Strategy Tester Report
_FT_Fractal_MA
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 | lwmaper1=4; lwmaper2=8; lwmapertrend=40; lwmatrendchart=1; SL=150; TP=150; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -6.01 | Gross profit | 6.00 | Gross loss | -12.01 |
| Profit factor | 0.50 | Expected payoff | -0.50 | ||
| Absolute drawdown | 8.73 | Maximal drawdown | 8.89 (0.09%) | Relative drawdown | 0.09% (8.89) |
| Total trades | 12 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 4 (33.33%) | Loss trades (% of total) | 8 (66.67%) | ||
| Largest | profit trade | 1.50 | loss trade | -1.51 | |
| Average | profit trade | 1.50 | loss trade | -1.50 | |
| Maximum | consecutive wins (profit in money) | 2 (3.00) | consecutive losses (loss in money) | 5 (-7.51) | |
| Maximal | consecutive profit (count of wins) | 3.00 (2) | consecutive loss (count of losses) | -7.51 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.09 06:00 | buy | 1 | 0.01 | 1.36211 | 1.36061 | 1.36361 | ||
| 2 | 2010.03.09 06:37 | s/l | 1 | 0.01 | 1.36061 | 1.36061 | 1.36361 | -1.50 | 9998.50 |
| 3 | 2010.03.10 03:00 | sell | 2 | 0.01 | 1.35956 | 1.36106 | 1.35806 | ||
| 4 | 2010.03.10 07:00 | buy | 3 | 0.01 | 1.36008 | 1.35858 | 1.36158 | ||
| 5 | 2010.03.10 07:50 | s/l | 3 | 0.01 | 1.35858 | 1.35858 | 1.36158 | -1.50 | 9997.00 |
| 6 | 2010.03.10 08:10 | t/p | 2 | 0.01 | 1.35806 | 1.36106 | 1.35806 | 1.50 | 9998.50 |
| 7 | 2010.03.16 12:00 | buy | 4 | 0.01 | 1.36893 | 1.36743 | 1.37043 | ||
| 8 | 2010.03.16 12:10 | t/p | 4 | 0.01 | 1.37043 | 1.36743 | 1.37043 | 1.50 | 10000.00 |
| 9 | 2010.03.17 03:00 | sell | 5 | 0.01 | 1.37677 | 1.37827 | 1.37527 | ||
| 10 | 2010.03.17 04:40 | s/l | 5 | 0.01 | 1.37827 | 1.37827 | 1.37527 | -1.50 | 9998.50 |
| 11 | 2010.03.18 12:00 | buy | 6 | 0.01 | 1.36880 | 1.36730 | 1.37030 | ||
| 12 | 2010.03.18 12:15 | s/l | 6 | 0.01 | 1.36730 | 1.36730 | 1.37030 | -1.50 | 9997.00 |
| 13 | 2010.03.18 14:00 | sell | 7 | 0.01 | 1.36652 | 1.36802 | 1.36502 | ||
| 14 | 2010.03.18 14:45 | s/l | 7 | 0.01 | 1.36802 | 1.36802 | 1.36502 | -1.50 | 9995.50 |
| 15 | 2010.03.19 20:00 | buy | 8 | 0.01 | 1.35371 | 1.35221 | 1.35521 | ||
| 16 | 2010.03.22 00:00 | s/l | 8 | 0.01 | 1.35221 | 1.35221 | 1.35521 | -1.51 | 9993.99 |
| 17 | 2010.03.22 00:00 | sell | 9 | 0.01 | 1.35185 | 1.35335 | 1.35035 | ||
| 18 | 2010.03.22 00:37 | s/l | 9 | 0.01 | 1.35335 | 1.35335 | 1.35035 | -1.50 | 9992.49 |
| 19 | 2010.03.22 17:00 | buy | 10 | 0.01 | 1.35321 | 1.35171 | 1.35471 | ||
| 20 | 2010.03.22 17:20 | t/p | 10 | 0.01 | 1.35471 | 1.35171 | 1.35471 | 1.50 | 9993.99 |
| 21 | 2010.03.23 06:00 | buy | 11 | 0.01 | 1.35576 | 1.35426 | 1.35726 | ||
| 22 | 2010.03.23 06:45 | s/l | 11 | 0.01 | 1.35426 | 1.35426 | 1.35726 | -1.50 | 9992.49 |
| 23 | 2010.03.25 16:00 | sell | 12 | 0.01 | 1.33559 | 1.33709 | 1.33409 | ||
| 24 | 2010.03.25 16:50 | t/p | 12 | 0.01 | 1.33409 | 1.33709 | 1.33409 | 1.50 | 9993.99 |