Strategy Tester Report
Test EA Mouteki Bens mod1
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 | AlertsOn=false; MultiPositions=false; ProfitToMoveSL=40; PositiveSL=10; SL_Offset=0; TP_Offset=0; Comments=true; TrendLine=true; TrendLineStyle=0; TrendLineWidth=1; UpperTrendLineColour=LimeGreen; LowerTrendLineColour=Red; ProjectionLines=true; ProjectionLinesStyle=2; ProjectionLinesWidth=1; UpperProjectionLineColour=LimeGreen; LowerProjectionLineColour=Red; HorizontLine=true; Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -740.07 | Gross profit | 634.70 | Gross loss | -1374.77 |
| Profit factor | 0.46 | Expected payoff | -32.18 | ||
| Absolute drawdown | 863.07 | Maximal drawdown | 1041.07 (10.23%) | Relative drawdown | 10.23% (1041.07) |
| Total trades | 23 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 12 (50.00%) |
| Profit trades (% of total) | 12 (52.17%) | Loss trades (% of total) | 11 (47.83%) | ||
| Largest | profit trade | 281.92 | loss trade | -261.40 | |
| Average | profit trade | 52.89 | loss trade | -124.98 | |
| Maximum | consecutive wins (profit in money) | 4 (58.10) | consecutive losses (loss in money) | 3 (-327.27) | |
| Maximal | consecutive profit (count of wins) | 281.92 (1) | consecutive loss (count of losses) | -327.27 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 08:00 | sell | 1 | 0.20 | 1.35970 | 1.36409 | 1.34691 | ||
| 2 | 2010.03.01 10:10 | s/l | 1 | 0.20 | 1.36409 | 1.36409 | 1.34691 | -87.80 | 9912.20 |
| 3 | 2010.03.01 12:00 | sell | 2 | 0.20 | 1.35939 | 1.36378 | 1.34660 | ||
| 4 | 2010.03.01 16:00 | modify | 2 | 0.20 | 1.35939 | 1.35929 | 1.34660 | ||
| 5 | 2010.03.01 16:00 | modify | 2 | 0.20 | 1.35939 | 1.35497 | 1.33779 | ||
| 6 | 2010.03.01 19:40 | s/l | 2 | 0.20 | 1.35497 | 1.35497 | 1.33779 | 88.40 | 10000.60 |
| 7 | 2010.03.02 00:00 | buy | 3 | 0.20 | 1.35690 | 1.34892 | 1.38031 | ||
| 8 | 2010.03.02 08:00 | modify | 3 | 0.20 | 1.35690 | 1.34383 | 1.37522 | ||
| 9 | 2010.03.02 10:20 | s/l | 3 | 0.20 | 1.34383 | 1.34383 | 1.37522 | -261.40 | 9739.20 |
| 10 | 2010.03.02 12:00 | buy | 4 | 0.20 | 1.35290 | 1.34492 | 1.37631 | ||
| 11 | 2010.03.02 16:00 | modify | 4 | 0.20 | 1.35290 | 1.35300 | 1.37631 | ||
| 12 | 2010.03.02 16:15 | s/l | 4 | 0.20 | 1.35300 | 1.35300 | 1.37631 | 2.00 | 9741.20 |
| 13 | 2010.03.02 20:00 | buy | 5 | 0.20 | 1.36151 | 1.35353 | 1.38492 | ||
| 14 | 2010.03.03 00:00 | sell | 6 | 0.20 | 1.36074 | 1.36513 | 1.34795 | ||
| 15 | 2010.03.03 01:37 | s/l | 6 | 0.20 | 1.36513 | 1.36513 | 1.34795 | -87.80 | 9653.40 |
| 16 | 2010.03.03 04:00 | modify | 5 | 0.20 | 1.36151 | 1.36161 | 1.38492 | ||
| 17 | 2010.03.03 08:32 | s/l | 5 | 0.20 | 1.36161 | 1.36161 | 1.38492 | 1.86 | 9655.26 |
| 18 | 2010.03.04 16:00 | sell | 7 | 0.20 | 1.36368 | 1.36807 | 1.35089 | ||
| 19 | 2010.03.04 20:00 | modify | 7 | 0.20 | 1.36368 | 1.36358 | 1.35089 | ||
| 20 | 2010.03.05 00:00 | buy | 8 | 0.20 | 1.35797 | 1.34999 | 1.38138 | ||
| 21 | 2010.03.05 04:00 | modify | 8 | 0.20 | 1.35797 | 1.35807 | 1.38138 | ||
| 22 | 2010.03.05 07:15 | s/l | 8 | 0.20 | 1.35807 | 1.35807 | 1.38138 | 2.00 | 9657.26 |
| 23 | 2010.03.05 16:00 | modify | 7 | 0.20 | 1.36368 | 1.36106 | 1.34388 | ||
| 24 | 2010.03.05 16:45 | s/l | 7 | 0.20 | 1.36106 | 1.36106 | 1.34388 | 52.24 | 9709.50 |
| 25 | 2010.03.08 00:00 | buy | 9 | 0.20 | 1.36431 | 1.35633 | 1.38772 | ||
| 26 | 2010.03.08 04:00 | modify | 9 | 0.20 | 1.36431 | 1.36441 | 1.38772 | ||
| 27 | 2010.03.08 11:20 | s/l | 9 | 0.20 | 1.36441 | 1.36441 | 1.38772 | 2.00 | 9711.50 |
| 28 | 2010.03.09 00:00 | buy | 10 | 0.20 | 1.36284 | 1.35486 | 1.38625 | ||
| 29 | 2010.03.09 14:20 | s/l | 10 | 0.20 | 1.35486 | 1.35486 | 1.38625 | -159.60 | 9551.90 |
| 30 | 2010.03.10 08:00 | sell | 11 | 0.20 | 1.35823 | 1.36262 | 1.34544 | ||
| 31 | 2010.03.10 15:20 | s/l | 11 | 0.20 | 1.36262 | 1.36262 | 1.34544 | -87.80 | 9464.10 |
| 32 | 2010.03.11 00:00 | buy | 12 | 0.10 | 1.36567 | 1.35769 | 1.38908 | ||
| 33 | 2010.03.11 04:00 | modify | 12 | 0.10 | 1.36567 | 1.35626 | 1.38765 | ||
| 34 | 2010.03.11 16:00 | sell | 13 | 0.10 | 1.36360 | 1.36799 | 1.35081 | ||
| 35 | 2010.03.11 16:46 | s/l | 13 | 0.10 | 1.36799 | 1.36799 | 1.35081 | -43.90 | 9420.20 |
| 36 | 2010.03.11 20:00 | modify | 12 | 0.10 | 1.36567 | 1.36577 | 1.38765 | ||
| 37 | 2010.03.12 00:00 | modify | 12 | 0.10 | 1.36567 | 1.35975 | 1.39114 | ||
| 38 | 2010.03.12 04:00 | modify | 12 | 0.10 | 1.36567 | 1.36577 | 1.39114 | ||
| 39 | 2010.03.15 04:00 | sell | 14 | 0.10 | 1.37388 | 1.37827 | 1.36109 | ||
| 40 | 2010.03.15 12:00 | modify | 14 | 0.10 | 1.37388 | 1.37378 | 1.36109 | ||
| 41 | 2010.03.15 16:00 | modify | 14 | 0.10 | 1.37388 | 1.37286 | 1.35568 | ||
| 42 | 2010.03.15 16:20 | s/l | 12 | 0.10 | 1.36577 | 1.36577 | 1.39114 | 0.86 | 9421.06 |
| 43 | 2010.03.16 12:33 | s/l | 14 | 0.10 | 1.37286 | 1.37286 | 1.35568 | 10.12 | 9431.18 |
| 44 | 2010.03.17 16:00 | sell | 15 | 0.20 | 1.37492 | 1.37931 | 1.36213 | ||
| 45 | 2010.03.18 00:00 | modify | 15 | 0.20 | 1.37492 | 1.37482 | 1.36213 | ||
| 46 | 2010.03.18 00:00 | modify | 15 | 0.20 | 1.37492 | 1.37798 | 1.36080 | ||
| 47 | 2010.03.18 04:00 | modify | 15 | 0.20 | 1.37492 | 1.37482 | 1.36080 | ||
| 48 | 2010.03.18 04:00 | buy | 16 | 0.20 | 1.37260 | 1.36462 | 1.39601 | ||
| 49 | 2010.03.18 16:10 | s/l | 16 | 0.20 | 1.36462 | 1.36462 | 1.39601 | -159.60 | 9271.58 |
| 50 | 2010.03.18 16:20 | t/p | 15 | 0.20 | 1.36080 | 1.37482 | 1.36080 | 281.92 | 9553.50 |
| 51 | 2010.03.23 00:00 | buy | 17 | 0.20 | 1.35590 | 1.34792 | 1.37931 | ||
| 52 | 2010.03.23 12:00 | sell | 18 | 0.20 | 1.35052 | 1.35491 | 1.33773 | ||
| 53 | 2010.03.23 12:50 | s/l | 17 | 0.20 | 1.34792 | 1.34792 | 1.37931 | -159.60 | 9393.90 |
| 54 | 2010.03.23 15:20 | s/l | 18 | 0.20 | 1.35491 | 1.35491 | 1.33773 | -87.80 | 9306.10 |
| 55 | 2010.03.23 16:00 | buy | 19 | 0.10 | 1.35341 | 1.34543 | 1.37682 | ||
| 56 | 2010.03.24 02:20 | s/l | 19 | 0.10 | 1.34543 | 1.34543 | 1.37682 | -79.87 | 9226.23 |
| 57 | 2010.03.24 08:00 | sell | 20 | 0.10 | 1.34306 | 1.34745 | 1.33027 | ||
| 58 | 2010.03.24 12:00 | modify | 20 | 0.10 | 1.34306 | 1.34296 | 1.33027 | ||
| 59 | 2010.03.25 06:15 | t/p | 20 | 0.10 | 1.33027 | 1.34296 | 1.33027 | 127.66 | 9353.89 |
| 60 | 2010.03.25 12:00 | buy | 21 | 0.20 | 1.33621 | 1.32823 | 1.35962 | ||
| 61 | 2010.03.25 18:50 | s/l | 21 | 0.20 | 1.32823 | 1.32823 | 1.35962 | -159.60 | 9194.29 |
| 62 | 2010.03.25 20:00 | sell | 22 | 0.20 | 1.32896 | 1.33335 | 1.31617 | ||
| 63 | 2010.03.26 00:00 | modify | 22 | 0.20 | 1.32896 | 1.32886 | 1.31617 | ||
| 64 | 2010.03.26 00:35 | s/l | 22 | 0.20 | 1.32886 | 1.32886 | 1.31617 | 1.84 | 9196.13 |
| 65 | 2010.03.26 12:00 | buy | 23 | 0.20 | 1.33758 | 1.32960 | 1.36099 | ||
| 66 | 2010.03.26 16:00 | modify | 23 | 0.20 | 1.33758 | 1.33768 | 1.36099 | ||
| 67 | 2010.03.26 21:57 | close at stop | 23 | 0.20 | 1.34077 | 1.33768 | 1.36099 | 63.80 | 9259.93 |