Strategy Tester Report
FT_Parabolic SAR_EMA
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 | ema1_period=10; ema2_period=25; ema3_period=50; stepfast=0.02; stepfast15m=0.02; maximumfast=0.2; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 42.11 | Gross profit | 59.94 | Gross loss | -17.83 |
| Profit factor | 3.36 | Expected payoff | 5.26 | ||
| Absolute drawdown | 5.21 | Maximal drawdown | 22.78 (0.23%) | Relative drawdown | 0.23% (22.78) |
| Total trades | 8 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 4 (25.00%) |
| Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
| Largest | profit trade | 15.00 | loss trade | -7.19 | |
| Average | profit trade | 14.98 | loss trade | -4.46 | |
| Maximum | consecutive wins (profit in money) | 3 (44.94) | consecutive losses (loss in money) | 3 (-17.70) | |
| Maximal | consecutive profit (count of wins) | 44.94 (3) | consecutive loss (count of losses) | -17.70 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.02 18:00 | sell | 1 | 0.01 | 1.34869 | 1.36369 | 1.33369 | ||
| 2 | 2010.04.07 13:32 | t/p | 1 | 0.01 | 1.33369 | 1.36369 | 1.33369 | 14.98 | 10014.98 |
| 3 | 2010.04.09 09:00 | buy | 2 | 0.01 | 1.33899 | 1.32399 | 1.35399 | ||
| 4 | 2010.04.12 00:00 | t/p | 2 | 0.01 | 1.35399 | 1.32399 | 1.35399 | 14.99 | 10029.97 |
| 5 | 2010.04.15 12:00 | sell | 3 | 0.01 | 1.35362 | 1.36862 | 1.33862 | ||
| 6 | 2010.04.21 12:50 | t/p | 3 | 0.01 | 1.33862 | 1.36862 | 1.33862 | 14.97 | 10044.94 |
| 7 | 2010.04.23 20:00 | buy | 4 | 0.01 | 1.33819 | 1.32319 | 1.35319 | ||
| 8 | 2010.04.26 14:00 | close | 4 | 0.01 | 1.33349 | 1.32319 | 1.35319 | -4.71 | 10040.23 |
| 9 | 2010.04.26 17:00 | sell | 5 | 0.01 | 1.33230 | 1.34730 | 1.31730 | ||
| 10 | 2010.04.26 23:00 | buy | 6 | 0.01 | 1.33810 | 1.32310 | 1.35310 | ||
| 11 | 2010.04.26 23:00 | close | 5 | 0.01 | 1.33810 | 1.34730 | 1.31730 | -5.80 | 10034.43 |
| 12 | 2010.04.27 13:00 | sell | 7 | 0.01 | 1.33092 | 1.34592 | 1.31592 | ||
| 13 | 2010.04.27 13:00 | close | 6 | 0.01 | 1.33092 | 1.32310 | 1.35310 | -7.19 | 10027.24 |
| 14 | 2010.04.27 23:26 | t/p | 7 | 0.01 | 1.31592 | 1.34592 | 1.31592 | 15.00 | 10042.24 |
| 15 | 2010.04.29 17:00 | buy | 8 | 0.01 | 1.32441 | 1.30941 | 1.33941 | ||
| 16 | 2010.04.29 23:59 | close at stop | 8 | 0.01 | 1.32428 | 1.30941 | 1.33941 | -0.13 | 10042.11 |