Strategy Tester Report
Agent_Fx_v07_XZ_d_ss_Martin
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 | block_01="""; LotSize=1; MM=false; LotExponent=7; LotExponentStart=1; LotExponentMax=3; SL=200; TP=41; kCCI=27; block_02="""; AllPositions=false; ProfitTrailing=false; TrailingStop=30; TrailingStep=8; UseSound=false; block_03="""; uplot=false; lotmin=0.1; lotmax=0.7; lotstep=0.1; lastprofit=1; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 68.60 | Gross profit | 451.00 | Gross loss | -382.40 |
Profit factor | 1.18 | Expected payoff | 3.27 | ||
Absolute drawdown | 94.00 | Maximal drawdown | 214.40 (2.11%) | Relative drawdown | 2.11% (214.40) |
Total trades | 21 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 11 (54.55%) |
Profit trades (% of total) | 11 (52.38%) | Loss trades (% of total) | 10 (47.62%) | ||
Largest | profit trade | 41.00 | loss trade | -40.40 | |
Average | profit trade | 41.00 | loss trade | -38.24 | |
Maximum | consecutive wins (profit in money) | 5 (205.00) | consecutive losses (loss in money) | 4 (-154.40) | |
Maximal | consecutive profit (count of wins) | 205.00 (5) | consecutive loss (count of losses) | -154.40 (4) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.04 00:59 | buy | 1 | 1.00 | 1.31990 | 1.31790 | 1.32031 | ||
2 | 2010.05.04 00:59 | modify | 1 | 1.00 | 1.31990 | 1.31952 | 1.32031 | ||
3 | 2010.05.04 01:20 | s/l | 1 | 1.00 | 1.31952 | 1.31952 | 1.32031 | -38.00 | 9962.00 |
4 | 2010.05.05 16:59 | buy | 2 | 1.00 | 1.28670 | 1.28470 | 1.28711 | ||
5 | 2010.05.05 16:59 | modify | 2 | 1.00 | 1.28670 | 1.28632 | 1.28711 | ||
6 | 2010.05.05 17:02 | s/l | 2 | 1.00 | 1.28632 | 1.28632 | 1.28711 | -38.00 | 9924.00 |
7 | 2010.05.06 15:59 | buy | 3 | 1.00 | 1.27475 | 1.27275 | 1.27516 | ||
8 | 2010.05.06 15:59 | modify | 3 | 1.00 | 1.27475 | 1.27437 | 1.27516 | ||
9 | 2010.05.06 16:02 | t/p | 3 | 1.00 | 1.27516 | 1.27437 | 1.27516 | 41.00 | 9965.00 |
10 | 2010.05.07 13:59 | sell | 4 | 1.00 | 1.27309 | 1.27509 | 1.27268 | ||
11 | 2010.05.07 13:59 | modify | 4 | 1.00 | 1.27309 | 1.27347 | 1.27268 | ||
12 | 2010.05.07 14:10 | t/p | 4 | 1.00 | 1.27268 | 1.27347 | 1.27268 | 41.00 | 10006.00 |
13 | 2010.05.07 17:59 | buy | 5 | 1.00 | 1.27186 | 1.26986 | 1.27227 | ||
14 | 2010.05.07 17:59 | modify | 5 | 1.00 | 1.27186 | 1.27148 | 1.27227 | ||
15 | 2010.05.07 18:05 | t/p | 5 | 1.00 | 1.27227 | 1.27148 | 1.27227 | 41.00 | 10047.00 |
16 | 2010.05.10 11:59 | sell | 6 | 1.00 | 1.30338 | 1.30538 | 1.30297 | ||
17 | 2010.05.10 11:59 | modify | 6 | 1.00 | 1.30338 | 1.30376 | 1.30297 | ||
18 | 2010.05.10 12:05 | t/p | 6 | 1.00 | 1.30297 | 1.30376 | 1.30297 | 41.00 | 10088.00 |
19 | 2010.05.12 01:59 | buy | 7 | 1.00 | 1.26400 | 1.26200 | 1.26441 | ||
20 | 2010.05.12 01:59 | modify | 7 | 1.00 | 1.26400 | 1.26362 | 1.26441 | ||
21 | 2010.05.12 02:03 | t/p | 7 | 1.00 | 1.26441 | 1.26362 | 1.26441 | 41.00 | 10129.00 |
22 | 2010.05.12 07:59 | buy | 8 | 1.00 | 1.26448 | 1.26248 | 1.26489 | ||
23 | 2010.05.12 07:59 | modify | 8 | 1.00 | 1.26448 | 1.26410 | 1.26489 | ||
24 | 2010.05.12 08:10 | s/l | 8 | 1.00 | 1.26410 | 1.26410 | 1.26489 | -38.00 | 10091.00 |
25 | 2010.05.12 23:59 | buy | 9 | 1.00 | 1.26341 | 1.26141 | 1.26382 | ||
26 | 2010.05.12 23:59 | modify | 9 | 1.00 | 1.26341 | 1.26303 | 1.26382 | ||
27 | 2010.05.13 00:03 | s/l | 9 | 1.00 | 1.26303 | 1.26303 | 1.26382 | -40.40 | 10050.60 |
28 | 2010.05.13 09:59 | sell | 10 | 1.00 | 1.26468 | 1.26668 | 1.26427 | ||
29 | 2010.05.13 09:59 | modify | 10 | 1.00 | 1.26468 | 1.26506 | 1.26427 | ||
30 | 2010.05.13 10:02 | s/l | 10 | 1.00 | 1.26506 | 1.26506 | 1.26427 | -38.00 | 10012.60 |
31 | 2010.05.13 16:59 | buy | 11 | 1.00 | 1.25669 | 1.25469 | 1.25710 | ||
32 | 2010.05.13 16:59 | modify | 11 | 1.00 | 1.25669 | 1.25631 | 1.25710 | ||
33 | 2010.05.13 17:07 | s/l | 11 | 1.00 | 1.25631 | 1.25631 | 1.25710 | -38.00 | 9974.60 |
34 | 2010.05.14 18:59 | buy | 12 | 1.00 | 1.24296 | 1.24096 | 1.24337 | ||
35 | 2010.05.14 18:59 | modify | 12 | 1.00 | 1.24296 | 1.24258 | 1.24337 | ||
36 | 2010.05.14 19:02 | t/p | 12 | 1.00 | 1.24337 | 1.24258 | 1.24337 | 41.00 | 10015.60 |
37 | 2010.05.18 00:59 | sell | 13 | 1.00 | 1.23899 | 1.24099 | 1.23858 | ||
38 | 2010.05.18 00:59 | modify | 13 | 1.00 | 1.23899 | 1.23937 | 1.23858 | ||
39 | 2010.05.18 01:10 | t/p | 13 | 1.00 | 1.23858 | 1.23937 | 1.23858 | 41.00 | 10056.60 |
40 | 2010.05.20 06:59 | sell | 14 | 1.00 | 1.23520 | 1.23720 | 1.23479 | ||
41 | 2010.05.20 06:59 | modify | 14 | 1.00 | 1.23520 | 1.23558 | 1.23479 | ||
42 | 2010.05.20 07:02 | t/p | 14 | 1.00 | 1.23479 | 1.23558 | 1.23479 | 41.00 | 10097.60 |
43 | 2010.05.20 10:59 | sell | 15 | 1.00 | 1.23998 | 1.24198 | 1.23957 | ||
44 | 2010.05.20 10:59 | modify | 15 | 1.00 | 1.23998 | 1.24036 | 1.23957 | ||
45 | 2010.05.20 11:02 | s/l | 15 | 1.00 | 1.24036 | 1.24036 | 1.23957 | -38.00 | 10059.60 |
46 | 2010.05.26 00:59 | sell | 16 | 1.00 | 1.23432 | 1.23632 | 1.23391 | ||
47 | 2010.05.26 00:59 | modify | 16 | 1.00 | 1.23432 | 1.23470 | 1.23391 | ||
48 | 2010.05.26 01:10 | s/l | 16 | 1.00 | 1.23470 | 1.23470 | 1.23391 | -38.00 | 10021.60 |
49 | 2010.05.26 07:59 | sell | 17 | 1.00 | 1.22719 | 1.22919 | 1.22678 | ||
50 | 2010.05.26 07:59 | modify | 17 | 1.00 | 1.22719 | 1.22757 | 1.22678 | ||
51 | 2010.05.26 08:10 | s/l | 17 | 1.00 | 1.22757 | 1.22757 | 1.22678 | -38.00 | 9983.60 |
52 | 2010.05.27 09:59 | sell | 18 | 1.00 | 1.22778 | 1.22978 | 1.22737 | ||
53 | 2010.05.27 09:59 | modify | 18 | 1.00 | 1.22778 | 1.22816 | 1.22737 | ||
54 | 2010.05.27 10:02 | s/l | 18 | 1.00 | 1.22816 | 1.22816 | 1.22737 | -38.00 | 9945.60 |
55 | 2010.05.27 13:59 | sell | 19 | 1.00 | 1.22637 | 1.22837 | 1.22596 | ||
56 | 2010.05.27 13:59 | modify | 19 | 1.00 | 1.22637 | 1.22675 | 1.22596 | ||
57 | 2010.05.27 14:02 | t/p | 19 | 1.00 | 1.22596 | 1.22675 | 1.22596 | 41.00 | 9986.60 |
58 | 2010.05.27 16:59 | buy | 20 | 1.00 | 1.22647 | 1.22447 | 1.22688 | ||
59 | 2010.05.27 16:59 | modify | 20 | 1.00 | 1.22647 | 1.22609 | 1.22688 | ||
60 | 2010.05.27 17:05 | t/p | 20 | 1.00 | 1.22688 | 1.22609 | 1.22688 | 41.00 | 10027.60 |
61 | 2010.05.28 17:59 | buy | 21 | 1.00 | 1.23686 | 1.23486 | 1.23727 | ||
62 | 2010.05.28 17:59 | modify | 21 | 1.00 | 1.23686 | 1.23648 | 1.23727 | ||
63 | 2010.05.28 18:15 | t/p | 21 | 1.00 | 1.23727 | 1.23648 | 1.23727 | 41.00 | 10068.60 |