Strategy Tester Report
3 Ducks
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 | LotSize=0.01; TakeProfit=100; StopLoss=100; useStopLoss=false; Slippage=1; UseMoneyManagement=false; AccountIsMicro=false; Risk=10; BuyComment=""3"; SellComment=""3"; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -8.79 | Gross profit | 15.93 | Gross loss | -24.71 |
Profit factor | 0.64 | Expected payoff | -0.49 | ||
Absolute drawdown | 25.64 | Maximal drawdown | 30.90 (0.31%) | Relative drawdown | 0.31% (30.90) |
Total trades | 18 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 14 (85.71%) |
Profit trades (% of total) | 16 (88.89%) | Loss trades (% of total) | 2 (11.11%) | ||
Largest | profit trade | 1.00 | loss trade | -21.19 | |
Average | profit trade | 1.00 | loss trade | -12.36 | |
Maximum | consecutive wins (profit in money) | 11 (10.93) | consecutive losses (loss in money) | 1 (-21.19) | |
Maximal | consecutive profit (count of wins) | 10.93 (11) | consecutive loss (count of losses) | -21.19 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 01:10 | buy | 1 | 0.01 | 1.35124 | 0.00000 | 1.35224 | ||
2 | 2010.04.01 01:40 | t/p | 1 | 0.01 | 1.35224 | 0.00000 | 1.35224 | 1.00 | 10001.00 |
3 | 2010.04.01 01:40 | buy | 2 | 0.01 | 1.35240 | 0.00000 | 1.35340 | ||
4 | 2010.04.01 02:10 | t/p | 2 | 0.01 | 1.35340 | 0.00000 | 1.35340 | 1.00 | 10002.00 |
5 | 2010.04.01 02:10 | buy | 3 | 0.01 | 1.35412 | 0.00000 | 1.35512 | ||
6 | 2010.04.01 02:20 | t/p | 3 | 0.01 | 1.35512 | 0.00000 | 1.35512 | 1.00 | 10003.00 |
7 | 2010.04.01 02:20 | buy | 4 | 0.01 | 1.35620 | 0.00000 | 1.35720 | ||
8 | 2010.04.01 17:45 | t/p | 4 | 0.01 | 1.35720 | 0.00000 | 1.35720 | 1.00 | 10004.00 |
9 | 2010.04.01 17:45 | buy | 5 | 0.01 | 1.35777 | 0.00000 | 1.35877 | ||
10 | 2010.04.01 17:50 | t/p | 5 | 0.01 | 1.35877 | 0.00000 | 1.35877 | 1.00 | 10005.00 |
11 | 2010.04.01 17:50 | buy | 6 | 0.01 | 1.35885 | 0.00000 | 1.35985 | ||
12 | 2010.04.12 00:00 | t/p | 6 | 0.01 | 1.35985 | 0.00000 | 1.35985 | 0.93 | 10005.93 |
13 | 2010.04.12 00:00 | buy | 7 | 0.01 | 1.36267 | 0.00000 | 1.36367 | ||
14 | 2010.04.12 01:05 | t/p | 7 | 0.01 | 1.36367 | 0.00000 | 1.36367 | 1.00 | 10006.93 |
15 | 2010.04.12 01:05 | buy | 8 | 0.01 | 1.36389 | 0.00000 | 1.36489 | ||
16 | 2010.04.12 01:10 | t/p | 8 | 0.01 | 1.36489 | 0.00000 | 1.36489 | 1.00 | 10007.93 |
17 | 2010.04.12 01:10 | buy | 9 | 0.01 | 1.36505 | 0.00000 | 1.36605 | ||
18 | 2010.04.12 01:15 | t/p | 9 | 0.01 | 1.36605 | 0.00000 | 1.36605 | 1.00 | 10008.93 |
19 | 2010.04.12 01:15 | buy | 10 | 0.01 | 1.36622 | 0.00000 | 1.36722 | ||
20 | 2010.04.12 01:20 | t/p | 10 | 0.01 | 1.36722 | 0.00000 | 1.36722 | 1.00 | 10009.93 |
21 | 2010.04.12 01:20 | buy | 11 | 0.01 | 1.36738 | 0.00000 | 1.36838 | ||
22 | 2010.04.12 06:50 | t/p | 11 | 0.01 | 1.36838 | 0.00000 | 1.36838 | 1.00 | 10010.93 |
23 | 2010.04.12 06:50 | buy | 12 | 0.01 | 1.36926 | 0.00000 | 1.37026 | ||
24 | 2010.04.20 00:50 | close | 12 | 0.01 | 1.34813 | 0.00000 | 1.37026 | -21.19 | 9989.73 |
25 | 2010.04.20 00:50 | sell | 13 | 0.01 | 1.34813 | 0.00000 | 1.34713 | ||
26 | 2010.04.20 03:50 | t/p | 13 | 0.01 | 1.34713 | 0.00000 | 1.34713 | 1.00 | 9990.73 |
27 | 2010.04.20 06:05 | sell | 14 | 0.01 | 1.34782 | 0.00000 | 1.34682 | ||
28 | 2010.04.20 07:40 | t/p | 14 | 0.01 | 1.34682 | 0.00000 | 1.34682 | 1.00 | 9991.73 |
29 | 2010.04.20 10:50 | buy | 15 | 0.01 | 1.35016 | 0.00000 | 1.35116 | ||
30 | 2010.04.20 11:26 | t/p | 15 | 0.01 | 1.35116 | 0.00000 | 1.35116 | 1.00 | 9992.73 |
31 | 2010.04.20 11:26 | buy | 16 | 0.01 | 1.35205 | 0.00000 | 1.35305 | ||
32 | 2010.04.20 14:10 | close | 16 | 0.01 | 1.34853 | 0.00000 | 1.35305 | -3.52 | 9989.21 |
33 | 2010.04.20 14:10 | sell | 17 | 0.01 | 1.34853 | 0.00000 | 1.34753 | ||
34 | 2010.04.20 14:50 | t/p | 17 | 0.01 | 1.34753 | 0.00000 | 1.34753 | 1.00 | 9990.21 |
35 | 2010.04.20 15:15 | sell | 18 | 0.01 | 1.34824 | 0.00000 | 1.34724 | ||
36 | 2010.04.20 15:40 | t/p | 18 | 0.01 | 1.34724 | 0.00000 | 1.34724 | 1.00 | 9991.21 |