Strategy Tester Report
Breakthrough_BB
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 | Period_MA_Long=100; Period_BB=25; reserve=50; deviation=1.5; Lots=0.1; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 221.20 | Gross profit | 397.20 | Gross loss | -176.00 |
| Profit factor | 2.26 | Expected payoff | 22.12 | ||
| Absolute drawdown | 45.30 | Maximal drawdown | 176.80 (1.73%) | Relative drawdown | 1.73% (176.80) |
| Total trades | 10 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 6 (60.00%) | Loss trades (% of total) | 4 (40.00%) | ||
| Largest | profit trade | 196.40 | loss trade | -61.20 | |
| Average | profit trade | 66.20 | loss trade | -44.00 | |
| Maximum | consecutive wins (profit in money) | 3 (48.90) | consecutive losses (loss in money) | 1 (-61.20) | |
| Maximal | consecutive profit (count of wins) | 196.40 (1) | consecutive loss (count of losses) | -61.20 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 13:00 | sell | 1 | 0.10 | 1.35418 | 1.36540 | 0.00000 | ||
| 2 | 2010.03.02 13:00 | close | 1 | 0.10 | 1.35388 | 1.36540 | 0.00000 | 2.90 | 10002.90 |
| 3 | 2010.03.04 16:00 | sell | 2 | 0.10 | 1.36368 | 1.37239 | 0.00000 | ||
| 4 | 2010.03.05 17:00 | close | 2 | 0.10 | 1.36091 | 1.37239 | 0.00000 | 27.60 | 10030.50 |
| 5 | 2010.03.09 01:00 | sell | 3 | 0.10 | 1.36186 | 1.36914 | 0.00000 | ||
| 6 | 2010.03.09 23:00 | close | 3 | 0.10 | 1.36002 | 1.36914 | 0.00000 | 18.40 | 10048.90 |
| 7 | 2010.03.10 09:00 | sell | 4 | 0.10 | 1.35572 | 1.36184 | 0.00000 | ||
| 8 | 2010.03.10 12:50 | s/l | 4 | 0.10 | 1.36184 | 1.36184 | 0.00000 | -61.20 | 9987.70 |
| 9 | 2010.03.15 11:00 | sell | 5 | 0.10 | 1.37072 | 1.37798 | 0.00000 | ||
| 10 | 2010.03.16 06:00 | close | 5 | 0.10 | 1.36980 | 1.37798 | 0.00000 | 9.10 | 9996.80 |
| 11 | 2010.03.17 17:00 | sell | 6 | 0.10 | 1.37388 | 1.37960 | 0.00000 | ||
| 12 | 2010.03.17 19:00 | close | 6 | 0.10 | 1.37766 | 1.37960 | 0.00000 | -37.80 | 9959.00 |
| 13 | 2010.03.17 21:00 | sell | 7 | 0.10 | 1.37396 | 1.37954 | 0.00000 | ||
| 14 | 2010.03.22 10:00 | close | 7 | 0.10 | 1.35427 | 1.37954 | 0.00000 | 196.40 | 10155.40 |
| 15 | 2010.03.22 14:00 | sell | 8 | 0.10 | 1.34730 | 1.35613 | 0.00000 | ||
| 16 | 2010.03.22 16:00 | close | 8 | 0.10 | 1.35240 | 1.35613 | 0.00000 | -51.00 | 10104.40 |
| 17 | 2010.03.23 13:00 | sell | 9 | 0.10 | 1.34822 | 1.35793 | 0.00000 | ||
| 18 | 2010.03.25 11:00 | close | 9 | 0.10 | 1.33390 | 1.35793 | 0.00000 | 142.80 | 10247.20 |
| 19 | 2010.03.25 19:00 | sell | 10 | 0.10 | 1.33046 | 1.33603 | 0.00000 | ||
| 20 | 2010.03.26 04:00 | close | 10 | 0.10 | 1.33305 | 1.33603 | 0.00000 | -26.00 | 10221.20 |