Strategy Tester Report
_Turtle Channel System
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 | Lots=1; Slippage=3; Magic=20051006; LngPeriod=20; ShtPeriod=10; Entry_Stop=50; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 508.20 | Gross profit | 1192.20 | Gross loss | -684.00 |
| Profit factor | 1.74 | Expected payoff | 36.30 | ||
| Absolute drawdown | 292.00 | Maximal drawdown | 1153.00 (9.89%) | Relative drawdown | 9.89% (1153.00) |
| Total trades | 14 | Short positions (won %) | 13 (7.69%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 2 (14.29%) | Loss trades (% of total) | 12 (85.71%) | ||
| Largest | profit trade | 1112.20 | loss trade | -57.00 | |
| Average | profit trade | 596.10 | loss trade | -57.00 | |
| Maximum | consecutive wins (profit in money) | 1 (1112.20) | consecutive losses (loss in money) | 6 (-342.00) | |
| Maximal | consecutive profit (count of wins) | 1112.20 (1) | consecutive loss (count of losses) | -342.00 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 13:50 | sell | 1 | 1.00 | 1.34737 | 1.34794 | 0.00000 | ||
| 2 | 2010.04.01 13:57 | s/l | 1 | 1.00 | 1.34794 | 1.34794 | 0.00000 | -57.00 | 9943.00 |
| 3 | 2010.04.02 14:07 | sell | 2 | 1.00 | 1.35421 | 1.35478 | 0.00000 | ||
| 4 | 2010.04.02 14:10 | s/l | 2 | 1.00 | 1.35478 | 1.35478 | 0.00000 | -57.00 | 9886.00 |
| 5 | 2010.04.05 08:45 | sell | 3 | 1.00 | 1.34716 | 1.34773 | 0.00000 | ||
| 6 | 2010.04.05 09:40 | s/l | 3 | 1.00 | 1.34773 | 1.34773 | 0.00000 | -57.00 | 9829.00 |
| 7 | 2010.04.06 09:20 | sell | 4 | 1.00 | 1.34059 | 1.34116 | 0.00000 | ||
| 8 | 2010.04.06 09:22 | s/l | 4 | 1.00 | 1.34116 | 1.34116 | 0.00000 | -57.00 | 9772.00 |
| 9 | 2010.04.07 12:50 | sell | 5 | 1.00 | 1.33457 | 1.33514 | 0.00000 | ||
| 10 | 2010.04.07 12:52 | s/l | 5 | 1.00 | 1.33514 | 1.33514 | 0.00000 | -57.00 | 9715.00 |
| 11 | 2010.04.09 22:47 | buy | 6 | 1.00 | 1.34971 | 1.34914 | 0.00000 | ||
| 12 | 2010.04.12 09:00 | modify | 6 | 1.00 | 1.34971 | 1.36084 | 0.00000 | ||
| 13 | 2010.04.12 09:50 | s/l | 6 | 1.00 | 1.36084 | 1.36084 | 0.00000 | 1112.20 | 10827.20 |
| 14 | 2010.04.13 11:45 | sell | 7 | 1.00 | 1.35646 | 1.35703 | 0.00000 | ||
| 15 | 2010.04.13 11:59 | s/l | 7 | 1.00 | 1.35703 | 1.35703 | 0.00000 | -57.00 | 10770.20 |
| 16 | 2010.04.15 09:45 | sell | 8 | 1.00 | 1.35919 | 1.35976 | 0.00000 | ||
| 17 | 2010.04.15 19:00 | modify | 8 | 1.00 | 1.35919 | 1.35950 | 0.00000 | ||
| 18 | 2010.04.15 20:00 | modify | 8 | 1.00 | 1.35919 | 1.35839 | 0.00000 | ||
| 19 | 2010.04.15 23:16 | s/l | 8 | 1.00 | 1.35839 | 1.35839 | 0.00000 | 80.00 | 10850.20 |
| 20 | 2010.04.16 14:50 | sell | 9 | 1.00 | 1.35059 | 1.35116 | 0.00000 | ||
| 21 | 2010.04.16 14:52 | s/l | 9 | 1.00 | 1.35116 | 1.35116 | 0.00000 | -57.00 | 10793.20 |
| 22 | 2010.04.19 00:07 | sell | 10 | 1.00 | 1.34721 | 1.34778 | 0.00000 | ||
| 23 | 2010.04.19 00:10 | s/l | 10 | 1.00 | 1.34778 | 1.34778 | 0.00000 | -57.00 | 10736.20 |
| 24 | 2010.04.20 17:20 | sell | 11 | 1.00 | 1.34425 | 1.34482 | 0.00000 | ||
| 25 | 2010.04.20 17:27 | s/l | 11 | 1.00 | 1.34482 | 1.34482 | 0.00000 | -57.00 | 10679.20 |
| 26 | 2010.04.22 11:20 | sell | 12 | 1.00 | 1.33550 | 1.33607 | 0.00000 | ||
| 27 | 2010.04.22 11:22 | s/l | 12 | 1.00 | 1.33607 | 1.33607 | 0.00000 | -57.00 | 10622.20 |
| 28 | 2010.04.27 12:15 | sell | 13 | 1.00 | 1.33090 | 1.33147 | 0.00000 | ||
| 29 | 2010.04.27 13:15 | s/l | 13 | 1.00 | 1.33147 | 1.33147 | 0.00000 | -57.00 | 10565.20 |
| 30 | 2010.04.28 17:20 | sell | 14 | 1.00 | 1.31345 | 1.31402 | 0.00000 | ||
| 31 | 2010.04.28 17:22 | s/l | 14 | 1.00 | 1.31402 | 1.31402 | 0.00000 | -57.00 | 10508.20 |