Strategy Tester Report
#Graal-CROSSmuvingi_v1
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 | FastPeriod=13; SlowPeriod=34; MomPeriod=14; MomFilter=0.1; PercentCapital=10; Lots=0.1; Slippage=3; StopLoss=20; TakeProfit=200; ExpertMagicNumber=2002; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 83.54 | Gross profit | 139.84 | Gross loss | -56.30 |
Profit factor | 2.48 | Expected payoff | 9.28 | ||
Absolute drawdown | 51.08 | Maximal drawdown | 118.00 (1.17%) | Relative drawdown | 1.17% (118.00) |
Total trades | 9 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
Largest | profit trade | 20.00 | loss trade | -38.20 | |
Average | profit trade | 19.98 | loss trade | -28.15 | |
Maximum | consecutive wins (profit in money) | 4 (79.92) | consecutive losses (loss in money) | 1 (-38.20) | |
Maximal | consecutive profit (count of wins) | 79.92 (4) | consecutive loss (count of losses) | -38.20 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.02 16:00 | sell | 1 | 0.10 | 1.34879 | 0.00000 | 1.34679 | ||
2 | 2010.04.05 08:50 | t/p | 1 | 0.10 | 1.34679 | 0.00000 | 1.34679 | 19.92 | 10019.92 |
3 | 2010.04.09 02:00 | buy | 2 | 0.10 | 1.33766 | 0.00000 | 1.33966 | ||
4 | 2010.04.09 09:20 | t/p | 2 | 0.10 | 1.33966 | 0.00000 | 1.33966 | 20.00 | 10039.92 |
5 | 2010.04.15 11:00 | sell | 3 | 0.10 | 1.35684 | 0.00000 | 1.35484 | ||
6 | 2010.04.15 11:20 | t/p | 3 | 0.10 | 1.35484 | 0.00000 | 1.35484 | 20.00 | 10059.92 |
7 | 2010.04.20 13:00 | buy | 4 | 0.10 | 1.35102 | 0.00000 | 1.35302 | ||
8 | 2010.04.20 15:00 | close | 4 | 0.10 | 1.34720 | 0.00000 | 1.35302 | -38.20 | 10021.72 |
9 | 2010.04.20 15:00 | sell | 5 | 0.10 | 1.34720 | 0.00000 | 1.34520 | ||
10 | 2010.04.20 16:37 | t/p | 5 | 0.10 | 1.34520 | 0.00000 | 1.34520 | 20.00 | 10041.72 |
11 | 2010.04.23 19:00 | buy | 6 | 0.10 | 1.33684 | 0.00000 | 1.33884 | ||
12 | 2010.04.23 20:03 | t/p | 6 | 0.10 | 1.33884 | 0.00000 | 1.33884 | 20.00 | 10061.72 |
13 | 2010.04.26 16:00 | sell | 7 | 0.10 | 1.33149 | 0.00000 | 1.32949 | ||
14 | 2010.04.27 13:00 | sell | 8 | 0.10 | 1.33092 | 0.00000 | 1.32892 | ||
15 | 2010.04.27 13:50 | t/p | 7 | 0.10 | 1.32949 | 0.00000 | 1.32949 | 19.92 | 10081.64 |
16 | 2010.04.27 13:50 | t/p | 8 | 0.10 | 1.32892 | 0.00000 | 1.32892 | 20.00 | 10101.64 |
17 | 2010.04.29 12:00 | buy | 9 | 0.10 | 1.32609 | 0.00000 | 1.32809 | ||
18 | 2010.04.29 23:59 | close at stop | 9 | 0.10 | 1.32428 | 0.00000 | 1.32809 | -18.10 | 10083.54 |