Strategy Tester Report
Mouteki EA
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 | AlertsOn=true; MultiPositions=false; LotsPerTrade=1; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9795.00 | Gross profit | 278.80 | Gross loss | -10073.80 |
| Profit factor | 0.03 | Expected payoff | -445.23 | ||
| Absolute drawdown | 9795.00 | Maximal drawdown | 10168.00 (98.02%) | Relative drawdown | 98.02% (10168.00) |
| Total trades | 22 | Short positions (won %) | 9 (11.11%) | Long positions (won %) | 13 (23.08%) |
| Profit trades (% of total) | 4 (18.18%) | Loss trades (% of total) | 18 (81.82%) | ||
| Largest | profit trade | 240.90 | loss trade | -1102.00 | |
| Average | profit trade | 69.70 | loss trade | -559.66 | |
| Maximum | consecutive wins (profit in money) | 1 (240.90) | consecutive losses (loss in money) | 6 (-4056.30) | |
| Maximal | consecutive profit (count of wins) | 240.90 (1) | consecutive loss (count of losses) | -4056.30 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:00 | sell | 1 | 1.00 | 1.61221 | 1.61922 | 1.60236 | ||
| 2 | 2010.01.04 08:00 | modify | 1 | 1.00 | 1.61221 | 1.61211 | 1.60236 | ||
| 3 | 2010.01.04 08:45 | s/l | 1 | 1.00 | 1.61211 | 1.61211 | 1.60236 | 10.00 | 10010.00 |
| 4 | 2010.01.05 08:00 | buy | 2 | 1.00 | 1.61777 | 1.61005 | 1.61847 | ||
| 5 | 2010.01.05 08:50 | s/l | 2 | 1.00 | 1.61005 | 1.61005 | 1.61847 | -772.00 | 9238.00 |
| 6 | 2010.01.05 20:00 | sell | 3 | 1.00 | 1.59750 | 1.61061 | 1.56915 | ||
| 7 | 2010.01.06 16:00 | modify | 3 | 1.00 | 1.59750 | 1.60119 | 1.58636 | ||
| 8 | 2010.01.06 16:20 | s/l | 3 | 1.00 | 1.60119 | 1.60119 | 1.58636 | -371.20 | 8866.80 |
| 9 | 2010.01.07 00:00 | sell | 4 | 1.00 | 1.60055 | 1.60626 | 1.59454 | ||
| 10 | 2010.01.07 01:15 | s/l | 4 | 1.00 | 1.60626 | 1.60626 | 1.59454 | -571.00 | 8295.80 |
| 11 | 2010.01.07 20:00 | buy | 5 | 1.00 | 1.59565 | 1.58753 | 1.59753 | ||
| 12 | 2010.01.08 04:00 | close | 5 | 1.00 | 1.59200 | 1.58753 | 1.59753 | -365.10 | 7930.70 |
| 13 | 2010.01.08 04:00 | sell | 6 | 1.00 | 1.59200 | 1.59581 | 1.59173 | ||
| 14 | 2010.01.08 04:20 | s/l | 6 | 1.00 | 1.59581 | 1.59581 | 1.59173 | -381.00 | 7549.70 |
| 15 | 2010.01.11 16:00 | sell | 7 | 1.00 | 1.61261 | 1.61822 | 1.60692 | ||
| 16 | 2010.01.11 16:45 | s/l | 7 | 1.00 | 1.61822 | 1.61822 | 1.60692 | -561.00 | 6988.70 |
| 17 | 2010.01.12 12:00 | buy | 8 | 1.00 | 1.61737 | 1.60915 | 1.61978 | ||
| 18 | 2010.01.13 07:15 | t/p | 8 | 1.00 | 1.61978 | 1.60915 | 1.61978 | 240.90 | 7229.60 |
| 19 | 2010.01.14 20:00 | buy | 9 | 1.00 | 1.63656 | 1.61374 | 1.68317 | ||
| 20 | 2010.01.15 12:00 | close | 9 | 1.00 | 1.62857 | 1.61374 | 1.68317 | -799.10 | 6430.50 |
| 21 | 2010.01.15 12:00 | sell | 10 | 1.00 | 1.62857 | 1.63348 | 1.62507 | ||
| 22 | 2010.01.15 13:20 | s/l | 10 | 1.00 | 1.63348 | 1.63348 | 1.62507 | -491.00 | 5939.50 |
| 23 | 2010.01.19 08:00 | buy | 11 | 1.00 | 1.64483 | 1.61921 | 1.69995 | ||
| 24 | 2010.01.20 00:00 | close | 11 | 1.00 | 1.63620 | 1.61921 | 1.69995 | -863.10 | 5076.40 |
| 25 | 2010.01.21 00:00 | buy | 12 | 1.00 | 1.63228 | 1.62426 | 1.63383 | ||
| 26 | 2010.01.21 08:45 | s/l | 12 | 1.00 | 1.62426 | 1.62426 | 1.63383 | -802.00 | 4274.40 |
| 27 | 2010.01.21 20:00 | buy | 13 | 1.00 | 1.62497 | 1.61465 | 1.63354 | ||
| 28 | 2010.01.22 13:20 | s/l | 13 | 1.00 | 1.61465 | 1.61465 | 1.63354 | -1032.10 | 3242.30 |
| 29 | 2010.01.25 08:00 | buy | 14 | 1.00 | 1.61580 | 1.60858 | 1.61511 | ||
| 30 | 2010.01.25 09:40 | t/p | 14 | 1.00 | 1.61511 | 1.60858 | 1.61511 | -69.00 | 3173.30 |
| 31 | 2010.01.25 16:00 | buy | 15 | 1.00 | 1.62110 | 1.60958 | 1.63324 | ||
| 32 | 2010.01.25 20:00 | modify | 15 | 1.00 | 1.62110 | 1.62120 | 1.63324 | ||
| 33 | 2010.01.26 04:50 | s/l | 15 | 1.00 | 1.62120 | 1.62120 | 1.63324 | 9.90 | 3183.20 |
| 34 | 2010.01.26 12:00 | sell | 16 | 1.00 | 1.61196 | 1.61787 | 1.60548 | ||
| 35 | 2010.01.26 16:15 | s/l | 16 | 1.00 | 1.61787 | 1.61787 | 1.60548 | -591.00 | 2592.20 |
| 36 | 2010.01.26 20:00 | buy | 17 | 1.00 | 1.61826 | 1.60914 | 1.62315 | ||
| 37 | 2010.01.27 00:00 | close | 17 | 1.00 | 1.61497 | 1.60914 | 1.62315 | -329.10 | 2263.10 |
| 38 | 2010.01.29 08:00 | buy | 18 | 1.00 | 1.61769 | 1.61017 | 1.61787 | ||
| 39 | 2010.01.29 09:50 | t/p | 18 | 1.00 | 1.61787 | 1.61017 | 1.61787 | 18.00 | 2281.10 |
| 40 | 2010.02.01 20:00 | buy | 19 | 1.00 | 1.59657 | 1.58725 | 1.60231 | ||
| 41 | 2010.02.02 04:00 | close | 19 | 1.00 | 1.59535 | 1.58725 | 1.60231 | -122.10 | 2159.00 |
| 42 | 2010.02.02 04:00 | sell | 20 | 1.00 | 1.59535 | 1.60006 | 1.59233 | ||
| 43 | 2010.02.02 04:20 | s/l | 20 | 1.00 | 1.60006 | 1.60006 | 1.59233 | -471.00 | 1688.00 |
| 44 | 2010.02.03 04:00 | sell | 21 | 1.00 | 1.59808 | 1.60189 | 1.59775 | ||
| 45 | 2010.02.03 04:20 | s/l | 21 | 1.00 | 1.60189 | 1.60189 | 1.59775 | -381.00 | 1307.00 |
| 46 | 2010.02.03 08:00 | buy | 22 | 1.00 | 1.60530 | 1.59428 | 1.61599 | ||
| 47 | 2010.02.03 14:50 | s/l | 22 | 1.00 | 1.59428 | 1.59428 | 1.61599 | -1102.00 | 205.00 |