Strategy Tester Report
FT_Parabolic SAR_EMA
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 | ema1_period=10; ema2_period=25; ema3_period=50; stepfast=0.02; stepfast15m=0.02; maximumfast=0.2; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
| Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 64.98 | Gross profit | 74.90 | Gross loss | -9.93 |
| Profit factor | 7.54 | Expected payoff | 10.83 | ||
| Absolute drawdown | 3.89 | Maximal drawdown | 18.86 (0.19%) | Relative drawdown | 0.19% (18.86) |
| Total trades | 6 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) | ||
| Largest | profit trade | 15.00 | loss trade | -9.93 | |
| Average | profit trade | 14.98 | loss trade | -9.93 | |
| Maximum | consecutive wins (profit in money) | 5 (74.90) | consecutive losses (loss in money) | 1 (-9.93) | |
| Maximal | consecutive profit (count of wins) | 74.90 (5) | consecutive loss (count of losses) | -9.93 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.03 06:00 | sell | 1 | 0.01 | 1.32156 | 1.33656 | 1.30656 | ||
| 2 | 2010.05.04 15:02 | t/p | 1 | 0.01 | 1.30656 | 1.33656 | 1.30656 | 14.99 | 10014.99 |
| 3 | 2010.05.10 02:00 | buy | 2 | 0.01 | 1.28682 | 1.27182 | 1.30182 | ||
| 4 | 2010.05.10 09:45 | t/p | 2 | 0.01 | 1.30182 | 1.27182 | 1.30182 | 15.00 | 10029.99 |
| 5 | 2010.05.11 02:00 | sell | 3 | 0.01 | 1.27371 | 1.28871 | 1.25871 | ||
| 6 | 2010.05.13 10:46 | t/p | 3 | 0.01 | 1.25871 | 1.28871 | 1.25871 | 14.95 | 10044.94 |
| 7 | 2010.05.19 20:00 | buy | 4 | 0.01 | 1.23823 | 1.22323 | 1.25323 | ||
| 8 | 2010.05.20 20:20 | t/p | 4 | 0.01 | 1.25323 | 1.22323 | 1.25323 | 14.98 | 10059.92 |
| 9 | 2010.05.24 12:00 | sell | 5 | 0.01 | 1.24012 | 1.25512 | 1.22512 | ||
| 10 | 2010.05.25 09:45 | t/p | 5 | 0.01 | 1.22512 | 1.25512 | 1.22512 | 14.99 | 10074.90 |
| 11 | 2010.05.27 18:00 | buy | 6 | 0.01 | 1.23693 | 1.22193 | 1.25193 | ||
| 12 | 2010.05.28 22:59 | close at stop | 6 | 0.01 | 1.22701 | 1.22193 | 1.25193 | -9.93 | 10064.98 |