Strategy Tester Report
AC+AO ea
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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=20; UseTakeProfit=false; TakeProfit=120; UseTrailingStop=false; TrailingStop=10; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -663.50 | Gross profit | 3124.90 | Gross loss | -3788.40 |
Profit factor | 0.82 | Expected payoff | -19.51 | ||
Absolute drawdown | 1871.70 | Maximal drawdown | 2110.70 (20.61%) | Relative drawdown | 20.61% (2110.70) |
Total trades | 34 | Short positions (won %) | 17 (52.94%) | Long positions (won %) | 17 (52.94%) |
Profit trades (% of total) | 18 (52.94%) | Loss trades (% of total) | 16 (47.06%) | ||
Largest | profit trade | 663.00 | loss trade | -550.00 | |
Average | profit trade | 173.61 | loss trade | -236.78 | |
Maximum | consecutive wins (profit in money) | 3 (291.60) | consecutive losses (loss in money) | 2 (-961.00) | |
Maximal | consecutive profit (count of wins) | 663.00 (1) | consecutive loss (count of losses) | -961.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 04:00 | sell | 1 | 1.00 | 1.36040 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 08:00 | close | 1 | 1.00 | 1.35991 | 0.00000 | 0.00000 | 49.00 | 10049.00 |
3 | 2010.03.01 10:00 | buy | 2 | 1.00 | 1.36349 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 12:00 | close | 2 | 1.00 | 1.35939 | 0.00000 | 0.00000 | -410.00 | 9639.00 |
5 | 2010.03.02 10:00 | sell | 3 | 1.00 | 1.34849 | 0.00000 | 0.00000 | ||
6 | 2010.03.02 13:00 | close | 3 | 1.00 | 1.35399 | 0.00000 | 0.00000 | -550.00 | 9089.00 |
7 | 2010.03.02 21:00 | buy | 4 | 1.00 | 1.36011 | 0.00000 | 0.00000 | ||
8 | 2010.03.03 00:00 | close | 4 | 1.00 | 1.36074 | 0.00000 | 0.00000 | 62.30 | 9151.30 |
9 | 2010.03.03 05:00 | buy | 5 | 1.00 | 1.36351 | 0.00000 | 0.00000 | ||
10 | 2010.03.03 06:00 | close | 5 | 1.00 | 1.36370 | 0.00000 | 0.00000 | 19.00 | 9170.30 |
11 | 2010.03.03 11:00 | buy | 6 | 1.00 | 1.36370 | 0.00000 | 0.00000 | ||
12 | 2010.03.03 12:00 | close | 6 | 1.00 | 1.36229 | 0.00000 | 0.00000 | -141.00 | 9029.30 |
13 | 2010.03.03 15:00 | buy | 7 | 1.00 | 1.36570 | 0.00000 | 0.00000 | ||
14 | 2010.03.03 16:00 | close | 7 | 1.00 | 1.36499 | 0.00000 | 0.00000 | -71.00 | 8958.30 |
15 | 2010.03.03 17:00 | buy | 8 | 1.00 | 1.36902 | 0.00000 | 0.00000 | ||
16 | 2010.03.03 21:00 | close | 8 | 1.00 | 1.36989 | 0.00000 | 0.00000 | 87.00 | 9045.30 |
17 | 2010.03.04 06:00 | sell | 9 | 1.00 | 1.36818 | 0.00000 | 0.00000 | ||
18 | 2010.03.04 11:00 | close | 9 | 1.00 | 1.36509 | 0.00000 | 0.00000 | 309.00 | 9354.30 |
19 | 2010.03.04 13:00 | buy | 10 | 1.00 | 1.36809 | 0.00000 | 0.00000 | ||
20 | 2010.03.04 16:00 | close | 10 | 1.00 | 1.36368 | 0.00000 | 0.00000 | -441.00 | 8913.30 |
21 | 2010.03.05 15:00 | sell | 11 | 1.00 | 1.35582 | 0.00000 | 0.00000 | ||
22 | 2010.03.05 17:00 | close | 11 | 1.00 | 1.36102 | 0.00000 | 0.00000 | -520.00 | 8393.30 |
23 | 2010.03.08 02:00 | buy | 12 | 1.00 | 1.36591 | 0.00000 | 0.00000 | ||
24 | 2010.03.08 06:00 | close | 12 | 1.00 | 1.36779 | 0.00000 | 0.00000 | 188.00 | 8581.30 |
25 | 2010.03.08 18:00 | sell | 13 | 1.00 | 1.36121 | 0.00000 | 0.00000 | ||
26 | 2010.03.08 22:00 | close | 13 | 1.00 | 1.36328 | 0.00000 | 0.00000 | -207.00 | 8374.30 |
27 | 2010.03.09 00:00 | buy | 14 | 1.00 | 1.36296 | 0.00000 | 0.00000 | ||
28 | 2010.03.09 02:00 | close | 14 | 1.00 | 1.36222 | 0.00000 | 0.00000 | -74.00 | 8300.30 |
29 | 2010.03.09 10:00 | sell | 15 | 1.00 | 1.35960 | 0.00000 | 0.00000 | ||
30 | 2010.03.09 16:00 | close | 15 | 1.00 | 1.35790 | 0.00000 | 0.00000 | 170.00 | 8470.30 |
31 | 2010.03.11 11:00 | buy | 16 | 1.00 | 1.36570 | 0.00000 | 0.00000 | ||
32 | 2010.03.11 16:00 | close | 16 | 1.00 | 1.36360 | 0.00000 | 0.00000 | -210.00 | 8260.30 |
33 | 2010.03.11 18:00 | buy | 17 | 1.00 | 1.36742 | 0.00000 | 0.00000 | ||
34 | 2010.03.11 22:00 | close | 17 | 1.00 | 1.36807 | 0.00000 | 0.00000 | 65.00 | 8325.30 |
35 | 2010.03.12 02:00 | buy | 18 | 1.00 | 1.36836 | 0.00000 | 0.00000 | ||
36 | 2010.03.12 03:00 | close | 18 | 1.00 | 1.36761 | 0.00000 | 0.00000 | -75.00 | 8250.30 |
37 | 2010.03.12 05:00 | buy | 19 | 1.00 | 1.36921 | 0.00000 | 0.00000 | ||
38 | 2010.03.12 15:00 | close | 19 | 1.00 | 1.37570 | 0.00000 | 0.00000 | 649.00 | 8899.30 |
39 | 2010.03.15 00:00 | sell | 20 | 1.00 | 1.37593 | 0.00000 | 0.00000 | ||
40 | 2010.03.15 01:00 | close | 20 | 1.00 | 1.37759 | 0.00000 | 0.00000 | -166.00 | 8733.30 |
41 | 2010.03.15 02:00 | sell | 21 | 1.00 | 1.37500 | 0.00000 | 0.00000 | ||
42 | 2010.03.15 07:00 | close | 21 | 1.00 | 1.37398 | 0.00000 | 0.00000 | 102.00 | 8835.30 |
43 | 2010.03.15 11:00 | sell | 22 | 1.00 | 1.37072 | 0.00000 | 0.00000 | ||
44 | 2010.03.15 16:00 | close | 22 | 1.00 | 1.36868 | 0.00000 | 0.00000 | 204.00 | 9039.30 |
45 | 2010.03.15 17:00 | sell | 23 | 1.00 | 1.36511 | 0.00000 | 0.00000 | ||
46 | 2010.03.15 20:00 | close | 23 | 1.00 | 1.36744 | 0.00000 | 0.00000 | -233.00 | 8806.30 |
47 | 2010.03.17 00:00 | buy | 24 | 1.00 | 1.37660 | 0.00000 | 0.00000 | ||
48 | 2010.03.17 02:00 | close | 24 | 1.00 | 1.37660 | 0.00000 | 0.00000 | 0.00 | 8806.30 |
49 | 2010.03.17 09:00 | buy | 25 | 1.00 | 1.37969 | 0.00000 | 0.00000 | ||
50 | 2010.03.17 10:00 | close | 25 | 1.00 | 1.37764 | 0.00000 | 0.00000 | -205.00 | 8601.30 |
51 | 2010.03.17 17:00 | sell | 26 | 1.00 | 1.37388 | 0.00000 | 0.00000 | ||
52 | 2010.03.17 18:00 | close | 26 | 1.00 | 1.37643 | 0.00000 | 0.00000 | -255.00 | 8346.30 |
53 | 2010.03.17 23:00 | sell | 27 | 1.00 | 1.37346 | 0.00000 | 0.00000 | ||
54 | 2010.03.18 02:00 | close | 27 | 1.00 | 1.37259 | 0.00000 | 0.00000 | 84.60 | 8430.90 |
55 | 2010.03.18 06:00 | sell | 28 | 1.00 | 1.37037 | 0.00000 | 0.00000 | ||
56 | 2010.03.18 11:00 | close | 28 | 1.00 | 1.36919 | 0.00000 | 0.00000 | 118.00 | 8548.90 |
57 | 2010.03.24 03:00 | sell | 29 | 1.00 | 1.34656 | 0.00000 | 0.00000 | ||
58 | 2010.03.24 05:00 | close | 29 | 1.00 | 1.34567 | 0.00000 | 0.00000 | 89.00 | 8637.90 |
59 | 2010.03.24 07:00 | sell | 30 | 1.00 | 1.34149 | 0.00000 | 0.00000 | ||
60 | 2010.03.24 08:00 | close | 30 | 1.00 | 1.34327 | 0.00000 | 0.00000 | -178.00 | 8459.90 |
61 | 2010.03.24 09:00 | sell | 31 | 1.00 | 1.34262 | 0.00000 | 0.00000 | ||
62 | 2010.03.24 15:00 | close | 31 | 1.00 | 1.33599 | 0.00000 | 0.00000 | 663.00 | 9122.90 |
63 | 2010.03.24 21:00 | sell | 32 | 1.00 | 1.33252 | 0.00000 | 0.00000 | ||
64 | 2010.03.25 00:00 | close | 32 | 1.00 | 1.33302 | 0.00000 | 0.00000 | -52.40 | 9070.50 |
65 | 2010.03.26 10:00 | buy | 33 | 1.00 | 1.33730 | 0.00000 | 0.00000 | ||
66 | 2010.03.26 14:00 | close | 33 | 1.00 | 1.33753 | 0.00000 | 0.00000 | 23.00 | 9093.50 |
67 | 2010.03.26 19:00 | buy | 34 | 1.00 | 1.33901 | 0.00000 | 0.00000 | ||
68 | 2010.03.26 21:00 | close | 34 | 1.00 | 1.34144 | 0.00000 | 0.00000 | 243.00 | 9336.50 |