Strategy Tester Report
MA_Channel
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=80; Lots=1; TrailingStop=21; USMA=10; LSMA=8; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -678.70 | Gross profit | 1590.90 | Gross loss | -2269.60 |
Profit factor | 0.70 | Expected payoff | -21.21 | ||
Absolute drawdown | 2093.00 | Maximal drawdown | 3683.90 (31.78%) | Relative drawdown | 31.78% (3683.90) |
Total trades | 32 | Short positions (won %) | 17 (100.00%) | Long positions (won %) | 15 (93.33%) |
Profit trades (% of total) | 31 (96.88%) | Loss trades (% of total) | 1 (3.13%) | ||
Largest | profit trade | 80.00 | loss trade | -2269.60 | |
Average | profit trade | 51.32 | loss trade | -2269.60 | |
Maximum | consecutive wins (profit in money) | 31 (1590.90) | consecutive losses (loss in money) | 1 (-2269.60) | |
Maximal | consecutive profit (count of wins) | 1590.90 (31) | consecutive loss (count of losses) | -2269.60 (1) | |
Average | consecutive wins | 31 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 15:00 | buy | 1 | 1.00 | 1.35335 | 0.00000 | 1.35415 | ||
2 | 2010.03.01 15:10 | modify | 1 | 1.00 | 1.35335 | 1.35345 | 1.35415 | ||
3 | 2010.03.01 15:15 | t/p | 1 | 1.00 | 1.35415 | 1.35345 | 1.35415 | 80.00 | 10080.00 |
4 | 2010.03.01 15:15 | buy | 2 | 1.00 | 1.35444 | 0.00000 | 1.35524 | ||
5 | 2010.03.01 15:20 | modify | 2 | 1.00 | 1.35444 | 1.35460 | 1.35524 | ||
6 | 2010.03.01 15:22 | s/l | 2 | 1.00 | 1.35460 | 1.35460 | 1.35524 | 16.00 | 10096.00 |
7 | 2010.03.01 15:22 | buy | 3 | 1.00 | 1.35464 | 0.00000 | 1.35544 | ||
8 | 2010.03.01 19:40 | modify | 3 | 1.00 | 1.35464 | 1.35474 | 1.35544 | ||
9 | 2010.03.01 19:45 | t/p | 3 | 1.00 | 1.35544 | 1.35474 | 1.35544 | 80.00 | 10176.00 |
10 | 2010.03.02 00:00 | sell | 4 | 1.00 | 1.35681 | 0.00000 | 1.35601 | ||
11 | 2010.03.02 00:10 | modify | 4 | 1.00 | 1.35681 | 1.35663 | 1.35601 | ||
12 | 2010.03.02 00:16 | modify | 4 | 1.00 | 1.35681 | 1.35628 | 1.35601 | ||
13 | 2010.03.02 00:26 | s/l | 4 | 1.00 | 1.35628 | 1.35628 | 1.35601 | 53.00 | 10229.00 |
14 | 2010.03.02 00:26 | sell | 5 | 1.00 | 1.35621 | 0.00000 | 1.35541 | ||
15 | 2010.03.02 01:10 | modify | 5 | 1.00 | 1.35621 | 1.35618 | 1.35541 | ||
16 | 2010.03.02 01:15 | modify | 5 | 1.00 | 1.35621 | 1.35586 | 1.35541 | ||
17 | 2010.03.02 01:20 | t/p | 5 | 1.00 | 1.35541 | 1.35586 | 1.35541 | 80.00 | 10309.00 |
18 | 2010.03.02 01:20 | sell | 6 | 1.00 | 1.35500 | 0.00000 | 1.35420 | ||
19 | 2010.03.02 01:45 | modify | 6 | 1.00 | 1.35500 | 1.35468 | 1.35420 | ||
20 | 2010.03.02 01:47 | s/l | 6 | 1.00 | 1.35468 | 1.35468 | 1.35420 | 32.00 | 10341.00 |
21 | 2010.03.02 01:47 | sell | 7 | 1.00 | 1.35452 | 0.00000 | 1.35372 | ||
22 | 2010.03.02 01:50 | t/p | 7 | 1.00 | 1.35372 | 0.00000 | 1.35372 | 80.00 | 10421.00 |
23 | 2010.03.02 01:50 | sell | 8 | 1.00 | 1.35320 | 0.00000 | 1.35240 | ||
24 | 2010.03.02 02:20 | modify | 8 | 1.00 | 1.35320 | 1.35262 | 1.35240 | ||
25 | 2010.03.02 02:22 | s/l | 8 | 1.00 | 1.35262 | 1.35262 | 1.35240 | 58.00 | 10479.00 |
26 | 2010.03.02 04:00 | buy | 9 | 1.00 | 1.35411 | 0.00000 | 1.35491 | ||
27 | 2010.03.02 04:02 | modify | 9 | 1.00 | 1.35411 | 1.35420 | 1.35491 | ||
28 | 2010.03.02 04:07 | modify | 9 | 1.00 | 1.35411 | 1.35429 | 1.35491 | ||
29 | 2010.03.02 04:10 | s/l | 9 | 1.00 | 1.35429 | 1.35429 | 1.35491 | 18.00 | 10497.00 |
30 | 2010.03.02 04:10 | buy | 10 | 1.00 | 1.35435 | 0.00000 | 1.35515 | ||
31 | 2010.03.02 12:20 | modify | 10 | 1.00 | 1.35435 | 1.35437 | 1.35515 | ||
32 | 2010.03.02 12:22 | s/l | 10 | 1.00 | 1.35437 | 1.35437 | 1.35515 | 2.00 | 10499.00 |
33 | 2010.03.02 21:00 | sell | 11 | 1.00 | 1.35990 | 0.00000 | 1.35910 | ||
34 | 2010.03.03 09:20 | modify | 11 | 1.00 | 1.35990 | 1.35963 | 1.35910 | ||
35 | 2010.03.03 09:22 | s/l | 11 | 1.00 | 1.35963 | 1.35963 | 1.35910 | 26.20 | 10525.20 |
36 | 2010.03.03 19:00 | sell | 12 | 1.00 | 1.37142 | 0.00000 | 1.37062 | ||
37 | 2010.03.03 20:20 | t/p | 12 | 1.00 | 1.37062 | 0.00000 | 1.37062 | 80.00 | 10605.20 |
38 | 2010.03.03 20:20 | sell | 13 | 1.00 | 1.37033 | 0.00000 | 1.36953 | ||
39 | 2010.03.03 20:50 | modify | 13 | 1.00 | 1.37033 | 1.36978 | 1.36953 | ||
40 | 2010.03.03 20:52 | s/l | 13 | 1.00 | 1.36978 | 1.36978 | 1.36953 | 55.00 | 10660.20 |
41 | 2010.03.03 20:52 | sell | 14 | 1.00 | 1.36965 | 0.00000 | 1.36885 | ||
42 | 2010.03.03 22:46 | modify | 14 | 1.00 | 1.36965 | 1.36935 | 1.36885 | ||
43 | 2010.03.03 22:50 | s/l | 14 | 1.00 | 1.36935 | 1.36935 | 1.36885 | 30.00 | 10690.20 |
44 | 2010.03.04 19:00 | buy | 15 | 1.00 | 1.35861 | 0.00000 | 1.35941 | ||
45 | 2010.03.04 21:15 | modify | 15 | 1.00 | 1.35861 | 1.35863 | 1.35941 | ||
46 | 2010.03.04 21:20 | modify | 15 | 1.00 | 1.35861 | 1.35917 | 1.35941 | ||
47 | 2010.03.04 21:22 | s/l | 15 | 1.00 | 1.35917 | 1.35917 | 1.35941 | 56.00 | 10746.20 |
48 | 2010.03.04 21:22 | buy | 16 | 1.00 | 1.35923 | 0.00000 | 1.36003 | ||
49 | 2010.03.05 03:45 | modify | 16 | 1.00 | 1.35923 | 1.35929 | 1.36003 | ||
50 | 2010.03.05 03:50 | modify | 16 | 1.00 | 1.35923 | 1.35951 | 1.36003 | ||
51 | 2010.03.05 03:57 | s/l | 16 | 1.00 | 1.35951 | 1.35951 | 1.36003 | 27.30 | 10773.50 |
52 | 2010.03.05 22:00 | sell | 17 | 1.00 | 1.36200 | 0.00000 | 1.36120 | ||
53 | 2010.03.08 17:45 | modify | 17 | 1.00 | 1.36200 | 1.36197 | 1.36120 | ||
54 | 2010.03.08 17:50 | t/p | 17 | 1.00 | 1.36120 | 1.36197 | 1.36120 | 79.20 | 10852.70 |
55 | 2010.03.09 14:00 | buy | 18 | 1.00 | 1.35671 | 0.00000 | 1.35751 | ||
56 | 2010.03.09 15:40 | modify | 18 | 1.00 | 1.35671 | 1.35672 | 1.35751 | ||
57 | 2010.03.09 15:45 | modify | 18 | 1.00 | 1.35671 | 1.35727 | 1.35751 | ||
58 | 2010.03.09 15:50 | t/p | 18 | 1.00 | 1.35751 | 1.35727 | 1.35751 | 80.00 | 10932.70 |
59 | 2010.03.09 15:50 | buy | 19 | 1.00 | 1.35824 | 0.00000 | 1.35904 | ||
60 | 2010.03.09 16:15 | modify | 19 | 1.00 | 1.35824 | 1.35843 | 1.35904 | ||
61 | 2010.03.09 16:20 | t/p | 19 | 1.00 | 1.35904 | 1.35843 | 1.35904 | 80.00 | 11012.70 |
62 | 2010.03.09 21:00 | sell | 20 | 1.00 | 1.35895 | 0.00000 | 1.35815 | ||
63 | 2010.03.10 07:50 | modify | 20 | 1.00 | 1.35895 | 1.35862 | 1.35815 | ||
64 | 2010.03.10 07:52 | s/l | 20 | 1.00 | 1.35862 | 1.35862 | 1.35815 | 32.20 | 11044.90 |
65 | 2010.03.10 10:00 | buy | 21 | 1.00 | 1.35710 | 0.00000 | 1.35790 | ||
66 | 2010.03.10 10:10 | modify | 21 | 1.00 | 1.35710 | 1.35752 | 1.35790 | ||
67 | 2010.03.10 10:12 | s/l | 21 | 1.00 | 1.35752 | 1.35752 | 1.35790 | 42.00 | 11086.90 |
68 | 2010.03.10 10:12 | buy | 22 | 1.00 | 1.35770 | 0.00000 | 1.35850 | ||
69 | 2010.03.10 10:15 | modify | 22 | 1.00 | 1.35770 | 1.35826 | 1.35850 | ||
70 | 2010.03.10 10:17 | s/l | 22 | 1.00 | 1.35826 | 1.35826 | 1.35850 | 56.00 | 11142.90 |
71 | 2010.03.10 10:17 | buy | 23 | 1.00 | 1.35843 | 0.00000 | 1.35923 | ||
72 | 2010.03.10 10:20 | modify | 23 | 1.00 | 1.35843 | 1.35900 | 1.35923 | ||
73 | 2010.03.10 10:22 | s/l | 23 | 1.00 | 1.35900 | 1.35900 | 1.35923 | 57.00 | 11199.90 |
74 | 2010.03.10 10:22 | buy | 24 | 1.00 | 1.35893 | 0.00000 | 1.35973 | ||
75 | 2010.03.10 10:50 | modify | 24 | 1.00 | 1.35893 | 1.35921 | 1.35973 | ||
76 | 2010.03.10 10:52 | s/l | 24 | 1.00 | 1.35921 | 1.35921 | 1.35973 | 28.00 | 11227.90 |
77 | 2010.03.10 10:52 | buy | 25 | 1.00 | 1.35934 | 0.00000 | 1.36014 | ||
78 | 2010.03.10 12:20 | modify | 25 | 1.00 | 1.35934 | 1.35972 | 1.36014 | ||
79 | 2010.03.10 12:22 | s/l | 25 | 1.00 | 1.35972 | 1.35972 | 1.36014 | 38.00 | 11265.90 |
80 | 2010.03.10 17:00 | sell | 26 | 1.00 | 1.36639 | 0.00000 | 1.36559 | ||
81 | 2010.03.10 17:33 | modify | 26 | 1.00 | 1.36639 | 1.36617 | 1.36559 | ||
82 | 2010.03.10 17:36 | s/l | 26 | 1.00 | 1.36617 | 1.36617 | 1.36559 | 22.00 | 11287.90 |
83 | 2010.03.10 17:36 | sell | 27 | 1.00 | 1.36597 | 0.00000 | 1.36517 | ||
84 | 2010.03.10 17:40 | modify | 27 | 1.00 | 1.36597 | 1.36550 | 1.36517 | ||
85 | 2010.03.10 17:43 | s/l | 27 | 1.00 | 1.36550 | 1.36550 | 1.36517 | 47.00 | 11334.90 |
86 | 2010.03.10 17:43 | sell | 28 | 1.00 | 1.36530 | 0.00000 | 1.36450 | ||
87 | 2010.03.10 17:46 | t/p | 28 | 1.00 | 1.36450 | 0.00000 | 1.36450 | 80.00 | 11414.90 |
88 | 2010.03.10 17:46 | sell | 29 | 1.00 | 1.36419 | 0.00000 | 1.36339 | ||
89 | 2010.03.10 18:15 | modify | 29 | 1.00 | 1.36419 | 1.36395 | 1.36339 | ||
90 | 2010.03.10 18:17 | s/l | 29 | 1.00 | 1.36395 | 1.36395 | 1.36339 | 24.00 | 11438.90 |
91 | 2010.03.10 18:17 | sell | 30 | 1.00 | 1.36386 | 0.00000 | 1.36306 | ||
92 | 2010.03.10 18:20 | t/p | 30 | 1.00 | 1.36306 | 0.00000 | 1.36306 | 80.00 | 11518.90 |
93 | 2010.03.10 18:20 | sell | 31 | 1.00 | 1.36219 | 0.00000 | 1.36139 | ||
94 | 2010.03.18 16:20 | t/p | 31 | 1.00 | 1.36139 | 0.00000 | 1.36139 | 72.00 | 11590.90 |
95 | 2010.03.18 19:00 | buy | 32 | 1.00 | 1.36350 | 0.00000 | 1.36430 | ||
96 | 2010.03.26 21:59 | close at stop | 32 | 1.00 | 1.34086 | 0.00000 | 1.36430 | -2269.60 | 9321.30 |