Strategy Tester Report
canal-m_a_sim-v2
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=200; period1=6; period2=6; stopmax=200; stopmin=100; Hours=72; Hours1=72; lot=0.1; magicBUY=101; magicSELL=201; magicBUY1=102; magicSELL1=202; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -97.99 | Gross profit | 632.36 | Gross loss | -730.35 |
Profit factor | 0.87 | Expected payoff | -2.65 | ||
Absolute drawdown | 239.42 | Maximal drawdown | 496.90 (4.84%) | Relative drawdown | 4.84% (496.90) |
Total trades | 37 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 37 (10.81%) |
Profit trades (% of total) | 4 (10.81%) | Loss trades (% of total) | 33 (89.19%) | ||
Largest | profit trade | 217.45 | loss trade | -22.45 | |
Average | profit trade | 158.09 | loss trade | -22.13 | |
Maximum | consecutive wins (profit in money) | 1 (217.45) | consecutive losses (loss in money) | 19 (-420.81) | |
Maximal | consecutive profit (count of wins) | 217.45 (1) | consecutive loss (count of losses) | -420.81 (19) | |
Average | consecutive wins | 1 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:00 | buy | 1 | 0.10 | 1.36242 | 1.36021 | 0.00000 | ||
2 | 2010.03.01 03:20 | s/l | 1 | 0.10 | 1.36021 | 1.36021 | 0.00000 | -22.10 | 9977.90 |
3 | 2010.03.01 03:20 | buy | 2 | 0.10 | 1.35986 | 1.35765 | 0.00000 | ||
4 | 2010.03.01 12:40 | s/l | 2 | 0.10 | 1.35765 | 1.35765 | 0.00000 | -22.10 | 9955.80 |
5 | 2010.03.01 12:40 | buy | 3 | 0.10 | 1.35741 | 1.35520 | 0.00000 | ||
6 | 2010.03.01 12:50 | s/l | 3 | 0.10 | 1.35520 | 1.35520 | 0.00000 | -22.10 | 9933.70 |
7 | 2010.03.01 12:50 | buy | 4 | 0.10 | 1.35280 | 1.35059 | 0.00000 | ||
8 | 2010.03.01 13:50 | s/l | 4 | 0.10 | 1.35059 | 1.35059 | 0.00000 | -22.10 | 9911.60 |
9 | 2010.03.01 13:50 | buy | 5 | 0.10 | 1.35080 | 1.34859 | 0.00000 | ||
10 | 2010.03.01 16:20 | s/l | 5 | 0.10 | 1.34859 | 1.34859 | 0.00000 | -22.10 | 9889.50 |
11 | 2010.03.01 16:20 | buy | 6 | 0.10 | 1.34683 | 1.34462 | 0.00000 | ||
12 | 2010.03.02 10:20 | s/l | 6 | 0.10 | 1.34462 | 1.34462 | 0.00000 | -22.17 | 9867.33 |
13 | 2010.03.02 10:20 | buy | 7 | 0.10 | 1.34360 | 1.34139 | 0.00000 | ||
14 | 2010.03.05 11:00 | close | 7 | 0.10 | 1.35900 | 1.34139 | 0.00000 | 153.65 | 10020.98 |
15 | 2010.03.05 11:02 | buy | 8 | 0.10 | 1.35931 | 1.35710 | 0.00000 | ||
16 | 2010.03.05 14:40 | s/l | 8 | 0.10 | 1.35710 | 1.35710 | 0.00000 | -22.10 | 9998.88 |
17 | 2010.03.05 14:40 | buy | 9 | 0.10 | 1.35642 | 1.35421 | 0.00000 | ||
18 | 2010.03.05 14:50 | s/l | 9 | 0.10 | 1.35421 | 1.35421 | 0.00000 | -22.10 | 9976.78 |
19 | 2010.03.05 14:50 | buy | 10 | 0.10 | 1.35321 | 1.35100 | 0.00000 | ||
20 | 2010.03.08 15:00 | close | 10 | 0.10 | 1.36649 | 1.35100 | 0.00000 | 132.73 | 10109.51 |
21 | 2010.03.08 15:02 | buy | 11 | 0.10 | 1.36664 | 1.36443 | 0.00000 | ||
22 | 2010.03.08 16:45 | s/l | 11 | 0.10 | 1.36443 | 1.36443 | 0.00000 | -22.10 | 10087.41 |
23 | 2010.03.08 16:45 | buy | 12 | 0.10 | 1.36461 | 1.36240 | 0.00000 | ||
24 | 2010.03.08 17:20 | s/l | 12 | 0.10 | 1.36240 | 1.36240 | 0.00000 | -22.10 | 10065.31 |
25 | 2010.03.08 17:20 | buy | 13 | 0.10 | 1.36220 | 1.35999 | 0.00000 | ||
26 | 2010.03.09 07:50 | s/l | 13 | 0.10 | 1.35999 | 1.35999 | 0.00000 | -22.17 | 10043.14 |
27 | 2010.03.09 07:50 | buy | 14 | 0.10 | 1.36008 | 1.35787 | 0.00000 | ||
28 | 2010.03.09 10:32 | s/l | 14 | 0.10 | 1.35787 | 1.35787 | 0.00000 | -22.10 | 10021.04 |
29 | 2010.03.09 10:32 | buy | 15 | 0.10 | 1.35807 | 1.35586 | 0.00000 | ||
30 | 2010.03.09 12:45 | s/l | 15 | 0.10 | 1.35586 | 1.35586 | 0.00000 | -22.10 | 9998.94 |
31 | 2010.03.09 12:45 | buy | 16 | 0.10 | 1.35598 | 1.35377 | 0.00000 | ||
32 | 2010.03.09 14:37 | s/l | 16 | 0.10 | 1.35377 | 1.35377 | 0.00000 | -22.10 | 9976.84 |
33 | 2010.03.09 14:37 | buy | 17 | 0.10 | 1.35392 | 1.35171 | 0.00000 | ||
34 | 2010.03.12 15:00 | close | 17 | 0.10 | 1.37570 | 1.35171 | 0.00000 | 217.45 | 10194.29 |
35 | 2010.03.12 15:02 | buy | 18 | 0.10 | 1.37602 | 1.37381 | 0.00000 | ||
36 | 2010.03.12 15:32 | s/l | 18 | 0.10 | 1.37381 | 1.37381 | 0.00000 | -22.10 | 10172.19 |
37 | 2010.03.12 15:32 | buy | 19 | 0.10 | 1.37385 | 1.37164 | 0.00000 | ||
38 | 2010.03.15 10:16 | s/l | 19 | 0.10 | 1.37164 | 1.37164 | 0.00000 | -22.17 | 10150.02 |
39 | 2010.03.15 10:16 | buy | 20 | 0.10 | 1.37141 | 1.36920 | 0.00000 | ||
40 | 2010.03.15 15:20 | s/l | 20 | 0.10 | 1.36920 | 1.36920 | 0.00000 | -22.10 | 10127.92 |
41 | 2010.03.15 15:20 | buy | 21 | 0.10 | 1.36931 | 1.36710 | 0.00000 | ||
42 | 2010.03.15 16:15 | s/l | 21 | 0.10 | 1.36710 | 1.36710 | 0.00000 | -22.10 | 10105.82 |
43 | 2010.03.15 16:15 | buy | 22 | 0.10 | 1.36645 | 1.36424 | 0.00000 | ||
44 | 2010.03.15 17:02 | s/l | 22 | 0.10 | 1.36424 | 1.36424 | 0.00000 | -22.10 | 10083.72 |
45 | 2010.03.15 17:02 | buy | 23 | 0.10 | 1.36437 | 1.36216 | 0.00000 | ||
46 | 2010.03.18 16:20 | s/l | 23 | 0.10 | 1.36216 | 1.36216 | 0.00000 | -22.45 | 10061.27 |
47 | 2010.03.18 16:20 | buy | 24 | 0.10 | 1.36081 | 1.35860 | 0.00000 | ||
48 | 2010.03.19 09:50 | s/l | 24 | 0.10 | 1.35860 | 1.35860 | 0.00000 | -22.17 | 10039.10 |
49 | 2010.03.19 09:50 | buy | 25 | 0.10 | 1.35801 | 1.35580 | 0.00000 | ||
50 | 2010.03.19 12:20 | s/l | 25 | 0.10 | 1.35580 | 1.35580 | 0.00000 | -22.10 | 10017.00 |
51 | 2010.03.19 12:20 | buy | 26 | 0.10 | 1.35543 | 1.35322 | 0.00000 | ||
52 | 2010.03.19 14:50 | s/l | 26 | 0.10 | 1.35322 | 1.35322 | 0.00000 | -22.10 | 9994.90 |
53 | 2010.03.19 14:50 | buy | 27 | 0.10 | 1.35280 | 1.35059 | 0.00000 | ||
54 | 2010.03.19 16:20 | s/l | 27 | 0.10 | 1.35059 | 1.35059 | 0.00000 | -22.10 | 9972.80 |
55 | 2010.03.19 16:20 | buy | 28 | 0.10 | 1.35051 | 1.34830 | 0.00000 | ||
56 | 2010.03.22 13:50 | s/l | 28 | 0.10 | 1.34830 | 1.34830 | 0.00000 | -22.17 | 9950.63 |
57 | 2010.03.22 13:50 | buy | 29 | 0.10 | 1.34722 | 1.34501 | 0.00000 | ||
58 | 2010.03.24 02:20 | s/l | 29 | 0.10 | 1.34501 | 1.34501 | 0.00000 | -22.24 | 9928.39 |
59 | 2010.03.24 02:20 | buy | 30 | 0.10 | 1.34479 | 1.34258 | 0.00000 | ||
60 | 2010.03.24 06:15 | s/l | 30 | 0.10 | 1.34258 | 1.34258 | 0.00000 | -22.10 | 9906.29 |
61 | 2010.03.24 06:15 | buy | 31 | 0.10 | 1.34244 | 1.34023 | 0.00000 | ||
62 | 2010.03.24 09:45 | s/l | 31 | 0.10 | 1.34023 | 1.34023 | 0.00000 | -22.10 | 9884.19 |
63 | 2010.03.24 09:45 | buy | 32 | 0.10 | 1.33959 | 1.33738 | 0.00000 | ||
64 | 2010.03.24 09:50 | s/l | 32 | 0.10 | 1.33738 | 1.33738 | 0.00000 | -22.10 | 9862.09 |
65 | 2010.03.24 09:50 | buy | 33 | 0.10 | 1.33672 | 1.33451 | 0.00000 | ||
66 | 2010.03.24 11:20 | s/l | 33 | 0.10 | 1.33451 | 1.33451 | 0.00000 | -22.10 | 9839.99 |
67 | 2010.03.24 11:20 | buy | 34 | 0.10 | 1.33458 | 1.33237 | 0.00000 | ||
68 | 2010.03.24 18:20 | s/l | 34 | 0.10 | 1.33237 | 1.33237 | 0.00000 | -22.10 | 9817.89 |
69 | 2010.03.24 18:20 | buy | 35 | 0.10 | 1.33251 | 1.33030 | 0.00000 | ||
70 | 2010.03.25 06:15 | s/l | 35 | 0.10 | 1.33030 | 1.33030 | 0.00000 | -22.31 | 9795.58 |
71 | 2010.03.25 06:15 | buy | 36 | 0.10 | 1.33037 | 1.32816 | 0.00000 | ||
72 | 2010.03.25 18:50 | s/l | 36 | 0.10 | 1.32816 | 1.32816 | 0.00000 | -22.10 | 9773.48 |
73 | 2010.03.25 18:50 | buy | 37 | 0.10 | 1.32800 | 1.32579 | 0.00000 | ||
74 | 2010.03.26 21:59 | close at stop | 37 | 0.10 | 1.34086 | 1.32579 | 0.00000 | 128.53 | 9902.01 |