Strategy Tester Report
wajdyss_MA_expert_v3
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 | ModeNote=""0"; PriceNote=""0Close,"; FastMA=10; FastMode=1; FastShift=0; FastPrice=0; SlowMA=20; SlowMode=1; SlowShift=0; SlowPrice=0; TakeProfit=100; StopLoss=50; TrailingStop=0; AutoClose=true; FirstLots=0.1; Management=true; Balance=1000; MagicNumber=2009; TextSize=14; TextColor1=Black; TextColor2=Blue; TextColor3=Red; TextColor4=Black; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -492.00 | Gross profit | 285.00 | Gross loss | -777.00 |
Profit factor | 0.37 | Expected payoff | -25.89 | ||
Absolute drawdown | 576.45 | Maximal drawdown | 576.45 (5.76%) | Relative drawdown | 5.76% (576.45) |
Total trades | 19 | Short positions (won %) | 10 (0.00%) | Long positions (won %) | 9 (33.33%) |
Profit trades (% of total) | 3 (15.79%) | Loss trades (% of total) | 16 (84.21%) | ||
Largest | profit trade | 95.00 | loss trade | -50.00 | |
Average | profit trade | 95.00 | loss trade | -48.56 | |
Maximum | consecutive wins (profit in money) | 1 (95.00) | consecutive losses (loss in money) | 11 (-537.50) | |
Maximal | consecutive profit (count of wins) | 95.00 (1) | consecutive loss (count of losses) | -537.50 (11) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 13:00 | sell | 1 | 1.00 | 1.35418 | 1.35468 | 1.35318 | ||
2 | 2010.03.01 13:02 | s/l | 1 | 1.00 | 1.35468 | 1.35468 | 1.35318 | -50.00 | 9950.00 |
3 | 2010.03.01 13:02 | sell | 2 | 1.00 | 1.35486 | 1.35536 | 1.35386 | ||
4 | 2010.03.01 13:07 | s/l | 2 | 1.00 | 1.35536 | 1.35536 | 1.35386 | -50.00 | 9900.00 |
5 | 2010.03.02 17:00 | buy | 3 | 0.99 | 1.35610 | 1.35560 | 1.35710 | ||
6 | 2010.03.02 17:02 | s/l | 3 | 0.99 | 1.35560 | 1.35560 | 1.35710 | -49.50 | 9850.50 |
7 | 2010.03.02 17:02 | buy | 4 | 0.99 | 1.35290 | 1.35240 | 1.35390 | ||
8 | 2010.03.02 17:07 | s/l | 4 | 0.99 | 1.35240 | 1.35240 | 1.35390 | -49.50 | 9801.00 |
9 | 2010.03.04 11:00 | sell | 5 | 0.98 | 1.36488 | 1.36538 | 1.36388 | ||
10 | 2010.03.04 11:10 | s/l | 5 | 0.98 | 1.36538 | 1.36538 | 1.36388 | -49.00 | 9752.00 |
11 | 2010.03.04 13:00 | buy | 6 | 0.98 | 1.36809 | 1.36759 | 1.36909 | ||
12 | 2010.03.04 13:32 | s/l | 6 | 0.98 | 1.36759 | 1.36759 | 1.36909 | -49.00 | 9703.00 |
13 | 2010.03.04 16:00 | sell | 7 | 0.97 | 1.36368 | 1.36418 | 1.36268 | ||
14 | 2010.03.04 16:02 | s/l | 7 | 0.97 | 1.36418 | 1.36418 | 1.36268 | -48.50 | 9654.50 |
15 | 2010.03.04 16:02 | sell | 8 | 0.97 | 1.36401 | 1.36451 | 1.36301 | ||
16 | 2010.03.04 16:07 | s/l | 8 | 0.97 | 1.36451 | 1.36451 | 1.36301 | -48.50 | 9606.00 |
17 | 2010.03.05 21:00 | buy | 9 | 0.96 | 1.36260 | 1.36210 | 1.36360 | ||
18 | 2010.03.05 21:20 | s/l | 9 | 0.96 | 1.36210 | 1.36210 | 1.36360 | -48.00 | 9558.00 |
19 | 2010.03.08 20:00 | sell | 10 | 0.96 | 1.36285 | 1.36335 | 1.36185 | ||
20 | 2010.03.08 20:20 | s/l | 10 | 0.96 | 1.36335 | 1.36335 | 1.36185 | -48.00 | 9510.00 |
21 | 2010.03.10 15:00 | buy | 11 | 0.95 | 1.36175 | 1.36125 | 1.36275 | ||
22 | 2010.03.10 15:02 | s/l | 11 | 0.95 | 1.36125 | 1.36125 | 1.36275 | -47.50 | 9462.50 |
23 | 2010.03.10 15:02 | buy | 12 | 0.95 | 1.36100 | 1.36050 | 1.36200 | ||
24 | 2010.03.10 15:15 | t/p | 12 | 0.95 | 1.36200 | 1.36050 | 1.36200 | 95.00 | 9557.50 |
25 | 2010.03.15 11:00 | sell | 13 | 0.96 | 1.37072 | 1.37122 | 1.36972 | ||
26 | 2010.03.15 11:03 | s/l | 13 | 0.96 | 1.37122 | 1.37122 | 1.36972 | -48.00 | 9509.50 |
27 | 2010.03.15 11:03 | sell | 14 | 0.95 | 1.37134 | 1.37184 | 1.37034 | ||
28 | 2010.03.15 11:10 | s/l | 14 | 0.95 | 1.37184 | 1.37184 | 1.37034 | -47.50 | 9462.00 |
29 | 2010.03.16 14:00 | buy | 15 | 0.95 | 1.37201 | 1.37151 | 1.37301 | ||
30 | 2010.03.16 14:20 | t/p | 15 | 0.95 | 1.37301 | 1.37151 | 1.37301 | 95.00 | 9557.00 |
31 | 2010.03.17 21:00 | sell | 16 | 0.96 | 1.37396 | 1.37446 | 1.37296 | ||
32 | 2010.03.17 21:10 | s/l | 16 | 0.96 | 1.37446 | 1.37446 | 1.37296 | -48.00 | 9509.00 |
33 | 2010.03.22 20:00 | buy | 17 | 0.95 | 1.35447 | 1.35397 | 1.35547 | ||
34 | 2010.03.22 21:40 | t/p | 17 | 0.95 | 1.35547 | 1.35397 | 1.35547 | 95.00 | 9604.00 |
35 | 2010.03.23 09:00 | sell | 18 | 0.96 | 1.35103 | 1.35153 | 1.35003 | ||
36 | 2010.03.23 09:15 | s/l | 18 | 0.96 | 1.35153 | 1.35153 | 1.35003 | -48.00 | 9556.00 |
37 | 2010.03.26 07:00 | buy | 19 | 0.96 | 1.33491 | 1.33441 | 1.33591 | ||
38 | 2010.03.26 07:15 | s/l | 19 | 0.96 | 1.33441 | 1.33441 | 1.33591 | -48.00 | 9508.00 |