Strategy Tester Report
50MAcrossv01
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | MinutesBetweenOrders=120; MAperiod=50; StopLoss=30; TakeProfit=50; TrailingStop=0; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""MA"; Slippage=5; UseSound=false; NameFileSound=""alert.wav""; Lots=0.1; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -15.70 | Gross profit | 25.00 | Gross loss | -40.70 |
| Profit factor | 0.61 | Expected payoff | -0.98 | ||
| Absolute drawdown | 15.70 | Maximal drawdown | 19.90 (0.20%) | Relative drawdown | 0.20% (19.90) |
| Total trades | 16 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 9 (33.33%) |
| Profit trades (% of total) | 5 (31.25%) | Loss trades (% of total) | 11 (68.75%) | ||
| Largest | profit trade | 5.00 | loss trade | -3.70 | |
| Average | profit trade | 5.00 | loss trade | -3.70 | |
| Maximum | consecutive wins (profit in money) | 2 (10.00) | consecutive losses (loss in money) | 4 (-14.80) | |
| Maximal | consecutive profit (count of wins) | 10.00 (2) | consecutive loss (count of losses) | -14.80 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.02 16:00 | sell | 1 | 0.10 | 1.34879 | 1.34916 | 1.34829 | ||
| 2 | 2010.04.02 16:02 | s/l | 1 | 0.10 | 1.34916 | 1.34916 | 1.34829 | -3.70 | 9996.30 |
| 3 | 2010.04.05 06:00 | sell | 2 | 0.10 | 1.35225 | 1.35262 | 1.35175 | ||
| 4 | 2010.04.05 06:15 | t/p | 2 | 0.10 | 1.35175 | 1.35262 | 1.35175 | 5.00 | 10001.30 |
| 5 | 2010.04.08 18:00 | buy | 3 | 0.10 | 1.33599 | 1.33562 | 1.33649 | ||
| 6 | 2010.04.08 18:15 | s/l | 3 | 0.10 | 1.33562 | 1.33562 | 1.33649 | -3.70 | 9997.60 |
| 7 | 2010.04.08 20:02 | sell | 4 | 0.10 | 1.33431 | 1.33468 | 1.33381 | ||
| 8 | 2010.04.08 20:10 | s/l | 4 | 0.10 | 1.33468 | 1.33468 | 1.33381 | -3.70 | 9993.90 |
| 9 | 2010.04.09 00:00 | buy | 5 | 0.10 | 1.33576 | 1.33539 | 1.33626 | ||
| 10 | 2010.04.09 01:10 | t/p | 5 | 0.10 | 1.33626 | 1.33539 | 1.33626 | 5.00 | 9998.90 |
| 11 | 2010.04.13 19:20 | buy | 6 | 0.10 | 1.35848 | 1.35811 | 1.35898 | ||
| 12 | 2010.04.13 19:27 | s/l | 6 | 0.10 | 1.35811 | 1.35811 | 1.35898 | -3.70 | 9995.20 |
| 13 | 2010.04.14 00:00 | buy | 7 | 0.10 | 1.36155 | 1.36118 | 1.36205 | ||
| 14 | 2010.04.14 00:15 | s/l | 7 | 0.10 | 1.36118 | 1.36118 | 1.36205 | -3.70 | 9991.50 |
| 15 | 2010.04.15 11:00 | sell | 8 | 0.10 | 1.35684 | 1.35721 | 1.35634 | ||
| 16 | 2010.04.15 11:02 | s/l | 8 | 0.10 | 1.35721 | 1.35721 | 1.35634 | -3.70 | 9987.80 |
| 17 | 2010.04.20 12:00 | buy | 9 | 0.10 | 1.35027 | 1.34990 | 1.35077 | ||
| 18 | 2010.04.20 12:15 | t/p | 9 | 0.10 | 1.35077 | 1.34990 | 1.35077 | 5.00 | 9992.80 |
| 19 | 2010.04.20 16:00 | sell | 10 | 0.10 | 1.34702 | 1.34739 | 1.34652 | ||
| 20 | 2010.04.20 16:02 | s/l | 10 | 0.10 | 1.34739 | 1.34739 | 1.34652 | -3.70 | 9989.10 |
| 21 | 2010.04.23 18:00 | buy | 11 | 0.10 | 1.33601 | 1.33564 | 1.33651 | ||
| 22 | 2010.04.23 18:10 | t/p | 11 | 0.10 | 1.33651 | 1.33564 | 1.33651 | 5.00 | 9994.10 |
| 23 | 2010.04.26 13:00 | sell | 12 | 0.10 | 1.33185 | 1.33222 | 1.33135 | ||
| 24 | 2010.04.26 13:02 | t/p | 12 | 0.10 | 1.33135 | 1.33222 | 1.33135 | 5.00 | 9999.10 |
| 25 | 2010.04.26 15:03 | buy | 13 | 0.10 | 1.33440 | 1.33403 | 1.33490 | ||
| 26 | 2010.04.26 15:13 | s/l | 13 | 0.10 | 1.33403 | 1.33403 | 1.33490 | -3.70 | 9995.40 |
| 27 | 2010.04.26 18:00 | buy | 14 | 0.10 | 1.33353 | 1.33316 | 1.33403 | ||
| 28 | 2010.04.26 18:10 | s/l | 14 | 0.10 | 1.33316 | 1.33316 | 1.33403 | -3.70 | 9991.70 |
| 29 | 2010.04.27 13:00 | sell | 15 | 0.10 | 1.33092 | 1.33129 | 1.33042 | ||
| 30 | 2010.04.27 13:10 | s/l | 15 | 0.10 | 1.33129 | 1.33129 | 1.33042 | -3.70 | 9988.00 |
| 31 | 2010.04.29 12:00 | buy | 16 | 0.10 | 1.32607 | 1.32570 | 1.32657 | ||
| 32 | 2010.04.29 12:02 | s/l | 16 | 0.10 | 1.32570 | 1.32570 | 1.32657 | -3.70 | 9984.30 |