Strategy Tester Report
UniversalMACrossEA-mod
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 | Expert_Name="---------- Universal MA Cross EA v5"; StopLoss=100; TakeProfit=200; TrailingStop=40; Indicator_Setting="---------- Indicator Setting"; FastMAPeriod=10; FastMAType=1; FastMAPrice=0; SlowMAPeriod=80; SlowMAType=1; SlowMAPrice=0; MinCrossDistance=0; Exit_Setting="---------- Exit Setting"; ReverseCondition=false; ConfirmedOnEntry=true; OneEntryPerBar=true; StopAndReverse=true; PureSAR=false; ThirdEMA_Setting="---------- Third MA Setting"; UseThirdMA=false; UseCounterTrend=false; ThirdMAPeriod=100; ThirdMAType=1; ThirdMAPrice=0; CTStopLoss=0; CTTakeProfit=0; Order_Setting="---------- Order Setting"; NumberOfTries=5; Slippage=5; MaxOpenTrade=2; MagicNumber=1234; Time_Parameters="---------- EA Active Time"; UseHourTrade=false; StartHour=10; EndHour=11; MM_Parameters="---------- Money Management"; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Alert_Setting="---------- Alert Setting"; EnableAlert=true; SoundFilename="alert.wav"; Testing_Parameters="---------- Back Test Parameter"; PrintControl=true; Show_Settings=true; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -114.00 | Gross profit | 380.00 | Gross loss | -494.00 |
| Profit factor | 0.77 | Expected payoff | -12.67 | ||
| Absolute drawdown | 509.00 | Maximal drawdown | 509.00 (5.09%) | Relative drawdown | 5.09% (509.00) |
| Total trades | 9 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 4 (44.44%) | Loss trades (% of total) | 5 (55.56%) | ||
| Largest | profit trade | 199.00 | loss trade | -101.00 | |
| Average | profit trade | 95.00 | loss trade | -98.80 | |
| Maximum | consecutive wins (profit in money) | 4 (380.00) | consecutive losses (loss in money) | 5 (-494.00) | |
| Maximal | consecutive profit (count of wins) | 380.00 (4) | consecutive loss (count of losses) | -494.00 (5) | |
| Average | consecutive wins | 4 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.02 21:00 | sell | 1 | 1.00 | 1.34869 | 1.34970 | 1.34670 | ||
| 2 | 2010.04.02 22:15 | s/l | 1 | 1.00 | 1.34970 | 1.34970 | 1.34670 | -101.00 | 9899.00 |
| 3 | 2010.04.05 04:00 | buy | 2 | 1.00 | 1.35327 | 1.35230 | 1.35530 | ||
| 4 | 2010.04.05 04:16 | s/l | 2 | 1.00 | 1.35230 | 1.35230 | 1.35530 | -97.00 | 9802.00 |
| 5 | 2010.04.05 09:00 | sell | 3 | 1.00 | 1.34641 | 1.34740 | 1.34440 | ||
| 6 | 2010.04.05 09:20 | s/l | 3 | 1.00 | 1.34740 | 1.34740 | 1.34440 | -99.00 | 9703.00 |
| 7 | 2010.04.09 11:00 | buy | 4 | 1.00 | 1.34131 | 1.34030 | 1.34330 | ||
| 8 | 2010.04.09 11:15 | s/l | 4 | 1.00 | 1.34030 | 1.34030 | 1.34330 | -101.00 | 9602.00 |
| 9 | 2010.04.15 14:00 | sell | 5 | 1.00 | 1.35414 | 1.35510 | 1.35210 | ||
| 10 | 2010.04.15 14:15 | s/l | 5 | 1.00 | 1.35510 | 1.35510 | 1.35210 | -96.00 | 9506.00 |
| 11 | 2010.04.26 03:00 | buy | 6 | 1.00 | 1.33898 | 1.33800 | 1.34100 | ||
| 12 | 2010.04.26 03:02 | modify | 6 | 1.00 | 1.33898 | 1.33901 | 1.34100 | ||
| 13 | 2010.04.26 03:07 | modify | 6 | 1.00 | 1.33898 | 1.33915 | 1.34100 | ||
| 14 | 2010.04.26 03:10 | s/l | 6 | 1.00 | 1.33915 | 1.33915 | 1.34100 | 17.00 | 9523.00 |
| 15 | 2010.04.26 11:00 | sell | 7 | 1.00 | 1.33269 | 1.33370 | 1.33070 | ||
| 16 | 2010.04.26 11:10 | modify | 7 | 1.00 | 1.33269 | 1.33221 | 1.33070 | ||
| 17 | 2010.04.26 11:15 | modify | 7 | 1.00 | 1.33269 | 1.33132 | 1.33070 | ||
| 18 | 2010.04.26 11:20 | t/p | 7 | 1.00 | 1.33070 | 1.33132 | 1.33070 | 199.00 | 9722.00 |
| 19 | 2010.04.27 01:00 | buy | 8 | 1.00 | 1.34052 | 1.33950 | 1.34250 | ||
| 20 | 2010.04.27 01:02 | modify | 8 | 1.00 | 1.34052 | 1.34083 | 1.34250 | ||
| 21 | 2010.04.27 01:07 | modify | 8 | 1.00 | 1.34052 | 1.34093 | 1.34250 | ||
| 22 | 2010.04.27 01:10 | s/l | 8 | 1.00 | 1.34093 | 1.34093 | 1.34250 | 41.00 | 9763.00 |
| 23 | 2010.04.27 12:00 | sell | 9 | 1.00 | 1.33195 | 1.33300 | 1.33000 | ||
| 24 | 2010.04.27 12:15 | modify | 9 | 1.00 | 1.33195 | 1.33143 | 1.33000 | ||
| 25 | 2010.04.27 12:20 | modify | 9 | 1.00 | 1.33195 | 1.33072 | 1.33000 | ||
| 26 | 2010.04.27 12:27 | s/l | 9 | 1.00 | 1.33072 | 1.33072 | 1.33000 | 123.00 | 9886.00 |