Strategy Tester Report
_FT_Fractal_MA
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 | lwmaper1=4; lwmaper2=8; lwmapertrend=40; lwmatrendchart=1; SL=150; TP=150; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1.50 | Gross profit | 7.50 | Gross loss | -9.00 |
| Profit factor | 0.83 | Expected payoff | -0.14 | ||
| Absolute drawdown | 4.35 | Maximal drawdown | 6.18 (0.06%) | Relative drawdown | 0.06% (6.18) |
| Total trades | 11 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 5 (45.45%) | Loss trades (% of total) | 6 (54.55%) | ||
| Largest | profit trade | 1.50 | loss trade | -1.50 | |
| Average | profit trade | 1.50 | loss trade | -1.50 | |
| Maximum | consecutive wins (profit in money) | 1 (1.50) | consecutive losses (loss in money) | 3 (-4.50) | |
| Maximal | consecutive profit (count of wins) | 1.50 (1) | consecutive loss (count of losses) | -4.50 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 02:00 | buy | 1 | 0.01 | 1.35278 | 1.35128 | 1.35428 | ||
| 2 | 2010.04.01 02:15 | t/p | 1 | 0.01 | 1.35428 | 1.35128 | 1.35428 | 1.50 | 10001.50 |
| 3 | 2010.04.01 13:00 | buy | 2 | 0.01 | 1.34980 | 1.34830 | 1.35130 | ||
| 4 | 2010.04.01 13:50 | s/l | 2 | 0.01 | 1.34830 | 1.34830 | 1.35130 | -1.50 | 10000.00 |
| 5 | 2010.04.05 08:00 | sell | 3 | 0.01 | 1.35007 | 1.35157 | 1.34857 | ||
| 6 | 2010.04.05 08:16 | t/p | 3 | 0.01 | 1.34857 | 1.35157 | 1.34857 | 1.50 | 10001.50 |
| 7 | 2010.04.07 07:00 | buy | 4 | 0.01 | 1.33828 | 1.33678 | 1.33978 | ||
| 8 | 2010.04.07 07:45 | s/l | 4 | 0.01 | 1.33678 | 1.33678 | 1.33978 | -1.50 | 10000.00 |
| 9 | 2010.04.16 14:00 | sell | 5 | 0.01 | 1.35361 | 1.35511 | 1.35211 | ||
| 10 | 2010.04.16 14:45 | t/p | 5 | 0.01 | 1.35211 | 1.35511 | 1.35211 | 1.50 | 10001.50 |
| 11 | 2010.04.19 08:00 | buy | 6 | 0.01 | 1.34725 | 1.34575 | 1.34875 | ||
| 12 | 2010.04.19 08:20 | s/l | 6 | 0.01 | 1.34575 | 1.34575 | 1.34875 | -1.50 | 10000.00 |
| 13 | 2010.04.23 08:00 | buy | 7 | 0.01 | 1.32404 | 1.32254 | 1.32554 | ||
| 14 | 2010.04.23 08:20 | s/l | 7 | 0.01 | 1.32254 | 1.32254 | 1.32554 | -1.50 | 9998.50 |
| 15 | 2010.04.26 04:00 | buy | 8 | 0.01 | 1.33841 | 1.33691 | 1.33991 | ||
| 16 | 2010.04.26 04:37 | s/l | 8 | 0.01 | 1.33691 | 1.33691 | 1.33991 | -1.50 | 9997.00 |
| 17 | 2010.04.27 04:00 | sell | 9 | 0.01 | 1.33740 | 1.33890 | 1.33590 | ||
| 18 | 2010.04.27 08:20 | t/p | 9 | 0.01 | 1.33590 | 1.33890 | 1.33590 | 1.50 | 9998.50 |
| 19 | 2010.04.28 09:00 | sell | 10 | 0.01 | 1.31788 | 1.31938 | 1.31638 | ||
| 20 | 2010.04.28 09:10 | s/l | 10 | 0.01 | 1.31938 | 1.31938 | 1.31638 | -1.50 | 9997.00 |
| 21 | 2010.04.29 06:00 | buy | 11 | 0.01 | 1.32151 | 1.32001 | 1.32301 | ||
| 22 | 2010.04.29 07:20 | t/p | 11 | 0.01 | 1.32301 | 1.32001 | 1.32301 | 1.50 | 9998.50 |