Strategy Tester Report
ASC Trend EA(3)
AlpariUK-Demo (Build 226)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | lStopLoss=100; sStopLoss=100; lTakeProfit=1000; sTakeProfit=1000; lTrailingStop=50; sTrailingStop=50; MainTrend=1440; ShiftBars=1; Risk=3; EnableCloseByASCTrend=false; Slippage=5; UseHourTrade=false; FromHourTrade=8; ToHourTrade=18; UseSound=false; NameFileSound=""alert.wav""; Lots=1; _Parameters_b_Lots=""Settings"; LotsWayChoice=1; LotsPercent=20; LotsDeltaDepo=500; LotsDepoForOne=500; LotsMax=10000; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""ASCTRENDTS""; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9558.74 | Gross profit | 1147.80 | Gross loss | -10706.54 |
Profit factor | 0.11 | Expected payoff | -195.08 | ||
Absolute drawdown | 9558.74 | Maximal drawdown | 9558.74 (95.59%) | Relative drawdown | 95.59% (9558.74) |
Total trades | 49 | Short positions (won %) | 27 (22.22%) | Long positions (won %) | 22 (27.27%) |
Profit trades (% of total) | 12 (24.49%) | Loss trades (% of total) | 37 (75.51%) | ||
Largest | profit trade | 190.80 | loss trade | -762.00 | |
Average | profit trade | 95.65 | loss trade | -289.37 | |
Maximum | consecutive wins (profit in money) | 2 (145.80) | consecutive losses (loss in money) | 6 (-2628.90) | |
Maximal | consecutive profit (count of wins) | 190.80 (1) | consecutive loss (count of losses) | -2628.90 (6) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | sell | 1 | 2.00 | 1.61221 | 1.61602 | 1.60221 | ||
2 | 2010.01.04 00:10 | s/l | 1 | 2.00 | 1.61602 | 1.61602 | 1.60221 | -762.00 | 9238.00 |
3 | 2010.01.04 00:10 | sell | 2 | 1.90 | 1.61328 | 1.61709 | 1.60328 | ||
4 | 2010.01.04 00:20 | s/l | 2 | 1.90 | 1.61709 | 1.61709 | 1.60328 | -723.90 | 8514.10 |
5 | 2010.01.04 00:20 | sell | 3 | 1.80 | 1.61489 | 1.61870 | 1.60489 | ||
6 | 2010.01.04 01:20 | modify | 3 | 1.80 | 1.61489 | 1.61383 | 1.60489 | ||
7 | 2010.01.04 01:22 | s/l | 3 | 1.80 | 1.61383 | 1.61383 | 1.60489 | 190.80 | 8704.90 |
8 | 2010.01.04 01:22 | sell | 4 | 1.80 | 1.61126 | 1.61507 | 1.60126 | ||
9 | 2010.01.04 01:27 | s/l | 4 | 1.80 | 1.61507 | 1.61507 | 1.60126 | -685.80 | 8019.10 |
10 | 2010.01.04 01:27 | sell | 5 | 1.70 | 1.61298 | 1.61679 | 1.60298 | ||
11 | 2010.01.04 02:40 | modify | 5 | 1.70 | 1.61298 | 1.61298 | 1.60298 | ||
12 | 2010.01.04 02:46 | modify | 5 | 1.70 | 1.61298 | 1.61213 | 1.60298 | ||
13 | 2010.01.04 02:56 | s/l | 5 | 1.70 | 1.61213 | 1.61213 | 1.60298 | 144.50 | 8163.60 |
14 | 2010.01.04 02:56 | sell | 6 | 1.70 | 1.60967 | 1.61348 | 1.59967 | ||
15 | 2010.01.04 03:20 | s/l | 6 | 1.70 | 1.61348 | 1.61348 | 1.59967 | -647.70 | 7515.90 |
16 | 2010.01.04 03:20 | sell | 7 | 1.60 | 1.61136 | 1.61517 | 1.60136 | ||
17 | 2010.01.04 04:45 | modify | 7 | 1.60 | 1.61136 | 1.61117 | 1.60136 | ||
18 | 2010.01.04 04:50 | modify | 7 | 1.60 | 1.61136 | 1.61031 | 1.60136 | ||
19 | 2010.01.04 04:57 | s/l | 7 | 1.60 | 1.61031 | 1.61031 | 1.60136 | 168.00 | 7683.90 |
20 | 2010.01.04 04:57 | sell | 8 | 1.60 | 1.60786 | 1.61167 | 1.59786 | ||
21 | 2010.01.04 05:15 | s/l | 8 | 1.60 | 1.61167 | 1.61167 | 1.59786 | -609.60 | 7074.30 |
22 | 2010.01.04 05:15 | sell | 9 | 1.50 | 1.60914 | 1.61295 | 1.59914 | ||
23 | 2010.01.04 07:02 | s/l | 9 | 1.50 | 1.61295 | 1.61295 | 1.59914 | -571.50 | 6502.80 |
24 | 2010.01.04 07:02 | sell | 10 | 1.40 | 1.61041 | 1.61422 | 1.60041 | ||
25 | 2010.01.04 08:10 | modify | 10 | 1.40 | 1.61041 | 1.61021 | 1.60041 | ||
26 | 2010.01.04 08:16 | modify | 10 | 1.40 | 1.61041 | 1.60919 | 1.60041 | ||
27 | 2010.01.04 08:20 | s/l | 10 | 1.40 | 1.60919 | 1.60919 | 1.60041 | 170.80 | 6673.60 |
28 | 2010.01.04 08:20 | sell | 11 | 1.40 | 1.60639 | 1.61020 | 1.59639 | ||
29 | 2010.01.04 08:40 | s/l | 11 | 1.40 | 1.61020 | 1.61020 | 1.59639 | -533.40 | 6140.20 |
30 | 2010.01.04 08:40 | sell | 12 | 1.30 | 1.60812 | 1.61193 | 1.59812 | ||
31 | 2010.01.04 08:45 | s/l | 12 | 1.30 | 1.61193 | 1.61193 | 1.59812 | -495.30 | 5644.90 |
32 | 2010.01.04 08:45 | sell | 13 | 1.20 | 1.60958 | 1.61339 | 1.59958 | ||
33 | 2010.01.04 08:50 | s/l | 13 | 1.20 | 1.61339 | 1.61339 | 1.59958 | -457.20 | 5187.70 |
34 | 2010.01.04 08:50 | sell | 14 | 1.10 | 1.61105 | 1.61486 | 1.60105 | ||
35 | 2010.01.04 09:15 | s/l | 14 | 1.10 | 1.61486 | 1.61486 | 1.60105 | -419.10 | 4768.60 |
36 | 2010.01.04 09:15 | sell | 15 | 1.00 | 1.61323 | 1.61704 | 1.60323 | ||
37 | 2010.01.04 09:20 | s/l | 15 | 1.00 | 1.61704 | 1.61704 | 1.60323 | -381.00 | 4387.60 |
38 | 2010.01.04 09:20 | sell | 16 | 0.90 | 1.61479 | 1.61860 | 1.60479 | ||
39 | 2010.01.04 10:10 | s/l | 16 | 0.90 | 1.61860 | 1.61860 | 1.60479 | -342.90 | 4044.70 |
40 | 2010.01.04 10:10 | buy | 17 | 0.90 | 1.61949 | 1.61568 | 1.62949 | ||
41 | 2010.01.04 10:50 | modify | 17 | 0.90 | 1.61949 | 1.62074 | 1.62949 | ||
42 | 2010.01.04 10:52 | s/l | 17 | 0.90 | 1.62074 | 1.62074 | 1.62949 | 112.50 | 4157.20 |
43 | 2010.01.04 10:52 | buy | 18 | 0.90 | 1.62320 | 1.61939 | 1.63320 | ||
44 | 2010.01.04 11:20 | modify | 18 | 0.90 | 1.62320 | 1.62357 | 1.63320 | ||
45 | 2010.01.04 11:22 | s/l | 18 | 0.90 | 1.62357 | 1.62357 | 1.63320 | 33.30 | 4190.50 |
46 | 2010.01.04 11:22 | buy | 19 | 0.90 | 1.62603 | 1.62222 | 1.63603 | ||
47 | 2010.01.04 11:27 | s/l | 19 | 0.90 | 1.62222 | 1.62222 | 1.63603 | -342.90 | 3847.60 |
48 | 2010.01.04 11:27 | buy | 20 | 0.80 | 1.62359 | 1.61978 | 1.63359 | ||
49 | 2010.01.04 11:40 | s/l | 20 | 0.80 | 1.61978 | 1.61978 | 1.63359 | -304.80 | 3542.80 |
50 | 2010.01.04 11:40 | buy | 21 | 0.80 | 1.62246 | 1.61865 | 1.63246 | ||
51 | 2010.01.04 11:45 | s/l | 21 | 0.80 | 1.61865 | 1.61865 | 1.63246 | -304.80 | 3238.00 |
52 | 2010.01.04 11:45 | buy | 22 | 0.70 | 1.62118 | 1.61737 | 1.63118 | ||
53 | 2010.01.04 11:50 | s/l | 22 | 0.70 | 1.61737 | 1.61737 | 1.63118 | -266.70 | 2971.30 |
54 | 2010.01.04 11:50 | buy | 23 | 0.60 | 1.61949 | 1.61568 | 1.62949 | ||
55 | 2010.01.04 12:10 | modify | 23 | 0.60 | 1.61949 | 1.62074 | 1.62949 | ||
56 | 2010.01.04 12:16 | modify | 23 | 0.60 | 1.61949 | 1.62218 | 1.62949 | ||
57 | 2010.01.04 12:20 | s/l | 23 | 0.60 | 1.62218 | 1.62218 | 1.62949 | 161.40 | 3132.70 |
58 | 2010.01.04 12:20 | buy | 24 | 0.70 | 1.62453 | 1.62072 | 1.63453 | ||
59 | 2010.01.04 12:32 | s/l | 24 | 0.70 | 1.62072 | 1.62072 | 1.63453 | -266.70 | 2866.00 |
60 | 2010.01.04 12:32 | buy | 25 | 0.60 | 1.62315 | 1.61934 | 1.63315 | ||
61 | 2010.01.04 13:15 | s/l | 25 | 0.60 | 1.61934 | 1.61934 | 1.63315 | -228.60 | 2637.40 |
62 | 2010.01.04 13:15 | buy | 26 | 0.60 | 1.62044 | 1.61663 | 1.63044 | ||
63 | 2010.01.04 13:20 | s/l | 26 | 0.60 | 1.61663 | 1.61663 | 1.63044 | -228.60 | 2408.80 |
64 | 2010.01.04 13:20 | buy | 27 | 0.50 | 1.61775 | 1.61394 | 1.62775 | ||
65 | 2010.01.04 13:50 | s/l | 27 | 0.50 | 1.61394 | 1.61394 | 1.62775 | -190.50 | 2218.30 |
66 | 2010.01.04 13:50 | buy | 28 | 0.50 | 1.61659 | 1.61278 | 1.62659 | ||
67 | 2010.01.04 14:50 | modify | 28 | 0.50 | 1.61659 | 1.61722 | 1.62659 | ||
68 | 2010.01.04 14:52 | s/l | 28 | 0.50 | 1.61722 | 1.61722 | 1.62659 | 31.50 | 2249.80 |
69 | 2010.01.04 14:52 | buy | 29 | 0.50 | 1.61986 | 1.61605 | 1.62986 | ||
70 | 2010.01.04 15:50 | s/l | 29 | 0.50 | 1.61605 | 1.61605 | 1.62986 | -190.50 | 2059.30 |
71 | 2010.01.04 15:50 | buy | 30 | 0.50 | 1.61810 | 1.61429 | 1.62810 | ||
72 | 2010.01.04 16:07 | modify | 30 | 0.50 | 1.61810 | 1.61848 | 1.62810 | ||
73 | 2010.01.04 16:10 | s/l | 30 | 0.50 | 1.61848 | 1.61848 | 1.62810 | 19.00 | 2078.30 |
74 | 2010.01.04 16:10 | buy | 31 | 0.50 | 1.61961 | 1.61580 | 1.62961 | ||
75 | 2010.01.04 16:15 | s/l | 31 | 0.50 | 1.61580 | 1.61580 | 1.62961 | -190.50 | 1887.80 |
76 | 2010.01.04 16:15 | buy | 32 | 0.40 | 1.61797 | 1.61416 | 1.62797 | ||
77 | 2010.01.04 16:20 | s/l | 32 | 0.40 | 1.61416 | 1.61416 | 1.62797 | -152.40 | 1735.40 |
78 | 2010.01.04 16:20 | buy | 33 | 0.40 | 1.61579 | 1.61198 | 1.62579 | ||
79 | 2010.01.04 16:50 | s/l | 33 | 0.40 | 1.61198 | 1.61198 | 1.62579 | -152.40 | 1583.00 |
80 | 2010.01.04 16:50 | buy | 34 | 0.40 | 1.61424 | 1.61043 | 1.62424 | ||
81 | 2010.01.04 17:15 | s/l | 34 | 0.40 | 1.61043 | 1.61043 | 1.62424 | -152.40 | 1430.60 |
82 | 2010.01.04 17:15 | buy | 35 | 0.30 | 1.61293 | 1.60912 | 1.62293 | ||
83 | 2010.01.04 17:20 | s/l | 35 | 0.30 | 1.60912 | 1.60912 | 1.62293 | -114.30 | 1316.30 |
84 | 2010.01.04 17:20 | buy | 36 | 0.30 | 1.61121 | 1.60740 | 1.62121 | ||
85 | 2010.01.04 17:45 | modify | 36 | 0.30 | 1.61121 | 1.61175 | 1.62121 | ||
86 | 2010.01.04 17:50 | modify | 36 | 0.30 | 1.61121 | 1.61263 | 1.62121 | ||
87 | 2010.01.04 17:52 | s/l | 36 | 0.30 | 1.61263 | 1.61263 | 1.62121 | 42.60 | 1358.90 |
88 | 2010.01.04 17:52 | buy | 37 | 0.30 | 1.61536 | 1.61155 | 1.62536 | ||
89 | 2010.01.04 17:59 | s/l | 37 | 0.30 | 1.61155 | 1.61155 | 1.62536 | -114.30 | 1244.60 |
90 | 2010.01.04 17:59 | buy | 38 | 0.30 | 1.61339 | 1.60958 | 1.62339 | ||
91 | 2010.01.04 20:07 | s/l | 38 | 0.30 | 1.60958 | 1.60958 | 1.62339 | -114.30 | 1130.30 |
92 | 2010.01.04 20:07 | sell | 39 | 0.30 | 1.60943 | 1.61324 | 1.59943 | ||
93 | 2010.01.04 20:10 | s/l | 39 | 0.30 | 1.61324 | 1.61324 | 1.59943 | -114.30 | 1016.00 |
94 | 2010.01.04 20:10 | sell | 40 | 0.30 | 1.61063 | 1.61444 | 1.60063 | ||
95 | 2010.01.04 20:20 | s/l | 40 | 0.30 | 1.61444 | 1.61444 | 1.60063 | -114.30 | 901.70 |
96 | 2010.01.04 20:20 | sell | 41 | 0.20 | 1.61207 | 1.61588 | 1.60207 | ||
97 | 2010.01.04 22:43 | modify | 41 | 0.20 | 1.61207 | 1.61202 | 1.60207 | ||
98 | 2010.01.04 22:50 | modify | 41 | 0.20 | 1.61207 | 1.61178 | 1.60207 | ||
99 | 2010.01.04 22:59 | modify | 41 | 0.20 | 1.61207 | 1.61147 | 1.60207 | ||
100 | 2010.01.04 23:00 | modify | 41 | 0.20 | 1.61207 | 1.61146 | 1.60207 | ||
101 | 2010.01.04 23:07 | modify | 41 | 0.20 | 1.61207 | 1.61145 | 1.60207 | ||
102 | 2010.01.04 23:10 | s/l | 41 | 0.20 | 1.61145 | 1.61145 | 1.60207 | 12.40 | 914.10 |
103 | 2010.01.04 23:10 | sell | 42 | 0.20 | 1.60881 | 1.61262 | 1.59881 | ||
104 | 2010.01.05 00:15 | s/l | 42 | 0.20 | 1.61262 | 1.61262 | 1.59881 | -76.64 | 837.46 |
105 | 2010.01.05 00:15 | sell | 43 | 0.20 | 1.61030 | 1.61411 | 1.60030 | ||
106 | 2010.01.05 01:05 | s/l | 43 | 0.20 | 1.61411 | 1.61411 | 1.60030 | -76.20 | 761.26 |
107 | 2010.01.05 01:05 | sell | 44 | 0.20 | 1.61147 | 1.61528 | 1.60147 | ||
108 | 2010.01.05 01:15 | s/l | 44 | 0.20 | 1.61528 | 1.61528 | 1.60147 | -76.20 | 685.06 |
109 | 2010.01.05 01:15 | sell | 45 | 0.20 | 1.61288 | 1.61669 | 1.60288 | ||
110 | 2010.01.05 02:10 | modify | 45 | 0.20 | 1.61288 | 1.61229 | 1.60288 | ||
111 | 2010.01.05 02:15 | modify | 45 | 0.20 | 1.61288 | 1.61123 | 1.60288 | ||
112 | 2010.01.05 02:20 | modify | 45 | 0.20 | 1.61288 | 1.60983 | 1.60288 | ||
113 | 2010.01.05 02:22 | s/l | 45 | 0.20 | 1.60983 | 1.60983 | 1.60288 | 61.00 | 746.06 |
114 | 2010.01.05 02:22 | sell | 46 | 0.20 | 1.60722 | 1.61103 | 1.59722 | ||
115 | 2010.01.05 02:45 | s/l | 46 | 0.20 | 1.61103 | 1.61103 | 1.59722 | -76.20 | 669.86 |
116 | 2010.01.05 02:45 | sell | 47 | 0.20 | 1.60829 | 1.61210 | 1.59829 | ||
117 | 2010.01.05 03:50 | s/l | 47 | 0.20 | 1.61210 | 1.61210 | 1.59829 | -76.20 | 593.66 |
118 | 2010.01.05 03:50 | sell | 48 | 0.20 | 1.60956 | 1.61337 | 1.59956 | ||
119 | 2010.01.05 05:32 | s/l | 48 | 0.20 | 1.61337 | 1.61337 | 1.59956 | -76.20 | 517.46 |
120 | 2010.01.05 05:32 | sell | 49 | 0.20 | 1.61124 | 1.61505 | 1.60124 | ||
121 | 2010.01.05 06:45 | s/l | 49 | 0.20 | 1.61505 | 1.61505 | 1.60124 | -76.20 | 441.26 |