Strategy Tester Report
Synthetic_VIX EA
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 | S1="---------------- Entry Settings"; VIX_Period=22; VIX_BuyLevel=1; VIX_SellLevel=1; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; Martingale=false; Multiplier=2; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; TrailingProfit=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -345.80 | Gross profit | 252.88 | Gross loss | -598.68 |
| Profit factor | 0.42 | Expected payoff | -28.82 | ||
| Absolute drawdown | 437.86 | Maximal drawdown | 729.98 (7.09%) | Relative drawdown | 7.09% (729.98) |
| Total trades | 12 | Short positions (won %) | 6 (16.67%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 3 (25.00%) | Loss trades (% of total) | 9 (75.00%) | ||
| Largest | profit trade | 151.82 | loss trade | -280.46 | |
| Average | profit trade | 84.29 | loss trade | -66.52 | |
| Maximum | consecutive wins (profit in money) | 1 (151.82) | consecutive losses (loss in money) | 4 (-352.54) | |
| Maximal | consecutive profit (count of wins) | 151.82 (1) | consecutive loss (count of losses) | -352.54 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.06 15:00 | sell | 1 | 0.10 | 1.33678 | 0.00000 | 0.00000 | ||
| 2 | 2010.04.06 17:00 | buy | 2 | 0.10 | 1.33835 | 0.00000 | 0.00000 | ||
| 3 | 2010.04.06 17:00 | close | 1 | 0.10 | 1.33835 | 0.00000 | 0.00000 | -15.70 | 9984.30 |
| 4 | 2010.04.15 12:00 | sell | 3 | 0.10 | 1.35362 | 0.00000 | 0.00000 | ||
| 5 | 2010.04.15 12:00 | close | 2 | 0.10 | 1.35362 | 0.00000 | 0.00000 | 151.82 | 10136.12 |
| 6 | 2010.04.15 17:00 | buy | 4 | 0.10 | 1.35659 | 0.00000 | 0.00000 | ||
| 7 | 2010.04.15 17:00 | close | 3 | 0.10 | 1.35659 | 0.00000 | 0.00000 | -29.70 | 10106.42 |
| 8 | 2010.04.22 16:00 | sell | 5 | 0.10 | 1.32860 | 0.00000 | 0.00000 | ||
| 9 | 2010.04.22 16:00 | close | 4 | 0.10 | 1.32860 | 0.00000 | 0.00000 | -280.46 | 9825.96 |
| 10 | 2010.04.22 19:00 | buy | 6 | 0.10 | 1.33066 | 0.00000 | 0.00000 | ||
| 11 | 2010.04.22 19:00 | close | 5 | 0.10 | 1.33066 | 0.00000 | 0.00000 | -20.60 | 9805.36 |
| 12 | 2010.04.23 00:00 | sell | 7 | 0.10 | 1.32849 | 0.00000 | 0.00000 | ||
| 13 | 2010.04.23 00:00 | close | 6 | 0.10 | 1.32849 | 0.00000 | 0.00000 | -21.78 | 9783.58 |
| 14 | 2010.04.23 10:00 | buy | 8 | 0.10 | 1.32679 | 0.00000 | 0.00000 | ||
| 15 | 2010.04.23 10:00 | close | 7 | 0.10 | 1.32679 | 0.00000 | 0.00000 | 17.00 | 9800.58 |
| 16 | 2010.04.27 18:00 | sell | 9 | 0.10 | 1.32292 | 0.00000 | 0.00000 | ||
| 17 | 2010.04.27 18:00 | close | 8 | 0.10 | 1.32292 | 0.00000 | 0.00000 | -38.86 | 9761.72 |
| 18 | 2010.04.28 15:00 | buy | 10 | 0.10 | 1.32593 | 0.00000 | 0.00000 | ||
| 19 | 2010.04.28 15:00 | close | 9 | 0.10 | 1.32593 | 0.00000 | 0.00000 | -30.18 | 9731.54 |
| 20 | 2010.04.28 18:00 | sell | 11 | 0.10 | 1.31282 | 0.00000 | 0.00000 | ||
| 21 | 2010.04.28 18:00 | close | 10 | 0.10 | 1.31282 | 0.00000 | 0.00000 | -131.10 | 9600.44 |
| 22 | 2010.04.28 20:00 | buy | 12 | 0.10 | 1.31585 | 0.00000 | 0.00000 | ||
| 23 | 2010.04.28 20:00 | close | 11 | 0.10 | 1.31585 | 0.00000 | 0.00000 | -30.30 | 9570.14 |
| 24 | 2010.04.29 23:59 | close at stop | 12 | 0.10 | 1.32428 | 0.00000 | 0.00000 | 84.06 | 9654.20 |