Strategy Tester Report
e-MAGIC_00800
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; TrailingStop=0; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -199.72 | Gross profit | 199.65 | Gross loss | -399.37 |
Profit factor | 0.50 | Expected payoff | -13.31 | ||
Absolute drawdown | 199.72 | Maximal drawdown | 315.49 (3.12%) | Relative drawdown | 3.12% (315.49) |
Total trades | 15 | Short positions (won %) | 6 (16.67%) | Long positions (won %) | 9 (11.11%) |
Profit trades (% of total) | 2 (13.33%) | Loss trades (% of total) | 13 (86.67%) | ||
Largest | profit trade | 123.22 | loss trade | -45.78 | |
Average | profit trade | 99.83 | loss trade | -30.72 | |
Maximum | consecutive wins (profit in money) | 2 (199.65) | consecutive losses (loss in money) | 10 (-283.49) | |
Maximal | consecutive profit (count of wins) | 199.65 (2) | consecutive loss (count of losses) | -283.49 (10) | |
Average | consecutive wins | 2 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:00 | buy limit | 1 | 0.10 | 1.35662 | 1.35300 | 1.36832 | ||
2 | 2010.03.01 12:45 | buy | 1 | 0.10 | 1.35662 | 1.35300 | 1.36832 | ||
3 | 2010.03.01 12:50 | s/l | 1 | 0.10 | 1.35300 | 1.35300 | 1.36832 | -36.20 | 9963.80 |
4 | 2010.03.02 00:00 | sell limit | 2 | 0.10 | 1.36082 | 1.36539 | 1.34601 | ||
5 | 2010.03.02 19:15 | sell | 2 | 0.10 | 1.36082 | 1.36539 | 1.34601 | ||
6 | 2010.03.03 00:00 | buy limit | 3 | 0.10 | 1.34781 | 1.34339 | 1.36213 | ||
7 | 2010.03.03 06:16 | s/l | 2 | 0.10 | 1.36539 | 1.36539 | 1.34601 | -45.78 | 9918.02 |
8 | 2010.03.04 00:00 | buy limit | 4 | 0.10 | 1.36260 | 1.35921 | 1.37357 | ||
9 | 2010.03.04 15:50 | buy | 4 | 0.10 | 1.36260 | 1.35921 | 1.37357 | ||
10 | 2010.03.04 16:20 | s/l | 4 | 0.10 | 1.35921 | 1.35921 | 1.37357 | -33.90 | 9884.12 |
11 | 2010.03.05 00:00 | sell limit | 5 | 0.10 | 1.36742 | 1.37123 | 1.35509 | ||
12 | 2010.03.08 00:00 | buy limit | 6 | 0.10 | 1.35536 | 1.35300 | 1.36301 | ||
13 | 2010.03.08 03:10 | sell | 5 | 0.10 | 1.36742 | 1.37123 | 1.35509 | ||
14 | 2010.03.09 00:00 | sell limit | 7 | 0.10 | 1.36810 | 1.37042 | 1.36058 | ||
15 | 2010.03.09 12:50 | t/p | 5 | 0.10 | 1.35509 | 1.37123 | 1.35509 | 123.22 | 10007.34 |
16 | 2010.03.09 12:50 | buy | 6 | 0.10 | 1.35536 | 1.35300 | 1.36301 | ||
17 | 2010.03.10 00:00 | sell limit | 8 | 0.10 | 1.36120 | 1.36351 | 1.35371 | ||
18 | 2010.03.10 00:50 | sell | 8 | 0.10 | 1.36120 | 1.36351 | 1.35371 | ||
19 | 2010.03.10 15:37 | t/p | 6 | 0.10 | 1.36301 | 1.35300 | 1.36301 | 76.43 | 10083.77 |
20 | 2010.03.10 16:20 | s/l | 8 | 0.10 | 1.36351 | 1.36351 | 1.35371 | -23.10 | 10060.67 |
21 | 2010.03.11 00:00 | buy limit | 9 | 0.10 | 1.35757 | 1.35437 | 1.36792 | ||
22 | 2010.03.11 14:32 | sell | 7 | 0.10 | 1.36810 | 1.37042 | 1.36058 | ||
23 | 2010.03.12 00:00 | buy limit | 10 | 0.10 | 1.36364 | 1.36208 | 1.36871 | ||
24 | 2010.03.12 07:20 | s/l | 7 | 0.10 | 1.37042 | 1.37042 | 1.36058 | -23.28 | 10037.39 |
25 | 2010.03.15 00:00 | buy limit | 11 | 0.10 | 1.36990 | 1.36690 | 1.37962 | ||
26 | 2010.03.15 15:10 | buy | 11 | 0.10 | 1.36990 | 1.36690 | 1.37962 | ||
27 | 2010.03.15 16:15 | s/l | 11 | 0.10 | 1.36690 | 1.36690 | 1.37962 | -30.00 | 10007.39 |
28 | 2010.03.16 00:00 | sell limit | 12 | 0.10 | 1.37435 | 1.37756 | 1.36395 | ||
29 | 2010.03.16 15:40 | sell | 12 | 0.10 | 1.37435 | 1.37756 | 1.36395 | ||
30 | 2010.03.16 19:20 | s/l | 12 | 0.10 | 1.37756 | 1.37756 | 1.36395 | -32.10 | 9975.29 |
31 | 2010.03.17 00:00 | buy limit | 13 | 0.10 | 1.36862 | 1.36563 | 1.37830 | ||
32 | 2010.03.18 00:00 | sell limit | 14 | 0.10 | 1.37960 | 1.38176 | 1.37260 | ||
33 | 2010.03.18 06:20 | buy | 13 | 0.10 | 1.36862 | 1.36563 | 1.37830 | ||
34 | 2010.03.18 08:50 | s/l | 13 | 0.10 | 1.36563 | 1.36563 | 1.37830 | -29.90 | 9945.39 |
35 | 2010.03.18 16:15 | buy | 10 | 0.10 | 1.36364 | 1.36208 | 1.36871 | ||
36 | 2010.03.18 16:20 | s/l | 10 | 0.10 | 1.36208 | 1.36208 | 1.36871 | -15.60 | 9929.79 |
37 | 2010.03.19 00:00 | sell limit | 15 | 0.10 | 1.37041 | 1.37406 | 1.35861 | ||
38 | 2010.03.19 10:45 | buy | 9 | 0.10 | 1.35757 | 1.35437 | 1.36792 | ||
39 | 2010.03.19 13:20 | s/l | 9 | 0.10 | 1.35437 | 1.35437 | 1.36792 | -32.00 | 9897.79 |
40 | 2010.03.22 00:00 | sell limit | 16 | 0.10 | 1.35974 | 1.36266 | 1.35030 | ||
41 | 2010.03.22 13:50 | buy | 3 | 0.10 | 1.34781 | 1.34339 | 1.36213 | ||
42 | 2010.03.23 00:00 | buy limit | 17 | 0.10 | 1.34877 | 1.34629 | 1.35680 | ||
43 | 2010.03.23 12:45 | buy | 17 | 0.10 | 1.34877 | 1.34629 | 1.35680 | ||
44 | 2010.03.24 00:00 | sell limit | 18 | 0.10 | 1.35470 | 1.35690 | 1.34759 | ||
45 | 2010.03.24 00:50 | s/l | 17 | 0.10 | 1.34629 | 1.34629 | 1.35680 | -24.87 | 9872.92 |
46 | 2010.03.24 06:15 | s/l | 3 | 0.10 | 1.34339 | 1.34339 | 1.36213 | -44.34 | 9828.58 |
47 | 2010.03.25 00:00 | sell limit | 19 | 0.10 | 1.34489 | 1.34934 | 1.33047 | ||
48 | 2010.03.26 00:00 | sell limit | 20 | 0.10 | 1.33589 | 1.33872 | 1.32671 | ||
49 | 2010.03.26 09:10 | sell | 20 | 0.10 | 1.33589 | 1.33872 | 1.32671 | ||
50 | 2010.03.26 11:15 | s/l | 20 | 0.10 | 1.33872 | 1.33872 | 1.32671 | -28.30 | 9800.28 |