Strategy Tester Report
wajdyss_MA_expert_v3
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 | ModeNote=""0"; PriceNote=""0Close,"; FastMA=10; FastMode=1; FastShift=0; FastPrice=0; SlowMA=20; SlowMode=1; SlowShift=0; SlowPrice=0; TakeProfit=100; StopLoss=50; TrailingStop=0; AutoClose=true; FirstLots=0.1; Management=true; Balance=1000; MagicNumber=2009; TextSize=14; TextColor1=Black; TextColor2=Blue; TextColor3=Red; TextColor4=Black; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 554.19 | Gross profit | 1223.00 | Gross loss | -668.81 |
Profit factor | 1.83 | Expected payoff | 22.17 | ||
Absolute drawdown | 22.00 | Maximal drawdown | 179.30 (1.76%) | Relative drawdown | 1.76% (179.30) |
Total trades | 25 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 14 (28.57%) |
Profit trades (% of total) | 12 (48.00%) | Loss trades (% of total) | 13 (52.00%) | ||
Largest | profit trade | 105.00 | loss trade | -53.00 | |
Average | profit trade | 101.92 | loss trade | -51.45 | |
Maximum | consecutive wins (profit in money) | 3 (303.00) | consecutive losses (loss in money) | 2 (-105.00) | |
Maximal | consecutive profit (count of wins) | 303.00 (3) | consecutive loss (count of losses) | -105.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.02 15:00 | sell | 1 | 1.00 | 1.35142 | 1.35192 | 1.35042 | ||
2 | 2010.04.02 15:15 | t/p | 1 | 1.00 | 1.35042 | 1.35192 | 1.35042 | 100.00 | 10100.00 |
3 | 2010.04.08 19:00 | buy | 2 | 1.01 | 1.33506 | 1.33456 | 1.33606 | ||
4 | 2010.04.08 19:20 | s/l | 2 | 1.01 | 1.33456 | 1.33456 | 1.33606 | -50.50 | 10049.50 |
5 | 2010.04.13 17:00 | sell | 3 | 1.00 | 1.35611 | 1.35661 | 1.35511 | ||
6 | 2010.04.13 17:02 | t/p | 3 | 1.00 | 1.35511 | 1.35661 | 1.35511 | 100.00 | 10149.50 |
7 | 2010.04.13 17:02 | sell | 4 | 1.01 | 1.35471 | 1.35521 | 1.35371 | ||
8 | 2010.04.13 17:10 | s/l | 4 | 1.01 | 1.35521 | 1.35521 | 1.35371 | -50.50 | 10099.00 |
9 | 2010.04.13 21:00 | buy | 5 | 1.01 | 1.35940 | 1.35890 | 1.36040 | ||
10 | 2010.04.13 21:59 | s/l | 5 | 1.01 | 1.35890 | 1.35890 | 1.36040 | -50.50 | 10048.50 |
11 | 2010.04.15 10:00 | sell | 6 | 1.00 | 1.35932 | 1.35982 | 1.35832 | ||
12 | 2010.04.15 10:15 | t/p | 6 | 1.00 | 1.35832 | 1.35982 | 1.35832 | 100.00 | 10148.50 |
13 | 2010.04.19 23:00 | buy | 7 | 1.01 | 1.34880 | 1.34830 | 1.34980 | ||
14 | 2010.04.20 00:20 | s/l | 7 | 1.01 | 1.34830 | 1.34830 | 1.34980 | -51.31 | 10097.19 |
15 | 2010.04.20 09:00 | sell | 8 | 1.01 | 1.34654 | 1.34704 | 1.34554 | ||
16 | 2010.04.20 09:02 | s/l | 8 | 1.01 | 1.34704 | 1.34704 | 1.34554 | -50.50 | 10046.69 |
17 | 2010.04.20 09:02 | sell | 9 | 1.00 | 1.34760 | 1.34810 | 1.34660 | ||
18 | 2010.04.20 09:15 | t/p | 9 | 1.00 | 1.34660 | 1.34810 | 1.34660 | 100.00 | 10146.69 |
19 | 2010.04.20 10:00 | buy | 10 | 1.01 | 1.34798 | 1.34748 | 1.34898 | ||
20 | 2010.04.20 10:20 | t/p | 10 | 1.01 | 1.34898 | 1.34748 | 1.34898 | 101.00 | 10247.69 |
21 | 2010.04.20 18:00 | sell | 11 | 1.02 | 1.34452 | 1.34502 | 1.34352 | ||
22 | 2010.04.20 18:50 | t/p | 11 | 1.02 | 1.34352 | 1.34502 | 1.34352 | 102.00 | 10349.69 |
23 | 2010.04.22 11:00 | buy | 12 | 1.03 | 1.34156 | 1.34106 | 1.34256 | ||
24 | 2010.04.22 11:02 | s/l | 12 | 1.03 | 1.34106 | 1.34106 | 1.34256 | -51.50 | 10298.19 |
25 | 2010.04.22 11:02 | buy | 13 | 1.03 | 1.34102 | 1.34052 | 1.34202 | ||
26 | 2010.04.22 11:05 | s/l | 13 | 1.03 | 1.34052 | 1.34052 | 1.34202 | -51.50 | 10246.69 |
27 | 2010.04.22 11:05 | buy | 14 | 1.02 | 1.34048 | 1.33998 | 1.34148 | ||
28 | 2010.04.22 11:07 | t/p | 14 | 1.02 | 1.34148 | 1.33998 | 1.34148 | 102.00 | 10348.69 |
29 | 2010.04.22 11:07 | buy | 15 | 1.03 | 1.34157 | 1.34107 | 1.34257 | ||
30 | 2010.04.22 11:10 | s/l | 15 | 1.03 | 1.34107 | 1.34107 | 1.34257 | -51.50 | 10297.19 |
31 | 2010.04.22 11:10 | buy | 16 | 1.03 | 1.33939 | 1.33889 | 1.34039 | ||
32 | 2010.04.22 11:15 | s/l | 16 | 1.03 | 1.33889 | 1.33889 | 1.34039 | -51.50 | 10245.69 |
33 | 2010.04.22 12:00 | sell | 17 | 1.02 | 1.33540 | 1.33590 | 1.33440 | ||
34 | 2010.04.22 12:15 | t/p | 17 | 1.02 | 1.33440 | 1.33590 | 1.33440 | 102.00 | 10347.69 |
35 | 2010.04.23 16:00 | buy | 18 | 1.03 | 1.33110 | 1.33060 | 1.33210 | ||
36 | 2010.04.23 16:02 | s/l | 18 | 1.03 | 1.33060 | 1.33060 | 1.33210 | -51.50 | 10296.19 |
37 | 2010.04.23 16:02 | buy | 19 | 1.03 | 1.32998 | 1.32948 | 1.33098 | ||
38 | 2010.04.23 16:10 | t/p | 19 | 1.03 | 1.33098 | 1.32948 | 1.33098 | 103.00 | 10399.19 |
39 | 2010.04.26 13:00 | sell | 20 | 1.04 | 1.33185 | 1.33235 | 1.33085 | ||
40 | 2010.04.26 13:02 | t/p | 20 | 1.04 | 1.33085 | 1.33235 | 1.33085 | 104.00 | 10503.19 |
41 | 2010.04.26 13:02 | sell | 21 | 1.05 | 1.33078 | 1.33128 | 1.32978 | ||
42 | 2010.04.26 13:10 | s/l | 21 | 1.05 | 1.33128 | 1.33128 | 1.32978 | -52.50 | 10450.69 |
43 | 2010.04.26 22:00 | buy | 22 | 1.05 | 1.33680 | 1.33630 | 1.33780 | ||
44 | 2010.04.26 22:02 | s/l | 22 | 1.05 | 1.33630 | 1.33630 | 1.33780 | -52.50 | 10398.19 |
45 | 2010.04.26 22:02 | buy | 23 | 1.04 | 1.33596 | 1.33546 | 1.33696 | ||
46 | 2010.04.26 22:15 | t/p | 23 | 1.04 | 1.33696 | 1.33546 | 1.33696 | 104.00 | 10502.19 |
47 | 2010.04.27 12:00 | sell | 24 | 1.05 | 1.33195 | 1.33245 | 1.33095 | ||
48 | 2010.04.27 12:20 | t/p | 24 | 1.05 | 1.33095 | 1.33245 | 1.33095 | 105.00 | 10607.19 |
49 | 2010.04.29 05:00 | buy | 25 | 1.06 | 1.32169 | 1.32119 | 1.32269 | ||
50 | 2010.04.29 05:20 | s/l | 25 | 1.06 | 1.32119 | 1.32119 | 1.32269 | -53.00 | 10554.19 |