Strategy Tester Report
stranniy sovetnik
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 | mTimeFrame=3; mPeriod=9; cRisk=10; lTakeProfit=10; sTakeProfit=10; lTrailingStop=30; sTrailingStop=30; cFRI=6; cSL_P=21; ÄÎÕÎÄ_ÏÈÏÑ=2; iTF_ôðàêòàëû=30; iTF_EMA=0; Slippage=4; Lots=0.1; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1916.41 | Gross profit | 51.80 | Gross loss | -1968.21 |
Profit factor | 0.03 | Expected payoff | -91.26 | ||
Absolute drawdown | 3189.28 | Maximal drawdown | 4960.80 (42.14%) | Relative drawdown | 42.14% (4960.80) |
Total trades | 21 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 12 (75.00%) |
Profit trades (% of total) | 15 (71.43%) | Loss trades (% of total) | 6 (28.57%) | ||
Largest | profit trade | 9.30 | loss trade | -651.87 | |
Average | profit trade | 3.45 | loss trade | -328.04 | |
Maximum | consecutive wins (profit in money) | 11 (49.60) | consecutive losses (loss in money) | 3 (-1955.61) | |
Maximal | consecutive profit (count of wins) | 49.60 (11) | consecutive loss (count of losses) | -1955.61 (3) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 08:45 | sell | 1 | 0.10 | 1.36183 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 08:45 | buy stop | 2 | 0.30 | 1.36225 | 0.00000 | 0.00000 | ||
3 | 2010.03.01 08:45 | sell | 3 | 0.10 | 1.36183 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 08:45 | buy stop | 4 | 0.30 | 1.36225 | 0.00000 | 0.00000 | ||
5 | 2010.03.01 08:45 | sell | 5 | 0.10 | 1.36183 | 0.00000 | 0.00000 | ||
6 | 2010.03.01 08:45 | buy stop | 6 | 0.30 | 1.36225 | 0.00000 | 0.00000 | ||
7 | 2010.03.01 08:50 | buy | 2 | 0.30 | 1.36225 | 0.00000 | 0.00000 | ||
8 | 2010.03.01 08:50 | buy | 4 | 0.30 | 1.36225 | 0.00000 | 0.00000 | ||
9 | 2010.03.01 08:50 | buy | 6 | 0.30 | 1.36225 | 0.00000 | 0.00000 | ||
10 | 2010.03.01 08:50 | close by | 1 | 0.10 | 1.36225 | 0.00000 | 0.00000 | -4.20 | 9995.80 |
11 | 2010.03.01 08:50 | close by | 2 | 0.00 | 1.36225 | 0.00000 | 0.00000 | 0.00 | 9995.80 |
12 | 2010.03.01 08:50 | buy | 7 | 0.20 | 1.36225 | 0.00000 | 0.00000 | ||
13 | 2010.03.01 08:50 | close by | 5 | 0.10 | 1.36225 | 0.00000 | 0.00000 | -4.20 | 9991.60 |
14 | 2010.03.01 08:50 | close by | 6 | 0.00 | 1.36225 | 0.00000 | 0.00000 | 0.00 | 9991.60 |
15 | 2010.03.01 08:50 | buy | 8 | 0.20 | 1.36225 | 0.00000 | 0.00000 | ||
16 | 2010.03.01 08:59 | close | 7 | 0.10 | 1.36237 | 0.00000 | 0.00000 | 1.20 | 9992.80 |
17 | 2010.03.01 08:59 | buy | 9 | 0.10 | 1.36225 | 0.00000 | 0.00000 | ||
18 | 2010.03.01 09:00 | close | 8 | 0.10 | 1.36235 | 0.00000 | 0.00000 | 1.00 | 9993.80 |
19 | 2010.03.01 09:00 | buy | 10 | 0.10 | 1.36225 | 0.00000 | 0.00000 | ||
20 | 2010.03.01 09:02 | close by | 3 | 0.10 | 1.36225 | 0.00000 | 0.00000 | -4.20 | 9989.60 |
21 | 2010.03.01 09:02 | close by | 4 | 0.00 | 1.36225 | 0.00000 | 0.00000 | 0.00 | 9989.60 |
22 | 2010.03.01 09:02 | buy | 11 | 0.20 | 1.36225 | 0.00000 | 0.00000 | ||
23 | 2010.03.01 09:02 | close | 11 | 0.10 | 1.36305 | 0.00000 | 0.00000 | 8.00 | 9997.60 |
24 | 2010.03.01 09:02 | buy | 12 | 0.10 | 1.36225 | 0.00000 | 0.00000 | ||
25 | 2010.03.01 09:05 | close | 9 | 0.10 | 1.36291 | 0.00000 | 0.00000 | 6.60 | 10004.20 |
26 | 2010.03.01 09:05 | close | 12 | 0.10 | 1.36291 | 0.00000 | 0.00000 | 6.60 | 10010.80 |
27 | 2010.03.01 09:07 | close | 10 | 0.10 | 1.36318 | 0.00000 | 0.00000 | 9.30 | 10020.10 |
28 | 2010.03.01 09:10 | sell | 13 | 0.10 | 1.36265 | 0.00000 | 0.00000 | ||
29 | 2010.03.01 09:10 | buy stop | 14 | 0.30 | 1.36307 | 0.00000 | 0.00000 | ||
30 | 2010.03.01 09:10 | sell | 15 | 0.10 | 1.36265 | 0.00000 | 0.00000 | ||
31 | 2010.03.01 09:10 | buy stop | 16 | 0.30 | 1.36307 | 0.00000 | 0.00000 | ||
32 | 2010.03.01 09:10 | sell | 17 | 0.10 | 1.36265 | 0.00000 | 0.00000 | ||
33 | 2010.03.01 09:10 | buy stop | 18 | 0.30 | 1.36307 | 0.00000 | 0.00000 | ||
34 | 2010.03.01 09:15 | close | 13 | 0.10 | 1.36245 | 0.00000 | 0.00000 | 2.00 | 10022.10 |
35 | 2010.03.01 09:15 | delete | 14 | 0.30 | 1.36307 | 0.00000 | 0.00000 | ||
36 | 2010.03.01 09:15 | delete | 16 | 0.30 | 1.36307 | 0.00000 | 0.00000 | ||
37 | 2010.03.01 09:15 | delete | 18 | 0.30 | 1.36307 | 0.00000 | 0.00000 | ||
38 | 2010.03.01 09:15 | close | 17 | 0.10 | 1.36245 | 0.00000 | 0.00000 | 2.00 | 10024.10 |
39 | 2010.03.01 09:20 | close | 15 | 0.10 | 1.36192 | 0.00000 | 0.00000 | 7.30 | 10031.40 |
40 | 2010.03.01 09:22 | sell | 19 | 0.10 | 1.36198 | 0.00000 | 0.00000 | ||
41 | 2010.03.01 09:22 | buy stop | 20 | 0.30 | 1.36240 | 0.00000 | 0.00000 | ||
42 | 2010.03.01 09:22 | sell | 21 | 0.10 | 1.36198 | 0.00000 | 0.00000 | ||
43 | 2010.03.01 09:22 | buy stop | 22 | 0.30 | 1.36240 | 0.00000 | 0.00000 | ||
44 | 2010.03.01 09:22 | sell | 23 | 0.10 | 1.36198 | 0.00000 | 0.00000 | ||
45 | 2010.03.01 09:22 | buy stop | 24 | 0.30 | 1.36240 | 0.00000 | 0.00000 | ||
46 | 2010.03.01 09:27 | buy | 20 | 0.30 | 1.36240 | 0.00000 | 0.00000 | ||
47 | 2010.03.01 09:27 | buy | 22 | 0.30 | 1.36240 | 0.00000 | 0.00000 | ||
48 | 2010.03.01 09:27 | buy | 24 | 0.30 | 1.36240 | 0.00000 | 0.00000 | ||
49 | 2010.03.01 09:37 | close | 19 | 0.10 | 1.36172 | 0.00000 | 0.00000 | 2.60 | 10034.00 |
50 | 2010.03.01 09:37 | close | 21 | 0.10 | 1.36172 | 0.00000 | 0.00000 | 2.60 | 10036.60 |
51 | 2010.03.01 09:37 | close | 23 | 0.10 | 1.36172 | 0.00000 | 0.00000 | 2.60 | 10039.20 |
52 | 2010.03.26 21:59 | close at stop | 24 | 0.30 | 1.34086 | 0.00000 | 0.00000 | -651.87 | 9387.33 |
53 | 2010.03.26 21:59 | close at stop | 22 | 0.30 | 1.34086 | 0.00000 | 0.00000 | -651.87 | 8735.46 |
54 | 2010.03.26 21:59 | close at stop | 20 | 0.30 | 1.34086 | 0.00000 | 0.00000 | -651.87 | 8083.59 |