Strategy Tester Report
ytg_Parabolic_exp
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 | timeframe=240; step=0.009; maximum=0.2; StopLoss=500; TakeProfit=500; Lotsi=0.1; MagicNumber=28081975; Slippage=30; NumberOfTry=5; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -50.08 | Gross profit | 100.00 | Gross loss | -150.08 |
| Profit factor | 0.67 | Expected payoff | -10.02 | ||
| Absolute drawdown | 60.18 | Maximal drawdown | 130.88 (1.30%) | Relative drawdown | 1.30% (130.88) |
| Total trades | 5 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 2 (40.00%) | Loss trades (% of total) | 3 (60.00%) | ||
| Largest | profit trade | 50.00 | loss trade | -50.08 | |
| Average | profit trade | 50.00 | loss trade | -50.03 | |
| Maximum | consecutive wins (profit in money) | 1 (50.00) | consecutive losses (loss in money) | 2 (-100.08) | |
| Maximal | consecutive profit (count of wins) | 50.00 (1) | consecutive loss (count of losses) | -100.08 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 00:00 | buy limit | 1 | 0.10 | 1.00000 | 0.99500 | 1.00500 | ||
| 2 | 2010.04.01 04:00 | modify | 1 | 0.10 | 1.33902 | 1.33402 | 1.34402 | ||
| 3 | 2010.04.01 08:00 | modify | 1 | 0.10 | 1.33933 | 1.33433 | 1.34433 | ||
| 4 | 2010.04.01 12:00 | modify | 1 | 0.10 | 1.33963 | 1.33463 | 1.34463 | ||
| 5 | 2010.04.01 16:00 | modify | 1 | 0.10 | 1.33992 | 1.33492 | 1.34492 | ||
| 6 | 2010.04.01 20:00 | modify | 1 | 0.10 | 1.34043 | 1.33543 | 1.34543 | ||
| 7 | 2010.04.02 00:00 | modify | 1 | 0.10 | 1.34111 | 1.33611 | 1.34611 | ||
| 8 | 2010.04.02 04:00 | modify | 1 | 0.10 | 1.34175 | 1.33675 | 1.34675 | ||
| 9 | 2010.04.02 08:00 | modify | 1 | 0.10 | 1.34238 | 1.33738 | 1.34738 | ||
| 10 | 2010.04.02 12:00 | modify | 1 | 0.10 | 1.34298 | 1.33798 | 1.34798 | ||
| 11 | 2010.04.02 16:00 | modify | 1 | 0.10 | 1.34356 | 1.33856 | 1.34856 | ||
| 12 | 2010.04.02 20:00 | modify | 1 | 0.10 | 1.34412 | 1.33912 | 1.34912 | ||
| 13 | 2010.04.05 00:00 | modify | 1 | 0.10 | 1.34466 | 1.33966 | 1.34966 | ||
| 14 | 2010.04.05 04:00 | modify | 1 | 0.10 | 1.34518 | 1.34018 | 1.35018 | ||
| 15 | 2010.04.05 08:00 | modify | 1 | 0.10 | 1.34568 | 1.34068 | 1.35068 | ||
| 16 | 2010.04.05 12:00 | modify | 1 | 0.10 | 1.34617 | 1.34117 | 1.35117 | ||
| 17 | 2010.04.05 13:50 | buy | 1 | 0.10 | 1.34617 | 1.34117 | 1.35117 | ||
| 18 | 2010.04.05 15:20 | t/p | 1 | 0.10 | 1.35117 | 1.34117 | 1.35117 | 50.00 | 10050.00 |
| 19 | 2010.04.05 16:00 | sell limit | 2 | 0.10 | 1.35899 | 1.36399 | 1.35399 | ||
| 20 | 2010.04.05 20:00 | modify | 2 | 0.10 | 1.35888 | 1.36388 | 1.35388 | ||
| 21 | 2010.04.06 00:00 | modify | 2 | 0.10 | 1.35876 | 1.36376 | 1.35376 | ||
| 22 | 2010.04.06 04:00 | modify | 2 | 0.10 | 1.35847 | 1.36347 | 1.35347 | ||
| 23 | 2010.04.06 08:00 | modify | 2 | 0.10 | 1.35800 | 1.36300 | 1.35300 | ||
| 24 | 2010.04.06 12:00 | modify | 2 | 0.10 | 1.35736 | 1.36236 | 1.35236 | ||
| 25 | 2010.04.06 16:00 | modify | 2 | 0.10 | 1.35638 | 1.36138 | 1.35138 | ||
| 26 | 2010.04.06 20:00 | modify | 2 | 0.10 | 1.35526 | 1.36026 | 1.35026 | ||
| 27 | 2010.04.07 00:00 | modify | 2 | 0.10 | 1.35419 | 1.35919 | 1.34919 | ||
| 28 | 2010.04.07 04:00 | modify | 2 | 0.10 | 1.35318 | 1.35818 | 1.34818 | ||
| 29 | 2010.04.07 08:00 | modify | 2 | 0.10 | 1.35222 | 1.35722 | 1.34722 | ||
| 30 | 2010.04.07 12:00 | modify | 2 | 0.10 | 1.35132 | 1.35632 | 1.34632 | ||
| 31 | 2010.04.07 16:00 | modify | 2 | 0.10 | 1.35014 | 1.35514 | 1.34514 | ||
| 32 | 2010.04.07 20:00 | modify | 2 | 0.10 | 1.34904 | 1.35404 | 1.34404 | ||
| 33 | 2010.04.08 00:00 | modify | 2 | 0.10 | 1.34800 | 1.35300 | 1.34300 | ||
| 34 | 2010.04.08 04:00 | modify | 2 | 0.10 | 1.34680 | 1.35180 | 1.34180 | ||
| 35 | 2010.04.08 08:00 | modify | 2 | 0.10 | 1.34568 | 1.35068 | 1.34068 | ||
| 36 | 2010.04.08 12:00 | modify | 2 | 0.10 | 1.34427 | 1.34927 | 1.33927 | ||
| 37 | 2010.04.08 16:00 | modify | 2 | 0.10 | 1.34298 | 1.34798 | 1.33798 | ||
| 38 | 2010.04.08 20:00 | modify | 2 | 0.10 | 1.34178 | 1.34678 | 1.33678 | ||
| 39 | 2010.04.09 00:00 | modify | 2 | 0.10 | 1.34069 | 1.34569 | 1.33569 | ||
| 40 | 2010.04.09 04:00 | modify | 2 | 0.10 | 1.33968 | 1.34468 | 1.33468 | ||
| 41 | 2010.04.09 08:00 | modify | 2 | 0.10 | 1.33876 | 1.34376 | 1.33376 | ||
| 42 | 2010.04.09 08:59 | sell | 2 | 0.10 | 1.33876 | 1.34376 | 1.33376 | ||
| 43 | 2010.04.09 12:00 | buy limit | 3 | 0.10 | 1.32839 | 1.32339 | 1.33339 | ||
| 44 | 2010.04.09 15:50 | s/l | 2 | 0.10 | 1.34376 | 1.34376 | 1.33376 | -50.00 | 10000.00 |
| 45 | 2010.04.09 16:00 | modify | 3 | 0.10 | 1.32868 | 1.32368 | 1.33368 | ||
| 46 | 2010.04.09 20:00 | modify | 3 | 0.10 | 1.32923 | 1.32423 | 1.33423 | ||
| 47 | 2010.04.12 00:00 | modify | 3 | 0.10 | 1.32997 | 1.32497 | 1.33497 | ||
| 48 | 2010.04.12 04:00 | modify | 3 | 0.10 | 1.33167 | 1.32667 | 1.33667 | ||
| 49 | 2010.04.12 08:00 | modify | 3 | 0.10 | 1.33369 | 1.32869 | 1.33869 | ||
| 50 | 2010.04.12 12:00 | modify | 3 | 0.10 | 1.33561 | 1.33061 | 1.34061 | ||
| 51 | 2010.04.12 16:00 | modify | 3 | 0.10 | 1.33742 | 1.33242 | 1.34242 | ||
| 52 | 2010.04.12 20:00 | modify | 3 | 0.10 | 1.33914 | 1.33414 | 1.34414 | ||
| 53 | 2010.04.13 00:00 | modify | 3 | 0.10 | 1.34076 | 1.33576 | 1.34576 | ||
| 54 | 2010.04.13 04:00 | modify | 3 | 0.10 | 1.34230 | 1.33730 | 1.34730 | ||
| 55 | 2010.04.13 08:00 | modify | 3 | 0.10 | 1.34375 | 1.33875 | 1.34875 | ||
| 56 | 2010.04.13 12:00 | modify | 3 | 0.10 | 1.34512 | 1.34012 | 1.35012 | ||
| 57 | 2010.04.13 16:00 | modify | 3 | 0.10 | 1.34642 | 1.34142 | 1.35142 | ||
| 58 | 2010.04.13 20:00 | modify | 3 | 0.10 | 1.34765 | 1.34265 | 1.35265 | ||
| 59 | 2010.04.14 00:00 | modify | 3 | 0.10 | 1.34881 | 1.34381 | 1.35381 | ||
| 60 | 2010.04.14 04:00 | modify | 3 | 0.10 | 1.34991 | 1.34491 | 1.35491 | ||
| 61 | 2010.04.14 08:00 | modify | 3 | 0.10 | 1.35095 | 1.34595 | 1.35595 | ||
| 62 | 2010.04.14 12:00 | modify | 3 | 0.10 | 1.35194 | 1.34694 | 1.35694 | ||
| 63 | 2010.04.14 16:00 | modify | 3 | 0.10 | 1.35287 | 1.34787 | 1.35787 | ||
| 64 | 2010.04.14 20:00 | modify | 3 | 0.10 | 1.35375 | 1.34875 | 1.35875 | ||
| 65 | 2010.04.15 00:00 | modify | 3 | 0.10 | 1.35458 | 1.34958 | 1.35958 | ||
| 66 | 2010.04.15 04:00 | modify | 3 | 0.10 | 1.35537 | 1.35037 | 1.36037 | ||
| 67 | 2010.04.15 08:00 | modify | 3 | 0.10 | 1.35612 | 1.35112 | 1.36112 | ||
| 68 | 2010.04.15 10:50 | buy | 3 | 0.10 | 1.35612 | 1.35112 | 1.36112 | ||
| 69 | 2010.04.15 12:00 | sell limit | 4 | 0.10 | 1.36903 | 1.37403 | 1.36403 | ||
| 70 | 2010.04.15 16:00 | modify | 4 | 0.10 | 1.36887 | 1.37387 | 1.36387 | ||
| 71 | 2010.04.15 20:00 | modify | 4 | 0.10 | 1.36872 | 1.37372 | 1.36372 | ||
| 72 | 2010.04.16 00:00 | modify | 4 | 0.10 | 1.36857 | 1.37357 | 1.36357 | ||
| 73 | 2010.04.16 04:00 | modify | 4 | 0.10 | 1.36843 | 1.37343 | 1.36343 | ||
| 74 | 2010.04.16 08:00 | modify | 4 | 0.10 | 1.36828 | 1.37328 | 1.36328 | ||
| 75 | 2010.04.16 12:00 | modify | 4 | 0.10 | 1.36798 | 1.37298 | 1.36298 | ||
| 76 | 2010.04.16 14:50 | s/l | 3 | 0.10 | 1.35112 | 1.35112 | 1.36112 | -50.08 | 9949.92 |
| 77 | 2010.04.16 16:00 | modify | 4 | 0.10 | 1.36747 | 1.37247 | 1.36247 | ||
| 78 | 2010.04.16 20:00 | modify | 4 | 0.10 | 1.36674 | 1.37174 | 1.36174 | ||
| 79 | 2010.04.19 00:00 | modify | 4 | 0.10 | 1.36603 | 1.37103 | 1.36103 | ||
| 80 | 2010.04.19 04:00 | modify | 4 | 0.10 | 1.36512 | 1.37012 | 1.36012 | ||
| 81 | 2010.04.19 08:00 | modify | 4 | 0.10 | 1.36401 | 1.36901 | 1.35901 | ||
| 82 | 2010.04.19 12:00 | modify | 4 | 0.10 | 1.36266 | 1.36766 | 1.35766 | ||
| 83 | 2010.04.19 16:00 | modify | 4 | 0.10 | 1.36115 | 1.36615 | 1.35615 | ||
| 84 | 2010.04.19 20:00 | modify | 4 | 0.10 | 1.35974 | 1.36474 | 1.35474 | ||
| 85 | 2010.04.20 00:00 | modify | 4 | 0.10 | 1.35844 | 1.36344 | 1.35344 | ||
| 86 | 2010.04.20 04:00 | modify | 4 | 0.10 | 1.35723 | 1.36223 | 1.35223 | ||
| 87 | 2010.04.20 08:00 | modify | 4 | 0.10 | 1.35610 | 1.36110 | 1.35110 | ||
| 88 | 2010.04.20 12:00 | modify | 4 | 0.10 | 1.35506 | 1.36006 | 1.35006 | ||
| 89 | 2010.04.20 16:00 | modify | 4 | 0.10 | 1.35409 | 1.35909 | 1.34909 | ||
| 90 | 2010.04.20 20:00 | modify | 4 | 0.10 | 1.35320 | 1.35820 | 1.34820 | ||
| 91 | 2010.04.21 00:00 | modify | 4 | 0.10 | 1.35236 | 1.35736 | 1.34736 | ||
| 92 | 2010.04.21 04:00 | modify | 4 | 0.10 | 1.35140 | 1.35640 | 1.34640 | ||
| 93 | 2010.04.21 08:00 | modify | 4 | 0.10 | 1.35036 | 1.35536 | 1.34536 | ||
| 94 | 2010.04.21 12:00 | modify | 4 | 0.10 | 1.34941 | 1.35441 | 1.34441 | ||
| 95 | 2010.04.21 16:00 | modify | 4 | 0.10 | 1.34806 | 1.35306 | 1.34306 | ||
| 96 | 2010.04.21 20:00 | modify | 4 | 0.10 | 1.34684 | 1.35184 | 1.34184 | ||
| 97 | 2010.04.22 00:00 | modify | 4 | 0.10 | 1.34575 | 1.35075 | 1.34075 | ||
| 98 | 2010.04.22 04:00 | modify | 4 | 0.10 | 1.34477 | 1.34977 | 1.33977 | ||
| 99 | 2010.04.22 08:00 | modify | 4 | 0.10 | 1.34388 | 1.34888 | 1.33888 | ||
| 100 | 2010.04.22 12:00 | modify | 4 | 0.10 | 1.34284 | 1.34784 | 1.33784 | ||
| 101 | 2010.04.22 16:00 | modify | 4 | 0.10 | 1.34212 | 1.34712 | 1.33712 | ||
| 102 | 2010.04.22 20:00 | modify | 4 | 0.10 | 1.34008 | 1.34508 | 1.33508 | ||
| 103 | 2010.04.23 00:00 | modify | 4 | 0.10 | 1.33829 | 1.34329 | 1.33329 | ||
| 104 | 2010.04.23 04:00 | modify | 4 | 0.10 | 1.33584 | 1.34084 | 1.33084 | ||
| 105 | 2010.04.23 08:00 | modify | 4 | 0.10 | 1.33372 | 1.33872 | 1.32872 | ||
| 106 | 2010.04.23 11:15 | sell | 4 | 0.10 | 1.33372 | 1.33872 | 1.32872 | ||
| 107 | 2010.04.23 12:00 | buy limit | 5 | 0.10 | 1.32027 | 1.31527 | 1.32527 | ||
| 108 | 2010.04.23 14:45 | t/p | 4 | 0.10 | 1.32872 | 1.33872 | 1.32872 | 50.00 | 9999.92 |
| 109 | 2010.04.23 16:00 | modify | 5 | 0.10 | 1.32040 | 1.31540 | 1.32540 | ||
| 110 | 2010.04.23 20:00 | modify | 5 | 0.10 | 1.32072 | 1.31572 | 1.32572 | ||
| 111 | 2010.04.26 00:00 | modify | 5 | 0.10 | 1.32124 | 1.31624 | 1.32624 | ||
| 112 | 2010.04.26 04:00 | modify | 5 | 0.10 | 1.32175 | 1.31675 | 1.32675 | ||
| 113 | 2010.04.26 08:00 | modify | 5 | 0.10 | 1.32224 | 1.31724 | 1.32724 | ||
| 114 | 2010.04.26 12:00 | modify | 5 | 0.10 | 1.32272 | 1.31772 | 1.32772 | ||
| 115 | 2010.04.26 16:00 | modify | 5 | 0.10 | 1.32318 | 1.31818 | 1.32818 | ||
| 116 | 2010.04.26 20:00 | modify | 5 | 0.10 | 1.32364 | 1.31864 | 1.32864 | ||
| 117 | 2010.04.27 00:00 | modify | 5 | 0.10 | 1.32428 | 1.31928 | 1.32928 | ||
| 118 | 2010.04.27 04:00 | modify | 5 | 0.10 | 1.32491 | 1.31991 | 1.32991 | ||
| 119 | 2010.04.27 08:00 | modify | 5 | 0.10 | 1.32551 | 1.32051 | 1.33051 | ||
| 120 | 2010.04.27 12:00 | modify | 5 | 0.10 | 1.32609 | 1.32109 | 1.33109 | ||
| 121 | 2010.04.27 16:00 | modify | 5 | 0.10 | 1.32664 | 1.32164 | 1.33164 | ||
| 122 | 2010.04.27 17:20 | buy | 5 | 0.10 | 1.32664 | 1.32164 | 1.33164 | ||
| 123 | 2010.04.27 18:02 | s/l | 5 | 0.10 | 1.32164 | 1.32164 | 1.33164 | -50.00 | 9949.92 |
| 124 | 2010.04.27 20:00 | sell limit | 6 | 0.10 | 1.34141 | 1.34641 | 1.33641 | ||
| 125 | 2010.04.28 00:00 | modify | 6 | 0.10 | 1.34092 | 1.34592 | 1.33592 | ||
| 126 | 2010.04.28 04:00 | modify | 6 | 0.10 | 1.34044 | 1.34544 | 1.33544 | ||
| 127 | 2010.04.28 08:00 | modify | 6 | 0.10 | 1.33997 | 1.34497 | 1.33497 | ||
| 128 | 2010.04.28 12:00 | modify | 6 | 0.10 | 1.33928 | 1.34428 | 1.33428 | ||
| 129 | 2010.04.28 16:00 | modify | 6 | 0.10 | 1.33860 | 1.34360 | 1.33360 | ||
| 130 | 2010.04.28 20:00 | modify | 6 | 0.10 | 1.33762 | 1.34262 | 1.33262 | ||
| 131 | 2010.04.29 00:00 | modify | 6 | 0.10 | 1.33668 | 1.34168 | 1.33168 | ||
| 132 | 2010.04.29 04:00 | modify | 6 | 0.10 | 1.33577 | 1.34077 | 1.33077 | ||
| 133 | 2010.04.29 08:00 | modify | 6 | 0.10 | 1.33490 | 1.33990 | 1.32990 | ||
| 134 | 2010.04.29 12:00 | modify | 6 | 0.10 | 1.33405 | 1.33905 | 1.32905 | ||
| 135 | 2010.04.29 16:00 | modify | 6 | 0.10 | 1.33324 | 1.33824 | 1.32824 | ||
| 136 | 2010.04.29 20:00 | modify | 6 | 0.10 | 1.33245 | 1.33745 | 1.32745 | ||