Strategy Tester Report
MA cross exp_v4
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 | ma_fast=8; ma_slow=21; ma_method=1; stop_loss=110; take_profit=370; TrailingStop=110; applied_price=0; ma_shifft=0; Lots=0.1; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -17.67 | Gross profit | 103.33 | Gross loss | -121.00 |
Profit factor | 0.85 | Expected payoff | -1.10 | ||
Absolute drawdown | 53.20 | Maximal drawdown | 61.80 (0.62%) | Relative drawdown | 0.62% (61.80) |
Total trades | 16 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 8 (25.00%) |
Profit trades (% of total) | 5 (31.25%) | Loss trades (% of total) | 11 (68.75%) | ||
Largest | profit trade | 37.00 | loss trade | -11.00 | |
Average | profit trade | 20.67 | loss trade | -11.00 | |
Maximum | consecutive wins (profit in money) | 2 (57.63) | consecutive losses (loss in money) | 4 (-44.00) | |
Maximal | consecutive profit (count of wins) | 57.63 (2) | consecutive loss (count of losses) | -44.00 (4) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 13:00 | sell | 1 | 0.10 | 1.35418 | 1.35528 | 1.35048 | ||
2 | 2010.03.01 13:07 | s/l | 1 | 0.10 | 1.35528 | 1.35528 | 1.35048 | -11.00 | 9989.00 |
3 | 2010.03.02 15:00 | buy | 2 | 0.10 | 1.35879 | 1.35769 | 1.36249 | ||
4 | 2010.03.02 15:15 | s/l | 2 | 0.10 | 1.35769 | 1.35769 | 1.36249 | -11.00 | 9978.00 |
5 | 2010.03.04 09:00 | sell | 3 | 0.10 | 1.36391 | 1.36501 | 1.36021 | ||
6 | 2010.03.04 09:15 | s/l | 3 | 0.10 | 1.36501 | 1.36501 | 1.36021 | -11.00 | 9967.00 |
7 | 2010.03.04 14:00 | buy | 4 | 0.10 | 1.36834 | 1.36724 | 1.37204 | ||
8 | 2010.03.04 14:15 | s/l | 4 | 0.10 | 1.36724 | 1.36724 | 1.37204 | -11.00 | 9956.00 |
9 | 2010.03.04 16:00 | sell | 5 | 0.10 | 1.36368 | 1.36478 | 1.35998 | ||
10 | 2010.03.04 16:20 | t/p | 5 | 0.10 | 1.35998 | 1.36478 | 1.35998 | 37.00 | 9993.00 |
11 | 2010.03.05 20:00 | buy | 6 | 0.10 | 1.36140 | 1.36030 | 1.36510 | ||
12 | 2010.03.05 21:02 | modify | 6 | 0.10 | 1.36140 | 1.36153 | 1.36510 | ||
13 | 2010.03.05 21:07 | modify | 6 | 0.10 | 1.36140 | 1.36159 | 1.36510 | ||
14 | 2010.03.08 00:00 | modify | 6 | 0.10 | 1.36140 | 1.36312 | 1.36510 | ||
15 | 2010.03.08 00:02 | modify | 6 | 0.10 | 1.36140 | 1.36330 | 1.36510 | ||
16 | 2010.03.08 00:07 | modify | 6 | 0.10 | 1.36140 | 1.36347 | 1.36510 | ||
17 | 2010.03.08 00:15 | s/l | 6 | 0.10 | 1.36347 | 1.36347 | 1.36510 | 20.63 | 10013.63 |
18 | 2010.03.08 20:00 | sell | 7 | 0.10 | 1.36285 | 1.36395 | 1.35915 | ||
19 | 2010.03.08 21:15 | s/l | 7 | 0.10 | 1.36395 | 1.36395 | 1.35915 | -11.00 | 10002.63 |
20 | 2010.03.10 14:00 | buy | 8 | 0.10 | 1.36095 | 1.35985 | 1.36465 | ||
21 | 2010.03.10 14:32 | s/l | 8 | 0.10 | 1.35985 | 1.35985 | 1.36465 | -11.00 | 9991.63 |
22 | 2010.03.15 11:00 | sell | 9 | 0.10 | 1.37072 | 1.37182 | 1.36702 | ||
23 | 2010.03.15 11:16 | s/l | 9 | 0.10 | 1.37182 | 1.37182 | 1.36702 | -11.00 | 9980.63 |
24 | 2010.03.16 13:00 | buy | 10 | 0.10 | 1.37149 | 1.37039 | 1.37519 | ||
25 | 2010.03.16 14:15 | modify | 10 | 0.10 | 1.37149 | 1.37180 | 1.37519 | ||
26 | 2010.03.16 14:20 | modify | 10 | 0.10 | 1.37149 | 1.37226 | 1.37519 | ||
27 | 2010.03.16 14:27 | s/l | 10 | 0.10 | 1.37226 | 1.37226 | 1.37519 | 7.70 | 9988.33 |
28 | 2010.03.17 17:00 | sell | 11 | 0.10 | 1.37388 | 1.37498 | 1.37018 | ||
29 | 2010.03.17 17:15 | s/l | 11 | 0.10 | 1.37498 | 1.37498 | 1.37018 | -11.00 | 9977.33 |
30 | 2010.03.17 19:00 | buy | 12 | 0.10 | 1.37766 | 1.37656 | 1.38136 | ||
31 | 2010.03.17 19:16 | s/l | 12 | 0.10 | 1.37656 | 1.37656 | 1.38136 | -11.00 | 9966.33 |
32 | 2010.03.17 20:00 | sell | 13 | 0.10 | 1.37520 | 1.37630 | 1.37150 | ||
33 | 2010.03.17 21:00 | modify | 13 | 0.10 | 1.37520 | 1.37516 | 1.37150 | ||
34 | 2010.03.17 21:13 | modify | 13 | 0.10 | 1.37520 | 1.37510 | 1.37150 | ||
35 | 2010.03.17 21:20 | modify | 13 | 0.10 | 1.37520 | 1.37480 | 1.37150 | ||
36 | 2010.03.17 21:26 | modify | 13 | 0.10 | 1.37520 | 1.37441 | 1.37150 | ||
37 | 2010.03.17 23:32 | modify | 13 | 0.10 | 1.37520 | 1.37436 | 1.37150 | ||
38 | 2010.03.17 23:37 | modify | 13 | 0.10 | 1.37520 | 1.37431 | 1.37150 | ||
39 | 2010.03.18 01:33 | modify | 13 | 0.10 | 1.37520 | 1.37372 | 1.37150 | ||
40 | 2010.03.18 01:40 | modify | 13 | 0.10 | 1.37520 | 1.37313 | 1.37150 | ||
41 | 2010.03.18 01:46 | t/p | 13 | 0.10 | 1.37150 | 1.37313 | 1.37150 | 36.70 | 10003.03 |
42 | 2010.03.22 19:00 | buy | 14 | 0.10 | 1.35599 | 1.35489 | 1.35969 | ||
43 | 2010.03.22 19:10 | s/l | 14 | 0.10 | 1.35489 | 1.35489 | 1.35969 | -11.00 | 9992.03 |
44 | 2010.03.23 08:00 | sell | 15 | 0.10 | 1.35192 | 1.35302 | 1.34822 | ||
45 | 2010.03.23 09:07 | modify | 15 | 0.10 | 1.35192 | 1.35179 | 1.34822 | ||
46 | 2010.03.23 09:15 | s/l | 15 | 0.10 | 1.35179 | 1.35179 | 1.34822 | 1.30 | 9993.33 |
47 | 2010.03.26 07:00 | buy | 16 | 0.10 | 1.33480 | 1.33370 | 1.33850 | ||
48 | 2010.03.26 07:20 | s/l | 16 | 0.10 | 1.33370 | 1.33370 | 1.33850 | -11.00 | 9982.33 |