Strategy Tester Report
Bogie v9-pivot
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 | UseMM=true; Risk=2; Lots=0.1; TrailingStop=30; UseStartTime=false; DayStartHour=17; DayStartMinute=2; UseStopLoss=false; StopLoss=300; Spread=10; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -445.68 | Gross profit | 351.96 | Gross loss | -797.64 |
Profit factor | 0.44 | Expected payoff | -15.37 | ||
Absolute drawdown | 702.00 | Maximal drawdown | 1057.36 (10.21%) | Relative drawdown | 10.21% (1057.36) |
Total trades | 29 | Short positions (won %) | 11 (100.00%) | Long positions (won %) | 18 (94.44%) |
Profit trades (% of total) | 28 (96.55%) | Loss trades (% of total) | 1 (3.45%) | ||
Largest | profit trade | 49.32 | loss trade | -797.64 | |
Average | profit trade | 12.57 | loss trade | -797.64 | |
Maximum | consecutive wins (profit in money) | 28 (351.96) | consecutive losses (loss in money) | 1 (-797.64) | |
Maximal | consecutive profit (count of wins) | 351.96 (28) | consecutive loss (count of losses) | -797.64 (1) | |
Average | consecutive wins | 28 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 00:20 | buy | 1 | 0.20 | 1.35056 | 0.00000 | 1.35072 | ||
2 | 2010.04.01 00:50 | t/p | 1 | 0.20 | 1.35072 | 0.00000 | 1.35072 | 3.20 | 10003.20 |
3 | 2010.04.01 02:50 | buy | 2 | 0.20 | 1.35256 | 0.00000 | 1.35304 | ||
4 | 2010.04.01 02:57 | t/p | 2 | 0.20 | 1.35304 | 0.00000 | 1.35304 | 9.60 | 10012.80 |
5 | 2010.04.01 02:59 | buy | 3 | 0.20 | 1.35306 | 0.00000 | 1.35321 | ||
6 | 2010.04.01 16:45 | t/p | 3 | 0.20 | 1.35321 | 0.00000 | 1.35321 | 3.00 | 10015.80 |
7 | 2010.04.01 16:45 | sell | 4 | 0.20 | 1.35332 | 0.00000 | 1.35176 | ||
8 | 2010.04.02 14:59 | t/p | 4 | 0.20 | 1.35176 | 0.00000 | 1.35176 | 31.04 | 10046.84 |
9 | 2010.04.02 14:59 | buy | 5 | 0.20 | 1.35148 | 0.00000 | 1.35401 | ||
10 | 2010.04.12 00:00 | t/p | 5 | 0.20 | 1.35401 | 0.00000 | 1.35401 | 49.32 | 10096.16 |
11 | 2010.04.12 00:10 | buy | 6 | 0.20 | 1.36226 | 0.00000 | 1.36251 | ||
12 | 2010.04.12 00:50 | t/p | 6 | 0.20 | 1.36251 | 0.00000 | 1.36251 | 5.00 | 10101.16 |
13 | 2010.04.12 00:59 | sell | 7 | 0.20 | 1.36317 | 0.00000 | 1.36234 | ||
14 | 2010.04.12 09:20 | t/p | 7 | 0.20 | 1.36234 | 0.00000 | 1.36234 | 16.60 | 10117.76 |
15 | 2010.04.12 09:20 | buy | 8 | 0.20 | 1.36174 | 0.00000 | 1.36395 | ||
16 | 2010.04.14 02:20 | t/p | 8 | 0.20 | 1.36395 | 0.00000 | 1.36395 | 43.88 | 10161.64 |
17 | 2010.04.14 02:20 | sell | 9 | 0.20 | 1.36409 | 0.00000 | 1.36281 | ||
18 | 2010.04.14 08:46 | t/p | 9 | 0.20 | 1.36281 | 0.00000 | 1.36281 | 25.60 | 10187.24 |
19 | 2010.04.14 08:53 | buy | 10 | 0.20 | 1.36284 | 0.00000 | 1.36328 | ||
20 | 2010.04.14 08:56 | t/p | 10 | 0.20 | 1.36328 | 0.00000 | 1.36328 | 8.80 | 10196.04 |
21 | 2010.04.14 08:59 | buy | 11 | 0.20 | 1.36297 | 0.00000 | 1.36333 | ||
22 | 2010.04.14 09:02 | t/p | 11 | 0.20 | 1.36333 | 0.00000 | 1.36333 | 7.20 | 10203.24 |
23 | 2010.04.14 09:05 | sell | 12 | 0.20 | 1.36384 | 0.00000 | 1.36354 | ||
24 | 2010.04.14 09:10 | t/p | 12 | 0.20 | 1.36354 | 0.00000 | 1.36354 | 6.00 | 10209.24 |
25 | 2010.04.14 09:12 | sell | 13 | 0.20 | 1.36365 | 0.00000 | 1.36347 | ||
26 | 2010.04.14 09:15 | t/p | 13 | 0.20 | 1.36347 | 0.00000 | 1.36347 | 3.60 | 10212.84 |
27 | 2010.04.14 09:17 | buy | 14 | 0.20 | 1.36312 | 0.00000 | 1.36338 | ||
28 | 2010.04.14 10:03 | t/p | 14 | 0.20 | 1.36338 | 0.00000 | 1.36338 | 5.20 | 10218.04 |
29 | 2010.04.14 10:16 | sell | 15 | 0.20 | 1.36454 | 0.00000 | 1.36377 | ||
30 | 2010.04.14 11:20 | t/p | 15 | 0.20 | 1.36377 | 0.00000 | 1.36377 | 15.40 | 10233.44 |
31 | 2010.04.14 11:22 | sell | 16 | 0.20 | 1.36375 | 0.00000 | 1.36351 | ||
32 | 2010.04.14 12:15 | t/p | 16 | 0.20 | 1.36351 | 0.00000 | 1.36351 | 4.80 | 10238.24 |
33 | 2010.04.14 12:15 | buy | 17 | 0.20 | 1.36293 | 0.00000 | 1.36331 | ||
34 | 2010.04.14 14:50 | t/p | 17 | 0.20 | 1.36331 | 0.00000 | 1.36331 | 7.60 | 10245.84 |
35 | 2010.04.14 14:55 | sell | 18 | 0.20 | 1.36342 | 0.00000 | 1.36309 | ||
36 | 2010.04.14 14:57 | t/p | 18 | 0.20 | 1.36309 | 0.00000 | 1.36309 | 6.60 | 10252.44 |
37 | 2010.04.14 14:59 | sell | 19 | 0.20 | 1.36367 | 0.00000 | 1.36317 | ||
38 | 2010.04.14 15:20 | t/p | 19 | 0.20 | 1.36317 | 0.00000 | 1.36317 | 10.00 | 10262.44 |
39 | 2010.04.14 15:30 | buy | 20 | 0.20 | 1.36275 | 0.00000 | 1.36295 | ||
40 | 2010.04.14 15:37 | t/p | 20 | 0.20 | 1.36295 | 0.00000 | 1.36295 | 4.00 | 10266.44 |
41 | 2010.04.14 15:40 | buy | 21 | 0.20 | 1.36240 | 0.00000 | 1.36283 | ||
42 | 2010.04.14 16:20 | t/p | 21 | 0.20 | 1.36283 | 0.00000 | 1.36283 | 8.60 | 10275.04 |
43 | 2010.04.14 16:27 | buy | 22 | 0.20 | 1.36221 | 0.00000 | 1.36277 | ||
44 | 2010.04.14 16:40 | t/p | 22 | 0.20 | 1.36277 | 0.00000 | 1.36277 | 11.20 | 10286.24 |
45 | 2010.04.14 16:59 | buy | 23 | 0.20 | 1.36273 | 0.00000 | 1.36294 | ||
46 | 2010.04.14 17:06 | t/p | 23 | 0.20 | 1.36294 | 0.00000 | 1.36294 | 4.20 | 10290.44 |
47 | 2010.04.14 17:06 | sell | 24 | 0.20 | 1.36328 | 0.00000 | 1.36304 | ||
48 | 2010.04.14 17:10 | t/p | 24 | 0.20 | 1.36304 | 0.00000 | 1.36304 | 4.80 | 10295.24 |
49 | 2010.04.14 17:13 | sell | 25 | 0.20 | 1.36456 | 0.00000 | 1.36347 | ||
50 | 2010.04.15 06:50 | t/p | 25 | 0.20 | 1.36347 | 0.00000 | 1.36347 | 21.32 | 10316.56 |
51 | 2010.04.15 06:50 | buy | 26 | 0.20 | 1.36301 | 0.00000 | 1.36423 | ||
52 | 2010.04.15 07:37 | t/p | 26 | 0.20 | 1.36423 | 0.00000 | 1.36423 | 24.40 | 10340.96 |
53 | 2010.04.15 07:37 | buy | 27 | 0.20 | 1.36435 | 0.00000 | 1.36468 | ||
54 | 2010.04.15 08:32 | t/p | 27 | 0.20 | 1.36468 | 0.00000 | 1.36468 | 6.60 | 10347.56 |
55 | 2010.04.15 08:35 | buy | 28 | 0.20 | 1.36451 | 0.00000 | 1.36473 | ||
56 | 2010.04.15 08:37 | t/p | 28 | 0.20 | 1.36473 | 0.00000 | 1.36473 | 4.40 | 10351.96 |
57 | 2010.04.15 08:40 | buy | 29 | 0.20 | 1.36405 | 0.00000 | 1.36458 | ||
58 | 2010.04.29 23:59 | close at stop | 29 | 0.20 | 1.32428 | 0.00000 | 1.36458 | -797.64 | 9554.32 |