Strategy Tester Report
i_Trend ea
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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=30; UseTrailingStop=false; TrailingStop=30; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2420.80 | Gross profit | 5667.40 | Gross loss | -3246.60 |
| Profit factor | 1.75 | Expected payoff | 105.25 | ||
| Absolute drawdown | 883.40 | Maximal drawdown | 2020.00 (18.14%) | Relative drawdown | 18.14% (2020.00) |
| Total trades | 23 | Short positions (won %) | 23 (30.43%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 7 (30.43%) | Loss trades (% of total) | 16 (69.57%) | ||
| Largest | profit trade | 2078.00 | loss trade | -391.00 | |
| Average | profit trade | 809.63 | loss trade | -202.91 | |
| Maximum | consecutive wins (profit in money) | 2 (886.20) | consecutive losses (loss in money) | 4 (-1095.00) | |
| Maximal | consecutive profit (count of wins) | 2078.00 (1) | consecutive loss (count of losses) | -1095.00 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 04:00 | sell | 1 | 1.00 | 1.36040 | 0.00000 | 0.00000 | ||
| 2 | 2010.03.01 10:00 | close | 1 | 1.00 | 1.36349 | 0.00000 | 0.00000 | -309.00 | 9691.00 |
| 3 | 2010.03.01 12:00 | sell | 2 | 1.00 | 1.35939 | 0.00000 | 0.00000 | ||
| 4 | 2010.03.01 21:00 | close | 2 | 1.00 | 1.35766 | 0.00000 | 0.00000 | 173.00 | 9864.00 |
| 5 | 2010.03.01 23:00 | sell | 3 | 1.00 | 1.35593 | 0.00000 | 0.00000 | ||
| 6 | 2010.03.02 00:00 | close | 3 | 1.00 | 1.35702 | 0.00000 | 0.00000 | -109.80 | 9754.20 |
| 7 | 2010.03.02 02:00 | sell | 4 | 1.00 | 1.35340 | 0.00000 | 0.00000 | ||
| 8 | 2010.03.02 13:00 | close | 4 | 1.00 | 1.35399 | 0.00000 | 0.00000 | -59.00 | 9695.20 |
| 9 | 2010.03.03 10:00 | sell | 5 | 1.00 | 1.36269 | 0.00000 | 0.00000 | ||
| 10 | 2010.03.03 11:00 | close | 5 | 1.00 | 1.36370 | 0.00000 | 0.00000 | -101.00 | 9594.20 |
| 11 | 2010.03.04 06:00 | sell | 6 | 1.00 | 1.36818 | 0.00000 | 0.00000 | ||
| 12 | 2010.03.04 13:00 | close | 6 | 1.00 | 1.36809 | 0.00000 | 0.00000 | 9.00 | 9603.20 |
| 13 | 2010.03.04 15:00 | sell | 7 | 1.00 | 1.36799 | 0.00000 | 0.00000 | ||
| 14 | 2010.03.05 11:00 | close | 7 | 1.00 | 1.35921 | 0.00000 | 0.00000 | 877.20 | 10480.40 |
| 15 | 2010.03.05 13:00 | sell | 8 | 1.00 | 1.35849 | 0.00000 | 0.00000 | ||
| 16 | 2010.03.05 17:00 | close | 8 | 1.00 | 1.36102 | 0.00000 | 0.00000 | -253.00 | 10227.40 |
| 17 | 2010.03.08 12:00 | sell | 9 | 1.00 | 1.36463 | 0.00000 | 0.00000 | ||
| 18 | 2010.03.08 14:00 | close | 9 | 1.00 | 1.36690 | 0.00000 | 0.00000 | -227.00 | 10000.40 |
| 19 | 2010.03.08 17:00 | sell | 10 | 1.00 | 1.36529 | 0.00000 | 0.00000 | ||
| 20 | 2010.03.09 19:00 | close | 10 | 1.00 | 1.36060 | 0.00000 | 0.00000 | 468.20 | 10468.60 |
| 21 | 2010.03.10 08:00 | sell | 11 | 1.00 | 1.35823 | 0.00000 | 0.00000 | ||
| 22 | 2010.03.10 13:00 | close | 11 | 1.00 | 1.36169 | 0.00000 | 0.00000 | -346.00 | 10122.60 |
| 23 | 2010.03.11 05:00 | sell | 12 | 1.00 | 1.36299 | 0.00000 | 0.00000 | ||
| 24 | 2010.03.11 06:00 | close | 12 | 1.00 | 1.36426 | 0.00000 | 0.00000 | -127.00 | 9995.60 |
| 25 | 2010.03.11 09:00 | sell | 13 | 1.00 | 1.36339 | 0.00000 | 0.00000 | ||
| 26 | 2010.03.11 10:00 | close | 13 | 1.00 | 1.36570 | 0.00000 | 0.00000 | -231.00 | 9764.60 |
| 27 | 2010.03.11 16:00 | sell | 14 | 1.00 | 1.36360 | 0.00000 | 0.00000 | ||
| 28 | 2010.03.11 17:00 | close | 14 | 1.00 | 1.36751 | 0.00000 | 0.00000 | -391.00 | 9373.60 |
| 29 | 2010.03.15 03:00 | sell | 15 | 1.00 | 1.37371 | 0.00000 | 0.00000 | ||
| 30 | 2010.03.16 04:00 | close | 15 | 1.00 | 1.36856 | 0.00000 | 0.00000 | 514.20 | 9887.80 |
| 31 | 2010.03.16 09:00 | sell | 16 | 1.00 | 1.36632 | 0.00000 | 0.00000 | ||
| 32 | 2010.03.16 11:00 | close | 16 | 1.00 | 1.36953 | 0.00000 | 0.00000 | -321.00 | 9566.80 |
| 33 | 2010.03.17 11:00 | sell | 17 | 1.00 | 1.37748 | 0.00000 | 0.00000 | ||
| 34 | 2010.03.17 12:00 | close | 17 | 1.00 | 1.37913 | 0.00000 | 0.00000 | -165.00 | 9401.80 |
| 35 | 2010.03.17 14:00 | sell | 18 | 1.00 | 1.37571 | 0.00000 | 0.00000 | ||
| 36 | 2010.03.17 19:00 | close | 18 | 1.00 | 1.37777 | 0.00000 | 0.00000 | -206.00 | 9195.80 |
| 37 | 2010.03.17 20:00 | sell | 19 | 1.00 | 1.37520 | 0.00000 | 0.00000 | ||
| 38 | 2010.03.22 10:00 | close | 19 | 1.00 | 1.35438 | 0.00000 | 0.00000 | 2078.00 | 11273.80 |
| 39 | 2010.03.22 13:00 | sell | 20 | 1.00 | 1.35032 | 0.00000 | 0.00000 | ||
| 40 | 2010.03.22 17:00 | close | 20 | 1.00 | 1.35321 | 0.00000 | 0.00000 | -289.00 | 10984.80 |
| 41 | 2010.03.23 07:00 | sell | 21 | 1.00 | 1.35311 | 0.00000 | 0.00000 | ||
| 42 | 2010.03.23 16:00 | close | 21 | 1.00 | 1.35353 | 0.00000 | 0.00000 | -42.00 | 10942.80 |
| 43 | 2010.03.23 19:00 | sell | 22 | 1.00 | 1.34952 | 0.00000 | 0.00000 | ||
| 44 | 2010.03.25 11:00 | close | 22 | 1.00 | 1.33401 | 0.00000 | 0.00000 | 1547.80 | 12490.60 |
| 45 | 2010.03.25 19:00 | sell | 23 | 1.00 | 1.33046 | 0.00000 | 0.00000 | ||
| 46 | 2010.03.26 02:00 | close | 23 | 1.00 | 1.33115 | 0.00000 | 0.00000 | -69.80 | 12420.80 |