Strategy Tester Report
Mouteki 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 | AlertsOn=true; MultiPositions=false; LotsPerTrade=1; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 262.50 | Gross profit | 2787.20 | Gross loss | -2524.70 |
| Profit factor | 1.10 | Expected payoff | 15.44 | ||
| Absolute drawdown | 1088.30 | Maximal drawdown | 2002.60 (18.35%) | Relative drawdown | 18.35% (2002.60) |
| Total trades | 17 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 7 (14.29%) |
| Profit trades (% of total) | 6 (35.29%) | Loss trades (% of total) | 11 (64.71%) | ||
| Largest | profit trade | 1185.80 | loss trade | -431.00 | |
| Average | profit trade | 464.53 | loss trade | -229.52 | |
| Maximum | consecutive wins (profit in money) | 2 (838.00) | consecutive losses (loss in money) | 4 (-1027.00) | |
| Maximal | consecutive profit (count of wins) | 1185.80 (1) | consecutive loss (count of losses) | -1027.00 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 08:00 | sell | 1 | 1.00 | 1.35970 | 1.36401 | 1.34762 | ||
| 2 | 2010.03.01 10:10 | s/l | 1 | 1.00 | 1.36401 | 1.36401 | 1.34762 | -431.00 | 9569.00 |
| 3 | 2010.03.01 12:00 | sell | 2 | 1.00 | 1.35939 | 1.36380 | 1.34695 | ||
| 4 | 2010.03.01 16:00 | modify | 2 | 1.00 | 1.35939 | 1.35929 | 1.34695 | ||
| 5 | 2010.03.01 16:00 | modify | 2 | 1.00 | 1.35939 | 1.35729 | 1.33108 | ||
| 6 | 2010.03.01 20:45 | s/l | 2 | 1.00 | 1.35729 | 1.35729 | 1.33108 | 210.00 | 9779.00 |
| 7 | 2010.03.02 12:00 | buy | 3 | 1.00 | 1.35302 | 1.35040 | 1.35930 | ||
| 8 | 2010.03.02 14:50 | t/p | 3 | 1.00 | 1.35930 | 1.35040 | 1.35930 | 628.00 | 10407.00 |
| 9 | 2010.03.02 20:00 | buy | 4 | 1.00 | 1.36163 | 1.35551 | 1.37844 | ||
| 10 | 2010.03.03 00:00 | close | 4 | 1.00 | 1.36074 | 1.35551 | 1.37844 | -89.70 | 10317.30 |
| 11 | 2010.03.03 00:00 | sell | 5 | 1.00 | 1.36074 | 1.36315 | 1.35424 | ||
| 12 | 2010.03.03 01:20 | s/l | 5 | 1.00 | 1.36315 | 1.36315 | 1.35424 | -241.00 | 10076.30 |
| 13 | 2010.03.04 16:00 | sell | 6 | 1.00 | 1.36368 | 1.36799 | 1.35150 | ||
| 14 | 2010.03.04 20:00 | modify | 6 | 1.00 | 1.36368 | 1.36358 | 1.35150 | ||
| 15 | 2010.03.05 08:00 | close | 6 | 1.00 | 1.35856 | 1.36358 | 1.35150 | 511.20 | 10587.50 |
| 16 | 2010.03.05 16:00 | sell | 7 | 1.00 | 1.35667 | 1.35808 | 1.35335 | ||
| 17 | 2010.03.05 16:10 | s/l | 7 | 1.00 | 1.35808 | 1.35808 | 1.35335 | -141.00 | 10446.50 |
| 18 | 2010.03.10 08:00 | sell | 8 | 1.00 | 1.35823 | 1.35934 | 1.35580 | ||
| 19 | 2010.03.10 08:50 | t/p | 8 | 1.00 | 1.35580 | 1.35934 | 1.35580 | 243.00 | 10689.50 |
| 20 | 2010.03.11 00:00 | buy | 9 | 1.00 | 1.36579 | 1.36367 | 1.37064 | ||
| 21 | 2010.03.11 01:45 | s/l | 9 | 1.00 | 1.36367 | 1.36367 | 1.37064 | -212.00 | 10477.50 |
| 22 | 2010.03.11 04:00 | buy | 10 | 1.00 | 1.36436 | 1.36224 | 1.36921 | ||
| 23 | 2010.03.11 08:33 | s/l | 10 | 1.00 | 1.36224 | 1.36224 | 1.36921 | -212.00 | 10265.50 |
| 24 | 2010.03.11 16:00 | sell | 11 | 1.00 | 1.36360 | 1.36531 | 1.35918 | ||
| 25 | 2010.03.11 16:15 | s/l | 11 | 1.00 | 1.36531 | 1.36531 | 1.35918 | -171.00 | 10094.50 |
| 26 | 2010.03.15 16:00 | sell | 12 | 1.00 | 1.36847 | 1.37228 | 1.35784 | ||
| 27 | 2010.03.15 20:00 | modify | 12 | 1.00 | 1.36847 | 1.36837 | 1.35784 | ||
| 28 | 2010.03.16 02:20 | s/l | 12 | 1.00 | 1.36837 | 1.36837 | 1.35784 | 9.20 | 10103.70 |
| 29 | 2010.03.18 04:00 | buy | 13 | 1.00 | 1.37272 | 1.37160 | 1.37457 | ||
| 30 | 2010.03.18 04:50 | s/l | 13 | 1.00 | 1.37160 | 1.37160 | 1.37457 | -112.00 | 9991.70 |
| 31 | 2010.03.23 00:00 | buy | 14 | 1.00 | 1.35602 | 1.35190 | 1.36686 | ||
| 32 | 2010.03.23 07:20 | s/l | 14 | 1.00 | 1.35190 | 1.35190 | 1.36686 | -412.00 | 9579.70 |
| 33 | 2010.03.23 12:00 | sell | 15 | 1.00 | 1.35052 | 1.35353 | 1.34234 | ||
| 34 | 2010.03.23 15:15 | s/l | 15 | 1.00 | 1.35353 | 1.35353 | 1.34234 | -301.00 | 9278.70 |
| 35 | 2010.03.23 16:00 | buy | 16 | 1.00 | 1.35353 | 1.35151 | 1.35799 | ||
| 36 | 2010.03.23 17:50 | s/l | 16 | 1.00 | 1.35151 | 1.35151 | 1.35799 | -202.00 | 9076.70 |
| 37 | 2010.03.24 08:00 | sell | 17 | 1.00 | 1.34306 | 1.35567 | 1.30573 | ||
| 38 | 2010.03.24 12:00 | modify | 17 | 1.00 | 1.34306 | 1.34296 | 1.30573 | ||
| 39 | 2010.03.25 20:00 | modify | 17 | 1.00 | 1.34306 | 1.33117 | 1.32302 | ||
| 40 | 2010.03.26 01:10 | s/l | 17 | 1.00 | 1.33117 | 1.33117 | 1.32302 | 1185.80 | 10262.50 |