Strategy Tester Report
3 Ducks
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 | LotSize=0.01; TakeProfit=100; StopLoss=100; useStopLoss=false; Slippage=1; UseMoneyManagement=false; AccountIsMicro=false; Risk=10; BuyComment=""3"; SellComment=""3"; | ||||
Bars in test | 1474 | Ticks modelled | 12838 | Modelling quality | n/a |
Mismatched charts errors | 21 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -36.91 | Gross profit | 26.94 | Gross loss | -63.85 |
Profit factor | 0.42 | Expected payoff | -1.23 | ||
Absolute drawdown | 51.05 | Maximal drawdown | 55.35 (0.55%) | Relative drawdown | 0.55% (55.35) |
Total trades | 30 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 28 (89.29%) |
Profit trades (% of total) | 27 (90.00%) | Loss trades (% of total) | 3 (10.00%) | ||
Largest | profit trade | 1.00 | loss trade | -40.25 | |
Average | profit trade | 1.00 | loss trade | -21.28 | |
Maximum | consecutive wins (profit in money) | 14 (13.94) | consecutive losses (loss in money) | 1 (-40.25) | |
Maximal | consecutive profit (count of wins) | 13.94 (14) | consecutive loss (count of losses) | -40.25 (1) | |
Average | consecutive wins | 9 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:00 | buy | 1 | 0.01 | 1.36229 | 0.00000 | 1.36329 | ||
2 | 2010.03.01 00:20 | t/p | 1 | 0.01 | 1.36329 | 0.00000 | 1.36329 | 1.00 | 10001.00 |
3 | 2010.03.01 00:20 | buy | 2 | 0.01 | 1.36361 | 0.00000 | 1.36461 | ||
4 | 2010.03.01 01:50 | t/p | 2 | 0.01 | 1.36461 | 0.00000 | 1.36461 | 1.00 | 10002.00 |
5 | 2010.03.01 01:50 | buy | 3 | 0.01 | 1.36508 | 0.00000 | 1.36608 | ||
6 | 2010.03.02 00:50 | close | 3 | 0.01 | 1.35599 | 0.00000 | 1.36608 | -9.10 | 9992.90 |
7 | 2010.03.02 00:50 | sell | 4 | 0.01 | 1.35599 | 0.00000 | 1.35499 | ||
8 | 2010.03.02 01:45 | t/p | 4 | 0.01 | 1.35499 | 0.00000 | 1.35499 | 1.00 | 9993.90 |
9 | 2010.03.02 14:45 | buy | 5 | 0.01 | 1.35873 | 0.00000 | 1.35973 | ||
10 | 2010.03.02 14:50 | t/p | 5 | 0.01 | 1.35973 | 0.00000 | 1.35973 | 1.00 | 9994.90 |
11 | 2010.03.02 14:50 | buy | 6 | 0.01 | 1.35991 | 0.00000 | 1.36091 | ||
12 | 2010.03.02 19:15 | t/p | 6 | 0.01 | 1.36091 | 0.00000 | 1.36091 | 1.00 | 9995.90 |
13 | 2010.03.02 19:15 | buy | 7 | 0.01 | 1.36104 | 0.00000 | 1.36204 | ||
14 | 2010.03.02 19:50 | t/p | 7 | 0.01 | 1.36204 | 0.00000 | 1.36204 | 1.00 | 9996.90 |
15 | 2010.03.02 19:50 | buy | 8 | 0.01 | 1.36221 | 0.00000 | 1.36321 | ||
16 | 2010.03.03 01:20 | t/p | 8 | 0.01 | 1.36321 | 0.00000 | 1.36321 | 0.99 | 9997.90 |
17 | 2010.03.03 01:20 | buy | 9 | 0.01 | 1.36329 | 0.00000 | 1.36429 | ||
18 | 2010.03.03 01:32 | t/p | 9 | 0.01 | 1.36429 | 0.00000 | 1.36429 | 1.00 | 9998.90 |
19 | 2010.03.03 01:32 | buy | 10 | 0.01 | 1.36505 | 0.00000 | 1.36605 | ||
20 | 2010.03.03 10:16 | t/p | 10 | 0.01 | 1.36605 | 0.00000 | 1.36605 | 1.00 | 9999.90 |
21 | 2010.03.03 10:16 | buy | 11 | 0.01 | 1.36639 | 0.00000 | 1.36739 | ||
22 | 2010.03.03 14:37 | t/p | 11 | 0.01 | 1.36739 | 0.00000 | 1.36739 | 1.00 | 10000.90 |
23 | 2010.03.03 14:37 | buy | 12 | 0.01 | 1.36748 | 0.00000 | 1.36848 | ||
24 | 2010.03.03 16:50 | t/p | 12 | 0.01 | 1.36848 | 0.00000 | 1.36848 | 1.00 | 10001.90 |
25 | 2010.03.03 16:50 | buy | 13 | 0.01 | 1.36995 | 0.00000 | 1.37095 | ||
26 | 2010.03.03 17:15 | t/p | 13 | 0.01 | 1.37095 | 0.00000 | 1.37095 | 1.00 | 10002.90 |
27 | 2010.03.03 17:15 | buy | 14 | 0.01 | 1.37181 | 0.00000 | 1.37281 | ||
28 | 2010.03.03 17:20 | t/p | 14 | 0.01 | 1.37281 | 0.00000 | 1.37281 | 1.00 | 10003.90 |
29 | 2010.03.03 17:20 | buy | 15 | 0.01 | 1.37317 | 0.00000 | 1.37417 | ||
30 | 2010.03.09 21:02 | close | 15 | 0.01 | 1.35871 | 0.00000 | 1.37417 | -14.50 | 9989.39 |
31 | 2010.03.09 21:02 | sell | 16 | 0.01 | 1.35871 | 0.00000 | 1.35771 | ||
32 | 2010.03.10 08:15 | t/p | 16 | 0.01 | 1.35771 | 0.00000 | 1.35771 | 0.99 | 9990.39 |
33 | 2010.03.10 12:50 | buy | 17 | 0.01 | 1.36233 | 0.00000 | 1.36333 | ||
34 | 2010.03.10 16:20 | t/p | 17 | 0.01 | 1.36333 | 0.00000 | 1.36333 | 1.00 | 9991.39 |
35 | 2010.03.10 16:20 | buy | 18 | 0.01 | 1.36361 | 0.00000 | 1.36461 | ||
36 | 2010.03.10 16:40 | t/p | 18 | 0.01 | 1.36461 | 0.00000 | 1.36461 | 1.00 | 9992.39 |
37 | 2010.03.10 16:40 | buy | 19 | 0.01 | 1.36471 | 0.00000 | 1.36571 | ||
38 | 2010.03.10 16:50 | t/p | 19 | 0.01 | 1.36571 | 0.00000 | 1.36571 | 1.00 | 9993.39 |
39 | 2010.03.10 16:50 | buy | 20 | 0.01 | 1.36666 | 0.00000 | 1.36766 | ||
40 | 2010.03.10 17:20 | t/p | 20 | 0.01 | 1.36766 | 0.00000 | 1.36766 | 1.00 | 9994.39 |
41 | 2010.03.10 17:20 | buy | 21 | 0.01 | 1.36800 | 0.00000 | 1.36900 | ||
42 | 2010.03.12 04:46 | t/p | 21 | 0.01 | 1.36900 | 0.00000 | 1.36900 | 0.97 | 9995.36 |
43 | 2010.03.12 04:46 | buy | 22 | 0.01 | 1.36936 | 0.00000 | 1.37036 | ||
44 | 2010.03.12 07:20 | t/p | 22 | 0.01 | 1.37036 | 0.00000 | 1.37036 | 1.00 | 9996.36 |
45 | 2010.03.12 07:20 | buy | 23 | 0.01 | 1.37078 | 0.00000 | 1.37178 | ||
46 | 2010.03.12 09:20 | t/p | 23 | 0.01 | 1.37178 | 0.00000 | 1.37178 | 1.00 | 9997.36 |
47 | 2010.03.12 09:20 | buy | 24 | 0.01 | 1.37220 | 0.00000 | 1.37320 | ||
48 | 2010.03.12 10:15 | t/p | 24 | 0.01 | 1.37320 | 0.00000 | 1.37320 | 1.00 | 9998.36 |
49 | 2010.03.12 10:15 | buy | 25 | 0.01 | 1.37329 | 0.00000 | 1.37429 | ||
50 | 2010.03.12 10:45 | t/p | 25 | 0.01 | 1.37429 | 0.00000 | 1.37429 | 1.00 | 9999.36 |
51 | 2010.03.12 10:45 | buy | 26 | 0.01 | 1.37531 | 0.00000 | 1.37631 | ||
52 | 2010.03.12 10:50 | t/p | 26 | 0.01 | 1.37631 | 0.00000 | 1.37631 | 1.00 | 10000.36 |
53 | 2010.03.12 10:50 | buy | 27 | 0.01 | 1.37641 | 0.00000 | 1.37741 | ||
54 | 2010.03.12 11:15 | t/p | 27 | 0.01 | 1.37741 | 0.00000 | 1.37741 | 1.00 | 10001.36 |
55 | 2010.03.12 11:15 | buy | 28 | 0.01 | 1.37776 | 0.00000 | 1.37876 | ||
56 | 2010.03.12 11:32 | t/p | 28 | 0.01 | 1.37876 | 0.00000 | 1.37876 | 1.00 | 10002.36 |
57 | 2010.03.12 11:32 | buy | 29 | 0.01 | 1.37950 | 0.00000 | 1.38050 | ||
58 | 2010.03.17 08:15 | t/p | 29 | 0.01 | 1.38050 | 0.00000 | 1.38050 | 0.98 | 10003.34 |
59 | 2010.03.17 08:15 | buy | 30 | 0.01 | 1.38103 | 0.00000 | 1.38203 | ||
60 | 2010.03.26 21:57 | close at stop | 30 | 0.01 | 1.34086 | 0.00000 | 1.38203 | -40.25 | 9963.09 |