Strategy Tester Report
Belkhayate Expert Advisor v1
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 | COG="---------------- Center Of Gravity"; bars_back=120; m=4; kstd1=1.4; kstd2=2.4; kstd3=3.4; CAN="---------------- Center Of Gravity"; Length=3; H_period=3; L_period=3; C_period=3; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Add_Positions=false; MaxOrders=100; Magic=0; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 355.73 | Gross profit | 814.98 | Gross loss | -459.25 |
Profit factor | 1.77 | Expected payoff | 11.12 | ||
Absolute drawdown | 126.89 | Maximal drawdown | 231.24 (2.29%) | Relative drawdown | 2.29% (231.24) |
Total trades | 32 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 18 (66.67%) |
Profit trades (% of total) | 20 (62.50%) | Loss trades (% of total) | 12 (37.50%) | ||
Largest | profit trade | 95.30 | loss trade | -88.88 | |
Average | profit trade | 40.75 | loss trade | -38.27 | |
Maximum | consecutive wins (profit in money) | 10 (323.89) | consecutive losses (loss in money) | 2 (-135.25) | |
Maximal | consecutive profit (count of wins) | 323.89 (10) | consecutive loss (count of losses) | -135.25 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 13:00 | buy | 1 | 0.10 | 1.35439 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 18:00 | close | 1 | 0.10 | 1.35149 | 0.00000 | 0.00000 | -29.00 | 9971.00 |
3 | 2010.03.01 19:50 | sell | 2 | 0.10 | 1.35609 | 0.00000 | 0.00000 | ||
4 | 2010.03.02 09:50 | close | 2 | 0.10 | 1.34848 | 0.00000 | 0.00000 | 76.02 | 10047.02 |
5 | 2010.03.02 11:46 | sell | 3 | 0.10 | 1.35301 | 0.00000 | 0.00000 | ||
6 | 2010.03.03 02:02 | close | 3 | 0.10 | 1.36189 | 0.00000 | 0.00000 | -88.88 | 9958.14 |
7 | 2010.03.03 07:50 | buy | 4 | 0.10 | 1.36220 | 0.00000 | 0.00000 | ||
8 | 2010.03.03 17:15 | close | 4 | 0.10 | 1.37173 | 0.00000 | 0.00000 | 95.30 | 10053.44 |
9 | 2010.03.03 22:46 | buy | 5 | 0.10 | 1.36914 | 0.00000 | 0.00000 | ||
10 | 2010.03.04 11:15 | close | 5 | 0.10 | 1.36711 | 0.00000 | 0.00000 | -20.51 | 10032.93 |
11 | 2010.03.04 17:45 | buy | 6 | 0.10 | 1.35739 | 0.00000 | 0.00000 | ||
12 | 2010.03.04 20:40 | close | 6 | 0.10 | 1.35725 | 0.00000 | 0.00000 | -1.40 | 10031.53 |
13 | 2010.03.04 22:07 | sell | 7 | 0.10 | 1.35910 | 0.00000 | 0.00000 | ||
14 | 2010.03.05 14:50 | close | 7 | 0.10 | 1.35321 | 0.00000 | 0.00000 | 58.82 | 10090.35 |
15 | 2010.03.05 17:00 | sell | 8 | 0.10 | 1.36081 | 0.00000 | 0.00000 | ||
16 | 2010.03.08 05:00 | close | 8 | 0.10 | 1.36821 | 0.00000 | 0.00000 | -74.08 | 10016.27 |
17 | 2010.03.08 09:05 | buy | 9 | 0.10 | 1.36836 | 0.00000 | 0.00000 | ||
18 | 2010.03.09 07:02 | close | 9 | 0.10 | 1.36225 | 0.00000 | 0.00000 | -61.17 | 9955.10 |
19 | 2010.03.09 16:15 | sell | 10 | 0.10 | 1.35864 | 0.00000 | 0.00000 | ||
20 | 2010.03.10 08:50 | close | 10 | 0.10 | 1.35557 | 0.00000 | 0.00000 | 30.62 | 9985.72 |
21 | 2010.03.10 12:45 | sell | 11 | 0.10 | 1.36153 | 0.00000 | 0.00000 | ||
22 | 2010.03.10 18:20 | close | 11 | 0.10 | 1.36240 | 0.00000 | 0.00000 | -8.70 | 9977.02 |
23 | 2010.03.11 02:00 | buy | 12 | 0.10 | 1.36328 | 0.00000 | 0.00000 | ||
24 | 2010.03.11 16:40 | close | 12 | 0.10 | 1.36768 | 0.00000 | 0.00000 | 44.00 | 10021.02 |
25 | 2010.03.12 09:15 | sell | 13 | 0.10 | 1.37137 | 0.00000 | 0.00000 | ||
26 | 2010.03.12 16:15 | close | 13 | 0.10 | 1.37375 | 0.00000 | 0.00000 | -23.80 | 9997.22 |
27 | 2010.03.15 03:00 | buy | 14 | 0.10 | 1.37392 | 0.00000 | 0.00000 | ||
28 | 2010.03.15 08:15 | close | 14 | 0.10 | 1.37573 | 0.00000 | 0.00000 | 18.10 | 10015.32 |
29 | 2010.03.15 10:16 | buy | 15 | 0.10 | 1.37141 | 0.00000 | 0.00000 | ||
30 | 2010.03.15 19:00 | close | 15 | 0.10 | 1.36706 | 0.00000 | 0.00000 | -43.50 | 9971.82 |
31 | 2010.03.16 03:00 | sell | 16 | 0.10 | 1.36819 | 0.00000 | 0.00000 | ||
32 | 2010.03.16 19:00 | close | 16 | 0.10 | 1.37291 | 0.00000 | 0.00000 | -47.20 | 9924.62 |
33 | 2010.03.16 19:20 | sell | 17 | 0.10 | 1.37769 | 0.00000 | 0.00000 | ||
34 | 2010.03.16 22:50 | close | 17 | 0.10 | 1.37571 | 0.00000 | 0.00000 | 19.80 | 9944.42 |
35 | 2010.03.17 09:20 | buy | 18 | 0.10 | 1.37813 | 0.00000 | 0.00000 | ||
36 | 2010.03.18 05:10 | close | 18 | 0.10 | 1.37206 | 0.00000 | 0.00000 | -60.91 | 9883.51 |
37 | 2010.03.18 12:00 | sell | 19 | 0.10 | 1.36859 | 0.00000 | 0.00000 | ||
38 | 2010.03.18 16:20 | close | 19 | 0.10 | 1.36081 | 0.00000 | 0.00000 | 77.80 | 9961.31 |
39 | 2010.03.19 01:00 | sell | 20 | 0.10 | 1.36115 | 0.00000 | 0.00000 | ||
40 | 2010.03.19 10:45 | close | 20 | 0.10 | 1.35763 | 0.00000 | 0.00000 | 35.20 | 9996.51 |
41 | 2010.03.19 15:20 | buy | 21 | 0.10 | 1.35142 | 0.00000 | 0.00000 | ||
42 | 2010.03.22 09:45 | close | 21 | 0.10 | 1.35368 | 0.00000 | 0.00000 | 22.53 | 10019.04 |
43 | 2010.03.22 13:45 | buy | 22 | 0.10 | 1.34908 | 0.00000 | 0.00000 | ||
44 | 2010.03.22 15:45 | close | 22 | 0.10 | 1.35255 | 0.00000 | 0.00000 | 34.70 | 10053.74 |
45 | 2010.03.22 17:45 | sell | 23 | 0.10 | 1.35593 | 0.00000 | 0.00000 | ||
46 | 2010.03.22 19:16 | close | 23 | 0.10 | 1.35416 | 0.00000 | 0.00000 | 17.70 | 10071.44 |
47 | 2010.03.23 08:00 | buy | 24 | 0.10 | 1.35213 | 0.00000 | 0.00000 | ||
48 | 2010.03.23 14:15 | close | 24 | 0.10 | 1.35242 | 0.00000 | 0.00000 | 2.90 | 10074.34 |
49 | 2010.03.24 06:20 | buy | 25 | 0.10 | 1.34081 | 0.00000 | 0.00000 | ||
50 | 2010.03.24 07:50 | close | 25 | 0.10 | 1.34341 | 0.00000 | 0.00000 | 26.00 | 10100.34 |
51 | 2010.03.24 09:50 | buy | 26 | 0.10 | 1.33672 | 0.00000 | 0.00000 | ||
52 | 2010.03.24 10:02 | close | 26 | 0.10 | 1.34031 | 0.00000 | 0.00000 | 35.90 | 10136.24 |
53 | 2010.03.24 10:20 | buy | 27 | 0.10 | 1.33557 | 0.00000 | 0.00000 | ||
54 | 2010.03.24 12:15 | close | 27 | 0.10 | 1.33686 | 0.00000 | 0.00000 | 12.90 | 10149.14 |
55 | 2010.03.24 19:00 | sell | 28 | 0.10 | 1.33443 | 0.00000 | 0.00000 | ||
56 | 2010.03.25 06:20 | close | 28 | 0.10 | 1.32858 | 0.00000 | 0.00000 | 58.26 | 10207.40 |
57 | 2010.03.25 08:10 | sell | 29 | 0.10 | 1.33260 | 0.00000 | 0.00000 | ||
58 | 2010.03.25 14:50 | close | 29 | 0.10 | 1.33261 | 0.00000 | 0.00000 | -0.10 | 10207.30 |
59 | 2010.03.25 18:45 | buy | 30 | 0.10 | 1.33001 | 0.00000 | 0.00000 | ||
60 | 2010.03.26 09:20 | close | 30 | 0.10 | 1.33741 | 0.00000 | 0.00000 | 73.93 | 10281.23 |
61 | 2010.03.26 14:15 | buy | 31 | 0.10 | 1.33597 | 0.00000 | 0.00000 | ||
62 | 2010.03.26 15:10 | close | 31 | 0.10 | 1.34047 | 0.00000 | 0.00000 | 45.00 | 10326.23 |
63 | 2010.03.26 18:07 | buy | 32 | 0.10 | 1.33791 | 0.00000 | 0.00000 | ||
64 | 2010.03.26 21:59 | close at stop | 32 | 0.10 | 1.34086 | 0.00000 | 0.00000 | 29.50 | 10355.73 |