Strategy Tester Report
Breakthrough_BB
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 | Period_MA_Long=100; Period_BB=25; reserve=50; deviation=1.5; Lots=0.1; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -69.88 | Gross profit | 243.86 | Gross loss | -313.74 |
| Profit factor | 0.78 | Expected payoff | -4.99 | ||
| Absolute drawdown | 140.30 | Maximal drawdown | 223.30 (2.20%) | Relative drawdown | 2.20% (223.30) |
| Total trades | 14 | Short positions (won %) | 14 (42.86%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 6 (42.86%) | Loss trades (% of total) | 8 (57.14%) | ||
| Largest | profit trade | 55.24 | loss trade | -65.10 | |
| Average | profit trade | 40.64 | loss trade | -39.22 | |
| Maximum | consecutive wins (profit in money) | 4 (143.78) | consecutive losses (loss in money) | 3 (-123.66) | |
| Maximal | consecutive profit (count of wins) | 143.78 (4) | consecutive loss (count of losses) | -123.66 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 14:00 | sell | 1 | 0.10 | 1.34768 | 1.35356 | 0.00000 | ||
| 2 | 2010.04.01 16:00 | close | 1 | 0.10 | 1.35176 | 1.35356 | 0.00000 | -40.80 | 9959.20 |
| 3 | 2010.04.02 15:00 | sell | 2 | 0.10 | 1.35142 | 1.35987 | 0.00000 | ||
| 4 | 2010.04.05 04:00 | close | 2 | 0.10 | 1.35342 | 1.35987 | 0.00000 | -20.06 | 9939.14 |
| 5 | 2010.04.05 09:00 | sell | 3 | 0.10 | 1.34641 | 1.35631 | 0.00000 | ||
| 6 | 2010.04.05 16:00 | close | 3 | 0.10 | 1.35269 | 1.35631 | 0.00000 | -62.80 | 9876.34 |
| 7 | 2010.04.06 03:00 | sell | 4 | 0.10 | 1.34435 | 1.35285 | 0.00000 | ||
| 8 | 2010.04.07 11:00 | close | 4 | 0.10 | 1.33910 | 1.35285 | 0.00000 | 52.44 | 9928.78 |
| 9 | 2010.04.07 13:00 | sell | 5 | 0.10 | 1.33510 | 1.34090 | 0.00000 | ||
| 10 | 2010.04.08 17:00 | close | 5 | 0.10 | 1.33588 | 1.34090 | 0.00000 | -7.98 | 9920.80 |
| 11 | 2010.04.13 12:00 | sell | 6 | 0.10 | 1.35710 | 1.36058 | 0.00000 | ||
| 12 | 2010.04.13 13:00 | close | 6 | 0.10 | 1.35961 | 1.36058 | 0.00000 | -25.10 | 9895.70 |
| 13 | 2010.04.13 17:00 | sell | 7 | 0.10 | 1.35611 | 1.36089 | 0.00000 | ||
| 14 | 2010.04.13 20:00 | close | 7 | 0.10 | 1.35925 | 1.36089 | 0.00000 | -31.40 | 9864.30 |
| 15 | 2010.04.15 10:00 | sell | 8 | 0.10 | 1.35932 | 1.36726 | 0.00000 | ||
| 16 | 2010.04.16 11:00 | close | 8 | 0.10 | 1.35631 | 1.36726 | 0.00000 | 30.04 | 9894.34 |
| 17 | 2010.04.16 13:00 | sell | 9 | 0.10 | 1.35270 | 1.35810 | 0.00000 | ||
| 18 | 2010.04.19 19:00 | close | 9 | 0.10 | 1.34717 | 1.35810 | 0.00000 | 55.24 | 9949.58 |
| 19 | 2010.04.20 18:00 | sell | 10 | 0.10 | 1.34452 | 1.35052 | 0.00000 | ||
| 20 | 2010.04.22 09:00 | close | 10 | 0.10 | 1.34129 | 1.35052 | 0.00000 | 32.06 | 9981.64 |
| 21 | 2010.04.22 12:00 | sell | 11 | 0.10 | 1.33540 | 1.34218 | 0.00000 | ||
| 22 | 2010.04.23 11:00 | close | 11 | 0.10 | 1.33275 | 1.34218 | 0.00000 | 26.44 | 10008.08 |
| 23 | 2010.04.26 12:00 | sell | 12 | 0.10 | 1.33050 | 1.34031 | 0.00000 | ||
| 24 | 2010.04.26 22:00 | close | 12 | 0.10 | 1.33701 | 1.34031 | 0.00000 | -65.10 | 9942.98 |
| 25 | 2010.04.27 13:00 | sell | 13 | 0.10 | 1.33092 | 1.34004 | 0.00000 | ||
| 26 | 2010.04.28 15:00 | close | 13 | 0.10 | 1.32615 | 1.34004 | 0.00000 | 47.64 | 9990.62 |
| 27 | 2010.04.28 18:00 | sell | 14 | 0.10 | 1.31282 | 1.32423 | 0.00000 | ||
| 28 | 2010.04.28 21:00 | close | 14 | 0.10 | 1.31887 | 1.32423 | 0.00000 | -60.50 | 9930.12 |