Strategy Tester Report
MA_Channel
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=80; Lots=1; TrailingStop=21; USMA=10; LSMA=8; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2125.60 | Gross profit | 2131.80 | Gross loss | -6.20 |
Profit factor | 343.84 | Expected payoff | 46.21 | ||
Absolute drawdown | 2543.40 | Maximal drawdown | 3510.60 (32.01%) | Relative drawdown | 32.01% (3510.60) |
Total trades | 46 | Short positions (won %) | 16 (93.75%) | Long positions (won %) | 30 (100.00%) |
Profit trades (% of total) | 45 (97.83%) | Loss trades (% of total) | 1 (2.17%) | ||
Largest | profit trade | 80.00 | loss trade | -6.20 | |
Average | profit trade | 47.37 | loss trade | -6.20 | |
Maximum | consecutive wins (profit in money) | 24 (1185.60) | consecutive losses (loss in money) | 1 (-6.20) | |
Maximal | consecutive profit (count of wins) | 1185.60 (24) | consecutive loss (count of losses) | -6.20 (1) | |
Average | consecutive wins | 23 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 19:00 | sell | 1 | 1.00 | 1.35636 | 0.00000 | 1.35556 | ||
2 | 2010.04.02 08:15 | modify | 1 | 1.00 | 1.35636 | 1.35627 | 1.35556 | ||
3 | 2010.04.02 08:20 | t/p | 1 | 1.00 | 1.35556 | 1.35627 | 1.35556 | 79.20 | 10079.20 |
4 | 2010.04.02 12:00 | buy | 2 | 1.00 | 1.35470 | 0.00000 | 1.35550 | ||
5 | 2010.04.02 12:10 | modify | 2 | 1.00 | 1.35470 | 1.35482 | 1.35550 | ||
6 | 2010.04.02 12:15 | modify | 2 | 1.00 | 1.35470 | 1.35525 | 1.35550 | ||
7 | 2010.04.02 12:20 | t/p | 2 | 1.00 | 1.35550 | 1.35525 | 1.35550 | 80.00 | 10159.20 |
8 | 2010.04.02 12:20 | buy | 3 | 1.00 | 1.35599 | 0.00000 | 1.35679 | ||
9 | 2010.04.02 14:20 | modify | 3 | 1.00 | 1.35599 | 1.35641 | 1.35679 | ||
10 | 2010.04.02 14:22 | s/l | 3 | 1.00 | 1.35641 | 1.35641 | 1.35679 | 42.00 | 10201.20 |
11 | 2010.04.02 17:00 | buy | 4 | 1.00 | 1.34853 | 0.00000 | 1.34933 | ||
12 | 2010.04.02 18:07 | modify | 4 | 1.00 | 1.34853 | 1.34859 | 1.34933 | ||
13 | 2010.04.02 18:10 | s/l | 4 | 1.00 | 1.34859 | 1.34859 | 1.34933 | 6.00 | 10207.20 |
14 | 2010.04.02 18:10 | buy | 5 | 1.00 | 1.34860 | 0.00000 | 1.34940 | ||
15 | 2010.04.02 18:50 | modify | 5 | 1.00 | 1.34860 | 1.34879 | 1.34940 | ||
16 | 2010.04.02 18:52 | s/l | 5 | 1.00 | 1.34879 | 1.34879 | 1.34940 | 19.00 | 10226.20 |
17 | 2010.04.02 18:52 | buy | 6 | 1.00 | 1.34887 | 0.00000 | 1.34967 | ||
18 | 2010.04.02 22:05 | modify | 6 | 1.00 | 1.34887 | 1.34888 | 1.34967 | ||
19 | 2010.04.02 22:10 | modify | 6 | 1.00 | 1.34887 | 1.34913 | 1.34967 | ||
20 | 2010.04.02 22:15 | modify | 6 | 1.00 | 1.34887 | 1.34939 | 1.34967 | ||
21 | 2010.04.02 22:20 | t/p | 6 | 1.00 | 1.34967 | 1.34939 | 1.34967 | 80.00 | 10306.20 |
22 | 2010.04.05 05:00 | sell | 7 | 1.00 | 1.35201 | 0.00000 | 1.35121 | ||
23 | 2010.04.05 06:15 | modify | 7 | 1.00 | 1.35201 | 1.35195 | 1.35121 | ||
24 | 2010.04.05 06:20 | modify | 7 | 1.00 | 1.35201 | 1.35155 | 1.35121 | ||
25 | 2010.04.05 06:27 | s/l | 7 | 1.00 | 1.35155 | 1.35155 | 1.35121 | 46.00 | 10352.20 |
26 | 2010.04.05 06:27 | sell | 8 | 1.00 | 1.35165 | 0.00000 | 1.35085 | ||
27 | 2010.04.05 06:40 | modify | 8 | 1.00 | 1.35165 | 1.35156 | 1.35085 | ||
28 | 2010.04.05 06:45 | modify | 8 | 1.00 | 1.35165 | 1.35123 | 1.35085 | ||
29 | 2010.04.05 06:50 | t/p | 8 | 1.00 | 1.35085 | 1.35123 | 1.35085 | 80.00 | 10432.20 |
30 | 2010.04.05 06:50 | sell | 9 | 1.00 | 1.35049 | 0.00000 | 1.34969 | ||
31 | 2010.04.05 07:50 | modify | 9 | 1.00 | 1.35049 | 1.35016 | 1.34969 | ||
32 | 2010.04.05 07:52 | s/l | 9 | 1.00 | 1.35016 | 1.35016 | 1.34969 | 33.00 | 10465.20 |
33 | 2010.04.05 10:00 | buy | 10 | 1.00 | 1.34836 | 0.00000 | 1.34916 | ||
34 | 2010.04.05 10:10 | modify | 10 | 1.00 | 1.34836 | 1.34846 | 1.34916 | ||
35 | 2010.04.05 10:15 | modify | 10 | 1.00 | 1.34836 | 1.34873 | 1.34916 | ||
36 | 2010.04.05 10:20 | t/p | 10 | 1.00 | 1.34916 | 1.34873 | 1.34916 | 80.00 | 10545.20 |
37 | 2010.04.05 10:20 | buy | 11 | 1.00 | 1.34930 | 0.00000 | 1.35010 | ||
38 | 2010.04.05 15:10 | modify | 11 | 1.00 | 1.34930 | 1.34969 | 1.35010 | ||
39 | 2010.04.05 15:12 | s/l | 11 | 1.00 | 1.34969 | 1.34969 | 1.35010 | 39.00 | 10584.20 |
40 | 2010.04.06 04:00 | buy | 12 | 1.00 | 1.34350 | 0.00000 | 1.34430 | ||
41 | 2010.04.06 06:37 | modify | 12 | 1.00 | 1.34350 | 1.34362 | 1.34430 | ||
42 | 2010.04.06 06:40 | s/l | 12 | 1.00 | 1.34362 | 1.34362 | 1.34430 | 12.00 | 10596.20 |
43 | 2010.04.06 06:40 | buy | 13 | 1.00 | 1.34302 | 0.00000 | 1.34382 | ||
44 | 2010.04.06 07:20 | modify | 13 | 1.00 | 1.34302 | 1.34319 | 1.34382 | ||
45 | 2010.04.06 07:22 | s/l | 13 | 1.00 | 1.34319 | 1.34319 | 1.34382 | 17.00 | 10613.20 |
46 | 2010.04.06 07:22 | buy | 14 | 1.00 | 1.34316 | 0.00000 | 1.34396 | ||
47 | 2010.04.06 07:32 | modify | 14 | 1.00 | 1.34316 | 1.34324 | 1.34396 | ||
48 | 2010.04.06 07:37 | modify | 14 | 1.00 | 1.34316 | 1.34341 | 1.34396 | ||
49 | 2010.04.06 07:40 | s/l | 14 | 1.00 | 1.34341 | 1.34341 | 1.34396 | 25.00 | 10638.20 |
50 | 2010.04.06 07:40 | buy | 15 | 1.00 | 1.34303 | 0.00000 | 1.34383 | ||
51 | 2010.04.06 08:07 | modify | 15 | 1.00 | 1.34303 | 1.34319 | 1.34383 | ||
52 | 2010.04.06 08:10 | s/l | 15 | 1.00 | 1.34319 | 1.34319 | 1.34383 | 16.00 | 10654.20 |
53 | 2010.04.07 15:00 | buy | 16 | 1.00 | 1.33403 | 0.00000 | 1.33483 | ||
54 | 2010.04.07 15:10 | modify | 16 | 1.00 | 1.33403 | 1.33405 | 1.33483 | ||
55 | 2010.04.07 15:15 | t/p | 16 | 1.00 | 1.33483 | 1.33405 | 1.33483 | 80.00 | 10734.20 |
56 | 2010.04.07 15:15 | buy | 17 | 1.00 | 1.33493 | 0.00000 | 1.33573 | ||
57 | 2010.04.07 15:20 | modify | 17 | 1.00 | 1.33493 | 1.33521 | 1.33573 | ||
58 | 2010.04.07 15:22 | s/l | 17 | 1.00 | 1.33521 | 1.33521 | 1.33573 | 28.00 | 10762.20 |
59 | 2010.04.07 15:22 | buy | 18 | 1.00 | 1.33512 | 0.00000 | 1.33592 | ||
60 | 2010.04.07 15:40 | modify | 18 | 1.00 | 1.33512 | 1.33535 | 1.33592 | ||
61 | 2010.04.07 15:45 | t/p | 18 | 1.00 | 1.33592 | 1.33535 | 1.33592 | 80.00 | 10842.20 |
62 | 2010.04.07 15:45 | buy | 19 | 1.00 | 1.33618 | 0.00000 | 1.33698 | ||
63 | 2010.04.07 15:50 | modify | 19 | 1.00 | 1.33618 | 1.33641 | 1.33698 | ||
64 | 2010.04.07 15:52 | s/l | 19 | 1.00 | 1.33641 | 1.33641 | 1.33698 | 23.00 | 10865.20 |
65 | 2010.04.07 15:52 | buy | 20 | 1.00 | 1.33636 | 0.00000 | 1.33716 | ||
66 | 2010.04.07 16:20 | modify | 20 | 1.00 | 1.33636 | 1.33659 | 1.33716 | ||
67 | 2010.04.07 16:22 | s/l | 20 | 1.00 | 1.33659 | 1.33659 | 1.33716 | 23.00 | 10888.20 |
68 | 2010.04.08 19:00 | sell | 21 | 1.00 | 1.33499 | 0.00000 | 1.33419 | ||
69 | 2010.04.08 19:15 | modify | 21 | 1.00 | 1.33499 | 1.33497 | 1.33419 | ||
70 | 2010.04.08 19:20 | modify | 21 | 1.00 | 1.33499 | 1.33441 | 1.33419 | ||
71 | 2010.04.08 19:22 | s/l | 21 | 1.00 | 1.33441 | 1.33441 | 1.33419 | 58.00 | 10946.20 |
72 | 2010.04.08 19:22 | sell | 22 | 1.00 | 1.33439 | 0.00000 | 1.33359 | ||
73 | 2010.04.22 12:15 | modify | 22 | 1.00 | 1.33439 | 1.33434 | 1.33359 | ||
74 | 2010.04.22 12:17 | s/l | 22 | 1.00 | 1.33434 | 1.33434 | 1.33359 | -6.20 | 10940.00 |
75 | 2010.04.22 14:00 | buy | 23 | 1.00 | 1.33483 | 0.00000 | 1.33563 | ||
76 | 2010.04.22 14:02 | modify | 23 | 1.00 | 1.33483 | 1.33488 | 1.33563 | ||
77 | 2010.04.22 14:07 | modify | 23 | 1.00 | 1.33483 | 1.33502 | 1.33563 | ||
78 | 2010.04.22 14:10 | s/l | 23 | 1.00 | 1.33502 | 1.33502 | 1.33563 | 19.00 | 10959.00 |
79 | 2010.04.22 14:10 | buy | 24 | 1.00 | 1.33476 | 0.00000 | 1.33556 | ||
80 | 2010.04.23 16:45 | t/p | 24 | 1.00 | 1.33556 | 0.00000 | 1.33556 | 79.20 | 11038.20 |
81 | 2010.04.23 19:00 | sell | 25 | 1.00 | 1.33675 | 0.00000 | 1.33595 | ||
82 | 2010.04.23 19:20 | modify | 25 | 1.00 | 1.33675 | 1.33659 | 1.33595 | ||
83 | 2010.04.23 19:27 | s/l | 25 | 1.00 | 1.33659 | 1.33659 | 1.33595 | 16.00 | 11054.20 |
84 | 2010.04.23 19:27 | sell | 26 | 1.00 | 1.33651 | 0.00000 | 1.33571 | ||
85 | 2010.04.26 00:00 | t/p | 26 | 1.00 | 1.33571 | 0.00000 | 1.33571 | 79.20 | 11133.40 |
86 | 2010.04.26 00:00 | sell | 27 | 1.00 | 1.33456 | 0.00000 | 1.33376 | ||
87 | 2010.04.26 10:15 | modify | 27 | 1.00 | 1.33456 | 1.33426 | 1.33376 | ||
88 | 2010.04.26 10:17 | s/l | 27 | 1.00 | 1.33426 | 1.33426 | 1.33376 | 30.00 | 11163.40 |
89 | 2010.04.27 00:00 | sell | 28 | 1.00 | 1.33919 | 0.00000 | 1.33839 | ||
90 | 2010.04.27 02:03 | modify | 28 | 1.00 | 1.33919 | 1.33897 | 1.33839 | ||
91 | 2010.04.27 02:10 | t/p | 28 | 1.00 | 1.33839 | 1.33897 | 1.33839 | 80.00 | 11243.40 |
92 | 2010.04.27 02:10 | sell | 29 | 1.00 | 1.33808 | 0.00000 | 1.33728 | ||
93 | 2010.04.27 02:16 | modify | 29 | 1.00 | 1.33808 | 1.33760 | 1.33728 | ||
94 | 2010.04.27 02:20 | s/l | 29 | 1.00 | 1.33760 | 1.33760 | 1.33728 | 48.00 | 11291.40 |
95 | 2010.04.27 02:20 | sell | 30 | 1.00 | 1.33769 | 0.00000 | 1.33689 | ||
96 | 2010.04.27 02:32 | modify | 30 | 1.00 | 1.33769 | 1.33735 | 1.33689 | ||
97 | 2010.04.27 02:37 | modify | 30 | 1.00 | 1.33769 | 1.33720 | 1.33689 | ||
98 | 2010.04.27 02:40 | s/l | 30 | 1.00 | 1.33720 | 1.33720 | 1.33689 | 49.00 | 11340.40 |
99 | 2010.04.27 02:40 | sell | 31 | 1.00 | 1.33765 | 0.00000 | 1.33685 | ||
100 | 2010.04.27 03:50 | modify | 31 | 1.00 | 1.33765 | 1.33730 | 1.33685 | ||
101 | 2010.04.27 03:52 | s/l | 31 | 1.00 | 1.33730 | 1.33730 | 1.33685 | 35.00 | 11375.40 |
102 | 2010.04.27 14:00 | buy | 32 | 1.00 | 1.32881 | 0.00000 | 1.32961 | ||
103 | 2010.04.27 14:10 | modify | 32 | 1.00 | 1.32881 | 1.32905 | 1.32961 | ||
104 | 2010.04.27 14:15 | t/p | 32 | 1.00 | 1.32961 | 1.32905 | 1.32961 | 80.00 | 11455.40 |
105 | 2010.04.27 14:15 | buy | 33 | 1.00 | 1.32973 | 0.00000 | 1.33053 | ||
106 | 2010.04.27 14:20 | modify | 33 | 1.00 | 1.32973 | 1.32981 | 1.33053 | ||
107 | 2010.04.27 14:22 | s/l | 33 | 1.00 | 1.32981 | 1.32981 | 1.33053 | 8.00 | 11463.40 |
108 | 2010.04.27 14:22 | buy | 34 | 1.00 | 1.32986 | 0.00000 | 1.33066 | ||
109 | 2010.04.27 14:50 | modify | 34 | 1.00 | 1.32986 | 1.33031 | 1.33066 | ||
110 | 2010.04.27 14:52 | s/l | 34 | 1.00 | 1.33031 | 1.33031 | 1.33066 | 45.00 | 11508.40 |
111 | 2010.04.27 14:52 | buy | 35 | 1.00 | 1.33021 | 0.00000 | 1.33101 | ||
112 | 2010.04.27 15:45 | modify | 35 | 1.00 | 1.33021 | 1.33047 | 1.33101 | ||
113 | 2010.04.27 15:47 | s/l | 35 | 1.00 | 1.33047 | 1.33047 | 1.33101 | 26.00 | 11534.40 |
114 | 2010.04.27 15:47 | buy | 36 | 1.00 | 1.33049 | 0.00000 | 1.33129 | ||
115 | 2010.04.27 15:50 | t/p | 36 | 1.00 | 1.33129 | 0.00000 | 1.33129 | 80.00 | 11614.40 |
116 | 2010.04.27 15:50 | buy | 37 | 1.00 | 1.33160 | 0.00000 | 1.33240 | ||
117 | 2010.04.27 16:45 | t/p | 37 | 1.00 | 1.33240 | 0.00000 | 1.33240 | 80.00 | 11694.40 |
118 | 2010.04.27 20:00 | buy | 38 | 1.00 | 1.32457 | 0.00000 | 1.32537 | ||
119 | 2010.04.28 14:45 | modify | 38 | 1.00 | 1.32457 | 1.32499 | 1.32537 | ||
120 | 2010.04.28 14:47 | s/l | 38 | 1.00 | 1.32499 | 1.32499 | 1.32537 | 41.20 | 11735.60 |
121 | 2010.04.28 20:00 | buy | 39 | 1.00 | 1.31588 | 0.00000 | 1.31668 | ||
122 | 2010.04.28 20:10 | t/p | 39 | 1.00 | 1.31668 | 0.00000 | 1.31668 | 80.00 | 11815.60 |
123 | 2010.04.28 20:10 | buy | 40 | 1.00 | 1.31713 | 0.00000 | 1.31793 | ||
124 | 2010.04.28 20:15 | t/p | 40 | 1.00 | 1.31793 | 0.00000 | 1.31793 | 80.00 | 11895.60 |
125 | 2010.04.28 20:15 | buy | 41 | 1.00 | 1.31822 | 0.00000 | 1.31902 | ||
126 | 2010.04.28 20:20 | t/p | 41 | 1.00 | 1.31902 | 0.00000 | 1.31902 | 80.00 | 11975.60 |
127 | 2010.04.28 20:20 | buy | 42 | 1.00 | 1.31930 | 0.00000 | 1.32010 | ||
128 | 2010.04.28 20:50 | modify | 42 | 1.00 | 1.31930 | 1.31978 | 1.32010 | ||
129 | 2010.04.28 20:52 | s/l | 42 | 1.00 | 1.31978 | 1.31978 | 1.32010 | 48.00 | 12023.60 |
130 | 2010.04.28 20:52 | buy | 43 | 1.00 | 1.31971 | 0.00000 | 1.32051 | ||
131 | 2010.04.28 21:20 | modify | 43 | 1.00 | 1.31971 | 1.32020 | 1.32051 | ||
132 | 2010.04.28 21:22 | s/l | 43 | 1.00 | 1.32020 | 1.32020 | 1.32051 | 49.00 | 12072.60 |
133 | 2010.04.29 13:00 | sell | 44 | 1.00 | 1.32438 | 0.00000 | 1.32358 | ||
134 | 2010.04.29 13:02 | modify | 44 | 1.00 | 1.32438 | 1.32411 | 1.32358 | ||
135 | 2010.04.29 13:05 | s/l | 44 | 1.00 | 1.32411 | 1.32411 | 1.32358 | 27.00 | 12099.60 |
136 | 2010.04.29 13:05 | sell | 45 | 1.00 | 1.32404 | 0.00000 | 1.32324 | ||
137 | 2010.04.29 13:07 | modify | 45 | 1.00 | 1.32404 | 1.32389 | 1.32324 | ||
138 | 2010.04.29 13:10 | s/l | 45 | 1.00 | 1.32389 | 1.32389 | 1.32324 | 15.00 | 12114.60 |
139 | 2010.04.29 13:10 | sell | 46 | 1.00 | 1.32471 | 0.00000 | 1.32391 | ||
140 | 2010.04.29 14:50 | modify | 46 | 1.00 | 1.32471 | 1.32460 | 1.32391 | ||
141 | 2010.04.29 14:52 | s/l | 46 | 1.00 | 1.32460 | 1.32460 | 1.32391 | 11.00 | 12125.60 |