Strategy Tester Report
SHE_kanskigor
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=0.1; Profit=100; Stop=0; Slippage=5; Symb="*"; StartTime="00:05"; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -231.19 | Gross profit | 179.85 | Gross loss | -411.04 |
Profit factor | 0.44 | Expected payoff | -11.56 | ||
Absolute drawdown | 524.05 | Maximal drawdown | 658.70 (6.50%) | Relative drawdown | 6.50% (658.70) |
Total trades | 20 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 11 (81.82%) |
Profit trades (% of total) | 18 (90.00%) | Loss trades (% of total) | 2 (10.00%) | ||
Largest | profit trade | 10.00 | loss trade | -327.76 | |
Average | profit trade | 9.99 | loss trade | -205.52 | |
Maximum | consecutive wins (profit in money) | 18 (179.85) | consecutive losses (loss in money) | 2 (-411.04) | |
Maximal | consecutive profit (count of wins) | 179.85 (18) | consecutive loss (count of losses) | -411.04 (2) | |
Average | consecutive wins | 18 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:05 | sell | 1 | 0.10 | 1.36199 | 0.00000 | 1.36099 | ||
2 | 2010.03.01 03:15 | t/p | 1 | 0.10 | 1.36099 | 0.00000 | 1.36099 | 10.00 | 10010.00 |
3 | 2010.03.02 00:06 | buy | 2 | 0.10 | 1.35676 | 0.00000 | 1.35776 | ||
4 | 2010.03.02 14:45 | t/p | 2 | 0.10 | 1.35776 | 0.00000 | 1.35776 | 10.00 | 10020.00 |
5 | 2010.03.03 00:05 | sell | 3 | 0.10 | 1.36076 | 0.00000 | 1.35976 | ||
6 | 2010.03.03 09:20 | t/p | 3 | 0.10 | 1.35976 | 0.00000 | 1.35976 | 10.00 | 10030.00 |
7 | 2010.03.04 00:05 | sell | 4 | 0.10 | 1.36962 | 0.00000 | 1.36862 | ||
8 | 2010.03.04 04:15 | t/p | 4 | 0.10 | 1.36862 | 0.00000 | 1.36862 | 10.00 | 10040.00 |
9 | 2010.03.05 00:05 | buy | 5 | 0.10 | 1.35818 | 0.00000 | 1.35918 | ||
10 | 2010.03.05 01:20 | t/p | 5 | 0.10 | 1.35918 | 0.00000 | 1.35918 | 10.00 | 10050.00 |
11 | 2010.03.08 00:05 | sell | 6 | 0.10 | 1.36423 | 0.00000 | 1.36323 | ||
12 | 2010.03.08 00:20 | t/p | 6 | 0.10 | 1.36323 | 0.00000 | 1.36323 | 10.00 | 10060.00 |
13 | 2010.03.09 00:06 | buy | 7 | 0.10 | 1.36269 | 0.00000 | 1.36369 | ||
14 | 2010.03.10 00:05 | buy | 8 | 0.10 | 1.36029 | 0.00000 | 1.36129 | ||
15 | 2010.03.10 00:50 | t/p | 8 | 0.10 | 1.36129 | 0.00000 | 1.36129 | 10.00 | 10070.00 |
16 | 2010.03.10 16:40 | t/p | 7 | 0.10 | 1.36369 | 0.00000 | 1.36369 | 9.93 | 10079.93 |
17 | 2010.03.11 00:05 | sell | 9 | 0.10 | 1.36549 | 0.00000 | 1.36449 | ||
18 | 2010.03.11 00:50 | t/p | 9 | 0.10 | 1.36449 | 0.00000 | 1.36449 | 10.00 | 10089.93 |
19 | 2010.03.12 00:05 | sell | 10 | 0.10 | 1.36780 | 0.00000 | 1.36680 | ||
20 | 2010.03.15 00:06 | sell | 11 | 0.10 | 1.37617 | 0.00000 | 1.37517 | ||
21 | 2010.03.15 01:50 | t/p | 11 | 0.10 | 1.37517 | 0.00000 | 1.37517 | 10.00 | 10099.93 |
22 | 2010.03.15 16:15 | t/p | 10 | 0.10 | 1.36680 | 0.00000 | 1.36680 | 9.92 | 10109.85 |
23 | 2010.03.16 00:05 | buy | 12 | 0.10 | 1.36747 | 0.00000 | 1.36847 | ||
24 | 2010.03.16 03:15 | t/p | 12 | 0.10 | 1.36847 | 0.00000 | 1.36847 | 10.00 | 10119.85 |
25 | 2010.03.17 00:06 | sell | 13 | 0.10 | 1.37651 | 0.00000 | 1.37551 | ||
26 | 2010.03.17 14:15 | t/p | 13 | 0.10 | 1.37551 | 0.00000 | 1.37551 | 10.00 | 10129.85 |
27 | 2010.03.18 00:05 | buy | 14 | 0.10 | 1.37358 | 0.00000 | 1.37458 | ||
28 | 2010.03.19 00:05 | buy | 15 | 0.10 | 1.36106 | 0.00000 | 1.36206 | ||
29 | 2010.03.19 01:50 | t/p | 15 | 0.10 | 1.36206 | 0.00000 | 1.36206 | 10.00 | 10139.85 |
30 | 2010.03.22 00:06 | buy | 16 | 0.10 | 1.35210 | 0.00000 | 1.35310 | ||
31 | 2010.03.22 00:37 | t/p | 16 | 0.10 | 1.35310 | 0.00000 | 1.35310 | 10.00 | 10149.85 |
32 | 2010.03.23 00:05 | sell | 17 | 0.10 | 1.35638 | 0.00000 | 1.35538 | ||
33 | 2010.03.23 01:45 | t/p | 17 | 0.10 | 1.35538 | 0.00000 | 1.35538 | 10.00 | 10159.85 |
34 | 2010.03.24 00:05 | buy | 18 | 0.10 | 1.34916 | 0.00000 | 1.35016 | ||
35 | 2010.03.25 00:05 | buy | 19 | 0.10 | 1.33309 | 0.00000 | 1.33409 | ||
36 | 2010.03.25 02:15 | t/p | 19 | 0.10 | 1.33409 | 0.00000 | 1.33409 | 10.00 | 10169.85 |
37 | 2010.03.26 00:06 | buy | 20 | 0.10 | 1.32795 | 0.00000 | 1.32895 | ||
38 | 2010.03.26 00:40 | t/p | 20 | 0.10 | 1.32895 | 0.00000 | 1.32895 | 10.00 | 10179.85 |
39 | 2010.03.26 21:59 | close at stop | 18 | 0.10 | 1.34086 | 0.00000 | 1.35016 | -83.28 | 10096.57 |
40 | 2010.03.26 21:59 | close at stop | 14 | 0.10 | 1.34086 | 0.00000 | 1.37458 | -327.76 | 9768.81 |