Strategy Tester Report
Bull vs Medved
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 | Lots=0.1; CandleSize=75; k_sl=0.8; k_tp=0.8; popravka_up=16; popravka_down=20; flag=false; StartTime="0:05"; StartTime1="4:05"; StartTime2="8:05"; StartTime3="12:05"; StartTime4="16:05"; StartTime5="20:05"; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 27.80 | Gross profit | 33.50 | Gross loss | -5.70 |
Profit factor | 5.88 | Expected payoff | 3.09 | ||
Absolute drawdown | 16.30 | Maximal drawdown | 16.30 (0.16%) | Relative drawdown | 0.16% (16.30) |
Total trades | 9 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
Largest | profit trade | 5.50 | loss trade | -3.70 | |
Average | profit trade | 4.79 | loss trade | -2.85 | |
Maximum | consecutive wins (profit in money) | 4 (18.40) | consecutive losses (loss in money) | 1 (-3.70) | |
Maximal | consecutive profit (count of wins) | 18.40 (4) | consecutive loss (count of losses) | -3.70 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 12:05 | sell limit | 1 | 0.10 | 1.35934 | 1.35971 | 1.35878 | ||
2 | 2010.03.01 12:10 | sell | 1 | 0.10 | 1.35934 | 1.35971 | 1.35878 | ||
3 | 2010.03.01 12:15 | s/l | 1 | 0.10 | 1.35971 | 1.35971 | 1.35878 | -3.70 | 9996.30 |
4 | 2010.03.01 16:05 | sell limit | 2 | 0.10 | 1.35247 | 1.35267 | 1.35208 | ||
5 | 2010.03.01 16:07 | sell | 2 | 0.10 | 1.35247 | 1.35267 | 1.35208 | ||
6 | 2010.03.01 16:10 | t/p | 2 | 0.10 | 1.35208 | 1.35267 | 1.35208 | 3.90 | 10000.20 |
7 | 2010.03.01 16:10 | sell limit | 3 | 0.10 | 1.35121 | 1.35141 | 1.35082 | ||
8 | 2010.03.01 16:12 | sell | 3 | 0.10 | 1.35121 | 1.35141 | 1.35082 | ||
9 | 2010.03.01 16:15 | t/p | 3 | 0.10 | 1.35082 | 1.35141 | 1.35082 | 3.90 | 10004.10 |
10 | 2010.03.02 16:05 | sell limit | 4 | 0.10 | 1.35479 | 1.35513 | 1.35426 | ||
11 | 2010.03.02 16:07 | sell | 4 | 0.10 | 1.35479 | 1.35513 | 1.35426 | ||
12 | 2010.03.02 16:10 | t/p | 4 | 0.10 | 1.35426 | 1.35513 | 1.35426 | 5.30 | 10009.40 |
13 | 2010.03.02 16:10 | sell limit | 5 | 0.10 | 1.35409 | 1.35443 | 1.35356 | ||
14 | 2010.03.02 16:12 | sell | 5 | 0.10 | 1.35409 | 1.35443 | 1.35356 | ||
15 | 2010.03.02 16:15 | t/p | 5 | 0.10 | 1.35356 | 1.35443 | 1.35356 | 5.30 | 10014.70 |
16 | 2010.03.04 08:05 | sell limit | 6 | 0.10 | 1.36581 | 1.36601 | 1.36542 | ||
17 | 2010.03.04 08:10 | sell | 6 | 0.10 | 1.36581 | 1.36601 | 1.36542 | ||
18 | 2010.03.04 08:12 | s/l | 6 | 0.10 | 1.36601 | 1.36601 | 1.36542 | -2.00 | 10012.70 |
19 | 2010.03.04 16:05 | sell limit | 7 | 0.10 | 1.36372 | 1.36408 | 1.36317 | ||
20 | 2010.03.04 16:07 | sell | 7 | 0.10 | 1.36372 | 1.36408 | 1.36317 | ||
21 | 2010.03.04 16:10 | t/p | 7 | 0.10 | 1.36317 | 1.36408 | 1.36317 | 5.50 | 10018.20 |
22 | 2010.03.04 16:10 | sell limit | 8 | 0.10 | 1.36274 | 1.36310 | 1.36219 | ||
23 | 2010.03.04 16:12 | sell | 8 | 0.10 | 1.36274 | 1.36310 | 1.36219 | ||
24 | 2010.03.04 16:15 | t/p | 8 | 0.10 | 1.36219 | 1.36310 | 1.36219 | 5.50 | 10023.70 |
25 | 2010.03.09 12:05 | sell limit | 9 | 0.10 | 1.35750 | 1.35772 | 1.35709 | ||
26 | 2010.03.09 12:07 | sell | 9 | 0.10 | 1.35750 | 1.35772 | 1.35709 | ||
27 | 2010.03.09 12:15 | t/p | 9 | 0.10 | 1.35709 | 1.35772 | 1.35709 | 4.10 | 10027.80 |