Strategy Tester Report
Exp_Sidus
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 | TP=80; SL=20; Lots=0.1; shif=1; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -24.60 | Gross profit | 24.00 | Gross loss | -48.60 |
Profit factor | 0.49 | Expected payoff | -1.17 | ||
Absolute drawdown | 24.60 | Maximal drawdown | 36.70 (0.37%) | Relative drawdown | 0.37% (36.70) |
Total trades | 21 | Short positions (won %) | 11 (9.09%) | Long positions (won %) | 10 (20.00%) |
Profit trades (% of total) | 3 (14.29%) | Loss trades (% of total) | 18 (85.71%) | ||
Largest | profit trade | 8.00 | loss trade | -2.70 | |
Average | profit trade | 8.00 | loss trade | -2.70 | |
Maximum | consecutive wins (profit in money) | 1 (8.00) | consecutive losses (loss in money) | 10 (-27.00) | |
Maximal | consecutive profit (count of wins) | 8.00 (1) | consecutive loss (count of losses) | -27.00 (10) | |
Average | consecutive wins | 1 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 11:00 | buy | 1 | 0.10 | 1.36385 | 1.36358 | 1.36465 | ||
2 | 2010.03.01 11:07 | t/p | 1 | 0.10 | 1.36465 | 1.36358 | 1.36465 | 8.00 | 10008.00 |
3 | 2010.03.01 12:00 | sell | 2 | 0.10 | 1.35939 | 1.35966 | 1.35859 | ||
4 | 2010.03.01 12:15 | s/l | 2 | 0.10 | 1.35966 | 1.35966 | 1.35859 | -2.70 | 10005.30 |
5 | 2010.03.02 05:00 | sell | 3 | 0.10 | 1.35258 | 1.35285 | 1.35178 | ||
6 | 2010.03.02 05:02 | s/l | 3 | 0.10 | 1.35285 | 1.35285 | 1.35178 | -2.70 | 10002.60 |
7 | 2010.03.02 15:00 | buy | 4 | 0.10 | 1.35876 | 1.35849 | 1.35956 | ||
8 | 2010.03.02 15:05 | s/l | 4 | 0.10 | 1.35849 | 1.35849 | 1.35956 | -2.70 | 9999.90 |
9 | 2010.03.03 15:00 | buy | 5 | 0.10 | 1.36556 | 1.36529 | 1.36636 | ||
10 | 2010.03.03 15:03 | s/l | 5 | 0.10 | 1.36529 | 1.36529 | 1.36636 | -2.70 | 9997.20 |
11 | 2010.03.04 15:00 | buy | 6 | 0.10 | 1.36806 | 1.36779 | 1.36886 | ||
12 | 2010.03.04 15:02 | s/l | 6 | 0.10 | 1.36779 | 1.36779 | 1.36886 | -2.70 | 9994.50 |
13 | 2010.03.04 17:00 | sell | 7 | 0.10 | 1.36061 | 1.36088 | 1.35981 | ||
14 | 2010.03.04 17:02 | s/l | 7 | 0.10 | 1.36088 | 1.36088 | 1.35981 | -2.70 | 9991.80 |
15 | 2010.03.05 14:00 | sell | 8 | 0.10 | 1.35809 | 1.35836 | 1.35729 | ||
16 | 2010.03.05 14:07 | s/l | 8 | 0.10 | 1.35836 | 1.35836 | 1.35729 | -2.70 | 9989.10 |
17 | 2010.03.05 19:00 | buy | 9 | 0.10 | 1.36107 | 1.36080 | 1.36187 | ||
18 | 2010.03.05 19:02 | s/l | 9 | 0.10 | 1.36080 | 1.36080 | 1.36187 | -2.70 | 9986.40 |
19 | 2010.03.10 06:00 | sell | 10 | 0.10 | 1.35998 | 1.36025 | 1.35918 | ||
20 | 2010.03.10 06:45 | s/l | 10 | 0.10 | 1.36025 | 1.36025 | 1.35918 | -2.70 | 9983.70 |
21 | 2010.03.10 14:00 | buy | 11 | 0.10 | 1.36092 | 1.36065 | 1.36172 | ||
22 | 2010.03.10 14:15 | s/l | 11 | 0.10 | 1.36065 | 1.36065 | 1.36172 | -2.70 | 9981.00 |
23 | 2010.03.11 11:00 | buy | 12 | 0.10 | 1.36556 | 1.36529 | 1.36636 | ||
24 | 2010.03.11 11:10 | t/p | 12 | 0.10 | 1.36636 | 1.36529 | 1.36636 | 8.00 | 9989.00 |
25 | 2010.03.15 01:00 | buy | 13 | 0.10 | 1.37745 | 1.37718 | 1.37825 | ||
26 | 2010.03.15 01:10 | s/l | 13 | 0.10 | 1.37718 | 1.37718 | 1.37825 | -2.70 | 9986.30 |
27 | 2010.03.16 12:00 | sell | 14 | 0.10 | 1.36872 | 1.36899 | 1.36792 | ||
28 | 2010.03.16 12:03 | s/l | 14 | 0.10 | 1.36899 | 1.36899 | 1.36792 | -2.70 | 9983.60 |
29 | 2010.03.16 13:00 | buy | 15 | 0.10 | 1.37146 | 1.37119 | 1.37226 | ||
30 | 2010.03.16 13:20 | s/l | 15 | 0.10 | 1.37119 | 1.37119 | 1.37226 | -2.70 | 9980.90 |
31 | 2010.03.19 10:00 | sell | 16 | 0.10 | 1.35902 | 1.35929 | 1.35822 | ||
32 | 2010.03.19 10:15 | s/l | 16 | 0.10 | 1.35929 | 1.35929 | 1.35822 | -2.70 | 9978.20 |
33 | 2010.03.22 14:00 | sell | 17 | 0.10 | 1.34730 | 1.34757 | 1.34650 | ||
34 | 2010.03.22 14:07 | t/p | 17 | 0.10 | 1.34650 | 1.34757 | 1.34650 | 8.00 | 9986.20 |
35 | 2010.03.22 19:00 | buy | 18 | 0.10 | 1.35596 | 1.35569 | 1.35676 | ||
36 | 2010.03.22 19:03 | s/l | 18 | 0.10 | 1.35569 | 1.35569 | 1.35676 | -2.70 | 9983.50 |
37 | 2010.03.23 21:00 | sell | 19 | 0.10 | 1.35000 | 1.35027 | 1.34920 | ||
38 | 2010.03.23 21:15 | s/l | 19 | 0.10 | 1.35027 | 1.35027 | 1.34920 | -2.70 | 9980.80 |
39 | 2010.03.25 07:00 | sell | 20 | 0.10 | 1.32981 | 1.33008 | 1.32901 | ||
40 | 2010.03.25 07:10 | s/l | 20 | 0.10 | 1.33008 | 1.33008 | 1.32901 | -2.70 | 9978.10 |
41 | 2010.03.25 19:00 | sell | 21 | 0.10 | 1.33046 | 1.33073 | 1.32966 | ||
42 | 2010.03.25 19:02 | s/l | 21 | 0.10 | 1.33073 | 1.33073 | 1.32966 | -2.70 | 9975.40 |