Strategy Tester Report
Sweet_Spot_Extreme
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 | MAGIC_NUMBER=613; MaxTradesPerSymbol=3; Slippage=2; Lots=1; MaximumRisk=0.05; DecreaseFactor=6; Stop=10; MAPeriod=85; CloseMa=70; MinLot=0.1; buyccilevel=-200; sellccilevel=200; price=0; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 249.10 | Gross profit | 555.10 | Gross loss | -306.00 |
| Profit factor | 1.81 | Expected payoff | 10.83 | ||
| Absolute drawdown | 52.70 | Maximal drawdown | 304.00 (2.88%) | Relative drawdown | 2.88% (304.00) |
| Total trades | 23 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 16 (100.00%) |
| Profit trades (% of total) | 21 (91.30%) | Loss trades (% of total) | 2 (8.70%) | ||
| Largest | profit trade | 43.20 | loss trade | -165.00 | |
| Average | profit trade | 26.43 | loss trade | -153.00 | |
| Maximum | consecutive wins (profit in money) | 21 (555.10) | consecutive losses (loss in money) | 2 (-306.00) | |
| Maximal | consecutive profit (count of wins) | 555.10 (21) | consecutive loss (count of losses) | -306.00 (2) | |
| Average | consecutive wins | 21 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.03 07:50 | buy | 1 | 1.00 | 1.36220 | 0.00000 | 0.00000 | ||
| 2 | 2010.03.03 07:52 | buy | 2 | 1.00 | 1.36256 | 0.00000 | 0.00000 | ||
| 3 | 2010.03.03 07:52 | close | 1 | 1.00 | 1.36235 | 0.00000 | 0.00000 | 15.00 | 10015.00 |
| 4 | 2010.03.03 07:55 | buy | 3 | 1.00 | 1.36238 | 0.00000 | 0.00000 | ||
| 5 | 2010.03.03 07:57 | close | 2 | 1.00 | 1.36271 | 0.00000 | 0.00000 | 15.00 | 10030.00 |
| 6 | 2010.03.03 07:59 | close | 3 | 1.00 | 1.36279 | 0.00000 | 0.00000 | 41.00 | 10071.00 |
| 7 | 2010.03.03 08:20 | buy | 4 | 1.00 | 1.36196 | 0.00000 | 0.00000 | ||
| 8 | 2010.03.03 08:22 | buy | 5 | 1.00 | 1.36224 | 0.00000 | 0.00000 | ||
| 9 | 2010.03.03 08:25 | buy | 6 | 0.90 | 1.36210 | 0.00000 | 0.00000 | ||
| 10 | 2010.03.03 08:27 | close | 4 | 1.00 | 1.36231 | 0.00000 | 0.00000 | 35.00 | 10106.00 |
| 11 | 2010.03.03 08:27 | close | 6 | 0.90 | 1.36231 | 0.00000 | 0.00000 | 18.90 | 10124.90 |
| 12 | 2010.03.03 08:32 | buy | 7 | 1.00 | 1.36152 | 0.00000 | 0.00000 | ||
| 13 | 2010.03.03 08:35 | buy | 8 | 0.90 | 1.36163 | 0.00000 | 0.00000 | ||
| 14 | 2010.03.03 08:40 | close | 7 | 1.00 | 1.36177 | 0.00000 | 0.00000 | 25.00 | 10149.90 |
| 15 | 2010.03.03 08:45 | close | 8 | 0.90 | 1.36211 | 0.00000 | 0.00000 | 43.20 | 10193.10 |
| 16 | 2010.03.03 08:50 | close | 5 | 1.00 | 1.36246 | 0.00000 | 0.00000 | 22.00 | 10215.10 |
| 17 | 2010.03.04 04:20 | buy | 9 | 1.00 | 1.36789 | 0.00000 | 0.00000 | ||
| 18 | 2010.03.04 04:22 | close | 9 | 1.00 | 1.36803 | 0.00000 | 0.00000 | 14.00 | 10229.10 |
| 19 | 2010.03.04 04:25 | buy | 10 | 1.00 | 1.36807 | 0.00000 | 0.00000 | ||
| 20 | 2010.03.04 04:27 | close | 10 | 1.00 | 1.36839 | 0.00000 | 0.00000 | 32.00 | 10261.10 |
| 21 | 2010.03.08 09:20 | buy | 11 | 1.00 | 1.36629 | 0.00000 | 0.00000 | ||
| 22 | 2010.03.08 09:22 | close | 11 | 1.00 | 1.36654 | 0.00000 | 0.00000 | 25.00 | 10286.10 |
| 23 | 2010.03.11 01:50 | buy | 12 | 1.00 | 1.36311 | 0.00000 | 0.00000 | ||
| 24 | 2010.03.11 01:52 | buy | 13 | 1.00 | 1.36344 | 0.00000 | 0.00000 | ||
| 25 | 2010.03.11 01:52 | close | 12 | 1.00 | 1.36323 | 0.00000 | 0.00000 | 12.00 | 10298.10 |
| 26 | 2010.03.11 01:55 | buy | 14 | 1.00 | 1.36328 | 0.00000 | 0.00000 | ||
| 27 | 2010.03.11 01:57 | close | 13 | 1.00 | 1.36357 | 0.00000 | 0.00000 | 13.00 | 10311.10 |
| 28 | 2010.03.11 01:59 | buy | 15 | 1.00 | 1.36320 | 0.00000 | 0.00000 | ||
| 29 | 2010.03.11 02:10 | close | 14 | 1.00 | 1.36366 | 0.00000 | 0.00000 | 38.00 | 10349.10 |
| 30 | 2010.03.11 02:12 | close | 15 | 1.00 | 1.36349 | 0.00000 | 0.00000 | 29.00 | 10378.10 |
| 31 | 2010.03.12 02:50 | buy | 16 | 1.00 | 1.36711 | 0.00000 | 0.00000 | ||
| 32 | 2010.03.12 02:57 | close | 16 | 1.00 | 1.36746 | 0.00000 | 0.00000 | 35.00 | 10413.10 |
| 33 | 2010.03.16 01:20 | sell | 17 | 1.00 | 1.36805 | 0.00000 | 0.00000 | ||
| 34 | 2010.03.16 01:25 | sell | 18 | 1.00 | 1.36797 | 0.00000 | 0.00000 | ||
| 35 | 2010.03.16 01:30 | close | 17 | 1.00 | 1.36766 | 0.00000 | 0.00000 | 39.00 | 10452.10 |
| 36 | 2010.03.16 01:32 | close | 18 | 1.00 | 1.36754 | 0.00000 | 0.00000 | 43.00 | 10495.10 |
| 37 | 2010.03.16 02:15 | sell | 19 | 1.00 | 1.36795 | 0.00000 | 0.00000 | ||
| 38 | 2010.03.16 02:20 | sell | 20 | 1.00 | 1.36835 | 0.00000 | 0.00000 | ||
| 39 | 2010.03.16 02:22 | sell | 21 | 1.00 | 1.36809 | 0.00000 | 0.00000 | ||
| 40 | 2010.03.16 02:27 | close | 20 | 1.00 | 1.36803 | 0.00000 | 0.00000 | 32.00 | 10527.10 |
| 41 | 2010.03.16 02:27 | sell | 22 | 1.00 | 1.36815 | 0.00000 | 0.00000 | ||
| 42 | 2010.03.16 02:50 | close | 22 | 1.00 | 1.36801 | 0.00000 | 0.00000 | 14.00 | 10541.10 |
| 43 | 2010.03.16 03:20 | sell | 23 | 1.00 | 1.36876 | 0.00000 | 0.00000 | ||
| 44 | 2010.03.16 03:40 | close | 23 | 1.00 | 1.36862 | 0.00000 | 0.00000 | 14.00 | 10555.10 |
| 45 | 2010.03.16 04:45 | close | 19 | 1.00 | 1.36960 | 0.00000 | 0.00000 | -165.00 | 10390.10 |
| 46 | 2010.03.16 04:47 | close | 21 | 1.00 | 1.36950 | 0.00000 | 0.00000 | -141.00 | 10249.10 |