Strategy Tester Report
ytg_2MA_4Level
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 | _____1_____=""Òîðãîâûå"; _=130; _=1000; =1; _____2_____=""Íàñòðîéêè"; _=1; __=14; __=2; ___=4; __=180; __=2; ___=4; _____3_____=""Íàñòðîéêè"; _1=500; _2=250; _1=500; _2=250; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -942.00 | Gross profit | 2077.60 | Gross loss | -3019.60 |
Profit factor | 0.69 | Expected payoff | -49.58 | ||
Absolute drawdown | 1289.60 | Maximal drawdown | 1605.60 (15.56%) | Relative drawdown | 15.56% (1605.60) |
Total trades | 19 | Short positions (won %) | 12 (91.67%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 16 (84.21%) | Loss trades (% of total) | 3 (15.79%) | ||
Largest | profit trade | 130.00 | loss trade | -1006.80 | |
Average | profit trade | 129.85 | loss trade | -1006.53 | |
Maximum | consecutive wins (profit in money) | 7 (908.40) | consecutive losses (loss in money) | 1 (-1006.80) | |
Maximal | consecutive profit (count of wins) | 908.40 (7) | consecutive loss (count of losses) | -1006.80 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 04:00 | buy | 1 | 1.00 | 1.35072 | 1.34066 | 1.35202 | ||
2 | 2010.04.01 15:50 | t/p | 1 | 1.00 | 1.35202 | 1.34066 | 1.35202 | 130.00 | 10130.00 |
3 | 2010.04.01 21:00 | buy | 2 | 1.00 | 1.35711 | 1.34705 | 1.35841 | ||
4 | 2010.04.01 21:45 | t/p | 2 | 1.00 | 1.35841 | 1.34705 | 1.35841 | 130.00 | 10260.00 |
5 | 2010.04.01 21:45 | buy | 3 | 1.00 | 1.35855 | 1.34849 | 1.35985 | ||
6 | 2010.04.02 15:50 | s/l | 3 | 1.00 | 1.34849 | 1.34849 | 1.35985 | -1006.80 | 9253.20 |
7 | 2010.04.02 17:00 | sell | 4 | 1.00 | 1.34844 | 1.35850 | 1.34714 | ||
8 | 2010.04.05 08:50 | t/p | 4 | 1.00 | 1.34714 | 1.35850 | 1.34714 | 129.20 | 9382.40 |
9 | 2010.04.05 09:00 | sell | 5 | 1.00 | 1.34641 | 1.35647 | 1.34511 | ||
10 | 2010.04.06 02:45 | t/p | 5 | 1.00 | 1.34511 | 1.35647 | 1.34511 | 129.20 | 9511.60 |
11 | 2010.04.06 04:00 | sell | 6 | 1.00 | 1.34341 | 1.35347 | 1.34211 | ||
12 | 2010.04.06 06:50 | t/p | 6 | 1.00 | 1.34211 | 1.35347 | 1.34211 | 130.00 | 9641.60 |
13 | 2010.04.06 12:00 | sell | 7 | 1.00 | 1.34106 | 1.35112 | 1.33976 | ||
14 | 2010.04.06 13:50 | t/p | 7 | 1.00 | 1.33976 | 1.35112 | 1.33976 | 130.00 | 9771.60 |
15 | 2010.04.12 00:00 | buy | 8 | 1.00 | 1.36265 | 1.35259 | 1.36395 | ||
16 | 2010.04.12 01:10 | t/p | 8 | 1.00 | 1.36395 | 1.35259 | 1.36395 | 130.00 | 9901.60 |
17 | 2010.04.12 02:00 | buy | 9 | 1.00 | 1.36576 | 1.35570 | 1.36706 | ||
18 | 2010.04.12 06:40 | t/p | 9 | 1.00 | 1.36706 | 1.35570 | 1.36706 | 130.00 | 10031.60 |
19 | 2010.04.12 06:40 | buy | 10 | 1.00 | 1.36739 | 1.35733 | 1.36869 | ||
20 | 2010.04.12 06:50 | t/p | 10 | 1.00 | 1.36869 | 1.35733 | 1.36869 | 130.00 | 10161.60 |
21 | 2010.04.12 06:50 | buy | 11 | 1.00 | 1.36924 | 1.35918 | 1.37054 | ||
22 | 2010.04.12 11:46 | s/l | 11 | 1.00 | 1.35918 | 1.35918 | 1.37054 | -1006.00 | 9155.60 |
23 | 2010.04.16 08:00 | sell | 12 | 1.00 | 1.35293 | 1.36299 | 1.35163 | ||
24 | 2010.04.16 08:37 | t/p | 12 | 1.00 | 1.35163 | 1.36299 | 1.35163 | 130.00 | 9285.60 |
25 | 2010.04.16 08:37 | sell | 13 | 1.00 | 1.35139 | 1.36145 | 1.35009 | ||
26 | 2010.04.16 15:15 | t/p | 13 | 1.00 | 1.35009 | 1.36145 | 1.35009 | 130.00 | 9415.60 |
27 | 2010.04.16 18:00 | sell | 14 | 1.00 | 1.34862 | 1.35868 | 1.34732 | ||
28 | 2010.04.19 00:07 | t/p | 14 | 1.00 | 1.34732 | 1.35868 | 1.34732 | 129.20 | 9544.80 |
29 | 2010.04.19 04:00 | sell | 15 | 1.00 | 1.34648 | 1.35654 | 1.34518 | ||
30 | 2010.04.19 04:20 | t/p | 15 | 1.00 | 1.34518 | 1.35654 | 1.34518 | 130.00 | 9674.80 |
31 | 2010.04.19 04:20 | sell | 16 | 1.00 | 1.34455 | 1.35461 | 1.34325 | ||
32 | 2010.04.19 11:20 | t/p | 16 | 1.00 | 1.34325 | 1.35461 | 1.34325 | 130.00 | 9804.80 |
33 | 2010.04.19 12:00 | sell | 17 | 1.00 | 1.34341 | 1.35347 | 1.34211 | ||
34 | 2010.04.19 12:20 | t/p | 17 | 1.00 | 1.34211 | 1.35347 | 1.34211 | 130.00 | 9934.80 |
35 | 2010.04.19 12:20 | sell | 18 | 1.00 | 1.34202 | 1.35208 | 1.34072 | ||
36 | 2010.04.20 11:32 | s/l | 18 | 1.00 | 1.35208 | 1.35208 | 1.34072 | -1006.80 | 8928.00 |
37 | 2010.04.21 03:00 | sell | 19 | 1.00 | 1.34140 | 1.35146 | 1.34010 | ||
38 | 2010.04.21 07:02 | t/p | 19 | 1.00 | 1.34010 | 1.35146 | 1.34010 | 130.00 | 9058.00 |