Strategy Tester Report
ytg_2MA_4Level
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 | _____1_____=""Òîðãîâûå"; _=130; _=1000; =1; _____2_____=""Íàñòðîéêè"; _=1; __=14; __=2; ___=4; __=180; __=2; ___=4; _____3_____=""Íàñòðîéêè"; _1=500; _2=250; _1=500; _2=250; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1232.80 | Gross profit | 2854.70 | Gross loss | -4087.50 |
| Profit factor | 0.70 | Expected payoff | -47.42 | ||
| Absolute drawdown | 2444.20 | Maximal drawdown | 2525.20 (25.05%) | Relative drawdown | 25.05% (2525.20) |
| Total trades | 26 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 22 (84.62%) | Loss trades (% of total) | 4 (15.38%) | ||
| Largest | profit trade | 130.00 | loss trade | -1023.10 | |
| Average | profit trade | 129.76 | loss trade | -1021.88 | |
| Maximum | consecutive wins (profit in money) | 7 (908.40) | consecutive losses (loss in money) | 1 (-1023.10) | |
| Maximal | consecutive profit (count of wins) | 908.40 (7) | consecutive loss (count of losses) | -1023.10 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 11:00 | buy | 1 | 1.00 | 1.36399 | 1.35378 | 1.36529 | ||
| 2 | 2010.03.01 12:50 | s/l | 1 | 1.00 | 1.35378 | 1.35378 | 1.36529 | -1021.00 | 8979.00 |
| 3 | 2010.03.01 14:00 | sell | 2 | 1.00 | 1.35069 | 1.36090 | 1.34939 | ||
| 4 | 2010.03.01 16:15 | t/p | 2 | 1.00 | 1.34939 | 1.36090 | 1.34939 | 130.00 | 9109.00 |
| 5 | 2010.03.03 05:00 | buy | 3 | 1.00 | 1.36351 | 1.35330 | 1.36481 | ||
| 6 | 2010.03.03 06:10 | t/p | 3 | 1.00 | 1.36481 | 1.35330 | 1.36481 | 130.00 | 9239.00 |
| 7 | 2010.03.03 14:00 | buy | 4 | 1.00 | 1.36243 | 1.35222 | 1.36373 | ||
| 8 | 2010.03.03 14:10 | t/p | 4 | 1.00 | 1.36373 | 1.35222 | 1.36373 | 130.00 | 9369.00 |
| 9 | 2010.03.03 14:10 | buy | 5 | 1.00 | 1.36403 | 1.35382 | 1.36533 | ||
| 10 | 2010.03.03 14:20 | t/p | 5 | 1.00 | 1.36533 | 1.35382 | 1.36533 | 130.00 | 9499.00 |
| 11 | 2010.03.03 14:20 | buy | 6 | 1.00 | 1.36604 | 1.35583 | 1.36734 | ||
| 12 | 2010.03.03 14:37 | t/p | 6 | 1.00 | 1.36734 | 1.35583 | 1.36734 | 130.00 | 9629.00 |
| 13 | 2010.03.03 14:37 | buy | 7 | 1.00 | 1.36761 | 1.35740 | 1.36891 | ||
| 14 | 2010.03.03 16:50 | t/p | 7 | 1.00 | 1.36891 | 1.35740 | 1.36891 | 130.00 | 9759.00 |
| 15 | 2010.03.03 20:00 | buy | 8 | 1.00 | 1.37234 | 1.36213 | 1.37364 | ||
| 16 | 2010.03.04 16:15 | s/l | 8 | 1.00 | 1.36213 | 1.36213 | 1.37364 | -1023.10 | 8735.90 |
| 17 | 2010.03.04 17:00 | sell | 9 | 1.00 | 1.36061 | 1.37082 | 1.35931 | ||
| 18 | 2010.03.04 17:40 | t/p | 9 | 1.00 | 1.35931 | 1.37082 | 1.35931 | 130.00 | 8865.90 |
| 19 | 2010.03.04 17:40 | sell | 10 | 1.00 | 1.35875 | 1.36896 | 1.35745 | ||
| 20 | 2010.03.04 17:45 | t/p | 10 | 1.00 | 1.35745 | 1.36896 | 1.35745 | 130.00 | 8995.90 |
| 21 | 2010.03.04 17:45 | sell | 11 | 1.00 | 1.35718 | 1.36739 | 1.35588 | ||
| 22 | 2010.03.04 17:50 | t/p | 11 | 1.00 | 1.35588 | 1.36739 | 1.35588 | 130.00 | 9125.90 |
| 23 | 2010.03.04 17:50 | sell | 12 | 1.00 | 1.35509 | 1.36530 | 1.35379 | ||
| 24 | 2010.03.05 14:50 | t/p | 12 | 1.00 | 1.35379 | 1.36530 | 1.35379 | 129.20 | 9255.10 |
| 25 | 2010.03.08 02:00 | buy | 13 | 1.00 | 1.36591 | 1.35570 | 1.36721 | ||
| 26 | 2010.03.08 02:50 | t/p | 13 | 1.00 | 1.36721 | 1.35570 | 1.36721 | 130.00 | 9385.10 |
| 27 | 2010.03.08 02:50 | buy | 14 | 1.00 | 1.36746 | 1.35725 | 1.36876 | ||
| 28 | 2010.03.08 03:20 | t/p | 14 | 1.00 | 1.36876 | 1.35725 | 1.36876 | 130.00 | 9515.10 |
| 29 | 2010.03.08 09:00 | buy | 15 | 1.00 | 1.36872 | 1.35851 | 1.37002 | ||
| 30 | 2010.03.09 09:50 | s/l | 15 | 1.00 | 1.35851 | 1.35851 | 1.37002 | -1021.70 | 8493.40 |
| 31 | 2010.03.09 16:00 | sell | 16 | 1.00 | 1.35769 | 1.36790 | 1.35639 | ||
| 32 | 2010.03.10 08:45 | t/p | 16 | 1.00 | 1.35639 | 1.36790 | 1.35639 | 129.20 | 8622.60 |
| 33 | 2010.03.10 18:00 | buy | 17 | 1.00 | 1.36590 | 1.35569 | 1.36720 | ||
| 34 | 2010.03.11 14:32 | t/p | 17 | 1.00 | 1.36720 | 1.35569 | 1.36720 | 127.90 | 8750.50 |
| 35 | 2010.03.12 02:00 | buy | 18 | 1.00 | 1.36836 | 1.35815 | 1.36966 | ||
| 36 | 2010.03.12 06:15 | t/p | 18 | 1.00 | 1.36966 | 1.35815 | 1.36966 | 130.00 | 8880.50 |
| 37 | 2010.03.12 13:00 | buy | 19 | 1.00 | 1.37767 | 1.36746 | 1.37897 | ||
| 38 | 2010.03.15 16:10 | s/l | 19 | 1.00 | 1.36746 | 1.36746 | 1.37897 | -1021.70 | 7858.80 |
| 39 | 2010.03.16 00:00 | sell | 20 | 1.00 | 1.36726 | 1.37747 | 1.36596 | ||
| 40 | 2010.03.16 08:50 | t/p | 20 | 1.00 | 1.36596 | 1.37747 | 1.36596 | 130.00 | 7988.80 |
| 41 | 2010.03.16 18:00 | buy | 21 | 1.00 | 1.37563 | 1.36542 | 1.37693 | ||
| 42 | 2010.03.16 19:20 | t/p | 21 | 1.00 | 1.37693 | 1.36542 | 1.37693 | 130.00 | 8118.80 |
| 43 | 2010.03.18 11:00 | sell | 22 | 1.00 | 1.36898 | 1.37919 | 1.36768 | ||
| 44 | 2010.03.18 11:37 | t/p | 22 | 1.00 | 1.36768 | 1.37919 | 1.36768 | 130.00 | 8248.80 |
| 45 | 2010.03.18 11:37 | sell | 23 | 1.00 | 1.36742 | 1.37763 | 1.36612 | ||
| 46 | 2010.03.18 14:02 | t/p | 23 | 1.00 | 1.36612 | 1.37763 | 1.36612 | 130.00 | 8378.80 |
| 47 | 2010.03.18 18:00 | sell | 24 | 1.00 | 1.36040 | 1.37061 | 1.35910 | ||
| 48 | 2010.03.19 09:50 | t/p | 24 | 1.00 | 1.35910 | 1.37061 | 1.35910 | 129.20 | 8508.00 |
| 49 | 2010.03.19 15:00 | sell | 25 | 1.00 | 1.35380 | 1.36401 | 1.35250 | ||
| 50 | 2010.03.19 15:20 | t/p | 25 | 1.00 | 1.35250 | 1.36401 | 1.35250 | 130.00 | 8638.00 |
| 51 | 2010.03.19 15:20 | sell | 26 | 1.00 | 1.35121 | 1.36142 | 1.34991 | ||
| 52 | 2010.03.22 13:45 | t/p | 26 | 1.00 | 1.34991 | 1.36142 | 1.34991 | 129.20 | 8767.20 |