Strategy Tester Report
_Turtle Channel System
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 | Lots=1; Slippage=3; Magic=20051006; LngPeriod=20; ShtPeriod=10; Entry_Stop=50; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -475.80 | Gross profit | 447.20 | Gross loss | -923.00 |
Profit factor | 0.48 | Expected payoff | -33.99 | ||
Absolute drawdown | 475.80 | Maximal drawdown | 959.80 (9.15%) | Relative drawdown | 9.15% (959.80) |
Total trades | 14 | Short positions (won %) | 11 (9.09%) | Long positions (won %) | 3 (0.00%) |
Profit trades (% of total) | 1 (7.14%) | Loss trades (% of total) | 13 (92.86%) | ||
Largest | profit trade | 447.20 | loss trade | -71.00 | |
Average | profit trade | 447.20 | loss trade | -71.00 | |
Maximum | consecutive wins (profit in money) | 1 (447.20) | consecutive losses (loss in money) | 8 (-568.00) | |
Maximal | consecutive profit (count of wins) | 447.20 (1) | consecutive loss (count of losses) | -568.00 (8) | |
Average | consecutive wins | 1 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 12:45 | sell | 1 | 1.00 | 1.35523 | 1.35594 | 0.00000 | ||
2 | 2010.03.01 12:47 | s/l | 1 | 1.00 | 1.35594 | 1.35594 | 0.00000 | -71.00 | 9929.00 |
3 | 2010.03.04 15:50 | sell | 2 | 1.00 | 1.36241 | 1.36312 | 0.00000 | ||
4 | 2010.03.04 15:52 | s/l | 2 | 1.00 | 1.36312 | 1.36312 | 0.00000 | -71.00 | 9858.00 |
5 | 2010.03.05 16:47 | buy | 3 | 1.00 | 1.36114 | 1.36043 | 0.00000 | ||
6 | 2010.03.05 17:07 | s/l | 3 | 1.00 | 1.36043 | 1.36043 | 0.00000 | -71.00 | 9787.00 |
7 | 2010.03.08 17:45 | sell | 4 | 1.00 | 1.36155 | 1.36226 | 0.00000 | ||
8 | 2010.03.08 18:15 | s/l | 4 | 1.00 | 1.36226 | 1.36226 | 0.00000 | -71.00 | 9716.00 |
9 | 2010.03.11 14:30 | buy | 5 | 1.00 | 1.36679 | 1.36608 | 0.00000 | ||
10 | 2010.03.11 14:45 | s/l | 5 | 1.00 | 1.36608 | 1.36608 | 0.00000 | -71.00 | 9645.00 |
11 | 2010.03.15 10:03 | sell | 6 | 1.00 | 1.37255 | 1.37326 | 0.00000 | ||
12 | 2010.03.15 20:00 | modify | 6 | 1.00 | 1.37255 | 1.37281 | 0.00000 | ||
13 | 2010.03.15 22:00 | modify | 6 | 1.00 | 1.37255 | 1.37242 | 0.00000 | ||
14 | 2010.03.15 23:00 | modify | 6 | 1.00 | 1.37255 | 1.37175 | 0.00000 | ||
15 | 2010.03.16 00:00 | modify | 6 | 1.00 | 1.37255 | 1.37063 | 0.00000 | ||
16 | 2010.03.16 01:00 | modify | 6 | 1.00 | 1.37255 | 1.36862 | 0.00000 | ||
17 | 2010.03.16 02:00 | modify | 6 | 1.00 | 1.37255 | 1.36807 | 0.00000 | ||
18 | 2010.03.16 02:15 | s/l | 6 | 1.00 | 1.36807 | 1.36807 | 0.00000 | 447.20 | 10092.20 |
19 | 2010.03.16 15:25 | buy | 7 | 1.00 | 1.37392 | 1.37321 | 0.00000 | ||
20 | 2010.03.16 15:27 | s/l | 7 | 1.00 | 1.37321 | 1.37321 | 0.00000 | -71.00 | 10021.20 |
21 | 2010.03.17 16:15 | sell | 8 | 1.00 | 1.37356 | 1.37427 | 0.00000 | ||
22 | 2010.03.17 16:45 | s/l | 8 | 1.00 | 1.37427 | 1.37427 | 0.00000 | -71.00 | 9950.20 |
23 | 2010.03.18 16:15 | sell | 9 | 1.00 | 1.36284 | 1.36355 | 0.00000 | ||
24 | 2010.03.18 16:17 | s/l | 9 | 1.00 | 1.36355 | 1.36355 | 0.00000 | -71.00 | 9879.20 |
25 | 2010.03.19 16:20 | sell | 10 | 1.00 | 1.35030 | 1.35101 | 0.00000 | ||
26 | 2010.03.19 16:27 | s/l | 10 | 1.00 | 1.35101 | 1.35101 | 0.00000 | -71.00 | 9808.20 |
27 | 2010.03.22 06:46 | sell | 11 | 1.00 | 1.35030 | 1.35101 | 0.00000 | ||
28 | 2010.03.22 07:03 | s/l | 11 | 1.00 | 1.35101 | 1.35101 | 0.00000 | -71.00 | 9737.20 |
29 | 2010.03.23 11:50 | sell | 12 | 1.00 | 1.35029 | 1.35100 | 0.00000 | ||
30 | 2010.03.23 11:57 | s/l | 12 | 1.00 | 1.35100 | 1.35100 | 0.00000 | -71.00 | 9666.20 |
31 | 2010.03.24 12:50 | sell | 13 | 1.00 | 1.33408 | 1.33479 | 0.00000 | ||
32 | 2010.03.24 12:57 | s/l | 13 | 1.00 | 1.33479 | 1.33479 | 0.00000 | -71.00 | 9595.20 |
33 | 2010.03.25 18:50 | sell | 14 | 1.00 | 1.32779 | 1.32850 | 0.00000 | ||
34 | 2010.03.25 18:52 | s/l | 14 | 1.00 | 1.32850 | 1.32850 | 0.00000 | -71.00 | 9524.20 |