Strategy Tester Report
ytg_Parabolic_exp
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 | timeframe=240; step=0.009; maximum=0.2; StopLoss=500; TakeProfit=500; Lotsi=0.1; MagicNumber=28081975; Slippage=30; NumberOfTry=5; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 0.00 | Gross profit | 150.00 | Gross loss | -150.00 |
| Profit factor | 1.00 | Expected payoff | 0.00 | ||
| Absolute drawdown | 3.10 | Maximal drawdown | 151.50 (1.49%) | Relative drawdown | 1.49% (151.50) |
| Total trades | 6 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
| Largest | profit trade | 50.00 | loss trade | -50.00 | |
| Average | profit trade | 50.00 | loss trade | -50.00 | |
| Maximum | consecutive wins (profit in money) | 3 (150.00) | consecutive losses (loss in money) | 3 (-150.00) | |
| Maximal | consecutive profit (count of wins) | 150.00 (3) | consecutive loss (count of losses) | -150.00 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 00:00 | buy limit | 1 | 0.10 | 1.00000 | 0.99500 | 1.00500 | ||
| 2 | 2010.03.01 04:00 | modify | 1 | 0.10 | 1.34571 | 1.34071 | 1.35071 | ||
| 3 | 2010.03.01 08:00 | modify | 1 | 0.10 | 1.34592 | 1.34092 | 1.35092 | ||
| 4 | 2010.03.01 12:00 | modify | 1 | 0.10 | 1.34612 | 1.34112 | 1.35112 | ||
| 5 | 2010.03.01 16:00 | modify | 1 | 0.10 | 1.34632 | 1.34132 | 1.35132 | ||
| 6 | 2010.03.01 16:37 | buy | 1 | 0.10 | 1.34632 | 1.34132 | 1.35132 | ||
| 7 | 2010.03.01 17:20 | t/p | 1 | 0.10 | 1.35132 | 1.34132 | 1.35132 | 50.00 | 10050.00 |
| 8 | 2010.03.01 20:00 | sell limit | 2 | 0.10 | 1.36812 | 1.37312 | 1.36312 | ||
| 9 | 2010.03.02 00:00 | modify | 2 | 0.10 | 1.36792 | 1.37292 | 1.36292 | ||
| 10 | 2010.03.02 04:00 | modify | 2 | 0.10 | 1.36772 | 1.37272 | 1.36272 | ||
| 11 | 2010.03.02 08:00 | modify | 2 | 0.10 | 1.36753 | 1.37253 | 1.36253 | ||
| 12 | 2010.03.02 12:00 | modify | 2 | 0.10 | 1.36709 | 1.37209 | 1.36209 | ||
| 13 | 2010.03.02 16:00 | modify | 2 | 0.10 | 1.36667 | 1.37167 | 1.36167 | ||
| 14 | 2010.03.02 20:00 | modify | 2 | 0.10 | 1.36625 | 1.37125 | 1.36125 | ||
| 15 | 2010.03.03 00:00 | modify | 2 | 0.10 | 1.36584 | 1.37084 | 1.36084 | ||
| 16 | 2010.03.03 04:00 | modify | 2 | 0.10 | 1.36543 | 1.37043 | 1.36043 | ||
| 17 | 2010.03.03 06:16 | sell | 2 | 0.10 | 1.36543 | 1.37043 | 1.36043 | ||
| 18 | 2010.03.03 08:00 | buy limit | 3 | 0.10 | 1.34359 | 1.33859 | 1.34859 | ||
| 19 | 2010.03.03 09:20 | t/p | 2 | 0.10 | 1.36043 | 1.37043 | 1.36043 | 50.00 | 10100.00 |
| 20 | 2010.03.03 12:00 | modify | 3 | 0.10 | 1.34400 | 1.33900 | 1.34900 | ||
| 21 | 2010.03.03 16:00 | modify | 3 | 0.10 | 1.34463 | 1.33963 | 1.34963 | ||
| 22 | 2010.03.03 20:00 | modify | 3 | 0.10 | 1.34567 | 1.34067 | 1.35067 | ||
| 23 | 2010.03.04 00:00 | modify | 3 | 0.10 | 1.34668 | 1.34168 | 1.35168 | ||
| 24 | 2010.03.04 04:00 | modify | 3 | 0.10 | 1.34764 | 1.34264 | 1.35264 | ||
| 25 | 2010.03.04 08:00 | modify | 3 | 0.10 | 1.34858 | 1.34358 | 1.35358 | ||
| 26 | 2010.03.04 12:00 | modify | 3 | 0.10 | 1.34948 | 1.34448 | 1.35448 | ||
| 27 | 2010.03.04 16:00 | modify | 3 | 0.10 | 1.35034 | 1.34534 | 1.35534 | ||
| 28 | 2010.03.04 20:00 | modify | 3 | 0.10 | 1.35118 | 1.34618 | 1.35618 | ||
| 29 | 2010.03.05 00:00 | modify | 3 | 0.10 | 1.35199 | 1.34699 | 1.35699 | ||
| 30 | 2010.03.05 04:00 | modify | 3 | 0.10 | 1.35276 | 1.34776 | 1.35776 | ||
| 31 | 2010.03.05 08:00 | modify | 3 | 0.10 | 1.35351 | 1.34851 | 1.35851 | ||
| 32 | 2010.03.05 12:00 | modify | 3 | 0.10 | 1.35423 | 1.34923 | 1.35923 | ||
| 33 | 2010.03.05 14:50 | buy | 3 | 0.10 | 1.35423 | 1.34923 | 1.35923 | ||
| 34 | 2010.03.05 16:00 | sell limit | 4 | 0.10 | 1.37338 | 1.37838 | 1.36838 | ||
| 35 | 2010.03.05 16:20 | t/p | 3 | 0.10 | 1.35923 | 1.34923 | 1.35923 | 50.00 | 10150.00 |
| 36 | 2010.03.05 20:00 | modify | 4 | 0.10 | 1.37320 | 1.37820 | 1.36820 | ||
| 37 | 2010.03.08 00:00 | modify | 4 | 0.10 | 1.37302 | 1.37802 | 1.36802 | ||
| 38 | 2010.03.08 04:00 | modify | 4 | 0.10 | 1.37284 | 1.37784 | 1.36784 | ||
| 39 | 2010.03.08 08:00 | modify | 4 | 0.10 | 1.37266 | 1.37766 | 1.36766 | ||
| 40 | 2010.03.08 12:00 | modify | 4 | 0.10 | 1.37248 | 1.37748 | 1.36748 | ||
| 41 | 2010.03.08 16:00 | modify | 4 | 0.10 | 1.37231 | 1.37731 | 1.36731 | ||
| 42 | 2010.03.08 20:00 | modify | 4 | 0.10 | 1.37213 | 1.37713 | 1.36713 | ||
| 43 | 2010.03.09 00:00 | modify | 4 | 0.10 | 1.37196 | 1.37696 | 1.36696 | ||
| 44 | 2010.03.09 04:00 | modify | 4 | 0.10 | 1.37179 | 1.37679 | 1.36679 | ||
| 45 | 2010.03.09 08:00 | modify | 4 | 0.10 | 1.37162 | 1.37662 | 1.36662 | ||
| 46 | 2010.03.09 12:00 | modify | 4 | 0.10 | 1.37146 | 1.37646 | 1.36646 | ||
| 47 | 2010.03.09 16:00 | modify | 4 | 0.10 | 1.37129 | 1.37629 | 1.36629 | ||
| 48 | 2010.03.09 20:00 | modify | 4 | 0.10 | 1.37112 | 1.37612 | 1.36612 | ||
| 49 | 2010.03.10 00:00 | modify | 4 | 0.10 | 1.37096 | 1.37596 | 1.36596 | ||
| 50 | 2010.03.10 04:00 | modify | 4 | 0.10 | 1.37080 | 1.37580 | 1.36580 | ||
| 51 | 2010.03.10 08:00 | modify | 4 | 0.10 | 1.37064 | 1.37564 | 1.36564 | ||
| 52 | 2010.03.10 12:00 | modify | 4 | 0.10 | 1.37048 | 1.37548 | 1.36548 | ||
| 53 | 2010.03.10 16:00 | modify | 4 | 0.10 | 1.37032 | 1.37532 | 1.36532 | ||
| 54 | 2010.03.10 20:00 | modify | 4 | 0.10 | 1.37017 | 1.37517 | 1.36517 | ||
| 55 | 2010.03.11 00:00 | modify | 4 | 0.10 | 1.37001 | 1.37501 | 1.36501 | ||
| 56 | 2010.03.11 04:00 | modify | 4 | 0.10 | 1.36986 | 1.37486 | 1.36486 | ||
| 57 | 2010.03.11 08:00 | modify | 4 | 0.10 | 1.36971 | 1.37471 | 1.36471 | ||
| 58 | 2010.03.11 12:00 | modify | 4 | 0.10 | 1.36956 | 1.37456 | 1.36456 | ||
| 59 | 2010.03.11 16:00 | modify | 4 | 0.10 | 1.36941 | 1.37441 | 1.36441 | ||
| 60 | 2010.03.11 20:00 | modify | 4 | 0.10 | 1.36926 | 1.37426 | 1.36426 | ||
| 61 | 2010.03.12 00:00 | modify | 4 | 0.10 | 1.36911 | 1.37411 | 1.36411 | ||
| 62 | 2010.03.12 04:00 | modify | 4 | 0.10 | 1.36897 | 1.37397 | 1.36397 | ||
| 63 | 2010.03.12 04:40 | sell | 4 | 0.10 | 1.36897 | 1.37397 | 1.36397 | ||
| 64 | 2010.03.12 08:00 | buy limit | 5 | 0.10 | 1.35316 | 1.34816 | 1.35816 | ||
| 65 | 2010.03.12 10:20 | s/l | 4 | 0.10 | 1.37397 | 1.37397 | 1.36397 | -50.00 | 10100.00 |
| 66 | 2010.03.12 12:00 | modify | 5 | 0.10 | 1.35364 | 1.34864 | 1.35864 | ||
| 67 | 2010.03.12 16:00 | modify | 5 | 0.10 | 1.35410 | 1.34910 | 1.35910 | ||
| 68 | 2010.03.12 20:00 | modify | 5 | 0.10 | 1.35456 | 1.34956 | 1.35956 | ||
| 69 | 2010.03.15 00:00 | modify | 5 | 0.10 | 1.35501 | 1.35001 | 1.36001 | ||
| 70 | 2010.03.15 04:00 | modify | 5 | 0.10 | 1.35546 | 1.35046 | 1.36046 | ||
| 71 | 2010.03.15 08:00 | modify | 5 | 0.10 | 1.35589 | 1.35089 | 1.36089 | ||
| 72 | 2010.03.15 12:00 | modify | 5 | 0.10 | 1.35632 | 1.35132 | 1.36132 | ||
| 73 | 2010.03.15 16:00 | modify | 5 | 0.10 | 1.35674 | 1.35174 | 1.36174 | ||
| 74 | 2010.03.15 20:00 | modify | 5 | 0.10 | 1.35715 | 1.35215 | 1.36215 | ||
| 75 | 2010.03.16 00:00 | modify | 5 | 0.10 | 1.35755 | 1.35255 | 1.36255 | ||
| 76 | 2010.03.16 04:00 | modify | 5 | 0.10 | 1.35795 | 1.35295 | 1.36295 | ||
| 77 | 2010.03.16 08:00 | modify | 5 | 0.10 | 1.35834 | 1.35334 | 1.36334 | ||
| 78 | 2010.03.16 12:00 | modify | 5 | 0.10 | 1.35872 | 1.35372 | 1.36372 | ||
| 79 | 2010.03.16 16:00 | modify | 5 | 0.10 | 1.35910 | 1.35410 | 1.36410 | ||
| 80 | 2010.03.16 20:00 | modify | 5 | 0.10 | 1.35947 | 1.35447 | 1.36447 | ||
| 81 | 2010.03.17 00:00 | modify | 5 | 0.10 | 1.35983 | 1.35483 | 1.36483 | ||
| 82 | 2010.03.17 04:00 | modify | 5 | 0.10 | 1.36019 | 1.35519 | 1.36519 | ||
| 83 | 2010.03.17 08:00 | modify | 5 | 0.10 | 1.36054 | 1.35554 | 1.36554 | ||
| 84 | 2010.03.17 12:00 | modify | 5 | 0.10 | 1.36111 | 1.35611 | 1.36611 | ||
| 85 | 2010.03.17 16:00 | modify | 5 | 0.10 | 1.36167 | 1.35667 | 1.36667 | ||
| 86 | 2010.03.17 20:00 | modify | 5 | 0.10 | 1.36221 | 1.35721 | 1.36721 | ||
| 87 | 2010.03.18 00:00 | modify | 5 | 0.10 | 1.36274 | 1.35774 | 1.36774 | ||
| 88 | 2010.03.18 04:00 | modify | 5 | 0.10 | 1.36325 | 1.35825 | 1.36825 | ||
| 89 | 2010.03.18 08:00 | modify | 5 | 0.10 | 1.36375 | 1.35875 | 1.36875 | ||
| 90 | 2010.03.18 12:00 | modify | 5 | 0.10 | 1.36424 | 1.35924 | 1.36924 | ||
| 91 | 2010.03.18 16:00 | modify | 5 | 0.10 | 1.36471 | 1.35971 | 1.36971 | ||
| 92 | 2010.03.18 16:15 | buy | 5 | 0.10 | 1.36471 | 1.35971 | 1.36971 | ||
| 93 | 2010.03.18 16:45 | s/l | 5 | 0.10 | 1.35971 | 1.35971 | 1.36971 | -50.00 | 10050.00 |
| 94 | 2010.03.18 20:00 | sell limit | 6 | 0.10 | 1.38155 | 1.38655 | 1.37655 | ||
| 95 | 2010.03.19 00:00 | modify | 6 | 0.10 | 1.38135 | 1.38635 | 1.37635 | ||
| 96 | 2010.03.19 04:00 | modify | 6 | 0.10 | 1.38114 | 1.38614 | 1.37614 | ||
| 97 | 2010.03.19 08:00 | modify | 6 | 0.10 | 1.38094 | 1.38594 | 1.37594 | ||
| 98 | 2010.03.19 12:00 | modify | 6 | 0.10 | 1.38049 | 1.38549 | 1.37549 | ||
| 99 | 2010.03.19 16:00 | modify | 6 | 0.10 | 1.37968 | 1.38468 | 1.37468 | ||
| 100 | 2010.03.19 20:00 | modify | 6 | 0.10 | 1.37863 | 1.38363 | 1.37363 | ||
| 101 | 2010.03.22 00:00 | modify | 6 | 0.10 | 1.37761 | 1.38261 | 1.37261 | ||
| 102 | 2010.03.22 04:00 | modify | 6 | 0.10 | 1.37662 | 1.38162 | 1.37162 | ||
| 103 | 2010.03.22 08:00 | modify | 6 | 0.10 | 1.37568 | 1.38068 | 1.37068 | ||
| 104 | 2010.03.22 12:00 | modify | 6 | 0.10 | 1.37451 | 1.37951 | 1.36951 | ||
| 105 | 2010.03.22 16:00 | modify | 6 | 0.10 | 1.37299 | 1.37799 | 1.36799 | ||
| 106 | 2010.03.22 20:00 | modify | 6 | 0.10 | 1.37155 | 1.37655 | 1.36655 | ||
| 107 | 2010.03.23 00:00 | modify | 6 | 0.10 | 1.37018 | 1.37518 | 1.36518 | ||
| 108 | 2010.03.23 04:00 | modify | 6 | 0.10 | 1.36889 | 1.37389 | 1.36389 | ||
| 109 | 2010.03.23 08:00 | modify | 6 | 0.10 | 1.36767 | 1.37267 | 1.36267 | ||
| 110 | 2010.03.23 12:00 | modify | 6 | 0.10 | 1.36652 | 1.37152 | 1.36152 | ||
| 111 | 2010.03.23 16:00 | modify | 6 | 0.10 | 1.36542 | 1.37042 | 1.36042 | ||
| 112 | 2010.03.23 20:00 | modify | 6 | 0.10 | 1.36439 | 1.36939 | 1.35939 | ||
| 113 | 2010.03.24 00:00 | modify | 6 | 0.10 | 1.36341 | 1.36841 | 1.35841 | ||
| 114 | 2010.03.24 04:00 | modify | 6 | 0.10 | 1.36223 | 1.36723 | 1.35723 | ||
| 115 | 2010.03.24 08:00 | modify | 6 | 0.10 | 1.36067 | 1.36567 | 1.35567 | ||
| 116 | 2010.03.24 12:00 | modify | 6 | 0.10 | 1.35854 | 1.36354 | 1.35354 | ||
| 117 | 2010.03.24 16:00 | modify | 6 | 0.10 | 1.35626 | 1.36126 | 1.35126 | ||
| 118 | 2010.03.24 20:00 | modify | 6 | 0.10 | 1.35389 | 1.35889 | 1.34889 | ||
| 119 | 2010.03.25 00:00 | modify | 6 | 0.10 | 1.35136 | 1.35636 | 1.34636 | ||
| 120 | 2010.03.25 04:00 | modify | 6 | 0.10 | 1.34910 | 1.35410 | 1.34410 | ||
| 121 | 2010.03.25 08:00 | modify | 6 | 0.10 | 1.34668 | 1.35168 | 1.34168 | ||
| 122 | 2010.03.25 12:00 | modify | 6 | 0.10 | 1.34453 | 1.34953 | 1.33953 | ||
| 123 | 2010.03.25 16:00 | modify | 6 | 0.10 | 1.34264 | 1.34764 | 1.33764 | ||
| 124 | 2010.03.25 20:00 | modify | 6 | 0.10 | 1.34077 | 1.34577 | 1.33577 | ||
| 125 | 2010.03.26 00:00 | modify | 6 | 0.10 | 1.33887 | 1.34387 | 1.33387 | ||
| 126 | 2010.03.26 04:00 | modify | 6 | 0.10 | 1.33723 | 1.34223 | 1.33223 | ||
| 127 | 2010.03.26 08:00 | modify | 6 | 0.10 | 1.33581 | 1.34081 | 1.33081 | ||
| 128 | 2010.03.26 08:50 | sell | 6 | 0.10 | 1.33581 | 1.34081 | 1.33081 | ||
| 129 | 2010.03.26 12:00 | buy limit | 7 | 0.10 | 1.32683 | 1.32183 | 1.33183 | ||
| 130 | 2010.03.26 12:20 | s/l | 6 | 0.10 | 1.34081 | 1.34081 | 1.33081 | -50.00 | 10000.00 |
| 131 | 2010.03.26 16:00 | modify | 7 | 0.10 | 1.32710 | 1.32210 | 1.33210 | ||
| 132 | 2010.03.26 20:00 | modify | 7 | 0.10 | 1.32750 | 1.32250 | 1.33250 | ||