Strategy Tester Report
HTH
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 | trade=true; C1="EURUSD"; C2="USDCHF"; C3="GBPUSD"; C4="AUDUSD"; show_profit=true; enable_profit=false; enable_loss=false; enable_emergency_trading=true; emergency_loss=60; profit=80; loss=40; MagicNumber1=243; MagicNumber2=244; MagicNumber3=245; MagicNumber4=256; E_MagicNumber=257; lot=0.01; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -23.94 | Gross profit | 47.89 | Gross loss | -71.83 |
Profit factor | 0.67 | Expected payoff | -1.41 | ||
Absolute drawdown | 41.36 | Maximal drawdown | 48.04 (0.48%) | Relative drawdown | 0.48% (48.04) |
Total trades | 17 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 8 (25.00%) |
Profit trades (% of total) | 6 (35.29%) | Loss trades (% of total) | 11 (64.71%) | ||
Largest | profit trade | 16.48 | loss trade | -13.33 | |
Average | profit trade | 7.98 | loss trade | -6.53 | |
Maximum | consecutive wins (profit in money) | 2 (20.49) | consecutive losses (loss in money) | 4 (-26.06) | |
Maximal | consecutive profit (count of wins) | 20.49 (2) | consecutive loss (count of losses) | -26.06 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:05 | buy | 1 | 0.01 | 1.36220 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 23:00 | close | 1 | 0.01 | 1.35593 | 0.00000 | 0.00000 | -6.27 | 9993.73 |
3 | 2010.03.02 00:06 | sell | 2 | 0.01 | 1.35655 | 0.00000 | 0.00000 | ||
4 | 2010.03.02 23:00 | close | 2 | 0.01 | 1.36162 | 0.00000 | 0.00000 | -5.07 | 9988.66 |
5 | 2010.03.03 00:05 | buy | 3 | 0.01 | 1.36097 | 0.00000 | 0.00000 | ||
6 | 2010.03.03 23:00 | close | 3 | 0.01 | 1.36953 | 0.00000 | 0.00000 | 8.56 | 9997.22 |
7 | 2010.03.04 00:05 | buy | 4 | 0.01 | 1.36983 | 0.00000 | 0.00000 | ||
8 | 2010.03.04 23:00 | close | 4 | 0.01 | 1.35783 | 0.00000 | 0.00000 | -12.00 | 9985.22 |
9 | 2010.03.05 00:05 | sell | 5 | 0.01 | 1.35797 | 0.00000 | 0.00000 | ||
10 | 2010.03.08 23:00 | close | 5 | 0.01 | 1.36354 | 0.00000 | 0.00000 | -5.58 | 9979.64 |
11 | 2010.03.09 00:06 | buy | 6 | 0.01 | 1.36269 | 0.00000 | 0.00000 | ||
12 | 2010.03.09 23:00 | close | 6 | 0.01 | 1.35992 | 0.00000 | 0.00000 | -2.77 | 9976.87 |
13 | 2010.03.10 00:05 | sell | 7 | 0.01 | 1.36008 | 0.00000 | 0.00000 | ||
14 | 2010.03.10 23:00 | close | 7 | 0.01 | 1.36579 | 0.00000 | 0.00000 | -5.71 | 9971.16 |
15 | 2010.03.11 00:05 | buy | 8 | 0.01 | 1.36570 | 0.00000 | 0.00000 | ||
16 | 2010.03.11 23:00 | close | 8 | 0.01 | 1.36798 | 0.00000 | 0.00000 | 2.28 | 9973.44 |
17 | 2010.03.12 00:05 | buy | 9 | 0.01 | 1.36801 | 0.00000 | 0.00000 | ||
18 | 2010.03.15 23:00 | close | 9 | 0.01 | 1.36755 | 0.00000 | 0.00000 | -0.47 | 9972.98 |
19 | 2010.03.16 00:05 | sell | 10 | 0.01 | 1.36726 | 0.00000 | 0.00000 | ||
20 | 2010.03.16 23:00 | close | 10 | 0.01 | 1.37744 | 0.00000 | 0.00000 | -10.18 | 9962.80 |
21 | 2010.03.17 00:06 | buy | 11 | 0.01 | 1.37672 | 0.00000 | 0.00000 | ||
22 | 2010.03.17 23:00 | close | 11 | 0.01 | 1.37346 | 0.00000 | 0.00000 | -3.26 | 9959.54 |
23 | 2010.03.18 00:05 | sell | 12 | 0.01 | 1.37337 | 0.00000 | 0.00000 | ||
24 | 2010.03.18 23:00 | close | 12 | 0.01 | 1.36084 | 0.00000 | 0.00000 | 12.53 | 9972.07 |
25 | 2010.03.19 00:05 | sell | 13 | 0.01 | 1.36085 | 0.00000 | 0.00000 | ||
26 | 2010.03.22 23:00 | close | 13 | 0.01 | 1.35681 | 0.00000 | 0.00000 | 4.03 | 9976.10 |
27 | 2010.03.23 00:05 | buy | 14 | 0.01 | 1.35659 | 0.00000 | 0.00000 | ||
28 | 2010.03.23 23:00 | close | 14 | 0.01 | 1.34939 | 0.00000 | 0.00000 | -7.20 | 9968.90 |
29 | 2010.03.24 00:05 | sell | 15 | 0.01 | 1.34895 | 0.00000 | 0.00000 | ||
30 | 2010.03.24 23:00 | close | 15 | 0.01 | 1.33247 | 0.00000 | 0.00000 | 16.48 | 9985.38 |
31 | 2010.03.25 00:05 | sell | 16 | 0.01 | 1.33288 | 0.00000 | 0.00000 | ||
32 | 2010.03.25 23:00 | close | 16 | 0.01 | 1.32887 | 0.00000 | 0.00000 | 4.01 | 9989.39 |
33 | 2010.03.26 00:06 | sell | 17 | 0.01 | 1.32774 | 0.00000 | 0.00000 | ||
34 | 2010.03.26 21:59 | close at stop | 17 | 0.01 | 1.34107 | 0.00000 | 0.00000 | -13.33 | 9976.06 |