Strategy Tester Report
SimpleGrail
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 | StopLoss=0; TrailingStop=200; choice=false; magicnumber=143; MaxOrders=1; Prots=15; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1339.20 | Gross profit | 4363.76 | Gross loss | -3024.56 |
Profit factor | 1.44 | Expected payoff | 89.28 | ||
Absolute drawdown | 2461.52 | Maximal drawdown | 5343.70 (41.48%) | Relative drawdown | 41.48% (5343.70) |
Total trades | 15 | Short positions (won %) | 15 (93.33%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 14 (93.33%) | Loss trades (% of total) | 1 (6.67%) | ||
Largest | profit trade | 840.00 | loss trade | -3024.56 | |
Average | profit trade | 311.70 | loss trade | -3024.56 | |
Maximum | consecutive wins (profit in money) | 14 (4363.76) | consecutive losses (loss in money) | 1 (-3024.56) | |
Maximal | consecutive profit (count of wins) | 4363.76 (14) | consecutive loss (count of losses) | -3024.56 (1) | |
Average | consecutive wins | 14 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 04:00 | sell | 1 | 1.50 | 1.36040 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 12:40 | modify | 1 | 1.50 | 1.36040 | 1.35941 | 0.00000 | ||
3 | 2010.03.01 12:45 | modify | 1 | 1.50 | 1.36040 | 1.35744 | 0.00000 | ||
4 | 2010.03.01 12:50 | modify | 1 | 1.50 | 1.36040 | 1.35480 | 0.00000 | ||
5 | 2010.03.01 12:57 | s/l | 1 | 1.50 | 1.35480 | 1.35480 | 0.00000 | 840.00 | 10840.00 |
6 | 2010.03.01 14:00 | sell | 2 | 1.60 | 1.35069 | 0.00000 | 0.00000 | ||
7 | 2010.03.01 16:20 | modify | 2 | 1.60 | 1.35069 | 1.34883 | 0.00000 | ||
8 | 2010.03.01 16:27 | s/l | 2 | 1.60 | 1.34883 | 1.34883 | 0.00000 | 297.60 | 11137.60 |
9 | 2010.03.02 03:00 | sell | 3 | 1.70 | 1.35290 | 0.00000 | 0.00000 | ||
10 | 2010.03.02 08:02 | modify | 3 | 1.70 | 1.35290 | 1.35283 | 0.00000 | ||
11 | 2010.03.02 08:07 | modify | 3 | 1.70 | 1.35290 | 1.35266 | 0.00000 | ||
12 | 2010.03.02 08:40 | s/l | 3 | 1.70 | 1.35266 | 1.35266 | 0.00000 | 40.80 | 11178.40 |
13 | 2010.03.03 23:00 | sell | 4 | 1.70 | 1.36953 | 0.00000 | 0.00000 | ||
14 | 2010.03.04 06:16 | modify | 4 | 1.70 | 1.36953 | 1.36941 | 0.00000 | ||
15 | 2010.03.04 06:32 | modify | 4 | 1.70 | 1.36953 | 1.36908 | 0.00000 | ||
16 | 2010.03.04 06:37 | modify | 4 | 1.70 | 1.36953 | 1.36896 | 0.00000 | ||
17 | 2010.03.04 07:26 | modify | 4 | 1.70 | 1.36953 | 1.36881 | 0.00000 | ||
18 | 2010.03.04 07:40 | modify | 4 | 1.70 | 1.36953 | 1.36855 | 0.00000 | ||
19 | 2010.03.04 07:45 | modify | 4 | 1.70 | 1.36953 | 1.36782 | 0.00000 | ||
20 | 2010.03.04 07:50 | modify | 4 | 1.70 | 1.36953 | 1.36683 | 0.00000 | ||
21 | 2010.03.04 08:20 | s/l | 4 | 1.70 | 1.36683 | 1.36683 | 0.00000 | 454.92 | 11633.32 |
22 | 2010.03.04 17:00 | sell | 5 | 1.70 | 1.36061 | 0.00000 | 0.00000 | ||
23 | 2010.03.04 17:45 | modify | 5 | 1.70 | 1.36061 | 1.35939 | 0.00000 | ||
24 | 2010.03.04 17:50 | modify | 5 | 1.70 | 1.36061 | 1.35730 | 0.00000 | ||
25 | 2010.03.04 17:57 | s/l | 5 | 1.70 | 1.35730 | 1.35730 | 0.00000 | 562.70 | 12196.02 |
26 | 2010.03.04 18:00 | sell | 6 | 1.80 | 1.35703 | 0.00000 | 0.00000 | ||
27 | 2010.03.05 14:50 | modify | 6 | 1.80 | 1.35703 | 1.35521 | 0.00000 | ||
28 | 2010.03.05 14:59 | s/l | 6 | 1.80 | 1.35521 | 1.35521 | 0.00000 | 326.16 | 12522.18 |
29 | 2010.03.05 15:00 | sell | 7 | 1.90 | 1.35582 | 0.00000 | 0.00000 | ||
30 | 2010.03.19 13:32 | modify | 7 | 1.90 | 1.35582 | 1.35569 | 0.00000 | ||
31 | 2010.03.19 13:37 | modify | 7 | 1.90 | 1.35582 | 1.35551 | 0.00000 | ||
32 | 2010.03.19 13:50 | s/l | 7 | 1.90 | 1.35551 | 1.35551 | 0.00000 | 37.62 | 12559.80 |
33 | 2010.03.19 15:00 | sell | 8 | 1.90 | 1.35380 | 0.00000 | 0.00000 | ||
34 | 2010.03.19 15:20 | modify | 8 | 1.90 | 1.35380 | 1.35342 | 0.00000 | ||
35 | 2010.03.19 15:50 | modify | 8 | 1.90 | 1.35380 | 1.35292 | 0.00000 | ||
36 | 2010.03.19 16:20 | modify | 8 | 1.90 | 1.35380 | 1.35251 | 0.00000 | ||
37 | 2010.03.19 16:45 | s/l | 8 | 1.90 | 1.35251 | 1.35251 | 0.00000 | 245.10 | 12804.90 |
38 | 2010.03.23 08:00 | sell | 9 | 1.90 | 1.35192 | 0.00000 | 0.00000 | ||
39 | 2010.03.23 12:15 | modify | 9 | 1.90 | 1.35192 | 1.35178 | 0.00000 | ||
40 | 2010.03.23 12:20 | modify | 9 | 1.90 | 1.35192 | 1.35111 | 0.00000 | ||
41 | 2010.03.23 12:45 | modify | 9 | 1.90 | 1.35192 | 1.35057 | 0.00000 | ||
42 | 2010.03.23 12:50 | modify | 9 | 1.90 | 1.35192 | 1.34980 | 0.00000 | ||
43 | 2010.03.23 13:20 | s/l | 9 | 1.90 | 1.34980 | 1.34980 | 0.00000 | 402.80 | 13207.70 |
44 | 2010.03.23 20:00 | sell | 10 | 2.00 | 1.34871 | 0.00000 | 0.00000 | ||
45 | 2010.03.24 00:50 | modify | 10 | 2.00 | 1.34871 | 1.34801 | 0.00000 | ||
46 | 2010.03.24 01:32 | s/l | 10 | 2.00 | 1.34801 | 1.34801 | 0.00000 | 138.40 | 13346.10 |
47 | 2010.03.24 07:00 | sell | 11 | 2.00 | 1.34149 | 0.00000 | 0.00000 | ||
48 | 2010.03.24 09:50 | modify | 11 | 2.00 | 1.34149 | 1.33872 | 0.00000 | ||
49 | 2010.03.24 09:57 | s/l | 11 | 2.00 | 1.33872 | 1.33872 | 0.00000 | 554.00 | 13900.10 |
50 | 2010.03.24 12:00 | sell | 12 | 2.10 | 1.33580 | 0.00000 | 0.00000 | ||
51 | 2010.03.24 13:20 | modify | 12 | 2.10 | 1.33580 | 1.33563 | 0.00000 | ||
52 | 2010.03.24 13:37 | modify | 12 | 2.10 | 1.33580 | 1.33555 | 0.00000 | ||
53 | 2010.03.24 13:50 | s/l | 12 | 2.10 | 1.33555 | 1.33555 | 0.00000 | 52.50 | 13952.60 |
54 | 2010.03.24 21:00 | sell | 13 | 2.10 | 1.33252 | 0.00000 | 0.00000 | ||
55 | 2010.03.25 06:15 | modify | 13 | 2.10 | 1.33252 | 1.33237 | 0.00000 | ||
56 | 2010.03.25 06:20 | modify | 13 | 2.10 | 1.33252 | 1.33058 | 0.00000 | ||
57 | 2010.03.25 07:15 | s/l | 13 | 2.10 | 1.33058 | 1.33058 | 0.00000 | 402.36 | 14354.96 |
58 | 2010.03.25 20:00 | sell | 14 | 2.20 | 1.32896 | 0.00000 | 0.00000 | ||
59 | 2010.03.25 20:46 | modify | 14 | 2.20 | 1.32896 | 1.32892 | 0.00000 | ||
60 | 2010.03.25 21:20 | s/l | 14 | 2.20 | 1.32892 | 1.32892 | 0.00000 | 8.80 | 14363.76 |
61 | 2010.03.25 22:00 | sell | 15 | 2.20 | 1.32733 | 0.00000 | 0.00000 | ||
62 | 2010.03.26 21:59 | close at stop | 15 | 2.20 | 1.34107 | 0.00000 | 0.00000 | -3024.56 | 11339.20 |