Strategy Tester Report
[ea]DailyHiLoFIB_Ron_MT4_v01b
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 | ATRPeriod=0; ATRMultiplier=1; MartingaleStyle=0; Lots=5; StartingBalance=0; ProfitMade=0; BasketProfit=0; LossLimit=69; BasketLoss=0; BreakEven=0; TrailStop=34; LotResolution=1; KillLogging=false; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9735.00 | Gross profit | 870.00 | Gross loss | -10605.00 |
| Profit factor | 0.08 | Expected payoff | -1947.00 | ||
| Absolute drawdown | 9735.00 | Maximal drawdown | 11460.00 (97.74%) | Relative drawdown | 97.74% (11460.00) |
| Total trades | 5 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 2 (40.00%) | Loss trades (% of total) | 3 (60.00%) | ||
| Largest | profit trade | 845.00 | loss trade | -3790.00 | |
| Average | profit trade | 435.00 | loss trade | -3535.00 | |
| Maximum | consecutive wins (profit in money) | 1 (845.00) | consecutive losses (loss in money) | 2 (-6815.00) | |
| Maximal | consecutive profit (count of wins) | 845.00 (1) | consecutive loss (count of losses) | -6815.00 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 00:00 | sell | 1 | 5.00 | 1.36221 | 0.00000 | 0.00000 | ||
| 2 | 2010.03.01 00:00 | modify | 1 | 5.00 | 1.36221 | 1.37911 | 0.00000 | ||
| 3 | 2010.03.01 07:50 | modify | 1 | 5.00 | 1.36221 | 1.36216 | 0.00000 | ||
| 4 | 2010.03.01 08:50 | s/l | 1 | 5.00 | 1.36216 | 1.36216 | 0.00000 | 25.00 | 10025.00 |
| 5 | 2010.03.01 08:50 | buy | 2 | 5.00 | 1.36281 | 0.00000 | 0.00000 | ||
| 6 | 2010.03.01 08:50 | modify | 2 | 5.00 | 1.36281 | 1.34591 | 0.00000 | ||
| 7 | 2010.03.01 12:45 | close | 2 | 5.00 | 1.35523 | 1.34591 | 0.00000 | -3790.00 | 6235.00 |
| 8 | 2010.03.01 12:47 | sell | 3 | 5.00 | 1.35589 | 0.00000 | 0.00000 | ||
| 9 | 2010.03.01 12:47 | modify | 3 | 5.00 | 1.35589 | 1.37279 | 0.00000 | ||
| 10 | 2010.03.01 13:20 | modify | 3 | 5.00 | 1.35589 | 1.35460 | 0.00000 | ||
| 11 | 2010.03.01 13:50 | modify | 3 | 5.00 | 1.35589 | 1.35420 | 0.00000 | ||
| 12 | 2010.03.01 14:50 | s/l | 3 | 5.00 | 1.35420 | 1.35420 | 0.00000 | 845.00 | 7080.00 |
| 13 | 2010.03.01 14:50 | buy | 4 | 5.00 | 1.35420 | 0.00000 | 0.00000 | ||
| 14 | 2010.03.01 14:50 | modify | 4 | 5.00 | 1.35420 | 1.33730 | 0.00000 | ||
| 15 | 2010.03.01 16:20 | close | 4 | 5.00 | 1.34662 | 1.33730 | 0.00000 | -3790.00 | 3290.00 |
| 16 | 2010.03.01 16:22 | sell | 5 | 5.00 | 1.34787 | 0.00000 | 0.00000 | ||
| 17 | 2010.03.01 16:22 | modify | 5 | 5.00 | 1.34787 | 1.36477 | 0.00000 | ||
| 18 | 2010.03.01 18:50 | close at stop | 5 | 5.00 | 1.35392 | 1.36477 | 0.00000 | -3025.00 | 265.00 |