Strategy Tester Report
SDS_UMM_ver1
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 | EA_MAGIC_NUM=275931; MA_Period=200; MA_TYPE=0; UsePSAR=false; ADR_Days=10; Min_Range=50; Start_Hour=0; Start_Minute=0; Slippage=3; TakeProfit=100; StopLoss=100; LotSizeFactor=1; 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 | -30.00 | Gross profit | 90.00 | Gross loss | -120.00 |
Profit factor | 0.75 | Expected payoff | -1.43 | ||
Absolute drawdown | 44.30 | Maximal drawdown | 64.80 (0.65%) | Relative drawdown | 0.65% (64.80) |
Total trades | 21 | Short positions (won %) | 12 (33.33%) | Long positions (won %) | 9 (55.56%) |
Profit trades (% of total) | 9 (42.86%) | Loss trades (% of total) | 12 (57.14%) | ||
Largest | profit trade | 10.00 | loss trade | -10.00 | |
Average | profit trade | 10.00 | loss trade | -10.00 | |
Maximum | consecutive wins (profit in money) | 2 (20.00) | consecutive losses (loss in money) | 3 (-30.00) | |
Maximal | consecutive profit (count of wins) | 20.00 (2) | consecutive loss (count of losses) | -30.00 (3) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 00:00 | buy | 1 | 0.10 | 1.35074 | 1.34974 | 1.35174 | ||
2 | 2010.04.01 01:20 | t/p | 1 | 0.10 | 1.35174 | 1.34974 | 1.35174 | 10.00 | 10010.00 |
3 | 2010.04.02 00:00 | buy | 2 | 0.10 | 1.35851 | 1.35751 | 1.35951 | ||
4 | 2010.04.02 02:40 | s/l | 2 | 0.10 | 1.35751 | 1.35751 | 1.35951 | -10.00 | 10000.00 |
5 | 2010.04.05 00:00 | buy | 3 | 0.10 | 1.34930 | 1.34830 | 1.35030 | ||
6 | 2010.04.05 02:03 | t/p | 3 | 0.10 | 1.35030 | 1.34830 | 1.35030 | 10.00 | 10010.00 |
7 | 2010.04.06 00:00 | buy | 4 | 0.10 | 1.34829 | 1.34729 | 1.34929 | ||
8 | 2010.04.06 01:10 | t/p | 4 | 0.10 | 1.34929 | 1.34729 | 1.34929 | 10.00 | 10020.00 |
9 | 2010.04.07 00:00 | sell | 5 | 0.10 | 1.33934 | 1.34034 | 1.33834 | ||
10 | 2010.04.07 01:10 | s/l | 5 | 0.10 | 1.34034 | 1.34034 | 1.33834 | -10.00 | 10010.00 |
11 | 2010.04.08 00:00 | sell | 6 | 0.10 | 1.33395 | 1.33495 | 1.33295 | ||
12 | 2010.04.08 01:20 | t/p | 6 | 0.10 | 1.33295 | 1.33495 | 1.33295 | 10.00 | 10020.00 |
13 | 2010.04.09 00:00 | sell | 7 | 0.10 | 1.33569 | 1.33669 | 1.33469 | ||
14 | 2010.04.09 01:10 | s/l | 7 | 0.10 | 1.33669 | 1.33669 | 1.33469 | -10.00 | 10010.00 |
15 | 2010.04.12 00:00 | buy | 8 | 0.10 | 1.36269 | 1.36169 | 1.36369 | ||
16 | 2010.04.12 00:15 | s/l | 8 | 0.10 | 1.36169 | 1.36169 | 1.36369 | -10.00 | 10000.00 |
17 | 2010.04.13 00:00 | buy | 9 | 0.10 | 1.35861 | 1.35761 | 1.35961 | ||
18 | 2010.04.13 01:32 | t/p | 9 | 0.10 | 1.35961 | 1.35761 | 1.35961 | 10.00 | 10010.00 |
19 | 2010.04.14 00:00 | buy | 10 | 0.10 | 1.36158 | 1.36058 | 1.36258 | ||
20 | 2010.04.14 01:32 | s/l | 10 | 0.10 | 1.36058 | 1.36058 | 1.36258 | -10.00 | 10000.00 |
21 | 2010.04.15 00:00 | buy | 11 | 0.10 | 1.36515 | 1.36415 | 1.36615 | ||
22 | 2010.04.15 01:37 | t/p | 11 | 0.10 | 1.36615 | 1.36415 | 1.36615 | 10.00 | 10010.00 |
23 | 2010.04.16 00:00 | buy | 12 | 0.10 | 1.35804 | 1.35704 | 1.35904 | ||
24 | 2010.04.16 00:46 | s/l | 12 | 0.10 | 1.35704 | 1.35704 | 1.35904 | -10.00 | 10000.00 |
25 | 2010.04.19 00:00 | sell | 13 | 0.10 | 1.34756 | 1.34856 | 1.34656 | ||
26 | 2010.04.19 00:15 | s/l | 13 | 0.10 | 1.34856 | 1.34856 | 1.34656 | -10.00 | 9990.00 |
27 | 2010.04.20 00:00 | sell | 14 | 0.10 | 1.34893 | 1.34993 | 1.34793 | ||
28 | 2010.04.20 02:50 | s/l | 14 | 0.10 | 1.34993 | 1.34993 | 1.34793 | -10.00 | 9980.00 |
29 | 2010.04.21 00:00 | sell | 15 | 0.10 | 1.34412 | 1.34512 | 1.34312 | ||
30 | 2010.04.21 01:03 | t/p | 15 | 0.10 | 1.34312 | 1.34512 | 1.34312 | 10.00 | 9990.00 |
31 | 2010.04.22 00:00 | sell | 16 | 0.10 | 1.33869 | 1.33969 | 1.33769 | ||
32 | 2010.04.22 00:46 | s/l | 16 | 0.10 | 1.33969 | 1.33969 | 1.33769 | -10.00 | 9980.00 |
33 | 2010.04.23 00:00 | sell | 17 | 0.10 | 1.32849 | 1.32949 | 1.32749 | ||
34 | 2010.04.23 00:45 | t/p | 17 | 0.10 | 1.32749 | 1.32949 | 1.32749 | 10.00 | 9990.00 |
35 | 2010.04.26 00:00 | sell | 18 | 0.10 | 1.33456 | 1.33556 | 1.33356 | ||
36 | 2010.04.26 00:15 | s/l | 18 | 0.10 | 1.33556 | 1.33556 | 1.33356 | -10.00 | 9980.00 |
37 | 2010.04.27 00:00 | sell | 19 | 0.10 | 1.33919 | 1.34019 | 1.33819 | ||
38 | 2010.04.27 00:15 | s/l | 19 | 0.10 | 1.34019 | 1.34019 | 1.33819 | -10.00 | 9970.00 |
39 | 2010.04.28 00:00 | sell | 20 | 0.10 | 1.31611 | 1.31711 | 1.31511 | ||
40 | 2010.04.28 00:10 | s/l | 20 | 0.10 | 1.31711 | 1.31711 | 1.31511 | -10.00 | 9960.00 |
41 | 2010.04.29 00:00 | sell | 21 | 0.10 | 1.32052 | 1.32152 | 1.31952 | ||
42 | 2010.04.29 00:15 | t/p | 21 | 0.10 | 1.31952 | 1.32152 | 1.31952 | 10.00 | 9970.00 |