Strategy Tester Report
HTH
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 | trade=true; C1="EURUSD"; C2="USDCHF"; C3="GBPUSD"; C4="AUDUSD"; show_profit=true; enable_profit=false; enable_loss=false; enable_emergency_trading=true; emergency_loss=60; profit=80; loss=40; MagicNumber1=243; MagicNumber2=244; MagicNumber3=245; MagicNumber4=256; E_MagicNumber=257; lot=0.01; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 16.30 | Gross profit | 78.53 | Gross loss | -62.24 |
Profit factor | 1.26 | Expected payoff | 0.96 | ||
Absolute drawdown | 4.97 | Maximal drawdown | 49.84 (0.50%) | Relative drawdown | 0.50% (49.84) |
Total trades | 17 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 9 (55.56%) |
Profit trades (% of total) | 10 (58.82%) | Loss trades (% of total) | 7 (41.18%) | ||
Largest | profit trade | 23.46 | loss trade | -22.07 | |
Average | profit trade | 7.85 | loss trade | -8.89 | |
Maximum | consecutive wins (profit in money) | 3 (29.96) | consecutive losses (loss in money) | 3 (-36.72) | |
Maximal | consecutive profit (count of wins) | 29.96 (3) | consecutive loss (count of losses) | -36.72 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 00:05 | buy | 1 | 0.01 | 1.35097 | 0.00000 | 0.00000 | ||
2 | 2010.04.01 23:00 | close | 1 | 0.01 | 1.35878 | 0.00000 | 0.00000 | 7.81 | 10007.81 |
3 | 2010.04.02 00:05 | buy | 2 | 0.01 | 1.35805 | 0.00000 | 0.00000 | ||
4 | 2010.04.05 23:00 | close | 2 | 0.01 | 1.34824 | 0.00000 | 0.00000 | -9.82 | 9997.99 |
5 | 2010.04.06 00:05 | sell | 3 | 0.01 | 1.34821 | 0.00000 | 0.00000 | ||
6 | 2010.04.06 23:00 | close | 3 | 0.01 | 1.33987 | 0.00000 | 0.00000 | 8.34 | 10006.33 |
7 | 2010.04.07 00:06 | sell | 4 | 0.01 | 1.33964 | 0.00000 | 0.00000 | ||
8 | 2010.04.07 23:00 | close | 4 | 0.01 | 1.33434 | 0.00000 | 0.00000 | 5.30 | 10011.63 |
9 | 2010.04.08 00:05 | sell | 5 | 0.01 | 1.33400 | 0.00000 | 0.00000 | ||
10 | 2010.04.08 23:00 | close | 5 | 0.01 | 1.33597 | 0.00000 | 0.00000 | -1.97 | 10009.66 |
11 | 2010.04.09 00:05 | buy | 6 | 0.01 | 1.33571 | 0.00000 | 0.00000 | ||
12 | 2010.04.12 23:00 | close | 6 | 0.01 | 1.35918 | 0.00000 | 0.00000 | 23.46 | 10033.12 |
13 | 2010.04.13 00:05 | buy | 7 | 0.01 | 1.35866 | 0.00000 | 0.00000 | ||
14 | 2010.04.13 23:00 | close | 7 | 0.01 | 1.36133 | 0.00000 | 0.00000 | 2.67 | 10035.79 |
15 | 2010.04.14 00:05 | buy | 8 | 0.01 | 1.36140 | 0.00000 | 0.00000 | ||
16 | 2010.04.14 23:00 | close | 8 | 0.01 | 1.36523 | 0.00000 | 0.00000 | 3.83 | 10039.62 |
17 | 2010.04.15 00:06 | buy | 9 | 0.01 | 1.36528 | 0.00000 | 0.00000 | ||
18 | 2010.04.15 23:00 | close | 9 | 0.01 | 1.35703 | 0.00000 | 0.00000 | -8.25 | 10031.37 |
19 | 2010.04.16 00:05 | sell | 10 | 0.01 | 1.35799 | 0.00000 | 0.00000 | ||
20 | 2010.04.19 23:00 | close | 10 | 0.01 | 1.34877 | 0.00000 | 0.00000 | 9.21 | 10040.59 |
21 | 2010.04.20 00:05 | buy | 11 | 0.01 | 1.34886 | 0.00000 | 0.00000 | ||
22 | 2010.04.20 23:00 | close | 11 | 0.01 | 1.34338 | 0.00000 | 0.00000 | -5.48 | 10035.11 |
23 | 2010.04.21 00:05 | sell | 12 | 0.01 | 1.34404 | 0.00000 | 0.00000 | ||
24 | 2010.04.21 23:00 | close | 12 | 0.01 | 1.33877 | 0.00000 | 0.00000 | 5.27 | 10040.38 |
25 | 2010.04.22 00:05 | sell | 13 | 0.01 | 1.33911 | 0.00000 | 0.00000 | ||
26 | 2010.04.22 23:00 | close | 13 | 0.01 | 1.32922 | 0.00000 | 0.00000 | 9.89 | 10050.27 |
27 | 2010.04.23 00:06 | sell | 14 | 0.01 | 1.32870 | 0.00000 | 0.00000 | ||
28 | 2010.04.26 23:00 | close | 14 | 0.01 | 1.33805 | 0.00000 | 0.00000 | -9.36 | 10040.91 |
29 | 2010.04.27 00:05 | buy | 15 | 0.01 | 1.33943 | 0.00000 | 0.00000 | ||
30 | 2010.04.27 23:00 | close | 15 | 0.01 | 1.31736 | 0.00000 | 0.00000 | -22.07 | 10018.84 |
31 | 2010.04.28 00:06 | sell | 16 | 0.01 | 1.31675 | 0.00000 | 0.00000 | ||
32 | 2010.04.28 23:00 | close | 16 | 0.01 | 1.32204 | 0.00000 | 0.00000 | -5.29 | 10013.55 |
33 | 2010.04.29 00:05 | buy | 17 | 0.01 | 1.32048 | 0.00000 | 0.00000 | ||
34 | 2010.04.29 23:00 | close | 17 | 0.01 | 1.32323 | 0.00000 | 0.00000 | 2.75 | 10016.30 |