Strategy Tester Report
Belkhayate Expert Advisor v1
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 | COG="---------------- Center Of Gravity"; bars_back=120; m=4; kstd1=1.4; kstd2=2.4; kstd3=3.4; CAN="---------------- Center Of Gravity"; Length=3; H_period=3; L_period=3; C_period=3; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Add_Positions=false; MaxOrders=100; Magic=0; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3.16 | Gross profit | 362.76 | Gross loss | -365.92 |
Profit factor | 0.99 | Expected payoff | -0.12 | ||
Absolute drawdown | 175.04 | Maximal drawdown | 226.44 (2.25%) | Relative drawdown | 2.25% (226.44) |
Total trades | 27 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 14 (35.71%) |
Profit trades (% of total) | 12 (44.44%) | Loss trades (% of total) | 15 (55.56%) | ||
Largest | profit trade | 69.20 | loss trade | -75.20 | |
Average | profit trade | 30.23 | loss trade | -24.39 | |
Maximum | consecutive wins (profit in money) | 3 (95.46) | consecutive losses (loss in money) | 5 (-98.50) | |
Maximal | consecutive profit (count of wins) | 95.46 (3) | consecutive loss (count of losses) | -98.50 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 03:15 | buy | 1 | 0.10 | 1.35212 | 0.00000 | 0.00000 | ||
2 | 2010.04.01 16:50 | close | 1 | 0.10 | 1.35442 | 0.00000 | 0.00000 | 23.00 | 10023.00 |
3 | 2010.04.02 15:20 | buy | 2 | 0.10 | 1.34905 | 0.00000 | 0.00000 | ||
4 | 2010.04.02 19:00 | close | 2 | 0.10 | 1.34870 | 0.00000 | 0.00000 | -3.50 | 10019.50 |
5 | 2010.04.05 02:00 | sell | 3 | 0.10 | 1.34946 | 0.00000 | 0.00000 | ||
6 | 2010.04.05 21:40 | close | 3 | 0.10 | 1.34805 | 0.00000 | 0.00000 | 14.10 | 10033.60 |
7 | 2010.04.06 02:50 | buy | 4 | 0.10 | 1.34449 | 0.00000 | 0.00000 | ||
8 | 2010.04.06 20:02 | close | 4 | 0.10 | 1.33697 | 0.00000 | 0.00000 | -75.20 | 9958.40 |
9 | 2010.04.07 13:32 | buy | 5 | 0.10 | 1.33373 | 0.00000 | 0.00000 | ||
10 | 2010.04.07 16:20 | close | 5 | 0.10 | 1.33680 | 0.00000 | 0.00000 | 30.70 | 9989.10 |
11 | 2010.04.08 15:50 | sell | 6 | 0.10 | 1.33432 | 0.00000 | 0.00000 | ||
12 | 2010.04.09 00:07 | close | 6 | 0.10 | 1.33581 | 0.00000 | 0.00000 | -14.98 | 9974.12 |
13 | 2010.04.09 09:50 | sell | 7 | 0.10 | 1.34145 | 0.00000 | 0.00000 | ||
14 | 2010.04.09 11:20 | close | 7 | 0.10 | 1.33906 | 0.00000 | 0.00000 | 23.90 | 9998.02 |
15 | 2010.04.09 15:50 | sell | 8 | 0.10 | 1.34439 | 0.00000 | 0.00000 | ||
16 | 2010.04.09 20:45 | close | 8 | 0.10 | 1.34563 | 0.00000 | 0.00000 | -12.40 | 9985.62 |
17 | 2010.04.12 00:00 | sell | 9 | 0.10 | 1.36259 | 0.00000 | 0.00000 | ||
18 | 2010.04.12 06:02 | close | 9 | 0.10 | 1.36563 | 0.00000 | 0.00000 | -30.40 | 9955.22 |
19 | 2010.04.12 06:50 | sell | 10 | 0.10 | 1.36918 | 0.00000 | 0.00000 | ||
20 | 2010.04.12 07:20 | close | 10 | 0.10 | 1.36746 | 0.00000 | 0.00000 | 17.20 | 9972.42 |
21 | 2010.04.12 09:00 | buy | 11 | 0.10 | 1.36353 | 0.00000 | 0.00000 | ||
22 | 2010.04.13 01:32 | close | 11 | 0.10 | 1.35983 | 0.00000 | 0.00000 | -37.08 | 9935.34 |
23 | 2010.04.13 09:00 | sell | 12 | 0.10 | 1.36111 | 0.00000 | 0.00000 | ||
24 | 2010.04.14 08:46 | close | 12 | 0.10 | 1.36281 | 0.00000 | 0.00000 | -17.08 | 9918.26 |
25 | 2010.04.15 09:15 | buy | 13 | 0.10 | 1.36145 | 0.00000 | 0.00000 | ||
26 | 2010.04.15 17:02 | close | 13 | 0.10 | 1.35816 | 0.00000 | 0.00000 | -32.90 | 9885.36 |
27 | 2010.04.16 10:16 | sell | 14 | 0.10 | 1.35534 | 0.00000 | 0.00000 | ||
28 | 2010.04.16 17:20 | close | 14 | 0.10 | 1.34842 | 0.00000 | 0.00000 | 69.20 | 9954.56 |
29 | 2010.04.19 04:15 | buy | 15 | 0.10 | 1.34550 | 0.00000 | 0.00000 | ||
30 | 2010.04.19 15:40 | close | 15 | 0.10 | 1.34498 | 0.00000 | 0.00000 | -5.20 | 9949.36 |
31 | 2010.04.20 15:45 | buy | 16 | 0.10 | 1.34656 | 0.00000 | 0.00000 | ||
32 | 2010.04.21 03:50 | close | 16 | 0.10 | 1.34270 | 0.00000 | 0.00000 | -38.68 | 9910.68 |
33 | 2010.04.21 09:00 | sell | 17 | 0.10 | 1.34410 | 0.00000 | 0.00000 | ||
34 | 2010.04.21 12:45 | close | 17 | 0.10 | 1.34021 | 0.00000 | 0.00000 | 38.90 | 9949.58 |
35 | 2010.04.21 13:50 | buy | 18 | 0.10 | 1.33604 | 0.00000 | 0.00000 | ||
36 | 2010.04.21 14:45 | close | 18 | 0.10 | 1.33877 | 0.00000 | 0.00000 | 27.30 | 9976.88 |
37 | 2010.04.21 18:50 | sell | 19 | 0.10 | 1.34087 | 0.00000 | 0.00000 | ||
38 | 2010.04.22 11:15 | close | 19 | 0.10 | 1.33792 | 0.00000 | 0.00000 | 29.26 | 10006.14 |
39 | 2010.04.22 14:45 | buy | 20 | 0.10 | 1.33288 | 0.00000 | 0.00000 | ||
40 | 2010.04.22 19:20 | close | 20 | 0.10 | 1.33176 | 0.00000 | 0.00000 | -11.20 | 9994.94 |
41 | 2010.04.23 01:10 | buy | 21 | 0.10 | 1.32474 | 0.00000 | 0.00000 | ||
42 | 2010.04.23 06:10 | close | 21 | 0.10 | 1.32274 | 0.00000 | 0.00000 | -20.00 | 9974.94 |
43 | 2010.04.23 09:20 | sell | 22 | 0.10 | 1.32577 | 0.00000 | 0.00000 | ||
44 | 2010.04.23 15:20 | close | 22 | 0.10 | 1.32716 | 0.00000 | 0.00000 | -13.90 | 9961.04 |
45 | 2010.04.23 16:15 | sell | 23 | 0.10 | 1.33246 | 0.00000 | 0.00000 | ||
46 | 2010.04.23 22:20 | close | 23 | 0.10 | 1.33704 | 0.00000 | 0.00000 | -45.80 | 9915.24 |
47 | 2010.04.26 08:10 | buy | 24 | 0.10 | 1.33635 | 0.00000 | 0.00000 | ||
48 | 2010.04.26 20:50 | close | 24 | 0.10 | 1.33559 | 0.00000 | 0.00000 | -7.60 | 9907.64 |
49 | 2010.04.27 17:50 | buy | 25 | 0.10 | 1.32303 | 0.00000 | 0.00000 | ||
50 | 2010.04.27 19:15 | close | 25 | 0.10 | 1.32546 | 0.00000 | 0.00000 | 24.30 | 9931.94 |
51 | 2010.04.28 04:00 | sell | 26 | 0.10 | 1.31988 | 0.00000 | 0.00000 | ||
52 | 2010.04.28 17:20 | close | 26 | 0.10 | 1.31369 | 0.00000 | 0.00000 | 61.90 | 9993.84 |
53 | 2010.04.29 15:15 | buy | 27 | 0.10 | 1.32398 | 0.00000 | 0.00000 | ||
54 | 2010.04.29 23:59 | close at stop | 27 | 0.10 | 1.32428 | 0.00000 | 0.00000 | 3.00 | 9996.84 |