Strategy Tester Report
FrBestExp02_6_maloma_mod
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=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; map=25; mash=1; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -4824.30 | Gross profit | 5714.70 | Gross loss | -10539.00 |
| Profit factor | 0.54 | Expected payoff | -536.03 | ||
| Absolute drawdown | 8687.50 | Maximal drawdown | 9696.50 (88.08%) | Relative drawdown | 88.08% (9696.50) |
| Total trades | 9 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
| Largest | profit trade | 1650.00 | loss trade | -10007.00 | |
| Average | profit trade | 816.39 | loss trade | -5269.50 | |
| Maximum | consecutive wins (profit in money) | 5 (4822.70) | consecutive losses (loss in money) | 1 (-10007.00) | |
| Maximal | consecutive profit (count of wins) | 4822.70 (5) | consecutive loss (count of losses) | -10007.00 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.04 01:00 | sell | 1 | 1.00 | 1.37000 | 1.38000 | 1.36000 | ||
| 2 | 2010.03.04 04:20 | sell | 2 | 10.00 | 1.36768 | 1.37768 | 1.35768 | ||
| 3 | 2010.03.04 06:32 | close | 2 | 10.00 | 1.36708 | 1.37768 | 1.35768 | 600.00 | 10600.00 |
| 4 | 2010.03.04 06:32 | close | 1 | 1.00 | 1.36708 | 1.38000 | 1.36000 | 292.00 | 10892.00 |
| 5 | 2010.03.08 14:10 | sell | 3 | 1.00 | 1.36627 | 1.37627 | 1.35627 | ||
| 6 | 2010.03.08 15:37 | buy | 4 | 10.00 | 1.36934 | 1.35934 | 1.37934 | ||
| 7 | 2010.03.09 09:50 | s/l | 4 | 10.00 | 1.35934 | 1.35934 | 1.37934 | -10007.00 | 885.00 |
| 8 | 2010.03.09 12:45 | t/p | 3 | 1.00 | 1.35627 | 1.37627 | 1.35627 | 999.20 | 1884.20 |
| 9 | 2010.03.09 22:00 | buy | 5 | 1.00 | 1.36011 | 1.35011 | 1.37011 | ||
| 10 | 2010.03.12 07:15 | t/p | 5 | 1.00 | 1.37011 | 1.35011 | 1.37011 | 996.50 | 2880.70 |
| 11 | 2010.03.22 08:00 | buy | 6 | 1.00 | 1.35091 | 1.34091 | 1.36091 | ||
| 12 | 2010.03.22 09:35 | buy | 7 | 10.00 | 1.35278 | 1.34278 | 1.36278 | ||
| 13 | 2010.03.22 09:45 | close | 7 | 10.00 | 1.35368 | 1.34278 | 1.36278 | 900.00 | 3780.70 |
| 14 | 2010.03.22 09:45 | close | 6 | 1.00 | 1.35368 | 1.34091 | 1.36091 | 277.00 | 4057.70 |
| 15 | 2010.03.22 13:37 | buy | 8 | 1.00 | 1.35233 | 1.34233 | 1.36233 | ||
| 16 | 2010.03.22 13:45 | sell | 9 | 10.00 | 1.34887 | 1.35887 | 1.33887 | ||
| 17 | 2010.03.22 13:50 | close | 9 | 10.00 | 1.34722 | 1.35887 | 1.33887 | 1650.00 | 5707.70 |
| 18 | 2010.03.22 13:50 | close | 8 | 1.00 | 1.34701 | 1.34233 | 1.36233 | -532.00 | 5175.70 |