Strategy Tester Report
Agent_Fx_v07_XZ_ss
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="""; lots=0.25; 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 | -118.50 | Gross profit | 61.50 | Gross loss | -180.00 |
Profit factor | 0.34 | Expected payoff | -5.39 | ||
Absolute drawdown | 145.00 | Maximal drawdown | 145.00 (1.45%) | Relative drawdown | 1.45% (145.00) |
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 | 10.25 | loss trade | -11.25 | |
Average | profit trade | 10.25 | loss trade | -11.25 | |
Maximum | consecutive wins (profit in money) | 2 (20.50) | consecutive losses (loss in money) | 6 (-67.50) | |
Maximal | consecutive profit (count of wins) | 20.50 (2) | consecutive loss (count of losses) | -67.50 (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 | 0.25 | 1.35065 | 1.35265 | 1.35024 | ||
2 | 2010.04.01 03:59 | modify | 1 | 0.25 | 1.35065 | 1.35110 | 1.35024 | ||
3 | 2010.04.01 04:07 | s/l | 1 | 0.25 | 1.35110 | 1.35110 | 1.35024 | -11.25 | 9988.75 |
4 | 2010.04.02 12:59 | buy | 2 | 0.25 | 1.35533 | 1.35333 | 1.35574 | ||
5 | 2010.04.02 12:59 | modify | 2 | 0.25 | 1.35533 | 1.35488 | 1.35574 | ||
6 | 2010.04.02 13:20 | s/l | 2 | 0.25 | 1.35488 | 1.35488 | 1.35574 | -11.25 | 9977.50 |
7 | 2010.04.05 04:59 | sell | 3 | 0.25 | 1.35196 | 1.35396 | 1.35155 | ||
8 | 2010.04.05 04:59 | modify | 3 | 0.25 | 1.35196 | 1.35241 | 1.35155 | ||
9 | 2010.04.05 05:02 | s/l | 3 | 0.25 | 1.35241 | 1.35241 | 1.35155 | -11.25 | 9966.25 |
10 | 2010.04.07 00:59 | buy | 4 | 0.25 | 1.34016 | 1.33816 | 1.34057 | ||
11 | 2010.04.07 00:59 | modify | 4 | 0.25 | 1.34016 | 1.33971 | 1.34057 | ||
12 | 2010.04.07 01:20 | t/p | 4 | 0.25 | 1.34057 | 1.33971 | 1.34057 | 10.25 | 9976.50 |
13 | 2010.04.07 03:59 | buy | 5 | 0.25 | 1.33860 | 1.33660 | 1.33901 | ||
14 | 2010.04.07 03:59 | modify | 5 | 0.25 | 1.33860 | 1.33815 | 1.33901 | ||
15 | 2010.04.07 04:10 | s/l | 5 | 0.25 | 1.33815 | 1.33815 | 1.33901 | -11.25 | 9965.25 |
16 | 2010.04.07 15:59 | buy | 6 | 0.25 | 1.33605 | 1.33405 | 1.33646 | ||
17 | 2010.04.07 15:59 | modify | 6 | 0.25 | 1.33605 | 1.33560 | 1.33646 | ||
18 | 2010.04.07 16:02 | s/l | 6 | 0.25 | 1.33560 | 1.33560 | 1.33646 | -11.25 | 9954.00 |
19 | 2010.04.08 00:59 | buy | 7 | 0.25 | 1.33461 | 1.33261 | 1.33502 | ||
20 | 2010.04.08 00:59 | modify | 7 | 0.25 | 1.33461 | 1.33416 | 1.33502 | ||
21 | 2010.04.08 01:10 | s/l | 7 | 0.25 | 1.33416 | 1.33416 | 1.33502 | -11.25 | 9942.75 |
22 | 2010.04.08 18:59 | sell | 8 | 0.25 | 1.33490 | 1.33690 | 1.33449 | ||
23 | 2010.04.08 18:59 | modify | 8 | 0.25 | 1.33490 | 1.33535 | 1.33449 | ||
24 | 2010.04.08 19:02 | s/l | 8 | 0.25 | 1.33535 | 1.33535 | 1.33449 | -11.25 | 9931.50 |
25 | 2010.04.09 11:59 | sell | 9 | 0.25 | 1.33946 | 1.34146 | 1.33905 | ||
26 | 2010.04.09 11:59 | modify | 9 | 0.25 | 1.33946 | 1.33991 | 1.33905 | ||
27 | 2010.04.09 12:10 | s/l | 9 | 0.25 | 1.33991 | 1.33991 | 1.33905 | -11.25 | 9920.25 |
28 | 2010.04.12 17:59 | sell | 10 | 0.25 | 1.35861 | 1.36061 | 1.35820 | ||
29 | 2010.04.12 17:59 | modify | 10 | 0.25 | 1.35861 | 1.35906 | 1.35820 | ||
30 | 2010.04.12 18:02 | s/l | 10 | 0.25 | 1.35906 | 1.35906 | 1.35820 | -11.25 | 9909.00 |
31 | 2010.04.13 12:59 | buy | 11 | 0.25 | 1.35954 | 1.35754 | 1.35995 | ||
32 | 2010.04.13 12:59 | modify | 11 | 0.25 | 1.35954 | 1.35909 | 1.35995 | ||
33 | 2010.04.13 13:02 | t/p | 11 | 0.25 | 1.35995 | 1.35909 | 1.35995 | 10.25 | 9919.25 |
34 | 2010.04.13 17:59 | buy | 12 | 0.25 | 1.35827 | 1.35627 | 1.35868 | ||
35 | 2010.04.13 17:59 | modify | 12 | 0.25 | 1.35827 | 1.35782 | 1.35868 | ||
36 | 2010.04.13 18:02 | t/p | 12 | 0.25 | 1.35868 | 1.35782 | 1.35868 | 10.25 | 9929.50 |
37 | 2010.04.13 21:59 | sell | 13 | 0.25 | 1.35869 | 1.36069 | 1.35828 | ||
38 | 2010.04.13 21:59 | modify | 13 | 0.25 | 1.35869 | 1.35914 | 1.35828 | ||
39 | 2010.04.13 22:03 | s/l | 13 | 0.25 | 1.35914 | 1.35914 | 1.35828 | -11.25 | 9918.25 |
40 | 2010.04.15 02:59 | sell | 14 | 0.25 | 1.36510 | 1.36710 | 1.36469 | ||
41 | 2010.04.15 02:59 | modify | 14 | 0.25 | 1.36510 | 1.36555 | 1.36469 | ||
42 | 2010.04.15 03:02 | s/l | 14 | 0.25 | 1.36555 | 1.36555 | 1.36469 | -11.25 | 9907.00 |
43 | 2010.04.20 00:59 | sell | 15 | 0.25 | 1.34865 | 1.35065 | 1.34824 | ||
44 | 2010.04.20 00:59 | modify | 15 | 0.25 | 1.34865 | 1.34910 | 1.34824 | ||
45 | 2010.04.20 01:10 | s/l | 15 | 0.25 | 1.34910 | 1.34910 | 1.34824 | -11.25 | 9895.75 |
46 | 2010.04.20 07:59 | sell | 16 | 0.25 | 1.34581 | 1.34781 | 1.34540 | ||
47 | 2010.04.20 07:59 | modify | 16 | 0.25 | 1.34581 | 1.34626 | 1.34540 | ||
48 | 2010.04.20 08:02 | s/l | 16 | 0.25 | 1.34626 | 1.34626 | 1.34540 | -11.25 | 9884.50 |
49 | 2010.04.20 13:59 | sell | 17 | 0.25 | 1.34980 | 1.35180 | 1.34939 | ||
50 | 2010.04.20 13:59 | modify | 17 | 0.25 | 1.34980 | 1.35025 | 1.34939 | ||
51 | 2010.04.20 14:03 | t/p | 17 | 0.25 | 1.34939 | 1.35025 | 1.34939 | 10.25 | 9894.75 |
52 | 2010.04.21 03:59 | buy | 18 | 0.25 | 1.34255 | 1.34055 | 1.34296 | ||
53 | 2010.04.21 03:59 | modify | 18 | 0.25 | 1.34255 | 1.34210 | 1.34296 | ||
54 | 2010.04.21 04:20 | s/l | 18 | 0.25 | 1.34210 | 1.34210 | 1.34296 | -11.25 | 9883.50 |
55 | 2010.04.21 18:59 | buy | 19 | 0.25 | 1.34074 | 1.33874 | 1.34115 | ||
56 | 2010.04.21 18:59 | modify | 19 | 0.25 | 1.34074 | 1.34029 | 1.34115 | ||
57 | 2010.04.21 19:10 | s/l | 19 | 0.25 | 1.34029 | 1.34029 | 1.34115 | -11.25 | 9872.25 |
58 | 2010.04.22 00:59 | buy | 20 | 0.25 | 1.33895 | 1.33695 | 1.33936 | ||
59 | 2010.04.22 00:59 | modify | 20 | 0.25 | 1.33895 | 1.33850 | 1.33936 | ||
60 | 2010.04.22 01:02 | s/l | 20 | 0.25 | 1.33850 | 1.33850 | 1.33936 | -11.25 | 9861.00 |
61 | 2010.04.23 21:59 | sell | 21 | 0.25 | 1.33732 | 1.33932 | 1.33691 | ||
62 | 2010.04.23 21:59 | modify | 21 | 0.25 | 1.33732 | 1.33777 | 1.33691 | ||
63 | 2010.04.23 22:40 | t/p | 21 | 0.25 | 1.33691 | 1.33777 | 1.33691 | 10.25 | 9871.25 |
64 | 2010.04.28 15:59 | sell | 22 | 0.25 | 1.31942 | 1.32142 | 1.31901 | ||
65 | 2010.04.28 15:59 | modify | 22 | 0.25 | 1.31942 | 1.31987 | 1.31901 | ||
66 | 2010.04.28 16:15 | t/p | 22 | 0.25 | 1.31901 | 1.31987 | 1.31901 | 10.25 | 9881.50 |