Strategy Tester Report
Get trend
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 | porog=50; per_MA1=200; per_MA2=200; per_Stoh_slow=14; per_Stoh_fast=14; TakeProfit=570; StopLoss=30; TrailingStop=200; Lots=0.1; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 129.70 | Gross profit | 150.10 | Gross loss | -20.40 |
Profit factor | 7.36 | Expected payoff | 10.81 | ||
Absolute drawdown | 25.40 | Maximal drawdown | 146.50 (1.43%) | Relative drawdown | 1.43% (146.50) |
Total trades | 12 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 6 (0.00%) |
Profit trades (% of total) | 6 (50.00%) | Loss trades (% of total) | 6 (50.00%) | ||
Largest | profit trade | 28.10 | loss trade | -3.40 | |
Average | profit trade | 25.02 | loss trade | -3.40 | |
Maximum | consecutive wins (profit in money) | 6 (150.10) | consecutive losses (loss in money) | 6 (-20.40) | |
Maximal | consecutive profit (count of wins) | 150.10 (6) | consecutive loss (count of losses) | -20.40 (6) | |
Average | consecutive wins | 6 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.09 15:00 | buy | 1 | 0.10 | 1.33825 | 1.33791 | 1.34395 | ||
2 | 2010.04.09 15:02 | buy | 2 | 0.10 | 1.33845 | 1.33811 | 1.34415 | ||
3 | 2010.04.09 15:05 | buy | 3 | 0.10 | 1.33826 | 1.33792 | 1.34396 | ||
4 | 2010.04.09 15:07 | buy | 4 | 0.10 | 1.33863 | 1.33829 | 1.34433 | ||
5 | 2010.04.09 15:10 | s/l | 1 | 0.10 | 1.33791 | 1.33791 | 1.34395 | -3.40 | 9996.60 |
6 | 2010.04.09 15:10 | s/l | 2 | 0.10 | 1.33811 | 1.33811 | 1.34415 | -3.40 | 9993.20 |
7 | 2010.04.09 15:10 | s/l | 3 | 0.10 | 1.33792 | 1.33792 | 1.34396 | -3.40 | 9989.80 |
8 | 2010.04.09 15:10 | s/l | 4 | 0.10 | 1.33829 | 1.33829 | 1.34433 | -3.40 | 9986.40 |
9 | 2010.04.09 15:10 | buy | 5 | 0.10 | 1.33790 | 1.33756 | 1.34360 | ||
10 | 2010.04.09 15:12 | buy | 6 | 0.10 | 1.33808 | 1.33774 | 1.34378 | ||
11 | 2010.04.09 15:15 | s/l | 5 | 0.10 | 1.33756 | 1.33756 | 1.34360 | -3.40 | 9983.00 |
12 | 2010.04.09 15:15 | s/l | 6 | 0.10 | 1.33774 | 1.33774 | 1.34378 | -3.40 | 9979.60 |
13 | 2010.04.16 00:00 | sell | 7 | 0.10 | 1.35794 | 1.35828 | 1.35224 | ||
14 | 2010.04.16 00:02 | sell | 8 | 0.10 | 1.35805 | 1.35839 | 1.35235 | ||
15 | 2010.04.16 00:05 | sell | 9 | 0.10 | 1.35799 | 1.35833 | 1.35229 | ||
16 | 2010.04.16 00:07 | sell | 10 | 0.10 | 1.35812 | 1.35846 | 1.35242 | ||
17 | 2010.04.16 00:10 | sell | 11 | 0.10 | 1.35785 | 1.35819 | 1.35215 | ||
18 | 2010.04.16 00:12 | sell | 12 | 0.10 | 1.35792 | 1.35826 | 1.35222 | ||
19 | 2010.04.16 02:10 | modify | 12 | 0.10 | 1.35792 | 1.35765 | 1.35222 | ||
20 | 2010.04.16 02:12 | modify | 10 | 0.10 | 1.35812 | 1.35790 | 1.35242 | ||
21 | 2010.04.16 02:15 | modify | 12 | 0.10 | 1.35792 | 1.35689 | 1.35222 | ||
22 | 2010.04.16 02:17 | modify | 11 | 0.10 | 1.35785 | 1.35714 | 1.35215 | ||
23 | 2010.04.16 02:20 | modify | 12 | 0.10 | 1.35792 | 1.35589 | 1.35222 | ||
24 | 2010.04.16 02:22 | modify | 11 | 0.10 | 1.35785 | 1.35639 | 1.35215 | ||
25 | 2010.04.16 02:25 | modify | 11 | 0.10 | 1.35785 | 1.35614 | 1.35215 | ||
26 | 2010.04.16 02:27 | modify | 10 | 0.10 | 1.35812 | 1.35689 | 1.35242 | ||
27 | 2010.04.16 02:27 | modify | 10 | 0.10 | 1.35812 | 1.35633 | 1.35242 | ||
28 | 2010.04.16 02:30 | modify | 10 | 0.10 | 1.35812 | 1.35629 | 1.35242 | ||
29 | 2010.04.16 02:32 | modify | 9 | 0.10 | 1.35799 | 1.35659 | 1.35229 | ||
30 | 2010.04.16 02:35 | modify | 9 | 0.10 | 1.35799 | 1.35645 | 1.35229 | ||
31 | 2010.04.16 02:37 | modify | 8 | 0.10 | 1.35805 | 1.35672 | 1.35235 | ||
32 | 2010.04.16 02:40 | modify | 10 | 0.10 | 1.35812 | 1.35618 | 1.35242 | ||
33 | 2010.04.16 02:42 | modify | 9 | 0.10 | 1.35799 | 1.35632 | 1.35229 | ||
34 | 2010.04.16 02:45 | modify | 12 | 0.10 | 1.35792 | 1.35578 | 1.35222 | ||
35 | 2010.04.16 02:47 | modify | 11 | 0.10 | 1.35785 | 1.35591 | 1.35215 | ||
36 | 2010.04.16 02:50 | modify | 12 | 0.10 | 1.35792 | 1.35524 | 1.35222 | ||
37 | 2010.04.16 02:52 | modify | 11 | 0.10 | 1.35785 | 1.35551 | 1.35215 | ||
38 | 2010.04.16 02:55 | modify | 11 | 0.10 | 1.35785 | 1.35537 | 1.35215 | ||
39 | 2010.04.16 02:57 | modify | 10 | 0.10 | 1.35812 | 1.35578 | 1.35242 | ||
40 | 2010.04.16 02:59 | modify | 9 | 0.10 | 1.35799 | 1.35594 | 1.35229 | ||
41 | 2010.04.16 03:00 | modify | 9 | 0.10 | 1.35799 | 1.35590 | 1.35229 | ||
42 | 2010.04.16 03:02 | modify | 8 | 0.10 | 1.35805 | 1.35594 | 1.35235 | ||
43 | 2010.04.16 03:05 | modify | 7 | 0.10 | 1.35794 | 1.35614 | 1.35224 | ||
44 | 2010.04.16 03:07 | modify | 10 | 0.10 | 1.35812 | 1.35574 | 1.35242 | ||
45 | 2010.04.16 03:15 | s/l | 12 | 0.10 | 1.35524 | 1.35524 | 1.35222 | 26.80 | 10006.40 |
46 | 2010.04.16 03:20 | s/l | 9 | 0.10 | 1.35590 | 1.35590 | 1.35229 | 20.90 | 10027.30 |
47 | 2010.04.16 03:20 | s/l | 10 | 0.10 | 1.35574 | 1.35574 | 1.35242 | 23.80 | 10051.10 |
48 | 2010.04.16 03:20 | s/l | 11 | 0.10 | 1.35537 | 1.35537 | 1.35215 | 24.80 | 10075.90 |
49 | 2010.04.16 04:33 | modify | 7 | 0.10 | 1.35794 | 1.35612 | 1.35224 | ||
50 | 2010.04.16 04:40 | modify | 8 | 0.10 | 1.35805 | 1.35574 | 1.35235 | ||
51 | 2010.04.16 04:43 | modify | 7 | 0.10 | 1.35794 | 1.35587 | 1.35224 | ||
52 | 2010.04.16 04:46 | modify | 8 | 0.10 | 1.35805 | 1.35524 | 1.35235 | ||
53 | 2010.04.16 04:50 | modify | 7 | 0.10 | 1.35794 | 1.35549 | 1.35224 | ||
54 | 2010.04.16 04:53 | modify | 7 | 0.10 | 1.35794 | 1.35537 | 1.35224 | ||
55 | 2010.04.16 05:20 | s/l | 8 | 0.10 | 1.35524 | 1.35524 | 1.35235 | 28.10 | 10104.00 |
56 | 2010.04.16 05:32 | s/l | 7 | 0.10 | 1.35537 | 1.35537 | 1.35224 | 25.70 | 10129.70 |