Strategy Tester Report
Noah10pips2006
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 | MAGICNUM=1; Lots=0.1; StopLoss=55; TakeProfit=100; TrailingStop=0; slippage=3; MaximumRisk=7; MaxLot=100; MinLot=1; FixedLot=false; TimeZoneOfData=0; StartHour=2; StartMinute=0; EndHour=23; EndMinute=0; FridayEndHour=21; SecureProfit=10; TrailSecureProfit=16; TradeFriday=1; DontReverse=1; StartYear=2005; StartMonth=6; TradesSet=2; TypeSet=0; ReverseSet=0; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -91.00 | Gross profit | 195.00 | Gross loss | -286.00 |
Profit factor | 0.68 | Expected payoff | -9.10 | ||
Absolute drawdown | 106.60 | Maximal drawdown | 262.60 (2.59%) | Relative drawdown | 2.59% (262.60) |
Total trades | 10 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 6 (60.00%) | Loss trades (% of total) | 4 (40.00%) | ||
Largest | profit trade | 130.00 | loss trade | -71.50 | |
Average | profit trade | 32.50 | loss trade | -71.50 | |
Maximum | consecutive wins (profit in money) | 2 (143.00) | consecutive losses (loss in money) | 2 (-143.00) | |
Maximal | consecutive profit (count of wins) | 143.00 (2) | consecutive loss (count of losses) | -143.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 02:00 | sell stop | 1 | 1.30 | 1.34661 | 1.34716 | 1.34561 | ||
2 | 2010.04.01 02:05 | buy stop | 2 | 1.30 | 1.35680 | 1.35625 | 1.35780 | ||
3 | 2010.04.01 14:20 | sell | 1 | 1.30 | 1.34661 | 1.34716 | 1.34561 | ||
4 | 2010.04.01 14:20 | delete | 2 | 1.30 | 1.35680 | 1.35625 | 1.35780 | ||
5 | 2010.04.01 14:25 | modify | 1 | 1.30 | 1.34661 | 1.34651 | 0.00000 | ||
6 | 2010.04.01 14:27 | s/l | 1 | 1.30 | 1.34651 | 1.34651 | 0.00000 | 13.00 | 10013.00 |
7 | 2010.04.02 02:00 | sell stop | 3 | 1.30 | 1.35256 | 1.35311 | 1.35156 | ||
8 | 2010.04.02 02:02 | buy stop | 4 | 1.30 | 1.36111 | 1.36056 | 1.36211 | ||
9 | 2010.04.02 14:59 | sell | 3 | 1.30 | 1.35256 | 1.35311 | 1.35156 | ||
10 | 2010.04.02 14:59 | delete | 4 | 1.30 | 1.36111 | 1.36056 | 1.36211 | ||
11 | 2010.04.02 15:00 | t/p | 3 | 1.30 | 1.35156 | 1.35311 | 1.35156 | 130.00 | 10143.00 |
12 | 2010.04.07 02:00 | buy stop | 5 | 1.30 | 1.34258 | 1.34203 | 1.34358 | ||
13 | 2010.04.07 02:02 | sell stop | 6 | 1.30 | 1.33349 | 1.33404 | 1.33249 | ||
14 | 2010.04.07 13:32 | sell | 6 | 1.30 | 1.33349 | 1.33404 | 1.33249 | ||
15 | 2010.04.07 13:32 | delete | 5 | 1.30 | 1.34258 | 1.34203 | 1.34358 | ||
16 | 2010.04.07 13:40 | s/l | 6 | 1.30 | 1.33404 | 1.33404 | 1.33249 | -71.50 | 10071.50 |
17 | 2010.04.13 02:00 | buy stop | 7 | 1.30 | 1.36289 | 1.36234 | 1.36389 | ||
18 | 2010.04.13 02:02 | sell stop | 8 | 1.30 | 1.35459 | 1.35514 | 1.35359 | ||
19 | 2010.04.13 17:07 | sell | 8 | 1.30 | 1.35459 | 1.35514 | 1.35359 | ||
20 | 2010.04.13 17:07 | delete | 7 | 1.30 | 1.36289 | 1.36234 | 1.36389 | ||
21 | 2010.04.13 17:10 | s/l | 8 | 1.30 | 1.35514 | 1.35514 | 1.35359 | -71.50 | 10000.00 |
22 | 2010.04.16 02:00 | buy stop | 9 | 1.30 | 1.35939 | 1.35884 | 1.36039 | ||
23 | 2010.04.16 02:02 | sell stop | 10 | 1.30 | 1.35012 | 1.35067 | 1.34912 | ||
24 | 2010.04.16 15:15 | sell | 10 | 1.30 | 1.35012 | 1.35067 | 1.34912 | ||
25 | 2010.04.16 15:15 | delete | 9 | 1.30 | 1.35939 | 1.35884 | 1.36039 | ||
26 | 2010.04.16 15:20 | modify | 10 | 1.30 | 1.35012 | 1.35002 | 0.00000 | ||
27 | 2010.04.16 15:27 | s/l | 10 | 1.30 | 1.35002 | 1.35002 | 0.00000 | 13.00 | 10013.00 |
28 | 2010.04.26 02:00 | sell stop | 11 | 1.30 | 1.33006 | 1.33061 | 1.32906 | ||
29 | 2010.04.26 02:02 | buy stop | 12 | 1.30 | 1.34197 | 1.34142 | 1.34297 | ||
30 | 2010.04.26 11:20 | sell | 11 | 1.30 | 1.33006 | 1.33061 | 1.32906 | ||
31 | 2010.04.26 11:20 | delete | 12 | 1.30 | 1.34197 | 1.34142 | 1.34297 | ||
32 | 2010.04.26 11:27 | s/l | 11 | 1.30 | 1.33061 | 1.33061 | 1.32906 | -71.50 | 9941.50 |
33 | 2010.04.27 02:00 | sell stop | 13 | 1.30 | 1.33535 | 1.33590 | 1.33435 | ||
34 | 2010.04.27 02:03 | buy stop | 14 | 1.30 | 1.34359 | 1.34304 | 1.34459 | ||
35 | 2010.04.27 09:50 | sell | 13 | 1.30 | 1.33535 | 1.33590 | 1.33435 | ||
36 | 2010.04.27 09:50 | delete | 14 | 1.30 | 1.34359 | 1.34304 | 1.34459 | ||
37 | 2010.04.27 09:55 | modify | 13 | 1.30 | 1.33535 | 1.33525 | 0.00000 | ||
38 | 2010.04.27 09:57 | s/l | 13 | 1.30 | 1.33525 | 1.33525 | 0.00000 | 13.00 | 9954.50 |
39 | 2010.04.28 02:00 | buy stop | 15 | 1.30 | 1.32787 | 1.32732 | 1.32887 | ||
40 | 2010.04.28 02:02 | sell stop | 16 | 1.30 | 1.31240 | 1.31295 | 1.31140 | ||
41 | 2010.04.28 18:02 | sell | 16 | 1.30 | 1.31240 | 1.31295 | 1.31140 | ||
42 | 2010.04.28 18:02 | delete | 15 | 1.30 | 1.32787 | 1.32732 | 1.32887 | ||
43 | 2010.04.28 18:07 | modify | 16 | 1.30 | 1.31240 | 1.31230 | 0.00000 | ||
44 | 2010.04.28 18:10 | s/l | 16 | 1.30 | 1.31230 | 1.31230 | 0.00000 | 13.00 | 9967.50 |
45 | 2010.04.29 02:00 | sell stop | 17 | 1.30 | 1.31902 | 1.31957 | 1.31802 | ||
46 | 2010.04.29 02:02 | buy stop | 18 | 1.30 | 1.32860 | 1.32805 | 1.32960 | ||
47 | 2010.04.29 02:20 | sell | 17 | 1.30 | 1.31902 | 1.31957 | 1.31802 | ||
48 | 2010.04.29 02:20 | delete | 18 | 1.30 | 1.32860 | 1.32805 | 1.32960 | ||
49 | 2010.04.29 02:50 | s/l | 17 | 1.30 | 1.31957 | 1.31957 | 1.31802 | -71.50 | 9896.00 |
50 | 2010.04.29 02:50 | sell stop | 19 | 1.30 | 1.31902 | 1.31957 | 1.31802 | ||
51 | 2010.04.29 02:52 | buy stop | 20 | 1.30 | 1.32860 | 1.32805 | 1.32960 | ||
52 | 2010.04.29 03:15 | sell | 19 | 1.30 | 1.31902 | 1.31957 | 1.31802 | ||
53 | 2010.04.29 03:15 | delete | 20 | 1.30 | 1.32860 | 1.32805 | 1.32960 | ||
54 | 2010.04.29 03:20 | modify | 19 | 1.30 | 1.31902 | 1.31892 | 0.00000 | ||
55 | 2010.04.29 03:27 | s/l | 19 | 1.30 | 1.31892 | 1.31892 | 0.00000 | 13.00 | 9909.00 |