Strategy Tester Report
CashMachine_5min
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 | hidden_TakeProfit=60; hidden_StopLoss=30; Lots=0.2; target_tp1=20; target_tp2=35; target_tp3=50; pidem=0; pidemu=14; pisto=0; pistok=5; pistod=3; istslow=3; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -125.60 | Gross profit | 35.40 | Gross loss | -161.00 |
Profit factor | 0.22 | Expected payoff | -8.37 | ||
Absolute drawdown | 141.00 | Maximal drawdown | 141.00 (1.41%) | Relative drawdown | 1.41% (141.00) |
Total trades | 15 | Short positions (won %) | 9 (22.22%) | Long positions (won %) | 6 (0.00%) |
Profit trades (% of total) | 2 (13.33%) | Loss trades (% of total) | 13 (86.67%) | ||
Largest | profit trade | 20.20 | loss trade | -20.60 | |
Average | profit trade | 17.70 | loss trade | -12.38 | |
Maximum | consecutive wins (profit in money) | 2 (35.40) | consecutive losses (loss in money) | 11 (-135.60) | |
Maximal | consecutive profit (count of wins) | 35.40 (2) | consecutive loss (count of losses) | -135.60 (11) | |
Average | consecutive wins | 2 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.09 15:45 | buy | 1 | 0.20 | 1.35769 | 0.00000 | 0.00000 | ||
2 | 2010.03.09 15:47 | close | 1 | 0.20 | 1.35730 | 0.00000 | 0.00000 | -7.80 | 9992.20 |
3 | 2010.03.09 15:50 | buy | 2 | 0.20 | 1.35824 | 0.00000 | 0.00000 | ||
4 | 2010.03.09 15:52 | close | 2 | 0.20 | 1.35766 | 0.00000 | 0.00000 | -11.60 | 9980.60 |
5 | 2010.03.09 15:55 | buy | 3 | 0.20 | 1.35806 | 0.00000 | 0.00000 | ||
6 | 2010.03.09 15:57 | close | 3 | 0.20 | 1.35730 | 0.00000 | 0.00000 | -15.20 | 9965.40 |
7 | 2010.03.09 15:59 | buy | 4 | 0.20 | 1.35788 | 0.00000 | 0.00000 | ||
8 | 2010.03.09 16:02 | close | 4 | 0.20 | 1.35728 | 0.00000 | 0.00000 | -12.00 | 9953.40 |
9 | 2010.03.12 07:07 | sell | 5 | 0.20 | 1.36890 | 0.00000 | 0.00000 | ||
10 | 2010.03.12 07:10 | close | 5 | 0.20 | 1.36993 | 0.00000 | 0.00000 | -20.60 | 9932.80 |
11 | 2010.03.12 08:16 | sell | 6 | 0.20 | 1.36861 | 0.00000 | 0.00000 | ||
12 | 2010.03.12 08:20 | close | 6 | 0.20 | 1.36920 | 0.00000 | 0.00000 | -11.80 | 9921.00 |
13 | 2010.03.12 08:23 | sell | 7 | 0.20 | 1.36880 | 0.00000 | 0.00000 | ||
14 | 2010.03.12 08:26 | close | 7 | 0.20 | 1.36958 | 0.00000 | 0.00000 | -15.60 | 9905.40 |
15 | 2010.03.12 08:26 | sell | 8 | 0.20 | 1.36940 | 0.00000 | 0.00000 | ||
16 | 2010.03.12 08:37 | modify | 8 | 0.20 | 1.36940 | 1.36945 | 1.36831 | ||
17 | 2010.03.12 08:40 | s/l | 8 | 0.20 | 1.36945 | 1.36945 | 1.36831 | -1.00 | 9904.40 |
18 | 2010.03.12 08:42 | sell | 9 | 0.20 | 1.36946 | 0.00000 | 0.00000 | ||
19 | 2010.03.12 08:45 | close | 9 | 0.20 | 1.37021 | 0.00000 | 0.00000 | -15.00 | 9889.40 |
20 | 2010.03.16 18:20 | sell | 10 | 0.20 | 1.37380 | 0.00000 | 0.00000 | ||
21 | 2010.03.16 18:22 | close | 10 | 0.20 | 1.37434 | 0.00000 | 0.00000 | -10.80 | 9878.60 |
22 | 2010.03.16 18:25 | sell | 11 | 0.20 | 1.37397 | 0.00000 | 0.00000 | ||
23 | 2010.03.16 18:27 | close | 11 | 0.20 | 1.37468 | 0.00000 | 0.00000 | -14.20 | 9864.40 |
24 | 2010.03.16 18:27 | sell | 12 | 0.20 | 1.37426 | 0.00000 | 0.00000 | ||
25 | 2010.03.16 18:40 | modify | 12 | 0.20 | 1.37426 | 1.37427 | 1.37313 | ||
26 | 2010.03.16 18:45 | close | 12 | 0.20 | 1.37350 | 1.37427 | 1.37313 | 15.20 | 9879.60 |
27 | 2010.03.16 18:47 | sell | 13 | 0.20 | 1.37344 | 0.00000 | 0.00000 | ||
28 | 2010.03.16 18:50 | modify | 13 | 0.20 | 1.37344 | 1.37354 | 1.37210 | ||
29 | 2010.03.16 18:52 | modify | 13 | 0.20 | 1.37344 | 1.37353 | 1.37239 | ||
30 | 2010.03.16 18:55 | modify | 13 | 0.20 | 1.37344 | 1.37354 | 1.37225 | ||
31 | 2010.03.16 18:59 | modify | 13 | 0.20 | 1.37344 | 1.37355 | 1.37211 | ||
32 | 2010.03.16 19:00 | modify | 13 | 0.20 | 1.37344 | 1.37354 | 1.37210 | ||
33 | 2010.03.16 19:02 | close | 13 | 0.20 | 1.37243 | 1.37354 | 1.37210 | 20.20 | 9899.80 |
34 | 2010.03.23 09:50 | buy | 14 | 0.20 | 1.35329 | 0.00000 | 0.00000 | ||
35 | 2010.03.23 09:52 | close | 14 | 0.20 | 1.35274 | 0.00000 | 0.00000 | -11.00 | 9888.80 |
36 | 2010.03.23 09:55 | buy | 15 | 0.20 | 1.35312 | 0.00000 | 0.00000 | ||
37 | 2010.03.23 09:57 | close | 15 | 0.20 | 1.35240 | 0.00000 | 0.00000 | -14.40 | 9874.40 |