Strategy Tester Report
FT_Parabolic SAR_EMA
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 | ema1_period=10; ema2_period=25; ema3_period=50; stepfast=0.02; stepfast15m=0.02; maximumfast=0.2; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -17.64 | Gross profit | 16.83 | Gross loss | -34.47 |
| Profit factor | 0.49 | Expected payoff | -1.76 | ||
| Absolute drawdown | 35.70 | Maximal drawdown | 45.23 (0.45%) | Relative drawdown | 0.45% (45.23) |
| Total trades | 10 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 2 (20.00%) | Loss trades (% of total) | 8 (80.00%) | ||
| Largest | profit trade | 14.99 | loss trade | -6.80 | |
| Average | profit trade | 8.42 | loss trade | -4.31 | |
| Maximum | consecutive wins (profit in money) | 2 (16.83) | consecutive losses (loss in money) | 8 (-34.47) | |
| Maximal | consecutive profit (count of wins) | 16.83 (2) | consecutive loss (count of losses) | -34.47 (8) | |
| Average | consecutive wins | 2 | consecutive losses | 8 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 15:00 | sell | 1 | 0.01 | 1.35314 | 1.36814 | 1.33814 | ||
| 2 | 2010.03.02 19:00 | buy | 2 | 0.01 | 1.35952 | 1.34452 | 1.37452 | ||
| 3 | 2010.03.02 19:00 | close | 1 | 0.01 | 1.35952 | 1.36814 | 1.33814 | -6.39 | 9993.61 |
| 4 | 2010.03.04 18:00 | sell | 3 | 0.01 | 1.35703 | 1.37203 | 1.34203 | ||
| 5 | 2010.03.04 18:00 | close | 2 | 0.01 | 1.35703 | 1.34452 | 1.37452 | -2.52 | 9991.09 |
| 6 | 2010.03.08 01:00 | buy | 4 | 0.01 | 1.36381 | 1.34881 | 1.37881 | ||
| 7 | 2010.03.08 01:00 | close | 3 | 0.01 | 1.36381 | 1.37203 | 1.34203 | -6.80 | 9984.30 |
| 8 | 2010.03.09 01:00 | sell | 5 | 0.01 | 1.36186 | 1.37686 | 1.34686 | ||
| 9 | 2010.03.09 01:00 | close | 4 | 0.01 | 1.36186 | 1.34881 | 1.37881 | -1.96 | 9982.34 |
| 10 | 2010.03.10 17:00 | buy | 6 | 0.01 | 1.36660 | 1.35160 | 1.38160 | ||
| 11 | 2010.03.10 17:00 | close | 5 | 0.01 | 1.36660 | 1.37686 | 1.34686 | -4.75 | 9977.59 |
| 12 | 2010.03.15 17:00 | sell | 7 | 0.01 | 1.36511 | 1.38011 | 1.35011 | ||
| 13 | 2010.03.15 17:00 | close | 6 | 0.01 | 1.36511 | 1.35160 | 1.38160 | -1.52 | 9976.07 |
| 14 | 2010.03.16 15:00 | close | 7 | 0.01 | 1.37188 | 1.38011 | 1.35011 | -6.78 | 9969.29 |
| 15 | 2010.03.16 16:00 | buy | 8 | 0.01 | 1.37611 | 1.36111 | 1.39111 | ||
| 16 | 2010.03.18 02:00 | sell | 9 | 0.01 | 1.37238 | 1.38738 | 1.35738 | ||
| 17 | 2010.03.18 02:00 | close | 8 | 0.01 | 1.37238 | 1.36111 | 1.39111 | -3.76 | 9965.53 |
| 18 | 2010.03.19 10:50 | t/p | 9 | 0.01 | 1.35738 | 1.38738 | 1.35738 | 14.99 | 9980.52 |
| 19 | 2010.03.26 13:00 | buy | 10 | 0.01 | 1.33902 | 1.32402 | 1.35402 | ||
| 20 | 2010.03.26 21:59 | close at stop | 10 | 0.01 | 1.34086 | 1.32402 | 1.35402 | 1.84 | 9982.36 |