Strategy Tester Report
Agent_Fx_v07_XZ_ss
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 | block_01="""; lots=0.25; SL=200; TP=41; kCCI=27; block_02="""; AllPositions=false; ProfitTrailing=false; TrailingStop=30; TrailingStep=8; UseSound=false; block_03="""; uplot=false; lotmin=0.1; lotmax=0.7; lotstep=0.1; lastprofit=1; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -119.50 | Gross profit | 71.75 | Gross loss | -191.25 |
Profit factor | 0.38 | Expected payoff | -5.43 | ||
Absolute drawdown | 154.50 | Maximal drawdown | 159.50 (1.59%) | Relative drawdown | 1.59% (159.50) |
Total trades | 22 | Short positions (won %) | 10 (30.00%) | Long positions (won %) | 12 (33.33%) |
Profit trades (% of total) | 7 (31.82%) | Loss trades (% of total) | 15 (68.18%) | ||
Largest | profit trade | 10.25 | loss trade | -12.75 | |
Average | profit trade | 10.25 | loss trade | -12.75 | |
Maximum | consecutive wins (profit in money) | 3 (30.75) | consecutive losses (loss in money) | 7 (-89.25) | |
Maximal | consecutive profit (count of wins) | 30.75 (3) | consecutive loss (count of losses) | -89.25 (7) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 11:59 | sell | 1 | 0.25 | 1.35932 | 1.36132 | 1.35891 | ||
2 | 2010.03.01 11:59 | modify | 1 | 0.25 | 1.35932 | 1.35983 | 1.35891 | ||
3 | 2010.03.01 12:15 | s/l | 1 | 0.25 | 1.35983 | 1.35983 | 1.35891 | -12.75 | 9987.25 |
4 | 2010.03.02 03:59 | buy | 2 | 0.25 | 1.35411 | 1.35211 | 1.35452 | ||
5 | 2010.03.02 03:59 | modify | 2 | 0.25 | 1.35411 | 1.35360 | 1.35452 | ||
6 | 2010.03.02 04:20 | s/l | 2 | 0.25 | 1.35360 | 1.35360 | 1.35452 | -12.75 | 9974.50 |
7 | 2010.03.02 15:59 | sell | 3 | 0.25 | 1.35460 | 1.35660 | 1.35419 | ||
8 | 2010.03.02 15:59 | modify | 3 | 0.25 | 1.35460 | 1.35511 | 1.35419 | ||
9 | 2010.03.02 16:02 | s/l | 3 | 0.25 | 1.35511 | 1.35511 | 1.35419 | -12.75 | 9961.75 |
10 | 2010.03.04 09:59 | buy | 4 | 0.25 | 1.36678 | 1.36478 | 1.36719 | ||
11 | 2010.03.04 09:59 | modify | 4 | 0.25 | 1.36678 | 1.36627 | 1.36719 | ||
12 | 2010.03.04 10:10 | s/l | 4 | 0.25 | 1.36627 | 1.36627 | 1.36719 | -12.75 | 9949.00 |
13 | 2010.03.09 04:59 | buy | 5 | 0.25 | 1.36336 | 1.36136 | 1.36377 | ||
14 | 2010.03.09 04:59 | modify | 5 | 0.25 | 1.36336 | 1.36285 | 1.36377 | ||
15 | 2010.03.09 05:10 | s/l | 5 | 0.25 | 1.36285 | 1.36285 | 1.36377 | -12.75 | 9936.25 |
16 | 2010.03.09 08:59 | buy | 6 | 0.25 | 1.36212 | 1.36012 | 1.36253 | ||
17 | 2010.03.09 08:59 | modify | 6 | 0.25 | 1.36212 | 1.36161 | 1.36253 | ||
18 | 2010.03.09 09:02 | t/p | 6 | 0.25 | 1.36253 | 1.36161 | 1.36253 | 10.25 | 9946.50 |
19 | 2010.03.10 01:59 | sell | 7 | 0.25 | 1.35960 | 1.36160 | 1.35919 | ||
20 | 2010.03.10 01:59 | modify | 7 | 0.25 | 1.35960 | 1.36011 | 1.35919 | ||
21 | 2010.03.10 02:20 | s/l | 7 | 0.25 | 1.36011 | 1.36011 | 1.35919 | -12.75 | 9933.75 |
22 | 2010.03.10 06:59 | sell | 8 | 0.25 | 1.35981 | 1.36181 | 1.35940 | ||
23 | 2010.03.10 06:59 | modify | 8 | 0.25 | 1.35981 | 1.36032 | 1.35940 | ||
24 | 2010.03.10 07:02 | s/l | 8 | 0.25 | 1.36032 | 1.36032 | 1.35940 | -12.75 | 9921.00 |
25 | 2010.03.11 07:59 | sell | 9 | 0.25 | 1.36361 | 1.36561 | 1.36320 | ||
26 | 2010.03.11 07:59 | modify | 9 | 0.25 | 1.36361 | 1.36412 | 1.36320 | ||
27 | 2010.03.11 08:02 | s/l | 9 | 0.25 | 1.36412 | 1.36412 | 1.36320 | -12.75 | 9908.25 |
28 | 2010.03.11 16:59 | buy | 10 | 0.25 | 1.36761 | 1.36561 | 1.36802 | ||
29 | 2010.03.11 16:59 | modify | 10 | 0.25 | 1.36761 | 1.36710 | 1.36802 | ||
30 | 2010.03.11 17:02 | s/l | 10 | 0.25 | 1.36710 | 1.36710 | 1.36802 | -12.75 | 9895.50 |
31 | 2010.03.15 01:59 | sell | 11 | 0.25 | 1.37491 | 1.37691 | 1.37450 | ||
32 | 2010.03.15 01:59 | modify | 11 | 0.25 | 1.37491 | 1.37542 | 1.37450 | ||
33 | 2010.03.15 02:02 | s/l | 11 | 0.25 | 1.37542 | 1.37542 | 1.37450 | -12.75 | 9882.75 |
34 | 2010.03.15 08:59 | sell | 12 | 0.25 | 1.37369 | 1.37569 | 1.37328 | ||
35 | 2010.03.15 08:59 | modify | 12 | 0.25 | 1.37369 | 1.37420 | 1.37328 | ||
36 | 2010.03.15 09:10 | s/l | 12 | 0.25 | 1.37420 | 1.37420 | 1.37328 | -12.75 | 9870.00 |
37 | 2010.03.15 12:59 | buy | 13 | 0.25 | 1.37203 | 1.37003 | 1.37244 | ||
38 | 2010.03.15 12:59 | modify | 13 | 0.25 | 1.37203 | 1.37152 | 1.37244 | ||
39 | 2010.03.15 13:15 | s/l | 13 | 0.25 | 1.37152 | 1.37152 | 1.37244 | -12.75 | 9857.25 |
40 | 2010.03.17 06:59 | sell | 14 | 0.25 | 1.37807 | 1.38007 | 1.37766 | ||
41 | 2010.03.17 06:59 | modify | 14 | 0.25 | 1.37807 | 1.37858 | 1.37766 | ||
42 | 2010.03.17 07:20 | t/p | 14 | 0.25 | 1.37766 | 1.37858 | 1.37766 | 10.25 | 9867.50 |
43 | 2010.03.17 17:59 | buy | 15 | 0.25 | 1.37645 | 1.37445 | 1.37686 | ||
44 | 2010.03.17 17:59 | modify | 15 | 0.25 | 1.37645 | 1.37594 | 1.37686 | ||
45 | 2010.03.17 18:07 | s/l | 15 | 0.25 | 1.37594 | 1.37594 | 1.37686 | -12.75 | 9854.75 |
46 | 2010.03.17 19:59 | sell | 16 | 0.25 | 1.37529 | 1.37729 | 1.37488 | ||
47 | 2010.03.17 19:59 | modify | 16 | 0.25 | 1.37529 | 1.37580 | 1.37488 | ||
48 | 2010.03.17 20:15 | t/p | 16 | 0.25 | 1.37488 | 1.37580 | 1.37488 | 10.25 | 9865.00 |
49 | 2010.03.23 09:59 | buy | 17 | 0.25 | 1.35253 | 1.35053 | 1.35294 | ||
50 | 2010.03.23 09:59 | modify | 17 | 0.25 | 1.35253 | 1.35202 | 1.35294 | ||
51 | 2010.03.23 10:02 | s/l | 17 | 0.25 | 1.35202 | 1.35202 | 1.35294 | -12.75 | 9852.25 |
52 | 2010.03.23 13:59 | buy | 18 | 0.25 | 1.35094 | 1.34894 | 1.35135 | ||
53 | 2010.03.23 13:59 | modify | 18 | 0.25 | 1.35094 | 1.35043 | 1.35135 | ||
54 | 2010.03.23 14:10 | t/p | 18 | 0.25 | 1.35135 | 1.35043 | 1.35135 | 10.25 | 9862.50 |
55 | 2010.03.23 20:59 | buy | 19 | 0.25 | 1.35020 | 1.34820 | 1.35061 | ||
56 | 2010.03.23 20:59 | modify | 19 | 0.25 | 1.35020 | 1.34969 | 1.35061 | ||
57 | 2010.03.23 21:20 | t/p | 19 | 0.25 | 1.35061 | 1.34969 | 1.35061 | 10.25 | 9872.75 |
58 | 2010.03.25 15:59 | buy | 20 | 0.25 | 1.33577 | 1.33377 | 1.33618 | ||
59 | 2010.03.25 15:59 | modify | 20 | 0.25 | 1.33577 | 1.33526 | 1.33618 | ||
60 | 2010.03.25 16:02 | t/p | 20 | 0.25 | 1.33618 | 1.33526 | 1.33618 | 10.25 | 9883.00 |
61 | 2010.03.25 22:59 | buy | 21 | 0.25 | 1.32890 | 1.32690 | 1.32931 | ||
62 | 2010.03.25 22:59 | modify | 21 | 0.25 | 1.32890 | 1.32839 | 1.32931 | ||
63 | 2010.03.25 23:03 | s/l | 21 | 0.25 | 1.32839 | 1.32839 | 1.32931 | -12.75 | 9870.25 |
64 | 2010.03.26 17:59 | sell | 22 | 0.25 | 1.33880 | 1.34080 | 1.33839 | ||
65 | 2010.03.26 17:59 | modify | 22 | 0.25 | 1.33880 | 1.33931 | 1.33839 | ||
66 | 2010.03.26 18:02 | t/p | 22 | 0.25 | 1.33839 | 1.33931 | 1.33839 | 10.25 | 9880.50 |