Strategy Tester Report
MovingAveragePositionSystem
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 | x=""Òèï"; TypeMA=3; PeriodMA=240; SdvigMA=0; x1=""Íàñòðîéêè"; Lots=0.1; StarLots=0.1; MaxLots=10; LossPips=90; ProfitPips=170; TakeProfit=1000; MM=1; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 322.32 | Gross profit | 553.40 | Gross loss | -231.08 |
Profit factor | 2.39 | Expected payoff | 29.30 | ||
Absolute drawdown | 12.20 | Maximal drawdown | 143.10 (1.38%) | Relative drawdown | 1.38% (143.10) |
Total trades | 11 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 5 (40.00%) |
Profit trades (% of total) | 6 (54.55%) | Loss trades (% of total) | 5 (45.45%) | ||
Largest | profit trade | 100.00 | loss trade | -64.90 | |
Average | profit trade | 92.23 | loss trade | -46.22 | |
Maximum | consecutive wins (profit in money) | 3 (300.00) | consecutive losses (loss in money) | 2 (-83.20) | |
Maximal | consecutive profit (count of wins) | 300.00 (3) | consecutive loss (count of losses) | -83.20 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 03:00 | sell | 1 | 0.10 | 1.32630 | 0.00000 | 1.31630 | ||
2 | 2010.05.03 17:07 | t/p | 1 | 0.10 | 1.31630 | 0.00000 | 1.31630 | 100.00 | 10100.00 |
3 | 2010.05.10 10:00 | buy | 2 | 0.10 | 1.30402 | 0.00000 | 1.31402 | ||
4 | 2010.05.10 14:00 | close | 2 | 0.10 | 1.29753 | 0.00000 | 1.31402 | -64.90 | 10035.10 |
5 | 2010.05.10 14:00 | sell | 3 | 0.10 | 1.29753 | 0.00000 | 1.28753 | ||
6 | 2010.05.10 16:05 | t/p | 3 | 0.10 | 1.28753 | 0.00000 | 1.28753 | 100.00 | 10135.10 |
7 | 2010.05.20 20:00 | buy | 4 | 0.10 | 1.24940 | 0.00000 | 1.25940 | ||
8 | 2010.05.20 20:50 | t/p | 4 | 0.10 | 1.25940 | 0.00000 | 1.25940 | 100.00 | 10235.10 |
9 | 2010.05.24 11:00 | sell | 5 | 0.10 | 1.24377 | 0.00000 | 1.23377 | ||
10 | 2010.05.24 23:20 | t/p | 5 | 0.10 | 1.23377 | 0.00000 | 1.23377 | 100.00 | 10335.10 |
11 | 2010.05.27 18:00 | buy | 6 | 0.10 | 1.23699 | 0.00000 | 1.24699 | ||
12 | 2010.05.28 03:00 | close | 6 | 0.10 | 1.23192 | 0.00000 | 1.24699 | -50.78 | 10284.32 |
13 | 2010.05.28 03:00 | sell | 7 | 0.10 | 1.23192 | 0.00000 | 1.22192 | ||
14 | 2010.05.28 09:00 | close | 7 | 0.10 | 1.23514 | 0.00000 | 1.22192 | -32.20 | 10252.12 |
15 | 2010.05.28 09:00 | buy | 8 | 0.10 | 1.23514 | 0.00000 | 1.24514 | ||
16 | 2010.05.28 10:50 | t/p | 8 | 0.10 | 1.24514 | 0.00000 | 1.24514 | 100.00 | 10352.12 |
17 | 2010.05.28 17:00 | sell | 9 | 0.10 | 1.23307 | 0.00000 | 1.22307 | ||
18 | 2010.05.28 18:00 | close | 9 | 0.10 | 1.23697 | 0.00000 | 1.22307 | -39.00 | 10313.12 |
19 | 2010.05.28 18:00 | buy | 10 | 0.10 | 1.23697 | 0.00000 | 1.24697 | ||
20 | 2010.05.28 19:00 | close | 10 | 0.10 | 1.23255 | 0.00000 | 1.24697 | -44.20 | 10268.92 |
21 | 2010.05.28 19:00 | sell | 11 | 0.10 | 1.23255 | 0.00000 | 1.22255 | ||
22 | 2010.05.28 22:59 | close at stop | 11 | 0.10 | 1.22721 | 0.00000 | 1.22255 | 53.40 | 10322.32 |