Strategy Tester Report
ADX_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 | TakeProfit=100; TrailingStop=35; StopLoss=45; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 218.00 | Gross profit | 1153.00 | Gross loss | -935.00 |
Profit factor | 1.23 | Expected payoff | 6.23 | ||
Absolute drawdown | 29.00 | Maximal drawdown | 272.00 (2.66%) | Relative drawdown | 2.66% (272.00) |
Total trades | 35 | Short positions (won %) | 35 (51.43%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 18 (51.43%) | Loss trades (% of total) | 17 (48.57%) | ||
Largest | profit trade | 100.00 | loss trade | -55.00 | |
Average | profit trade | 64.06 | loss trade | -55.00 | |
Maximum | consecutive wins (profit in money) | 3 (208.00) | consecutive losses (loss in money) | 3 (-165.00) | |
Maximal | consecutive profit (count of wins) | 208.00 (3) | consecutive loss (count of losses) | -165.00 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.15 16:00 | sell | 1 | 1.00 | 1.36847 | 1.36902 | 1.36747 | ||
2 | 2010.03.15 16:05 | modify | 1 | 1.00 | 1.36847 | 1.36839 | 1.36747 | ||
3 | 2010.03.15 16:07 | s/l | 1 | 1.00 | 1.36839 | 1.36839 | 1.36747 | 8.00 | 10008.00 |
4 | 2010.03.15 16:07 | sell | 2 | 1.00 | 1.36862 | 1.36917 | 1.36762 | ||
5 | 2010.03.15 16:10 | t/p | 2 | 1.00 | 1.36762 | 1.36917 | 1.36762 | 100.00 | 10108.00 |
6 | 2010.03.15 16:10 | sell | 3 | 1.00 | 1.36726 | 1.36781 | 1.36626 | ||
7 | 2010.03.15 16:15 | modify | 3 | 1.00 | 1.36726 | 1.36669 | 1.36626 | ||
8 | 2010.03.15 16:20 | t/p | 3 | 1.00 | 1.36626 | 1.36669 | 1.36626 | 100.00 | 10208.00 |
9 | 2010.03.15 16:20 | sell | 4 | 1.00 | 1.36488 | 1.36543 | 1.36388 | ||
10 | 2010.03.15 16:22 | s/l | 4 | 1.00 | 1.36543 | 1.36543 | 1.36388 | -55.00 | 10153.00 |
11 | 2010.03.15 16:22 | sell | 5 | 1.00 | 1.36556 | 1.36611 | 1.36456 | ||
12 | 2010.03.15 16:27 | s/l | 5 | 1.00 | 1.36611 | 1.36611 | 1.36456 | -55.00 | 10098.00 |
13 | 2010.03.15 16:27 | sell | 6 | 1.00 | 1.36624 | 1.36679 | 1.36524 | ||
14 | 2010.03.15 16:45 | modify | 6 | 1.00 | 1.36624 | 1.36604 | 1.36524 | ||
15 | 2010.03.15 16:50 | t/p | 6 | 1.00 | 1.36524 | 1.36604 | 1.36524 | 100.00 | 10198.00 |
16 | 2010.03.15 16:50 | sell | 7 | 1.00 | 1.36507 | 1.36562 | 1.36407 | ||
17 | 2010.03.15 16:57 | s/l | 7 | 1.00 | 1.36562 | 1.36562 | 1.36407 | -55.00 | 10143.00 |
18 | 2010.03.15 16:57 | sell | 8 | 1.00 | 1.36559 | 1.36614 | 1.36459 | ||
19 | 2010.03.15 16:59 | modify | 8 | 1.00 | 1.36559 | 1.36555 | 1.36459 | ||
20 | 2010.03.15 17:02 | t/p | 8 | 1.00 | 1.36459 | 1.36555 | 1.36459 | 100.00 | 10243.00 |
21 | 2010.03.17 17:00 | sell | 9 | 1.00 | 1.37388 | 1.37443 | 1.37288 | ||
22 | 2010.03.17 17:10 | s/l | 9 | 1.00 | 1.37443 | 1.37443 | 1.37288 | -55.00 | 10188.00 |
23 | 2010.03.17 17:10 | sell | 10 | 1.00 | 1.37477 | 1.37532 | 1.37377 | ||
24 | 2010.03.17 17:15 | s/l | 10 | 1.00 | 1.37532 | 1.37532 | 1.37377 | -55.00 | 10133.00 |
25 | 2010.03.17 17:15 | sell | 11 | 1.00 | 1.37535 | 1.37590 | 1.37435 | ||
26 | 2010.03.17 17:20 | s/l | 11 | 1.00 | 1.37590 | 1.37590 | 1.37435 | -55.00 | 10078.00 |
27 | 2010.03.17 17:20 | sell | 12 | 1.00 | 1.37592 | 1.37647 | 1.37492 | ||
28 | 2010.03.17 17:27 | modify | 12 | 1.00 | 1.37592 | 1.37561 | 1.37492 | ||
29 | 2010.03.17 17:27 | s/l | 12 | 1.00 | 1.37561 | 1.37561 | 1.37492 | 31.00 | 10109.00 |
30 | 2010.03.17 17:27 | sell | 13 | 1.00 | 1.37588 | 1.37643 | 1.37488 | ||
31 | 2010.03.17 17:32 | modify | 13 | 1.00 | 1.37588 | 1.37539 | 1.37488 | ||
32 | 2010.03.17 17:37 | modify | 13 | 1.00 | 1.37588 | 1.37525 | 1.37488 | ||
33 | 2010.03.17 17:40 | s/l | 13 | 1.00 | 1.37525 | 1.37525 | 1.37488 | 63.00 | 10172.00 |
34 | 2010.03.17 17:40 | sell | 14 | 1.00 | 1.37548 | 1.37603 | 1.37448 | ||
35 | 2010.03.17 17:50 | s/l | 14 | 1.00 | 1.37603 | 1.37603 | 1.37448 | -55.00 | 10117.00 |
36 | 2010.03.17 17:50 | sell | 15 | 1.00 | 1.37629 | 1.37684 | 1.37529 | ||
37 | 2010.03.17 17:57 | modify | 15 | 1.00 | 1.37629 | 1.37620 | 1.37529 | ||
38 | 2010.03.17 17:59 | s/l | 15 | 1.00 | 1.37620 | 1.37620 | 1.37529 | 9.00 | 10126.00 |
39 | 2010.03.17 17:59 | sell | 16 | 1.00 | 1.37624 | 1.37679 | 1.37524 | ||
40 | 2010.03.17 18:20 | s/l | 16 | 1.00 | 1.37679 | 1.37679 | 1.37524 | -55.00 | 10071.00 |
41 | 2010.03.18 02:00 | sell | 17 | 1.00 | 1.37238 | 1.37293 | 1.37138 | ||
42 | 2010.03.18 02:15 | modify | 17 | 1.00 | 1.37238 | 1.37213 | 1.37138 | ||
43 | 2010.03.18 02:20 | t/p | 17 | 1.00 | 1.37138 | 1.37213 | 1.37138 | 100.00 | 10171.00 |
44 | 2010.03.18 02:20 | sell | 18 | 1.00 | 1.37127 | 1.37182 | 1.37027 | ||
45 | 2010.03.18 02:27 | s/l | 18 | 1.00 | 1.37182 | 1.37182 | 1.37027 | -55.00 | 10116.00 |
46 | 2010.03.18 02:27 | sell | 19 | 1.00 | 1.37210 | 1.37265 | 1.37110 | ||
47 | 2010.03.18 03:46 | s/l | 19 | 1.00 | 1.37265 | 1.37265 | 1.37110 | -55.00 | 10061.00 |
48 | 2010.03.18 07:00 | sell | 20 | 1.00 | 1.36730 | 1.36785 | 1.36630 | ||
49 | 2010.03.18 07:07 | modify | 20 | 1.00 | 1.36730 | 1.36723 | 1.36630 | ||
50 | 2010.03.18 07:10 | s/l | 20 | 1.00 | 1.36723 | 1.36723 | 1.36630 | 7.00 | 10068.00 |
51 | 2010.03.18 07:10 | sell | 21 | 1.00 | 1.36748 | 1.36803 | 1.36648 | ||
52 | 2010.03.18 07:20 | s/l | 21 | 1.00 | 1.36803 | 1.36803 | 1.36648 | -55.00 | 10013.00 |
53 | 2010.03.18 07:20 | sell | 22 | 1.00 | 1.36832 | 1.36887 | 1.36732 | ||
54 | 2010.03.18 07:27 | modify | 22 | 1.00 | 1.36832 | 1.36821 | 1.36732 | ||
55 | 2010.03.18 07:32 | t/p | 22 | 1.00 | 1.36732 | 1.36821 | 1.36732 | 100.00 | 10113.00 |
56 | 2010.03.18 07:32 | sell | 23 | 1.00 | 1.36713 | 1.36768 | 1.36613 | ||
57 | 2010.03.18 07:40 | s/l | 23 | 1.00 | 1.36768 | 1.36768 | 1.36613 | -55.00 | 10058.00 |
58 | 2010.03.18 07:40 | sell | 24 | 1.00 | 1.36767 | 1.36822 | 1.36667 | ||
59 | 2010.03.18 07:50 | s/l | 24 | 1.00 | 1.36822 | 1.36822 | 1.36667 | -55.00 | 10003.00 |
60 | 2010.03.18 07:50 | sell | 25 | 1.00 | 1.36848 | 1.36903 | 1.36748 | ||
61 | 2010.03.18 07:57 | modify | 25 | 1.00 | 1.36848 | 1.36839 | 1.36748 | ||
62 | 2010.03.18 08:02 | s/l | 25 | 1.00 | 1.36839 | 1.36839 | 1.36748 | 9.00 | 10012.00 |
63 | 2010.03.23 08:00 | sell | 26 | 1.00 | 1.35192 | 1.35247 | 1.35092 | ||
64 | 2010.03.23 08:15 | modify | 26 | 1.00 | 1.35192 | 1.35157 | 1.35092 | ||
65 | 2010.03.23 08:20 | t/p | 26 | 1.00 | 1.35092 | 1.35157 | 1.35092 | 100.00 | 10112.00 |
66 | 2010.03.23 08:20 | sell | 27 | 1.00 | 1.35049 | 1.35104 | 1.34949 | ||
67 | 2010.03.23 08:27 | s/l | 27 | 1.00 | 1.35104 | 1.35104 | 1.34949 | -55.00 | 10057.00 |
68 | 2010.03.23 08:27 | sell | 28 | 1.00 | 1.35112 | 1.35167 | 1.35012 | ||
69 | 2010.03.23 08:32 | modify | 28 | 1.00 | 1.35112 | 1.35086 | 1.35012 | ||
70 | 2010.03.23 08:37 | modify | 28 | 1.00 | 1.35112 | 1.35074 | 1.35012 | ||
71 | 2010.03.23 08:40 | s/l | 28 | 1.00 | 1.35074 | 1.35074 | 1.35012 | 38.00 | 10095.00 |
72 | 2010.03.23 08:40 | sell | 29 | 1.00 | 1.35089 | 1.35144 | 1.34989 | ||
73 | 2010.03.23 08:50 | s/l | 29 | 1.00 | 1.35144 | 1.35144 | 1.34989 | -55.00 | 10040.00 |
74 | 2010.03.23 08:50 | sell | 30 | 1.00 | 1.35160 | 1.35215 | 1.35060 | ||
75 | 2010.03.23 08:57 | modify | 30 | 1.00 | 1.35160 | 1.35157 | 1.35060 | ||
76 | 2010.03.23 08:59 | modify | 30 | 1.00 | 1.35160 | 1.35147 | 1.35060 | ||
77 | 2010.03.23 09:02 | modify | 30 | 1.00 | 1.35160 | 1.35118 | 1.35060 | ||
78 | 2010.03.23 09:07 | modify | 30 | 1.00 | 1.35160 | 1.35104 | 1.35060 | ||
79 | 2010.03.23 09:10 | s/l | 30 | 1.00 | 1.35104 | 1.35104 | 1.35060 | 56.00 | 10096.00 |
80 | 2010.03.23 12:00 | sell | 31 | 1.00 | 1.35052 | 1.35107 | 1.34952 | ||
81 | 2010.03.23 12:10 | modify | 31 | 1.00 | 1.35052 | 1.35051 | 1.34952 | ||
82 | 2010.03.23 12:15 | modify | 31 | 1.00 | 1.35052 | 1.35002 | 1.34952 | ||
83 | 2010.03.23 12:20 | t/p | 31 | 1.00 | 1.34952 | 1.35002 | 1.34952 | 100.00 | 10196.00 |
84 | 2010.03.23 12:20 | sell | 32 | 1.00 | 1.34890 | 1.34945 | 1.34790 | ||
85 | 2010.03.23 12:27 | s/l | 32 | 1.00 | 1.34945 | 1.34945 | 1.34790 | -55.00 | 10141.00 |
86 | 2010.03.23 12:27 | sell | 33 | 1.00 | 1.34957 | 1.35012 | 1.34857 | ||
87 | 2010.03.23 12:40 | modify | 33 | 1.00 | 1.34957 | 1.34940 | 1.34857 | ||
88 | 2010.03.23 12:45 | t/p | 33 | 1.00 | 1.34857 | 1.34940 | 1.34857 | 100.00 | 10241.00 |
89 | 2010.03.23 12:45 | sell | 34 | 1.00 | 1.34836 | 1.34891 | 1.34736 | ||
90 | 2010.03.23 12:50 | modify | 34 | 1.00 | 1.34836 | 1.34804 | 1.34736 | ||
91 | 2010.03.23 12:52 | s/l | 34 | 1.00 | 1.34804 | 1.34804 | 1.34736 | 32.00 | 10273.00 |
92 | 2010.03.23 12:52 | sell | 35 | 1.00 | 1.34798 | 1.34853 | 1.34698 | ||
93 | 2010.03.23 13:10 | s/l | 35 | 1.00 | 1.34853 | 1.34853 | 1.34698 | -55.00 | 10218.00 |