Strategy Tester Report
_FT_Fractal_MA
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 | lwmaper1=4; lwmaper2=8; lwmapertrend=40; lwmatrendchart=1; SL=150; TP=150; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
| Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -7.51 | Gross profit | 14.99 | Gross loss | -22.50 |
| Profit factor | 0.67 | Expected payoff | -0.30 | ||
| Absolute drawdown | 7.51 | Maximal drawdown | 9.23 (0.09%) | Relative drawdown | 0.09% (9.23) |
| Total trades | 25 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 25 (40.00%) |
| Profit trades (% of total) | 10 (40.00%) | Loss trades (% of total) | 15 (60.00%) | ||
| Largest | profit trade | 1.50 | loss trade | -1.50 | |
| Average | profit trade | 1.50 | loss trade | -1.50 | |
| Maximum | consecutive wins (profit in money) | 2 (3.00) | consecutive losses (loss in money) | 3 (-4.50) | |
| Maximal | consecutive profit (count of wins) | 3.00 (2) | consecutive loss (count of losses) | -4.50 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.03 10:00 | buy | 1 | 0.01 | 1.32379 | 1.32229 | 1.32529 | ||
| 2 | 2010.05.03 16:10 | s/l | 1 | 0.01 | 1.32229 | 1.32229 | 1.32529 | -1.50 | 9998.50 |
| 3 | 2010.05.03 22:00 | buy | 2 | 0.01 | 1.31961 | 1.31811 | 1.32111 | ||
| 4 | 2010.05.04 02:50 | t/p | 2 | 0.01 | 1.32111 | 1.31811 | 1.32111 | 1.49 | 9999.99 |
| 5 | 2010.05.04 03:00 | buy | 3 | 0.01 | 1.32113 | 1.31963 | 1.32263 | ||
| 6 | 2010.05.04 04:50 | s/l | 3 | 0.01 | 1.31963 | 1.31963 | 1.32263 | -1.50 | 9998.49 |
| 7 | 2010.05.05 08:00 | buy | 4 | 0.01 | 1.29719 | 1.29569 | 1.29869 | ||
| 8 | 2010.05.05 08:20 | t/p | 4 | 0.01 | 1.29869 | 1.29569 | 1.29869 | 1.50 | 9999.99 |
| 9 | 2010.05.06 03:00 | buy | 5 | 0.01 | 1.28379 | 1.28229 | 1.28529 | ||
| 10 | 2010.05.06 04:46 | t/p | 5 | 0.01 | 1.28529 | 1.28229 | 1.28529 | 1.50 | 10001.49 |
| 11 | 2010.05.07 02:00 | buy | 6 | 0.01 | 1.26559 | 1.26409 | 1.26709 | ||
| 12 | 2010.05.07 02:10 | s/l | 6 | 0.01 | 1.26409 | 1.26409 | 1.26709 | -1.50 | 9999.99 |
| 13 | 2010.05.07 20:00 | buy | 7 | 0.01 | 1.27341 | 1.27191 | 1.27491 | ||
| 14 | 2010.05.07 20:20 | s/l | 7 | 0.01 | 1.27191 | 1.27191 | 1.27491 | -1.50 | 9998.49 |
| 15 | 2010.05.11 16:00 | buy | 8 | 0.01 | 1.27308 | 1.27158 | 1.27458 | ||
| 16 | 2010.05.11 16:33 | s/l | 8 | 0.01 | 1.27158 | 1.27158 | 1.27458 | -1.50 | 9996.99 |
| 17 | 2010.05.12 10:00 | buy | 9 | 0.01 | 1.26686 | 1.26536 | 1.26836 | ||
| 18 | 2010.05.12 10:10 | t/p | 9 | 0.01 | 1.26836 | 1.26536 | 1.26836 | 1.50 | 9998.49 |
| 19 | 2010.05.13 02:00 | buy | 10 | 0.01 | 1.26475 | 1.26325 | 1.26625 | ||
| 20 | 2010.05.13 02:50 | s/l | 10 | 0.01 | 1.26325 | 1.26325 | 1.26625 | -1.50 | 9996.99 |
| 21 | 2010.05.13 20:00 | buy | 11 | 0.01 | 1.25853 | 1.25703 | 1.26003 | ||
| 22 | 2010.05.13 20:40 | s/l | 11 | 0.01 | 1.25703 | 1.25703 | 1.26003 | -1.50 | 9995.49 |
| 23 | 2010.05.14 04:00 | buy | 12 | 0.01 | 1.25379 | 1.25229 | 1.25529 | ||
| 24 | 2010.05.14 07:15 | t/p | 12 | 0.01 | 1.25529 | 1.25229 | 1.25529 | 1.50 | 9996.99 |
| 25 | 2010.05.17 12:00 | buy | 13 | 0.01 | 1.23012 | 1.22862 | 1.23162 | ||
| 26 | 2010.05.17 12:20 | t/p | 13 | 0.01 | 1.23162 | 1.22862 | 1.23162 | 1.50 | 9998.49 |
| 27 | 2010.05.17 21:00 | buy | 14 | 0.01 | 1.23880 | 1.23730 | 1.24030 | ||
| 28 | 2010.05.17 21:20 | s/l | 14 | 0.01 | 1.23730 | 1.23730 | 1.24030 | -1.50 | 9996.99 |
| 29 | 2010.05.18 09:00 | buy | 15 | 0.01 | 1.23869 | 1.23719 | 1.24019 | ||
| 30 | 2010.05.18 09:07 | s/l | 15 | 0.01 | 1.23719 | 1.23719 | 1.24019 | -1.50 | 9995.49 |
| 31 | 2010.05.19 05:00 | buy | 16 | 0.01 | 1.22042 | 1.21892 | 1.22192 | ||
| 32 | 2010.05.19 05:20 | t/p | 16 | 0.01 | 1.22192 | 1.21892 | 1.22192 | 1.50 | 9996.99 |
| 33 | 2010.05.19 14:00 | buy | 17 | 0.01 | 1.22140 | 1.21990 | 1.22290 | ||
| 34 | 2010.05.19 14:10 | t/p | 17 | 0.01 | 1.22290 | 1.21990 | 1.22290 | 1.50 | 9998.49 |
| 35 | 2010.05.20 09:00 | buy | 18 | 0.01 | 1.24203 | 1.24053 | 1.24353 | ||
| 36 | 2010.05.20 09:15 | s/l | 18 | 0.01 | 1.24053 | 1.24053 | 1.24353 | -1.50 | 9996.99 |
| 37 | 2010.05.21 02:00 | buy | 19 | 0.01 | 1.25417 | 1.25267 | 1.25567 | ||
| 38 | 2010.05.21 02:10 | s/l | 19 | 0.01 | 1.25267 | 1.25267 | 1.25567 | -1.50 | 9995.49 |
| 39 | 2010.05.21 15:00 | buy | 20 | 0.01 | 1.25733 | 1.25583 | 1.25883 | ||
| 40 | 2010.05.21 15:15 | s/l | 20 | 0.01 | 1.25583 | 1.25583 | 1.25883 | -1.50 | 9993.99 |
| 41 | 2010.05.25 16:00 | buy | 21 | 0.01 | 1.22363 | 1.22213 | 1.22513 | ||
| 42 | 2010.05.25 16:15 | t/p | 21 | 0.01 | 1.22513 | 1.22213 | 1.22513 | 1.50 | 9995.49 |
| 43 | 2010.05.26 11:00 | buy | 22 | 0.01 | 1.23358 | 1.23208 | 1.23508 | ||
| 44 | 2010.05.26 11:20 | s/l | 22 | 0.01 | 1.23208 | 1.23208 | 1.23508 | -1.50 | 9993.99 |
| 45 | 2010.05.27 03:00 | buy | 23 | 0.01 | 1.22000 | 1.21850 | 1.22150 | ||
| 46 | 2010.05.27 03:20 | t/p | 23 | 0.01 | 1.22150 | 1.21850 | 1.22150 | 1.50 | 9995.49 |
| 47 | 2010.05.27 18:00 | buy | 24 | 0.01 | 1.23699 | 1.23549 | 1.23849 | ||
| 48 | 2010.05.27 18:15 | s/l | 24 | 0.01 | 1.23549 | 1.23549 | 1.23849 | -1.50 | 9993.99 |
| 49 | 2010.05.28 09:00 | buy | 25 | 0.01 | 1.23514 | 1.23364 | 1.23664 | ||
| 50 | 2010.05.28 09:20 | s/l | 25 | 0.01 | 1.23364 | 1.23364 | 1.23664 | -1.50 | 9992.49 |