Strategy Tester Report
NirvamanImaxT
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 | lots=0.1; mn=555; tp=100; sl=50; periodos=13; tiempoCierre=15000; TrailingStop=0; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -30.00 | Gross profit | 67.20 | Gross loss | -97.20 |
Profit factor | 0.69 | Expected payoff | -1.20 | ||
Absolute drawdown | 30.00 | Maximal drawdown | 54.00 (0.54%) | Relative drawdown | 0.54% (54.00) |
Total trades | 25 | Short positions (won %) | 15 (20.00%) | Long positions (won %) | 10 (40.00%) |
Profit trades (% of total) | 7 (28.00%) | Loss trades (% of total) | 18 (72.00%) | ||
Largest | profit trade | 9.60 | loss trade | -5.40 | |
Average | profit trade | 9.60 | loss trade | -5.40 | |
Maximum | consecutive wins (profit in money) | 2 (19.20) | consecutive losses (loss in money) | 7 (-37.80) | |
Maximal | consecutive profit (count of wins) | 19.20 (2) | consecutive loss (count of losses) | -37.80 (7) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 05:00 | sell | 1 | 0.10 | 1.35010 | 1.35064 | 1.34914 | ||
2 | 2010.04.01 05:10 | s/l | 1 | 0.10 | 1.35064 | 1.35064 | 1.34914 | -5.40 | 9994.60 |
3 | 2010.04.01 13:00 | sell | 2 | 0.10 | 1.34967 | 1.35021 | 1.34871 | ||
4 | 2010.04.01 13:45 | t/p | 2 | 0.10 | 1.34871 | 1.35021 | 1.34871 | 9.60 | 10004.20 |
5 | 2010.04.06 02:00 | sell | 3 | 0.10 | 1.34670 | 1.34724 | 1.34574 | ||
6 | 2010.04.06 02:16 | t/p | 3 | 0.10 | 1.34574 | 1.34724 | 1.34574 | 9.60 | 10013.80 |
7 | 2010.04.06 10:00 | sell | 4 | 0.10 | 1.34120 | 1.34174 | 1.34024 | ||
8 | 2010.04.06 10:15 | s/l | 4 | 0.10 | 1.34174 | 1.34174 | 1.34024 | -5.40 | 10008.40 |
9 | 2010.04.06 20:00 | sell | 5 | 0.10 | 1.33679 | 1.33733 | 1.33583 | ||
10 | 2010.04.06 20:10 | s/l | 5 | 0.10 | 1.33733 | 1.33733 | 1.33583 | -5.40 | 10003.00 |
11 | 2010.04.09 00:00 | buy | 6 | 0.10 | 1.33573 | 1.33519 | 1.33669 | ||
12 | 2010.04.09 01:15 | t/p | 6 | 0.10 | 1.33669 | 1.33519 | 1.33669 | 9.60 | 10012.60 |
13 | 2010.04.09 16:00 | buy | 7 | 0.10 | 1.34382 | 1.34328 | 1.34478 | ||
14 | 2010.04.09 16:02 | t/p | 7 | 0.10 | 1.34478 | 1.34328 | 1.34478 | 9.60 | 10022.20 |
15 | 2010.04.12 08:00 | buy | 8 | 0.10 | 1.36623 | 1.36569 | 1.36719 | ||
16 | 2010.04.12 08:10 | s/l | 8 | 0.10 | 1.36569 | 1.36569 | 1.36719 | -5.40 | 10016.80 |
17 | 2010.04.12 19:00 | sell | 9 | 0.10 | 1.35754 | 1.35808 | 1.35658 | ||
18 | 2010.04.12 19:10 | s/l | 9 | 0.10 | 1.35808 | 1.35808 | 1.35658 | -5.40 | 10011.40 |
19 | 2010.04.13 12:00 | sell | 10 | 0.10 | 1.35710 | 1.35764 | 1.35614 | ||
20 | 2010.04.13 12:20 | s/l | 10 | 0.10 | 1.35764 | 1.35764 | 1.35614 | -5.40 | 10006.00 |
21 | 2010.04.13 16:00 | sell | 11 | 0.10 | 1.35755 | 1.35809 | 1.35659 | ||
22 | 2010.04.13 16:07 | s/l | 11 | 0.10 | 1.35809 | 1.35809 | 1.35659 | -5.40 | 10000.60 |
23 | 2010.04.16 14:00 | sell | 12 | 0.10 | 1.35361 | 1.35415 | 1.35265 | ||
24 | 2010.04.16 14:02 | s/l | 12 | 0.10 | 1.35415 | 1.35415 | 1.35265 | -5.40 | 9995.20 |
25 | 2010.04.19 00:00 | sell | 13 | 0.10 | 1.34756 | 1.34810 | 1.34660 | ||
26 | 2010.04.19 00:10 | s/l | 13 | 0.10 | 1.34810 | 1.34810 | 1.34660 | -5.40 | 9989.80 |
27 | 2010.04.19 10:00 | sell | 14 | 0.10 | 1.34542 | 1.34596 | 1.34446 | ||
28 | 2010.04.19 10:15 | s/l | 14 | 0.10 | 1.34596 | 1.34596 | 1.34446 | -5.40 | 9984.40 |
29 | 2010.04.22 23:00 | sell | 15 | 0.10 | 1.32918 | 1.32972 | 1.32822 | ||
30 | 2010.04.22 23:45 | t/p | 15 | 0.10 | 1.32822 | 1.32972 | 1.32822 | 9.60 | 9994.00 |
31 | 2010.04.26 03:00 | buy | 16 | 0.10 | 1.33889 | 1.33835 | 1.33985 | ||
32 | 2010.04.26 03:20 | s/l | 16 | 0.10 | 1.33835 | 1.33835 | 1.33985 | -5.40 | 9988.60 |
33 | 2010.04.26 09:00 | buy | 17 | 0.10 | 1.33789 | 1.33735 | 1.33885 | ||
34 | 2010.04.26 09:37 | t/p | 17 | 0.10 | 1.33885 | 1.33735 | 1.33885 | 9.60 | 9998.20 |
35 | 2010.04.27 08:00 | buy | 18 | 0.10 | 1.33728 | 1.33674 | 1.33824 | ||
36 | 2010.04.27 08:15 | s/l | 18 | 0.10 | 1.33674 | 1.33674 | 1.33824 | -5.40 | 9992.80 |
37 | 2010.04.28 08:00 | sell | 19 | 0.10 | 1.31893 | 1.31947 | 1.31797 | ||
38 | 2010.04.28 08:10 | s/l | 19 | 0.10 | 1.31947 | 1.31947 | 1.31797 | -5.40 | 9987.40 |
39 | 2010.04.28 09:00 | sell | 20 | 0.10 | 1.31788 | 1.31842 | 1.31692 | ||
40 | 2010.04.28 09:10 | s/l | 20 | 0.10 | 1.31842 | 1.31842 | 1.31692 | -5.40 | 9982.00 |
41 | 2010.04.29 05:00 | buy | 21 | 0.10 | 1.32166 | 1.32112 | 1.32262 | ||
42 | 2010.04.29 05:20 | s/l | 21 | 0.10 | 1.32112 | 1.32112 | 1.32262 | -5.40 | 9976.60 |
43 | 2010.04.29 06:00 | buy | 22 | 0.10 | 1.32142 | 1.32088 | 1.32238 | ||
44 | 2010.04.29 06:20 | s/l | 22 | 0.10 | 1.32088 | 1.32088 | 1.32238 | -5.40 | 9971.20 |
45 | 2010.04.29 20:00 | buy | 23 | 0.10 | 1.32470 | 1.32416 | 1.32566 | ||
46 | 2010.04.29 20:20 | t/p | 23 | 0.10 | 1.32566 | 1.32416 | 1.32566 | 9.60 | 9980.80 |
47 | 2010.04.29 22:00 | buy | 24 | 0.10 | 1.32453 | 1.32399 | 1.32549 | ||
48 | 2010.04.29 22:10 | s/l | 24 | 0.10 | 1.32399 | 1.32399 | 1.32549 | -5.40 | 9975.40 |
49 | 2010.04.29 23:00 | sell | 25 | 0.10 | 1.32323 | 1.32377 | 1.32227 | ||
50 | 2010.04.29 23:15 | s/l | 25 | 0.10 | 1.32377 | 1.32377 | 1.32227 | -5.40 | 9970.00 |