Strategy Tester Report
Frbestexp02_1_maloma_mod_v1
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 | 11700.60 | Gross profit | 14614.00 | Gross loss | -2913.40 |
| Profit factor | 5.02 | Expected payoff | 487.53 | ||
| Absolute drawdown | 2821.00 | Maximal drawdown | 4673.40 (30.55%) | Relative drawdown | 37.48% (4304.00) |
| Total trades | 24 | Short positions (won %) | 12 (91.67%) | Long positions (won %) | 12 (58.33%) |
| Profit trades (% of total) | 18 (75.00%) | Loss trades (% of total) | 6 (25.00%) | ||
| Largest | profit trade | 1910.00 | loss trade | -531.00 | |
| Average | profit trade | 811.89 | loss trade | -485.57 | |
| Maximum | consecutive wins (profit in money) | 5 (3314.00) | consecutive losses (loss in money) | 1 (-531.00) | |
| Maximal | consecutive profit (count of wins) | 3314.00 (5) | consecutive loss (count of losses) | -531.00 (1) | |
| Average | consecutive wins | 3 | 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 | 1.35020 | 1.36061 | 1.34061 | 410.00 | 10410.00 |
| 4 | 2010.04.01 04:15 | close | 1 | 1.00 | 1.35020 | 1.36235 | 1.34235 | 215.00 | 10625.00 |
| 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 11:50 | close | 4 | 10.00 | 1.35449 | 1.36511 | 1.34511 | 620.00 | 11245.00 |
| 8 | 2010.04.02 11:50 | close | 3 | 1.00 | 1.35449 | 1.36687 | 1.34687 | 238.00 | 11483.00 |
| 9 | 2010.04.07 04:46 | buy | 5 | 1.00 | 1.33926 | 1.32926 | 1.34926 | ||
| 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 | 1.33465 | 1.34590 | 1.32590 | 1250.00 | 12733.00 |
| 12 | 2010.04.07 12:50 | close | 5 | 1.00 | 1.33457 | 1.32926 | 1.34926 | -469.00 | 12264.00 |
| 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 | 1.36041 | 1.35041 | 1.37041 | ||
| 15 | 2010.04.13 08:50 | close | 8 | 10.00 | 1.36176 | 1.35041 | 1.37041 | 1350.00 | 13614.00 |
| 16 | 2010.04.13 08:50 | close | 7 | 1.00 | 1.36184 | 1.36735 | 1.34735 | -449.00 | 13165.00 |
| 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 | 1.35559 | 1.36646 | 1.34646 | 870.00 | 14035.00 |
| 20 | 2010.04.13 11:50 | close | 9 | 1.00 | 1.35559 | 1.36844 | 1.34844 | 285.00 | 14320.00 |
| 21 | 2010.04.16 13:20 | buy | 11 | 1.00 | 1.35367 | 1.34367 | 1.36367 | ||
| 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 | 1.34917 | 1.36059 | 1.34059 | 1420.00 | 15740.00 |
| 24 | 2010.04.16 15:20 | close | 11 | 1.00 | 1.34909 | 1.34367 | 1.36367 | -458.00 | 15282.00 |
| 25 | 2010.04.21 21:00 | buy | 13 | 1.00 | 1.34038 | 1.33038 | 1.35038 | ||
| 26 | 2010.04.22 03:37 | sell | 14 | 10.00 | 1.33737 | 1.34737 | 1.32737 | ||
| 27 | 2010.04.22 11:20 | close | 14 | 10.00 | 1.33558 | 1.34737 | 1.32737 | 1790.00 | 17072.00 |
| 28 | 2010.04.22 11:20 | close | 13 | 1.00 | 1.33550 | 1.33038 | 1.35038 | -490.40 | 16581.60 |
| 29 | 2010.04.28 08:00 | buy | 15 | 1.00 | 1.31901 | 1.30901 | 1.32901 | ||
| 30 | 2010.04.28 08:15 | buy | 16 | 10.00 | 1.32095 | 1.31095 | 1.33095 | ||
| 31 | 2010.04.28 08:20 | close | 16 | 10.00 | 1.32163 | 1.31095 | 1.33095 | 680.00 | 17261.60 |
| 32 | 2010.04.28 08:20 | close | 15 | 1.00 | 1.32163 | 1.30901 | 1.32901 | 262.00 | 17523.60 |
| 33 | 2010.04.28 08:22 | buy | 17 | 1.00 | 1.32120 | 1.31120 | 1.33120 | ||
| 34 | 2010.04.28 08:50 | sell | 18 | 10.00 | 1.31788 | 1.32788 | 1.30788 | ||
| 35 | 2010.04.28 10:20 | close | 18 | 10.00 | 1.31597 | 1.32788 | 1.30788 | 1910.00 | 19433.60 |
| 36 | 2010.04.28 10:20 | close | 17 | 1.00 | 1.31589 | 1.31120 | 1.33120 | -531.00 | 18902.60 |
| 37 | 2010.04.29 01:00 | buy | 19 | 1.00 | 1.32122 | 1.31122 | 1.33122 | ||
| 38 | 2010.04.29 07:15 | buy | 20 | 10.00 | 1.32302 | 1.31302 | 1.33302 | ||
| 39 | 2010.04.29 07:20 | close | 20 | 10.00 | 1.32361 | 1.31302 | 1.33302 | 590.00 | 19492.60 |
| 40 | 2010.04.29 07:20 | close | 19 | 1.00 | 1.32361 | 1.31122 | 1.33122 | 239.00 | 19731.60 |
| 41 | 2010.04.29 10:40 | buy | 21 | 1.00 | 1.32298 | 1.31298 | 1.33298 | ||
| 42 | 2010.04.29 11:02 | buy | 22 | 10.00 | 1.32485 | 1.31485 | 1.33485 | ||
| 43 | 2010.04.29 11:45 | close | 22 | 10.00 | 1.32533 | 1.31485 | 1.33485 | 480.00 | 20211.60 |
| 44 | 2010.04.29 11:45 | close | 21 | 1.00 | 1.32533 | 1.31298 | 1.33298 | 235.00 | 20446.60 |
| 45 | 2010.04.29 15:07 | buy | 23 | 1.00 | 1.32705 | 1.31705 | 1.33705 | ||
| 46 | 2010.04.29 15:15 | sell | 24 | 10.00 | 1.32374 | 1.33374 | 1.31374 | ||
| 47 | 2010.04.29 15:20 | close | 24 | 10.00 | 1.32197 | 1.33374 | 1.31374 | 1770.00 | 22216.60 |
| 48 | 2010.04.29 15:20 | close | 23 | 1.00 | 1.32189 | 1.31705 | 1.33705 | -516.00 | 21700.60 |