Strategy Tester Report
TSD_v11_MT4_JB_OsMA_Daily
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=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 843.30 | Gross profit | 843.30 | Gross loss | 0.00 |
Profit factor | Expected payoff | 93.70 | |||
Absolute drawdown | 46.00 | Maximal drawdown | 480.00 (4.60%) | Relative drawdown | 4.60% (480.00) |
Total trades | 9 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 9 (100.00%) |
Profit trades (% of total) | 9 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 288.00 | loss trade | 0.00 | |
Average | profit trade | 93.70 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 9 (843.30) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 843.30 (9) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 9 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.02 00:06 | buy stop | 1 | 1.00 | 1.36540 | 1.34600 | 1.36640 | ||
2 | 2010.03.03 00:07 | modify | 1 | 1.00 | 1.36214 | 1.34338 | 1.36640 | ||
3 | 2010.03.03 00:46 | buy | 1 | 1.00 | 1.36214 | 1.34338 | 1.36640 | ||
4 | 2010.03.03 01:23 | modify | 1 | 1.00 | 1.36214 | 1.36263 | 1.36423 | ||
5 | 2010.03.03 01:30 | modify | 1 | 1.00 | 1.36214 | 1.36342 | 1.36502 | ||
6 | 2010.03.03 01:37 | t/p | 1 | 1.00 | 1.36502 | 1.36342 | 1.36502 | 288.00 | 10288.00 |
7 | 2010.03.05 00:07 | buy stop | 2 | 1.00 | 1.37124 | 1.35508 | 1.37224 | ||
8 | 2010.03.08 18:07 | modify | 2 | 1.00 | 1.36302 | 1.35299 | 1.37224 | ||
9 | 2010.03.08 18:20 | buy | 2 | 1.00 | 1.36302 | 1.35299 | 1.37224 | ||
10 | 2010.03.08 18:55 | modify | 2 | 1.00 | 1.36302 | 1.36336 | 1.36496 | ||
11 | 2010.03.08 18:57 | s/l | 2 | 1.00 | 1.36336 | 1.36336 | 1.36496 | 34.00 | 10322.00 |
12 | 2010.03.10 00:07 | buy stop | 3 | 1.00 | 1.36352 | 1.35370 | 1.36452 | ||
13 | 2010.03.10 16:20 | buy | 3 | 1.00 | 1.36352 | 1.35370 | 1.36452 | ||
14 | 2010.03.10 16:40 | t/p | 3 | 1.00 | 1.36452 | 1.35370 | 1.36452 | 100.00 | 10422.00 |
15 | 2010.03.16 00:07 | buy stop | 4 | 1.00 | 1.37757 | 1.36394 | 1.37857 | ||
16 | 2010.03.16 19:20 | buy | 4 | 1.00 | 1.37757 | 1.36394 | 1.37857 | ||
17 | 2010.03.16 20:55 | modify | 4 | 1.00 | 1.37757 | 1.37777 | 1.37937 | ||
18 | 2010.03.16 20:57 | s/l | 4 | 1.00 | 1.37777 | 1.37777 | 1.37937 | 20.00 | 10442.00 |
19 | 2010.03.16 22:07 | buy stop | 5 | 1.00 | 1.37757 | 1.36394 | 1.37857 | ||
20 | 2010.03.16 22:20 | buy | 5 | 1.00 | 1.37757 | 1.36394 | 1.37857 | ||
21 | 2010.03.17 04:46 | t/p | 5 | 1.00 | 1.37857 | 1.36394 | 1.37857 | 99.30 | 10541.30 |
22 | 2010.03.18 00:07 | buy stop | 6 | 1.00 | 1.38177 | 1.37259 | 1.38277 | ||
23 | 2010.03.19 00:07 | modify | 6 | 1.00 | 1.37407 | 1.35860 | 1.38277 | ||
24 | 2010.03.22 00:06 | modify | 6 | 1.00 | 1.36267 | 1.35029 | 1.38277 | ||
25 | 2010.03.23 02:07 | modify | 6 | 1.00 | 1.35681 | 1.34628 | 1.38277 | ||
26 | 2010.03.25 00:07 | modify | 6 | 1.00 | 1.34935 | 1.33046 | 1.38277 | ||
27 | 2010.03.26 00:06 | modify | 6 | 1.00 | 1.33873 | 1.32670 | 1.38277 | ||
28 | 2010.03.26 11:15 | buy | 6 | 1.00 | 1.33873 | 1.32670 | 1.38277 | ||
29 | 2010.03.26 11:22 | modify | 6 | 1.00 | 1.33873 | 1.33875 | 1.34035 | ||
30 | 2010.03.26 11:27 | s/l | 6 | 1.00 | 1.33875 | 1.33875 | 1.34035 | 2.00 | 10543.30 |
31 | 2010.03.26 12:07 | buy stop | 7 | 1.00 | 1.33873 | 1.32670 | 1.33973 | ||
32 | 2010.03.26 12:10 | buy | 7 | 1.00 | 1.33873 | 1.32670 | 1.33973 | ||
33 | 2010.03.26 12:15 | t/p | 7 | 1.00 | 1.33973 | 1.32670 | 1.33973 | 100.00 | 10643.30 |
34 | 2010.03.26 14:07 | buy stop | 8 | 1.00 | 1.33873 | 1.32670 | 1.33973 | ||
35 | 2010.03.26 15:03 | buy | 8 | 1.00 | 1.33873 | 1.32670 | 1.33973 | ||
36 | 2010.03.26 15:10 | t/p | 8 | 1.00 | 1.33973 | 1.32670 | 1.33973 | 100.00 | 10743.30 |
37 | 2010.03.26 18:07 | buy stop | 9 | 1.00 | 1.33873 | 1.32670 | 1.33973 | ||
38 | 2010.03.26 18:10 | buy | 9 | 1.00 | 1.33873 | 1.32670 | 1.33973 | ||
39 | 2010.03.26 18:15 | t/p | 9 | 1.00 | 1.33973 | 1.32670 | 1.33973 | 100.00 | 10843.30 |