Strategy Tester Report
Sweet_Spot_Extreme
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 | MAGIC_NUMBER=613; MaxTradesPerSymbol=3; Slippage=2; Lots=1; MaximumRisk=0.05; DecreaseFactor=6; Stop=10; MAPeriod=85; CloseMa=70; MinLot=0.1; buyccilevel=-200; sellccilevel=200; price=0; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 957.38 | Gross profit | 1145.38 | Gross loss | -188.00 |
Profit factor | 6.09 | Expected payoff | 29.01 | ||
Absolute drawdown | 140.00 | Maximal drawdown | 234.00 (2.24%) | Relative drawdown | 2.24% (234.00) |
Total trades | 33 | Short positions (won %) | 18 (94.44%) | Long positions (won %) | 15 (100.00%) |
Profit trades (% of total) | 32 (96.97%) | Loss trades (% of total) | 1 (3.03%) | ||
Largest | profit trade | 106.00 | loss trade | -188.00 | |
Average | profit trade | 35.79 | loss trade | -188.00 | |
Maximum | consecutive wins (profit in money) | 19 (747.40) | consecutive losses (loss in money) | 1 (-188.00) | |
Maximal | consecutive profit (count of wins) | 747.40 (19) | consecutive loss (count of losses) | -188.00 (1) | |
Average | consecutive wins | 16 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.02 02:40 | buy | 1 | 1.00 | 1.35749 | 0.00000 | 0.00000 | ||
2 | 2010.04.02 02:43 | buy | 2 | 1.00 | 1.35763 | 0.00000 | 0.00000 | ||
3 | 2010.04.02 02:46 | buy | 3 | 0.90 | 1.35693 | 0.00000 | 0.00000 | ||
4 | 2010.04.02 02:50 | close | 3 | 0.90 | 1.35714 | 0.00000 | 0.00000 | 18.90 | 10018.90 |
5 | 2010.04.02 02:53 | buy | 4 | 0.90 | 1.35707 | 0.00000 | 0.00000 | ||
6 | 2010.04.02 02:56 | close | 4 | 0.90 | 1.35742 | 0.00000 | 0.00000 | 31.50 | 10050.40 |
7 | 2010.04.02 02:59 | buy | 5 | 0.90 | 1.35727 | 0.00000 | 0.00000 | ||
8 | 2010.04.02 03:20 | close | 5 | 0.90 | 1.35741 | 0.00000 | 0.00000 | 12.60 | 10063.00 |
9 | 2010.04.02 03:33 | close | 1 | 1.00 | 1.35760 | 0.00000 | 0.00000 | 11.00 | 10074.00 |
10 | 2010.04.02 04:32 | close | 2 | 1.00 | 1.35789 | 0.00000 | 0.00000 | 26.00 | 10100.00 |
11 | 2010.04.02 22:15 | sell | 6 | 1.00 | 1.34960 | 0.00000 | 0.00000 | ||
12 | 2010.04.02 22:20 | sell | 7 | 1.00 | 1.34985 | 0.00000 | 0.00000 | ||
13 | 2010.04.02 22:22 | sell | 8 | 1.00 | 1.34968 | 0.00000 | 0.00000 | ||
14 | 2010.04.02 22:27 | close | 7 | 1.00 | 1.34958 | 0.00000 | 0.00000 | 27.00 | 10127.00 |
15 | 2010.04.02 22:40 | sell | 9 | 0.90 | 1.35014 | 0.00000 | 0.00000 | ||
16 | 2010.04.05 00:00 | close | 6 | 1.00 | 1.34927 | 0.00000 | 0.00000 | 32.20 | 10159.20 |
17 | 2010.04.05 00:00 | close | 9 | 0.90 | 1.34927 | 0.00000 | 0.00000 | 77.58 | 10236.78 |
18 | 2010.04.05 00:02 | close | 8 | 1.00 | 1.34907 | 0.00000 | 0.00000 | 60.20 | 10296.98 |
19 | 2010.04.05 02:10 | sell | 10 | 1.00 | 1.35118 | 0.00000 | 0.00000 | ||
20 | 2010.04.05 02:13 | close | 10 | 1.00 | 1.35103 | 0.00000 | 0.00000 | 15.00 | 10311.98 |
21 | 2010.04.05 02:16 | sell | 11 | 1.00 | 1.35182 | 0.00000 | 0.00000 | ||
22 | 2010.04.05 02:20 | sell | 12 | 1.00 | 1.35139 | 0.00000 | 0.00000 | ||
23 | 2010.04.05 02:20 | close | 11 | 1.00 | 1.35146 | 0.00000 | 0.00000 | 36.00 | 10347.98 |
24 | 2010.04.05 02:23 | sell | 13 | 1.00 | 1.35161 | 0.00000 | 0.00000 | ||
25 | 2010.04.05 02:26 | close | 12 | 1.00 | 1.35103 | 0.00000 | 0.00000 | 36.00 | 10383.98 |
26 | 2010.04.05 02:26 | sell | 14 | 1.00 | 1.35140 | 0.00000 | 0.00000 | ||
27 | 2010.04.05 02:26 | close | 13 | 1.00 | 1.35147 | 0.00000 | 0.00000 | 14.00 | 10397.98 |
28 | 2010.04.05 02:46 | close | 14 | 1.00 | 1.35328 | 0.00000 | 0.00000 | -188.00 | 10209.98 |
29 | 2010.04.06 20:46 | sell | 15 | 1.00 | 1.34009 | 0.00000 | 0.00000 | ||
30 | 2010.04.06 20:50 | sell | 16 | 1.00 | 1.33985 | 0.00000 | 0.00000 | ||
31 | 2010.04.06 20:50 | close | 15 | 1.00 | 1.33992 | 0.00000 | 0.00000 | 17.00 | 10226.98 |
32 | 2010.04.06 20:53 | sell | 17 | 1.00 | 1.33997 | 0.00000 | 0.00000 | ||
33 | 2010.04.06 20:56 | close | 16 | 1.00 | 1.33967 | 0.00000 | 0.00000 | 18.00 | 10244.98 |
34 | 2010.04.06 20:59 | close | 17 | 1.00 | 1.33946 | 0.00000 | 0.00000 | 51.00 | 10295.98 |
35 | 2010.04.06 21:20 | sell | 18 | 1.00 | 1.34092 | 0.00000 | 0.00000 | ||
36 | 2010.04.06 21:22 | close | 18 | 1.00 | 1.34070 | 0.00000 | 0.00000 | 22.00 | 10317.98 |
37 | 2010.04.06 21:25 | sell | 19 | 1.00 | 1.34077 | 0.00000 | 0.00000 | ||
38 | 2010.04.06 21:27 | close | 19 | 1.00 | 1.34040 | 0.00000 | 0.00000 | 37.00 | 10354.98 |
39 | 2010.04.14 08:40 | buy | 20 | 1.00 | 1.36349 | 0.00000 | 0.00000 | ||
40 | 2010.04.14 08:43 | buy | 21 | 1.00 | 1.36370 | 0.00000 | 0.00000 | ||
41 | 2010.04.14 08:43 | close | 20 | 1.00 | 1.36363 | 0.00000 | 0.00000 | 14.00 | 10368.98 |
42 | 2010.04.14 08:46 | buy | 22 | 1.00 | 1.36264 | 0.00000 | 0.00000 | ||
43 | 2010.04.14 08:50 | buy | 23 | 1.00 | 1.36306 | 0.00000 | 0.00000 | ||
44 | 2010.04.14 08:50 | close | 22 | 1.00 | 1.36299 | 0.00000 | 0.00000 | 35.00 | 10403.98 |
45 | 2010.04.14 08:53 | buy | 24 | 1.00 | 1.36285 | 0.00000 | 0.00000 | ||
46 | 2010.04.14 08:56 | close | 23 | 1.00 | 1.36342 | 0.00000 | 0.00000 | 36.00 | 10439.98 |
47 | 2010.04.14 08:59 | buy | 25 | 1.00 | 1.36298 | 0.00000 | 0.00000 | ||
48 | 2010.04.14 09:02 | close | 21 | 1.00 | 1.36404 | 0.00000 | 0.00000 | 34.00 | 10473.98 |
49 | 2010.04.14 09:02 | close | 25 | 1.00 | 1.36404 | 0.00000 | 0.00000 | 106.00 | 10579.98 |
50 | 2010.04.14 09:05 | close | 24 | 1.00 | 1.36384 | 0.00000 | 0.00000 | 99.00 | 10678.98 |
51 | 2010.04.14 09:20 | buy | 26 | 1.10 | 1.36216 | 0.00000 | 0.00000 | ||
52 | 2010.04.14 09:22 | buy | 27 | 1.00 | 1.36255 | 0.00000 | 0.00000 | ||
53 | 2010.04.14 09:22 | close | 26 | 1.10 | 1.36248 | 0.00000 | 0.00000 | 35.20 | 10714.18 |
54 | 2010.04.14 09:25 | buy | 28 | 1.00 | 1.36235 | 0.00000 | 0.00000 | ||
55 | 2010.04.14 09:27 | close | 27 | 1.00 | 1.36287 | 0.00000 | 0.00000 | 32.00 | 10746.18 |
56 | 2010.04.14 09:27 | buy | 29 | 1.00 | 1.36237 | 0.00000 | 0.00000 | ||
57 | 2010.04.14 09:45 | close | 28 | 1.00 | 1.36264 | 0.00000 | 0.00000 | 29.00 | 10775.18 |
58 | 2010.04.14 09:47 | close | 29 | 1.00 | 1.36252 | 0.00000 | 0.00000 | 15.00 | 10790.18 |
59 | 2010.04.21 07:46 | sell | 30 | 1.10 | 1.34371 | 0.00000 | 0.00000 | ||
60 | 2010.04.21 07:50 | close | 30 | 1.10 | 1.34336 | 0.00000 | 0.00000 | 38.50 | 10828.68 |
61 | 2010.04.21 07:53 | sell | 31 | 1.10 | 1.34350 | 0.00000 | 0.00000 | ||
62 | 2010.04.21 07:56 | close | 31 | 1.10 | 1.34294 | 0.00000 | 0.00000 | 61.60 | 10890.28 |
63 | 2010.04.21 07:59 | sell | 32 | 1.10 | 1.34341 | 0.00000 | 0.00000 | ||
64 | 2010.04.21 08:02 | close | 32 | 1.10 | 1.34312 | 0.00000 | 0.00000 | 31.90 | 10922.18 |
65 | 2010.04.23 09:20 | sell | 33 | 1.10 | 1.32577 | 0.00000 | 0.00000 | ||
66 | 2010.04.23 09:22 | close | 33 | 1.10 | 1.32545 | 0.00000 | 0.00000 | 35.20 | 10957.38 |