Strategy Tester Report
MovingAveragePositionSystem
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 | x=""Òèï"; TypeMA=3; PeriodMA=240; SdvigMA=0; x1=""Íàñòðîéêè"; Lots=0.1; StarLots=0.1; MaxLots=10; LossPips=90; ProfitPips=170; TakeProfit=1000; MM=1; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 145.96 | Gross profit | 299.84 | Gross loss | -153.88 |
Profit factor | 1.95 | Expected payoff | 16.22 | ||
Absolute drawdown | 88.88 | Maximal drawdown | 99.50 (0.98%) | Relative drawdown | 0.98% (99.50) |
Total trades | 9 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 4 (25.00%) |
Profit trades (% of total) | 3 (33.33%) | Loss trades (% of total) | 6 (66.67%) | ||
Largest | profit trade | 100.00 | loss trade | -34.60 | |
Average | profit trade | 99.95 | loss trade | -25.65 | |
Maximum | consecutive wins (profit in money) | 2 (199.92) | consecutive losses (loss in money) | 4 (-86.98) | |
Maximal | consecutive profit (count of wins) | 199.92 (2) | consecutive loss (count of losses) | -86.98 (4) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.05 09:00 | sell | 1 | 0.10 | 1.34641 | 0.00000 | 1.33641 | ||
2 | 2010.04.05 10:00 | close | 1 | 0.10 | 1.34840 | 0.00000 | 1.33641 | -19.90 | 9980.10 |
3 | 2010.04.05 10:00 | buy | 2 | 0.10 | 1.34840 | 0.00000 | 1.35840 | ||
4 | 2010.04.05 14:00 | close | 2 | 0.10 | 1.34641 | 0.00000 | 1.35840 | -19.90 | 9960.20 |
5 | 2010.04.05 14:00 | sell | 3 | 0.10 | 1.34641 | 0.00000 | 1.33641 | ||
6 | 2010.04.05 15:00 | close | 3 | 0.10 | 1.34891 | 0.00000 | 1.33641 | -25.00 | 9935.20 |
7 | 2010.04.05 15:00 | buy | 4 | 0.10 | 1.34891 | 0.00000 | 1.35891 | ||
8 | 2010.04.06 02:00 | close | 4 | 0.10 | 1.34670 | 0.00000 | 1.35891 | -22.18 | 9913.02 |
9 | 2010.04.06 02:00 | sell | 5 | 0.10 | 1.34670 | 0.00000 | 1.33670 | ||
10 | 2010.04.06 14:46 | t/p | 5 | 0.10 | 1.33670 | 0.00000 | 1.33670 | 100.00 | 10013.02 |
11 | 2010.04.09 16:00 | buy | 6 | 0.10 | 1.34391 | 0.00000 | 1.35391 | ||
12 | 2010.04.12 00:00 | t/p | 6 | 0.10 | 1.35391 | 0.00000 | 1.35391 | 99.92 | 10112.94 |
13 | 2010.04.16 08:00 | sell | 7 | 0.10 | 1.35293 | 0.00000 | 1.34293 | ||
14 | 2010.04.16 11:00 | close | 7 | 0.10 | 1.35616 | 0.00000 | 1.34293 | -32.30 | 10080.64 |
15 | 2010.04.16 11:00 | buy | 8 | 0.10 | 1.35616 | 0.00000 | 1.36616 | ||
16 | 2010.04.16 13:00 | close | 8 | 0.10 | 1.35270 | 0.00000 | 1.36616 | -34.60 | 10046.04 |
17 | 2010.04.16 13:00 | sell | 9 | 0.10 | 1.35270 | 0.00000 | 1.34270 | ||
18 | 2010.04.19 12:20 | t/p | 9 | 0.10 | 1.34270 | 0.00000 | 1.34270 | 99.92 | 10145.96 |