Strategy Tester Report
NirvamanImaxT
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=0.1; mn=555; tp=100; sl=50; periodos=13; tiempoCierre=15000; TrailingStop=0; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4.04 | Gross profit | 102.46 | Gross loss | -106.50 |
Profit factor | 0.96 | Expected payoff | -0.14 | ||
Absolute drawdown | 23.74 | Maximal drawdown | 59.50 (0.59%) | Relative drawdown | 0.59% (59.50) |
Total trades | 28 | Short positions (won %) | 12 (41.67%) | Long positions (won %) | 16 (50.00%) |
Profit trades (% of total) | 13 (46.43%) | Loss trades (% of total) | 15 (53.57%) | ||
Largest | profit trade | 7.90 | loss trade | -7.10 | |
Average | profit trade | 7.88 | loss trade | -7.10 | |
Maximum | consecutive wins (profit in money) | 5 (39.50) | consecutive losses (loss in money) | 6 (-42.60) | |
Maximal | consecutive profit (count of wins) | 39.50 (5) | consecutive loss (count of losses) | -42.60 (6) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 01:00 | buy | 1 | 0.10 | 1.36409 | 1.36338 | 1.36488 | ||
2 | 2010.03.01 01:20 | s/l | 1 | 0.10 | 1.36338 | 1.36338 | 1.36488 | -7.10 | 9992.90 |
3 | 2010.03.02 13:00 | buy | 2 | 0.10 | 1.35399 | 1.35328 | 1.35478 | ||
4 | 2010.03.02 13:10 | t/p | 2 | 0.10 | 1.35478 | 1.35328 | 1.35478 | 7.90 | 10000.80 |
5 | 2010.03.02 19:00 | buy | 3 | 0.10 | 1.35952 | 1.35881 | 1.36031 | ||
6 | 2010.03.02 19:15 | t/p | 3 | 0.10 | 1.36031 | 1.35881 | 1.36031 | 7.90 | 10008.70 |
7 | 2010.03.03 12:00 | buy | 4 | 0.10 | 1.36250 | 1.36179 | 1.36329 | ||
8 | 2010.03.03 12:10 | t/p | 4 | 0.10 | 1.36329 | 1.36179 | 1.36329 | 7.90 | 10016.60 |
9 | 2010.03.05 07:00 | sell | 5 | 0.10 | 1.35918 | 1.35989 | 1.35839 | ||
10 | 2010.03.05 07:15 | t/p | 5 | 0.10 | 1.35839 | 1.35989 | 1.35839 | 7.90 | 10024.50 |
11 | 2010.03.05 13:00 | sell | 6 | 0.10 | 1.35849 | 1.35920 | 1.35770 | ||
12 | 2010.03.05 14:20 | t/p | 6 | 0.10 | 1.35770 | 1.35920 | 1.35770 | 7.90 | 10032.40 |
13 | 2010.03.05 17:00 | buy | 7 | 0.10 | 1.36102 | 1.36031 | 1.36181 | ||
14 | 2010.03.05 17:07 | s/l | 7 | 0.10 | 1.36031 | 1.36031 | 1.36181 | -7.10 | 10025.30 |
15 | 2010.03.08 15:00 | buy | 8 | 0.10 | 1.36670 | 1.36599 | 1.36749 | ||
16 | 2010.03.08 15:15 | t/p | 8 | 0.10 | 1.36749 | 1.36599 | 1.36749 | 7.90 | 10033.20 |
17 | 2010.03.10 06:00 | buy | 9 | 0.10 | 1.36019 | 1.35948 | 1.36098 | ||
18 | 2010.03.10 06:20 | s/l | 9 | 0.10 | 1.35948 | 1.35948 | 1.36098 | -7.10 | 10026.10 |
19 | 2010.03.11 00:00 | buy | 10 | 0.10 | 1.36579 | 1.36508 | 1.36658 | ||
20 | 2010.03.11 00:20 | s/l | 10 | 0.10 | 1.36508 | 1.36508 | 1.36658 | -7.10 | 10019.00 |
21 | 2010.03.11 09:00 | sell | 11 | 0.10 | 1.36339 | 1.36410 | 1.36260 | ||
22 | 2010.03.11 09:26 | s/l | 11 | 0.10 | 1.36410 | 1.36410 | 1.36260 | -7.10 | 10011.90 |
23 | 2010.03.11 18:00 | buy | 12 | 0.10 | 1.36742 | 1.36671 | 1.36821 | ||
24 | 2010.03.11 18:15 | s/l | 12 | 0.10 | 1.36671 | 1.36671 | 1.36821 | -7.10 | 10004.80 |
25 | 2010.03.12 19:00 | buy | 13 | 0.10 | 1.37577 | 1.37506 | 1.37656 | ||
26 | 2010.03.12 20:20 | t/p | 13 | 0.10 | 1.37656 | 1.37506 | 1.37656 | 7.90 | 10012.70 |
27 | 2010.03.16 12:00 | buy | 14 | 0.10 | 1.36893 | 1.36822 | 1.36972 | ||
28 | 2010.03.16 12:03 | t/p | 14 | 0.10 | 1.36972 | 1.36822 | 1.36972 | 7.90 | 10020.60 |
29 | 2010.03.16 21:00 | buy | 15 | 0.10 | 1.37790 | 1.37719 | 1.37869 | ||
30 | 2010.03.16 21:10 | s/l | 15 | 0.10 | 1.37719 | 1.37719 | 1.37869 | -7.10 | 10013.50 |
31 | 2010.03.17 04:00 | buy | 16 | 0.10 | 1.37721 | 1.37650 | 1.37800 | ||
32 | 2010.03.17 04:33 | t/p | 16 | 0.10 | 1.37800 | 1.37650 | 1.37800 | 7.90 | 10021.40 |
33 | 2010.03.17 21:00 | sell | 17 | 0.10 | 1.37396 | 1.37467 | 1.37317 | ||
34 | 2010.03.18 01:33 | t/p | 17 | 0.10 | 1.37317 | 1.37467 | 1.37317 | 7.66 | 10029.06 |
35 | 2010.03.18 14:00 | sell | 18 | 0.10 | 1.36652 | 1.36723 | 1.36573 | ||
36 | 2010.03.18 14:15 | s/l | 18 | 0.10 | 1.36723 | 1.36723 | 1.36573 | -7.10 | 10021.96 |
37 | 2010.03.18 16:00 | sell | 19 | 0.10 | 1.36619 | 1.36690 | 1.36540 | ||
38 | 2010.03.18 16:07 | s/l | 19 | 0.10 | 1.36690 | 1.36690 | 1.36540 | -7.10 | 10014.86 |
39 | 2010.03.18 22:00 | sell | 20 | 0.10 | 1.36073 | 1.36144 | 1.35994 | ||
40 | 2010.03.18 22:37 | t/p | 20 | 0.10 | 1.35994 | 1.36144 | 1.35994 | 7.90 | 10022.76 |
41 | 2010.03.19 00:00 | sell | 21 | 0.10 | 1.36078 | 1.36149 | 1.35999 | ||
42 | 2010.03.19 00:20 | s/l | 21 | 0.10 | 1.36149 | 1.36149 | 1.35999 | -7.10 | 10015.66 |
43 | 2010.03.22 00:00 | sell | 22 | 0.10 | 1.35185 | 1.35256 | 1.35106 | ||
44 | 2010.03.22 00:20 | s/l | 22 | 0.10 | 1.35256 | 1.35256 | 1.35106 | -7.10 | 10008.56 |
45 | 2010.03.22 13:00 | sell | 23 | 0.10 | 1.35032 | 1.35103 | 1.34953 | ||
46 | 2010.03.22 13:10 | s/l | 23 | 0.10 | 1.35103 | 1.35103 | 1.34953 | -7.10 | 10001.46 |
47 | 2010.03.22 17:00 | buy | 24 | 0.10 | 1.35321 | 1.35250 | 1.35400 | ||
48 | 2010.03.22 17:02 | s/l | 24 | 0.10 | 1.35250 | 1.35250 | 1.35400 | -7.10 | 9994.36 |
49 | 2010.03.23 05:00 | buy | 25 | 0.10 | 1.35605 | 1.35534 | 1.35684 | ||
50 | 2010.03.23 06:20 | s/l | 25 | 0.10 | 1.35534 | 1.35534 | 1.35684 | -7.10 | 9987.26 |
51 | 2010.03.23 19:00 | sell | 26 | 0.10 | 1.34952 | 1.35023 | 1.34873 | ||
52 | 2010.03.23 19:15 | s/l | 26 | 0.10 | 1.35023 | 1.35023 | 1.34873 | -7.10 | 9980.16 |
53 | 2010.03.24 20:00 | sell | 27 | 0.10 | 1.33375 | 1.33446 | 1.33296 | ||
54 | 2010.03.24 20:20 | t/p | 27 | 0.10 | 1.33296 | 1.33446 | 1.33296 | 7.90 | 9988.06 |
55 | 2010.03.26 17:00 | buy | 28 | 0.10 | 1.33998 | 1.33927 | 1.34077 | ||
56 | 2010.03.26 17:02 | t/p | 28 | 0.10 | 1.34077 | 1.33927 | 1.34077 | 7.90 | 9995.96 |