Strategy Tester Report
ADX Simple
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 | Autor=""Rafael"; Desc1=""If"; Desc2=""alertpay"; Desc3=""Thanks"; Lots=0.01; ADX=25; NumeroMagico=100; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -425.94 | Gross profit | 11792.27 | Gross loss | -12218.22 |
Profit factor | 0.97 | Expected payoff | -23.66 | ||
Absolute drawdown | 2047.60 | Maximal drawdown | 9990.60 (55.68%) | Relative drawdown | 55.68% (9990.60) |
Total trades | 18 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 5 (20.00%) |
Profit trades (% of total) | 9 (50.00%) | Loss trades (% of total) | 9 (50.00%) | ||
Largest | profit trade | 5373.80 | loss trade | -4555.12 | |
Average | profit trade | 1310.25 | loss trade | -1357.58 | |
Maximum | consecutive wins (profit in money) | 2 (2401.92) | consecutive losses (loss in money) | 4 (-4748.99) | |
Maximal | consecutive profit (count of wins) | 5373.80 (1) | consecutive loss (count of losses) | -4748.99 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 02:00 | sell | 1 | 1.00 | 1.33110 | 0.00000 | 0.00000 | ||
2 | 2010.05.07 12:40 | close | 1 | 1.00 | 1.27729 | 0.00000 | 0.00000 | 5373.80 | 15373.80 |
3 | 2010.05.07 16:15 | sell | 2 | 1.53 | 1.26361 | 0.00000 | 0.00000 | ||
4 | 2010.05.10 00:00 | close | 2 | 1.53 | 1.29337 | 0.00000 | 0.00000 | -4555.12 | 10818.68 |
5 | 2010.05.10 05:15 | buy | 3 | 1.08 | 1.29553 | 0.00000 | 0.00000 | ||
6 | 2010.05.10 14:10 | close | 3 | 1.08 | 1.29601 | 0.00000 | 0.00000 | 51.84 | 10870.52 |
7 | 2010.05.10 16:02 | sell | 4 | 1.08 | 1.28771 | 0.00000 | 0.00000 | ||
8 | 2010.05.13 04:15 | close | 4 | 1.08 | 1.26589 | 0.00000 | 0.00000 | 2350.08 | 13220.60 |
9 | 2010.05.13 08:02 | buy | 5 | 1.32 | 1.26807 | 0.00000 | 0.00000 | ||
10 | 2010.05.13 10:33 | close | 5 | 1.32 | 1.26075 | 0.00000 | 0.00000 | -966.24 | 12254.36 |
11 | 2010.05.13 11:20 | sell | 6 | 1.22 | 1.25618 | 0.00000 | 0.00000 | ||
12 | 2010.05.14 07:15 | close | 6 | 1.22 | 1.25542 | 0.00000 | 0.00000 | 91.26 | 12345.62 |
13 | 2010.05.14 10:10 | sell | 7 | 1.23 | 1.25128 | 0.00000 | 0.00000 | ||
14 | 2010.05.18 00:07 | close | 7 | 1.23 | 1.24012 | 0.00000 | 0.00000 | 1369.73 | 13715.35 |
15 | 2010.05.18 02:15 | sell | 8 | 1.37 | 1.23614 | 0.00000 | 0.00000 | ||
16 | 2010.05.18 10:20 | close | 8 | 1.37 | 1.24320 | 0.00000 | 0.00000 | -967.22 | 12748.13 |
17 | 2010.05.18 17:02 | sell | 9 | 1.27 | 1.23554 | 0.00000 | 0.00000 | ||
18 | 2010.05.19 16:20 | close | 9 | 1.27 | 1.23497 | 0.00000 | 0.00000 | 70.87 | 12818.99 |
19 | 2010.05.19 22:45 | buy | 10 | 1.28 | 1.24147 | 0.00000 | 0.00000 | ||
20 | 2010.05.20 01:50 | close | 10 | 1.28 | 1.23759 | 0.00000 | 0.00000 | -499.71 | 12319.28 |
21 | 2010.05.20 03:15 | sell | 11 | 1.23 | 1.23393 | 0.00000 | 0.00000 | ||
22 | 2010.05.20 20:15 | close | 11 | 1.23 | 1.25307 | 0.00000 | 0.00000 | -2354.22 | 9965.06 |
23 | 2010.05.20 23:20 | sell | 12 | 0.99 | 1.24574 | 0.00000 | 0.00000 | ||
24 | 2010.05.21 03:40 | close | 12 | 0.99 | 1.25537 | 0.00000 | 0.00000 | -954.56 | 9010.50 |
25 | 2010.05.21 05:50 | buy | 13 | 0.90 | 1.25986 | 0.00000 | 0.00000 | ||
26 | 2010.05.21 09:20 | close | 13 | 0.90 | 1.24941 | 0.00000 | 0.00000 | -940.50 | 8070.00 |
27 | 2010.05.21 22:20 | sell | 14 | 0.80 | 1.25577 | 0.00000 | 0.00000 | ||
28 | 2010.05.25 23:10 | close | 14 | 0.80 | 1.23643 | 0.00000 | 0.00000 | 1545.28 | 9615.28 |
29 | 2010.05.26 14:20 | sell | 15 | 0.96 | 1.22964 | 0.00000 | 0.00000 | ||
30 | 2010.05.27 06:40 | close | 15 | 0.96 | 1.22679 | 0.00000 | 0.00000 | 270.14 | 9885.43 |
31 | 2010.05.28 01:20 | sell | 16 | 0.98 | 1.23364 | 0.00000 | 0.00000 | ||
32 | 2010.05.28 10:03 | close | 16 | 0.98 | 1.23689 | 0.00000 | 0.00000 | -318.50 | 9566.93 |
33 | 2010.05.28 10:50 | buy | 17 | 0.95 | 1.24539 | 0.00000 | 0.00000 | ||
34 | 2010.05.28 13:20 | close | 17 | 0.95 | 1.23842 | 0.00000 | 0.00000 | -662.15 | 8904.78 |
35 | 2010.05.28 15:20 | sell | 18 | 0.89 | 1.23461 | 0.00000 | 0.00000 | ||
36 | 2010.05.28 22:59 | close at stop | 18 | 0.89 | 1.22709 | 0.00000 | 0.00000 | 669.28 | 9574.06 |