Strategy Tester Report
ADX Simple
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 | Autor=""Rafael"; Desc1=""If"; Desc2=""alertpay"; Desc3=""Thanks"; Lots=0.01; ADX=25; NumeroMagico=100; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 127.09 | Gross profit | 4056.87 | Gross loss | -3929.78 |
Profit factor | 1.03 | Expected payoff | 6.69 | ||
Absolute drawdown | 3105.91 | Maximal drawdown | 3851.56 (35.84%) | Relative drawdown | 35.84% (3851.56) |
Total trades | 19 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 9 (22.22%) |
Profit trades (% of total) | 6 (31.58%) | Loss trades (% of total) | 13 (68.42%) | ||
Largest | profit trade | 1649.76 | loss trade | -925.38 | |
Average | profit trade | 676.14 | loss trade | -302.29 | |
Maximum | consecutive wins (profit in money) | 3 (3185.31) | consecutive losses (loss in money) | 5 (-1067.81) | |
Maximal | consecutive profit (count of wins) | 3185.31 (3) | consecutive loss (count of losses) | -1163.24 (3) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 03:10 | sell | 1 | 1.00 | 1.36102 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 10:20 | close | 1 | 1.00 | 1.36560 | 0.00000 | 0.00000 | -458.00 | 9542.00 |
3 | 2010.03.01 11:50 | sell | 2 | 0.95 | 1.35889 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 23:15 | close | 2 | 0.95 | 1.35689 | 0.00000 | 0.00000 | 190.00 | 9732.00 |
5 | 2010.03.02 02:15 | sell | 3 | 0.97 | 1.35280 | 0.00000 | 0.00000 | ||
6 | 2010.03.02 19:50 | close | 3 | 0.97 | 1.36234 | 0.00000 | 0.00000 | -925.38 | 8806.62 |
7 | 2010.03.03 01:13 | buy | 4 | 0.88 | 1.36285 | 0.00000 | 0.00000 | ||
8 | 2010.03.03 08:32 | close | 4 | 0.88 | 1.36131 | 0.00000 | 0.00000 | -135.52 | 8671.10 |
9 | 2010.03.03 17:10 | buy | 5 | 0.86 | 1.37057 | 0.00000 | 0.00000 | ||
10 | 2010.03.03 22:40 | close | 5 | 0.86 | 1.36938 | 0.00000 | 0.00000 | -102.34 | 8568.76 |
11 | 2010.03.04 04:20 | sell | 6 | 0.85 | 1.36768 | 0.00000 | 0.00000 | ||
12 | 2010.03.08 01:03 | close | 6 | 0.85 | 1.36509 | 0.00000 | 0.00000 | 218.79 | 8787.55 |
13 | 2010.03.08 17:50 | sell | 7 | 0.87 | 1.36099 | 0.00000 | 0.00000 | ||
14 | 2010.03.10 20:20 | close | 7 | 0.87 | 1.36675 | 0.00000 | 0.00000 | -502.51 | 8285.04 |
15 | 2010.03.11 02:07 | sell | 8 | 0.82 | 1.36280 | 0.00000 | 0.00000 | ||
16 | 2010.03.11 14:32 | close | 8 | 0.82 | 1.36842 | 0.00000 | 0.00000 | -460.84 | 7824.20 |
17 | 2010.03.11 21:50 | buy | 9 | 0.78 | 1.36834 | 0.00000 | 0.00000 | ||
18 | 2010.03.11 23:37 | close | 9 | 0.78 | 1.36724 | 0.00000 | 0.00000 | -85.80 | 7738.40 |
19 | 2010.03.12 00:20 | buy | 10 | 0.77 | 1.36883 | 0.00000 | 0.00000 | ||
20 | 2010.03.12 18:02 | close | 10 | 0.77 | 1.37484 | 0.00000 | 0.00000 | 462.77 | 8201.17 |
21 | 2010.03.15 00:45 | buy | 11 | 0.82 | 1.37740 | 0.00000 | 0.00000 | ||
22 | 2010.03.15 02:45 | close | 11 | 0.82 | 1.37422 | 0.00000 | 0.00000 | -260.76 | 7940.41 |
23 | 2010.03.15 04:45 | sell | 12 | 0.79 | 1.37307 | 0.00000 | 0.00000 | ||
24 | 2010.03.15 08:15 | close | 12 | 0.79 | 1.37594 | 0.00000 | 0.00000 | -226.73 | 7713.68 |
25 | 2010.03.15 10:10 | sell | 13 | 0.77 | 1.37197 | 0.00000 | 0.00000 | ||
26 | 2010.03.16 14:15 | close | 13 | 0.77 | 1.37311 | 0.00000 | 0.00000 | -88.40 | 7625.28 |
27 | 2010.03.16 15:50 | buy | 14 | 0.76 | 1.37730 | 0.00000 | 0.00000 | ||
28 | 2010.03.16 19:02 | close | 14 | 0.76 | 1.37222 | 0.00000 | 0.00000 | -386.08 | 7239.20 |
29 | 2010.03.17 01:15 | buy | 15 | 0.72 | 1.37754 | 0.00000 | 0.00000 | ||
30 | 2010.03.17 10:32 | close | 15 | 0.72 | 1.37607 | 0.00000 | 0.00000 | -105.84 | 7133.36 |
31 | 2010.03.17 14:15 | sell | 16 | 0.71 | 1.37473 | 0.00000 | 0.00000 | ||
32 | 2010.03.22 22:45 | close | 16 | 0.71 | 1.35664 | 0.00000 | 0.00000 | 1281.55 | 8414.91 |
33 | 2010.03.23 07:10 | sell | 17 | 0.84 | 1.35276 | 0.00000 | 0.00000 | ||
34 | 2010.03.26 03:45 | close | 17 | 0.84 | 1.33308 | 0.00000 | 0.00000 | 1649.76 | 10064.67 |
35 | 2010.03.26 07:02 | buy | 18 | 1.00 | 1.33543 | 0.00000 | 0.00000 | ||
36 | 2010.03.26 18:02 | close | 18 | 1.00 | 1.33797 | 0.00000 | 0.00000 | 254.00 | 10318.67 |
37 | 2010.03.26 21:07 | buy | 19 | 1.03 | 1.34272 | 0.00000 | 0.00000 | ||
38 | 2010.03.26 21:59 | close at stop | 19 | 1.03 | 1.34086 | 0.00000 | 0.00000 | -191.58 | 10127.09 |