Strategy Tester Report
[ea]DailyHiLoFIB_Ron_MT4_v01b
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 | -9041.00 | Gross profit | 13678.00 | Gross loss | -22719.00 |
| Profit factor | 0.60 | Expected payoff | -602.73 | ||
| Absolute drawdown | 9041.00 | Maximal drawdown | 16457.00 (94.49%) | Relative drawdown | 94.49% (16457.00) |
| Total trades | 15 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 10 (66.67%) | Loss trades (% of total) | 5 (33.33%) | ||
| Largest | profit trade | 2901.00 | loss trade | -8454.00 | |
| Average | profit trade | 1367.80 | loss trade | -4543.80 | |
| Maximum | consecutive wins (profit in money) | 3 (5712.00) | consecutive losses (loss in money) | 1 (-8454.00) | |
| Maximal | consecutive profit (count of wins) | 5712.00 (3) | consecutive loss (count of losses) | -8454.00 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 00:00 | sell | 1 | 5.00 | 1.35064 | 0.00000 | 0.00000 | ||
| 2 | 2010.04.01 00:00 | modify | 1 | 5.00 | 1.35064 | 1.36754 | 0.00000 | ||
| 3 | 2010.04.01 14:15 | modify | 1 | 5.00 | 1.35064 | 1.35029 | 0.00000 | ||
| 4 | 2010.04.01 14:20 | modify | 1 | 5.00 | 1.35064 | 1.34948 | 0.00000 | ||
| 5 | 2010.04.01 14:50 | s/l | 1 | 5.00 | 1.34948 | 1.34948 | 0.00000 | 580.00 | 10580.00 |
| 6 | 2010.04.01 14:50 | buy | 2 | 5.00 | 1.34990 | 0.00000 | 0.00000 | ||
| 7 | 2010.04.01 14:50 | modify | 2 | 5.00 | 1.34990 | 1.33300 | 0.00000 | ||
| 8 | 2010.04.01 16:45 | modify | 2 | 5.00 | 1.34990 | 1.34992 | 0.00000 | ||
| 9 | 2010.04.01 16:50 | modify | 2 | 5.00 | 1.34990 | 1.35102 | 0.00000 | ||
| 10 | 2010.04.01 17:10 | modify | 2 | 5.00 | 1.34990 | 1.35126 | 0.00000 | ||
| 11 | 2010.04.01 17:15 | modify | 2 | 5.00 | 1.34990 | 1.35213 | 0.00000 | ||
| 12 | 2010.04.01 17:20 | modify | 2 | 5.00 | 1.34990 | 1.35300 | 0.00000 | ||
| 13 | 2010.04.01 17:40 | modify | 2 | 5.00 | 1.34990 | 1.35321 | 0.00000 | ||
| 14 | 2010.04.01 17:45 | modify | 2 | 5.00 | 1.34990 | 1.35429 | 0.00000 | ||
| 15 | 2010.04.01 17:50 | modify | 2 | 5.00 | 1.34990 | 1.35537 | 0.00000 | ||
| 16 | 2010.04.01 22:45 | modify | 2 | 5.00 | 1.34990 | 1.35551 | 0.00000 | ||
| 17 | 2010.04.01 22:50 | modify | 2 | 5.00 | 1.34990 | 1.35571 | 0.00000 | ||
| 18 | 2010.04.02 08:20 | s/l | 2 | 5.00 | 1.35571 | 1.35571 | 0.00000 | 2901.00 | 13481.00 |
| 19 | 2010.04.02 08:20 | sell | 3 | 5.00 | 1.35544 | 0.00000 | 0.00000 | ||
| 20 | 2010.04.02 08:20 | modify | 3 | 5.00 | 1.35544 | 1.37234 | 0.00000 | ||
| 21 | 2010.04.02 14:59 | modify | 3 | 5.00 | 1.35544 | 1.35490 | 0.00000 | ||
| 22 | 2010.04.02 15:02 | modify | 3 | 5.00 | 1.35544 | 1.35480 | 0.00000 | ||
| 23 | 2010.04.02 15:05 | modify | 3 | 5.00 | 1.35544 | 1.35455 | 0.00000 | ||
| 24 | 2010.04.02 15:10 | modify | 3 | 5.00 | 1.35544 | 1.35405 | 0.00000 | ||
| 25 | 2010.04.02 15:15 | modify | 3 | 5.00 | 1.35544 | 1.35329 | 0.00000 | ||
| 26 | 2010.04.02 15:20 | modify | 3 | 5.00 | 1.35544 | 1.35229 | 0.00000 | ||
| 27 | 2010.04.02 15:50 | modify | 3 | 5.00 | 1.35544 | 1.35197 | 0.00000 | ||
| 28 | 2010.04.02 17:00 | modify | 3 | 5.00 | 1.35544 | 1.35192 | 0.00000 | ||
| 29 | 2010.04.02 17:05 | modify | 3 | 5.00 | 1.35544 | 1.35190 | 0.00000 | ||
| 30 | 2010.04.02 17:10 | modify | 3 | 5.00 | 1.35544 | 1.35171 | 0.00000 | ||
| 31 | 2010.04.02 17:15 | modify | 3 | 5.00 | 1.35544 | 1.35144 | 0.00000 | ||
| 32 | 2010.04.02 17:20 | modify | 3 | 5.00 | 1.35544 | 1.35107 | 0.00000 | ||
| 33 | 2010.04.02 17:37 | modify | 3 | 5.00 | 1.35544 | 1.35097 | 0.00000 | ||
| 34 | 2010.04.05 02:10 | s/l | 3 | 5.00 | 1.35097 | 1.35097 | 0.00000 | 2231.00 | 15712.00 |
| 35 | 2010.04.05 02:10 | buy | 4 | 5.00 | 1.35126 | 0.00000 | 0.00000 | ||
| 36 | 2010.04.05 02:10 | modify | 4 | 5.00 | 1.35126 | 1.33436 | 0.00000 | ||
| 37 | 2010.04.06 02:50 | close | 4 | 5.00 | 1.34425 | 1.33436 | 0.00000 | -3509.00 | 12203.00 |
| 38 | 2010.04.06 02:52 | sell | 5 | 5.00 | 1.34455 | 0.00000 | 0.00000 | ||
| 39 | 2010.04.06 02:52 | modify | 5 | 5.00 | 1.34455 | 1.36145 | 0.00000 | ||
| 40 | 2010.04.06 09:20 | modify | 5 | 5.00 | 1.34455 | 1.34407 | 0.00000 | ||
| 41 | 2010.04.06 09:50 | modify | 5 | 5.00 | 1.34455 | 1.34383 | 0.00000 | ||
| 42 | 2010.04.06 10:50 | modify | 5 | 5.00 | 1.34455 | 1.34369 | 0.00000 | ||
| 43 | 2010.04.06 12:20 | modify | 5 | 5.00 | 1.34455 | 1.34347 | 0.00000 | ||
| 44 | 2010.04.06 12:37 | modify | 5 | 5.00 | 1.34455 | 1.34338 | 0.00000 | ||
| 45 | 2010.04.06 13:50 | modify | 5 | 5.00 | 1.34455 | 1.34318 | 0.00000 | ||
| 46 | 2010.04.06 14:15 | modify | 5 | 5.00 | 1.34455 | 1.34254 | 0.00000 | ||
| 47 | 2010.04.06 14:20 | modify | 5 | 5.00 | 1.34455 | 1.34160 | 0.00000 | ||
| 48 | 2010.04.06 14:33 | modify | 5 | 5.00 | 1.34455 | 1.34095 | 0.00000 | ||
| 49 | 2010.04.06 14:40 | modify | 5 | 5.00 | 1.34455 | 1.34025 | 0.00000 | ||
| 50 | 2010.04.06 14:46 | modify | 5 | 5.00 | 1.34455 | 1.33930 | 0.00000 | ||
| 51 | 2010.04.06 15:02 | modify | 5 | 5.00 | 1.34455 | 1.33927 | 0.00000 | ||
| 52 | 2010.04.06 15:07 | modify | 5 | 5.00 | 1.34455 | 1.33909 | 0.00000 | ||
| 53 | 2010.04.06 18:40 | modify | 5 | 5.00 | 1.34455 | 1.33897 | 0.00000 | ||
| 54 | 2010.04.06 20:20 | s/l | 5 | 5.00 | 1.33897 | 1.33897 | 0.00000 | 2790.00 | 14993.00 |
| 55 | 2010.04.06 20:20 | buy | 6 | 5.00 | 1.33910 | 0.00000 | 0.00000 | ||
| 56 | 2010.04.06 20:20 | modify | 6 | 5.00 | 1.33910 | 1.32220 | 0.00000 | ||
| 57 | 2010.04.08 03:20 | close | 6 | 5.00 | 1.33160 | 1.32220 | 0.00000 | -3766.00 | 11227.00 |
| 58 | 2010.04.08 03:22 | sell | 7 | 5.00 | 1.33196 | 0.00000 | 0.00000 | ||
| 59 | 2010.04.08 03:22 | modify | 7 | 5.00 | 1.33196 | 1.34886 | 0.00000 | ||
| 60 | 2010.04.08 09:50 | modify | 7 | 5.00 | 1.33196 | 1.33203 | 0.00000 | ||
| 61 | 2010.04.08 10:20 | modify | 7 | 5.00 | 1.33196 | 1.33175 | 0.00000 | ||
| 62 | 2010.04.08 12:20 | s/l | 7 | 5.00 | 1.33175 | 1.33175 | 0.00000 | 105.00 | 11332.00 |
| 63 | 2010.04.08 12:20 | buy | 8 | 5.00 | 1.33179 | 0.00000 | 0.00000 | ||
| 64 | 2010.04.08 12:20 | modify | 8 | 5.00 | 1.33179 | 1.31489 | 0.00000 | ||
| 65 | 2010.04.08 16:45 | modify | 8 | 5.00 | 1.33179 | 1.33242 | 0.00000 | ||
| 66 | 2010.04.08 16:50 | modify | 8 | 5.00 | 1.33179 | 1.33320 | 0.00000 | ||
| 67 | 2010.04.09 01:10 | modify | 8 | 5.00 | 1.33179 | 1.33322 | 0.00000 | ||
| 68 | 2010.04.09 01:15 | modify | 8 | 5.00 | 1.33179 | 1.33371 | 0.00000 | ||
| 69 | 2010.04.09 01:20 | modify | 8 | 5.00 | 1.33179 | 1.33420 | 0.00000 | ||
| 70 | 2010.04.09 01:40 | modify | 8 | 5.00 | 1.33179 | 1.33421 | 0.00000 | ||
| 71 | 2010.04.09 01:45 | modify | 8 | 5.00 | 1.33179 | 1.33456 | 0.00000 | ||
| 72 | 2010.04.09 01:50 | modify | 8 | 5.00 | 1.33179 | 1.33492 | 0.00000 | ||
| 73 | 2010.04.09 06:50 | s/l | 8 | 5.00 | 1.33492 | 1.33492 | 0.00000 | 1561.00 | 12893.00 |
| 74 | 2010.04.09 06:50 | sell | 9 | 5.00 | 1.33490 | 0.00000 | 0.00000 | ||
| 75 | 2010.04.09 06:50 | modify | 9 | 5.00 | 1.33490 | 1.35180 | 0.00000 | ||
| 76 | 2010.04.09 10:07 | close | 9 | 5.00 | 1.34188 | 1.35180 | 0.00000 | -3490.00 | 9403.00 |
| 77 | 2010.04.09 10:10 | buy | 10 | 5.00 | 1.34124 | 0.00000 | 0.00000 | ||
| 78 | 2010.04.09 10:10 | modify | 10 | 5.00 | 1.34124 | 1.32434 | 0.00000 | ||
| 79 | 2010.04.09 16:02 | modify | 10 | 5.00 | 1.34124 | 1.34334 | 0.00000 | ||
| 80 | 2010.04.09 16:07 | modify | 10 | 5.00 | 1.34124 | 1.34390 | 0.00000 | ||
| 81 | 2010.04.09 16:15 | s/l | 10 | 5.00 | 1.34390 | 1.34390 | 0.00000 | 1330.00 | 10733.00 |
| 82 | 2010.04.09 16:15 | buy | 11 | 5.00 | 1.34349 | 0.00000 | 0.00000 | ||
| 83 | 2010.04.09 16:15 | modify | 11 | 5.00 | 1.34349 | 1.32659 | 0.00000 | ||
| 84 | 2010.04.09 17:15 | modify | 11 | 5.00 | 1.34349 | 1.34426 | 0.00000 | ||
| 85 | 2010.04.09 17:20 | modify | 11 | 5.00 | 1.34349 | 1.34563 | 0.00000 | ||
| 86 | 2010.04.09 17:37 | modify | 11 | 5.00 | 1.34349 | 1.34570 | 0.00000 | ||
| 87 | 2010.04.09 20:45 | s/l | 11 | 5.00 | 1.34570 | 1.34570 | 0.00000 | 1105.00 | 11838.00 |
| 88 | 2010.04.09 20:45 | sell | 12 | 5.00 | 1.34539 | 0.00000 | 0.00000 | ||
| 89 | 2010.04.09 20:45 | modify | 12 | 5.00 | 1.34539 | 1.36229 | 0.00000 | ||
| 90 | 2010.04.12 00:00 | s/l | 12 | 5.00 | 1.36229 | 1.36229 | 0.00000 | -8454.00 | 3384.00 |
| 91 | 2010.04.12 00:00 | buy | 13 | 5.00 | 1.36267 | 0.00000 | 0.00000 | ||
| 92 | 2010.04.12 00:00 | modify | 13 | 5.00 | 1.36267 | 1.34577 | 0.00000 | ||
| 93 | 2010.04.12 01:15 | modify | 13 | 5.00 | 1.36267 | 1.36274 | 0.00000 | ||
| 94 | 2010.04.12 01:20 | modify | 13 | 5.00 | 1.36267 | 1.36390 | 0.00000 | ||
| 95 | 2010.04.12 01:32 | modify | 13 | 5.00 | 1.36267 | 1.36407 | 0.00000 | ||
| 96 | 2010.04.12 01:37 | modify | 13 | 5.00 | 1.36267 | 1.36425 | 0.00000 | ||
| 97 | 2010.04.12 02:15 | s/l | 13 | 5.00 | 1.36425 | 1.36425 | 0.00000 | 790.00 | 4174.00 |
| 98 | 2010.04.12 02:15 | sell | 14 | 5.00 | 1.36388 | 0.00000 | 0.00000 | ||
| 99 | 2010.04.12 02:15 | modify | 14 | 5.00 | 1.36388 | 1.38078 | 0.00000 | ||
| 100 | 2010.04.12 09:50 | modify | 14 | 5.00 | 1.36388 | 1.36331 | 0.00000 | ||
| 101 | 2010.04.12 10:50 | s/l | 14 | 5.00 | 1.36331 | 1.36331 | 0.00000 | 285.00 | 4459.00 |
| 102 | 2010.04.12 10:50 | buy | 15 | 5.00 | 1.36359 | 0.00000 | 0.00000 | ||
| 103 | 2010.04.12 10:50 | modify | 15 | 5.00 | 1.36359 | 1.34669 | 0.00000 | ||
| 104 | 2010.04.12 13:50 | close | 15 | 5.00 | 1.35659 | 1.34669 | 0.00000 | -3500.00 | 959.00 |