Strategy Tester Report
VolumeWatcher
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 | lots=0.1; MAGIC=55; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 64.93 | Gross profit | 64.93 | Gross loss | 0.00 |
Profit factor | Expected payoff | 4.99 | |||
Absolute drawdown | 25.50 | Maximal drawdown | 45.47 (0.45%) | Relative drawdown | 0.45% (45.47) |
Total trades | 13 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 5 (100.00%) |
Profit trades (% of total) | 13 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 5.00 | loss trade | 0.00 | |
Average | profit trade | 4.99 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 13 (64.93) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 64.93 (13) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 13 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.03 07:00 | sell | 1 | 0.10 | 1.36390 | 0.00000 | 1.36340 | ||
2 | 2010.03.03 07:45 | t/p | 1 | 0.10 | 1.36340 | 0.00000 | 1.36340 | 5.00 | 10005.00 |
3 | 2010.03.05 04:10 | buy | 2 | 0.10 | 1.35985 | 0.00000 | 1.36035 | ||
4 | 2010.03.05 10:02 | t/p | 2 | 0.10 | 1.36035 | 0.00000 | 1.36035 | 5.00 | 10010.00 |
5 | 2010.03.08 07:00 | sell | 3 | 0.10 | 1.36761 | 0.00000 | 1.36711 | ||
6 | 2010.03.08 07:37 | t/p | 3 | 0.10 | 1.36711 | 0.00000 | 1.36711 | 5.00 | 10015.00 |
7 | 2010.03.09 15:40 | buy | 4 | 0.10 | 1.35714 | 0.00000 | 1.35764 | ||
8 | 2010.03.09 15:50 | t/p | 4 | 0.10 | 1.35764 | 0.00000 | 1.35764 | 5.00 | 10020.00 |
9 | 2010.03.12 12:20 | sell | 5 | 0.10 | 1.37659 | 0.00000 | 1.37609 | ||
10 | 2010.03.12 14:02 | t/p | 5 | 0.10 | 1.37609 | 0.00000 | 1.37609 | 5.00 | 10025.00 |
11 | 2010.03.16 16:37 | sell | 6 | 0.10 | 1.37360 | 0.00000 | 1.37310 | ||
12 | 2010.03.16 18:50 | t/p | 6 | 0.10 | 1.37310 | 0.00000 | 1.37310 | 5.00 | 10030.00 |
13 | 2010.03.17 05:00 | sell | 7 | 0.10 | 1.37809 | 0.00000 | 1.37759 | ||
14 | 2010.03.17 07:20 | t/p | 7 | 0.10 | 1.37759 | 0.00000 | 1.37759 | 5.00 | 10035.00 |
15 | 2010.03.17 09:00 | sell | 8 | 0.10 | 1.37948 | 0.00000 | 1.37898 | ||
16 | 2010.03.17 09:15 | t/p | 8 | 0.10 | 1.37898 | 0.00000 | 1.37898 | 5.00 | 10040.00 |
17 | 2010.03.18 09:52 | buy | 9 | 0.10 | 1.36698 | 0.00000 | 1.36748 | ||
18 | 2010.03.18 10:20 | t/p | 9 | 0.10 | 1.36748 | 0.00000 | 1.36748 | 5.00 | 10045.00 |
19 | 2010.03.19 19:15 | buy | 10 | 0.10 | 1.35404 | 0.00000 | 1.35454 | ||
20 | 2010.03.22 10:10 | t/p | 10 | 0.10 | 1.35454 | 0.00000 | 1.35454 | 4.93 | 10049.93 |
21 | 2010.03.24 14:50 | buy | 11 | 0.10 | 1.33653 | 0.00000 | 1.33703 | ||
22 | 2010.03.24 15:15 | t/p | 11 | 0.10 | 1.33703 | 0.00000 | 1.33703 | 5.00 | 10054.93 |
23 | 2010.03.25 12:00 | sell | 12 | 0.10 | 1.33612 | 0.00000 | 1.33562 | ||
24 | 2010.03.25 12:50 | t/p | 12 | 0.10 | 1.33562 | 0.00000 | 1.33562 | 5.00 | 10059.93 |
25 | 2010.03.26 14:27 | sell | 13 | 0.10 | 1.33632 | 0.00000 | 1.33582 | ||
26 | 2010.03.26 14:32 | t/p | 13 | 0.10 | 1.33582 | 0.00000 | 1.33582 | 5.00 | 10064.93 |