Strategy Tester Report
FrBestExp02_6_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 | 3665.60 | Gross profit | 5131.00 | Gross loss | -1465.40 |
| Profit factor | 3.50 | Expected payoff | 458.20 | ||
| Absolute drawdown | 3459.00 | Maximal drawdown | 4704.40 (37.90%) | Relative drawdown | 40.65% (4480.00) |
| Total trades | 8 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 3 (0.00%) |
| Profit trades (% of total) | 5 (62.50%) | Loss trades (% of total) | 3 (37.50%) | ||
| Largest | profit trade | 1760.00 | loss trade | -506.40 | |
| Average | profit trade | 1026.20 | loss trade | -488.47 | |
| Maximum | consecutive wins (profit in money) | 3 (2111.00) | consecutive losses (loss in money) | 1 (-506.40) | |
| Maximal | consecutive profit (count of wins) | 2111.00 (3) | consecutive loss (count of losses) | -506.40 (1) | |
| Average | consecutive wins | 2 | 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 04:20 | close | 2 | 10.00 | 1.34984 | 1.36061 | 1.34061 | 770.00 | 10770.00 |
| 4 | 2010.04.01 04:20 | close | 1 | 1.00 | 1.34984 | 1.36235 | 1.34235 | 251.00 | 11021.00 |
| 5 | 2010.04.07 04:46 | buy | 3 | 1.00 | 1.33942 | 1.32942 | 1.34942 | ||
| 6 | 2010.04.07 07:50 | sell | 4 | 10.00 | 1.33590 | 1.34590 | 1.32590 | ||
| 7 | 2010.04.07 12:50 | close | 4 | 10.00 | 1.33481 | 1.34590 | 1.32590 | 1090.00 | 12111.00 |
| 8 | 2010.04.07 12:50 | close | 3 | 1.00 | 1.33457 | 1.32942 | 1.34942 | -485.00 | 11626.00 |
| 9 | 2010.04.16 13:20 | buy | 5 | 1.00 | 1.35383 | 1.34383 | 1.36383 | ||
| 10 | 2010.04.16 14:50 | sell | 6 | 10.00 | 1.35059 | 1.36059 | 1.34059 | ||
| 11 | 2010.04.16 15:20 | close | 6 | 10.00 | 1.34933 | 1.36059 | 1.34059 | 1260.00 | 12886.00 |
| 12 | 2010.04.16 15:20 | close | 5 | 1.00 | 1.34909 | 1.34383 | 1.36383 | -474.00 | 12412.00 |
| 13 | 2010.04.21 21:00 | buy | 7 | 1.00 | 1.34054 | 1.33054 | 1.35054 | ||
| 14 | 2010.04.22 03:20 | sell | 8 | 10.00 | 1.33750 | 1.34750 | 1.32750 | ||
| 15 | 2010.04.22 11:20 | close | 8 | 10.00 | 1.33574 | 1.34750 | 1.32750 | 1760.00 | 14172.00 |
| 16 | 2010.04.22 11:20 | close | 7 | 1.00 | 1.33550 | 1.33054 | 1.35054 | -506.40 | 13665.60 |