Strategy Tester Report
FrBestExp02_5_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; map=25; mash=1; 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 | -7470.80 | Gross profit | 4456.60 | Gross loss | -11927.40 |
| Profit factor | 0.37 | Expected payoff | -679.16 | ||
| Absolute drawdown | 8752.40 | Maximal drawdown | 11931.00 (90.53%) | Relative drawdown | 90.53% (11931.00) |
| Total trades | 11 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 7 (63.64%) | Loss trades (% of total) | 4 (36.36%) | ||
| Largest | profit trade | 1430.00 | loss trade | -10000.00 | |
| Average | profit trade | 636.66 | loss trade | -2981.85 | |
| Maximum | consecutive wins (profit in money) | 5 (2501.00) | consecutive losses (loss in money) | 3 (-11459.40) | |
| Maximal | consecutive profit (count of wins) | 2501.00 (5) | consecutive loss (count of losses) | -11459.40 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | 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 | 1.35019 | 1.36061 | 1.34061 | 420.00 | 10420.00 |
| 4 | 2010.04.01 04:15 | close | 1 | 1.00 | 1.35019 | 1.36235 | 1.34235 | 216.00 | 10636.00 |
| 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 11:45 | close | 4 | 10.00 | 1.35472 | 1.36511 | 1.34511 | 390.00 | 11026.00 |
| 8 | 2010.04.02 11:45 | close | 3 | 1.00 | 1.35472 | 1.36687 | 1.34687 | 215.00 | 11241.00 |
| 9 | 2010.04.07 04:46 | buy | 5 | 1.00 | 1.33925 | 1.32925 | 1.34925 | ||
| 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 | 1.33464 | 1.34590 | 1.32590 | 1260.00 | 12501.00 |
| 12 | 2010.04.07 12:50 | close | 5 | 1.00 | 1.33457 | 1.32925 | 1.34925 | -468.00 | 12033.00 |
| 13 | 2010.04.16 13:20 | buy | 7 | 1.00 | 1.35366 | 1.34366 | 1.36366 | ||
| 14 | 2010.04.16 14:50 | sell | 8 | 10.00 | 1.35059 | 1.36059 | 1.34059 | ||
| 15 | 2010.04.16 15:20 | close | 8 | 10.00 | 1.34916 | 1.36059 | 1.34059 | 1430.00 | 13463.00 |
| 16 | 2010.04.16 15:20 | close | 7 | 1.00 | 1.34909 | 1.34366 | 1.36366 | -457.00 | 13006.00 |
| 17 | 2010.04.21 21:00 | buy | 9 | 1.00 | 1.34037 | 1.33037 | 1.35037 | ||
| 18 | 2010.04.22 09:50 | buy | 10 | 10.00 | 1.34219 | 1.33219 | 1.35219 | ||
| 19 | 2010.04.22 14:50 | s/l | 10 | 10.00 | 1.33219 | 1.33219 | 1.35219 | -10000.00 | 3006.00 |
| 20 | 2010.04.22 15:45 | s/l | 9 | 1.00 | 1.33037 | 1.33037 | 1.35037 | -1002.40 | 2003.60 |
| 21 | 2010.04.28 08:00 | buy | 11 | 1.00 | 1.31900 | 1.30900 | 1.32900 | ||
| 22 | 2010.04.29 23:59 | close at stop | 11 | 1.00 | 1.32428 | 1.30900 | 1.32900 | 525.60 | 2529.20 |