Strategy Tester Report
FrBestExp02_7_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; map2=5; mash2=1; 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 | -8397.80 | Gross profit | 3070.60 | Gross loss | -11468.40 |
| Profit factor | 0.27 | Expected payoff | -933.09 | ||
| Absolute drawdown | 9679.40 | Maximal drawdown | 11931.00 (97.38%) | Relative drawdown | 97.38% (11931.00) |
| Total trades | 9 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 4 (25.00%) |
| Profit trades (% of total) | 6 (66.67%) | Loss trades (% of total) | 3 (33.33%) | ||
| Largest | profit trade | 1280.00 | loss trade | -10000.00 | |
| Average | profit trade | 511.77 | loss trade | -3822.80 | |
| Maximum | consecutive wins (profit in money) | 5 (2543.00) | consecutive losses (loss in money) | 3 (-11468.40) | |
| Maximal | consecutive profit (count of wins) | 2543.00 (5) | consecutive loss (count of losses) | -11468.40 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | 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 | 2010.04.21 21:00 | buy | 7 | 1.00 | 1.34035 | 1.33035 | 1.35035 | ||
| 14 | 2010.04.22 09:50 | buy | 8 | 10.00 | 1.34217 | 1.33217 | 1.35217 | ||
| 15 | 2010.04.22 14:50 | s/l | 8 | 10.00 | 1.33217 | 1.33217 | 1.35217 | -10000.00 | 2077.00 |
| 16 | 2010.04.22 15:45 | s/l | 7 | 1.00 | 1.33035 | 1.33035 | 1.35035 | -1002.40 | 1074.60 |
| 17 | 2010.04.28 08:00 | buy | 9 | 1.00 | 1.31898 | 1.30898 | 1.32898 | ||
| 18 | 2010.04.29 23:59 | close at stop | 9 | 1.00 | 1.32428 | 1.30898 | 1.32898 | 527.60 | 1602.20 |