Strategy Tester Report
SupportResistTrader[MODIFIED]
AlpariUK-Demo (Build 226)
| 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 | numBars=55; maPeriod=500; Lots=1; TrailingStop=50; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10040.80 | Gross profit | 304.00 | Gross loss | -10344.80 |
| Profit factor | 0.03 | Expected payoff | -304.27 | ||
| Absolute drawdown | 10040.80 | Maximal drawdown | 10040.80 (100.41%) | Relative drawdown | 100.41% (10040.80) |
| Total trades | 33 | Short positions (won %) | 24 (20.83%) | Long positions (won %) | 9 (0.00%) |
| Profit trades (% of total) | 5 (15.15%) | Loss trades (% of total) | 28 (84.85%) | ||
| Largest | profit trade | 197.00 | loss trade | -691.80 | |
| Average | profit trade | 60.80 | loss trade | -369.46 | |
| Maximum | consecutive wins (profit in money) | 2 (15.00) | consecutive losses (loss in money) | 11 (-4619.80) | |
| Maximal | consecutive profit (count of wins) | 197.00 (1) | consecutive loss (count of losses) | -4619.80 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 02:20 | sell | 1 | 1.00 | 1.36134 | 1.36500 | 0.00000 | ||
| 2 | 2010.03.01 02:32 | s/l | 1 | 1.00 | 1.36500 | 1.36500 | 0.00000 | -366.00 | 9634.00 |
| 3 | 2010.03.01 02:50 | sell | 2 | 1.00 | 1.36130 | 1.36490 | 0.00000 | ||
| 4 | 2010.03.01 08:50 | s/l | 2 | 1.00 | 1.36490 | 1.36490 | 0.00000 | -360.00 | 9274.00 |
| 5 | 2010.03.01 11:20 | sell | 3 | 1.00 | 1.36079 | 1.36480 | 0.00000 | ||
| 6 | 2010.03.01 11:32 | s/l | 3 | 1.00 | 1.36480 | 1.36480 | 0.00000 | -401.00 | 8873.00 |
| 7 | 2010.03.01 11:45 | sell | 4 | 1.00 | 1.36024 | 1.36480 | 0.00000 | ||
| 8 | 2010.03.01 12:45 | modify | 4 | 1.00 | 1.36024 | 1.35827 | 0.00000 | ||
| 9 | 2010.03.01 12:47 | s/l | 4 | 1.00 | 1.35827 | 1.35827 | 0.00000 | 197.00 | 9070.00 |
| 10 | 2010.03.01 13:50 | sell | 5 | 1.00 | 1.35059 | 1.35529 | 0.00000 | ||
| 11 | 2010.03.01 14:16 | s/l | 5 | 1.00 | 1.35529 | 1.35529 | 0.00000 | -470.00 | 8600.00 |
| 12 | 2010.03.01 15:50 | sell | 6 | 1.00 | 1.35062 | 1.35481 | 0.00000 | ||
| 13 | 2010.03.01 16:02 | s/l | 6 | 1.00 | 1.35481 | 1.35481 | 0.00000 | -419.00 | 8181.00 |
| 14 | 2010.03.01 16:15 | sell | 7 | 1.00 | 1.34913 | 1.35449 | 0.00000 | ||
| 15 | 2010.03.01 16:37 | modify | 7 | 1.00 | 1.34913 | 1.34905 | 0.00000 | ||
| 16 | 2010.03.01 16:40 | s/l | 7 | 1.00 | 1.34905 | 1.34905 | 0.00000 | 8.00 | 8189.00 |
| 17 | 2010.03.02 01:45 | sell | 8 | 1.00 | 1.35426 | 1.35709 | 0.00000 | ||
| 18 | 2010.03.02 07:50 | modify | 8 | 1.00 | 1.35426 | 1.35424 | 0.00000 | ||
| 19 | 2010.03.02 07:52 | close | 8 | 1.00 | 1.35419 | 1.35424 | 0.00000 | 7.00 | 8196.00 |
| 20 | 2010.03.02 08:02 | sell | 9 | 1.00 | 1.35062 | 1.35415 | 0.00000 | ||
| 21 | 2010.03.02 08:15 | s/l | 9 | 1.00 | 1.35415 | 1.35415 | 0.00000 | -353.00 | 7843.00 |
| 22 | 2010.03.02 09:20 | sell | 10 | 1.00 | 1.35097 | 1.35395 | 0.00000 | ||
| 23 | 2010.03.02 09:22 | s/l | 10 | 1.00 | 1.35395 | 1.35395 | 0.00000 | -298.00 | 7545.00 |
| 24 | 2010.03.02 09:40 | sell | 11 | 1.00 | 1.35093 | 1.35395 | 0.00000 | ||
| 25 | 2010.03.02 10:10 | modify | 11 | 1.00 | 1.35093 | 1.35027 | 0.00000 | ||
| 26 | 2010.03.02 10:12 | s/l | 11 | 1.00 | 1.35027 | 1.35027 | 0.00000 | 66.00 | 7611.00 |
| 27 | 2010.03.02 10:15 | sell | 12 | 1.00 | 1.34559 | 1.35249 | 0.00000 | ||
| 28 | 2010.03.02 11:15 | s/l | 12 | 1.00 | 1.35249 | 1.35249 | 0.00000 | -690.00 | 6921.00 |
| 29 | 2010.03.02 15:50 | sell | 13 | 1.00 | 1.35363 | 1.35896 | 0.00000 | ||
| 30 | 2010.03.02 16:50 | s/l | 13 | 1.00 | 1.35896 | 1.35896 | 0.00000 | -533.00 | 6388.00 |
| 31 | 2010.03.03 01:59 | sell | 14 | 1.00 | 1.36209 | 1.36527 | 0.00000 | ||
| 32 | 2010.03.03 02:15 | s/l | 14 | 1.00 | 1.36527 | 1.36527 | 0.00000 | -318.00 | 6070.00 |
| 33 | 2010.03.03 09:20 | sell | 15 | 1.00 | 1.35921 | 1.36279 | 0.00000 | ||
| 34 | 2010.03.03 09:27 | s/l | 15 | 1.00 | 1.36279 | 1.36279 | 0.00000 | -358.00 | 5712.00 |
| 35 | 2010.03.03 18:00 | buy | 16 | 1.00 | 1.37554 | 1.36864 | 0.00000 | ||
| 36 | 2010.03.04 04:15 | s/l | 16 | 1.00 | 1.36864 | 1.36864 | 0.00000 | -691.80 | 5020.20 |
| 37 | 2010.03.04 04:17 | buy | 17 | 1.00 | 1.37110 | 1.36830 | 0.00000 | ||
| 38 | 2010.03.04 04:20 | s/l | 17 | 1.00 | 1.36830 | 1.36830 | 0.00000 | -280.00 | 4740.20 |
| 39 | 2010.03.04 04:27 | buy | 18 | 1.00 | 1.37093 | 1.36768 | 0.00000 | ||
| 40 | 2010.03.04 06:10 | s/l | 18 | 1.00 | 1.36768 | 1.36768 | 0.00000 | -325.00 | 4415.20 |
| 41 | 2010.03.04 07:50 | sell | 19 | 1.00 | 1.36462 | 1.36830 | 0.00000 | ||
| 42 | 2010.03.04 08:10 | s/l | 19 | 1.00 | 1.36830 | 1.36830 | 0.00000 | -368.00 | 4047.20 |
| 43 | 2010.03.04 08:50 | sell | 20 | 1.00 | 1.36330 | 1.36681 | 0.00000 | ||
| 44 | 2010.03.04 08:57 | s/l | 20 | 1.00 | 1.36681 | 1.36681 | 0.00000 | -351.00 | 3696.20 |
| 45 | 2010.03.04 14:20 | sell | 21 | 1.00 | 1.36560 | 1.36880 | 0.00000 | ||
| 46 | 2010.03.04 14:27 | s/l | 21 | 1.00 | 1.36880 | 1.36880 | 0.00000 | -320.00 | 3376.20 |
| 47 | 2010.03.04 14:32 | sell | 22 | 1.00 | 1.36495 | 1.36880 | 0.00000 | ||
| 48 | 2010.03.04 14:40 | s/l | 22 | 1.00 | 1.36880 | 1.36880 | 0.00000 | -385.00 | 2991.20 |
| 49 | 2010.03.04 15:50 | sell | 23 | 1.00 | 1.36241 | 1.36860 | 0.00000 | ||
| 50 | 2010.03.04 16:20 | modify | 23 | 1.00 | 1.36241 | 1.36215 | 0.00000 | ||
| 51 | 2010.03.04 16:22 | s/l | 23 | 1.00 | 1.36215 | 1.36215 | 0.00000 | 26.00 | 3017.20 |
| 52 | 2010.03.05 07:20 | sell | 24 | 1.00 | 1.35680 | 1.35958 | 0.00000 | ||
| 53 | 2010.03.05 07:22 | s/l | 24 | 1.00 | 1.35958 | 1.35958 | 0.00000 | -278.00 | 2739.20 |
| 54 | 2010.03.05 18:15 | sell | 25 | 1.00 | 1.35984 | 1.36301 | 0.00000 | ||
| 55 | 2010.03.05 18:45 | s/l | 25 | 1.00 | 1.36301 | 1.36301 | 0.00000 | -317.00 | 2422.20 |
| 56 | 2010.03.08 04:00 | buy | 26 | 1.00 | 1.37084 | 1.36794 | 0.00000 | ||
| 57 | 2010.03.08 04:46 | s/l | 26 | 1.00 | 1.36794 | 1.36794 | 0.00000 | -290.00 | 2132.20 |
| 58 | 2010.03.08 04:56 | buy | 27 | 1.00 | 1.37049 | 1.36761 | 0.00000 | ||
| 59 | 2010.03.08 06:45 | s/l | 27 | 1.00 | 1.36761 | 1.36761 | 0.00000 | -288.00 | 1844.20 |
| 60 | 2010.03.08 06:45 | buy | 28 | 1.00 | 1.37007 | 1.36705 | 0.00000 | ||
| 61 | 2010.03.08 06:50 | s/l | 28 | 1.00 | 1.36705 | 1.36705 | 0.00000 | -302.00 | 1542.20 |
| 62 | 2010.03.08 06:52 | buy | 29 | 1.00 | 1.36983 | 1.36705 | 0.00000 | ||
| 63 | 2010.03.08 07:20 | s/l | 29 | 1.00 | 1.36705 | 1.36705 | 0.00000 | -278.00 | 1264.20 |
| 64 | 2010.03.08 08:00 | buy | 30 | 1.00 | 1.37019 | 1.36684 | 0.00000 | ||
| 65 | 2010.03.08 09:20 | s/l | 30 | 1.00 | 1.36684 | 1.36684 | 0.00000 | -335.00 | 929.20 |
| 66 | 2010.03.08 09:47 | buy | 31 | 1.00 | 1.36933 | 1.36589 | 0.00000 | ||
| 67 | 2010.03.08 10:50 | s/l | 31 | 1.00 | 1.36589 | 1.36589 | 0.00000 | -344.00 | 585.20 |
| 68 | 2010.03.08 11:20 | sell | 32 | 1.00 | 1.36421 | 1.36739 | 0.00000 | ||
| 69 | 2010.03.08 11:27 | s/l | 32 | 1.00 | 1.36739 | 1.36739 | 0.00000 | -318.00 | 267.20 |
| 70 | 2010.03.24 13:20 | sell | 33 | 1.00 | 1.33342 | 1.33682 | 0.00000 | ||
| 71 | 2010.03.24 13:22 | close at stop | 33 | 1.00 | 1.33650 | 1.33682 | 0.00000 | -308.00 | -40.80 |