Strategy Tester Report
Agent_Fx_v07_XZ_d_ss_Martin
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 | block_01="""; LotSize=1; MM=false; LotExponent=7; LotExponentStart=1; LotExponentMax=3; SL=200; TP=41; kCCI=27; block_02="""; AllPositions=false; ProfitTrailing=false; TrailingStop=30; TrailingStep=8; UseSound=false; block_03="""; uplot=false; lotmin=0.1; lotmax=0.7; lotstep=0.1; lastprofit=1; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -394.00 | Gross profit | 246.00 | Gross loss | -640.00 |
| Profit factor | 0.38 | Expected payoff | -17.91 | ||
| Absolute drawdown | 495.00 | Maximal drawdown | 495.00 (4.95%) | Relative drawdown | 4.95% (495.00) |
| Total trades | 22 | Short positions (won %) | 12 (25.00%) | Long positions (won %) | 10 (30.00%) |
| Profit trades (% of total) | 6 (27.27%) | Loss trades (% of total) | 16 (72.73%) | ||
| Largest | profit trade | 41.00 | loss trade | -40.00 | |
| Average | profit trade | 41.00 | loss trade | -40.00 | |
| Maximum | consecutive wins (profit in money) | 2 (82.00) | consecutive losses (loss in money) | 6 (-240.00) | |
| Maximal | consecutive profit (count of wins) | 82.00 (2) | consecutive loss (count of losses) | -240.00 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 03:59 | sell | 1 | 1.00 | 1.35065 | 1.35265 | 1.35024 | ||
| 2 | 2010.04.01 03:59 | modify | 1 | 1.00 | 1.35065 | 1.35105 | 1.35024 | ||
| 3 | 2010.04.01 04:07 | s/l | 1 | 1.00 | 1.35105 | 1.35105 | 1.35024 | -40.00 | 9960.00 |
| 4 | 2010.04.02 12:59 | buy | 2 | 1.00 | 1.35528 | 1.35328 | 1.35569 | ||
| 5 | 2010.04.02 12:59 | modify | 2 | 1.00 | 1.35528 | 1.35488 | 1.35569 | ||
| 6 | 2010.04.02 13:20 | s/l | 2 | 1.00 | 1.35488 | 1.35488 | 1.35569 | -40.00 | 9920.00 |
| 7 | 2010.04.05 04:59 | sell | 3 | 1.00 | 1.35196 | 1.35396 | 1.35155 | ||
| 8 | 2010.04.05 04:59 | modify | 3 | 1.00 | 1.35196 | 1.35236 | 1.35155 | ||
| 9 | 2010.04.05 05:02 | s/l | 3 | 1.00 | 1.35236 | 1.35236 | 1.35155 | -40.00 | 9880.00 |
| 10 | 2010.04.07 00:59 | buy | 4 | 1.00 | 1.34011 | 1.33811 | 1.34052 | ||
| 11 | 2010.04.07 00:59 | modify | 4 | 1.00 | 1.34011 | 1.33971 | 1.34052 | ||
| 12 | 2010.04.07 01:15 | t/p | 4 | 1.00 | 1.34052 | 1.33971 | 1.34052 | 41.00 | 9921.00 |
| 13 | 2010.04.07 03:59 | buy | 5 | 1.00 | 1.33855 | 1.33655 | 1.33896 | ||
| 14 | 2010.04.07 03:59 | modify | 5 | 1.00 | 1.33855 | 1.33815 | 1.33896 | ||
| 15 | 2010.04.07 04:10 | s/l | 5 | 1.00 | 1.33815 | 1.33815 | 1.33896 | -40.00 | 9881.00 |
| 16 | 2010.04.07 15:59 | buy | 6 | 1.00 | 1.33600 | 1.33400 | 1.33641 | ||
| 17 | 2010.04.07 15:59 | modify | 6 | 1.00 | 1.33600 | 1.33560 | 1.33641 | ||
| 18 | 2010.04.07 16:02 | s/l | 6 | 1.00 | 1.33560 | 1.33560 | 1.33641 | -40.00 | 9841.00 |
| 19 | 2010.04.08 00:59 | buy | 7 | 1.00 | 1.33456 | 1.33256 | 1.33497 | ||
| 20 | 2010.04.08 00:59 | modify | 7 | 1.00 | 1.33456 | 1.33416 | 1.33497 | ||
| 21 | 2010.04.08 01:10 | s/l | 7 | 1.00 | 1.33416 | 1.33416 | 1.33497 | -40.00 | 9801.00 |
| 22 | 2010.04.08 18:59 | sell | 8 | 1.00 | 1.33490 | 1.33690 | 1.33449 | ||
| 23 | 2010.04.08 18:59 | modify | 8 | 1.00 | 1.33490 | 1.33530 | 1.33449 | ||
| 24 | 2010.04.08 19:02 | s/l | 8 | 1.00 | 1.33530 | 1.33530 | 1.33449 | -40.00 | 9761.00 |
| 25 | 2010.04.09 11:59 | sell | 9 | 1.00 | 1.33946 | 1.34146 | 1.33905 | ||
| 26 | 2010.04.09 11:59 | modify | 9 | 1.00 | 1.33946 | 1.33986 | 1.33905 | ||
| 27 | 2010.04.09 12:10 | s/l | 9 | 1.00 | 1.33986 | 1.33986 | 1.33905 | -40.00 | 9721.00 |
| 28 | 2010.04.12 17:59 | sell | 10 | 1.00 | 1.35861 | 1.36061 | 1.35820 | ||
| 29 | 2010.04.12 17:59 | modify | 10 | 1.00 | 1.35861 | 1.35901 | 1.35820 | ||
| 30 | 2010.04.12 18:02 | s/l | 10 | 1.00 | 1.35901 | 1.35901 | 1.35820 | -40.00 | 9681.00 |
| 31 | 2010.04.13 12:59 | buy | 11 | 1.00 | 1.35949 | 1.35749 | 1.35990 | ||
| 32 | 2010.04.13 12:59 | modify | 11 | 1.00 | 1.35949 | 1.35909 | 1.35990 | ||
| 33 | 2010.04.13 13:02 | t/p | 11 | 1.00 | 1.35990 | 1.35909 | 1.35990 | 41.00 | 9722.00 |
| 34 | 2010.04.13 17:59 | buy | 12 | 1.00 | 1.35822 | 1.35622 | 1.35863 | ||
| 35 | 2010.04.13 17:59 | modify | 12 | 1.00 | 1.35822 | 1.35782 | 1.35863 | ||
| 36 | 2010.04.13 18:02 | t/p | 12 | 1.00 | 1.35863 | 1.35782 | 1.35863 | 41.00 | 9763.00 |
| 37 | 2010.04.13 21:59 | sell | 13 | 1.00 | 1.35869 | 1.36069 | 1.35828 | ||
| 38 | 2010.04.13 21:59 | modify | 13 | 1.00 | 1.35869 | 1.35909 | 1.35828 | ||
| 39 | 2010.04.13 22:03 | s/l | 13 | 1.00 | 1.35909 | 1.35909 | 1.35828 | -40.00 | 9723.00 |
| 40 | 2010.04.15 02:59 | sell | 14 | 1.00 | 1.36510 | 1.36710 | 1.36469 | ||
| 41 | 2010.04.15 02:59 | modify | 14 | 1.00 | 1.36510 | 1.36550 | 1.36469 | ||
| 42 | 2010.04.15 03:02 | s/l | 14 | 1.00 | 1.36550 | 1.36550 | 1.36469 | -40.00 | 9683.00 |
| 43 | 2010.04.20 00:59 | sell | 15 | 1.00 | 1.34865 | 1.35065 | 1.34824 | ||
| 44 | 2010.04.20 00:59 | modify | 15 | 1.00 | 1.34865 | 1.34905 | 1.34824 | ||
| 45 | 2010.04.20 01:10 | s/l | 15 | 1.00 | 1.34905 | 1.34905 | 1.34824 | -40.00 | 9643.00 |
| 46 | 2010.04.20 07:59 | sell | 16 | 1.00 | 1.34581 | 1.34781 | 1.34540 | ||
| 47 | 2010.04.20 07:59 | modify | 16 | 1.00 | 1.34581 | 1.34621 | 1.34540 | ||
| 48 | 2010.04.20 08:02 | s/l | 16 | 1.00 | 1.34621 | 1.34621 | 1.34540 | -40.00 | 9603.00 |
| 49 | 2010.04.20 13:59 | sell | 17 | 1.00 | 1.34980 | 1.35180 | 1.34939 | ||
| 50 | 2010.04.20 13:59 | modify | 17 | 1.00 | 1.34980 | 1.35020 | 1.34939 | ||
| 51 | 2010.04.20 14:03 | t/p | 17 | 1.00 | 1.34939 | 1.35020 | 1.34939 | 41.00 | 9644.00 |
| 52 | 2010.04.21 03:59 | buy | 18 | 1.00 | 1.34250 | 1.34050 | 1.34291 | ||
| 53 | 2010.04.21 03:59 | modify | 18 | 1.00 | 1.34250 | 1.34210 | 1.34291 | ||
| 54 | 2010.04.21 04:20 | s/l | 18 | 1.00 | 1.34210 | 1.34210 | 1.34291 | -40.00 | 9604.00 |
| 55 | 2010.04.21 18:59 | buy | 19 | 1.00 | 1.34069 | 1.33869 | 1.34110 | ||
| 56 | 2010.04.21 18:59 | modify | 19 | 1.00 | 1.34069 | 1.34029 | 1.34110 | ||
| 57 | 2010.04.21 19:10 | s/l | 19 | 1.00 | 1.34029 | 1.34029 | 1.34110 | -40.00 | 9564.00 |
| 58 | 2010.04.22 00:59 | buy | 20 | 1.00 | 1.33890 | 1.33690 | 1.33931 | ||
| 59 | 2010.04.22 00:59 | modify | 20 | 1.00 | 1.33890 | 1.33850 | 1.33931 | ||
| 60 | 2010.04.22 01:02 | s/l | 20 | 1.00 | 1.33850 | 1.33850 | 1.33931 | -40.00 | 9524.00 |
| 61 | 2010.04.23 21:59 | sell | 21 | 1.00 | 1.33732 | 1.33932 | 1.33691 | ||
| 62 | 2010.04.23 21:59 | modify | 21 | 1.00 | 1.33732 | 1.33772 | 1.33691 | ||
| 63 | 2010.04.23 22:20 | t/p | 21 | 1.00 | 1.33691 | 1.33772 | 1.33691 | 41.00 | 9565.00 |
| 64 | 2010.04.28 15:59 | sell | 22 | 1.00 | 1.31942 | 1.32142 | 1.31901 | ||
| 65 | 2010.04.28 15:59 | modify | 22 | 1.00 | 1.31942 | 1.31982 | 1.31901 | ||
| 66 | 2010.04.28 16:15 | t/p | 22 | 1.00 | 1.31901 | 1.31982 | 1.31901 | 41.00 | 9606.00 |