Strategy Tester Report
ADX_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 | per_MA=21; per_ADX=14; porog_ADX=16; TakeProfit_Buy=1300; StopLoss_Buy=30; TrailingStop_Buy=270; TakeProfit_Sell=160; StopLoss_Sell=50; TrailingStop_Sell=20; Lots=0.1; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -12.48 | Gross profit | 107.32 | Gross loss | -119.80 |
Profit factor | 0.90 | Expected payoff | -0.40 | ||
Absolute drawdown | 72.78 | Maximal drawdown | 76.78 (0.77%) | Relative drawdown | 0.77% (76.78) |
Total trades | 31 | Short positions (won %) | 16 (12.50%) | Long positions (won %) | 15 (13.33%) |
Profit trades (% of total) | 4 (12.90%) | Loss trades (% of total) | 27 (87.10%) | ||
Largest | profit trade | 76.50 | loss trade | -5.40 | |
Average | profit trade | 26.83 | loss trade | -4.44 | |
Maximum | consecutive wins (profit in money) | 1 (76.50) | consecutive losses (loss in money) | 11 (-49.40) | |
Maximal | consecutive profit (count of wins) | 76.50 (1) | consecutive loss (count of losses) | -49.40 (11) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 03:00 | sell | 1 | 0.10 | 1.32630 | 1.32684 | 1.32470 | ||
2 | 2010.05.03 03:02 | s/l | 1 | 0.10 | 1.32684 | 1.32684 | 1.32470 | -5.40 | 9994.60 |
3 | 2010.05.07 13:00 | buy | 2 | 0.10 | 1.27866 | 1.27832 | 1.29166 | ||
4 | 2010.05.07 13:10 | s/l | 2 | 0.10 | 1.27832 | 1.27832 | 1.29166 | -3.40 | 9991.20 |
5 | 2010.05.07 14:00 | sell | 3 | 0.10 | 1.27306 | 1.27360 | 1.27146 | ||
6 | 2010.05.07 14:13 | s/l | 3 | 0.10 | 1.27360 | 1.27360 | 1.27146 | -5.40 | 9985.80 |
7 | 2010.05.10 17:00 | sell | 4 | 0.10 | 1.28376 | 1.28430 | 1.28216 | ||
8 | 2010.05.10 17:10 | s/l | 4 | 0.10 | 1.28430 | 1.28430 | 1.28216 | -5.40 | 9980.40 |
9 | 2010.05.10 18:00 | buy | 5 | 0.10 | 1.28614 | 1.28580 | 1.29914 | ||
10 | 2010.05.10 18:15 | s/l | 5 | 0.10 | 1.28580 | 1.28580 | 1.29914 | -3.40 | 9977.00 |
11 | 2010.05.10 19:00 | sell | 6 | 0.10 | 1.28098 | 1.28152 | 1.27938 | ||
12 | 2010.05.10 19:07 | s/l | 6 | 0.10 | 1.28152 | 1.28152 | 1.27938 | -5.40 | 9971.60 |
13 | 2010.05.12 11:00 | buy | 7 | 0.10 | 1.27227 | 1.27193 | 1.28527 | ||
14 | 2010.05.12 11:02 | s/l | 7 | 0.10 | 1.27193 | 1.27193 | 1.28527 | -3.40 | 9968.20 |
15 | 2010.05.12 12:00 | sell | 8 | 0.10 | 1.26969 | 1.27023 | 1.26809 | ||
16 | 2010.05.12 12:02 | s/l | 8 | 0.10 | 1.27023 | 1.27023 | 1.26809 | -5.40 | 9962.80 |
17 | 2010.05.13 08:00 | buy | 9 | 0.10 | 1.26715 | 1.26681 | 1.28015 | ||
18 | 2010.05.13 08:15 | s/l | 9 | 0.10 | 1.26681 | 1.26681 | 1.28015 | -3.40 | 9959.40 |
19 | 2010.05.13 10:00 | sell | 10 | 0.10 | 1.26461 | 1.26515 | 1.26301 | ||
20 | 2010.05.13 10:02 | s/l | 10 | 0.10 | 1.26515 | 1.26515 | 1.26301 | -5.40 | 9954.00 |
21 | 2010.05.17 23:00 | buy | 11 | 0.10 | 1.23950 | 1.23916 | 1.25250 | ||
22 | 2010.05.17 23:15 | s/l | 11 | 0.10 | 1.23916 | 1.23916 | 1.25250 | -3.40 | 9950.60 |
23 | 2010.05.18 01:00 | sell | 12 | 0.10 | 1.23899 | 1.23953 | 1.23739 | ||
24 | 2010.05.18 02:00 | modify | 12 | 0.10 | 1.23899 | 1.23850 | 1.23739 | ||
25 | 2010.05.18 02:07 | s/l | 12 | 0.10 | 1.23850 | 1.23850 | 1.23739 | 4.90 | 9955.50 |
26 | 2010.05.18 09:00 | buy | 13 | 0.10 | 1.23853 | 1.23819 | 1.25153 | ||
27 | 2010.05.18 09:02 | s/l | 13 | 0.10 | 1.23819 | 1.23819 | 1.25153 | -3.40 | 9952.10 |
28 | 2010.05.18 17:00 | sell | 14 | 0.10 | 1.23730 | 1.23784 | 1.23570 | ||
29 | 2010.05.18 17:02 | t/p | 14 | 0.10 | 1.23570 | 1.23784 | 1.23570 | 16.00 | 9968.10 |
30 | 2010.05.19 15:00 | buy | 15 | 0.10 | 1.23141 | 1.23107 | 1.24441 | ||
31 | 2010.05.19 15:10 | s/l | 15 | 0.10 | 1.23107 | 1.23107 | 1.24441 | -3.40 | 9964.70 |
32 | 2010.05.20 17:00 | sell | 16 | 0.10 | 1.23336 | 1.23390 | 1.23176 | ||
33 | 2010.05.20 17:06 | s/l | 16 | 0.10 | 1.23390 | 1.23390 | 1.23176 | -5.40 | 9959.30 |
34 | 2010.05.20 18:00 | buy | 17 | 0.10 | 1.23694 | 1.23660 | 1.24994 | ||
35 | 2010.05.20 18:15 | s/l | 17 | 0.10 | 1.23660 | 1.23660 | 1.24994 | -3.40 | 9955.90 |
36 | 2010.05.24 08:00 | sell | 18 | 0.10 | 1.24945 | 1.24999 | 1.24785 | ||
37 | 2010.05.24 08:10 | s/l | 18 | 0.10 | 1.24999 | 1.24999 | 1.24785 | -5.40 | 9950.50 |
38 | 2010.05.25 22:00 | buy | 19 | 0.10 | 1.23337 | 1.23303 | 1.24637 | ||
39 | 2010.05.26 00:00 | modify | 19 | 0.10 | 1.23337 | 1.23437 | 1.24637 | ||
40 | 2010.05.26 00:50 | s/l | 19 | 0.10 | 1.23437 | 1.23437 | 1.24637 | 9.92 | 9960.42 |
41 | 2010.05.26 03:00 | sell | 20 | 0.10 | 1.23110 | 1.23164 | 1.22950 | ||
42 | 2010.05.26 03:07 | s/l | 20 | 0.10 | 1.23164 | 1.23164 | 1.22950 | -5.40 | 9955.02 |
43 | 2010.05.26 11:00 | buy | 21 | 0.10 | 1.23342 | 1.23308 | 1.24642 | ||
44 | 2010.05.26 11:10 | s/l | 21 | 0.10 | 1.23308 | 1.23308 | 1.24642 | -3.40 | 9951.62 |
45 | 2010.05.26 13:00 | sell | 22 | 0.10 | 1.23150 | 1.23204 | 1.22990 | ||
46 | 2010.05.26 13:10 | s/l | 22 | 0.10 | 1.23204 | 1.23204 | 1.22990 | -5.40 | 9946.22 |
47 | 2010.05.27 07:00 | buy | 23 | 0.10 | 1.22729 | 1.22695 | 1.24029 | ||
48 | 2010.05.27 07:15 | s/l | 23 | 0.10 | 1.22695 | 1.22695 | 1.24029 | -3.40 | 9942.82 |
49 | 2010.05.27 11:00 | sell | 24 | 0.10 | 1.22541 | 1.22595 | 1.22381 | ||
50 | 2010.05.27 11:10 | s/l | 24 | 0.10 | 1.22595 | 1.22595 | 1.22381 | -5.40 | 9937.42 |
51 | 2010.05.27 12:00 | buy | 25 | 0.10 | 1.22889 | 1.22855 | 1.24189 | ||
52 | 2010.05.27 12:02 | s/l | 25 | 0.10 | 1.22855 | 1.22855 | 1.24189 | -3.40 | 9934.02 |
53 | 2010.05.27 14:00 | sell | 26 | 0.10 | 1.22633 | 1.22687 | 1.22473 | ||
54 | 2010.05.27 14:15 | s/l | 26 | 0.10 | 1.22687 | 1.22687 | 1.22473 | -5.40 | 9928.62 |
55 | 2010.05.27 17:00 | buy | 27 | 0.10 | 1.22644 | 1.22610 | 1.23944 | ||
56 | 2010.05.27 18:00 | buy | 28 | 0.10 | 1.23683 | 1.23649 | 1.24983 | ||
57 | 2010.05.27 18:00 | modify | 27 | 0.10 | 1.22644 | 1.23409 | 1.23944 | ||
58 | 2010.05.27 18:05 | s/l | 28 | 0.10 | 1.23649 | 1.23649 | 1.24983 | -3.40 | 9925.22 |
59 | 2010.05.27 18:20 | s/l | 27 | 0.10 | 1.23409 | 1.23409 | 1.23944 | 76.50 | 10001.72 |
60 | 2010.05.28 05:00 | sell | 29 | 0.10 | 1.22915 | 1.22969 | 1.22755 | ||
61 | 2010.05.28 05:20 | s/l | 29 | 0.10 | 1.22969 | 1.22969 | 1.22755 | -5.40 | 9996.32 |
62 | 2010.05.28 06:00 | buy | 30 | 0.10 | 1.22997 | 1.22963 | 1.24297 | ||
63 | 2010.05.28 06:15 | s/l | 30 | 0.10 | 1.22963 | 1.22963 | 1.24297 | -3.40 | 9992.92 |
64 | 2010.05.28 19:00 | sell | 31 | 0.10 | 1.23255 | 1.23309 | 1.23095 | ||
65 | 2010.05.28 19:07 | s/l | 31 | 0.10 | 1.23309 | 1.23309 | 1.23095 | -5.40 | 9987.52 |