Strategy Tester Report
Goldwarrior02b_v2
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=0.1; StopLoss=1000; TakeProfit=150; TrailingStop=0; ZN=1; ZM=0; per=21; d=3; depth=12; deviation=5; backstep=3; mgod=2005; porog=300; test=1; imps=30; impb=-30; k1=30; k2=60; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -59.98 | Gross profit | 314.93 | Gross loss | -374.91 |
Profit factor | 0.84 | Expected payoff | -2.40 | ||
Absolute drawdown | 104.28 | Maximal drawdown | 225.44 (2.23%) | Relative drawdown | 2.23% (225.44) |
Total trades | 25 | Short positions (won %) | 10 (90.00%) | Long positions (won %) | 15 (80.00%) |
Profit trades (% of total) | 21 (84.00%) | Loss trades (% of total) | 4 (16.00%) | ||
Largest | profit trade | 15.00 | loss trade | -100.07 | |
Average | profit trade | 15.00 | loss trade | -93.73 | |
Maximum | consecutive wins (profit in money) | 7 (105.00) | consecutive losses (loss in money) | 2 (-200.14) | |
Maximal | consecutive profit (count of wins) | 105.00 (7) | consecutive loss (count of losses) | -200.14 (2) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 13:59 | buy | 1 | 0.10 | 1.35090 | 1.34090 | 1.35240 | ||
2 | 2010.03.01 14:10 | t/p | 1 | 0.10 | 1.35240 | 1.34090 | 1.35240 | 15.00 | 10015.00 |
3 | 2010.03.01 14:59 | buy | 2 | 0.10 | 1.35330 | 1.34330 | 1.35480 | ||
4 | 2010.03.01 15:20 | t/p | 2 | 0.10 | 1.35480 | 1.34330 | 1.35480 | 15.00 | 10030.00 |
5 | 2010.03.02 11:59 | buy | 3 | 0.10 | 1.35302 | 1.34302 | 1.35452 | ||
6 | 2010.03.02 12:20 | t/p | 3 | 0.10 | 1.35452 | 1.34302 | 1.35452 | 15.00 | 10045.00 |
7 | 2010.03.03 17:59 | sell | 4 | 0.10 | 1.37297 | 1.38297 | 1.37147 | ||
8 | 2010.03.03 18:50 | t/p | 4 | 0.10 | 1.37147 | 1.38297 | 1.37147 | 15.00 | 10060.00 |
9 | 2010.03.03 18:59 | sell | 5 | 0.10 | 1.37142 | 1.38142 | 1.36992 | ||
10 | 2010.03.03 20:50 | t/p | 5 | 0.10 | 1.36992 | 1.38142 | 1.36992 | 15.00 | 10075.00 |
11 | 2010.03.04 18:59 | buy | 6 | 0.10 | 1.35861 | 1.34861 | 1.36011 | ||
12 | 2010.03.05 04:20 | t/p | 6 | 0.10 | 1.36011 | 1.34861 | 1.36011 | 14.93 | 10089.93 |
13 | 2010.03.05 15:59 | buy | 7 | 0.10 | 1.35690 | 1.34690 | 1.35840 | ||
14 | 2010.03.05 16:15 | t/p | 7 | 0.10 | 1.35840 | 1.34690 | 1.35840 | 15.00 | 10104.93 |
15 | 2010.03.08 18:59 | buy | 8 | 0.10 | 1.36410 | 1.35410 | 1.36560 | ||
16 | 2010.03.09 14:32 | s/l | 8 | 0.10 | 1.35410 | 1.35410 | 1.36560 | -100.07 | 10004.86 |
17 | 2010.03.10 09:59 | buy | 9 | 0.10 | 1.35708 | 1.34708 | 1.35858 | ||
18 | 2010.03.10 10:20 | t/p | 9 | 0.10 | 1.35858 | 1.34708 | 1.35858 | 15.00 | 10019.86 |
19 | 2010.03.10 10:59 | buy | 10 | 0.10 | 1.35846 | 1.34846 | 1.35996 | ||
20 | 2010.03.10 12:35 | t/p | 10 | 0.10 | 1.35996 | 1.34846 | 1.35996 | 15.00 | 10034.86 |
21 | 2010.03.10 17:59 | sell | 11 | 0.10 | 1.36565 | 1.37565 | 1.36415 | ||
22 | 2010.03.10 18:15 | t/p | 11 | 0.10 | 1.36415 | 1.37565 | 1.36415 | 15.00 | 10049.86 |
23 | 2010.03.11 14:59 | sell | 12 | 0.10 | 1.36459 | 1.37459 | 1.36309 | ||
24 | 2010.03.11 15:20 | t/p | 12 | 0.10 | 1.36309 | 1.37459 | 1.36309 | 15.00 | 10064.86 |
25 | 2010.03.12 11:59 | sell | 13 | 0.10 | 1.37759 | 1.38759 | 1.37609 | ||
26 | 2010.03.12 14:02 | t/p | 13 | 0.10 | 1.37609 | 1.38759 | 1.37609 | 15.00 | 10079.86 |
27 | 2010.03.16 16:59 | sell | 14 | 0.10 | 1.37573 | 1.38573 | 1.37423 | ||
28 | 2010.03.16 18:20 | t/p | 14 | 0.10 | 1.37423 | 1.38573 | 1.37423 | 15.00 | 10094.86 |
29 | 2010.03.17 14:59 | buy | 15 | 0.10 | 1.37553 | 1.36553 | 1.37703 | ||
30 | 2010.03.17 18:40 | t/p | 15 | 0.10 | 1.37703 | 1.36553 | 1.37703 | 15.00 | 10109.86 |
31 | 2010.03.18 07:59 | buy | 16 | 0.10 | 1.36843 | 1.35843 | 1.36993 | ||
32 | 2010.03.19 09:50 | s/l | 16 | 0.10 | 1.35843 | 1.35843 | 1.36993 | -100.07 | 10009.79 |
33 | 2010.03.19 11:59 | buy | 17 | 0.10 | 1.35739 | 1.34739 | 1.35889 | ||
34 | 2010.03.22 13:50 | s/l | 17 | 0.10 | 1.34739 | 1.34739 | 1.35889 | -100.07 | 9909.72 |
35 | 2010.03.22 14:59 | buy | 18 | 0.10 | 1.34940 | 1.33940 | 1.35090 | ||
36 | 2010.03.22 15:20 | t/p | 18 | 0.10 | 1.35090 | 1.33940 | 1.35090 | 15.00 | 9924.72 |
37 | 2010.03.22 15:59 | buy | 19 | 0.10 | 1.35251 | 1.34251 | 1.35401 | ||
38 | 2010.03.22 17:20 | t/p | 19 | 0.10 | 1.35401 | 1.34251 | 1.35401 | 15.00 | 9939.72 |
39 | 2010.03.22 18:59 | sell | 20 | 0.10 | 1.35579 | 1.36579 | 1.35429 | ||
40 | 2010.03.22 19:16 | t/p | 20 | 0.10 | 1.35429 | 1.36579 | 1.35429 | 15.00 | 9954.72 |
41 | 2010.03.23 08:59 | buy | 21 | 0.10 | 1.35123 | 1.34123 | 1.35273 | ||
42 | 2010.03.23 09:50 | t/p | 21 | 0.10 | 1.35273 | 1.34123 | 1.35273 | 15.00 | 9969.72 |
43 | 2010.03.23 09:59 | buy | 22 | 0.10 | 1.35253 | 1.34253 | 1.35403 | ||
44 | 2010.03.23 15:15 | t/p | 22 | 0.10 | 1.35403 | 1.34253 | 1.35403 | 15.00 | 9984.72 |
45 | 2010.03.25 12:59 | sell | 23 | 0.10 | 1.33584 | 1.34584 | 1.33434 | ||
46 | 2010.03.25 13:20 | t/p | 23 | 0.10 | 1.33434 | 1.34584 | 1.33434 | 15.00 | 9999.72 |
47 | 2010.03.25 13:59 | sell | 24 | 0.10 | 1.33530 | 1.34530 | 1.33380 | ||
48 | 2010.03.25 14:45 | t/p | 24 | 0.10 | 1.33380 | 1.34530 | 1.33380 | 15.00 | 10014.72 |
49 | 2010.03.26 07:59 | sell | 25 | 0.10 | 1.33360 | 1.34360 | 1.33210 | ||
50 | 2010.03.26 21:59 | close at stop | 25 | 0.10 | 1.34107 | 1.34360 | 1.33210 | -74.70 | 9940.02 |