Strategy Tester Report
MovingAveragePositionSystem
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 | x=""Òèï"; TypeMA=3; PeriodMA=240; SdvigMA=0; x1=""Íàñòðîéêè"; Lots=0.1; StarLots=0.1; MaxLots=10; LossPips=90; ProfitPips=170; TakeProfit=1000; MM=1; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 251.92 | Gross profit | 499.42 | Gross loss | -247.50 |
Profit factor | 2.02 | Expected payoff | 13.26 | ||
Absolute drawdown | 70.88 | Maximal drawdown | 189.85 (1.87%) | Relative drawdown | 1.87% (189.85) |
Total trades | 19 | Short positions (won %) | 10 (20.00%) | Long positions (won %) | 9 (33.33%) |
Profit trades (% of total) | 5 (26.32%) | Loss trades (% of total) | 14 (73.68%) | ||
Largest | profit trade | 99.93 | loss trade | -34.80 | |
Average | profit trade | 99.88 | loss trade | -17.68 | |
Maximum | consecutive wins (profit in money) | 2 (199.85) | consecutive losses (loss in money) | 9 (-137.30) | |
Maximal | consecutive profit (count of wins) | 199.85 (2) | consecutive loss (count of losses) | -137.30 (9) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 13:00 | sell | 1 | 0.10 | 1.35418 | 0.00000 | 1.34418 | ||
2 | 2010.03.01 21:00 | close | 1 | 0.10 | 1.35766 | 0.00000 | 1.34418 | -34.80 | 9965.20 |
3 | 2010.03.01 21:00 | buy | 2 | 0.10 | 1.35766 | 0.00000 | 1.36766 | ||
4 | 2010.03.01 22:00 | close | 2 | 0.10 | 1.35588 | 0.00000 | 1.36766 | -17.80 | 9947.40 |
5 | 2010.03.01 22:00 | sell | 3 | 0.10 | 1.35588 | 0.00000 | 1.34588 | ||
6 | 2010.03.02 10:15 | t/p | 3 | 0.10 | 1.34588 | 0.00000 | 1.34588 | 99.92 | 10047.32 |
7 | 2010.03.02 14:00 | buy | 4 | 0.10 | 1.35636 | 0.00000 | 1.36636 | ||
8 | 2010.03.02 16:00 | close | 4 | 0.10 | 1.35459 | 0.00000 | 1.36636 | -17.70 | 10029.62 |
9 | 2010.03.02 16:00 | sell | 5 | 0.10 | 1.35459 | 0.00000 | 1.34459 | ||
10 | 2010.03.02 18:00 | close | 5 | 0.10 | 1.35642 | 0.00000 | 1.34459 | -18.30 | 10011.32 |
11 | 2010.03.02 18:00 | buy | 6 | 0.10 | 1.35642 | 0.00000 | 1.36642 | ||
12 | 2010.03.03 12:32 | t/p | 6 | 0.10 | 1.36642 | 0.00000 | 1.36642 | 99.93 | 10111.25 |
13 | 2010.03.04 18:00 | sell | 7 | 0.10 | 1.35703 | 0.00000 | 1.34703 | ||
14 | 2010.03.05 10:00 | close | 7 | 0.10 | 1.35965 | 0.00000 | 1.34703 | -26.28 | 10084.97 |
15 | 2010.03.05 10:00 | buy | 8 | 0.10 | 1.35965 | 0.00000 | 1.36965 | ||
16 | 2010.03.05 11:00 | close | 8 | 0.10 | 1.35900 | 0.00000 | 1.36965 | -6.50 | 10078.47 |
17 | 2010.03.05 11:00 | sell | 9 | 0.10 | 1.35900 | 0.00000 | 1.34900 | ||
18 | 2010.03.05 17:00 | close | 9 | 0.10 | 1.36102 | 0.00000 | 1.34900 | -20.20 | 10058.27 |
19 | 2010.03.05 17:00 | buy | 10 | 0.10 | 1.36102 | 0.00000 | 1.37102 | ||
20 | 2010.03.09 08:00 | close | 10 | 0.10 | 1.36053 | 0.00000 | 1.37102 | -5.04 | 10053.23 |
21 | 2010.03.09 08:00 | sell | 11 | 0.10 | 1.36053 | 0.00000 | 1.35053 | ||
22 | 2010.03.09 09:00 | close | 11 | 0.10 | 1.36211 | 0.00000 | 1.35053 | -15.80 | 10037.43 |
23 | 2010.03.09 09:00 | buy | 12 | 0.10 | 1.36211 | 0.00000 | 1.37211 | ||
24 | 2010.03.09 10:00 | close | 12 | 0.10 | 1.35960 | 0.00000 | 1.37211 | -25.10 | 10012.33 |
25 | 2010.03.09 10:00 | sell | 13 | 0.10 | 1.35960 | 0.00000 | 1.34960 | ||
26 | 2010.03.10 13:00 | close | 13 | 0.10 | 1.36169 | 0.00000 | 1.34960 | -20.98 | 9991.35 |
27 | 2010.03.10 13:00 | buy | 14 | 0.10 | 1.36169 | 0.00000 | 1.37169 | ||
28 | 2010.03.10 14:00 | close | 14 | 0.10 | 1.36085 | 0.00000 | 1.37169 | -8.40 | 9982.95 |
29 | 2010.03.10 14:00 | sell | 15 | 0.10 | 1.36085 | 0.00000 | 1.35085 | ||
30 | 2010.03.10 15:00 | close | 15 | 0.10 | 1.36175 | 0.00000 | 1.35085 | -9.00 | 9973.95 |
31 | 2010.03.10 15:00 | buy | 16 | 0.10 | 1.36175 | 0.00000 | 1.37175 | ||
32 | 2010.03.12 09:20 | t/p | 16 | 0.10 | 1.37175 | 0.00000 | 1.37175 | 99.72 | 10073.67 |
33 | 2010.03.15 17:00 | sell | 17 | 0.10 | 1.36511 | 0.00000 | 1.35511 | ||
34 | 2010.03.15 19:00 | close | 17 | 0.10 | 1.36727 | 0.00000 | 1.35511 | -21.60 | 10052.07 |
35 | 2010.03.15 19:00 | buy | 18 | 0.10 | 1.36727 | 0.00000 | 1.37727 | ||
36 | 2010.03.16 19:20 | t/p | 18 | 0.10 | 1.37727 | 0.00000 | 1.37727 | 99.93 | 10152.00 |
37 | 2010.03.18 07:00 | sell | 19 | 0.10 | 1.36730 | 0.00000 | 1.35730 | ||
38 | 2010.03.19 10:50 | t/p | 19 | 0.10 | 1.35730 | 0.00000 | 1.35730 | 99.92 | 10251.92 |