0.10 | 1.37660 | 1.37560 | 1.37760 | ||
26 | 2010.03.17 01:20 | t/p | 13 | 0.10 | 1.37760 | 1.37560 | 1.37760 | 10.00 | 9990.00 |
27 | 2010.03.18 00:00 | buy | 14 | 0.10 | 1.37380 | 1.37280 | 1.37480 | ||
28 | 2010.03.18 01:33 | s/l | 14 | 0.10 | 1.37280 | 1.37280 | 1.37480 | -10.00 | 9980.00 |
29 | 2010.03.19 00:00 | sell | 15 | 0.10 | 1.36078 | 1.36178 | 1.35978 | ||
30 | 2010.03.19 01:20 | s/l | 15 | 0.10 | 1.36178 | 1.36178 | 1.35978 | -10.00 | 9970.00 |
31 | 2010.03.22 00:00 | sell | 16 | 0.10 | 1.35185 | 1.35285 | 1.35085 | ||
32 | 2010.03.22 00:26 | s/l | 16 | 0.10 | 1.35285 | 1.35285 | 1.35085 | -10.00 | 9960.00 |
33 | 2010.03.23 00:00 | sell | 17 | 0.10 | 1.35581 | 1.35681 | 1.35481 | ||
34 | 2010.03.23 00:50 | s/l | 17 | 0.10 | 1.35681 | 1.35681 | 1.35481 | -10.00 | 9950.00 |
35 | 2010.03.24 00:00 | sell | 18 | 0.10 | 1.34908 | 1.35008 | 1.34808 | ||
36 | 2010.03.24 00:20 | t/p | 18 | 0.10 | 1.34808 | 1.35008 | 1.34808 | 10.00 | 9960.00 |
37 | 2010.03.25 00:00 | sell | 19 | 0.10 | 1.33281 | 1.33381 | 1.33181 | ||
38 | 2010.03.25 01:15 | s/l | 19 | 0.10 | 1.33381 | 1.33381 | 1.33181 | -10.00 | 9950.00 |
39 | 2010.03.26 00:00 | sell | 20 | 0.10 | 1.32718 | 1.32818 | 1.32618 | ||
40 | 2010.03.26 00:10 | s/l | 20 | 0.10 | 1.32818 | 1.32818 | 1.32618 | -10.00 | 9940.00 |