Strategy Tester Report
FrBestExp02_7_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; map2=5; mash2=1; 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 | -9684.50 | Gross profit | 7177.20 | Gross loss | -16861.70 |
| Profit factor | 0.43 | Expected payoff | -744.96 | ||
| Absolute drawdown | 9684.50 | Maximal drawdown | 12140.50 (97.47%) | Relative drawdown | 97.47% (12140.50) |
| Total trades | 13 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 4 (25.00%) |
| Profit trades (% of total) | 9 (69.23%) | Loss trades (% of total) | 4 (30.77%) | ||
| Largest | profit trade | 2060.00 | loss trade | -10007.00 | |
| Average | profit trade | 797.47 | loss trade | -4215.43 | |
| Maximum | consecutive wins (profit in money) | 4 (2339.00) | consecutive losses (loss in money) | 2 (-6379.00) | |
| Maximal | consecutive profit (count of wins) | 2518.20 (3) | consecutive loss (count of losses) | -10007.00 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 06:00 | sell | 1 | 1.00 | 1.36048 | 1.37048 | 1.35048 | ||
| 2 | 2010.03.01 07:50 | sell | 2 | 10.00 | 1.35855 | 1.36855 | 1.34855 | ||
| 3 | 2010.03.01 12:40 | close | 2 | 10.00 | 1.35741 | 1.36855 | 1.34855 | 1140.00 | 11140.00 |
| 4 | 2010.03.01 12:40 | close | 1 | 1.00 | 1.35741 | 1.37048 | 1.35048 | 307.00 | 11447.00 |
| 5 | 2010.03.04 01:00 | sell | 3 | 1.00 | 1.37000 | 1.38000 | 1.36000 | ||
| 6 | 2010.03.04 04:20 | sell | 4 | 10.00 | 1.36768 | 1.37768 | 1.35768 | ||
| 7 | 2010.03.04 06:32 | close | 4 | 10.00 | 1.36708 | 1.37768 | 1.35768 | 600.00 | 12047.00 |
| 8 | 2010.03.04 06:32 | close | 3 | 1.00 | 1.36708 | 1.38000 | 1.36000 | 292.00 | 12339.00 |
| 9 | 2010.03.08 14:10 | sell | 5 | 1.00 | 1.36627 | 1.37627 | 1.35627 | ||
| 10 | 2010.03.08 15:37 | buy | 6 | 10.00 | 1.36934 | 1.35934 | 1.37934 | ||
| 11 | 2010.03.09 09:50 | s/l | 6 | 10.00 | 1.35934 | 1.35934 | 1.37934 | -10007.00 | 2332.00 |
| 12 | 2010.03.09 09:50 | sell | 7 | 10.00 | 1.35839 | 1.36839 | 1.34839 | ||
| 13 | 2010.03.09 10:20 | close | 7 | 10.00 | 1.35818 | 1.36839 | 1.34839 | 210.00 | 2542.00 |
| 14 | 2010.03.09 10:20 | close | 5 | 1.00 | 1.35818 | 1.37627 | 1.35627 | 808.20 | 3350.20 |
| 15 | 2010.03.09 22:00 | buy | 8 | 1.00 | 1.36011 | 1.35011 | 1.37011 | ||
| 16 | 2010.03.10 08:15 | sell | 9 | 10.00 | 1.35707 | 1.36707 | 1.34707 | ||
| 17 | 2010.03.10 08:50 | close | 9 | 10.00 | 1.35557 | 1.36707 | 1.34707 | 1500.00 | 4850.20 |
| 18 | 2010.03.10 08:50 | close | 8 | 1.00 | 1.35536 | 1.35011 | 1.37011 | -475.70 | 4374.50 |
| 19 | 2010.03.11 08:15 | sell | 10 | 1.00 | 1.36313 | 1.37313 | 1.35313 | ||
| 20 | 2010.03.11 10:46 | buy | 11 | 10.00 | 1.36615 | 1.35615 | 1.37615 | ||
| 21 | 2010.03.11 14:32 | close | 11 | 10.00 | 1.36821 | 1.35615 | 1.37615 | 2060.00 | 6434.50 |
| 22 | 2010.03.11 14:32 | close | 10 | 1.00 | 1.36842 | 1.37313 | 1.35313 | -529.00 | 5905.50 |
| 23 | 2010.03.15 07:20 | sell | 12 | 1.00 | 1.37290 | 1.38290 | 1.36290 | ||
| 24 | 2010.03.15 08:15 | buy | 13 | 10.00 | 1.37594 | 1.36594 | 1.38594 | ||
| 25 | 2010.03.15 11:50 | close at stop | 13 | 10.00 | 1.37009 | 1.36594 | 1.38594 | -5850.00 | 55.50 |
| 26 | 2010.03.15 11:50 | close at stop | 12 | 1.00 | 1.37030 | 1.38290 | 1.36290 | 260.00 | 315.50 |