Strategy Tester Report
SimpleGrail1st
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 | TrailingStop=200; 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 | 14474.30 | Gross profit | 16899.10 | Gross loss | -2424.80 |
Profit factor | 6.97 | Expected payoff | 536.09 | ||
Absolute drawdown | 5288.20 | Maximal drawdown | 10527.14 (38.03%) | Relative drawdown | 66.27% (9258.40) |
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 | 1860.70 | loss trade | -2424.80 | |
Average | profit trade | 649.97 | loss trade | -2424.80 | |
Maximum | consecutive wins (profit in money) | 26 (16899.10) | consecutive losses (loss in money) | 1 (-2424.80) | |
Maximal | consecutive profit (count of wins) | 16899.10 (26) | consecutive loss (count of losses) | -2424.80 (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 | 1.32494 | 0.00000 | ||
3 | 2010.05.03 03:45 | modify | 1 | 1.50 | 1.32630 | 1.32433 | 0.00000 | ||
4 | 2010.05.03 03:50 | modify | 1 | 1.50 | 1.32630 | 1.32345 | 0.00000 | ||
5 | 2010.05.03 04:20 | modify | 1 | 1.50 | 1.32630 | 1.32295 | 0.00000 | ||
6 | 2010.05.03 04:45 | s/l | 1 | 1.50 | 1.32295 | 1.32295 | 0.00000 | 502.50 | 10502.50 |
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 | 1.31865 | 0.00000 | ||
9 | 2010.05.04 09:10 | modify | 2 | 1.60 | 1.31889 | 1.31862 | 0.00000 | ||
10 | 2010.05.04 09:15 | modify | 2 | 1.60 | 1.31889 | 1.31778 | 0.00000 | ||
11 | 2010.05.04 09:20 | modify | 2 | 1.60 | 1.31889 | 1.31665 | 0.00000 | ||
12 | 2010.05.04 09:50 | s/l | 2 | 1.60 | 1.31665 | 1.31665 | 0.00000 | 358.40 | 10860.90 |
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 | 1.31635 | 0.00000 | ||
15 | 2010.05.04 10:45 | modify | 3 | 1.60 | 1.31662 | 1.31568 | 0.00000 | ||
16 | 2010.05.04 10:50 | modify | 3 | 1.60 | 1.31662 | 1.31477 | 0.00000 | ||
17 | 2010.05.04 11:15 | modify | 3 | 1.60 | 1.31662 | 1.31450 | 0.00000 | ||
18 | 2010.05.04 11:20 | modify | 3 | 1.60 | 1.31662 | 1.31378 | 0.00000 | ||
19 | 2010.05.04 11:45 | s/l | 3 | 1.60 | 1.31378 | 1.31378 | 0.00000 | 454.40 | 11315.30 |
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 | 1.31085 | 0.00000 | ||
22 | 2010.05.04 14:15 | modify | 4 | 1.70 | 1.31208 | 1.31077 | 0.00000 | ||
23 | 2010.05.04 14:20 | modify | 4 | 1.70 | 1.31208 | 1.30979 | 0.00000 | ||
24 | 2010.05.04 14:40 | s/l | 4 | 1.70 | 1.30979 | 1.30979 | 0.00000 | 389.30 | 11704.60 |
25 | 2010.05.04 15:00 | sell | 5 | 1.80 | 1.30665 | 0.00000 | 0.00000 | ||
26 | 2010.05.04 15:50 | modify | 5 | 1.80 | 1.30665 | 1.30575 | 0.00000 | ||
27 | 2010.05.04 16:15 | s/l | 5 | 1.80 | 1.30575 | 1.30575 | 0.00000 | 162.00 | 11866.60 |
28 | 2010.05.04 17:00 | sell | 6 | 1.80 | 1.30324 | 0.00000 | 0.00000 | ||
29 | 2010.05.04 19:37 | modify | 6 | 1.80 | 1.30324 | 1.30317 | 0.00000 | ||
30 | 2010.05.04 20:16 | modify | 6 | 1.80 | 1.30324 | 1.30277 | 0.00000 | ||
31 | 2010.05.04 20:40 | modify | 6 | 1.80 | 1.30324 | 1.30264 | 0.00000 | ||
32 | 2010.05.04 20:45 | modify | 6 | 1.80 | 1.30324 | 1.30210 | 0.00000 | ||
33 | 2010.05.04 20:50 | modify | 6 | 1.80 | 1.30324 | 1.30138 | 0.00000 | ||
34 | 2010.05.04 21:15 | s/l | 6 | 1.80 | 1.30138 | 1.30138 | 0.00000 | 334.80 | 12201.40 |
35 | 2010.05.05 01:00 | sell | 7 | 1.80 | 1.29655 | 0.00000 | 0.00000 | ||
36 | 2010.05.05 03:20 | modify | 7 | 1.80 | 1.29655 | 1.29578 | 0.00000 | ||
37 | 2010.05.05 03:50 | s/l | 7 | 1.80 | 1.29578 | 1.29578 | 0.00000 | 138.60 | 12340.00 |
38 | 2010.05.05 21:00 | sell | 8 | 1.90 | 1.28243 | 0.00000 | 0.00000 | ||
39 | 2010.05.05 23:15 | modify | 8 | 1.90 | 1.28243 | 1.28194 | 0.00000 | ||
40 | 2010.05.05 23:20 | modify | 8 | 1.90 | 1.28243 | 1.28092 | 0.00000 | ||
41 | 2010.05.05 23:30 | s/l | 8 | 1.90 | 1.28092 | 1.28092 | 0.00000 | 286.90 | 12626.90 |
42 | 2010.05.07 16:00 | sell | 9 | 1.90 | 1.26801 | 0.00000 | 0.00000 | ||
43 | 2010.05.07 16:10 | modify | 9 | 1.90 | 1.26801 | 1.26773 | 0.00000 | ||
44 | 2010.05.07 16:15 | modify | 9 | 1.90 | 1.26801 | 1.26567 | 0.00000 | ||
45 | 2010.05.07 16:20 | modify | 9 | 1.90 | 1.26801 | 1.26294 | 0.00000 | ||
46 | 2010.05.07 16:27 | s/l | 9 | 1.90 | 1.26294 | 1.26294 | 0.00000 | 963.30 | 13590.20 |
47 | 2010.05.07 17:00 | sell | 10 | 2.00 | 1.26509 | 0.00000 | 0.00000 | ||
48 | 2010.05.11 23:20 | modify | 10 | 2.00 | 1.26509 | 1.26468 | 0.00000 | ||
49 | 2010.05.11 23:32 | s/l | 10 | 2.00 | 1.26468 | 1.26468 | 0.00000 | 77.20 | 13667.40 |
50 | 2010.05.12 00:00 | sell | 11 | 2.10 | 1.26336 | 0.00000 | 0.00000 | ||
51 | 2010.05.12 06:50 | modify | 11 | 2.10 | 1.26336 | 1.26331 | 0.00000 | ||
52 | 2010.05.12 06:59 | modify | 11 | 2.10 | 1.26336 | 1.26256 | 0.00000 | ||
53 | 2010.05.12 07:16 | s/l | 11 | 2.10 | 1.26256 | 1.26256 | 0.00000 | 168.00 | 13835.40 |
54 | 2010.05.14 12:00 | sell | 12 | 2.10 | 1.24420 | 0.00000 | 0.00000 | ||
55 | 2010.05.14 16:50 | modify | 12 | 2.10 | 1.24420 | 1.24418 | 0.00000 | ||
56 | 2010.05.14 17:02 | modify | 12 | 2.10 | 1.24420 | 1.24395 | 0.00000 | ||
57 | 2010.05.14 17:05 | modify | 12 | 2.10 | 1.24420 | 1.24335 | 0.00000 | ||
58 | 2010.05.14 17:10 | modify | 12 | 2.10 | 1.24420 | 1.24213 | 0.00000 | ||
59 | 2010.05.14 17:15 | modify | 12 | 2.10 | 1.24420 | 1.24032 | 0.00000 | ||
60 | 2010.05.14 17:20 | modify | 12 | 2.10 | 1.24420 | 1.23789 | 0.00000 | ||
61 | 2010.05.14 17:27 | s/l | 12 | 2.10 | 1.23789 | 1.23789 | 0.00000 | 1325.10 | 15160.50 |
62 | 2010.05.14 18:00 | sell | 13 | 2.30 | 1.23907 | 0.00000 | 0.00000 | ||
63 | 2010.05.14 18:02 | modify | 13 | 2.30 | 1.23907 | 1.23877 | 0.00000 | ||
64 | 2010.05.14 18:07 | modify | 13 | 2.30 | 1.23907 | 1.23848 | 0.00000 | ||
65 | 2010.05.14 18:15 | s/l | 13 | 2.30 | 1.23848 | 1.23848 | 0.00000 | 135.70 | 15296.20 |
66 | 2010.05.14 22:00 | sell | 14 | 2.30 | 1.23805 | 0.00000 | 0.00000 | ||
67 | 2010.05.14 22:20 | modify | 14 | 2.30 | 1.23805 | 1.23740 | 0.00000 | ||
68 | 2010.05.17 00:00 | modify | 14 | 2.30 | 1.23805 | 1.23708 | 0.00000 | ||
69 | 2010.05.17 00:02 | modify | 14 | 2.30 | 1.23805 | 1.23685 | 0.00000 | ||
70 | 2010.05.17 00:07 | modify | 14 | 2.30 | 1.23805 | 1.23661 | 0.00000 | ||
71 | 2010.05.17 00:20 | s/l | 14 | 2.30 | 1.23661 | 1.23661 | 0.00000 | 328.44 | 15624.64 |
72 | 2010.05.17 04:00 | sell | 15 | 2.30 | 1.23441 | 0.00000 | 0.00000 | ||
73 | 2010.05.17 04:03 | modify | 15 | 2.30 | 1.23441 | 1.23278 | 0.00000 | ||
74 | 2010.05.17 04:10 | modify | 15 | 2.30 | 1.23441 | 1.23001 | 0.00000 | ||
75 | 2010.05.17 04:16 | modify | 15 | 2.30 | 1.23441 | 1.22632 | 0.00000 | ||
76 | 2010.05.17 04:26 | s/l | 15 | 2.30 | 1.22632 | 1.22632 | 0.00000 | 1860.70 | 17485.34 |
77 | 2010.05.17 05:00 | sell | 16 | 2.60 | 1.22699 | 0.00000 | 0.00000 | ||
78 | 2010.05.18 20:40 | modify | 16 | 2.60 | 1.22699 | 1.22673 | 0.00000 | ||
79 | 2010.05.18 20:45 | modify | 16 | 2.60 | 1.22699 | 1.22477 | 0.00000 | ||
80 | 2010.05.18 20:50 | modify | 16 | 2.60 | 1.22699 | 1.22215 | 0.00000 | ||
81 | 2010.05.18 20:57 | s/l | 16 | 2.60 | 1.22215 | 1.22215 | 0.00000 | 1255.28 | 18740.62 |
82 | 2010.05.18 21:00 | sell | 17 | 2.80 | 1.22033 | 0.00000 | 0.00000 | ||
83 | 2010.05.18 21:20 | modify | 17 | 2.80 | 1.22033 | 1.21811 | 0.00000 | ||
84 | 2010.05.18 21:27 | s/l | 17 | 2.80 | 1.21811 | 1.21811 | 0.00000 | 621.60 | 19362.22 |
85 | 2010.05.20 03:00 | sell | 18 | 2.90 | 1.23535 | 0.00000 | 0.00000 | ||
86 | 2010.05.20 03:20 | modify | 18 | 2.90 | 1.23535 | 1.23492 | 0.00000 | ||
87 | 2010.05.20 03:50 | modify | 18 | 2.90 | 1.23535 | 1.23416 | 0.00000 | ||
88 | 2010.05.20 04:15 | s/l | 18 | 2.90 | 1.23416 | 1.23416 | 0.00000 | 345.10 | 19707.32 |
89 | 2010.05.20 13:00 | sell | 19 | 3.00 | 1.23342 | 0.00000 | 0.00000 | ||
90 | 2010.05.20 13:20 | modify | 19 | 3.00 | 1.23342 | 1.23275 | 0.00000 | ||
91 | 2010.05.20 13:40 | s/l | 19 | 3.00 | 1.23275 | 1.23275 | 0.00000 | 201.00 | 19908.32 |
92 | 2010.05.21 00:00 | sell | 20 | 3.00 | 1.24698 | 0.00000 | 0.00000 | ||
93 | 2010.05.24 10:15 | modify | 20 | 3.00 | 1.24698 | 1.24625 | 0.00000 | ||
94 | 2010.05.24 10:20 | modify | 20 | 3.00 | 1.24698 | 1.24419 | 0.00000 | ||
95 | 2010.05.24 10:27 | s/l | 20 | 3.00 | 1.24419 | 1.24419 | 0.00000 | 833.40 | 20741.72 |
96 | 2010.05.24 11:00 | sell | 21 | 3.10 | 1.24377 | 0.00000 | 0.00000 | ||
97 | 2010.05.24 11:20 | modify | 21 | 3.10 | 1.24377 | 1.24266 | 0.00000 | ||
98 | 2010.05.24 11:50 | modify | 21 | 3.10 | 1.24377 | 1.24197 | 0.00000 | ||
99 | 2010.05.24 12:02 | modify | 21 | 3.10 | 1.24377 | 1.24190 | 0.00000 | ||
100 | 2010.05.24 12:05 | modify | 21 | 3.10 | 1.24377 | 1.24156 | 0.00000 | ||
101 | 2010.05.24 12:10 | modify | 21 | 3.10 | 1.24377 | 1.24089 | 0.00000 | ||
102 | 2010.05.24 12:15 | modify | 21 | 3.10 | 1.24377 | 1.23989 | 0.00000 | ||
103 | 2010.05.24 12:20 | modify | 21 | 3.10 | 1.24377 | 1.23855 | 0.00000 | ||
104 | 2010.05.24 12:32 | modify | 21 | 3.10 | 1.24377 | 1.23837 | 0.00000 | ||
105 | 2010.05.24 12:37 | modify | 21 | 3.10 | 1.24377 | 1.23810 | 0.00000 | ||
106 | 2010.05.24 12:45 | s/l | 21 | 3.10 | 1.23810 | 1.23810 | 0.00000 | 1757.70 | 22499.42 |
107 | 2010.05.24 13:00 | sell | 22 | 3.40 | 1.23812 | 0.00000 | 0.00000 | ||
108 | 2010.05.24 14:20 | modify | 22 | 3.40 | 1.23812 | 1.23715 | 0.00000 | ||
109 | 2010.05.24 14:30 | s/l | 22 | 3.40 | 1.23715 | 1.23715 | 0.00000 | 329.80 | 22829.22 |
110 | 2010.05.24 22:00 | sell | 23 | 3.40 | 1.23799 | 0.00000 | 0.00000 | ||
111 | 2010.05.24 22:20 | modify | 23 | 3.40 | 1.23799 | 1.23789 | 0.00000 | ||
112 | 2010.05.24 22:32 | modify | 23 | 3.40 | 1.23799 | 1.23744 | 0.00000 | ||
113 | 2010.05.24 22:37 | modify | 23 | 3.40 | 1.23799 | 1.23727 | 0.00000 | ||
114 | 2010.05.24 23:15 | modify | 23 | 3.40 | 1.23799 | 1.23665 | 0.00000 | ||
115 | 2010.05.24 23:20 | modify | 23 | 3.40 | 1.23799 | 1.23521 | 0.00000 | ||
116 | 2010.05.24 23:50 | s/l | 23 | 3.40 | 1.23521 | 1.23521 | 0.00000 | 945.20 | 23774.42 |
117 | 2010.05.25 00:00 | sell | 24 | 3.60 | 1.23488 | 0.00000 | 0.00000 | ||
118 | 2010.05.25 02:20 | modify | 24 | 3.60 | 1.23488 | 1.23406 | 0.00000 | ||
119 | 2010.05.25 02:40 | modify | 24 | 3.60 | 1.23488 | 1.23350 | 0.00000 | ||
120 | 2010.05.25 02:45 | modify | 24 | 3.60 | 1.23488 | 1.23237 | 0.00000 | ||
121 | 2010.05.25 02:50 | modify | 24 | 3.60 | 1.23488 | 1.23088 | 0.00000 | ||
122 | 2010.05.25 03:07 | s/l | 24 | 3.60 | 1.23088 | 1.23088 | 0.00000 | 1440.00 | 25214.42 |
123 | 2010.05.25 10:00 | sell | 25 | 3.80 | 1.22368 | 0.00000 | 0.00000 | ||
124 | 2010.05.25 10:45 | modify | 25 | 3.80 | 1.22368 | 1.22290 | 0.00000 | ||
125 | 2010.05.25 10:50 | modify | 25 | 3.80 | 1.22368 | 1.22125 | 0.00000 | ||
126 | 2010.05.25 11:15 | s/l | 25 | 3.80 | 1.22125 | 1.22125 | 0.00000 | 923.40 | 26137.82 |
127 | 2010.05.25 12:00 | sell | 26 | 3.90 | 1.21940 | 0.00000 | 0.00000 | ||
128 | 2010.05.26 22:20 | modify | 26 | 3.90 | 1.21940 | 1.21867 | 0.00000 | ||
129 | 2010.05.26 23:20 | modify | 26 | 3.90 | 1.21940 | 1.21802 | 0.00000 | ||
130 | 2010.05.26 23:32 | modify | 26 | 3.90 | 1.21940 | 1.21756 | 0.00000 | ||
131 | 2010.05.26 23:37 | modify | 26 | 3.90 | 1.21940 | 1.21743 | 0.00000 | ||
132 | 2010.05.27 00:07 | modify | 26 | 3.90 | 1.21940 | 1.21740 | 0.00000 | ||
133 | 2010.05.27 00:50 | s/l | 26 | 3.90 | 1.21740 | 1.21740 | 0.00000 | 761.28 | 26899.10 |
134 | 2010.05.27 16:00 | sell | 27 | 4.00 | 1.22102 | 0.00000 | 0.00000 | ||
135 | 2010.05.28 22:59 | close at stop | 27 | 4.00 | 1.22707 | 0.00000 | 0.00000 | -2424.80 | 24474.30 |