Strategy Tester Report
JK_sinkhro1
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 | TakeProfit=100; TakeProfit2=36; Stoploss=82; Lots=0.1; TrailingStop=30; per=18; per2=8; chas=2; totalt=1000; mm=0; risk=10; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -15.60 | Gross profit | 102.70 | Gross loss | -118.30 |
Profit factor | 0.87 | Expected payoff | -0.45 | ||
Absolute drawdown | 37.00 | Maximal drawdown | 44.50 (0.44%) | Relative drawdown | 0.44% (44.50) |
Total trades | 35 | Short positions (won %) | 12 (33.33%) | Long positions (won %) | 23 (78.26%) |
Profit trades (% of total) | 22 (62.86%) | Loss trades (% of total) | 13 (37.14%) | ||
Largest | profit trade | 8.30 | loss trade | -9.10 | |
Average | profit trade | 4.67 | loss trade | -9.10 | |
Maximum | consecutive wins (profit in money) | 6 (24.90) | consecutive losses (loss in money) | 4 (-36.40) | |
Maximal | consecutive profit (count of wins) | 24.90 (6) | consecutive loss (count of losses) | -36.40 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 21:00 | sell | 1 | 0.10 | 1.35745 | 1.35836 | 1.35645 | ||
2 | 2010.03.01 21:03 | close | 1 | 0.10 | 1.35686 | 1.35836 | 1.35645 | 5.90 | 10005.90 |
3 | 2010.03.02 21:00 | sell | 2 | 0.10 | 1.35990 | 1.36081 | 1.35890 | ||
4 | 2010.03.02 21:02 | sell | 3 | 0.10 | 1.35992 | 1.36083 | 1.35892 | ||
5 | 2010.03.02 21:15 | s/l | 2 | 0.10 | 1.36081 | 1.36081 | 1.35890 | -9.10 | 9996.80 |
6 | 2010.03.02 21:15 | s/l | 3 | 0.10 | 1.36083 | 1.36083 | 1.35892 | -9.10 | 9987.70 |
7 | 2010.03.03 21:00 | sell | 4 | 0.10 | 1.36989 | 1.37080 | 1.36889 | ||
8 | 2010.03.03 21:02 | sell | 5 | 0.10 | 1.36971 | 1.37062 | 1.36871 | ||
9 | 2010.03.03 21:32 | s/l | 4 | 0.10 | 1.37080 | 1.37080 | 1.36889 | -9.10 | 9978.60 |
10 | 2010.03.03 21:32 | s/l | 5 | 0.10 | 1.37062 | 1.37062 | 1.36871 | -9.10 | 9969.50 |
11 | 2010.03.04 21:00 | buy | 6 | 0.10 | 1.35778 | 1.35687 | 1.35878 | ||
12 | 2010.03.04 21:02 | buy | 7 | 0.10 | 1.35767 | 1.35676 | 1.35867 | ||
13 | 2010.03.04 21:10 | close | 6 | 0.10 | 1.35830 | 1.35687 | 1.35878 | 5.20 | 9974.70 |
14 | 2010.03.04 21:12 | close | 7 | 0.10 | 1.35812 | 1.35676 | 1.35867 | 4.50 | 9979.20 |
15 | 2010.03.08 21:00 | buy | 8 | 0.10 | 1.36328 | 1.36237 | 1.36428 | ||
16 | 2010.03.08 21:10 | modify | 8 | 0.10 | 1.36328 | 1.36328 | 1.36428 | ||
17 | 2010.03.08 21:15 | close | 8 | 0.10 | 1.36388 | 1.36328 | 1.36428 | 6.00 | 9985.20 |
18 | 2010.03.09 21:00 | buy | 9 | 0.10 | 1.35904 | 1.35813 | 1.36004 | ||
19 | 2010.03.09 21:02 | buy | 10 | 0.10 | 1.35880 | 1.35789 | 1.35980 | ||
20 | 2010.03.09 21:10 | modify | 10 | 0.10 | 1.35880 | 1.35882 | 1.35980 | ||
21 | 2010.03.09 21:15 | close | 9 | 0.10 | 1.35942 | 1.35813 | 1.36004 | 3.80 | 9989.00 |
22 | 2010.03.09 21:17 | close | 10 | 0.10 | 1.35932 | 1.35882 | 1.35980 | 5.20 | 9994.20 |
23 | 2010.03.10 21:00 | buy | 11 | 0.10 | 1.36518 | 1.36427 | 1.36618 | ||
24 | 2010.03.10 21:02 | buy | 12 | 0.10 | 1.36548 | 1.36457 | 1.36648 | ||
25 | 2010.03.10 21:07 | modify | 11 | 0.10 | 1.36518 | 1.36520 | 1.36618 | ||
26 | 2010.03.10 21:10 | s/l | 11 | 0.10 | 1.36520 | 1.36520 | 1.36618 | 0.20 | 9994.40 |
27 | 2010.03.10 21:20 | s/l | 12 | 0.10 | 1.36457 | 1.36457 | 1.36648 | -9.10 | 9985.30 |
28 | 2010.03.11 21:00 | buy | 13 | 0.10 | 1.36732 | 1.36641 | 1.36832 | ||
29 | 2010.03.11 21:02 | buy | 14 | 0.10 | 1.36722 | 1.36631 | 1.36822 | ||
30 | 2010.03.11 21:15 | close | 13 | 0.10 | 1.36775 | 1.36641 | 1.36832 | 4.30 | 9989.60 |
31 | 2010.03.11 21:17 | close | 14 | 0.10 | 1.36766 | 1.36631 | 1.36822 | 4.40 | 9994.00 |
32 | 2010.03.12 21:00 | sell | 15 | 0.10 | 1.37580 | 1.37671 | 1.37480 | ||
33 | 2010.03.12 21:03 | sell | 16 | 0.10 | 1.37565 | 1.37656 | 1.37465 | ||
34 | 2010.03.12 21:16 | modify | 15 | 0.10 | 1.37580 | 1.37579 | 1.37480 | ||
35 | 2010.03.12 21:32 | modify | 15 | 0.10 | 1.37580 | 1.37578 | 1.37480 | ||
36 | 2010.03.12 21:37 | close | 15 | 0.10 | 1.37538 | 1.37578 | 1.37480 | 4.20 | 9998.20 |
37 | 2010.03.12 22:15 | s/l | 16 | 0.10 | 1.37656 | 1.37656 | 1.37465 | -9.10 | 9989.10 |
38 | 2010.03.15 21:00 | buy | 17 | 0.10 | 1.36738 | 1.36647 | 1.36838 | ||
39 | 2010.03.15 21:02 | buy | 18 | 0.10 | 1.36727 | 1.36636 | 1.36827 | ||
40 | 2010.03.15 21:15 | close | 17 | 0.10 | 1.36778 | 1.36647 | 1.36838 | 4.00 | 9993.10 |
41 | 2010.03.15 21:17 | close | 18 | 0.10 | 1.36769 | 1.36636 | 1.36827 | 4.20 | 9997.30 |
42 | 2010.03.16 21:00 | sell | 19 | 0.10 | 1.37769 | 1.37860 | 1.37669 | ||
43 | 2010.03.16 21:03 | modify | 19 | 0.10 | 1.37769 | 1.37768 | 1.37669 | ||
44 | 2010.03.16 21:10 | close | 19 | 0.10 | 1.37708 | 1.37768 | 1.37669 | 6.10 | 10003.40 |
45 | 2010.03.17 21:00 | buy | 20 | 0.10 | 1.37405 | 1.37314 | 1.37505 | ||
46 | 2010.03.17 21:03 | buy | 21 | 0.10 | 1.37428 | 1.37337 | 1.37528 | ||
47 | 2010.03.17 21:26 | s/l | 21 | 0.10 | 1.37337 | 1.37337 | 1.37528 | -9.10 | 9994.30 |
48 | 2010.03.17 23:37 | s/l | 20 | 0.10 | 1.37314 | 1.37314 | 1.37505 | -9.10 | 9985.20 |
49 | 2010.03.18 21:00 | buy | 22 | 0.10 | 1.36090 | 1.35999 | 1.36190 | ||
50 | 2010.03.18 21:02 | buy | 23 | 0.10 | 1.36092 | 1.36001 | 1.36192 | ||
51 | 2010.03.18 21:20 | modify | 22 | 0.10 | 1.36090 | 1.36093 | 1.36190 | ||
52 | 2010.03.18 21:30 | modify | 23 | 0.10 | 1.36092 | 1.36093 | 1.36192 | ||
53 | 2010.03.18 21:33 | close | 22 | 0.10 | 1.36173 | 1.36093 | 1.36190 | 8.30 | 9993.50 |
54 | 2010.03.18 21:36 | close | 23 | 0.10 | 1.36163 | 1.36093 | 1.36192 | 7.10 | 10000.60 |
55 | 2010.03.19 21:00 | buy | 24 | 0.10 | 1.35367 | 1.35276 | 1.35467 | ||
56 | 2010.03.19 21:02 | buy | 25 | 0.10 | 1.35355 | 1.35264 | 1.35455 | ||
57 | 2010.03.19 21:20 | modify | 24 | 0.10 | 1.35367 | 1.35371 | 1.35467 | ||
58 | 2010.03.19 21:22 | modify | 25 | 0.10 | 1.35355 | 1.35360 | 1.35455 | ||
59 | 2010.03.19 21:25 | close | 25 | 0.10 | 1.35396 | 1.35360 | 1.35455 | 4.10 | 10004.70 |
60 | 2010.03.19 21:27 | s/l | 24 | 0.10 | 1.35371 | 1.35371 | 1.35467 | 0.40 | 10005.10 |
61 | 2010.03.22 21:00 | sell | 26 | 0.10 | 1.35519 | 1.35610 | 1.35419 | ||
62 | 2010.03.22 21:02 | sell | 27 | 0.10 | 1.35536 | 1.35627 | 1.35436 | ||
63 | 2010.03.22 22:40 | s/l | 26 | 0.10 | 1.35610 | 1.35610 | 1.35419 | -9.10 | 9996.00 |
64 | 2010.03.22 22:45 | s/l | 27 | 0.10 | 1.35627 | 1.35627 | 1.35436 | -9.10 | 9986.90 |
65 | 2010.03.23 21:00 | buy | 28 | 0.10 | 1.35009 | 1.34918 | 1.35109 | ||
66 | 2010.03.23 21:02 | buy | 29 | 0.10 | 1.34988 | 1.34897 | 1.35088 | ||
67 | 2010.03.23 21:15 | modify | 28 | 0.10 | 1.35009 | 1.35012 | 1.35109 | ||
68 | 2010.03.23 21:17 | close | 29 | 0.10 | 1.35033 | 1.34897 | 1.35088 | 4.50 | 9991.40 |
69 | 2010.03.23 21:20 | close | 28 | 0.10 | 1.35069 | 1.35012 | 1.35109 | 6.00 | 9997.40 |
70 | 2010.03.24 21:00 | buy | 30 | 0.10 | 1.33261 | 1.33170 | 1.33361 | ||
71 | 2010.03.24 21:03 | buy | 31 | 0.10 | 1.33213 | 1.33122 | 1.33313 | ||
72 | 2010.03.24 21:10 | s/l | 30 | 0.10 | 1.33170 | 1.33170 | 1.33361 | -9.10 | 9988.30 |
73 | 2010.03.24 21:16 | s/l | 31 | 0.10 | 1.33122 | 1.33122 | 1.33313 | -9.10 | 9979.20 |
74 | 2010.03.25 21:00 | buy | 32 | 0.10 | 1.32826 | 1.32735 | 1.32926 | ||
75 | 2010.03.25 21:02 | buy | 33 | 0.10 | 1.32816 | 1.32725 | 1.32916 | ||
76 | 2010.03.25 21:15 | modify | 32 | 0.10 | 1.32826 | 1.32829 | 1.32926 | ||
77 | 2010.03.25 21:17 | modify | 33 | 0.10 | 1.32816 | 1.32822 | 1.32916 | ||
78 | 2010.03.25 21:20 | close | 32 | 0.10 | 1.32881 | 1.32829 | 1.32926 | 5.50 | 9984.70 |
79 | 2010.03.25 21:22 | close | 33 | 0.10 | 1.32866 | 1.32822 | 1.32916 | 5.00 | 9989.70 |
80 | 2010.03.26 21:00 | sell | 34 | 0.10 | 1.34144 | 1.34235 | 1.34044 | ||
81 | 2010.03.26 21:02 | s/l | 34 | 0.10 | 1.34235 | 1.34235 | 1.34044 | -9.10 | 9980.60 |
82 | 2010.03.26 21:02 | sell | 35 | 0.10 | 1.34236 | 1.34327 | 1.34136 | ||
83 | 2010.03.26 21:10 | close | 35 | 0.10 | 1.34198 | 1.34327 | 1.34136 | 3.80 | 9984.40 |