Strategy Tester Report
BigP2
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 | takeProfit=60; FastEMA=8; FFastEMA=7; FFFastEMA=6; SlowEMA=17; SSlowEMA=16; SSSlowEMA=15; SignalSMA=9; SSignalSMA=8; SSSignalSMA=7; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -45.00 | Gross profit | 82.98 | Gross loss | -127.98 |
| Profit factor | 0.65 | Expected payoff | -3.00 | ||
| Absolute drawdown | 370.14 | Maximal drawdown | 412.02 (4.10%) | Relative drawdown | 4.10% (412.02) |
| Total trades | 15 | Short positions (won %) | 12 (91.67%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 14 (93.33%) | Loss trades (% of total) | 1 (6.67%) | ||
| Largest | profit trade | 6.00 | loss trade | -127.98 | |
| Average | profit trade | 5.93 | loss trade | -127.98 | |
| Maximum | consecutive wins (profit in money) | 14 (82.98) | consecutive losses (loss in money) | 1 (-127.98) | |
| Maximal | consecutive profit (count of wins) | 82.98 (14) | consecutive loss (count of losses) | -127.98 (1) | |
| Average | consecutive wins | 14 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 17:15 | buy | 1 | 0.10 | 1.35581 | 0.00000 | 1.35641 | ||
| 2 | 2010.04.01 17:40 | t/p | 1 | 0.10 | 1.35641 | 0.00000 | 1.35641 | 6.00 | 10006.00 |
| 3 | 2010.04.02 14:59 | sell | 2 | 0.10 | 1.35142 | 0.00000 | 1.35082 | ||
| 4 | 2010.04.02 15:15 | t/p | 2 | 0.10 | 1.35082 | 0.00000 | 1.35082 | 6.00 | 10012.00 |
| 5 | 2010.04.05 08:59 | sell | 3 | 0.10 | 1.34640 | 0.00000 | 1.34580 | ||
| 6 | 2010.04.06 02:16 | t/p | 3 | 0.10 | 1.34580 | 0.00000 | 1.34580 | 5.94 | 10017.94 |
| 7 | 2010.04.06 02:50 | sell | 4 | 0.10 | 1.34425 | 0.00000 | 1.34365 | ||
| 8 | 2010.04.06 03:15 | t/p | 4 | 0.10 | 1.34365 | 0.00000 | 1.34365 | 6.00 | 10023.94 |
| 9 | 2010.04.06 15:02 | sell | 5 | 0.10 | 1.33579 | 0.00000 | 1.33519 | ||
| 10 | 2010.04.07 12:50 | t/p | 5 | 0.10 | 1.33519 | 0.00000 | 1.33519 | 5.94 | 10029.88 |
| 11 | 2010.04.07 12:50 | sell | 6 | 0.10 | 1.33457 | 0.00000 | 1.33397 | ||
| 12 | 2010.04.07 13:32 | t/p | 6 | 0.10 | 1.33397 | 0.00000 | 1.33397 | 6.00 | 10035.88 |
| 13 | 2010.04.08 03:37 | sell | 7 | 0.10 | 1.33130 | 0.00000 | 1.33070 | ||
| 14 | 2010.04.08 09:20 | t/p | 7 | 0.10 | 1.33070 | 0.00000 | 1.33070 | 6.00 | 10041.88 |
| 15 | 2010.04.08 10:20 | sell | 8 | 0.10 | 1.32827 | 0.00000 | 1.32767 | ||
| 16 | 2010.04.22 16:50 | t/p | 8 | 0.10 | 1.32767 | 0.00000 | 1.32767 | 5.16 | 10047.04 |
| 17 | 2010.04.22 16:50 | sell | 9 | 0.10 | 1.32589 | 0.00000 | 1.32529 | ||
| 18 | 2010.04.23 01:10 | t/p | 9 | 0.10 | 1.32529 | 0.00000 | 1.32529 | 5.94 | 10052.98 |
| 19 | 2010.04.23 16:40 | buy | 10 | 0.10 | 1.33449 | 0.00000 | 1.33509 | ||
| 20 | 2010.04.23 16:45 | t/p | 10 | 0.10 | 1.33509 | 0.00000 | 1.33509 | 6.00 | 10058.98 |
| 21 | 2010.04.26 22:55 | buy | 11 | 0.10 | 1.33900 | 0.00000 | 1.33960 | ||
| 22 | 2010.04.26 23:15 | t/p | 11 | 0.10 | 1.33960 | 0.00000 | 1.33960 | 6.00 | 10064.98 |
| 23 | 2010.04.27 12:20 | sell | 12 | 0.10 | 1.33019 | 0.00000 | 1.32959 | ||
| 24 | 2010.04.27 13:50 | t/p | 12 | 0.10 | 1.32959 | 0.00000 | 1.32959 | 6.00 | 10070.98 |
| 25 | 2010.04.27 17:45 | sell | 13 | 0.10 | 1.32478 | 0.00000 | 1.32418 | ||
| 26 | 2010.04.27 17:50 | t/p | 13 | 0.10 | 1.32418 | 0.00000 | 1.32418 | 6.00 | 10076.98 |
| 27 | 2010.04.27 20:50 | sell | 14 | 0.10 | 1.32064 | 0.00000 | 1.32004 | ||
| 28 | 2010.04.27 21:33 | t/p | 14 | 0.10 | 1.32004 | 0.00000 | 1.32004 | 6.00 | 10082.98 |
| 29 | 2010.04.28 18:02 | sell | 15 | 0.10 | 1.31178 | 0.00000 | 1.31118 | ||
| 30 | 2010.04.29 23:59 | close at stop | 15 | 0.10 | 1.32456 | 0.00000 | 1.31118 | -127.98 | 9955.00 |