Strategy Tester Report
FT_TIME_BIGDOG
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 | starttime=14; stoptime=16; maxpoint=50; TP=50; mn=1; Lots=0.1; orderlimit=20; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4.00 | Gross profit | 30.00 | Gross loss | -34.00 |
Profit factor | 0.88 | Expected payoff | -0.25 | ||
Absolute drawdown | 16.20 | Maximal drawdown | 18.90 (0.19%) | Relative drawdown | 0.19% (18.90) |
Total trades | 16 | Short positions (won %) | 11 (36.36%) | Long positions (won %) | 5 (40.00%) |
Profit trades (% of total) | 6 (37.50%) | Loss trades (% of total) | 10 (62.50%) | ||
Largest | profit trade | 5.00 | loss trade | -4.90 | |
Average | profit trade | 5.00 | loss trade | -3.40 | |
Maximum | consecutive wins (profit in money) | 2 (10.00) | consecutive losses (loss in money) | 4 (-14.30) | |
Maximal | consecutive profit (count of wins) | 10.00 (2) | consecutive loss (count of losses) | -14.30 (4) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 00:02 | sell stop | 1 | 0.10 | 1.35064 | 1.35097 | 1.35014 | ||
2 | 2010.04.01 00:20 | sell | 1 | 0.10 | 1.35064 | 1.35097 | 1.35014 | ||
3 | 2010.04.01 01:10 | s/l | 1 | 0.10 | 1.35097 | 1.35097 | 1.35014 | -3.30 | 9996.70 |
4 | 2010.04.02 00:02 | buy stop | 2 | 0.10 | 1.35841 | 1.35794 | 1.35891 | ||
5 | 2010.04.02 00:15 | buy | 2 | 0.10 | 1.35841 | 1.35794 | 1.35891 | ||
6 | 2010.04.02 00:46 | s/l | 2 | 0.10 | 1.35794 | 1.35794 | 1.35891 | -4.70 | 9992.00 |
7 | 2010.04.05 00:07 | buy stop | 3 | 0.10 | 1.34920 | 1.34890 | 1.34970 | ||
8 | 2010.04.05 00:10 | buy | 3 | 0.10 | 1.34920 | 1.34890 | 1.34970 | ||
9 | 2010.04.05 00:15 | t/p | 3 | 0.10 | 1.34970 | 1.34890 | 1.34970 | 5.00 | 9997.00 |
10 | 2010.04.06 00:10 | sell stop | 4 | 0.10 | 1.34805 | 1.34845 | 1.34755 | ||
11 | 2010.04.06 01:40 | sell | 4 | 0.10 | 1.34805 | 1.34845 | 1.34755 | ||
12 | 2010.04.06 01:46 | t/p | 4 | 0.10 | 1.34755 | 1.34845 | 1.34755 | 5.00 | 10002.00 |
13 | 2010.04.07 00:03 | sell stop | 5 | 0.10 | 1.33934 | 1.33969 | 1.33884 | ||
14 | 2010.04.07 00:26 | sell | 5 | 0.10 | 1.33934 | 1.33969 | 1.33884 | ||
15 | 2010.04.07 00:40 | s/l | 5 | 0.10 | 1.33969 | 1.33969 | 1.33884 | -3.50 | 9998.50 |
16 | 2010.04.08 00:15 | sell stop | 6 | 0.10 | 1.33393 | 1.33419 | 1.33343 | ||
17 | 2010.04.08 00:32 | sell | 6 | 0.10 | 1.33393 | 1.33419 | 1.33343 | ||
18 | 2010.04.08 00:40 | s/l | 6 | 0.10 | 1.33419 | 1.33419 | 1.33343 | -2.60 | 9995.90 |
19 | 2010.04.09 00:10 | sell stop | 7 | 0.10 | 1.33557 | 1.33582 | 1.33507 | ||
20 | 2010.04.09 03:32 | sell | 7 | 0.10 | 1.33557 | 1.33582 | 1.33507 | ||
21 | 2010.04.09 03:40 | s/l | 7 | 0.10 | 1.33582 | 1.33582 | 1.33507 | -2.50 | 9993.40 |
22 | 2010.04.12 00:07 | sell stop | 8 | 0.10 | 1.36258 | 1.36297 | 1.36208 | ||
23 | 2010.04.12 00:10 | sell | 8 | 0.10 | 1.36258 | 1.36297 | 1.36208 | ||
24 | 2010.04.12 00:15 | t/p | 8 | 0.10 | 1.36208 | 1.36297 | 1.36208 | 5.00 | 9998.40 |
25 | 2010.04.13 00:10 | sell stop | 9 | 0.10 | 1.35842 | 1.35891 | 1.35792 | ||
26 | 2010.04.13 01:50 | sell | 9 | 0.10 | 1.35842 | 1.35891 | 1.35792 | ||
27 | 2010.04.13 01:57 | s/l | 9 | 0.10 | 1.35891 | 1.35891 | 1.35792 | -4.90 | 9993.50 |
28 | 2010.04.14 00:15 | buy stop | 10 | 0.10 | 1.36150 | 1.36102 | 1.36200 | ||
29 | 2010.04.14 00:50 | buy | 10 | 0.10 | 1.36150 | 1.36102 | 1.36200 | ||
30 | 2010.04.14 01:32 | s/l | 10 | 0.10 | 1.36102 | 1.36102 | 1.36200 | -4.80 | 9988.70 |
31 | 2010.04.15 00:03 | sell stop | 11 | 0.10 | 1.36505 | 1.36528 | 1.36455 | ||
32 | 2010.04.15 02:50 | sell | 11 | 0.10 | 1.36505 | 1.36528 | 1.36455 | ||
33 | 2010.04.15 02:52 | s/l | 11 | 0.10 | 1.36528 | 1.36528 | 1.36455 | -2.30 | 9986.40 |
34 | 2010.04.16 00:15 | buy stop | 12 | 0.10 | 1.35812 | 1.35766 | 1.35862 | ||
35 | 2010.04.19 00:00 | delete | 12 | 0.10 | 1.35812 | 1.35766 | 1.35862 | ||
36 | 2010.04.19 00:05 | sell stop | 13 | 0.10 | 1.34744 | 1.34767 | 1.34694 | ||
37 | 2010.04.19 00:07 | sell | 13 | 0.10 | 1.34744 | 1.34767 | 1.34694 | ||
38 | 2010.04.19 00:10 | s/l | 13 | 0.10 | 1.34767 | 1.34767 | 1.34694 | -2.30 | 9984.10 |
39 | 2010.04.20 00:15 | buy stop | 14 | 0.10 | 1.34896 | 1.34847 | 1.34946 | ||
40 | 2010.04.20 01:10 | buy | 14 | 0.10 | 1.34896 | 1.34847 | 1.34946 | ||
41 | 2010.04.20 01:20 | t/p | 14 | 0.10 | 1.34946 | 1.34847 | 1.34946 | 5.00 | 9989.10 |
42 | 2010.04.21 00:15 | buy stop | 15 | 0.10 | 1.34413 | 1.34382 | 1.34463 | ||
43 | 2010.04.21 08:20 | buy | 15 | 0.10 | 1.34413 | 1.34382 | 1.34463 | ||
44 | 2010.04.21 08:27 | s/l | 15 | 0.10 | 1.34382 | 1.34382 | 1.34463 | -3.10 | 9986.00 |
45 | 2010.04.23 00:03 | sell stop | 16 | 0.10 | 1.32849 | 1.32880 | 1.32799 | ||
46 | 2010.04.23 00:20 | sell | 16 | 0.10 | 1.32849 | 1.32880 | 1.32799 | ||
47 | 2010.04.23 00:26 | t/p | 16 | 0.10 | 1.32799 | 1.32880 | 1.32799 | 5.00 | 9991.00 |
48 | 2010.04.29 00:07 | sell stop | 17 | 0.10 | 1.32044 | 1.32085 | 1.31994 | ||
49 | 2010.04.29 00:10 | sell | 17 | 0.10 | 1.32044 | 1.32085 | 1.31994 | ||
50 | 2010.04.29 00:15 | t/p | 17 | 0.10 | 1.31994 | 1.32085 | 1.31994 | 5.00 | 9996.00 |