Strategy Tester Report
OpenTiks MM (Time Filter)
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="---------------- General Settings"; Shift1=0; Shift2=1; Shift3=2; Shift4=3; TrailingStop=30; StopLoss=0; Lots=0.1; RiskManagement=false; RiskPercent=10; magicnumber=777; PolLots=false; MaxOrders=1; S2="---------------- Time Filter"; TradeOnSunday=true; MondayToThursdayTimeFilter=false; MondayToThursdayStartHour=0; MondayToThursdayEndHour=24; FridayTimeFilter=false; FridayStartHour=0; FridayEndHour=21; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 267.24 | Gross profit | 267.24 | Gross loss | 0.00 |
Profit factor | Expected payoff | 6.21 | |||
Absolute drawdown | 56.10 | Maximal drawdown | 67.90 (0.68%) | Relative drawdown | 0.68% (67.90) |
Total trades | 43 | Short positions (won %) | 43 (100.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 43 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 25.80 | loss trade | 0.00 | |
Average | profit trade | 6.21 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 43 (267.24) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 267.24 (43) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 43 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.02 11:00 | sell | 1 | 0.10 | 1.35509 | 0.00000 | 0.00000 | ||
2 | 2010.04.02 11:45 | modify | 1 | 0.10 | 1.35509 | 1.35503 | 0.00000 | ||
3 | 2010.04.02 11:50 | modify | 1 | 0.10 | 1.35509 | 1.35479 | 0.00000 | ||
4 | 2010.04.02 12:07 | modify | 1 | 0.10 | 1.35509 | 1.35468 | 0.00000 | ||
5 | 2010.04.02 12:10 | s/l | 1 | 0.10 | 1.35468 | 1.35468 | 0.00000 | 4.10 | 10004.10 |
6 | 2010.04.02 17:00 | sell | 2 | 0.10 | 1.34844 | 0.00000 | 0.00000 | ||
7 | 2010.04.02 17:15 | modify | 2 | 0.10 | 1.34844 | 1.34834 | 0.00000 | ||
8 | 2010.04.02 17:20 | modify | 2 | 0.10 | 1.34844 | 1.34797 | 0.00000 | ||
9 | 2010.04.02 17:27 | s/l | 2 | 0.10 | 1.34797 | 1.34797 | 0.00000 | 4.70 | 10008.80 |
10 | 2010.04.05 09:00 | sell | 3 | 0.10 | 1.34641 | 0.00000 | 0.00000 | ||
11 | 2010.04.06 02:10 | modify | 3 | 0.10 | 1.34641 | 1.34613 | 0.00000 | ||
12 | 2010.04.06 02:16 | modify | 3 | 0.10 | 1.34641 | 1.34559 | 0.00000 | ||
13 | 2010.04.06 02:26 | s/l | 3 | 0.10 | 1.34559 | 1.34559 | 0.00000 | 8.12 | 10016.92 |
14 | 2010.04.06 04:00 | sell | 4 | 0.10 | 1.34341 | 0.00000 | 0.00000 | ||
15 | 2010.04.06 04:15 | modify | 4 | 0.10 | 1.34341 | 1.34328 | 0.00000 | ||
16 | 2010.04.06 04:20 | modify | 4 | 0.10 | 1.34341 | 1.34287 | 0.00000 | ||
17 | 2010.04.06 04:27 | s/l | 4 | 0.10 | 1.34287 | 1.34287 | 0.00000 | 5.40 | 10022.32 |
18 | 2010.04.06 05:00 | sell | 5 | 0.10 | 1.34266 | 0.00000 | 0.00000 | ||
19 | 2010.04.06 05:20 | modify | 5 | 0.10 | 1.34266 | 1.34248 | 0.00000 | ||
20 | 2010.04.06 05:27 | s/l | 5 | 0.10 | 1.34248 | 1.34248 | 0.00000 | 1.80 | 10024.12 |
21 | 2010.04.06 15:00 | sell | 6 | 0.10 | 1.33678 | 0.00000 | 0.00000 | ||
22 | 2010.04.06 15:02 | modify | 6 | 0.10 | 1.33678 | 1.33617 | 0.00000 | ||
23 | 2010.04.06 15:07 | modify | 6 | 0.10 | 1.33678 | 1.33599 | 0.00000 | ||
24 | 2010.04.06 15:10 | s/l | 6 | 0.10 | 1.33599 | 1.33599 | 0.00000 | 7.90 | 10032.02 |
25 | 2010.04.06 20:00 | sell | 7 | 0.10 | 1.33679 | 0.00000 | 0.00000 | ||
26 | 2010.04.07 07:50 | modify | 7 | 0.10 | 1.33679 | 1.33628 | 0.00000 | ||
27 | 2010.04.07 07:52 | s/l | 7 | 0.10 | 1.33628 | 1.33628 | 0.00000 | 5.02 | 10037.04 |
28 | 2010.04.07 14:00 | sell | 8 | 0.10 | 1.33493 | 0.00000 | 0.00000 | ||
29 | 2010.04.07 14:10 | modify | 8 | 0.10 | 1.33493 | 1.33452 | 0.00000 | ||
30 | 2010.04.07 14:15 | modify | 8 | 0.10 | 1.33493 | 1.33386 | 0.00000 | ||
31 | 2010.04.07 14:20 | modify | 8 | 0.10 | 1.33493 | 1.33298 | 0.00000 | ||
32 | 2010.04.07 14:22 | s/l | 8 | 0.10 | 1.33298 | 1.33298 | 0.00000 | 19.50 | 10056.54 |
33 | 2010.04.07 15:00 | sell | 9 | 0.10 | 1.33394 | 0.00000 | 0.00000 | ||
34 | 2010.04.07 15:02 | modify | 9 | 0.10 | 1.33394 | 1.33386 | 0.00000 | ||
35 | 2010.04.07 15:07 | modify | 9 | 0.10 | 1.33394 | 1.33367 | 0.00000 | ||
36 | 2010.04.07 15:10 | s/l | 9 | 0.10 | 1.33367 | 1.33367 | 0.00000 | 2.70 | 10059.24 |
37 | 2010.04.08 00:00 | sell | 10 | 0.10 | 1.33395 | 0.00000 | 0.00000 | ||
38 | 2010.04.08 01:15 | modify | 10 | 0.10 | 1.33395 | 1.33369 | 0.00000 | ||
39 | 2010.04.08 01:20 | modify | 10 | 0.10 | 1.33395 | 1.33297 | 0.00000 | ||
40 | 2010.04.08 01:22 | s/l | 10 | 0.10 | 1.33297 | 1.33297 | 0.00000 | 9.80 | 10069.04 |
41 | 2010.04.09 05:00 | sell | 11 | 0.10 | 1.33550 | 0.00000 | 0.00000 | ||
42 | 2010.04.09 06:50 | modify | 11 | 0.10 | 1.33550 | 1.33528 | 0.00000 | ||
43 | 2010.04.09 06:57 | s/l | 11 | 0.10 | 1.33528 | 1.33528 | 0.00000 | 2.20 | 10071.24 |
44 | 2010.04.12 10:00 | sell | 12 | 0.10 | 1.36043 | 0.00000 | 0.00000 | ||
45 | 2010.04.12 11:46 | modify | 12 | 0.10 | 1.36043 | 1.35922 | 0.00000 | ||
46 | 2010.04.12 11:50 | s/l | 12 | 0.10 | 1.35922 | 1.35922 | 0.00000 | 12.10 | 10083.34 |
47 | 2010.04.14 21:00 | sell | 13 | 0.10 | 1.36543 | 0.00000 | 0.00000 | ||
48 | 2010.04.14 21:15 | modify | 13 | 0.10 | 1.36543 | 1.36540 | 0.00000 | ||
49 | 2010.04.14 21:20 | modify | 13 | 0.10 | 1.36543 | 1.36509 | 0.00000 | ||
50 | 2010.04.14 21:27 | s/l | 13 | 0.10 | 1.36509 | 1.36509 | 0.00000 | 3.40 | 10086.74 |
51 | 2010.04.15 05:00 | sell | 14 | 0.10 | 1.36480 | 0.00000 | 0.00000 | ||
52 | 2010.04.15 06:10 | modify | 14 | 0.10 | 1.36480 | 1.36453 | 0.00000 | ||
53 | 2010.04.15 06:16 | modify | 14 | 0.10 | 1.36480 | 1.36404 | 0.00000 | ||
54 | 2010.04.15 06:26 | s/l | 14 | 0.10 | 1.36404 | 1.36404 | 0.00000 | 7.60 | 10094.34 |
55 | 2010.04.15 11:00 | sell | 15 | 0.10 | 1.35684 | 0.00000 | 0.00000 | ||
56 | 2010.04.15 11:10 | modify | 15 | 0.10 | 1.35684 | 1.35639 | 0.00000 | ||
57 | 2010.04.15 11:12 | s/l | 15 | 0.10 | 1.35639 | 1.35639 | 0.00000 | 4.50 | 10098.84 |
58 | 2010.04.15 12:00 | sell | 16 | 0.10 | 1.35362 | 0.00000 | 0.00000 | ||
59 | 2010.04.15 12:02 | modify | 16 | 0.10 | 1.35362 | 1.35322 | 0.00000 | ||
60 | 2010.04.15 12:07 | modify | 16 | 0.10 | 1.35362 | 1.35304 | 0.00000 | ||
61 | 2010.04.15 12:10 | s/l | 16 | 0.10 | 1.35304 | 1.35304 | 0.00000 | 5.80 | 10104.64 |
62 | 2010.04.15 13:00 | sell | 17 | 0.10 | 1.35361 | 0.00000 | 0.00000 | ||
63 | 2010.04.15 13:20 | modify | 17 | 0.10 | 1.35361 | 1.35358 | 0.00000 | ||
64 | 2010.04.15 13:22 | s/l | 17 | 0.10 | 1.35358 | 1.35358 | 0.00000 | 0.30 | 10104.94 |
65 | 2010.04.16 03:00 | sell | 18 | 0.10 | 1.35386 | 0.00000 | 0.00000 | ||
66 | 2010.04.16 04:46 | modify | 18 | 0.10 | 1.35386 | 1.35358 | 0.00000 | ||
67 | 2010.04.16 04:56 | s/l | 18 | 0.10 | 1.35358 | 1.35358 | 0.00000 | 2.80 | 10107.74 |
68 | 2010.04.19 04:00 | sell | 19 | 0.10 | 1.34648 | 0.00000 | 0.00000 | ||
69 | 2010.04.19 04:10 | modify | 19 | 0.10 | 1.34648 | 1.34617 | 0.00000 | ||
70 | 2010.04.19 04:15 | modify | 19 | 0.10 | 1.34648 | 1.34564 | 0.00000 | ||
71 | 2010.04.19 04:20 | modify | 19 | 0.10 | 1.34648 | 1.34493 | 0.00000 | ||
72 | 2010.04.19 04:22 | s/l | 19 | 0.10 | 1.34493 | 1.34493 | 0.00000 | 15.50 | 10123.24 |
73 | 2010.04.19 05:00 | sell | 20 | 0.10 | 1.34614 | 0.00000 | 0.00000 | ||
74 | 2010.04.19 05:20 | modify | 20 | 0.10 | 1.34614 | 1.34599 | 0.00000 | ||
75 | 2010.04.19 05:27 | s/l | 20 | 0.10 | 1.34599 | 1.34599 | 0.00000 | 1.50 | 10124.74 |
76 | 2010.04.19 13:00 | sell | 21 | 0.10 | 1.34331 | 0.00000 | 0.00000 | ||
77 | 2010.04.19 13:15 | modify | 21 | 0.10 | 1.34331 | 1.34304 | 0.00000 | ||
78 | 2010.04.19 13:20 | modify | 21 | 0.10 | 1.34331 | 1.34256 | 0.00000 | ||
79 | 2010.04.19 13:27 | s/l | 21 | 0.10 | 1.34256 | 1.34256 | 0.00000 | 7.50 | 10132.24 |
80 | 2010.04.20 16:00 | sell | 22 | 0.10 | 1.34702 | 0.00000 | 0.00000 | ||
81 | 2010.04.20 16:15 | modify | 22 | 0.10 | 1.34702 | 1.34642 | 0.00000 | ||
82 | 2010.04.20 16:20 | modify | 22 | 0.10 | 1.34702 | 1.34553 | 0.00000 | ||
83 | 2010.04.20 16:22 | s/l | 22 | 0.10 | 1.34553 | 1.34553 | 0.00000 | 14.90 | 10147.14 |
84 | 2010.04.20 17:00 | sell | 23 | 0.10 | 1.34610 | 0.00000 | 0.00000 | ||
85 | 2010.04.20 17:15 | modify | 23 | 0.10 | 1.34610 | 1.34555 | 0.00000 | ||
86 | 2010.04.20 17:20 | modify | 23 | 0.10 | 1.34610 | 1.34463 | 0.00000 | ||
87 | 2010.04.20 17:22 | s/l | 23 | 0.10 | 1.34463 | 1.34463 | 0.00000 | 14.70 | 10161.84 |
88 | 2010.04.20 18:00 | sell | 24 | 0.10 | 1.34452 | 0.00000 | 0.00000 | ||
89 | 2010.04.20 18:03 | modify | 24 | 0.10 | 1.34452 | 1.34399 | 0.00000 | ||
90 | 2010.04.20 18:10 | modify | 24 | 0.10 | 1.34452 | 1.34389 | 0.00000 | ||
91 | 2010.04.20 18:13 | s/l | 24 | 0.10 | 1.34389 | 1.34389 | 0.00000 | 6.30 | 10168.14 |
92 | 2010.04.20 19:00 | sell | 25 | 0.10 | 1.34341 | 0.00000 | 0.00000 | ||
93 | 2010.04.20 19:02 | modify | 25 | 0.10 | 1.34341 | 1.34332 | 0.00000 | ||
94 | 2010.04.20 19:07 | modify | 25 | 0.10 | 1.34341 | 1.34322 | 0.00000 | ||
95 | 2010.04.20 19:10 | s/l | 25 | 0.10 | 1.34322 | 1.34322 | 0.00000 | 1.90 | 10170.04 |
96 | 2010.04.21 03:00 | sell | 26 | 0.10 | 1.34140 | 0.00000 | 0.00000 | ||
97 | 2010.04.21 03:20 | modify | 26 | 0.10 | 1.34140 | 1.34137 | 0.00000 | ||
98 | 2010.04.21 03:35 | s/l | 26 | 0.10 | 1.34137 | 1.34137 | 0.00000 | 0.30 | 10170.34 |
99 | 2010.04.22 00:00 | sell | 27 | 0.10 | 1.33869 | 0.00000 | 0.00000 | ||
100 | 2010.04.22 01:07 | modify | 27 | 0.10 | 1.33869 | 1.33867 | 0.00000 | ||
101 | 2010.04.22 01:15 | s/l | 27 | 0.10 | 1.33867 | 1.33867 | 0.00000 | 0.20 | 10170.54 |
102 | 2010.04.22 23:00 | sell | 28 | 0.10 | 1.32918 | 0.00000 | 0.00000 | ||
103 | 2010.04.22 23:20 | modify | 28 | 0.10 | 1.32918 | 1.32903 | 0.00000 | ||
104 | 2010.04.22 23:27 | s/l | 28 | 0.10 | 1.32903 | 1.32903 | 0.00000 | 1.50 | 10172.04 |
105 | 2010.04.23 00:00 | sell | 29 | 0.10 | 1.32849 | 0.00000 | 0.00000 | ||
106 | 2010.04.23 00:26 | modify | 29 | 0.10 | 1.32849 | 1.32817 | 0.00000 | ||
107 | 2010.04.23 00:35 | modify | 29 | 0.10 | 1.32849 | 1.32804 | 0.00000 | ||
108 | 2010.04.23 00:40 | modify | 29 | 0.10 | 1.32849 | 1.32778 | 0.00000 | ||
109 | 2010.04.23 00:45 | modify | 29 | 0.10 | 1.32849 | 1.32739 | 0.00000 | ||
110 | 2010.04.23 00:50 | modify | 29 | 0.10 | 1.32849 | 1.32687 | 0.00000 | ||
111 | 2010.04.23 00:57 | s/l | 29 | 0.10 | 1.32687 | 1.32687 | 0.00000 | 16.20 | 10188.24 |
112 | 2010.04.23 01:00 | sell | 30 | 0.10 | 1.32673 | 0.00000 | 0.00000 | ||
113 | 2010.04.23 01:05 | modify | 30 | 0.10 | 1.32673 | 1.32612 | 0.00000 | ||
114 | 2010.04.23 01:07 | s/l | 30 | 0.10 | 1.32612 | 1.32612 | 0.00000 | 6.10 | 10194.34 |
115 | 2010.04.23 02:00 | sell | 31 | 0.10 | 1.32230 | 0.00000 | 0.00000 | ||
116 | 2010.04.23 03:50 | modify | 31 | 0.10 | 1.32230 | 1.32179 | 0.00000 | ||
117 | 2010.04.23 03:52 | s/l | 31 | 0.10 | 1.32179 | 1.32179 | 0.00000 | 5.10 | 10199.44 |
118 | 2010.04.26 06:00 | sell | 32 | 0.10 | 1.33700 | 0.00000 | 0.00000 | ||
119 | 2010.04.26 06:33 | modify | 32 | 0.10 | 1.33700 | 1.33693 | 0.00000 | ||
120 | 2010.04.26 06:40 | modify | 32 | 0.10 | 1.33700 | 1.33659 | 0.00000 | ||
121 | 2010.04.26 06:46 | modify | 32 | 0.10 | 1.33700 | 1.33614 | 0.00000 | ||
122 | 2010.04.26 06:56 | s/l | 32 | 0.10 | 1.33614 | 1.33614 | 0.00000 | 8.60 | 10208.04 |
123 | 2010.04.26 07:00 | sell | 33 | 0.10 | 1.33672 | 0.00000 | 0.00000 | ||
124 | 2010.04.26 07:07 | modify | 33 | 0.10 | 1.33672 | 1.33667 | 0.00000 | ||
125 | 2010.04.26 07:10 | s/l | 33 | 0.10 | 1.33667 | 1.33667 | 0.00000 | 0.50 | 10208.54 |
126 | 2010.04.26 12:00 | sell | 34 | 0.10 | 1.33050 | 0.00000 | 0.00000 | ||
127 | 2010.04.26 12:02 | modify | 34 | 0.10 | 1.33050 | 1.33012 | 0.00000 | ||
128 | 2010.04.26 12:05 | s/l | 34 | 0.10 | 1.33012 | 1.33012 | 0.00000 | 3.80 | 10212.34 |
129 | 2010.04.27 04:00 | sell | 35 | 0.10 | 1.33740 | 0.00000 | 0.00000 | ||
130 | 2010.04.27 04:15 | modify | 35 | 0.10 | 1.33740 | 1.33722 | 0.00000 | ||
131 | 2010.04.27 04:20 | modify | 35 | 0.10 | 1.33740 | 1.33678 | 0.00000 | ||
132 | 2010.04.27 04:27 | s/l | 35 | 0.10 | 1.33678 | 1.33678 | 0.00000 | 6.20 | 10218.54 |
133 | 2010.04.27 05:00 | sell | 36 | 0.10 | 1.33739 | 0.00000 | 0.00000 | ||
134 | 2010.04.27 07:50 | modify | 36 | 0.10 | 1.33739 | 1.33730 | 0.00000 | ||
135 | 2010.04.27 07:57 | s/l | 36 | 0.10 | 1.33730 | 1.33730 | 0.00000 | 0.90 | 10219.44 |
136 | 2010.04.27 09:00 | sell | 37 | 0.10 | 1.33641 | 0.00000 | 0.00000 | ||
137 | 2010.04.27 09:20 | modify | 37 | 0.10 | 1.33641 | 1.33608 | 0.00000 | ||
138 | 2010.04.27 09:22 | s/l | 37 | 0.10 | 1.33608 | 1.33608 | 0.00000 | 3.30 | 10222.74 |
139 | 2010.04.27 10:00 | sell | 38 | 0.10 | 1.33485 | 0.00000 | 0.00000 | ||
140 | 2010.04.27 11:35 | modify | 38 | 0.10 | 1.33485 | 1.33457 | 0.00000 | ||
141 | 2010.04.27 11:37 | s/l | 38 | 0.10 | 1.33457 | 1.33457 | 0.00000 | 2.80 | 10225.54 |
142 | 2010.04.27 14:00 | sell | 39 | 0.10 | 1.32872 | 0.00000 | 0.00000 | ||
143 | 2010.04.27 14:37 | modify | 39 | 0.10 | 1.32872 | 1.32868 | 0.00000 | ||
144 | 2010.04.27 14:40 | s/l | 39 | 0.10 | 1.32868 | 1.32868 | 0.00000 | 0.40 | 10225.94 |
145 | 2010.04.27 22:00 | sell | 40 | 0.10 | 1.31771 | 0.00000 | 0.00000 | ||
146 | 2010.04.27 22:02 | modify | 40 | 0.10 | 1.31771 | 1.31712 | 0.00000 | ||
147 | 2010.04.27 22:07 | modify | 40 | 0.10 | 1.31771 | 1.31695 | 0.00000 | ||
148 | 2010.04.27 22:10 | s/l | 40 | 0.10 | 1.31695 | 1.31695 | 0.00000 | 7.60 | 10233.54 |
149 | 2010.04.27 23:00 | sell | 41 | 0.10 | 1.31736 | 0.00000 | 0.00000 | ||
150 | 2010.04.27 23:13 | modify | 41 | 0.10 | 1.31736 | 1.31708 | 0.00000 | ||
151 | 2010.04.27 23:20 | modify | 41 | 0.10 | 1.31736 | 1.31647 | 0.00000 | ||
152 | 2010.04.27 23:26 | modify | 41 | 0.10 | 1.31736 | 1.31567 | 0.00000 | ||
153 | 2010.04.27 23:32 | modify | 41 | 0.10 | 1.31736 | 1.31499 | 0.00000 | ||
154 | 2010.04.27 23:37 | modify | 41 | 0.10 | 1.31736 | 1.31478 | 0.00000 | ||
155 | 2010.04.27 23:40 | s/l | 41 | 0.10 | 1.31478 | 1.31478 | 0.00000 | 25.80 | 10259.34 |
156 | 2010.04.28 00:00 | sell | 42 | 0.10 | 1.31611 | 0.00000 | 0.00000 | ||
157 | 2010.04.28 10:45 | modify | 42 | 0.10 | 1.31611 | 1.31583 | 0.00000 | ||
158 | 2010.04.28 10:47 | s/l | 42 | 0.10 | 1.31583 | 1.31583 | 0.00000 | 2.80 | 10262.14 |
159 | 2010.04.29 23:00 | sell | 43 | 0.10 | 1.32323 | 0.00000 | 0.00000 | ||
160 | 2010.04.29 23:02 | modify | 43 | 0.10 | 1.32323 | 1.32292 | 0.00000 | ||
161 | 2010.04.29 23:07 | modify | 43 | 0.10 | 1.32323 | 1.32272 | 0.00000 | ||
162 | 2010.04.29 23:10 | s/l | 43 | 0.10 | 1.32272 | 1.32272 | 0.00000 | 5.10 | 10267.24 |