Strategy Tester Report
Mouteki EA
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 | AlertsOn=true; MultiPositions=false; LotsPerTrade=1; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 4043.20 | Gross profit | 5652.60 | Gross loss | -1609.40 |
Profit factor | 3.51 | Expected payoff | 161.73 | ||
Absolute drawdown | 281.00 | Maximal drawdown | 1268.00 (10.18%) | Relative drawdown | 10.18% (1268.00) |
Total trades | 25 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 14 (64.29%) |
Profit trades (% of total) | 17 (68.00%) | Loss trades (% of total) | 8 (32.00%) | ||
Largest | profit trade | 1402.20 | loss trade | -494.00 | |
Average | profit trade | 332.51 | loss trade | -201.18 | |
Maximum | consecutive wins (profit in money) | 7 (2867.20) | consecutive losses (loss in money) | 2 (-351.00) | |
Maximal | consecutive profit (count of wins) | 2867.20 (7) | consecutive loss (count of losses) | -494.00 (1) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 04:00 | sell | 1 | 1.00 | 1.35066 | 1.35223 | 1.34630 | ||
2 | 2010.04.01 14:20 | t/p | 1 | 1.00 | 1.34630 | 1.35223 | 1.34630 | 436.00 | 10436.00 |
3 | 2010.04.01 16:00 | buy | 2 | 1.00 | 1.35155 | 1.34981 | 1.35632 | ||
4 | 2010.04.01 16:20 | s/l | 2 | 1.00 | 1.34981 | 1.34981 | 1.35632 | -174.00 | 10262.00 |
5 | 2010.04.05 08:00 | sell | 3 | 1.00 | 1.35007 | 1.35164 | 1.34558 | ||
6 | 2010.04.05 12:00 | modify | 3 | 1.00 | 1.35007 | 1.34997 | 1.34558 | ||
7 | 2010.04.05 15:10 | s/l | 3 | 1.00 | 1.34997 | 1.34997 | 1.34558 | 10.00 | 10272.00 |
8 | 2010.04.05 16:00 | buy | 4 | 1.00 | 1.35248 | 1.35064 | 1.35760 | ||
9 | 2010.04.05 16:50 | s/l | 4 | 1.00 | 1.35064 | 1.35064 | 1.35760 | -184.00 | 10088.00 |
10 | 2010.04.07 08:00 | sell | 5 | 1.00 | 1.33625 | 1.33792 | 1.33157 | ||
11 | 2010.04.07 09:03 | s/l | 5 | 1.00 | 1.33792 | 1.33792 | 1.33157 | -167.00 | 9921.00 |
12 | 2010.04.08 04:00 | sell | 6 | 1.00 | 1.33215 | 1.34102 | 1.30564 | ||
13 | 2010.04.08 12:00 | modify | 6 | 1.00 | 1.33215 | 1.33205 | 1.30564 | ||
14 | 2010.04.08 12:32 | s/l | 6 | 1.00 | 1.33205 | 1.33205 | 1.30564 | 10.00 | 9931.00 |
15 | 2010.04.08 16:00 | buy | 7 | 1.00 | 1.33338 | 1.33164 | 1.33806 | ||
16 | 2010.04.08 20:00 | modify | 7 | 1.00 | 1.33338 | 1.33348 | 1.33806 | ||
17 | 2010.04.09 01:50 | t/p | 7 | 1.00 | 1.33806 | 1.33348 | 1.33806 | 467.20 | 10398.20 |
18 | 2010.04.09 16:00 | buy | 8 | 1.00 | 1.34385 | 1.33901 | 1.35788 | ||
19 | 2010.04.09 20:00 | modify | 8 | 1.00 | 1.34385 | 1.34395 | 1.35788 | ||
20 | 2010.04.12 00:00 | t/p | 8 | 1.00 | 1.35788 | 1.34395 | 1.35788 | 1402.20 | 11800.40 |
21 | 2010.04.12 00:00 | buy | 9 | 1.00 | 1.36266 | 1.35562 | 1.38355 | ||
22 | 2010.04.12 04:00 | modify | 9 | 1.00 | 1.36266 | 1.36276 | 1.38355 | ||
23 | 2010.04.12 09:15 | s/l | 9 | 1.00 | 1.36276 | 1.36276 | 1.38355 | 10.00 | 11810.40 |
24 | 2010.04.14 00:00 | buy | 10 | 1.00 | 1.36155 | 1.35881 | 1.36926 | ||
25 | 2010.04.14 04:00 | modify | 10 | 1.00 | 1.36155 | 1.36165 | 1.36926 | ||
26 | 2010.04.14 12:45 | s/l | 10 | 1.00 | 1.36165 | 1.36165 | 1.36926 | 10.00 | 11820.40 |
27 | 2010.04.16 08:00 | sell | 11 | 1.00 | 1.35293 | 1.36090 | 1.32920 | ||
28 | 2010.04.16 12:00 | close | 11 | 1.00 | 1.35481 | 1.36090 | 1.32920 | -188.00 | 11632.40 |
29 | 2010.04.16 12:00 | buy | 12 | 1.00 | 1.35481 | 1.35347 | 1.35819 | ||
30 | 2010.04.16 12:15 | s/l | 12 | 1.00 | 1.35347 | 1.35347 | 1.35819 | -134.00 | 11498.40 |
31 | 2010.04.16 16:00 | sell | 13 | 1.00 | 1.35108 | 1.35905 | 1.32713 | ||
32 | 2010.04.16 20:00 | modify | 13 | 1.00 | 1.35108 | 1.35098 | 1.32713 | ||
33 | 2010.04.16 21:16 | s/l | 13 | 1.00 | 1.35098 | 1.35098 | 1.32713 | 10.00 | 11508.40 |
34 | 2010.04.19 04:00 | sell | 14 | 1.00 | 1.34648 | 1.35455 | 1.32216 | ||
35 | 2010.04.19 12:00 | modify | 14 | 1.00 | 1.34648 | 1.34638 | 1.32216 | ||
36 | 2010.04.19 12:00 | modify | 14 | 1.00 | 1.34648 | 1.35398 | 1.31162 | ||
37 | 2010.04.19 16:00 | modify | 14 | 1.00 | 1.34648 | 1.34638 | 1.31162 | ||
38 | 2010.04.19 16:00 | close | 14 | 1.00 | 1.34538 | 1.34638 | 1.31162 | 110.00 | 11618.40 |
39 | 2010.04.19 16:00 | buy | 15 | 1.00 | 1.34538 | 1.34414 | 1.34858 | ||
40 | 2010.04.19 20:00 | modify | 15 | 1.00 | 1.34538 | 1.34548 | 1.34858 | ||
41 | 2010.04.19 21:46 | t/p | 15 | 1.00 | 1.34858 | 1.34548 | 1.34858 | 320.00 | 11938.40 |
42 | 2010.04.20 08:00 | sell | 16 | 1.00 | 1.34581 | 1.34708 | 1.34217 | ||
43 | 2010.04.20 09:02 | s/l | 16 | 1.00 | 1.34708 | 1.34708 | 1.34217 | -127.00 | 11811.40 |
44 | 2010.04.21 20:00 | buy | 17 | 1.00 | 1.34008 | 1.33784 | 1.34617 | ||
45 | 2010.04.22 00:00 | close | 17 | 1.00 | 1.33869 | 1.33784 | 1.34617 | -141.40 | 11670.00 |
46 | 2010.04.22 00:00 | sell | 18 | 1.00 | 1.33869 | 1.34026 | 1.33435 | ||
47 | 2010.04.22 04:00 | modify | 18 | 1.00 | 1.33869 | 1.33859 | 1.33435 | ||
48 | 2010.04.22 05:40 | s/l | 18 | 1.00 | 1.33859 | 1.33859 | 1.33435 | 10.00 | 11680.00 |
49 | 2010.04.22 08:00 | buy | 19 | 1.00 | 1.33951 | 1.33867 | 1.34153 | ||
50 | 2010.04.22 09:02 | t/p | 19 | 1.00 | 1.34153 | 1.33867 | 1.34153 | 202.00 | 11882.00 |
51 | 2010.04.22 12:00 | sell | 20 | 1.00 | 1.33540 | 1.33707 | 1.33076 | ||
52 | 2010.04.22 15:45 | t/p | 20 | 1.00 | 1.33076 | 1.33707 | 1.33076 | 464.00 | 12346.00 |
53 | 2010.04.23 08:00 | buy | 21 | 1.00 | 1.32398 | 1.32134 | 1.33155 | ||
54 | 2010.04.23 10:50 | t/p | 21 | 1.00 | 1.33155 | 1.32134 | 1.33155 | 757.00 | 13103.00 |
55 | 2010.04.26 20:00 | buy | 22 | 1.00 | 1.33339 | 1.33035 | 1.34199 | ||
56 | 2010.04.27 00:00 | modify | 22 | 1.00 | 1.33339 | 1.33349 | 1.34199 | ||
57 | 2010.04.27 08:00 | close | 22 | 1.00 | 1.33724 | 1.33349 | 1.34199 | 384.20 | 13487.20 |
58 | 2010.04.27 08:00 | sell | 23 | 1.00 | 1.33724 | 1.33991 | 1.32937 | ||
59 | 2010.04.27 12:00 | modify | 23 | 1.00 | 1.33724 | 1.33714 | 1.32937 | ||
60 | 2010.04.27 13:50 | t/p | 23 | 1.00 | 1.32937 | 1.33714 | 1.32937 | 787.00 | 14274.20 |
61 | 2010.04.28 12:00 | buy | 24 | 1.00 | 1.31842 | 1.31738 | 1.32105 | ||
62 | 2010.04.28 13:15 | t/p | 24 | 1.00 | 1.32105 | 1.31738 | 1.32105 | 263.00 | 14537.20 |
63 | 2010.04.29 12:00 | buy | 25 | 1.00 | 1.32607 | 1.32113 | 1.34047 | ||
64 | 2010.04.29 15:50 | s/l | 25 | 1.00 | 1.32113 | 1.32113 | 1.34047 | -494.00 | 14043.20 |