Strategy Tester Report
SimpleGrail1st
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 | TrailingStop=200; magicnumber=143; MaxOrders=1; Prots=15; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 3934.80 | Gross profit | 4165.80 | Gross loss | -231.00 |
Profit factor | 18.03 | Expected payoff | 357.71 | ||
Absolute drawdown | 4258.28 | Maximal drawdown | 6432.84 (52.84%) | Relative drawdown | 52.84% (6432.84) |
Total trades | 11 | Short positions (won %) | 11 (90.91%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 10 (90.91%) | Loss trades (% of total) | 1 (9.09%) | ||
Largest | profit trade | 1256.76 | loss trade | -231.00 | |
Average | profit trade | 416.58 | loss trade | -231.00 | |
Maximum | consecutive wins (profit in money) | 10 (4165.80) | consecutive losses (loss in money) | 1 (-231.00) | |
Maximal | consecutive profit (count of wins) | 4165.80 (10) | consecutive loss (count of losses) | -231.00 (1) | |
Average | consecutive wins | 10 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.02 11:00 | sell | 1 | 1.50 | 1.35509 | 0.00000 | 0.00000 | ||
2 | 2010.04.02 14:59 | modify | 1 | 1.50 | 1.35509 | 1.35347 | 0.00000 | ||
3 | 2010.04.02 15:02 | modify | 1 | 1.50 | 1.35509 | 1.35337 | 0.00000 | ||
4 | 2010.04.02 15:05 | modify | 1 | 1.50 | 1.35509 | 1.35312 | 0.00000 | ||
5 | 2010.04.02 15:10 | modify | 1 | 1.50 | 1.35509 | 1.35262 | 0.00000 | ||
6 | 2010.04.02 15:15 | modify | 1 | 1.50 | 1.35509 | 1.35186 | 0.00000 | ||
7 | 2010.04.02 15:20 | modify | 1 | 1.50 | 1.35509 | 1.35086 | 0.00000 | ||
8 | 2010.04.02 15:30 | s/l | 1 | 1.50 | 1.35086 | 1.35086 | 0.00000 | 634.50 | 10634.50 |
9 | 2010.04.02 17:00 | sell | 2 | 1.60 | 1.34844 | 0.00000 | 0.00000 | ||
10 | 2010.04.05 08:50 | modify | 2 | 1.60 | 1.34844 | 1.34842 | 0.00000 | ||
11 | 2010.04.05 09:07 | modify | 2 | 1.60 | 1.34844 | 1.34835 | 0.00000 | ||
12 | 2010.04.05 09:50 | s/l | 2 | 1.60 | 1.34835 | 1.34835 | 0.00000 | 13.12 | 10647.62 |
13 | 2010.04.05 22:00 | sell | 3 | 1.60 | 1.34781 | 0.00000 | 0.00000 | ||
14 | 2010.04.06 02:10 | modify | 3 | 1.60 | 1.34781 | 1.34780 | 0.00000 | ||
15 | 2010.04.06 02:16 | modify | 3 | 1.60 | 1.34781 | 1.34726 | 0.00000 | ||
16 | 2010.04.06 02:45 | modify | 3 | 1.60 | 1.34781 | 1.34691 | 0.00000 | ||
17 | 2010.04.06 02:50 | modify | 3 | 1.60 | 1.34781 | 1.34630 | 0.00000 | ||
18 | 2010.04.06 03:10 | modify | 3 | 1.60 | 1.34781 | 1.34598 | 0.00000 | ||
19 | 2010.04.06 03:15 | modify | 3 | 1.60 | 1.34781 | 1.34532 | 0.00000 | ||
20 | 2010.04.06 03:20 | modify | 3 | 1.60 | 1.34781 | 1.34444 | 0.00000 | ||
21 | 2010.04.06 04:32 | modify | 3 | 1.60 | 1.34781 | 1.34439 | 0.00000 | ||
22 | 2010.04.06 04:37 | modify | 3 | 1.60 | 1.34781 | 1.34435 | 0.00000 | ||
23 | 2010.04.06 05:20 | modify | 3 | 1.60 | 1.34781 | 1.34415 | 0.00000 | ||
24 | 2010.04.06 06:50 | modify | 3 | 1.60 | 1.34781 | 1.34340 | 0.00000 | ||
25 | 2010.04.06 07:20 | s/l | 3 | 1.60 | 1.34340 | 1.34340 | 0.00000 | 704.32 | 11351.94 |
26 | 2010.04.06 15:00 | sell | 4 | 1.70 | 1.33678 | 0.00000 | 0.00000 | ||
27 | 2010.04.07 12:50 | modify | 4 | 1.70 | 1.33678 | 1.33662 | 0.00000 | ||
28 | 2010.04.07 13:20 | modify | 4 | 1.70 | 1.33678 | 1.33630 | 0.00000 | ||
29 | 2010.04.07 13:32 | modify | 4 | 1.70 | 1.33678 | 1.33554 | 0.00000 | ||
30 | 2010.04.07 13:37 | modify | 4 | 1.70 | 1.33678 | 1.33537 | 0.00000 | ||
31 | 2010.04.07 14:20 | modify | 4 | 1.70 | 1.33678 | 1.33465 | 0.00000 | ||
32 | 2010.04.07 14:50 | s/l | 4 | 1.70 | 1.33465 | 1.33465 | 0.00000 | 360.74 | 11712.68 |
33 | 2010.04.07 15:00 | sell | 5 | 1.80 | 1.33394 | 0.00000 | 0.00000 | ||
34 | 2010.04.08 03:20 | modify | 5 | 1.80 | 1.33394 | 1.33365 | 0.00000 | ||
35 | 2010.04.08 03:32 | modify | 5 | 1.80 | 1.33394 | 1.33347 | 0.00000 | ||
36 | 2010.04.08 03:37 | modify | 5 | 1.80 | 1.33394 | 1.33335 | 0.00000 | ||
37 | 2010.04.08 05:15 | s/l | 5 | 1.80 | 1.33335 | 1.33335 | 0.00000 | 101.88 | 11814.56 |
38 | 2010.04.09 05:00 | sell | 6 | 1.80 | 1.33550 | 0.00000 | 0.00000 | ||
39 | 2010.04.22 12:20 | modify | 6 | 1.80 | 1.33550 | 1.33526 | 0.00000 | ||
40 | 2010.04.22 12:50 | modify | 6 | 1.80 | 1.33550 | 1.33516 | 0.00000 | ||
41 | 2010.04.22 14:07 | s/l | 6 | 1.80 | 1.33516 | 1.33516 | 0.00000 | 42.48 | 11857.04 |
42 | 2010.04.22 23:00 | sell | 7 | 1.80 | 1.32918 | 0.00000 | 0.00000 | ||
43 | 2010.04.23 00:45 | modify | 7 | 1.80 | 1.32918 | 1.32906 | 0.00000 | ||
44 | 2010.04.23 00:50 | modify | 7 | 1.80 | 1.32918 | 1.32854 | 0.00000 | ||
45 | 2010.04.23 01:02 | modify | 7 | 1.80 | 1.32918 | 1.32842 | 0.00000 | ||
46 | 2010.04.23 01:05 | modify | 7 | 1.80 | 1.32918 | 1.32779 | 0.00000 | ||
47 | 2010.04.23 01:10 | modify | 7 | 1.80 | 1.32918 | 1.32655 | 0.00000 | ||
48 | 2010.04.23 01:15 | modify | 7 | 1.80 | 1.32918 | 1.32468 | 0.00000 | ||
49 | 2010.04.23 01:20 | modify | 7 | 1.80 | 1.32918 | 1.32219 | 0.00000 | ||
50 | 2010.04.23 01:27 | s/l | 7 | 1.80 | 1.32219 | 1.32219 | 0.00000 | 1256.76 | 13113.80 |
51 | 2010.04.23 02:00 | sell | 8 | 2.00 | 1.32230 | 0.00000 | 0.00000 | ||
52 | 2010.04.27 21:33 | modify | 8 | 2.00 | 1.32230 | 1.32146 | 0.00000 | ||
53 | 2010.04.27 21:40 | modify | 8 | 2.00 | 1.32230 | 1.32047 | 0.00000 | ||
54 | 2010.04.27 21:46 | modify | 8 | 2.00 | 1.32230 | 1.31915 | 0.00000 | ||
55 | 2010.04.27 22:02 | modify | 8 | 2.00 | 1.32230 | 1.31879 | 0.00000 | ||
56 | 2010.04.27 22:07 | modify | 8 | 2.00 | 1.32230 | 1.31862 | 0.00000 | ||
57 | 2010.04.27 22:37 | s/l | 8 | 2.00 | 1.31862 | 1.31862 | 0.00000 | 732.80 | 13846.60 |
58 | 2010.04.27 23:00 | sell | 9 | 2.10 | 1.31736 | 0.00000 | 0.00000 | ||
59 | 2010.04.27 23:26 | modify | 9 | 2.10 | 1.31736 | 1.31734 | 0.00000 | ||
60 | 2010.04.27 23:32 | modify | 9 | 2.10 | 1.31736 | 1.31666 | 0.00000 | ||
61 | 2010.04.27 23:37 | modify | 9 | 2.10 | 1.31736 | 1.31645 | 0.00000 | ||
62 | 2010.04.27 23:50 | s/l | 9 | 2.10 | 1.31645 | 1.31645 | 0.00000 | 191.10 | 14037.70 |
63 | 2010.04.28 00:00 | sell | 10 | 2.10 | 1.31611 | 0.00000 | 0.00000 | ||
64 | 2010.04.28 17:20 | modify | 10 | 2.10 | 1.31611 | 1.31550 | 0.00000 | ||
65 | 2010.04.28 17:27 | s/l | 10 | 2.10 | 1.31550 | 1.31550 | 0.00000 | 128.10 | 14165.80 |
66 | 2010.04.29 23:00 | sell | 11 | 2.10 | 1.32323 | 0.00000 | 0.00000 | ||
67 | 2010.04.29 23:59 | close at stop | 11 | 2.10 | 1.32433 | 0.00000 | 0.00000 | -231.00 | 13934.80 |