Strategy Tester Report
canal-m_a_sim-v2
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=200; period1=6; period2=6; stopmax=200; stopmin=100; Hours=72; Hours1=72; lot=0.1; magicBUY=101; magicSELL=201; magicBUY1=102; magicSELL1=202; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -213.36 | Gross profit | 632.64 | Gross loss | -846.00 |
Profit factor | 0.75 | Expected payoff | -5.20 | ||
Absolute drawdown | 338.60 | Maximal drawdown | 520.82 (5.11%) | Relative drawdown | 5.11% (520.82) |
Total trades | 41 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 41 (9.76%) |
Profit trades (% of total) | 4 (9.76%) | Loss trades (% of total) | 37 (90.24%) | ||
Largest | profit trade | 320.66 | loss trade | -23.28 | |
Average | profit trade | 158.16 | loss trade | -22.86 | |
Maximum | consecutive wins (profit in money) | 1 (320.66) | consecutive losses (loss in money) | 17 (-389.16) | |
Maximal | consecutive profit (count of wins) | 320.66 (1) | consecutive loss (count of losses) | -389.16 (17) | |
Average | consecutive wins | 1 | consecutive losses | 9 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 00:00 | buy | 1 | 0.10 | 1.35092 | 1.34864 | 0.00000 | ||
2 | 2010.04.01 08:45 | s/l | 1 | 0.10 | 1.34864 | 1.34864 | 0.00000 | -22.80 | 9977.20 |
3 | 2010.04.01 08:45 | buy | 2 | 0.10 | 1.34887 | 1.34659 | 0.00000 | ||
4 | 2010.04.01 14:20 | s/l | 2 | 0.10 | 1.34659 | 1.34659 | 0.00000 | -22.80 | 9954.40 |
5 | 2010.04.01 14:20 | buy | 3 | 0.10 | 1.34628 | 1.34400 | 0.00000 | ||
6 | 2010.04.05 00:00 | close | 3 | 0.10 | 1.34920 | 1.34400 | 0.00000 | 28.96 | 9983.36 |
7 | 2010.04.05 00:02 | buy | 4 | 0.10 | 1.34928 | 1.34700 | 0.00000 | ||
8 | 2010.04.05 08:50 | s/l | 4 | 0.10 | 1.34700 | 1.34700 | 0.00000 | -22.80 | 9960.56 |
9 | 2010.04.05 08:50 | buy | 5 | 0.10 | 1.34665 | 1.34437 | 0.00000 | ||
10 | 2010.04.06 02:50 | s/l | 5 | 0.10 | 1.34437 | 1.34437 | 0.00000 | -22.92 | 9937.64 |
11 | 2010.04.06 02:50 | buy | 6 | 0.10 | 1.34453 | 1.34225 | 0.00000 | ||
12 | 2010.04.06 05:20 | s/l | 6 | 0.10 | 1.34225 | 1.34225 | 0.00000 | -22.80 | 9914.84 |
13 | 2010.04.06 05:20 | buy | 7 | 0.10 | 1.34238 | 1.34010 | 0.00000 | ||
14 | 2010.04.06 12:20 | s/l | 7 | 0.10 | 1.34010 | 1.34010 | 0.00000 | -22.80 | 9892.04 |
15 | 2010.04.06 12:20 | buy | 8 | 0.10 | 1.34027 | 1.33799 | 0.00000 | ||
16 | 2010.04.06 14:33 | s/l | 8 | 0.10 | 1.33799 | 1.33799 | 0.00000 | -22.80 | 9869.24 |
17 | 2010.04.06 14:33 | buy | 9 | 0.10 | 1.33775 | 1.33547 | 0.00000 | ||
18 | 2010.04.07 12:50 | s/l | 9 | 0.10 | 1.33547 | 1.33547 | 0.00000 | -22.92 | 9846.32 |
19 | 2010.04.07 12:50 | buy | 10 | 0.10 | 1.33485 | 1.33257 | 0.00000 | ||
20 | 2010.04.08 03:15 | s/l | 10 | 0.10 | 1.33257 | 1.33257 | 0.00000 | -23.16 | 9823.16 |
21 | 2010.04.08 03:15 | buy | 11 | 0.10 | 1.33261 | 1.33033 | 0.00000 | ||
22 | 2010.04.08 09:20 | s/l | 11 | 0.10 | 1.33033 | 1.33033 | 0.00000 | -22.80 | 9800.36 |
23 | 2010.04.08 09:20 | buy | 12 | 0.10 | 1.33050 | 1.32822 | 0.00000 | ||
24 | 2010.04.12 00:00 | close | 12 | 0.10 | 1.36259 | 1.32822 | 0.00000 | 320.66 | 10121.02 |
25 | 2010.04.12 00:02 | buy | 13 | 0.10 | 1.36306 | 1.36078 | 0.00000 | ||
26 | 2010.04.12 09:50 | s/l | 13 | 0.10 | 1.36078 | 1.36078 | 0.00000 | -22.80 | 10098.22 |
27 | 2010.04.12 09:50 | buy | 14 | 0.10 | 1.36011 | 1.35783 | 0.00000 | ||
28 | 2010.04.12 13:45 | s/l | 14 | 0.10 | 1.35783 | 1.35783 | 0.00000 | -22.80 | 10075.42 |
29 | 2010.04.12 13:45 | buy | 15 | 0.10 | 1.35768 | 1.35540 | 0.00000 | ||
30 | 2010.04.13 16:20 | s/l | 15 | 0.10 | 1.35540 | 1.35540 | 0.00000 | -22.92 | 10052.50 |
31 | 2010.04.13 16:20 | buy | 16 | 0.10 | 1.35546 | 1.35318 | 0.00000 | ||
32 | 2010.04.15 11:45 | s/l | 16 | 0.10 | 1.35318 | 1.35318 | 0.00000 | -23.28 | 10029.22 |
33 | 2010.04.15 11:45 | buy | 17 | 0.10 | 1.35342 | 1.35114 | 0.00000 | ||
34 | 2010.04.16 14:50 | s/l | 17 | 0.10 | 1.35114 | 1.35114 | 0.00000 | -22.92 | 10006.30 |
35 | 2010.04.16 14:50 | buy | 18 | 0.10 | 1.35087 | 1.34859 | 0.00000 | ||
36 | 2010.04.16 17:20 | s/l | 18 | 0.10 | 1.34859 | 1.34859 | 0.00000 | -22.80 | 9983.50 |
37 | 2010.04.16 17:20 | buy | 19 | 0.10 | 1.34846 | 1.34618 | 0.00000 | ||
38 | 2010.04.19 03:32 | s/l | 19 | 0.10 | 1.34618 | 1.34618 | 0.00000 | -22.92 | 9960.58 |
39 | 2010.04.19 03:32 | buy | 20 | 0.10 | 1.34615 | 1.34387 | 0.00000 | ||
40 | 2010.04.19 08:50 | s/l | 20 | 0.10 | 1.34387 | 1.34387 | 0.00000 | -22.80 | 9937.78 |
41 | 2010.04.19 08:50 | buy | 21 | 0.10 | 1.34400 | 1.34172 | 0.00000 | ||
42 | 2010.04.19 14:20 | s/l | 21 | 0.10 | 1.34172 | 1.34172 | 0.00000 | -22.80 | 9914.98 |
43 | 2010.04.19 14:20 | buy | 22 | 0.10 | 1.34190 | 1.33962 | 0.00000 | ||
44 | 2010.04.21 12:50 | s/l | 22 | 0.10 | 1.33962 | 1.33962 | 0.00000 | -23.04 | 9891.94 |
45 | 2010.04.21 12:50 | buy | 23 | 0.10 | 1.33878 | 1.33650 | 0.00000 | ||
46 | 2010.04.21 13:50 | s/l | 23 | 0.10 | 1.33650 | 1.33650 | 0.00000 | -22.80 | 9869.14 |
47 | 2010.04.21 13:50 | buy | 24 | 0.10 | 1.33608 | 1.33380 | 0.00000 | ||
48 | 2010.04.22 12:20 | s/l | 24 | 0.10 | 1.33380 | 1.33380 | 0.00000 | -23.16 | 9845.98 |
49 | 2010.04.22 12:20 | buy | 25 | 0.10 | 1.33349 | 1.33121 | 0.00000 | ||
50 | 2010.04.22 15:07 | s/l | 25 | 0.10 | 1.33121 | 1.33121 | 0.00000 | -22.80 | 9823.18 |
51 | 2010.04.22 15:07 | buy | 26 | 0.10 | 1.33145 | 1.32917 | 0.00000 | ||
52 | 2010.04.22 15:50 | s/l | 26 | 0.10 | 1.32917 | 1.32917 | 0.00000 | -22.80 | 9800.38 |
53 | 2010.04.22 15:50 | buy | 27 | 0.10 | 1.32857 | 1.32629 | 0.00000 | ||
54 | 2010.04.22 16:50 | s/l | 27 | 0.10 | 1.32629 | 1.32629 | 0.00000 | -22.80 | 9777.58 |
55 | 2010.04.22 16:50 | buy | 28 | 0.10 | 1.32617 | 1.32389 | 0.00000 | ||
56 | 2010.04.23 01:15 | s/l | 28 | 0.10 | 1.32389 | 1.32389 | 0.00000 | -22.92 | 9754.66 |
57 | 2010.04.23 01:15 | buy | 29 | 0.10 | 1.32291 | 1.32063 | 0.00000 | ||
58 | 2010.04.23 01:20 | s/l | 29 | 0.10 | 1.32063 | 1.32063 | 0.00000 | -22.80 | 9731.86 |
59 | 2010.04.23 01:20 | buy | 30 | 0.10 | 1.32042 | 1.31814 | 0.00000 | ||
60 | 2010.04.26 02:00 | close | 30 | 0.10 | 1.33621 | 1.31814 | 0.00000 | 157.78 | 9889.64 |
61 | 2010.04.26 02:02 | buy | 31 | 0.10 | 1.33639 | 1.33411 | 0.00000 | ||
62 | 2010.04.26 10:15 | s/l | 31 | 0.10 | 1.33411 | 1.33411 | 0.00000 | -22.80 | 9866.84 |
63 | 2010.04.26 10:15 | buy | 32 | 0.10 | 1.33424 | 1.33196 | 0.00000 | ||
64 | 2010.04.26 11:10 | s/l | 32 | 0.10 | 1.33196 | 1.33196 | 0.00000 | -22.80 | 9844.04 |
65 | 2010.04.26 11:10 | buy | 33 | 0.10 | 1.33196 | 1.32968 | 0.00000 | ||
66 | 2010.04.26 11:20 | s/l | 33 | 0.10 | 1.32968 | 1.32968 | 0.00000 | -22.80 | 9821.24 |
67 | 2010.04.26 11:20 | buy | 34 | 0.10 | 1.32987 | 1.32759 | 0.00000 | ||
68 | 2010.04.27 17:20 | s/l | 34 | 0.10 | 1.32759 | 1.32759 | 0.00000 | -22.92 | 9798.32 |
69 | 2010.04.27 17:20 | buy | 35 | 0.10 | 1.32567 | 1.32339 | 0.00000 | ||
70 | 2010.04.27 17:50 | s/l | 35 | 0.10 | 1.32339 | 1.32339 | 0.00000 | -22.80 | 9775.52 |
71 | 2010.04.27 17:50 | buy | 36 | 0.10 | 1.32307 | 1.32079 | 0.00000 | ||
72 | 2010.04.27 20:50 | s/l | 36 | 0.10 | 1.32079 | 1.32079 | 0.00000 | -22.80 | 9752.72 |
73 | 2010.04.27 20:50 | buy | 37 | 0.10 | 1.32092 | 1.31864 | 0.00000 | ||
74 | 2010.04.27 21:40 | s/l | 37 | 0.10 | 1.31864 | 1.31864 | 0.00000 | -22.80 | 9729.92 |
75 | 2010.04.27 21:40 | buy | 38 | 0.10 | 1.31870 | 1.31642 | 0.00000 | ||
76 | 2010.04.27 23:20 | s/l | 38 | 0.10 | 1.31642 | 1.31642 | 0.00000 | -22.80 | 9707.12 |
77 | 2010.04.27 23:20 | buy | 39 | 0.10 | 1.31637 | 1.31409 | 0.00000 | ||
78 | 2010.04.28 17:20 | s/l | 39 | 0.10 | 1.31409 | 1.31409 | 0.00000 | -22.92 | 9684.20 |
79 | 2010.04.28 17:20 | buy | 40 | 0.10 | 1.31373 | 1.31145 | 0.00000 | ||
80 | 2010.04.28 18:07 | s/l | 40 | 0.10 | 1.31145 | 1.31145 | 0.00000 | -22.80 | 9661.40 |
81 | 2010.04.28 18:07 | buy | 41 | 0.10 | 1.31172 | 1.30944 | 0.00000 | ||
82 | 2010.04.29 23:59 | close at stop | 41 | 0.10 | 1.32428 | 1.30944 | 0.00000 | 125.24 | 9786.64 |