Strategy Tester Report
Sel&Chris EA
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.05.03 00:00 - 2010.05.31 00:00 (2010.05.01 - 2010.05.31) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | S1a="---------------- NonLagMA Settings"; Price=0; Length=12; Displace=0; PctFilter=1; Color=1; ColorBarBack=1; Deviation=0; SoundAlertMode=0; S1b="---------------- MACD Settings"; MACDFast=12; MACDSlow=26; MACDSMA=1; S1c="---------------- MACD Settings"; StochKP=12; StochDP=12; StochSP=4; BuyLevel=30; SellLevel=60; S2="---------------- Money Management"; Lots=0.01; RiskMM=false; RiskPercent=1; MaxLots=20; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=1; Slippage=2; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 16.37 | Gross profit | 45.88 | Gross loss | -29.51 |
Profit factor | 1.55 | Expected payoff | 2.34 | ||
Absolute drawdown | 58.86 | Maximal drawdown | 66.17 (0.66%) | Relative drawdown | 0.66% (66.17) |
Total trades | 7 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 3 (66.67%) |
Profit trades (% of total) | 6 (85.71%) | Loss trades (% of total) | 1 (14.29%) | ||
Largest | profit trade | 13.01 | loss trade | -29.51 | |
Average | profit trade | 7.65 | loss trade | -29.51 | |
Maximum | consecutive wins (profit in money) | 5 (43.25) | consecutive losses (loss in money) | 1 (-29.51) | |
Maximal | consecutive profit (count of wins) | 43.25 (5) | consecutive loss (count of losses) | -29.51 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.07 16:00 | sell | 1 | 0.01 | 1.26801 | 0.00000 | 0.00000 | ||
2 | 2010.05.13 04:00 | close | 1 | 0.01 | 1.26531 | 0.00000 | 0.00000 | 2.63 | 10002.63 |
3 | 2010.05.13 04:05 | buy | 2 | 0.01 | 1.26540 | 0.00000 | 0.00000 | ||
4 | 2010.05.18 04:00 | close | 2 | 0.01 | 1.23591 | 0.00000 | 0.00000 | -29.51 | 9973.11 |
5 | 2010.05.18 04:03 | sell | 3 | 0.01 | 1.23546 | 0.00000 | 0.00000 | ||
6 | 2010.05.25 16:00 | close | 3 | 0.01 | 1.22359 | 0.00000 | 0.00000 | 11.79 | 9984.90 |
7 | 2010.05.25 16:02 | buy | 4 | 0.01 | 1.22361 | 0.00000 | 0.00000 | ||
8 | 2010.05.26 04:00 | close | 4 | 0.01 | 1.22841 | 0.00000 | 0.00000 | 4.79 | 9989.69 |
9 | 2010.05.26 04:02 | sell | 5 | 0.01 | 1.22819 | 0.00000 | 0.00000 | ||
10 | 2010.05.27 04:00 | close | 5 | 0.01 | 1.21916 | 0.00000 | 0.00000 | 8.99 | 9998.69 |
11 | 2010.05.27 04:02 | buy | 6 | 0.01 | 1.21884 | 0.00000 | 0.00000 | ||
12 | 2010.05.28 04:00 | close | 6 | 0.01 | 1.23186 | 0.00000 | 0.00000 | 13.01 | 10011.70 |
13 | 2010.05.28 04:02 | sell | 7 | 0.01 | 1.23184 | 0.00000 | 0.00000 | ||
14 | 2010.05.28 22:59 | close at stop | 7 | 0.01 | 1.22717 | 0.00000 | 0.00000 | 4.67 | 10016.37 |