Strategy Tester Report
TrendFollowerRainbowMethod(yast77)
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 | iBarsAfterSignal=2; iTakeProfit=17; iStopLoss=30; iTrailingStop=45; iStartTradingHour=1; iEndTradingHour=23; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9.10 | Gross profit | 11.90 | Gross loss | -21.00 |
Profit factor | 0.57 | Expected payoff | -0.65 | ||
Absolute drawdown | 9.10 | Maximal drawdown | 11.20 (0.11%) | Relative drawdown | 0.11% (11.20) |
Total trades | 14 | Short positions (won %) | 14 (50.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 7 (50.00%) | Loss trades (% of total) | 7 (50.00%) | ||
Largest | profit trade | 1.70 | loss trade | -3.00 | |
Average | profit trade | 1.70 | loss trade | -3.00 | |
Maximum | consecutive wins (profit in money) | 3 (5.10) | consecutive losses (loss in money) | 3 (-9.00) | |
Maximal | consecutive profit (count of wins) | 5.10 (3) | consecutive loss (count of losses) | -9.00 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.25 19:00 | sell | 1 | 0.10 | 1.33046 | 1.33076 | 1.33029 | ||
2 | 2010.03.25 19:02 | s/l | 1 | 0.10 | 1.33076 | 1.33076 | 1.33029 | -3.00 | 9997.00 |
3 | 2010.03.25 19:02 | sell | 2 | 0.10 | 1.33077 | 1.33107 | 1.33060 | ||
4 | 2010.03.25 19:10 | t/p | 2 | 0.10 | 1.33060 | 1.33107 | 1.33060 | 1.70 | 9998.70 |
5 | 2010.03.25 19:10 | sell | 3 | 0.10 | 1.33018 | 1.33048 | 1.33001 | ||
6 | 2010.03.25 19:15 | t/p | 3 | 0.10 | 1.33001 | 1.33048 | 1.33001 | 1.70 | 10000.40 |
7 | 2010.03.25 19:15 | sell | 4 | 0.10 | 1.32958 | 1.32988 | 1.32941 | ||
8 | 2010.03.25 19:20 | t/p | 4 | 0.10 | 1.32941 | 1.32988 | 1.32941 | 1.70 | 10002.10 |
9 | 2010.03.25 19:20 | sell | 5 | 0.10 | 1.32879 | 1.32909 | 1.32862 | ||
10 | 2010.03.25 19:22 | s/l | 5 | 0.10 | 1.32909 | 1.32909 | 1.32862 | -3.00 | 9999.10 |
11 | 2010.03.25 19:22 | sell | 6 | 0.10 | 1.32919 | 1.32949 | 1.32902 | ||
12 | 2010.03.25 19:27 | s/l | 6 | 0.10 | 1.32949 | 1.32949 | 1.32902 | -3.00 | 9996.10 |
13 | 2010.03.25 19:27 | sell | 7 | 0.10 | 1.32958 | 1.32988 | 1.32941 | ||
14 | 2010.03.25 19:27 | t/p | 7 | 0.10 | 1.32941 | 1.32988 | 1.32941 | 1.70 | 9997.80 |
15 | 2010.03.25 19:27 | sell | 8 | 0.10 | 1.32929 | 1.32959 | 1.32912 | ||
16 | 2010.03.25 19:32 | s/l | 8 | 0.10 | 1.32959 | 1.32959 | 1.32912 | -3.00 | 9994.80 |
17 | 2010.03.25 19:32 | sell | 9 | 0.10 | 1.32976 | 1.33006 | 1.32959 | ||
18 | 2010.03.25 19:40 | t/p | 9 | 0.10 | 1.32959 | 1.33006 | 1.32959 | 1.70 | 9996.50 |
19 | 2010.03.25 19:40 | sell | 10 | 0.10 | 1.32938 | 1.32968 | 1.32921 | ||
20 | 2010.03.25 19:45 | t/p | 10 | 0.10 | 1.32921 | 1.32968 | 1.32921 | 1.70 | 9998.20 |
21 | 2010.03.25 19:45 | sell | 11 | 0.10 | 1.32900 | 1.32930 | 1.32883 | ||
22 | 2010.03.25 19:50 | t/p | 11 | 0.10 | 1.32883 | 1.32930 | 1.32883 | 1.70 | 9999.90 |
23 | 2010.03.25 19:50 | sell | 12 | 0.10 | 1.32849 | 1.32879 | 1.32832 | ||
24 | 2010.03.25 19:52 | s/l | 12 | 0.10 | 1.32879 | 1.32879 | 1.32832 | -3.00 | 9996.90 |
25 | 2010.03.25 19:52 | sell | 13 | 0.10 | 1.32874 | 1.32904 | 1.32857 | ||
26 | 2010.03.25 19:57 | s/l | 13 | 0.10 | 1.32904 | 1.32904 | 1.32857 | -3.00 | 9993.90 |
27 | 2010.03.25 19:57 | sell | 14 | 0.10 | 1.32900 | 1.32930 | 1.32883 | ||
28 | 2010.03.25 20:10 | s/l | 14 | 0.10 | 1.32930 | 1.32930 | 1.32883 | -3.00 | 9990.90 |