Strategy Tester Report
[ea]DailyHiLoFIB_Ron_MT4_v01a
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 | ATRPeriod=0; ATRMultiplier=1; MartingaleStyle=0; Lots=5; StartingBalance=0; ProfitMade=0; BasketProfit=0; LossLimit=69; BasketLoss=0; BreakEven=0; TrailStop=34; LotResolution=1; KillLogging=false; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9793.00 | Gross profit | 3893.00 | Gross loss | -13686.00 |
| Profit factor | 0.28 | Expected payoff | -1224.13 | ||
| Absolute drawdown | 9793.00 | Maximal drawdown | 14098.00 (98.55%) | Relative drawdown | 98.55% (14098.00) |
| Total trades | 8 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
| Largest | profit trade | 1581.00 | loss trade | -3759.00 | |
| Average | profit trade | 973.25 | loss trade | -3421.50 | |
| Maximum | consecutive wins (profit in money) | 2 (2601.00) | consecutive losses (loss in money) | 2 (-7284.00) | |
| Maximal | consecutive profit (count of wins) | 2601.00 (2) | consecutive loss (count of losses) | -7284.00 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 00:00 | buy | 1 | 5.00 | 1.35068 | 0.00000 | 0.00000 | ||
| 2 | 2010.04.01 00:00 | modify | 1 | 5.00 | 1.35068 | 1.33378 | 0.00000 | ||
| 3 | 2010.04.01 02:15 | modify | 1 | 5.00 | 1.35068 | 1.35168 | 0.00000 | ||
| 4 | 2010.04.01 02:20 | modify | 1 | 5.00 | 1.35068 | 1.35272 | 0.00000 | ||
| 5 | 2010.04.01 02:50 | s/l | 1 | 5.00 | 1.35272 | 1.35272 | 0.00000 | 1020.00 | 11020.00 |
| 6 | 2010.04.01 02:50 | buy | 2 | 5.00 | 1.35254 | 0.00000 | 0.00000 | ||
| 7 | 2010.04.01 02:50 | modify | 2 | 5.00 | 1.35254 | 1.33564 | 0.00000 | ||
| 8 | 2010.04.01 17:20 | modify | 2 | 5.00 | 1.35254 | 1.35300 | 0.00000 | ||
| 9 | 2010.04.01 17:40 | modify | 2 | 5.00 | 1.35254 | 1.35321 | 0.00000 | ||
| 10 | 2010.04.01 17:45 | modify | 2 | 5.00 | 1.35254 | 1.35429 | 0.00000 | ||
| 11 | 2010.04.01 17:50 | modify | 2 | 5.00 | 1.35254 | 1.35537 | 0.00000 | ||
| 12 | 2010.04.01 22:45 | modify | 2 | 5.00 | 1.35254 | 1.35551 | 0.00000 | ||
| 13 | 2010.04.01 22:50 | modify | 2 | 5.00 | 1.35254 | 1.35571 | 0.00000 | ||
| 14 | 2010.04.02 08:20 | s/l | 2 | 5.00 | 1.35571 | 1.35571 | 0.00000 | 1581.00 | 12601.00 |
| 15 | 2010.04.02 08:20 | buy | 3 | 5.00 | 1.35548 | 0.00000 | 0.00000 | ||
| 16 | 2010.04.02 08:20 | modify | 3 | 5.00 | 1.35548 | 1.33858 | 0.00000 | ||
| 17 | 2010.04.02 15:50 | close | 3 | 5.00 | 1.34849 | 1.33858 | 0.00000 | -3495.00 | 9106.00 |
| 18 | 2010.04.02 15:52 | buy | 4 | 5.00 | 1.34899 | 0.00000 | 0.00000 | ||
| 19 | 2010.04.02 15:52 | modify | 4 | 5.00 | 1.34899 | 1.33209 | 0.00000 | ||
| 20 | 2010.04.05 02:40 | modify | 4 | 5.00 | 1.34899 | 1.34930 | 0.00000 | ||
| 21 | 2010.04.05 02:46 | modify | 4 | 5.00 | 1.34899 | 1.34981 | 0.00000 | ||
| 22 | 2010.04.05 03:20 | modify | 4 | 5.00 | 1.34899 | 1.34990 | 0.00000 | ||
| 23 | 2010.04.05 03:33 | modify | 4 | 5.00 | 1.34899 | 1.35034 | 0.00000 | ||
| 24 | 2010.04.05 03:40 | modify | 4 | 5.00 | 1.34899 | 1.35040 | 0.00000 | ||
| 25 | 2010.04.05 07:50 | s/l | 4 | 5.00 | 1.35040 | 1.35040 | 0.00000 | 701.00 | 9807.00 |
| 26 | 2010.04.05 07:50 | buy | 5 | 5.00 | 1.34990 | 0.00000 | 0.00000 | ||
| 27 | 2010.04.05 07:50 | modify | 5 | 5.00 | 1.34990 | 1.33300 | 0.00000 | ||
| 28 | 2010.04.06 03:20 | close | 5 | 5.00 | 1.34239 | 1.33300 | 0.00000 | -3759.00 | 6048.00 |
| 29 | 2010.04.06 03:22 | buy | 6 | 5.00 | 1.34287 | 0.00000 | 0.00000 | ||
| 30 | 2010.04.06 03:22 | modify | 6 | 5.00 | 1.34287 | 1.32597 | 0.00000 | ||
| 31 | 2010.04.06 14:46 | close | 6 | 5.00 | 1.33582 | 1.32597 | 0.00000 | -3525.00 | 2523.00 |
| 32 | 2010.04.06 14:50 | buy | 7 | 5.00 | 1.33633 | 0.00000 | 0.00000 | ||
| 33 | 2010.04.06 14:50 | modify | 7 | 5.00 | 1.33633 | 1.31943 | 0.00000 | ||
| 34 | 2010.04.06 20:46 | modify | 7 | 5.00 | 1.33633 | 1.33669 | 0.00000 | ||
| 35 | 2010.04.06 21:15 | modify | 7 | 5.00 | 1.33633 | 1.33708 | 0.00000 | ||
| 36 | 2010.04.06 21:20 | modify | 7 | 5.00 | 1.33633 | 1.33752 | 0.00000 | ||
| 37 | 2010.04.07 02:20 | s/l | 7 | 5.00 | 1.33752 | 1.33752 | 0.00000 | 591.00 | 3114.00 |
| 38 | 2010.04.07 02:20 | buy | 8 | 5.00 | 1.33739 | 0.00000 | 0.00000 | ||
| 39 | 2010.04.07 02:20 | modify | 8 | 5.00 | 1.33739 | 1.32049 | 0.00000 | ||
| 40 | 2010.04.08 03:20 | close at stop | 8 | 5.00 | 1.33160 | 1.32049 | 0.00000 | -2907.00 | 207.00 |