Strategy Tester Report
FT_TIME_BIGDOG
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 | starttime=14; stoptime=16; maxpoint=50; TP=50; mn=1; Lots=0.1; orderlimit=20; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 29.10 | Gross profit | 45.00 | Gross loss | -15.90 |
Profit factor | 2.83 | Expected payoff | 2.08 | ||
Absolute drawdown | 3.00 | Maximal drawdown | 16.40 (0.16%) | Relative drawdown | 0.16% (16.40) |
Total trades | 14 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 9 (64.29%) | Loss trades (% of total) | 5 (35.71%) | ||
Largest | profit trade | 5.00 | loss trade | -3.70 | |
Average | profit trade | 5.00 | loss trade | -3.18 | |
Maximum | consecutive wins (profit in money) | 7 (35.00) | consecutive losses (loss in money) | 4 (-12.20) | |
Maximal | consecutive profit (count of wins) | 35.00 (7) | consecutive loss (count of losses) | -12.20 (4) | |
Average | consecutive wins | 5 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.03 00:10 | sell stop | 1 | 0.10 | 1.36060 | 1.36101 | 1.36010 | ||
2 | 2010.03.03 09:15 | sell | 1 | 0.10 | 1.36060 | 1.36101 | 1.36010 | ||
3 | 2010.03.03 09:20 | t/p | 1 | 0.10 | 1.36010 | 1.36101 | 1.36010 | 5.00 | 10005.00 |
4 | 2010.03.05 00:07 | sell stop | 2 | 0.10 | 1.35788 | 1.35818 | 1.35738 | ||
5 | 2010.03.05 00:10 | sell | 2 | 0.10 | 1.35788 | 1.35818 | 1.35738 | ||
6 | 2010.03.05 00:20 | t/p | 2 | 0.10 | 1.35738 | 1.35818 | 1.35738 | 5.00 | 10010.00 |
7 | 2010.03.08 00:07 | sell stop | 3 | 0.10 | 1.36422 | 1.36457 | 1.36372 | ||
8 | 2010.03.08 00:10 | sell | 3 | 0.10 | 1.36422 | 1.36457 | 1.36372 | ||
9 | 2010.03.08 00:15 | t/p | 3 | 0.10 | 1.36372 | 1.36457 | 1.36372 | 5.00 | 10015.00 |
10 | 2010.03.10 00:10 | sell stop | 4 | 0.10 | 1.35995 | 1.36026 | 1.35945 | ||
11 | 2010.03.10 01:33 | sell | 4 | 0.10 | 1.35995 | 1.36026 | 1.35945 | ||
12 | 2010.03.10 01:46 | t/p | 4 | 0.10 | 1.35945 | 1.36026 | 1.35945 | 5.00 | 10020.00 |
13 | 2010.03.12 00:10 | sell stop | 5 | 0.10 | 1.36762 | 1.36807 | 1.36712 | ||
14 | 2010.03.12 02:45 | sell | 5 | 0.10 | 1.36762 | 1.36807 | 1.36712 | ||
15 | 2010.03.12 02:50 | t/p | 5 | 0.10 | 1.36712 | 1.36807 | 1.36712 | 5.00 | 10025.00 |
16 | 2010.03.15 00:03 | sell stop | 6 | 0.10 | 1.37593 | 1.37623 | 1.37543 | ||
17 | 2010.03.15 01:45 | sell | 6 | 0.10 | 1.37593 | 1.37623 | 1.37543 | ||
18 | 2010.03.15 01:50 | t/p | 6 | 0.10 | 1.37543 | 1.37623 | 1.37543 | 5.00 | 10030.00 |
19 | 2010.03.16 00:10 | sell stop | 7 | 0.10 | 1.36714 | 1.36745 | 1.36664 | ||
20 | 2010.03.16 01:40 | sell | 7 | 0.10 | 1.36714 | 1.36745 | 1.36664 | ||
21 | 2010.03.16 01:50 | t/p | 7 | 0.10 | 1.36664 | 1.36745 | 1.36664 | 5.00 | 10035.00 |
22 | 2010.03.17 00:10 | sell stop | 8 | 0.10 | 1.37639 | 1.37662 | 1.37589 | ||
23 | 2010.03.17 00:37 | sell | 8 | 0.10 | 1.37639 | 1.37662 | 1.37589 | ||
24 | 2010.03.17 00:40 | s/l | 8 | 0.10 | 1.37662 | 1.37662 | 1.37589 | -2.30 | 10032.70 |
25 | 2010.03.17 00:40 | sell stop | 9 | 0.10 | 1.37635 | 1.37671 | 1.37585 | ||
26 | 2010.03.17 01:50 | sell | 9 | 0.10 | 1.37635 | 1.37671 | 1.37585 | ||
27 | 2010.03.17 01:57 | s/l | 9 | 0.10 | 1.37671 | 1.37671 | 1.37585 | -3.60 | 10029.10 |
28 | 2010.03.18 00:10 | sell stop | 10 | 0.10 | 1.37327 | 1.37359 | 1.37277 | ||
29 | 2010.03.18 01:20 | sell | 10 | 0.10 | 1.37327 | 1.37359 | 1.37277 | ||
30 | 2010.03.18 01:27 | s/l | 10 | 0.10 | 1.37359 | 1.37359 | 1.37277 | -3.20 | 10025.90 |
31 | 2010.03.19 00:10 | sell stop | 11 | 0.10 | 1.36073 | 1.36104 | 1.36023 | ||
32 | 2010.03.19 01:02 | sell | 11 | 0.10 | 1.36073 | 1.36104 | 1.36023 | ||
33 | 2010.03.19 01:10 | s/l | 11 | 0.10 | 1.36104 | 1.36104 | 1.36023 | -3.10 | 10022.80 |
34 | 2010.03.22 00:13 | sell stop | 12 | 0.10 | 1.35171 | 1.35216 | 1.35121 | ||
35 | 2010.03.22 00:50 | sell | 12 | 0.10 | 1.35171 | 1.35216 | 1.35121 | ||
36 | 2010.03.22 01:07 | t/p | 12 | 0.10 | 1.35121 | 1.35216 | 1.35121 | 5.00 | 10027.80 |
37 | 2010.03.24 00:07 | sell stop | 13 | 0.10 | 1.34895 | 1.34934 | 1.34845 | ||
38 | 2010.03.24 00:10 | sell | 13 | 0.10 | 1.34895 | 1.34934 | 1.34845 | ||
39 | 2010.03.24 00:15 | t/p | 13 | 0.10 | 1.34845 | 1.34934 | 1.34845 | 5.00 | 10032.80 |
40 | 2010.03.25 00:10 | sell stop | 14 | 0.10 | 1.33273 | 1.33310 | 1.33223 | ||
41 | 2010.03.25 00:45 | sell | 14 | 0.10 | 1.33273 | 1.33310 | 1.33223 | ||
42 | 2010.03.25 01:00 | s/l | 14 | 0.10 | 1.33310 | 1.33310 | 1.33223 | -3.70 | 10029.10 |