Strategy Tester Report
FrBestExp02_6_maloma_mod
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; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; map=25; mash=1; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10073.00 | Gross profit | 834.00 | Gross loss | -10907.00 |
Profit factor | 0.08 | Expected payoff | -2518.25 | ||
Absolute drawdown | 10073.00 | Maximal drawdown | 11061.00 (100.66%) | Relative drawdown | 100.66% (11061.00) |
Total trades | 4 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 2 (50.00%) | Loss trades (% of total) | 2 (50.00%) | ||
Largest | profit trade | 610.00 | loss trade | -10000.00 | |
Average | profit trade | 417.00 | loss trade | -5453.50 | |
Maximum | consecutive wins (profit in money) | 2 (834.00) | consecutive losses (loss in money) | 2 (-10907.00) | |
Maximal | consecutive profit (count of wins) | 834.00 (2) | consecutive loss (count of losses) | -10907.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.05 11:00 | buy | 1 | 1.00 | 1.29712 | 1.28712 | 1.30712 | ||
2 | 2010.05.05 11:15 | buy | 2 | 10.00 | 1.29875 | 1.28875 | 1.30875 | ||
3 | 2010.05.05 11:20 | close | 2 | 10.00 | 1.29936 | 1.28875 | 1.30875 | 610.00 | 10610.00 |
4 | 2010.05.05 11:20 | close | 1 | 1.00 | 1.29936 | 1.28712 | 1.30712 | 224.00 | 10834.00 |
5 | 2010.05.05 11:50 | buy | 3 | 1.00 | 1.29668 | 1.28668 | 1.30668 | ||
6 | 2010.05.05 12:07 | buy | 4 | 10.00 | 1.29829 | 1.28829 | 1.30829 | ||
7 | 2010.05.05 14:40 | s/l | 4 | 10.00 | 1.28829 | 1.28829 | 1.30829 | -10000.00 | 834.00 |
8 | 2010.05.05 14:40 | close at stop | 3 | 1.00 | 1.28761 | 1.28668 | 1.30668 | -907.00 | -73.00 |