Strategy Tester Report
SimpleGrail
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 | StopLoss=0; TrailingStop=200; choice=false; magicnumber=143; MaxOrders=1; Prots=15; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 13379.34 | Gross profit | 15786.42 | Gross loss | -2407.08 |
Profit factor | 6.56 | Expected payoff | 495.53 | ||
Absolute drawdown | 5503.70 | Maximal drawdown | 10306.36 (38.82%) | Relative drawdown | 67.36% (9280.40) |
Total trades | 27 | Short positions (won %) | 27 (96.30%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 26 (96.30%) | Loss trades (% of total) | 1 (3.70%) | ||
Largest | profit trade | 1835.40 | loss trade | -2407.08 | |
Average | profit trade | 607.17 | loss trade | -2407.08 | |
Maximum | consecutive wins (profit in money) | 26 (15786.42) | consecutive losses (loss in money) | 1 (-2407.08) | |
Maximal | consecutive profit (count of wins) | 15786.42 (26) | consecutive loss (count of losses) | -2407.08 (1) | |
Average | consecutive wins | 26 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 03:00 | sell | 1 | 1.50 | 1.32630 | 0.00000 | 0.00000 | ||
2 | 2010.05.03 03:20 | modify | 1 | 1.50 | 1.32630 | 1.32505 | 0.00000 | ||
3 | 2010.05.03 03:45 | modify | 1 | 1.50 | 1.32630 | 1.32444 | 0.00000 | ||
4 | 2010.05.03 03:50 | modify | 1 | 1.50 | 1.32630 | 1.32356 | 0.00000 | ||
5 | 2010.05.03 04:20 | modify | 1 | 1.50 | 1.32630 | 1.32306 | 0.00000 | ||
6 | 2010.05.03 04:45 | s/l | 1 | 1.50 | 1.32306 | 1.32306 | 0.00000 | 486.00 | 10486.00 |
7 | 2010.05.04 00:00 | sell | 2 | 1.60 | 1.31889 | 0.00000 | 0.00000 | ||
8 | 2010.05.04 08:50 | modify | 2 | 1.60 | 1.31889 | 1.31876 | 0.00000 | ||
9 | 2010.05.04 09:10 | modify | 2 | 1.60 | 1.31889 | 1.31873 | 0.00000 | ||
10 | 2010.05.04 09:15 | modify | 2 | 1.60 | 1.31889 | 1.31789 | 0.00000 | ||
11 | 2010.05.04 09:20 | modify | 2 | 1.60 | 1.31889 | 1.31676 | 0.00000 | ||
12 | 2010.05.04 09:50 | s/l | 2 | 1.60 | 1.31676 | 1.31676 | 0.00000 | 340.80 | 10826.80 |
13 | 2010.05.04 10:00 | sell | 3 | 1.60 | 1.31662 | 0.00000 | 0.00000 | ||
14 | 2010.05.04 10:40 | modify | 3 | 1.60 | 1.31662 | 1.31646 | 0.00000 | ||
15 | 2010.05.04 10:45 | modify | 3 | 1.60 | 1.31662 | 1.31579 | 0.00000 | ||
16 | 2010.05.04 10:50 | modify | 3 | 1.60 | 1.31662 | 1.31488 | 0.00000 | ||
17 | 2010.05.04 11:15 | modify | 3 | 1.60 | 1.31662 | 1.31461 | 0.00000 | ||
18 | 2010.05.04 11:20 | modify | 3 | 1.60 | 1.31662 | 1.31389 | 0.00000 | ||
19 | 2010.05.04 11:45 | s/l | 3 | 1.60 | 1.31389 | 1.31389 | 0.00000 | 436.80 | 11263.60 |
20 | 2010.05.04 13:00 | sell | 4 | 1.70 | 1.31208 | 0.00000 | 0.00000 | ||
21 | 2010.05.04 13:46 | modify | 4 | 1.70 | 1.31208 | 1.31096 | 0.00000 | ||
22 | 2010.05.04 14:15 | modify | 4 | 1.70 | 1.31208 | 1.31088 | 0.00000 | ||
23 | 2010.05.04 14:20 | modify | 4 | 1.70 | 1.31208 | 1.30990 | 0.00000 | ||
24 | 2010.05.04 14:40 | s/l | 4 | 1.70 | 1.30990 | 1.30990 | 0.00000 | 370.60 | 11634.20 |
25 | 2010.05.04 15:00 | sell | 5 | 1.70 | 1.30665 | 0.00000 | 0.00000 | ||
26 | 2010.05.04 15:50 | modify | 5 | 1.70 | 1.30665 | 1.30586 | 0.00000 | ||
27 | 2010.05.04 16:15 | s/l | 5 | 1.70 | 1.30586 | 1.30586 | 0.00000 | 134.30 | 11768.50 |
28 | 2010.05.04 17:00 | sell | 6 | 1.80 | 1.30324 | 0.00000 | 0.00000 | ||
29 | 2010.05.04 20:16 | modify | 6 | 1.80 | 1.30324 | 1.30288 | 0.00000 | ||
30 | 2010.05.04 20:40 | modify | 6 | 1.80 | 1.30324 | 1.30275 | 0.00000 | ||
31 | 2010.05.04 20:45 | modify | 6 | 1.80 | 1.30324 | 1.30221 | 0.00000 | ||
32 | 2010.05.04 20:50 | modify | 6 | 1.80 | 1.30324 | 1.30149 | 0.00000 | ||
33 | 2010.05.04 21:15 | s/l | 6 | 1.80 | 1.30149 | 1.30149 | 0.00000 | 315.00 | 12083.50 |
34 | 2010.05.05 01:00 | sell | 7 | 1.80 | 1.29655 | 0.00000 | 0.00000 | ||
35 | 2010.05.05 03:20 | modify | 7 | 1.80 | 1.29655 | 1.29589 | 0.00000 | ||
36 | 2010.05.05 03:50 | s/l | 7 | 1.80 | 1.29589 | 1.29589 | 0.00000 | 118.80 | 12202.30 |
37 | 2010.05.05 21:00 | sell | 8 | 1.80 | 1.28243 | 0.00000 | 0.00000 | ||
38 | 2010.05.05 23:15 | modify | 8 | 1.80 | 1.28243 | 1.28205 | 0.00000 | ||
39 | 2010.05.05 23:20 | modify | 8 | 1.80 | 1.28243 | 1.28103 | 0.00000 | ||
40 | 2010.05.05 23:30 | s/l | 8 | 1.80 | 1.28103 | 1.28103 | 0.00000 | 252.00 | 12454.30 |
41 | 2010.05.07 16:00 | sell | 9 | 1.90 | 1.26801 | 0.00000 | 0.00000 | ||
42 | 2010.05.07 16:10 | modify | 9 | 1.90 | 1.26801 | 1.26784 | 0.00000 | ||
43 | 2010.05.07 16:15 | modify | 9 | 1.90 | 1.26801 | 1.26578 | 0.00000 | ||
44 | 2010.05.07 16:20 | modify | 9 | 1.90 | 1.26801 | 1.26305 | 0.00000 | ||
45 | 2010.05.07 16:27 | s/l | 9 | 1.90 | 1.26305 | 1.26305 | 0.00000 | 942.40 | 13396.70 |
46 | 2010.05.07 17:00 | sell | 10 | 2.00 | 1.26509 | 0.00000 | 0.00000 | ||
47 | 2010.05.11 23:20 | modify | 10 | 2.00 | 1.26509 | 1.26479 | 0.00000 | ||
48 | 2010.05.11 23:32 | s/l | 10 | 2.00 | 1.26479 | 1.26479 | 0.00000 | 55.20 | 13451.90 |
49 | 2010.05.12 00:00 | sell | 11 | 2.00 | 1.26336 | 0.00000 | 0.00000 | ||
50 | 2010.05.12 06:59 | modify | 11 | 2.00 | 1.26336 | 1.26267 | 0.00000 | ||
51 | 2010.05.12 07:16 | s/l | 11 | 2.00 | 1.26267 | 1.26267 | 0.00000 | 138.00 | 13589.90 |
52 | 2010.05.14 12:00 | sell | 12 | 2.00 | 1.24420 | 0.00000 | 0.00000 | ||
53 | 2010.05.14 17:02 | modify | 12 | 2.00 | 1.24420 | 1.24406 | 0.00000 | ||
54 | 2010.05.14 17:05 | modify | 12 | 2.00 | 1.24420 | 1.24346 | 0.00000 | ||
55 | 2010.05.14 17:10 | modify | 12 | 2.00 | 1.24420 | 1.24224 | 0.00000 | ||
56 | 2010.05.14 17:15 | modify | 12 | 2.00 | 1.24420 | 1.24043 | 0.00000 | ||
57 | 2010.05.14 17:20 | modify | 12 | 2.00 | 1.24420 | 1.23800 | 0.00000 | ||
58 | 2010.05.14 17:27 | s/l | 12 | 2.00 | 1.23800 | 1.23800 | 0.00000 | 1240.00 | 14829.90 |
59 | 2010.05.14 18:00 | sell | 13 | 2.20 | 1.23907 | 0.00000 | 0.00000 | ||
60 | 2010.05.14 18:02 | modify | 13 | 2.20 | 1.23907 | 1.23888 | 0.00000 | ||
61 | 2010.05.14 18:07 | modify | 13 | 2.20 | 1.23907 | 1.23859 | 0.00000 | ||
62 | 2010.05.14 18:15 | s/l | 13 | 2.20 | 1.23859 | 1.23859 | 0.00000 | 105.60 | 14935.50 |
63 | 2010.05.14 22:00 | sell | 14 | 2.20 | 1.23805 | 0.00000 | 0.00000 | ||
64 | 2010.05.14 22:20 | modify | 14 | 2.20 | 1.23805 | 1.23751 | 0.00000 | ||
65 | 2010.05.17 00:00 | modify | 14 | 2.20 | 1.23805 | 1.23719 | 0.00000 | ||
66 | 2010.05.17 00:02 | modify | 14 | 2.20 | 1.23805 | 1.23696 | 0.00000 | ||
67 | 2010.05.17 00:07 | modify | 14 | 2.20 | 1.23805 | 1.23672 | 0.00000 | ||
68 | 2010.05.17 00:20 | s/l | 14 | 2.20 | 1.23672 | 1.23672 | 0.00000 | 289.96 | 15225.46 |
69 | 2010.05.17 04:00 | sell | 15 | 2.30 | 1.23441 | 0.00000 | 0.00000 | ||
70 | 2010.05.17 04:03 | modify | 15 | 2.30 | 1.23441 | 1.23289 | 0.00000 | ||
71 | 2010.05.17 04:10 | modify | 15 | 2.30 | 1.23441 | 1.23012 | 0.00000 | ||
72 | 2010.05.17 04:16 | modify | 15 | 2.30 | 1.23441 | 1.22643 | 0.00000 | ||
73 | 2010.05.17 04:26 | s/l | 15 | 2.30 | 1.22643 | 1.22643 | 0.00000 | 1835.40 | 17060.86 |
74 | 2010.05.17 05:00 | sell | 16 | 2.60 | 1.22699 | 0.00000 | 0.00000 | ||
75 | 2010.05.18 20:40 | modify | 16 | 2.60 | 1.22699 | 1.22684 | 0.00000 | ||
76 | 2010.05.18 20:45 | modify | 16 | 2.60 | 1.22699 | 1.22488 | 0.00000 | ||
77 | 2010.05.18 20:50 | modify | 16 | 2.60 | 1.22699 | 1.22226 | 0.00000 | ||
78 | 2010.05.18 20:57 | s/l | 16 | 2.60 | 1.22226 | 1.22226 | 0.00000 | 1226.68 | 18287.54 |
79 | 2010.05.18 21:00 | sell | 17 | 2.70 | 1.22033 | 0.00000 | 0.00000 | ||
80 | 2010.05.18 21:20 | modify | 17 | 2.70 | 1.22033 | 1.21822 | 0.00000 | ||
81 | 2010.05.18 21:27 | s/l | 17 | 2.70 | 1.21822 | 1.21822 | 0.00000 | 569.70 | 18857.24 |
82 | 2010.05.20 03:00 | sell | 18 | 2.80 | 1.23535 | 0.00000 | 0.00000 | ||
83 | 2010.05.20 03:20 | modify | 18 | 2.80 | 1.23535 | 1.23503 | 0.00000 | ||
84 | 2010.05.20 03:50 | modify | 18 | 2.80 | 1.23535 | 1.23427 | 0.00000 | ||
85 | 2010.05.20 04:15 | s/l | 18 | 2.80 | 1.23427 | 1.23427 | 0.00000 | 302.40 | 19159.64 |
86 | 2010.05.20 13:00 | sell | 19 | 2.90 | 1.23342 | 0.00000 | 0.00000 | ||
87 | 2010.05.20 13:20 | modify | 19 | 2.90 | 1.23342 | 1.23286 | 0.00000 | ||
88 | 2010.05.20 13:40 | s/l | 19 | 2.90 | 1.23286 | 1.23286 | 0.00000 | 162.40 | 19322.04 |
89 | 2010.05.21 00:00 | sell | 20 | 2.90 | 1.24698 | 0.00000 | 0.00000 | ||
90 | 2010.05.24 10:15 | modify | 20 | 2.90 | 1.24698 | 1.24636 | 0.00000 | ||
91 | 2010.05.24 10:20 | modify | 20 | 2.90 | 1.24698 | 1.24430 | 0.00000 | ||
92 | 2010.05.24 10:27 | s/l | 20 | 2.90 | 1.24430 | 1.24430 | 0.00000 | 773.72 | 20095.76 |
93 | 2010.05.24 11:00 | sell | 21 | 3.00 | 1.24377 | 0.00000 | 0.00000 | ||
94 | 2010.05.24 11:20 | modify | 21 | 3.00 | 1.24377 | 1.24277 | 0.00000 | ||
95 | 2010.05.24 11:50 | modify | 21 | 3.00 | 1.24377 | 1.24208 | 0.00000 | ||
96 | 2010.05.24 12:02 | modify | 21 | 3.00 | 1.24377 | 1.24201 | 0.00000 | ||
97 | 2010.05.24 12:05 | modify | 21 | 3.00 | 1.24377 | 1.24167 | 0.00000 | ||
98 | 2010.05.24 12:10 | modify | 21 | 3.00 | 1.24377 | 1.24100 | 0.00000 | ||
99 | 2010.05.24 12:15 | modify | 21 | 3.00 | 1.24377 | 1.24000 | 0.00000 | ||
100 | 2010.05.24 12:20 | modify | 21 | 3.00 | 1.24377 | 1.23866 | 0.00000 | ||
101 | 2010.05.24 12:32 | modify | 21 | 3.00 | 1.24377 | 1.23848 | 0.00000 | ||
102 | 2010.05.24 12:37 | modify | 21 | 3.00 | 1.24377 | 1.23821 | 0.00000 | ||
103 | 2010.05.24 12:45 | s/l | 21 | 3.00 | 1.23821 | 1.23821 | 0.00000 | 1668.00 | 21763.76 |
104 | 2010.05.24 13:00 | sell | 22 | 3.30 | 1.23812 | 0.00000 | 0.00000 | ||
105 | 2010.05.24 14:20 | modify | 22 | 3.30 | 1.23812 | 1.23726 | 0.00000 | ||
106 | 2010.05.24 14:30 | s/l | 22 | 3.30 | 1.23726 | 1.23726 | 0.00000 | 283.80 | 22047.56 |
107 | 2010.05.24 22:00 | sell | 23 | 3.30 | 1.23799 | 0.00000 | 0.00000 | ||
108 | 2010.05.24 22:32 | modify | 23 | 3.30 | 1.23799 | 1.23755 | 0.00000 | ||
109 | 2010.05.24 22:37 | modify | 23 | 3.30 | 1.23799 | 1.23738 | 0.00000 | ||
110 | 2010.05.24 23:15 | modify | 23 | 3.30 | 1.23799 | 1.23676 | 0.00000 | ||
111 | 2010.05.24 23:20 | modify | 23 | 3.30 | 1.23799 | 1.23532 | 0.00000 | ||
112 | 2010.05.24 23:50 | s/l | 23 | 3.30 | 1.23532 | 1.23532 | 0.00000 | 881.10 | 22928.66 |
113 | 2010.05.25 00:00 | sell | 24 | 3.40 | 1.23488 | 0.00000 | 0.00000 | ||
114 | 2010.05.25 02:20 | modify | 24 | 3.40 | 1.23488 | 1.23417 | 0.00000 | ||
115 | 2010.05.25 02:40 | modify | 24 | 3.40 | 1.23488 | 1.23361 | 0.00000 | ||
116 | 2010.05.25 02:45 | modify | 24 | 3.40 | 1.23488 | 1.23248 | 0.00000 | ||
117 | 2010.05.25 02:50 | modify | 24 | 3.40 | 1.23488 | 1.23099 | 0.00000 | ||
118 | 2010.05.25 03:07 | s/l | 24 | 3.40 | 1.23099 | 1.23099 | 0.00000 | 1322.60 | 24251.26 |
119 | 2010.05.25 10:00 | sell | 25 | 3.60 | 1.22368 | 0.00000 | 0.00000 | ||
120 | 2010.05.25 10:45 | modify | 25 | 3.60 | 1.22368 | 1.22301 | 0.00000 | ||
121 | 2010.05.25 10:50 | modify | 25 | 3.60 | 1.22368 | 1.22136 | 0.00000 | ||
122 | 2010.05.25 11:15 | s/l | 25 | 3.60 | 1.22136 | 1.22136 | 0.00000 | 835.20 | 25086.46 |
123 | 2010.05.25 12:00 | sell | 26 | 3.80 | 1.21940 | 0.00000 | 0.00000 | ||
124 | 2010.05.26 22:20 | modify | 26 | 3.80 | 1.21940 | 1.21878 | 0.00000 | ||
125 | 2010.05.26 23:20 | modify | 26 | 3.80 | 1.21940 | 1.21813 | 0.00000 | ||
126 | 2010.05.26 23:32 | modify | 26 | 3.80 | 1.21940 | 1.21767 | 0.00000 | ||
127 | 2010.05.26 23:37 | modify | 26 | 3.80 | 1.21940 | 1.21754 | 0.00000 | ||
128 | 2010.05.27 00:07 | modify | 26 | 3.80 | 1.21940 | 1.21751 | 0.00000 | ||
129 | 2010.05.27 00:50 | s/l | 26 | 3.80 | 1.21751 | 1.21751 | 0.00000 | 699.96 | 25786.42 |
130 | 2010.05.27 16:00 | sell | 27 | 3.90 | 1.22102 | 0.00000 | 0.00000 | ||
131 | 2010.05.28 22:59 | close at stop | 27 | 3.90 | 1.22718 | 0.00000 | 0.00000 | -2407.08 | 23379.34 |