Strategy Tester Report
Noah10pips2006
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 | MAGICNUM=1; Lots=0.1; StopLoss=55; TakeProfit=100; TrailingStop=0; slippage=3; MaximumRisk=7; MaxLot=100; MinLot=1; FixedLot=false; TimeZoneOfData=0; StartHour=2; StartMinute=0; EndHour=23; EndMinute=0; FridayEndHour=21; SecureProfit=10; TrailSecureProfit=16; TradeFriday=1; DontReverse=1; StartYear=2005; StartMonth=6; TradesSet=2; TypeSet=0; ReverseSet=0; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 638.10 | Gross profit | 935.10 | Gross loss | -297.00 |
Profit factor | 3.15 | Expected payoff | 53.17 | ||
Absolute drawdown | 106.60 | Maximal drawdown | 708.50 (6.60%) | Relative drawdown | 6.60% (708.50) |
Total trades | 12 | Short positions (won %) | 8 (50.00%) | Long positions (won %) | 4 (100.00%) |
Profit trades (% of total) | 8 (66.67%) | Loss trades (% of total) | 4 (33.33%) | ||
Largest | profit trade | 841.10 | loss trade | -77.00 | |
Average | profit trade | 116.89 | loss trade | -74.25 | |
Maximum | consecutive wins (profit in money) | 3 (868.10) | consecutive losses (loss in money) | 1 (-77.00) | |
Maximal | consecutive profit (count of wins) | 868.10 (3) | consecutive loss (count of losses) | -77.00 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 02:00 | sell stop | 1 | 1.30 | 1.36066 | 1.36121 | 1.35966 | ||
2 | 2010.03.01 02:02 | buy stop | 2 | 1.30 | 1.37032 | 1.36977 | 1.37132 | ||
3 | 2010.03.01 03:15 | sell | 1 | 1.30 | 1.36066 | 1.36121 | 1.35966 | ||
4 | 2010.03.01 03:15 | delete | 2 | 1.30 | 1.37032 | 1.36977 | 1.37132 | ||
5 | 2010.03.01 03:20 | modify | 1 | 1.30 | 1.36066 | 1.36056 | 0.00000 | ||
6 | 2010.03.01 03:50 | s/l | 1 | 1.30 | 1.36056 | 1.36056 | 0.00000 | 13.00 | 10013.00 |
7 | 2010.03.02 02:00 | buy stop | 3 | 1.30 | 1.35570 | 1.35515 | 1.35670 | ||
8 | 2010.03.02 02:02 | sell stop | 4 | 1.30 | 1.34401 | 1.34456 | 1.34301 | ||
9 | 2010.03.02 10:20 | sell | 4 | 1.30 | 1.34401 | 1.34456 | 1.34301 | ||
10 | 2010.03.02 10:20 | delete | 3 | 1.30 | 1.35570 | 1.35515 | 1.35670 | ||
11 | 2010.03.02 10:22 | s/l | 4 | 1.30 | 1.34456 | 1.34456 | 1.34301 | -71.50 | 9941.50 |
12 | 2010.03.03 02:00 | sell stop | 5 | 1.30 | 1.35276 | 1.35331 | 1.35176 | ||
13 | 2010.03.03 02:02 | buy stop | 6 | 1.30 | 1.36413 | 1.36358 | 1.36513 | ||
14 | 2010.03.03 03:15 | buy | 6 | 1.30 | 1.36413 | 1.36358 | 1.36513 | ||
15 | 2010.03.03 03:15 | delete | 5 | 1.30 | 1.35276 | 1.35331 | 1.35176 | ||
16 | 2010.03.03 03:20 | modify | 6 | 1.30 | 1.36413 | 1.36423 | 0.00000 | ||
17 | 2010.03.03 03:27 | s/l | 6 | 1.30 | 1.36423 | 1.36423 | 0.00000 | 13.00 | 9954.50 |
18 | 2010.03.04 02:00 | sell stop | 7 | 1.30 | 1.36639 | 1.36694 | 1.36539 | ||
19 | 2010.03.04 02:02 | buy stop | 8 | 1.30 | 1.37557 | 1.37502 | 1.37657 | ||
20 | 2010.03.04 07:40 | sell | 7 | 1.30 | 1.36639 | 1.36694 | 1.36539 | ||
21 | 2010.03.04 07:40 | delete | 8 | 1.30 | 1.37557 | 1.37502 | 1.37657 | ||
22 | 2010.03.04 07:45 | modify | 7 | 1.30 | 1.36639 | 1.36629 | 0.00000 | ||
23 | 2010.03.04 08:15 | s/l | 7 | 1.30 | 1.36629 | 1.36629 | 0.00000 | 13.00 | 9967.50 |
24 | 2010.03.05 02:00 | buy stop | 9 | 1.30 | 1.36316 | 1.36261 | 1.36416 | ||
25 | 2010.03.05 02:02 | sell stop | 10 | 1.30 | 1.35309 | 1.35364 | 1.35209 | ||
26 | 2010.03.05 14:50 | sell | 10 | 1.30 | 1.35309 | 1.35364 | 1.35209 | ||
27 | 2010.03.05 14:50 | delete | 9 | 1.30 | 1.36316 | 1.36261 | 1.36416 | ||
28 | 2010.03.05 14:52 | s/l | 10 | 1.30 | 1.35364 | 1.35364 | 1.35209 | -71.50 | 9896.00 |
29 | 2010.03.11 02:00 | sell stop | 11 | 1.30 | 1.36116 | 1.36171 | 1.36016 | ||
30 | 2010.03.11 02:02 | buy stop | 12 | 1.30 | 1.36992 | 1.36937 | 1.37092 | ||
31 | 2010.03.11 23:00 | delete | 12 | 1.30 | 1.36992 | 1.36937 | 1.37092 | ||
32 | 2010.03.11 23:00 | delete | 11 | 1.30 | 1.36116 | 1.36171 | 1.36016 | ||
33 | 2010.03.15 02:00 | sell stop | 13 | 1.30 | 1.37326 | 1.37381 | 1.37226 | ||
34 | 2010.03.15 02:02 | buy stop | 14 | 1.30 | 1.38162 | 1.38107 | 1.38262 | ||
35 | 2010.03.15 04:45 | sell | 13 | 1.30 | 1.37326 | 1.37381 | 1.37226 | ||
36 | 2010.03.15 04:45 | delete | 14 | 1.30 | 1.38162 | 1.38107 | 1.38262 | ||
37 | 2010.03.15 04:50 | modify | 13 | 1.30 | 1.37326 | 1.37316 | 0.00000 | ||
38 | 2010.03.15 04:57 | s/l | 13 | 1.30 | 1.37316 | 1.37316 | 0.00000 | 13.00 | 9909.00 |
39 | 2010.03.16 02:00 | buy stop | 15 | 1.30 | 1.37076 | 1.37021 | 1.37176 | ||
40 | 2010.03.16 02:02 | sell stop | 16 | 1.30 | 1.36195 | 1.36250 | 1.36095 | ||
41 | 2010.03.16 12:10 | buy | 15 | 1.30 | 1.37076 | 1.37021 | 1.37176 | ||
42 | 2010.03.16 12:10 | delete | 16 | 1.30 | 1.36195 | 1.36250 | 1.36095 | ||
43 | 2010.03.16 12:10 | modify | 15 | 1.30 | 1.37076 | 1.37086 | 0.00000 | ||
44 | 2010.03.16 23:00 | close | 15 | 1.30 | 1.37723 | 1.37086 | 0.00000 | 841.10 | 10750.10 |
45 | 2010.03.17 02:00 | sell stop | 17 | 1.40 | 1.37197 | 1.37252 | 1.37097 | ||
46 | 2010.03.17 02:02 | buy stop | 18 | 1.40 | 1.38030 | 1.37975 | 1.38130 | ||
47 | 2010.03.17 08:15 | buy | 18 | 1.40 | 1.38030 | 1.37975 | 1.38130 | ||
48 | 2010.03.17 08:15 | delete | 17 | 1.40 | 1.37197 | 1.37252 | 1.37097 | ||
49 | 2010.03.17 08:15 | modify | 18 | 1.40 | 1.38030 | 1.38040 | 0.00000 | ||
50 | 2010.03.17 08:27 | s/l | 18 | 1.40 | 1.38040 | 1.38040 | 0.00000 | 14.00 | 10764.10 |
51 | 2010.03.19 02:00 | buy stop | 19 | 1.40 | 1.36634 | 1.36579 | 1.36734 | ||
52 | 2010.03.19 02:02 | sell stop | 20 | 1.40 | 1.35661 | 1.35716 | 1.35561 | ||
53 | 2010.03.19 10:50 | sell | 20 | 1.40 | 1.35661 | 1.35716 | 1.35561 | ||
54 | 2010.03.19 10:50 | delete | 19 | 1.40 | 1.36634 | 1.36579 | 1.36734 | ||
55 | 2010.03.19 10:57 | s/l | 20 | 1.40 | 1.35716 | 1.35716 | 1.35561 | -77.00 | 10687.10 |
56 | 2010.03.22 02:00 | buy stop | 21 | 1.40 | 1.35648 | 1.35593 | 1.35748 | ||
57 | 2010.03.22 02:02 | sell stop | 22 | 1.40 | 1.34830 | 1.34885 | 1.34730 | ||
58 | 2010.03.22 13:50 | sell | 22 | 1.40 | 1.34830 | 1.34885 | 1.34730 | ||
59 | 2010.03.22 13:50 | delete | 21 | 1.40 | 1.35648 | 1.35593 | 1.35748 | ||
60 | 2010.03.22 13:55 | modify | 22 | 1.40 | 1.34830 | 1.34820 | 0.00000 | ||
61 | 2010.03.22 13:57 | s/l | 22 | 1.40 | 1.34820 | 1.34820 | 0.00000 | 14.00 | 10701.10 |
62 | 2010.03.25 02:00 | buy stop | 23 | 1.40 | 1.33991 | 1.33936 | 1.34091 | ||
63 | 2010.03.25 02:02 | sell stop | 24 | 1.40 | 1.32847 | 1.32902 | 1.32747 | ||
64 | 2010.03.25 06:20 | sell | 24 | 1.40 | 1.32847 | 1.32902 | 1.32747 | ||
65 | 2010.03.25 06:20 | delete | 23 | 1.40 | 1.33991 | 1.33936 | 1.34091 | ||
66 | 2010.03.25 06:22 | s/l | 24 | 1.40 | 1.32902 | 1.32902 | 1.32747 | -77.00 | 10624.10 |
67 | 2010.03.26 02:00 | buy stop | 25 | 1.40 | 1.33272 | 1.33217 | 1.33372 | ||
68 | 2010.03.26 02:02 | sell stop | 26 | 1.40 | 1.32471 | 1.32526 | 1.32371 | ||
69 | 2010.03.26 03:45 | buy | 25 | 1.40 | 1.33272 | 1.33217 | 1.33372 | ||
70 | 2010.03.26 03:45 | delete | 26 | 1.40 | 1.32471 | 1.32526 | 1.32371 | ||
71 | 2010.03.26 03:50 | modify | 25 | 1.40 | 1.33272 | 1.33282 | 0.00000 | ||
72 | 2010.03.26 03:57 | s/l | 25 | 1.40 | 1.33282 | 1.33282 | 0.00000 | 14.00 | 10638.10 |