Strategy Tester Report
IchiMaWa
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; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -3010.90 | Gross profit | 3996.40 | Gross loss | -7007.30 |
| Profit factor | 0.57 | Expected payoff | -273.72 | ||
| Absolute drawdown | 4183.90 | Maximal drawdown | 4691.90 (44.65%) | Relative drawdown | 44.65% (4691.90) |
| Total trades | 11 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 5 (40.00%) |
| Profit trades (% of total) | 4 (36.36%) | Loss trades (% of total) | 7 (63.64%) | ||
| Largest | profit trade | 1000.00 | loss trade | -1002.80 | |
| Average | profit trade | 999.10 | loss trade | -1001.04 | |
| Maximum | consecutive wins (profit in money) | 1 (1000.00) | consecutive losses (loss in money) | 3 (-3002.30) | |
| Maximal | consecutive profit (count of wins) | 1000.00 (1) | consecutive loss (count of losses) | -3002.30 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 17:00 | sell | 1 | 1.00 | 1.34783 | 1.35783 | 1.33783 | ||
| 2 | 2010.03.01 20:50 | s/l | 1 | 1.00 | 1.35783 | 1.35783 | 1.33783 | -1000.00 | 9000.00 |
| 3 | 2010.03.03 02:00 | buy | 2 | 1.00 | 1.36220 | 1.35220 | 1.37220 | ||
| 4 | 2010.03.03 17:20 | t/p | 2 | 1.00 | 1.37220 | 1.35220 | 1.37220 | 1000.00 | 10000.00 |
| 5 | 2010.03.05 01:00 | sell | 3 | 1.00 | 1.35814 | 1.36814 | 1.34814 | ||
| 6 | 2010.03.08 03:15 | s/l | 3 | 1.00 | 1.36814 | 1.36814 | 1.34814 | -1000.80 | 8999.20 |
| 7 | 2010.03.08 04:00 | buy | 4 | 1.00 | 1.36836 | 1.35836 | 1.37836 | ||
| 8 | 2010.03.09 10:20 | s/l | 4 | 1.00 | 1.35836 | 1.35836 | 1.37836 | -1000.70 | 7998.50 |
| 9 | 2010.03.09 12:00 | sell | 5 | 1.00 | 1.35697 | 1.36697 | 1.34697 | ||
| 10 | 2010.03.10 17:10 | s/l | 5 | 1.00 | 1.36697 | 1.36697 | 1.34697 | -1000.80 | 6997.70 |
| 11 | 2010.03.10 19:00 | buy | 6 | 1.00 | 1.36491 | 1.35491 | 1.37491 | ||
| 12 | 2010.03.12 10:45 | t/p | 6 | 1.00 | 1.37491 | 1.35491 | 1.37491 | 997.20 | 7994.90 |
| 13 | 2010.03.15 18:00 | sell | 7 | 1.00 | 1.36548 | 1.37548 | 1.35548 | ||
| 14 | 2010.03.16 15:45 | s/l | 7 | 1.00 | 1.37548 | 1.37548 | 1.35548 | -1000.80 | 6994.10 |
| 15 | 2010.03.16 19:00 | buy | 8 | 1.00 | 1.37276 | 1.36276 | 1.38276 | ||
| 16 | 2010.03.18 07:00 | sell | 9 | 1.00 | 1.36730 | 1.37730 | 1.35730 | ||
| 17 | 2010.03.18 16:20 | s/l | 8 | 1.00 | 1.36276 | 1.36276 | 1.38276 | -1002.80 | 5991.30 |
| 18 | 2010.03.19 10:50 | t/p | 9 | 1.00 | 1.35730 | 1.37730 | 1.35730 | 999.20 | 6990.50 |
| 19 | 2010.03.22 18:00 | buy | 10 | 1.00 | 1.35625 | 1.34625 | 1.36625 | ||
| 20 | 2010.03.24 00:50 | s/l | 10 | 1.00 | 1.34625 | 1.34625 | 1.36625 | -1001.40 | 5989.10 |
| 21 | 2010.03.24 01:00 | sell | 11 | 1.00 | 1.34685 | 1.35685 | 1.33685 | ||
| 22 | 2010.03.24 09:50 | t/p | 11 | 1.00 | 1.33685 | 1.35685 | 1.33685 | 1000.00 | 6989.10 |