Strategy Tester Report
Sweet_Spot_Extreme
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 | MAGIC_NUMBER=613; MaxTradesPerSymbol=3; Slippage=2; Lots=1; MaximumRisk=0.05; DecreaseFactor=6; Stop=10; MAPeriod=85; CloseMa=70; MinLot=0.1; buyccilevel=-200; sellccilevel=200; price=0; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1420.20 | Gross profit | 1506.00 | Gross loss | -85.80 |
Profit factor | 17.55 | Expected payoff | 45.81 | ||
Absolute drawdown | 74.00 | Maximal drawdown | 393.00 (3.74%) | Relative drawdown | 3.74% (393.00) |
Total trades | 31 | Short positions (won %) | 28 (100.00%) | Long positions (won %) | 3 (66.67%) |
Profit trades (% of total) | 30 (96.77%) | Loss trades (% of total) | 1 (3.23%) | ||
Largest | profit trade | 213.00 | loss trade | -85.80 | |
Average | profit trade | 50.20 | loss trade | -85.80 | |
Maximum | consecutive wins (profit in money) | 23 (999.00) | consecutive losses (loss in money) | 1 (-85.80) | |
Maximal | consecutive profit (count of wins) | 999.00 (23) | consecutive loss (count of losses) | -85.80 (1) | |
Average | consecutive wins | 15 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.04 02:45 | sell | 1 | 1.00 | 1.32065 | 0.00000 | 0.00000 | ||
2 | 2010.05.04 02:50 | sell | 2 | 1.00 | 1.32120 | 0.00000 | 0.00000 | ||
3 | 2010.05.04 02:52 | sell | 3 | 0.90 | 1.32084 | 0.00000 | 0.00000 | ||
4 | 2010.05.04 02:52 | close | 2 | 1.00 | 1.32103 | 0.00000 | 0.00000 | 17.00 | 10017.00 |
5 | 2010.05.04 02:55 | sell | 4 | 0.90 | 1.32102 | 0.00000 | 0.00000 | ||
6 | 2010.05.04 02:57 | close | 3 | 0.90 | 1.32066 | 0.00000 | 0.00000 | 16.20 | 10033.20 |
7 | 2010.05.04 02:59 | sell | 5 | 0.90 | 1.32086 | 0.00000 | 0.00000 | ||
8 | 2010.05.04 03:02 | close | 1 | 1.00 | 1.32004 | 0.00000 | 0.00000 | 61.00 | 10094.20 |
9 | 2010.05.04 03:02 | close | 5 | 0.90 | 1.32004 | 0.00000 | 0.00000 | 73.80 | 10168.00 |
10 | 2010.05.04 03:05 | close | 4 | 0.90 | 1.32019 | 0.00000 | 0.00000 | 74.70 | 10242.70 |
11 | 2010.05.04 03:20 | sell | 6 | 1.00 | 1.32136 | 0.00000 | 0.00000 | ||
12 | 2010.05.04 03:22 | sell | 7 | 1.00 | 1.32106 | 0.00000 | 0.00000 | ||
13 | 2010.05.04 03:22 | close | 6 | 1.00 | 1.32125 | 0.00000 | 0.00000 | 11.00 | 10253.70 |
14 | 2010.05.04 03:25 | sell | 8 | 1.00 | 1.32121 | 0.00000 | 0.00000 | ||
15 | 2010.05.04 03:27 | close | 7 | 1.00 | 1.32095 | 0.00000 | 0.00000 | 11.00 | 10264.70 |
16 | 2010.05.04 03:45 | close | 8 | 1.00 | 1.32110 | 0.00000 | 0.00000 | 11.00 | 10275.70 |
17 | 2010.05.05 08:20 | sell | 9 | 1.00 | 1.29872 | 0.00000 | 0.00000 | ||
18 | 2010.05.05 08:22 | sell | 10 | 1.00 | 1.29830 | 0.00000 | 0.00000 | ||
19 | 2010.05.05 08:22 | close | 9 | 1.00 | 1.29849 | 0.00000 | 0.00000 | 23.00 | 10298.70 |
20 | 2010.05.05 08:25 | sell | 11 | 1.00 | 1.29851 | 0.00000 | 0.00000 | ||
21 | 2010.05.05 08:27 | close | 10 | 1.00 | 1.29807 | 0.00000 | 0.00000 | 23.00 | 10321.70 |
22 | 2010.05.05 08:32 | close | 11 | 1.00 | 1.29771 | 0.00000 | 0.00000 | 80.00 | 10401.70 |
23 | 2010.05.06 02:15 | sell | 12 | 1.00 | 1.28354 | 0.00000 | 0.00000 | ||
24 | 2010.05.06 02:20 | sell | 13 | 1.00 | 1.28427 | 0.00000 | 0.00000 | ||
25 | 2010.05.06 02:22 | sell | 14 | 1.00 | 1.28378 | 0.00000 | 0.00000 | ||
26 | 2010.05.06 02:22 | close | 13 | 1.00 | 1.28397 | 0.00000 | 0.00000 | 30.00 | 10431.70 |
27 | 2010.05.06 02:25 | sell | 15 | 1.00 | 1.28403 | 0.00000 | 0.00000 | ||
28 | 2010.05.06 02:27 | close | 14 | 1.00 | 1.28349 | 0.00000 | 0.00000 | 29.00 | 10460.70 |
29 | 2010.05.06 02:27 | sell | 16 | 1.00 | 1.28376 | 0.00000 | 0.00000 | ||
30 | 2010.05.06 02:45 | close | 15 | 1.00 | 1.28381 | 0.00000 | 0.00000 | 22.00 | 10482.70 |
31 | 2010.05.06 02:50 | close | 12 | 1.00 | 1.28319 | 0.00000 | 0.00000 | 35.00 | 10517.70 |
32 | 2010.05.06 02:52 | close | 16 | 1.00 | 1.28350 | 0.00000 | 0.00000 | 26.00 | 10543.70 |
33 | 2010.05.07 01:45 | sell | 17 | 1.10 | 1.26655 | 0.00000 | 0.00000 | ||
34 | 2010.05.07 01:47 | close | 17 | 1.10 | 1.26633 | 0.00000 | 0.00000 | 24.20 | 10567.90 |
35 | 2010.05.07 01:50 | sell | 18 | 1.10 | 1.26778 | 0.00000 | 0.00000 | ||
36 | 2010.05.07 01:52 | sell | 19 | 1.00 | 1.26696 | 0.00000 | 0.00000 | ||
37 | 2010.05.07 01:52 | close | 18 | 1.10 | 1.26715 | 0.00000 | 0.00000 | 69.30 | 10637.20 |
38 | 2010.05.07 01:55 | sell | 20 | 1.00 | 1.26737 | 0.00000 | 0.00000 | ||
39 | 2010.05.07 01:57 | close | 19 | 1.00 | 1.26633 | 0.00000 | 0.00000 | 63.00 | 10700.20 |
40 | 2010.05.07 01:59 | close | 20 | 1.00 | 1.26557 | 0.00000 | 0.00000 | 180.00 | 10880.20 |
41 | 2010.05.07 04:20 | sell | 21 | 1.10 | 1.26852 | 0.00000 | 0.00000 | ||
42 | 2010.05.07 04:22 | close | 21 | 1.10 | 1.26802 | 0.00000 | 0.00000 | 55.00 | 10935.20 |
43 | 2010.05.12 09:20 | sell | 22 | 1.10 | 1.26642 | 0.00000 | 0.00000 | ||
44 | 2010.05.12 09:22 | close | 22 | 1.10 | 1.26601 | 0.00000 | 0.00000 | 45.10 | 10980.30 |
45 | 2010.05.18 02:15 | buy | 23 | 1.10 | 1.23633 | 0.00000 | 0.00000 | ||
46 | 2010.05.18 02:17 | buy | 24 | 1.10 | 1.23669 | 0.00000 | 0.00000 | ||
47 | 2010.05.18 02:17 | close | 23 | 1.10 | 1.23650 | 0.00000 | 0.00000 | 18.70 | 10999.00 |
48 | 2010.05.18 02:30 | close | 24 | 1.10 | 1.23591 | 0.00000 | 0.00000 | -85.80 | 10913.20 |
49 | 2010.05.19 05:20 | sell | 25 | 1.10 | 1.22206 | 0.00000 | 0.00000 | ||
50 | 2010.05.19 05:22 | close | 25 | 1.10 | 1.22182 | 0.00000 | 0.00000 | 26.40 | 10939.60 |
51 | 2010.05.25 16:15 | sell | 26 | 1.10 | 1.22591 | 0.00000 | 0.00000 | ||
52 | 2010.05.25 16:17 | sell | 27 | 1.10 | 1.22556 | 0.00000 | 0.00000 | ||
53 | 2010.05.25 16:17 | close | 26 | 1.10 | 1.22575 | 0.00000 | 0.00000 | 17.60 | 10957.20 |
54 | 2010.05.25 16:20 | sell | 28 | 1.10 | 1.22697 | 0.00000 | 0.00000 | ||
55 | 2010.05.25 16:22 | sell | 29 | 1.00 | 1.22627 | 0.00000 | 0.00000 | ||
56 | 2010.05.25 16:22 | close | 28 | 1.10 | 1.22646 | 0.00000 | 0.00000 | 56.10 | 11013.30 |
57 | 2010.05.25 16:25 | sell | 30 | 1.00 | 1.22662 | 0.00000 | 0.00000 | ||
58 | 2010.05.25 16:27 | close | 29 | 1.00 | 1.22575 | 0.00000 | 0.00000 | 52.00 | 11065.30 |
59 | 2010.05.25 16:27 | close | 27 | 1.10 | 1.22457 | 0.00000 | 0.00000 | 108.90 | 11174.20 |
60 | 2010.05.25 16:30 | close | 30 | 1.00 | 1.22449 | 0.00000 | 0.00000 | 213.00 | 11387.20 |
61 | 2010.05.28 02:50 | buy | 31 | 1.10 | 1.23167 | 0.00000 | 0.00000 | ||
62 | 2010.05.28 02:52 | close | 31 | 1.10 | 1.23197 | 0.00000 | 0.00000 | 33.00 | 11420.20 |