Strategy Tester Report
BigP2
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 | takeProfit=60; FastEMA=8; FFastEMA=7; FFFastEMA=6; SlowEMA=17; SSlowEMA=16; SSSlowEMA=15; SignalSMA=9; SSignalSMA=8; SSSignalSMA=7; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 79.67 | Gross profit | 94.57 | Gross loss | -14.90 |
Profit factor | 6.35 | Expected payoff | 4.69 | ||
Absolute drawdown | 241.18 | Maximal drawdown | 289.10 (2.88%) | Relative drawdown | 2.88% (289.10) |
Total trades | 17 | Short positions (won %) | 10 (100.00%) | Long positions (won %) | 7 (85.71%) |
Profit trades (% of total) | 16 (94.12%) | Loss trades (% of total) | 1 (5.88%) | ||
Largest | profit trade | 6.00 | loss trade | -14.90 | |
Average | profit trade | 5.91 | loss trade | -14.90 | |
Maximum | consecutive wins (profit in money) | 16 (94.57) | consecutive losses (loss in money) | 1 (-14.90) | |
Maximal | consecutive profit (count of wins) | 94.57 (16) | consecutive loss (count of losses) | -14.90 (1) | |
Average | consecutive wins | 16 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 12:59 | sell | 1 | 0.10 | 1.35418 | 0.00000 | 1.35358 | ||
2 | 2010.03.01 13:15 | t/p | 1 | 0.10 | 1.35358 | 0.00000 | 1.35358 | 6.00 | 10006.00 |
3 | 2010.03.01 16:20 | sell | 2 | 0.10 | 1.34662 | 0.00000 | 1.34602 | ||
4 | 2010.03.02 10:15 | t/p | 2 | 0.10 | 1.34602 | 0.00000 | 1.34602 | 5.92 | 10011.92 |
5 | 2010.03.02 10:15 | sell | 3 | 0.10 | 1.34559 | 0.00000 | 1.34499 | ||
6 | 2010.03.02 10:20 | t/p | 3 | 0.10 | 1.34499 | 0.00000 | 1.34499 | 6.00 | 10017.92 |
7 | 2010.03.02 19:15 | buy | 4 | 0.10 | 1.36103 | 0.00000 | 1.36163 | ||
8 | 2010.03.02 19:20 | t/p | 4 | 0.10 | 1.36163 | 0.00000 | 1.36163 | 6.00 | 10023.92 |
9 | 2010.03.03 03:15 | buy | 5 | 0.10 | 1.36428 | 0.00000 | 1.36488 | ||
10 | 2010.03.03 06:10 | t/p | 5 | 0.10 | 1.36488 | 0.00000 | 1.36488 | 6.00 | 10029.92 |
11 | 2010.03.03 16:45 | buy | 6 | 0.10 | 1.36840 | 0.00000 | 1.36900 | ||
12 | 2010.03.03 16:50 | t/p | 6 | 0.10 | 1.36900 | 0.00000 | 1.36900 | 6.00 | 10035.92 |
13 | 2010.03.04 08:50 | sell | 7 | 0.10 | 1.36330 | 0.00000 | 1.36270 | ||
14 | 2010.03.04 15:50 | t/p | 7 | 0.10 | 1.36270 | 0.00000 | 1.36270 | 6.00 | 10041.92 |
15 | 2010.03.04 15:50 | sell | 8 | 0.10 | 1.36241 | 0.00000 | 1.36181 | ||
16 | 2010.03.04 16:15 | t/p | 8 | 0.10 | 1.36181 | 0.00000 | 1.36181 | 6.00 | 10047.92 |
17 | 2010.03.05 14:50 | sell | 9 | 0.10 | 1.35300 | 0.00000 | 1.35240 | ||
18 | 2010.03.19 15:20 | t/p | 9 | 0.10 | 1.35240 | 0.00000 | 1.35240 | 4.88 | 10052.80 |
19 | 2010.03.19 15:20 | sell | 10 | 0.10 | 1.35121 | 0.00000 | 1.35061 | ||
20 | 2010.03.19 16:20 | t/p | 10 | 0.10 | 1.35061 | 0.00000 | 1.35061 | 6.00 | 10058.80 |
21 | 2010.03.22 14:02 | sell | 11 | 0.10 | 1.34647 | 0.00000 | 1.34587 | ||
22 | 2010.03.24 00:50 | t/p | 11 | 0.10 | 1.34587 | 0.00000 | 1.34587 | 5.84 | 10064.64 |
23 | 2010.03.24 00:50 | sell | 12 | 0.10 | 1.34580 | 0.00000 | 1.34520 | ||
24 | 2010.03.24 02:20 | t/p | 12 | 0.10 | 1.34520 | 0.00000 | 1.34520 | 6.00 | 10070.64 |
25 | 2010.03.24 10:20 | sell | 13 | 0.10 | 1.33536 | 0.00000 | 1.33476 | ||
26 | 2010.03.24 11:20 | t/p | 13 | 0.10 | 1.33476 | 0.00000 | 1.33476 | 6.00 | 10076.64 |
27 | 2010.03.25 17:07 | buy | 14 | 0.10 | 1.33879 | 0.00000 | 1.33939 | ||
28 | 2010.03.26 11:20 | t/p | 14 | 0.10 | 1.33939 | 0.00000 | 1.33939 | 5.93 | 10082.57 |
29 | 2010.03.26 11:20 | buy | 15 | 0.10 | 1.33960 | 0.00000 | 1.34020 | ||
30 | 2010.03.26 12:20 | t/p | 15 | 0.10 | 1.34020 | 0.00000 | 1.34020 | 6.00 | 10088.57 |
31 | 2010.03.26 15:30 | buy | 16 | 0.10 | 1.34143 | 0.00000 | 1.34203 | ||
32 | 2010.03.26 20:50 | t/p | 16 | 0.10 | 1.34203 | 0.00000 | 1.34203 | 6.00 | 10094.57 |
33 | 2010.03.26 20:50 | buy | 17 | 0.10 | 1.34226 | 0.00000 | 1.34286 | ||
34 | 2010.03.26 21:57 | close at stop | 17 | 0.10 | 1.34077 | 0.00000 | 1.34286 | -14.90 | 10079.67 |