Strategy Tester Report
UniversalMACrossEA-mod
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 | Expert_Name="---------- Universal MA Cross EA v5"; StopLoss=100; TakeProfit=200; TrailingStop=40; Indicator_Setting="---------- Indicator Setting"; FastMAPeriod=10; FastMAType=1; FastMAPrice=0; SlowMAPeriod=80; SlowMAType=1; SlowMAPrice=0; MinCrossDistance=0; Exit_Setting="---------- Exit Setting"; ReverseCondition=false; ConfirmedOnEntry=true; OneEntryPerBar=true; StopAndReverse=true; PureSAR=false; ThirdEMA_Setting="---------- Third MA Setting"; UseThirdMA=false; UseCounterTrend=false; ThirdMAPeriod=100; ThirdMAType=1; ThirdMAPrice=0; CTStopLoss=0; CTTakeProfit=0; Order_Setting="---------- Order Setting"; NumberOfTries=5; Slippage=5; MaxOpenTrade=2; MagicNumber=1234; Time_Parameters="---------- EA Active Time"; UseHourTrade=false; StartHour=10; EndHour=11; MM_Parameters="---------- Money Management"; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Alert_Setting="---------- Alert Setting"; EnableAlert=true; SoundFilename="alert.wav"; Testing_Parameters="---------- Back Test Parameter"; PrintControl=true; Show_Settings=true; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 153.00 | Gross profit | 563.00 | Gross loss | -410.00 |
Profit factor | 1.37 | Expected payoff | 17.00 | ||
Absolute drawdown | 308.00 | Maximal drawdown | 308.00 (3.08%) | Relative drawdown | 3.08% (308.00) |
Total trades | 9 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 5 (55.56%) | Loss trades (% of total) | 4 (44.44%) | ||
Largest | profit trade | 199.00 | loss trade | -103.00 | |
Average | profit trade | 112.60 | loss trade | -102.50 | |
Maximum | consecutive wins (profit in money) | 4 (364.00) | consecutive losses (loss in money) | 3 (-308.00) | |
Maximal | consecutive profit (count of wins) | 364.00 (4) | consecutive loss (count of losses) | -308.00 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 16:00 | sell | 1 | 1.00 | 1.35058 | 1.35160 | 1.34860 | ||
2 | 2010.03.01 16:02 | s/l | 1 | 1.00 | 1.35160 | 1.35160 | 1.34860 | -102.00 | 9898.00 |
3 | 2010.03.02 20:00 | buy | 2 | 1.00 | 1.36163 | 1.36060 | 1.36360 | ||
4 | 2010.03.02 20:20 | s/l | 2 | 1.00 | 1.36060 | 1.36060 | 1.36360 | -103.00 | 9795.00 |
5 | 2010.03.04 20:00 | sell | 3 | 1.00 | 1.35617 | 1.35720 | 1.35420 | ||
6 | 2010.03.04 20:40 | s/l | 3 | 1.00 | 1.35720 | 1.35720 | 1.35420 | -103.00 | 9692.00 |
7 | 2010.03.08 01:00 | buy | 4 | 1.00 | 1.36381 | 1.36280 | 1.36580 | ||
8 | 2010.03.08 01:03 | modify | 4 | 1.00 | 1.36381 | 1.36448 | 1.36580 | ||
9 | 2010.03.08 01:10 | modify | 4 | 1.00 | 1.36381 | 1.36524 | 1.36580 | ||
10 | 2010.03.08 01:16 | t/p | 4 | 1.00 | 1.36580 | 1.36524 | 1.36580 | 199.00 | 9891.00 |
11 | 2010.03.09 04:00 | sell | 5 | 1.00 | 1.36128 | 1.36230 | 1.35930 | ||
12 | 2010.03.09 04:15 | s/l | 5 | 1.00 | 1.36230 | 1.36230 | 1.35930 | -102.00 | 9789.00 |
13 | 2010.03.10 17:00 | buy | 6 | 1.00 | 1.36660 | 1.36560 | 1.36860 | ||
14 | 2010.03.10 17:15 | modify | 6 | 1.00 | 1.36660 | 1.36706 | 1.36860 | ||
15 | 2010.03.10 17:20 | modify | 6 | 1.00 | 1.36660 | 1.36752 | 1.36860 | ||
16 | 2010.03.10 17:27 | s/l | 6 | 1.00 | 1.36752 | 1.36752 | 1.36860 | 92.00 | 9881.00 |
17 | 2010.03.15 19:00 | sell | 7 | 1.00 | 1.36706 | 1.36810 | 1.36510 | ||
18 | 2010.03.15 19:20 | modify | 7 | 1.00 | 1.36706 | 1.36688 | 1.36510 | ||
19 | 2010.03.15 19:37 | modify | 7 | 1.00 | 1.36706 | 1.36684 | 1.36510 | ||
20 | 2010.03.15 19:40 | s/l | 7 | 1.00 | 1.36684 | 1.36684 | 1.36510 | 22.00 | 9903.00 |
21 | 2010.03.16 13:00 | buy | 8 | 1.00 | 1.37160 | 1.37060 | 1.37360 | ||
22 | 2010.03.16 13:45 | modify | 8 | 1.00 | 1.37160 | 1.37177 | 1.37360 | ||
23 | 2010.03.16 13:50 | modify | 8 | 1.00 | 1.37160 | 1.37213 | 1.37360 | ||
24 | 2010.03.16 13:57 | s/l | 8 | 1.00 | 1.37213 | 1.37213 | 1.37360 | 53.00 | 9956.00 |
25 | 2010.03.18 06:00 | sell | 9 | 1.00 | 1.37037 | 1.37140 | 1.36840 | ||
26 | 2010.03.18 06:10 | modify | 9 | 1.00 | 1.37037 | 1.37024 | 1.36840 | ||
27 | 2010.03.18 06:15 | modify | 9 | 1.00 | 1.37037 | 1.36942 | 1.36840 | ||
28 | 2010.03.18 06:20 | t/p | 9 | 1.00 | 1.36840 | 1.36942 | 1.36840 | 197.00 | 10153.00 |