Strategy Tester Report
ADX_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 | TakeProfit=100; TrailingStop=35; StopLoss=45; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -286.00 | Gross profit | 1393.00 | Gross loss | -1679.00 |
Profit factor | 0.83 | Expected payoff | -6.81 | ||
Absolute drawdown | 600.00 | Maximal drawdown | 600.00 (6.00%) | Relative drawdown | 6.00% (600.00) |
Total trades | 42 | Short positions (won %) | 42 (45.24%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 19 (45.24%) | Loss trades (% of total) | 23 (54.76%) | ||
Largest | profit trade | 100.00 | loss trade | -73.00 | |
Average | profit trade | 73.32 | loss trade | -73.00 | |
Maximum | consecutive wins (profit in money) | 3 (189.00) | consecutive losses (loss in money) | 5 (-365.00) | |
Maximal | consecutive profit (count of wins) | 200.00 (2) | consecutive loss (count of losses) | -365.00 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.05 09:00 | sell | 1 | 1.00 | 1.34641 | 1.34714 | 1.34541 | ||
2 | 2010.04.05 09:10 | s/l | 1 | 1.00 | 1.34714 | 1.34714 | 1.34541 | -73.00 | 9927.00 |
3 | 2010.04.05 09:10 | sell | 2 | 1.00 | 1.34690 | 1.34763 | 1.34590 | ||
4 | 2010.04.05 09:20 | s/l | 2 | 1.00 | 1.34763 | 1.34763 | 1.34590 | -73.00 | 9854.00 |
5 | 2010.04.05 09:20 | sell | 3 | 1.00 | 1.34762 | 1.34835 | 1.34662 | ||
6 | 2010.04.05 09:45 | s/l | 3 | 1.00 | 1.34835 | 1.34835 | 1.34662 | -73.00 | 9781.00 |
7 | 2010.04.05 09:45 | sell | 4 | 1.00 | 1.34821 | 1.34894 | 1.34721 | ||
8 | 2010.04.05 10:10 | s/l | 4 | 1.00 | 1.34894 | 1.34894 | 1.34721 | -73.00 | 9708.00 |
9 | 2010.04.05 12:00 | sell | 5 | 1.00 | 1.34720 | 1.34793 | 1.34620 | ||
10 | 2010.04.05 12:32 | s/l | 5 | 1.00 | 1.34793 | 1.34793 | 1.34620 | -73.00 | 9635.00 |
11 | 2010.04.05 12:32 | sell | 6 | 1.00 | 1.34780 | 1.34853 | 1.34680 | ||
12 | 2010.04.05 12:50 | modify | 6 | 1.00 | 1.34780 | 1.34764 | 1.34680 | ||
13 | 2010.04.05 13:05 | s/l | 6 | 1.00 | 1.34764 | 1.34764 | 1.34680 | 16.00 | 9651.00 |
14 | 2010.04.06 03:00 | sell | 7 | 1.00 | 1.34435 | 1.34508 | 1.34335 | ||
15 | 2010.04.06 03:07 | s/l | 7 | 1.00 | 1.34508 | 1.34508 | 1.34335 | -73.00 | 9578.00 |
16 | 2010.04.06 03:07 | sell | 8 | 1.00 | 1.34481 | 1.34554 | 1.34381 | ||
17 | 2010.04.06 03:10 | modify | 8 | 1.00 | 1.34481 | 1.34456 | 1.34381 | ||
18 | 2010.04.06 03:15 | t/p | 8 | 1.00 | 1.34381 | 1.34456 | 1.34381 | 100.00 | 9678.00 |
19 | 2010.04.06 03:15 | sell | 9 | 1.00 | 1.34327 | 1.34400 | 1.34227 | ||
20 | 2010.04.06 03:20 | modify | 9 | 1.00 | 1.34327 | 1.34302 | 1.34227 | ||
21 | 2010.04.06 03:22 | s/l | 9 | 1.00 | 1.34302 | 1.34302 | 1.34227 | 25.00 | 9703.00 |
22 | 2010.04.06 03:22 | sell | 10 | 1.00 | 1.34283 | 1.34356 | 1.34183 | ||
23 | 2010.04.06 03:50 | s/l | 10 | 1.00 | 1.34356 | 1.34356 | 1.34183 | -73.00 | 9630.00 |
24 | 2010.04.06 03:50 | sell | 11 | 1.00 | 1.34351 | 1.34424 | 1.34251 | ||
25 | 2010.04.06 04:20 | modify | 11 | 1.00 | 1.34351 | 1.34312 | 1.34251 | ||
26 | 2010.04.06 04:27 | s/l | 11 | 1.00 | 1.34312 | 1.34312 | 1.34251 | 39.00 | 9669.00 |
27 | 2010.04.15 10:00 | sell | 12 | 1.00 | 1.35932 | 1.36005 | 1.35832 | ||
28 | 2010.04.15 10:10 | modify | 12 | 1.00 | 1.35932 | 1.35900 | 1.35832 | ||
29 | 2010.04.15 10:15 | t/p | 12 | 1.00 | 1.35832 | 1.35900 | 1.35832 | 100.00 | 9769.00 |
30 | 2010.04.15 10:15 | sell | 13 | 1.00 | 1.35752 | 1.35825 | 1.35652 | ||
31 | 2010.04.15 10:20 | modify | 13 | 1.00 | 1.35752 | 1.35702 | 1.35652 | ||
32 | 2010.04.15 10:22 | s/l | 13 | 1.00 | 1.35702 | 1.35702 | 1.35652 | 50.00 | 9819.00 |
33 | 2010.04.15 10:22 | sell | 14 | 1.00 | 1.35696 | 1.35769 | 1.35596 | ||
34 | 2010.04.15 10:27 | s/l | 14 | 1.00 | 1.35769 | 1.35769 | 1.35596 | -73.00 | 9746.00 |
35 | 2010.04.15 10:27 | sell | 15 | 1.00 | 1.35752 | 1.35825 | 1.35652 | ||
36 | 2010.04.15 10:32 | s/l | 15 | 1.00 | 1.35825 | 1.35825 | 1.35652 | -73.00 | 9673.00 |
37 | 2010.04.15 10:32 | sell | 16 | 1.00 | 1.35801 | 1.35874 | 1.35701 | ||
38 | 2010.04.15 10:40 | modify | 16 | 1.00 | 1.35801 | 1.35800 | 1.35701 | ||
39 | 2010.04.15 10:45 | t/p | 16 | 1.00 | 1.35701 | 1.35800 | 1.35701 | 100.00 | 9773.00 |
40 | 2010.04.15 10:45 | sell | 17 | 1.00 | 1.35673 | 1.35746 | 1.35573 | ||
41 | 2010.04.15 10:50 | modify | 17 | 1.00 | 1.35673 | 1.35651 | 1.35573 | ||
42 | 2010.04.15 10:52 | s/l | 17 | 1.00 | 1.35651 | 1.35651 | 1.35573 | 22.00 | 9795.00 |
43 | 2010.04.15 10:52 | sell | 18 | 1.00 | 1.35631 | 1.35704 | 1.35531 | ||
44 | 2010.04.15 10:59 | s/l | 18 | 1.00 | 1.35704 | 1.35704 | 1.35531 | -73.00 | 9722.00 |
45 | 2010.04.15 10:59 | sell | 19 | 1.00 | 1.35682 | 1.35755 | 1.35582 | ||
46 | 2010.04.15 11:07 | s/l | 19 | 1.00 | 1.35755 | 1.35755 | 1.35582 | -73.00 | 9649.00 |
47 | 2010.04.22 16:00 | sell | 20 | 1.00 | 1.32860 | 1.32933 | 1.32760 | ||
48 | 2010.04.22 16:07 | modify | 20 | 1.00 | 1.32860 | 1.32824 | 1.32760 | ||
49 | 2010.04.22 16:10 | s/l | 20 | 1.00 | 1.32824 | 1.32824 | 1.32760 | 36.00 | 9685.00 |
50 | 2010.04.22 16:10 | sell | 21 | 1.00 | 1.33021 | 1.33094 | 1.32921 | ||
51 | 2010.04.22 16:15 | s/l | 21 | 1.00 | 1.33094 | 1.33094 | 1.32921 | -73.00 | 9612.00 |
52 | 2010.04.22 16:15 | sell | 22 | 1.00 | 1.33176 | 1.33249 | 1.33076 | ||
53 | 2010.04.22 16:20 | s/l | 22 | 1.00 | 1.33249 | 1.33249 | 1.33076 | -73.00 | 9539.00 |
54 | 2010.04.22 16:20 | sell | 23 | 1.00 | 1.33332 | 1.33405 | 1.33232 | ||
55 | 2010.04.22 16:22 | modify | 23 | 1.00 | 1.33332 | 1.33291 | 1.33232 | ||
56 | 2010.04.22 16:25 | s/l | 23 | 1.00 | 1.33291 | 1.33291 | 1.33232 | 41.00 | 9580.00 |
57 | 2010.04.22 16:25 | sell | 24 | 1.00 | 1.33280 | 1.33353 | 1.33180 | ||
58 | 2010.04.22 16:27 | t/p | 24 | 1.00 | 1.33180 | 1.33353 | 1.33180 | 100.00 | 9680.00 |
59 | 2010.04.22 16:27 | sell | 25 | 1.00 | 1.33124 | 1.33197 | 1.33024 | ||
60 | 2010.04.22 16:37 | s/l | 25 | 1.00 | 1.33197 | 1.33197 | 1.33024 | -73.00 | 9607.00 |
61 | 2010.04.22 16:37 | sell | 26 | 1.00 | 1.33180 | 1.33253 | 1.33080 | ||
62 | 2010.04.22 16:40 | t/p | 26 | 1.00 | 1.33080 | 1.33253 | 1.33080 | 100.00 | 9707.00 |
63 | 2010.04.22 16:40 | sell | 27 | 1.00 | 1.32965 | 1.33038 | 1.32865 | ||
64 | 2010.04.22 16:42 | s/l | 27 | 1.00 | 1.33038 | 1.33038 | 1.32865 | -73.00 | 9634.00 |
65 | 2010.04.22 16:42 | sell | 28 | 1.00 | 1.33019 | 1.33092 | 1.32919 | ||
66 | 2010.04.22 16:45 | t/p | 28 | 1.00 | 1.32919 | 1.33092 | 1.32919 | 100.00 | 9734.00 |
67 | 2010.04.22 16:45 | sell | 29 | 1.00 | 1.32804 | 1.32877 | 1.32704 | ||
68 | 2010.04.22 16:47 | s/l | 29 | 1.00 | 1.32877 | 1.32877 | 1.32704 | -73.00 | 9661.00 |
69 | 2010.04.22 16:47 | sell | 30 | 1.00 | 1.32858 | 1.32931 | 1.32758 | ||
70 | 2010.04.22 16:50 | t/p | 30 | 1.00 | 1.32758 | 1.32931 | 1.32758 | 100.00 | 9761.00 |
71 | 2010.04.22 16:50 | sell | 31 | 1.00 | 1.32589 | 1.32662 | 1.32489 | ||
72 | 2010.04.22 16:52 | s/l | 31 | 1.00 | 1.32662 | 1.32662 | 1.32489 | -73.00 | 9688.00 |
73 | 2010.04.22 16:52 | sell | 32 | 1.00 | 1.32696 | 1.32769 | 1.32596 | ||
74 | 2010.04.22 16:57 | s/l | 32 | 1.00 | 1.32769 | 1.32769 | 1.32596 | -73.00 | 9615.00 |
75 | 2010.04.22 16:57 | sell | 33 | 1.00 | 1.32804 | 1.32877 | 1.32704 | ||
76 | 2010.04.22 16:59 | s/l | 33 | 1.00 | 1.32877 | 1.32877 | 1.32704 | -73.00 | 9542.00 |
77 | 2010.04.22 16:59 | sell | 34 | 1.00 | 1.33010 | 1.33083 | 1.32910 | ||
78 | 2010.04.22 17:02 | s/l | 34 | 1.00 | 1.33083 | 1.33083 | 1.32910 | -73.00 | 9469.00 |
79 | 2010.04.23 00:00 | sell | 35 | 1.00 | 1.32849 | 1.32922 | 1.32749 | ||
80 | 2010.04.23 00:26 | modify | 35 | 1.00 | 1.32849 | 1.32842 | 1.32749 | ||
81 | 2010.04.23 00:35 | modify | 35 | 1.00 | 1.32849 | 1.32829 | 1.32749 | ||
82 | 2010.04.23 00:40 | modify | 35 | 1.00 | 1.32849 | 1.32803 | 1.32749 | ||
83 | 2010.04.23 00:45 | t/p | 35 | 1.00 | 1.32749 | 1.32803 | 1.32749 | 100.00 | 9569.00 |
84 | 2010.04.23 00:45 | sell | 36 | 1.00 | 1.32701 | 1.32774 | 1.32601 | ||
85 | 2010.04.23 01:02 | modify | 36 | 1.00 | 1.32701 | 1.32700 | 1.32601 | ||
86 | 2010.04.23 01:05 | modify | 36 | 1.00 | 1.32701 | 1.32637 | 1.32601 | ||
87 | 2010.04.23 01:07 | s/l | 36 | 1.00 | 1.32637 | 1.32637 | 1.32601 | 64.00 | 9633.00 |
88 | 2010.04.27 21:00 | sell | 37 | 1.00 | 1.32071 | 1.32144 | 1.31971 | ||
89 | 2010.04.27 21:15 | s/l | 37 | 1.00 | 1.32144 | 1.32144 | 1.31971 | -73.00 | 9560.00 |
90 | 2010.04.27 21:15 | sell | 38 | 1.00 | 1.32140 | 1.32213 | 1.32040 | ||
91 | 2010.04.27 21:30 | modify | 38 | 1.00 | 1.32140 | 1.32136 | 1.32040 | ||
92 | 2010.04.27 21:33 | t/p | 38 | 1.00 | 1.32040 | 1.32136 | 1.32040 | 100.00 | 9660.00 |
93 | 2010.04.27 21:33 | sell | 39 | 1.00 | 1.31941 | 1.32014 | 1.31841 | ||
94 | 2010.04.27 21:40 | modify | 39 | 1.00 | 1.31941 | 1.31905 | 1.31841 | ||
95 | 2010.04.27 21:46 | t/p | 39 | 1.00 | 1.31841 | 1.31905 | 1.31841 | 100.00 | 9760.00 |
96 | 2010.04.27 21:46 | sell | 40 | 1.00 | 1.31710 | 1.31783 | 1.31610 | ||
97 | 2010.04.27 21:50 | s/l | 40 | 1.00 | 1.31783 | 1.31783 | 1.31610 | -73.00 | 9687.00 |
98 | 2010.04.27 21:50 | sell | 41 | 1.00 | 1.31776 | 1.31849 | 1.31676 | ||
99 | 2010.04.27 21:56 | s/l | 41 | 1.00 | 1.31849 | 1.31849 | 1.31676 | -73.00 | 9614.00 |
100 | 2010.04.27 21:56 | sell | 42 | 1.00 | 1.31842 | 1.31915 | 1.31742 | ||
101 | 2010.04.27 21:59 | modify | 42 | 1.00 | 1.31842 | 1.31832 | 1.31742 | ||
102 | 2010.04.27 22:02 | t/p | 42 | 1.00 | 1.31742 | 1.31832 | 1.31742 | 100.00 | 9714.00 |