Strategy Tester Report
ADX Simple
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 | Autor=""Rafael"; Desc1=""If"; Desc2=""alertpay"; Desc3=""Thanks"; Lots=0.01; ADX=25; NumeroMagico=100; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3319.19 | Gross profit | 3977.57 | Gross loss | -7296.76 |
Profit factor | 0.55 | Expected payoff | -118.54 | ||
Absolute drawdown | 3765.29 | Maximal drawdown | 4320.78 (40.93%) | Relative drawdown | 40.93% (4320.78) |
Total trades | 28 | Short positions (won %) | 20 (25.00%) | Long positions (won %) | 8 (12.50%) |
Profit trades (% of total) | 6 (21.43%) | Loss trades (% of total) | 22 (78.57%) | ||
Largest | profit trade | 1184.22 | loss trade | -1048.57 | |
Average | profit trade | 662.93 | loss trade | -331.67 | |
Maximum | consecutive wins (profit in money) | 2 (1552.56) | consecutive losses (loss in money) | 10 (-3554.18) | |
Maximal | consecutive profit (count of wins) | 1552.56 (2) | consecutive loss (count of losses) | -3554.18 (10) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 01:40 | buy | 1 | 1.00 | 1.35240 | 0.00000 | 0.00000 | ||
2 | 2010.04.01 04:20 | close | 1 | 1.00 | 1.34960 | 0.00000 | 0.00000 | -280.00 | 9720.00 |
3 | 2010.04.01 11:02 | sell | 2 | 0.97 | 1.34804 | 0.00000 | 0.00000 | ||
4 | 2010.04.01 17:50 | close | 2 | 0.97 | 1.35885 | 0.00000 | 0.00000 | -1048.57 | 8671.43 |
5 | 2010.04.01 22:50 | buy | 3 | 0.86 | 1.35919 | 0.00000 | 0.00000 | ||
6 | 2010.04.02 00:46 | close | 3 | 0.86 | 1.35778 | 0.00000 | 0.00000 | -121.95 | 8549.48 |
7 | 2010.04.02 05:20 | sell | 4 | 0.85 | 1.35650 | 0.00000 | 0.00000 | ||
8 | 2010.04.02 07:10 | close | 4 | 0.85 | 1.35736 | 0.00000 | 0.00000 | -73.10 | 8476.38 |
9 | 2010.04.02 07:20 | buy | 5 | 0.84 | 1.35823 | 0.00000 | 0.00000 | ||
10 | 2010.04.02 08:15 | close | 5 | 0.84 | 1.35597 | 0.00000 | 0.00000 | -189.84 | 8286.54 |
11 | 2010.04.02 09:46 | sell | 6 | 0.82 | 1.35511 | 0.00000 | 0.00000 | ||
12 | 2010.04.05 02:03 | close | 6 | 0.82 | 1.35061 | 0.00000 | 0.00000 | 368.34 | 8654.89 |
13 | 2010.04.05 06:50 | sell | 7 | 0.86 | 1.35049 | 0.00000 | 0.00000 | ||
14 | 2010.04.08 16:50 | close | 7 | 0.86 | 1.33668 | 0.00000 | 0.00000 | 1184.22 | 9839.11 |
15 | 2010.04.09 01:10 | buy | 8 | 0.98 | 1.33670 | 0.00000 | 0.00000 | ||
16 | 2010.04.09 06:50 | close | 8 | 0.98 | 1.33490 | 0.00000 | 0.00000 | -176.40 | 9662.71 |
17 | 2010.04.09 07:16 | sell | 9 | 0.96 | 1.33415 | 0.00000 | 0.00000 | ||
18 | 2010.04.09 08:20 | close | 9 | 0.96 | 1.33813 | 0.00000 | 0.00000 | -382.08 | 9280.63 |
19 | 2010.04.09 14:15 | sell | 10 | 0.92 | 1.33806 | 0.00000 | 0.00000 | ||
20 | 2010.04.09 16:07 | close | 10 | 0.92 | 1.34738 | 0.00000 | 0.00000 | -857.44 | 8423.19 |
21 | 2010.04.09 20:45 | sell | 11 | 0.84 | 1.34539 | 0.00000 | 0.00000 | ||
22 | 2010.04.09 22:20 | close | 11 | 0.84 | 1.34979 | 0.00000 | 0.00000 | -369.60 | 8053.59 |
23 | 2010.04.12 00:00 | buy | 12 | 0.80 | 1.36267 | 0.00000 | 0.00000 | ||
24 | 2010.04.12 11:46 | close | 12 | 0.80 | 1.35884 | 0.00000 | 0.00000 | -306.40 | 7747.19 |
25 | 2010.04.12 13:45 | sell | 13 | 0.77 | 1.35740 | 0.00000 | 0.00000 | ||
26 | 2010.04.12 23:02 | close | 13 | 0.77 | 1.35954 | 0.00000 | 0.00000 | -164.78 | 7582.41 |
27 | 2010.04.13 03:02 | sell | 14 | 0.75 | 1.35721 | 0.00000 | 0.00000 | ||
28 | 2010.04.13 08:45 | close | 14 | 0.75 | 1.36090 | 0.00000 | 0.00000 | -276.75 | 7305.66 |
29 | 2010.04.13 10:20 | sell | 15 | 0.73 | 1.35777 | 0.00000 | 0.00000 | ||
30 | 2010.04.13 11:10 | close | 15 | 0.73 | 1.36128 | 0.00000 | 0.00000 | -256.23 | 7049.43 |
31 | 2010.04.13 11:50 | sell | 16 | 0.70 | 1.35551 | 0.00000 | 0.00000 | ||
32 | 2010.04.13 15:07 | close | 16 | 0.70 | 1.36281 | 0.00000 | 0.00000 | -511.00 | 6538.43 |
33 | 2010.04.13 16:15 | sell | 17 | 0.65 | 1.35632 | 0.00000 | 0.00000 | ||
34 | 2010.04.13 22:10 | close | 17 | 0.65 | 1.36022 | 0.00000 | 0.00000 | -253.50 | 6284.93 |
35 | 2010.04.13 22:16 | buy | 18 | 0.62 | 1.36077 | 0.00000 | 0.00000 | ||
36 | 2010.04.14 12:15 | close | 18 | 0.62 | 1.36287 | 0.00000 | 0.00000 | 129.70 | 6414.63 |
37 | 2010.04.14 21:10 | sell | 19 | 0.64 | 1.36525 | 0.00000 | 0.00000 | ||
38 | 2010.04.15 02:15 | close | 19 | 0.64 | 1.36646 | 0.00000 | 0.00000 | -78.98 | 6335.65 |
39 | 2010.04.15 06:03 | sell | 20 | 0.63 | 1.36452 | 0.00000 | 0.00000 | ||
40 | 2010.04.20 02:45 | close | 20 | 0.63 | 1.34967 | 0.00000 | 0.00000 | 934.04 | 7269.69 |
41 | 2010.04.20 14:50 | sell | 21 | 0.72 | 1.34709 | 0.00000 | 0.00000 | ||
42 | 2010.04.22 08:45 | close | 21 | 0.72 | 1.34093 | 0.00000 | 0.00000 | 441.22 | 7710.91 |
43 | 2010.04.22 14:50 | sell | 22 | 0.77 | 1.33172 | 0.00000 | 0.00000 | ||
44 | 2010.04.23 20:03 | close | 22 | 0.77 | 1.33903 | 0.00000 | 0.00000 | -563.49 | 7147.42 |
45 | 2010.04.26 00:00 | sell | 23 | 0.71 | 1.33456 | 0.00000 | 0.00000 | ||
46 | 2010.04.26 23:10 | close | 23 | 0.71 | 1.33965 | 0.00000 | 0.00000 | -361.39 | 6786.03 |
47 | 2010.04.27 08:20 | sell | 24 | 0.67 | 1.33569 | 0.00000 | 0.00000 | ||
48 | 2010.04.28 22:16 | close | 24 | 0.67 | 1.32195 | 0.00000 | 0.00000 | 920.04 | 7706.08 |
49 | 2010.04.29 02:20 | sell | 25 | 0.77 | 1.31880 | 0.00000 | 0.00000 | ||
50 | 2010.04.29 07:15 | close | 25 | 0.77 | 1.32302 | 0.00000 | 0.00000 | -324.94 | 7381.14 |
51 | 2010.04.29 12:15 | buy | 26 | 0.73 | 1.32725 | 0.00000 | 0.00000 | ||
52 | 2010.04.29 15:50 | close | 26 | 0.73 | 1.32086 | 0.00000 | 0.00000 | -466.47 | 6914.67 |
53 | 2010.04.29 20:10 | buy | 27 | 0.69 | 1.32527 | 0.00000 | 0.00000 | ||
54 | 2010.04.29 21:15 | close | 27 | 0.69 | 1.32358 | 0.00000 | 0.00000 | -116.61 | 6798.06 |
55 | 2010.04.29 22:32 | sell | 28 | 0.67 | 1.32261 | 0.00000 | 0.00000 | ||
56 | 2010.04.29 23:59 | close at stop | 28 | 0.67 | 1.32436 | 0.00000 | 0.00000 | -117.25 | 6680.81 |