Strategy Tester Report
FrBestExp02_1_maloma_mod
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 | Lots=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1145.60 | Gross profit | 14556.00 | Gross loss | -13410.40 |
| Profit factor | 1.09 | Expected payoff | 45.82 | ||
| Absolute drawdown | 6954.40 | Maximal drawdown | 12323.00 (80.18%) | Relative drawdown | 80.18% (12323.00) |
| Total trades | 25 | Short positions (won %) | 12 (91.67%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 18 (72.00%) | Loss trades (% of total) | 7 (28.00%) | ||
| Largest | profit trade | 1940.00 | loss trade | -10000.00 | |
| Average | profit trade | 808.67 | loss trade | -1915.77 | |
| Maximum | consecutive wins (profit in money) | 5 (2543.00) | consecutive losses (loss in money) | 3 (-11457.40) | |
| Maximal | consecutive profit (count of wins) | 4585.00 (4) | consecutive loss (count of losses) | -11457.40 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 03:10 | sell | 1 | 1.00 | 1.35235 | 1.36235 | 1.34235 | ||
| 2 | 2010.04.01 03:50 | sell | 2 | 10.00 | 1.35061 | 1.36061 | 1.34061 | ||
| 3 | 2010.04.01 04:15 | close | 2 | 10.00 | 1.35017 | 1.36061 | 1.34061 | 440.00 | 10440.00 |
| 4 | 2010.04.01 04:15 | close | 1 | 1.00 | 1.35017 | 1.36235 | 1.34235 | 218.00 | 10658.00 |
| 5 | 2010.04.02 08:00 | sell | 3 | 1.00 | 1.35687 | 1.36687 | 1.34687 | ||
| 6 | 2010.04.02 09:46 | sell | 4 | 10.00 | 1.35511 | 1.36511 | 1.34511 | ||
| 7 | 2010.04.02 10:50 | close | 4 | 10.00 | 1.35472 | 1.36511 | 1.34511 | 390.00 | 11048.00 |
| 8 | 2010.04.02 10:50 | close | 3 | 1.00 | 1.35472 | 1.36687 | 1.34687 | 215.00 | 11263.00 |
| 9 | 2010.04.07 04:46 | buy | 5 | 1.00 | 1.33923 | 1.32923 | 1.34923 | ||
| 10 | 2010.04.07 07:50 | sell | 6 | 10.00 | 1.33590 | 1.34590 | 1.32590 | ||
| 11 | 2010.04.07 12:50 | close | 6 | 10.00 | 1.33462 | 1.34590 | 1.32590 | 1280.00 | 12543.00 |
| 12 | 2010.04.07 12:50 | close | 5 | 1.00 | 1.33457 | 1.32923 | 1.34923 | -466.00 | 12077.00 |
| 13 | 2010.04.13 06:00 | sell | 7 | 1.00 | 1.35735 | 1.36735 | 1.34735 | ||
| 14 | 2010.04.13 08:20 | buy | 8 | 10.00 | 1.36038 | 1.35038 | 1.37038 | ||
| 15 | 2010.04.13 08:50 | close | 8 | 10.00 | 1.36176 | 1.35038 | 1.37038 | 1380.00 | 13457.00 |
| 16 | 2010.04.13 08:50 | close | 7 | 1.00 | 1.36181 | 1.36735 | 1.34735 | -446.00 | 13011.00 |
| 17 | 2010.04.13 10:15 | sell | 9 | 1.00 | 1.35844 | 1.36844 | 1.34844 | ||
| 18 | 2010.04.13 11:45 | sell | 10 | 10.00 | 1.35646 | 1.36646 | 1.34646 | ||
| 19 | 2010.04.13 11:50 | close | 10 | 10.00 | 1.35556 | 1.36646 | 1.34646 | 900.00 | 13911.00 |
| 20 | 2010.04.13 11:50 | close | 9 | 1.00 | 1.35556 | 1.36844 | 1.34844 | 288.00 | 14199.00 |
| 21 | 2010.04.16 13:20 | buy | 11 | 1.00 | 1.35364 | 1.34364 | 1.36364 | ||
| 22 | 2010.04.16 14:50 | sell | 12 | 10.00 | 1.35059 | 1.36059 | 1.34059 | ||
| 23 | 2010.04.16 15:20 | close | 12 | 10.00 | 1.34914 | 1.36059 | 1.34059 | 1450.00 | 15649.00 |
| 24 | 2010.04.16 15:20 | close | 11 | 1.00 | 1.34909 | 1.34364 | 1.36364 | -455.00 | 15194.00 |
| 25 | 2010.04.21 21:00 | buy | 13 | 1.00 | 1.34035 | 1.33035 | 1.35035 | ||
| 26 | 2010.04.22 09:50 | buy | 14 | 10.00 | 1.34217 | 1.33217 | 1.35217 | ||
| 27 | 2010.04.22 14:50 | s/l | 14 | 10.00 | 1.33217 | 1.33217 | 1.35217 | -10000.00 | 5194.00 |
| 28 | 2010.04.22 14:50 | sell | 15 | 10.00 | 1.33172 | 1.34172 | 1.32172 | ||
| 29 | 2010.04.22 15:45 | s/l | 13 | 1.00 | 1.33035 | 1.33035 | 1.35035 | -1002.40 | 4191.60 |
| 30 | 2010.04.22 15:45 | close | 15 | 10.00 | 1.33005 | 1.34172 | 1.32172 | 1670.00 | 5861.60 |
| 31 | 2010.04.28 08:00 | buy | 16 | 1.00 | 1.31898 | 1.30898 | 1.32898 | ||
| 32 | 2010.04.28 08:15 | buy | 17 | 10.00 | 1.32092 | 1.31092 | 1.33092 | ||
| 33 | 2010.04.28 08:20 | close | 17 | 10.00 | 1.32163 | 1.31092 | 1.33092 | 710.00 | 6571.60 |
| 34 | 2010.04.28 08:20 | close | 16 | 1.00 | 1.32163 | 1.30898 | 1.32898 | 265.00 | 6836.60 |
| 35 | 2010.04.28 08:22 | buy | 18 | 1.00 | 1.32117 | 1.31117 | 1.33117 | ||
| 36 | 2010.04.28 08:50 | sell | 19 | 10.00 | 1.31788 | 1.32788 | 1.30788 | ||
| 37 | 2010.04.28 10:20 | close | 19 | 10.00 | 1.31594 | 1.32788 | 1.30788 | 1940.00 | 8776.60 |
| 38 | 2010.04.28 10:20 | close | 18 | 1.00 | 1.31589 | 1.31117 | 1.33117 | -528.00 | 8248.60 |
| 39 | 2010.04.29 01:00 | buy | 20 | 1.00 | 1.32119 | 1.31119 | 1.33119 | ||
| 40 | 2010.04.29 07:15 | buy | 21 | 10.00 | 1.32299 | 1.31299 | 1.33299 | ||
| 41 | 2010.04.29 07:20 | close | 21 | 10.00 | 1.32361 | 1.31299 | 1.33299 | 620.00 | 8868.60 |
| 42 | 2010.04.29 07:20 | close | 20 | 1.00 | 1.32361 | 1.31119 | 1.33119 | 242.00 | 9110.60 |
| 43 | 2010.04.29 10:40 | buy | 22 | 1.00 | 1.32295 | 1.31295 | 1.33295 | ||
| 44 | 2010.04.29 11:02 | buy | 23 | 10.00 | 1.32482 | 1.31482 | 1.33482 | ||
| 45 | 2010.04.29 11:45 | close | 23 | 10.00 | 1.32533 | 1.31482 | 1.33482 | 510.00 | 9620.60 |
| 46 | 2010.04.29 11:45 | close | 22 | 1.00 | 1.32533 | 1.31295 | 1.33295 | 238.00 | 9858.60 |
| 47 | 2010.04.29 15:07 | buy | 24 | 1.00 | 1.32702 | 1.31702 | 1.33702 | ||
| 48 | 2010.04.29 15:15 | sell | 25 | 10.00 | 1.32374 | 1.33374 | 1.31374 | ||
| 49 | 2010.04.29 15:20 | close | 25 | 10.00 | 1.32194 | 1.33374 | 1.31374 | 1800.00 | 11658.60 |
| 50 | 2010.04.29 15:20 | close | 24 | 1.00 | 1.32189 | 1.31702 | 1.33702 | -513.00 | 11145.60 |