Strategy Tester Report
Trend_RDS
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 | Lots=0.1; StopLoss=30; TakeProfit=0; StartHour=""08:00""; CloseHour=""00:00""; Reverse=false; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=false; TradeLog="Trend_RDS"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 96.20 | Gross profit | 130.80 | Gross loss | -34.60 |
Profit factor | 3.78 | Expected payoff | 1.66 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 5.90 (0.06%) | Relative drawdown | 0.06% (5.90) |
Total trades | 58 | Short positions (won %) | 41 (75.61%) | Long positions (won %) | 17 (76.47%) |
Profit trades (% of total) | 44 (75.86%) | Loss trades (% of total) | 14 (24.14%) | ||
Largest | profit trade | 11.30 | loss trade | -3.00 | |
Average | profit trade | 2.97 | loss trade | -2.47 | |
Maximum | consecutive wins (profit in money) | 9 (11.90) | consecutive losses (loss in money) | 3 (-3.90) | |
Maximal | consecutive profit (count of wins) | 28.00 (5) | consecutive loss (count of losses) | -5.90 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 00:00 | buy | 1 | 0.10 | 1.33304 | 1.33274 | 0.00000 | ||
2 | 2010.05.03 00:02 | close | 1 | 0.10 | 1.33305 | 1.33274 | 0.00000 | 0.10 | 10000.10 |
3 | 2010.05.03 00:05 | buy | 2 | 0.10 | 1.33296 | 1.33266 | 0.00000 | ||
4 | 2010.05.03 00:07 | close | 2 | 0.10 | 1.33323 | 1.33266 | 0.00000 | 2.70 | 10002.80 |
5 | 2010.05.03 00:10 | buy | 3 | 0.10 | 1.33260 | 1.33230 | 0.00000 | ||
6 | 2010.05.03 00:12 | close | 3 | 0.10 | 1.33270 | 1.33230 | 0.00000 | 1.00 | 10003.80 |
7 | 2010.05.04 00:00 | sell | 4 | 0.10 | 1.31889 | 1.31919 | 0.00000 | ||
8 | 2010.05.04 00:02 | close | 4 | 0.10 | 1.31869 | 1.31919 | 0.00000 | 2.00 | 10005.80 |
9 | 2010.05.04 00:05 | sell | 5 | 0.10 | 1.31872 | 1.31902 | 0.00000 | ||
10 | 2010.05.04 00:07 | close | 5 | 0.10 | 1.31857 | 1.31902 | 0.00000 | 1.50 | 10007.30 |
11 | 2010.05.04 00:10 | sell | 6 | 0.10 | 1.31908 | 1.31938 | 0.00000 | ||
12 | 2010.05.04 00:12 | close | 6 | 0.10 | 1.31904 | 1.31938 | 0.00000 | 0.40 | 10007.70 |
13 | 2010.05.05 00:00 | sell | 7 | 0.10 | 1.29730 | 1.29760 | 0.00000 | ||
14 | 2010.05.05 00:02 | close | 7 | 0.10 | 1.29713 | 1.29760 | 0.00000 | 1.70 | 10009.40 |
15 | 2010.05.05 00:05 | sell | 8 | 0.10 | 1.29718 | 1.29748 | 0.00000 | ||
16 | 2010.05.05 00:07 | close | 8 | 0.10 | 1.29699 | 1.29748 | 0.00000 | 1.90 | 10011.30 |
17 | 2010.05.05 00:10 | sell | 9 | 0.10 | 1.29760 | 1.29790 | 0.00000 | ||
18 | 2010.05.05 00:12 | close | 9 | 0.10 | 1.29754 | 1.29790 | 0.00000 | 0.60 | 10011.90 |
19 | 2010.05.06 00:00 | sell | 10 | 0.10 | 1.28182 | 1.28212 | 0.00000 | ||
20 | 2010.05.06 00:02 | s/l | 10 | 0.10 | 1.28212 | 1.28212 | 0.00000 | -3.00 | 10008.90 |
21 | 2010.05.06 00:02 | sell | 11 | 0.10 | 1.28214 | 1.28244 | 0.00000 | ||
22 | 2010.05.06 00:05 | close | 11 | 0.10 | 1.28204 | 1.28244 | 0.00000 | 1.00 | 10009.90 |
23 | 2010.05.06 00:07 | sell | 12 | 0.10 | 1.28233 | 1.28263 | 0.00000 | ||
24 | 2010.05.06 00:10 | close | 12 | 0.10 | 1.28166 | 1.28263 | 0.00000 | 6.70 | 10016.60 |
25 | 2010.05.07 00:00 | buy | 13 | 0.10 | 1.26308 | 1.26278 | 0.00000 | ||
26 | 2010.05.07 00:02 | close | 13 | 0.10 | 1.26421 | 1.26278 | 0.00000 | 11.30 | 10027.90 |
27 | 2010.05.07 00:05 | buy | 14 | 0.10 | 1.26393 | 1.26363 | 0.00000 | ||
28 | 2010.05.07 00:07 | close | 14 | 0.10 | 1.26456 | 1.26363 | 0.00000 | 6.30 | 10034.20 |
29 | 2010.05.07 00:10 | buy | 15 | 0.10 | 1.26323 | 1.26293 | 0.00000 | ||
30 | 2010.05.07 00:12 | close | 15 | 0.10 | 1.26350 | 1.26293 | 0.00000 | 2.70 | 10036.90 |
31 | 2010.05.10 00:00 | buy | 16 | 0.10 | 1.29337 | 1.29307 | 0.00000 | ||
32 | 2010.05.10 00:03 | s/l | 16 | 0.10 | 1.29307 | 1.29307 | 0.00000 | -3.00 | 10033.90 |
33 | 2010.05.10 00:03 | buy | 17 | 0.10 | 1.29124 | 1.29094 | 0.00000 | ||
34 | 2010.05.10 00:06 | close | 17 | 0.10 | 1.29169 | 1.29094 | 0.00000 | 4.50 | 10038.40 |
35 | 2010.05.10 00:10 | buy | 18 | 0.10 | 1.28964 | 1.28934 | 0.00000 | ||
36 | 2010.05.10 00:13 | close | 18 | 0.10 | 1.29009 | 1.28934 | 0.00000 | 4.50 | 10042.90 |
37 | 2010.05.11 00:00 | sell | 19 | 0.10 | 1.27864 | 1.27894 | 0.00000 | ||
38 | 2010.05.11 00:02 | close | 19 | 0.10 | 1.27828 | 1.27894 | 0.00000 | 3.60 | 10046.50 |
39 | 2010.05.11 00:05 | sell | 20 | 0.10 | 1.27826 | 1.27856 | 0.00000 | ||
40 | 2010.05.11 00:07 | close | 20 | 0.10 | 1.27822 | 1.27856 | 0.00000 | 0.40 | 10046.90 |
41 | 2010.05.11 00:10 | sell | 21 | 0.10 | 1.27844 | 1.27874 | 0.00000 | ||
42 | 2010.05.11 00:12 | close | 21 | 0.10 | 1.27846 | 1.27874 | 0.00000 | -0.20 | 10046.70 |
43 | 2010.05.12 00:00 | sell | 22 | 0.10 | 1.26336 | 1.26366 | 0.00000 | ||
44 | 2010.05.12 00:02 | close | 22 | 0.10 | 1.26343 | 1.26366 | 0.00000 | -0.70 | 10046.00 |
45 | 2010.05.12 00:05 | sell | 23 | 0.10 | 1.26322 | 1.26352 | 0.00000 | ||
46 | 2010.05.12 00:07 | s/l | 23 | 0.10 | 1.26352 | 1.26352 | 0.00000 | -3.00 | 10043.00 |
47 | 2010.05.12 00:07 | sell | 24 | 0.10 | 1.26348 | 1.26378 | 0.00000 | ||
48 | 2010.05.12 00:10 | close | 24 | 0.10 | 1.26304 | 1.26378 | 0.00000 | 4.40 | 10047.40 |
49 | 2010.05.13 00:00 | sell | 25 | 0.10 | 1.26329 | 1.26359 | 0.00000 | ||
50 | 2010.05.13 00:03 | close | 25 | 0.10 | 1.26233 | 1.26359 | 0.00000 | 9.60 | 10057.00 |
51 | 2010.05.13 00:06 | sell | 26 | 0.10 | 1.26237 | 1.26267 | 0.00000 | ||
52 | 2010.05.13 00:10 | close | 26 | 0.10 | 1.26221 | 1.26267 | 0.00000 | 1.60 | 10058.60 |
53 | 2010.05.14 00:00 | sell | 27 | 0.10 | 1.25226 | 1.25256 | 0.00000 | ||
54 | 2010.05.14 00:03 | s/l | 27 | 0.10 | 1.25256 | 1.25256 | 0.00000 | -3.00 | 10055.60 |
55 | 2010.05.14 00:03 | sell | 28 | 0.10 | 1.25286 | 1.25316 | 0.00000 | ||
56 | 2010.05.14 00:06 | close | 28 | 0.10 | 1.25282 | 1.25316 | 0.00000 | 0.40 | 10056.00 |
57 | 2010.05.14 00:10 | sell | 29 | 0.10 | 1.25323 | 1.25353 | 0.00000 | ||
58 | 2010.05.14 00:13 | close | 29 | 0.10 | 1.25319 | 1.25353 | 0.00000 | 0.40 | 10056.40 |
59 | 2010.05.17 00:00 | sell | 30 | 0.10 | 1.23502 | 1.23532 | 0.00000 | ||
60 | 2010.05.17 00:02 | close | 30 | 0.10 | 1.23487 | 1.23532 | 0.00000 | 1.50 | 10057.90 |
61 | 2010.05.17 00:05 | sell | 31 | 0.10 | 1.23503 | 1.23533 | 0.00000 | ||
62 | 2010.05.17 00:07 | close | 31 | 0.10 | 1.23463 | 1.23533 | 0.00000 | 4.00 | 10061.90 |
63 | 2010.05.17 00:10 | sell | 32 | 0.10 | 1.23575 | 1.23605 | 0.00000 | ||
64 | 2010.05.17 00:12 | close | 32 | 0.10 | 1.23559 | 1.23605 | 0.00000 | 1.60 | 10063.50 |
65 | 2010.05.18 00:00 | buy | 33 | 0.10 | 1.24001 | 1.23971 | 0.00000 | ||
66 | 2010.05.18 00:02 | close | 33 | 0.10 | 1.23990 | 1.23971 | 0.00000 | -1.10 | 10062.40 |
67 | 2010.05.18 00:05 | buy | 34 | 0.10 | 1.23984 | 1.23954 | 0.00000 | ||
68 | 2010.05.18 00:07 | close | 34 | 0.10 | 1.24004 | 1.23954 | 0.00000 | 2.00 | 10064.40 |
69 | 2010.05.18 00:10 | buy | 35 | 0.10 | 1.23956 | 1.23926 | 0.00000 | ||
70 | 2010.05.18 00:12 | close | 35 | 0.10 | 1.23962 | 1.23926 | 0.00000 | 0.60 | 10065.00 |
71 | 2010.05.19 00:00 | sell | 36 | 0.10 | 1.21724 | 1.21754 | 0.00000 | ||
72 | 2010.05.19 00:02 | s/l | 36 | 0.10 | 1.21754 | 1.21754 | 0.00000 | -3.00 | 10062.00 |
73 | 2010.05.19 00:02 | sell | 37 | 0.10 | 1.21777 | 1.21807 | 0.00000 | ||
74 | 2010.05.19 00:05 | close | 37 | 0.10 | 1.21771 | 1.21807 | 0.00000 | 0.60 | 10062.60 |
75 | 2010.05.19 00:07 | sell | 38 | 0.10 | 1.21791 | 1.21821 | 0.00000 | ||
76 | 2010.05.19 00:10 | close | 38 | 0.10 | 1.21742 | 1.21821 | 0.00000 | 4.90 | 10067.50 |
77 | 2010.05.20 00:00 | buy | 39 | 0.10 | 1.24238 | 1.24208 | 0.00000 | ||
78 | 2010.05.20 00:02 | close | 39 | 0.10 | 1.24211 | 1.24208 | 0.00000 | -2.70 | 10064.80 |
79 | 2010.05.20 00:05 | buy | 40 | 0.10 | 1.24199 | 1.24169 | 0.00000 | ||
80 | 2010.05.20 00:07 | close | 40 | 0.10 | 1.24232 | 1.24169 | 0.00000 | 3.30 | 10068.10 |
81 | 2010.05.20 00:10 | buy | 41 | 0.10 | 1.24157 | 1.24127 | 0.00000 | ||
82 | 2010.05.20 00:12 | close | 41 | 0.10 | 1.24170 | 1.24127 | 0.00000 | 1.30 | 10069.40 |
83 | 2010.05.21 00:00 | sell | 42 | 0.10 | 1.24698 | 1.24728 | 0.00000 | ||
84 | 2010.05.21 00:02 | close | 42 | 0.10 | 1.24652 | 1.24728 | 0.00000 | 4.60 | 10074.00 |
85 | 2010.05.21 00:05 | sell | 43 | 0.10 | 1.24668 | 1.24698 | 0.00000 | ||
86 | 2010.05.21 00:07 | close | 43 | 0.10 | 1.24627 | 1.24698 | 0.00000 | 4.10 | 10078.10 |
87 | 2010.05.21 00:10 | sell | 44 | 0.10 | 1.24742 | 1.24772 | 0.00000 | ||
88 | 2010.05.21 00:12 | close | 44 | 0.10 | 1.24725 | 1.24772 | 0.00000 | 1.70 | 10079.80 |
89 | 2010.05.24 00:00 | sell | 45 | 0.10 | 1.25457 | 1.25487 | 0.00000 | ||
90 | 2010.05.24 00:02 | s/l | 45 | 0.10 | 1.25487 | 1.25487 | 0.00000 | -3.00 | 10076.80 |
91 | 2010.05.24 00:02 | sell | 46 | 0.10 | 1.25601 | 1.25631 | 0.00000 | ||
92 | 2010.05.24 00:05 | close | 46 | 0.10 | 1.25581 | 1.25631 | 0.00000 | 2.00 | 10078.80 |
93 | 2010.05.24 00:07 | sell | 47 | 0.10 | 1.25628 | 1.25658 | 0.00000 | ||
94 | 2010.05.24 00:10 | close | 47 | 0.10 | 1.25527 | 1.25658 | 0.00000 | 10.10 | 10088.90 |
95 | 2010.05.25 00:00 | sell | 48 | 0.10 | 1.23488 | 1.23518 | 0.00000 | ||
96 | 2010.05.25 00:02 | close | 48 | 0.10 | 1.23488 | 1.23518 | 0.00000 | 0.00 | 10088.90 |
97 | 2010.05.25 00:05 | sell | 49 | 0.10 | 1.23464 | 1.23494 | 0.00000 | ||
98 | 2010.05.25 00:07 | s/l | 49 | 0.10 | 1.23494 | 1.23494 | 0.00000 | -3.00 | 10085.90 |
99 | 2010.05.25 00:07 | sell | 50 | 0.10 | 1.23496 | 1.23526 | 0.00000 | ||
100 | 2010.05.25 00:10 | close | 50 | 0.10 | 1.23439 | 1.23526 | 0.00000 | 5.70 | 10091.60 |
101 | 2010.05.26 00:00 | buy | 51 | 0.10 | 1.23715 | 1.23685 | 0.00000 | ||
102 | 2010.05.26 00:05 | s/l | 51 | 0.10 | 1.23685 | 1.23685 | 0.00000 | -3.00 | 10088.60 |
103 | 2010.05.26 00:05 | buy | 52 | 0.10 | 1.23619 | 1.23589 | 0.00000 | ||
104 | 2010.05.26 00:10 | close | 52 | 0.10 | 1.23635 | 1.23589 | 0.00000 | 1.60 | 10090.20 |
105 | 2010.05.27 00:00 | sell | 53 | 0.10 | 1.21601 | 1.21631 | 0.00000 | ||
106 | 2010.05.27 00:02 | close | 53 | 0.10 | 1.21554 | 1.21631 | 0.00000 | 4.70 | 10094.90 |
107 | 2010.05.27 00:05 | sell | 54 | 0.10 | 1.21558 | 1.21588 | 0.00000 | ||
108 | 2010.05.27 00:07 | close | 54 | 0.10 | 1.21542 | 1.21588 | 0.00000 | 1.60 | 10096.50 |
109 | 2010.05.27 00:10 | sell | 55 | 0.10 | 1.21593 | 1.21623 | 0.00000 | ||
110 | 2010.05.27 00:12 | close | 55 | 0.10 | 1.21589 | 1.21623 | 0.00000 | 0.40 | 10096.90 |
111 | 2010.05.28 00:00 | sell | 56 | 0.10 | 1.23568 | 1.23598 | 0.00000 | ||
112 | 2010.05.28 00:02 | close | 56 | 0.10 | 1.23597 | 1.23598 | 0.00000 | -2.90 | 10094.00 |
113 | 2010.05.28 00:05 | sell | 57 | 0.10 | 1.23574 | 1.23604 | 0.00000 | ||
114 | 2010.05.28 00:07 | s/l | 57 | 0.10 | 1.23604 | 1.23604 | 0.00000 | -3.00 | 10091.00 |
115 | 2010.05.28 00:07 | sell | 58 | 0.10 | 1.23604 | 1.23634 | 0.00000 | ||
116 | 2010.05.28 00:10 | close | 58 | 0.10 | 1.23552 | 1.23634 | 0.00000 | 5.20 | 10096.20 |