Strategy Tester Report
Stat_Euclidean_Metric
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 | Base=false; buy_threshold=0.6; sell_threshold=0.6; inverse_position_open_?=true; invers_buy_threshold=0.3; invers_sell_threshold=0.3; fast=12; slow=34; tp=40; sl=30; close_orders=false; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -28.00 | Gross profit | 128.00 | Gross loss | -156.00 |
Profit factor | 0.82 | Expected payoff | -0.39 | ||
Absolute drawdown | 31.30 | Maximal drawdown | 43.30 (0.43%) | Relative drawdown | 0.43% (43.30) |
Total trades | 71 | Short positions (won %) | 36 (52.78%) | Long positions (won %) | 35 (37.14%) |
Profit trades (% of total) | 32 (45.07%) | Loss trades (% of total) | 39 (54.93%) | ||
Largest | profit trade | 4.00 | loss trade | -4.00 | |
Average | profit trade | 4.00 | loss trade | -4.00 | |
Maximum | consecutive wins (profit in money) | 5 (20.00) | consecutive losses (loss in money) | 4 (-16.00) | |
Maximal | consecutive profit (count of wins) | 20.00 (5) | consecutive loss (count of losses) | -16.00 (4) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:00 | sell | 1 | 0.10 | 1.36221 | 1.36261 | 1.36181 | ||
2 | 2010.03.01 00:07 | t/p | 1 | 0.10 | 1.36181 | 1.36261 | 1.36181 | 4.00 | 10004.00 |
3 | 2010.03.01 03:00 | buy | 2 | 0.10 | 1.36171 | 1.36131 | 1.36211 | ||
4 | 2010.03.01 03:10 | s/l | 2 | 0.10 | 1.36131 | 1.36131 | 1.36211 | -4.00 | 10000.00 |
5 | 2010.03.01 10:00 | sell | 3 | 0.10 | 1.36328 | 1.36368 | 1.36288 | ||
6 | 2010.03.01 10:10 | s/l | 3 | 0.10 | 1.36368 | 1.36368 | 1.36288 | -4.00 | 9996.00 |
7 | 2010.03.01 12:00 | buy | 4 | 0.10 | 1.35949 | 1.35909 | 1.35989 | ||
8 | 2010.03.01 12:02 | s/l | 4 | 0.10 | 1.35909 | 1.35909 | 1.35989 | -4.00 | 9992.00 |
9 | 2010.03.01 20:00 | sell | 5 | 0.10 | 1.35571 | 1.35611 | 1.35531 | ||
10 | 2010.03.01 20:02 | t/p | 5 | 0.10 | 1.35531 | 1.35611 | 1.35531 | 4.00 | 9996.00 |
11 | 2010.03.02 02:00 | buy | 6 | 0.10 | 1.35350 | 1.35310 | 1.35390 | ||
12 | 2010.03.02 02:15 | s/l | 6 | 0.10 | 1.35310 | 1.35310 | 1.35390 | -4.00 | 9992.00 |
13 | 2010.03.02 07:00 | sell | 7 | 0.10 | 1.35351 | 1.35391 | 1.35311 | ||
14 | 2010.03.02 07:15 | s/l | 7 | 0.10 | 1.35391 | 1.35391 | 1.35311 | -4.00 | 9988.00 |
15 | 2010.03.02 08:00 | buy | 8 | 0.10 | 1.35182 | 1.35142 | 1.35222 | ||
16 | 2010.03.02 08:02 | s/l | 8 | 0.10 | 1.35142 | 1.35142 | 1.35222 | -4.00 | 9984.00 |
17 | 2010.03.02 12:00 | sell | 9 | 0.10 | 1.35281 | 1.35321 | 1.35241 | ||
18 | 2010.03.02 12:02 | t/p | 9 | 0.10 | 1.35241 | 1.35321 | 1.35241 | 4.00 | 9988.00 |
19 | 2010.03.03 08:00 | buy | 10 | 0.10 | 1.36293 | 1.36253 | 1.36333 | ||
20 | 2010.03.03 08:15 | s/l | 10 | 0.10 | 1.36253 | 1.36253 | 1.36333 | -4.00 | 9984.00 |
21 | 2010.03.03 11:00 | sell | 11 | 0.10 | 1.36349 | 1.36389 | 1.36309 | ||
22 | 2010.03.03 11:07 | s/l | 11 | 0.10 | 1.36389 | 1.36389 | 1.36309 | -4.00 | 9980.00 |
23 | 2010.03.03 12:00 | buy | 12 | 0.10 | 1.36239 | 1.36199 | 1.36279 | ||
24 | 2010.03.03 12:10 | t/p | 12 | 0.10 | 1.36279 | 1.36199 | 1.36279 | 4.00 | 9984.00 |
25 | 2010.03.03 13:00 | sell | 13 | 0.10 | 1.36459 | 1.36499 | 1.36419 | ||
26 | 2010.03.03 13:02 | s/l | 13 | 0.10 | 1.36499 | 1.36499 | 1.36419 | -4.00 | 9980.00 |
27 | 2010.03.03 14:00 | buy | 14 | 0.10 | 1.36232 | 1.36192 | 1.36272 | ||
28 | 2010.03.03 14:05 | t/p | 14 | 0.10 | 1.36272 | 1.36192 | 1.36272 | 4.00 | 9984.00 |
29 | 2010.03.03 15:00 | sell | 15 | 0.10 | 1.36549 | 1.36589 | 1.36509 | ||
30 | 2010.03.03 15:03 | t/p | 15 | 0.10 | 1.36509 | 1.36589 | 1.36509 | 4.00 | 9988.00 |
31 | 2010.03.03 22:00 | buy | 16 | 0.10 | 1.36970 | 1.36930 | 1.37010 | ||
32 | 2010.03.03 22:10 | t/p | 16 | 0.10 | 1.37010 | 1.36930 | 1.37010 | 4.00 | 9992.00 |
33 | 2010.03.04 13:00 | sell | 17 | 0.10 | 1.36788 | 1.36828 | 1.36748 | ||
34 | 2010.03.04 13:03 | s/l | 17 | 0.10 | 1.36828 | 1.36828 | 1.36748 | -4.00 | 9988.00 |
35 | 2010.03.04 15:00 | buy | 18 | 0.10 | 1.36809 | 1.36769 | 1.36849 | ||
36 | 2010.03.04 15:02 | s/l | 18 | 0.10 | 1.36769 | 1.36769 | 1.36849 | -4.00 | 9984.00 |
37 | 2010.03.05 02:00 | sell | 19 | 0.10 | 1.35825 | 1.35865 | 1.35785 | ||
38 | 2010.03.05 02:02 | t/p | 19 | 0.10 | 1.35785 | 1.35865 | 1.35785 | 4.00 | 9988.00 |
39 | 2010.03.05 03:00 | buy | 20 | 0.10 | 1.35838 | 1.35798 | 1.35878 | ||
40 | 2010.03.05 03:15 | t/p | 20 | 0.10 | 1.35878 | 1.35798 | 1.35878 | 4.00 | 9992.00 |
41 | 2010.03.05 04:00 | sell | 21 | 0.10 | 1.35920 | 1.35960 | 1.35880 | ||
42 | 2010.03.05 04:10 | s/l | 21 | 0.10 | 1.35960 | 1.35960 | 1.35880 | -4.00 | 9988.00 |
43 | 2010.03.05 15:00 | buy | 22 | 0.10 | 1.35592 | 1.35552 | 1.35632 | ||
44 | 2010.03.05 15:02 | s/l | 22 | 0.10 | 1.35552 | 1.35552 | 1.35632 | -4.00 | 9984.00 |
45 | 2010.03.05 17:00 | sell | 23 | 0.10 | 1.36081 | 1.36121 | 1.36041 | ||
46 | 2010.03.05 17:07 | t/p | 23 | 0.10 | 1.36041 | 1.36121 | 1.36041 | 4.00 | 9988.00 |
47 | 2010.03.08 10:00 | buy | 24 | 0.10 | 1.36674 | 1.36634 | 1.36714 | ||
48 | 2010.03.08 10:02 | t/p | 24 | 0.10 | 1.36714 | 1.36634 | 1.36714 | 4.00 | 9992.00 |
49 | 2010.03.08 16:00 | sell | 25 | 0.10 | 1.36742 | 1.36782 | 1.36702 | ||
50 | 2010.03.08 16:15 | t/p | 25 | 0.10 | 1.36702 | 1.36782 | 1.36702 | 4.00 | 9996.00 |
51 | 2010.03.08 17:00 | buy | 26 | 0.10 | 1.36539 | 1.36499 | 1.36579 | ||
52 | 2010.03.08 17:05 | s/l | 26 | 0.10 | 1.36499 | 1.36499 | 1.36579 | -4.00 | 9992.00 |
53 | 2010.03.09 05:00 | sell | 27 | 0.10 | 1.36315 | 1.36355 | 1.36275 | ||
54 | 2010.03.09 05:15 | t/p | 27 | 0.10 | 1.36275 | 1.36355 | 1.36275 | 4.00 | 9996.00 |
55 | 2010.03.09 06:00 | buy | 28 | 0.10 | 1.36200 | 1.36160 | 1.36240 | ||
56 | 2010.03.09 06:15 | s/l | 28 | 0.10 | 1.36160 | 1.36160 | 1.36240 | -4.00 | 9992.00 |
57 | 2010.03.09 17:00 | sell | 29 | 0.10 | 1.35811 | 1.35851 | 1.35771 | ||
58 | 2010.03.09 17:10 | t/p | 29 | 0.10 | 1.35771 | 1.35851 | 1.35771 | 4.00 | 9996.00 |
59 | 2010.03.10 08:00 | buy | 30 | 0.10 | 1.35833 | 1.35793 | 1.35873 | ||
60 | 2010.03.10 08:10 | s/l | 30 | 0.10 | 1.35793 | 1.35793 | 1.35873 | -4.00 | 9992.00 |
61 | 2010.03.10 11:00 | sell | 31 | 0.10 | 1.35823 | 1.35863 | 1.35783 | ||
62 | 2010.03.10 11:02 | t/p | 31 | 0.10 | 1.35783 | 1.35863 | 1.35783 | 4.00 | 9996.00 |
63 | 2010.03.11 01:00 | buy | 32 | 0.10 | 1.36443 | 1.36403 | 1.36483 | ||
64 | 2010.03.11 01:15 | t/p | 32 | 0.10 | 1.36483 | 1.36403 | 1.36483 | 4.00 | 10000.00 |
65 | 2010.03.11 10:00 | sell | 33 | 0.10 | 1.36549 | 1.36589 | 1.36509 | ||
66 | 2010.03.11 10:15 | t/p | 33 | 0.10 | 1.36509 | 1.36589 | 1.36509 | 4.00 | 10004.00 |
67 | 2010.03.11 15:00 | buy | 34 | 0.10 | 1.36470 | 1.36430 | 1.36510 | ||
68 | 2010.03.11 15:07 | t/p | 34 | 0.10 | 1.36510 | 1.36430 | 1.36510 | 4.00 | 10008.00 |
69 | 2010.03.11 17:00 | sell | 35 | 0.10 | 1.36730 | 1.36770 | 1.36690 | ||
70 | 2010.03.11 17:02 | t/p | 35 | 0.10 | 1.36690 | 1.36770 | 1.36690 | 4.00 | 10012.00 |
71 | 2010.03.12 03:00 | buy | 36 | 0.10 | 1.36771 | 1.36731 | 1.36811 | ||
72 | 2010.03.12 03:07 | s/l | 36 | 0.10 | 1.36731 | 1.36731 | 1.36811 | -4.00 | 10008.00 |
73 | 2010.03.12 05:00 | sell | 37 | 0.10 | 1.36900 | 1.36940 | 1.36860 | ||
74 | 2010.03.12 05:15 | s/l | 37 | 0.10 | 1.36940 | 1.36940 | 1.36860 | -4.00 | 10004.00 |
75 | 2010.03.12 16:00 | buy | 38 | 0.10 | 1.37503 | 1.37463 | 1.37543 | ||
76 | 2010.03.12 16:05 | s/l | 38 | 0.10 | 1.37463 | 1.37463 | 1.37543 | -4.00 | 10000.00 |
77 | 2010.03.12 18:00 | sell | 39 | 0.10 | 1.37529 | 1.37569 | 1.37489 | ||
78 | 2010.03.12 18:07 | t/p | 39 | 0.10 | 1.37489 | 1.37569 | 1.37489 | 4.00 | 10004.00 |
79 | 2010.03.12 19:00 | buy | 40 | 0.10 | 1.37566 | 1.37526 | 1.37606 | ||
80 | 2010.03.12 19:20 | t/p | 40 | 0.10 | 1.37606 | 1.37526 | 1.37606 | 4.00 | 10008.00 |
81 | 2010.03.16 00:00 | sell | 41 | 0.10 | 1.36726 | 1.36766 | 1.36686 | ||
82 | 2010.03.16 00:15 | s/l | 41 | 0.10 | 1.36766 | 1.36766 | 1.36686 | -4.00 | 10004.00 |
83 | 2010.03.16 02:00 | buy | 42 | 0.10 | 1.36730 | 1.36690 | 1.36770 | ||
84 | 2010.03.16 02:07 | s/l | 42 | 0.10 | 1.36690 | 1.36690 | 1.36770 | -4.00 | 10000.00 |
85 | 2010.03.16 03:00 | sell | 43 | 0.10 | 1.36819 | 1.36859 | 1.36779 | ||
86 | 2010.03.16 03:15 | s/l | 43 | 0.10 | 1.36859 | 1.36859 | 1.36779 | -4.00 | 9996.00 |
87 | 2010.03.16 09:00 | buy | 44 | 0.10 | 1.36642 | 1.36602 | 1.36682 | ||
88 | 2010.03.16 09:10 | t/p | 44 | 0.10 | 1.36682 | 1.36602 | 1.36682 | 4.00 | 10000.00 |
89 | 2010.03.16 11:00 | sell | 45 | 0.10 | 1.36932 | 1.36972 | 1.36892 | ||
90 | 2010.03.16 11:02 | s/l | 45 | 0.10 | 1.36972 | 1.36972 | 1.36892 | -4.00 | 9996.00 |
91 | 2010.03.17 04:00 | buy | 46 | 0.10 | 1.37710 | 1.37670 | 1.37750 | ||
92 | 2010.03.17 04:20 | t/p | 46 | 0.10 | 1.37750 | 1.37670 | 1.37750 | 4.00 | 10000.00 |
93 | 2010.03.17 05:00 | sell | 47 | 0.10 | 1.37809 | 1.37849 | 1.37769 | ||
94 | 2010.03.17 05:15 | s/l | 47 | 0.10 | 1.37849 | 1.37849 | 1.37769 | -4.00 | 9996.00 |
95 | 2010.03.17 10:00 | buy | 48 | 0.10 | 1.37774 | 1.37734 | 1.37814 | ||
96 | 2010.03.17 10:20 | s/l | 48 | 0.10 | 1.37734 | 1.37734 | 1.37814 | -4.00 | 9992.00 |
97 | 2010.03.17 19:00 | sell | 49 | 0.10 | 1.37756 | 1.37796 | 1.37716 | ||
98 | 2010.03.17 19:03 | t/p | 49 | 0.10 | 1.37716 | 1.37796 | 1.37716 | 4.00 | 9996.00 |
99 | 2010.03.17 20:00 | buy | 50 | 0.10 | 1.37530 | 1.37490 | 1.37570 | ||
100 | 2010.03.17 20:10 | s/l | 50 | 0.10 | 1.37490 | 1.37490 | 1.37570 | -4.00 | 9992.00 |
101 | 2010.03.18 12:00 | sell | 51 | 0.10 | 1.36859 | 1.36899 | 1.36819 | ||
102 | 2010.03.18 12:10 | t/p | 51 | 0.10 | 1.36819 | 1.36899 | 1.36819 | 4.00 | 9996.00 |
103 | 2010.03.18 13:00 | buy | 52 | 0.10 | 1.36710 | 1.36670 | 1.36750 | ||
104 | 2010.03.18 13:07 | s/l | 52 | 0.10 | 1.36670 | 1.36670 | 1.36750 | -4.00 | 9992.00 |
105 | 2010.03.19 01:00 | sell | 53 | 0.10 | 1.36115 | 1.36155 | 1.36075 | ||
106 | 2010.03.19 01:02 | t/p | 53 | 0.10 | 1.36075 | 1.36155 | 1.36075 | 4.00 | 9996.00 |
107 | 2010.03.19 10:00 | buy | 54 | 0.10 | 1.35912 | 1.35872 | 1.35952 | ||
108 | 2010.03.19 10:02 | s/l | 54 | 0.10 | 1.35872 | 1.35872 | 1.35952 | -4.00 | 9992.00 |
109 | 2010.03.19 19:00 | sell | 55 | 0.10 | 1.35441 | 1.35481 | 1.35401 | ||
110 | 2010.03.19 19:15 | t/p | 55 | 0.10 | 1.35401 | 1.35481 | 1.35401 | 4.00 | 9996.00 |
111 | 2010.03.22 01:00 | buy | 56 | 0.10 | 1.35138 | 1.35098 | 1.35178 | ||
112 | 2010.03.22 01:50 | s/l | 56 | 0.10 | 1.35098 | 1.35098 | 1.35178 | -4.00 | 9992.00 |
113 | 2010.03.22 03:00 | sell | 57 | 0.10 | 1.35193 | 1.35233 | 1.35153 | ||
114 | 2010.03.22 03:16 | t/p | 57 | 0.10 | 1.35153 | 1.35233 | 1.35153 | 4.00 | 9996.00 |
115 | 2010.03.22 14:00 | buy | 58 | 0.10 | 1.34740 | 1.34700 | 1.34780 | ||
116 | 2010.03.22 14:02 | s/l | 58 | 0.10 | 1.34700 | 1.34700 | 1.34780 | -4.00 | 9992.00 |
117 | 2010.03.22 16:00 | sell | 59 | 0.10 | 1.35230 | 1.35270 | 1.35190 | ||
118 | 2010.03.22 16:02 | s/l | 59 | 0.10 | 1.35270 | 1.35270 | 1.35190 | -4.00 | 9988.00 |
119 | 2010.03.23 07:00 | buy | 60 | 0.10 | 1.35321 | 1.35281 | 1.35361 | ||
120 | 2010.03.23 07:10 | s/l | 60 | 0.10 | 1.35281 | 1.35281 | 1.35361 | -4.00 | 9984.00 |
121 | 2010.03.23 15:00 | sell | 61 | 0.10 | 1.35113 | 1.35153 | 1.35073 | ||
122 | 2010.03.23 15:02 | s/l | 61 | 0.10 | 1.35153 | 1.35153 | 1.35073 | -4.00 | 9980.00 |
123 | 2010.03.23 19:00 | buy | 62 | 0.10 | 1.34962 | 1.34922 | 1.35002 | ||
124 | 2010.03.23 19:15 | t/p | 62 | 0.10 | 1.35002 | 1.34922 | 1.35002 | 4.00 | 9984.00 |
125 | 2010.03.24 18:00 | sell | 63 | 0.10 | 1.33532 | 1.33572 | 1.33492 | ||
126 | 2010.03.24 18:07 | s/l | 63 | 0.10 | 1.33572 | 1.33572 | 1.33492 | -4.00 | 9980.00 |
127 | 2010.03.24 19:00 | buy | 64 | 0.10 | 1.33453 | 1.33413 | 1.33493 | ||
128 | 2010.03.24 19:07 | s/l | 64 | 0.10 | 1.33413 | 1.33413 | 1.33493 | -4.00 | 9976.00 |
129 | 2010.03.24 20:00 | sell | 65 | 0.10 | 1.33375 | 1.33415 | 1.33335 | ||
130 | 2010.03.24 20:15 | t/p | 65 | 0.10 | 1.33335 | 1.33415 | 1.33335 | 4.00 | 9980.00 |
131 | 2010.03.24 21:00 | buy | 66 | 0.10 | 1.33262 | 1.33222 | 1.33302 | ||
132 | 2010.03.24 21:03 | s/l | 66 | 0.10 | 1.33222 | 1.33222 | 1.33302 | -4.00 | 9976.00 |
133 | 2010.03.25 00:00 | sell | 67 | 0.10 | 1.33281 | 1.33321 | 1.33241 | ||
134 | 2010.03.25 00:15 | s/l | 67 | 0.10 | 1.33321 | 1.33321 | 1.33241 | -4.00 | 9972.00 |
135 | 2010.03.25 07:00 | buy | 68 | 0.10 | 1.32991 | 1.32951 | 1.33031 | ||
136 | 2010.03.25 07:15 | t/p | 68 | 0.10 | 1.33031 | 1.32951 | 1.33031 | 4.00 | 9976.00 |
137 | 2010.03.25 08:00 | sell | 69 | 0.10 | 1.33196 | 1.33236 | 1.33156 | ||
138 | 2010.03.25 08:10 | s/l | 69 | 0.10 | 1.33236 | 1.33236 | 1.33156 | -4.00 | 9972.00 |
139 | 2010.03.25 19:00 | buy | 70 | 0.10 | 1.33056 | 1.33016 | 1.33096 | ||
140 | 2010.03.25 19:07 | t/p | 70 | 0.10 | 1.33096 | 1.33016 | 1.33096 | 4.00 | 9976.00 |
141 | 2010.03.26 01:00 | sell | 71 | 0.10 | 1.33054 | 1.33094 | 1.33014 | ||
142 | 2010.03.26 01:10 | s/l | 71 | 0.10 | 1.33094 | 1.33094 | 1.33014 | -4.00 | 9972.00 |