Strategy Tester Report
_Turtle Channel System
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=1; Slippage=3; Magic=20051006; LngPeriod=20; ShtPeriod=10; Entry_Stop=50; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -944.20 | Gross profit | 0.00 | Gross loss | -944.20 |
Profit factor | 0.00 | Expected payoff | -62.95 | ||
Absolute drawdown | 944.20 | Maximal drawdown | 1177.00 (11.50%) | Relative drawdown | 11.50% (1177.00) |
Total trades | 15 | Short positions (won %) | 14 (0.00%) | Long positions (won %) | 1 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 15 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -67.00 | |
Average | profit trade | 0.00 | loss trade | -62.95 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 15 (-944.20) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -944.20 (15) | |
Average | consecutive wins | 0 | consecutive losses | 15 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 03:20 | sell | 1 | 1.00 | 1.32288 | 1.32355 | 0.00000 | ||
2 | 2010.05.03 03:22 | s/l | 1 | 1.00 | 1.32355 | 1.32355 | 0.00000 | -67.00 | 9933.00 |
3 | 2010.05.04 09:20 | sell | 2 | 1.00 | 1.31459 | 1.31526 | 0.00000 | ||
4 | 2010.05.04 09:22 | s/l | 2 | 1.00 | 1.31526 | 1.31526 | 0.00000 | -67.00 | 9866.00 |
5 | 2010.05.05 09:50 | sell | 3 | 1.00 | 1.29347 | 1.29414 | 0.00000 | ||
6 | 2010.05.05 09:52 | s/l | 3 | 1.00 | 1.29414 | 1.29414 | 0.00000 | -67.00 | 9799.00 |
7 | 2010.05.06 13:45 | sell | 4 | 1.00 | 1.27357 | 1.27424 | 0.00000 | ||
8 | 2010.05.06 14:20 | s/l | 4 | 1.00 | 1.27424 | 1.27424 | 0.00000 | -67.00 | 9732.00 |
9 | 2010.05.10 19:05 | sell | 5 | 1.00 | 1.28065 | 1.28132 | 0.00000 | ||
10 | 2010.05.10 19:07 | s/l | 5 | 1.00 | 1.28132 | 1.28132 | 0.00000 | -67.00 | 9665.00 |
11 | 2010.05.11 22:45 | sell | 6 | 1.00 | 1.26636 | 1.26703 | 0.00000 | ||
12 | 2010.05.12 08:00 | modify | 6 | 1.00 | 1.26636 | 1.26680 | 0.00000 | ||
13 | 2010.05.12 09:00 | modify | 6 | 1.00 | 1.26636 | 1.26641 | 0.00000 | ||
14 | 2010.05.12 09:20 | s/l | 6 | 1.00 | 1.26641 | 1.26641 | 0.00000 | -6.20 | 9658.80 |
15 | 2010.05.13 10:33 | sell | 7 | 1.00 | 1.26075 | 1.26142 | 0.00000 | ||
16 | 2010.05.13 10:36 | s/l | 7 | 1.00 | 1.26142 | 1.26142 | 0.00000 | -67.00 | 9591.80 |
17 | 2010.05.14 10:50 | sell | 8 | 1.00 | 1.24804 | 1.24871 | 0.00000 | ||
18 | 2010.05.14 10:52 | s/l | 8 | 1.00 | 1.24871 | 1.24871 | 0.00000 | -67.00 | 9524.80 |
19 | 2010.05.17 00:00 | sell | 9 | 1.00 | 1.23502 | 1.23569 | 0.00000 | ||
20 | 2010.05.17 00:10 | s/l | 9 | 1.00 | 1.23569 | 1.23569 | 0.00000 | -67.00 | 9457.80 |
21 | 2010.05.18 19:15 | sell | 10 | 1.00 | 1.23026 | 1.23093 | 0.00000 | ||
22 | 2010.05.18 19:32 | s/l | 10 | 1.00 | 1.23093 | 1.23093 | 0.00000 | -67.00 | 9390.80 |
23 | 2010.05.19 23:55 | buy | 11 | 1.00 | 1.24309 | 1.24242 | 0.00000 | ||
24 | 2010.05.19 23:59 | s/l | 11 | 1.00 | 1.24242 | 1.24242 | 0.00000 | -67.00 | 9323.80 |
25 | 2010.05.24 09:50 | sell | 12 | 1.00 | 1.24653 | 1.24720 | 0.00000 | ||
26 | 2010.05.24 09:52 | s/l | 12 | 1.00 | 1.24720 | 1.24720 | 0.00000 | -67.00 | 9256.80 |
27 | 2010.05.25 09:50 | sell | 13 | 1.00 | 1.22182 | 1.22249 | 0.00000 | ||
28 | 2010.05.25 09:52 | s/l | 13 | 1.00 | 1.22249 | 1.22249 | 0.00000 | -67.00 | 9189.80 |
29 | 2010.05.26 14:50 | sell | 14 | 1.00 | 1.22471 | 1.22538 | 0.00000 | ||
30 | 2010.05.26 14:52 | s/l | 14 | 1.00 | 1.22538 | 1.22538 | 0.00000 | -67.00 | 9122.80 |
31 | 2010.05.28 20:02 | sell | 15 | 1.00 | 1.22787 | 1.22854 | 0.00000 | ||
32 | 2010.05.28 20:10 | s/l | 15 | 1.00 | 1.22854 | 1.22854 | 0.00000 | -67.00 | 9055.80 |