Strategy Tester Report
alliheik
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 | _1=""Indiacator"; JawsPeriod=144; JawsMethod=0; JawsPrice=0; JawsShift=8; MaMetod=1; MaPeriod=21; MaMetod2=3; MaPeriod2=1; n1=""Ea"; Magic=123; StopLoss=0; TrailingStop=0; TakeProfit=225; Slippage=3; FixedLots=0.1; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4.58 | Gross profit | 224.62 | Gross loss | -229.20 |
Profit factor | 0.98 | Expected payoff | -0.29 | ||
Absolute drawdown | 146.01 | Maximal drawdown | 302.18 (2.98%) | Relative drawdown | 2.98% (302.18) |
Total trades | 16 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 9 (44.44%) |
Profit trades (% of total) | 10 (62.50%) | Loss trades (% of total) | 6 (37.50%) | ||
Largest | profit trade | 22.50 | loss trade | -146.52 | |
Average | profit trade | 22.46 | loss trade | -38.20 | |
Maximum | consecutive wins (profit in money) | 3 (67.43) | consecutive losses (loss in money) | 2 (-24.90) | |
Maximal | consecutive profit (count of wins) | 67.43 (3) | consecutive loss (count of losses) | -146.52 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 08:00 | sell | 1 | 0.10 | 1.35970 | 0.00000 | 1.35745 | ||
2 | 2010.03.01 12:40 | t/p | 1 | 0.10 | 1.35745 | 0.00000 | 1.35745 | 22.50 | 10022.50 |
3 | 2010.03.01 12:40 | sell | 2 | 0.10 | 1.35720 | 0.00000 | 1.35495 | ||
4 | 2010.03.01 12:50 | t/p | 2 | 0.10 | 1.35495 | 0.00000 | 1.35495 | 22.50 | 10045.00 |
5 | 2010.03.02 00:32 | buy | 3 | 0.10 | 1.35756 | 0.00000 | 1.35981 | ||
6 | 2010.03.02 03:00 | close | 3 | 0.10 | 1.35290 | 0.00000 | 1.35981 | -46.60 | 9998.40 |
7 | 2010.03.02 13:37 | buy | 4 | 0.10 | 1.35728 | 0.00000 | 1.35953 | ||
8 | 2010.03.02 14:50 | t/p | 4 | 0.10 | 1.35953 | 0.00000 | 1.35953 | 22.50 | 10020.90 |
9 | 2010.03.02 14:50 | buy | 5 | 0.10 | 1.36004 | 0.00000 | 1.36229 | ||
10 | 2010.03.02 19:00 | modify | 5 | 0.10 | 1.36004 | 1.35627 | 1.36229 | ||
11 | 2010.03.02 20:00 | modify | 5 | 0.10 | 1.36004 | 1.35879 | 1.36229 | ||
12 | 2010.03.02 21:00 | close | 5 | 0.10 | 1.35990 | 1.35879 | 1.36229 | -1.40 | 10019.50 |
13 | 2010.03.04 07:45 | sell | 6 | 0.10 | 1.36561 | 0.00000 | 1.36336 | ||
14 | 2010.03.04 15:50 | t/p | 6 | 0.10 | 1.36336 | 0.00000 | 1.36336 | 22.50 | 10042.00 |
15 | 2010.03.04 15:50 | sell | 7 | 0.10 | 1.36241 | 0.00000 | 1.36016 | ||
16 | 2010.03.04 16:20 | t/p | 7 | 0.10 | 1.36016 | 0.00000 | 1.36016 | 22.50 | 10064.50 |
17 | 2010.03.05 17:00 | buy | 8 | 0.10 | 1.36102 | 0.00000 | 1.36327 | ||
18 | 2010.03.05 22:00 | modify | 8 | 0.10 | 1.36102 | 1.36072 | 1.36327 | ||
19 | 2010.03.08 00:00 | t/p | 8 | 0.10 | 1.36327 | 1.36072 | 1.36327 | 22.43 | 10086.93 |
20 | 2010.03.08 17:20 | sell | 9 | 0.10 | 1.36199 | 0.00000 | 1.35974 | ||
21 | 2010.03.09 00:00 | close | 9 | 0.10 | 1.36296 | 0.00000 | 1.35974 | -9.78 | 10077.15 |
22 | 2010.03.09 22:15 | buy | 10 | 0.10 | 1.36035 | 0.00000 | 1.36260 | ||
23 | 2010.03.10 15:20 | t/p | 10 | 0.10 | 1.36260 | 0.00000 | 1.36260 | 22.43 | 10099.58 |
24 | 2010.03.15 04:50 | sell | 11 | 0.10 | 1.37260 | 0.00000 | 1.37035 | ||
25 | 2010.03.15 11:50 | t/p | 11 | 0.10 | 1.37035 | 0.00000 | 1.37035 | 22.50 | 10122.08 |
26 | 2010.03.16 06:00 | buy | 12 | 0.10 | 1.36991 | 0.00000 | 1.37216 | ||
27 | 2010.03.16 06:02 | modify | 12 | 0.10 | 1.36991 | 1.36738 | 1.37216 | ||
28 | 2010.03.16 08:02 | modify | 12 | 0.10 | 1.36991 | 1.36820 | 1.37216 | ||
29 | 2010.03.16 08:10 | s/l | 12 | 0.10 | 1.36820 | 1.36820 | 1.37216 | -17.10 | 10104.98 |
30 | 2010.03.16 11:02 | buy | 13 | 0.10 | 1.37046 | 0.00000 | 1.37271 | ||
31 | 2010.03.16 11:05 | modify | 13 | 0.10 | 1.37046 | 1.36968 | 1.37271 | ||
32 | 2010.03.16 11:15 | s/l | 13 | 0.10 | 1.36968 | 1.36968 | 1.37271 | -7.80 | 10097.18 |
33 | 2010.03.16 12:03 | buy | 14 | 0.10 | 1.37047 | 0.00000 | 1.37272 | ||
34 | 2010.03.16 12:06 | modify | 14 | 0.10 | 1.37047 | 1.36930 | 1.37272 | ||
35 | 2010.03.16 12:33 | t/p | 14 | 0.10 | 1.37272 | 1.36930 | 1.37272 | 22.50 | 10119.68 |
36 | 2010.03.17 14:15 | sell | 15 | 0.10 | 1.37473 | 0.00000 | 1.37248 | ||
37 | 2010.03.18 01:40 | t/p | 15 | 0.10 | 1.37248 | 0.00000 | 1.37248 | 22.26 | 10141.94 |
38 | 2010.03.22 17:40 | buy | 16 | 0.10 | 1.35547 | 0.00000 | 1.35772 | ||
39 | 2010.03.26 21:59 | close at stop | 16 | 0.10 | 1.34086 | 0.00000 | 1.35772 | -146.52 | 9995.42 |