Strategy Tester Report
ytg_Parabolic_exp
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 | timeframe=240; step=0.009; maximum=0.2; StopLoss=500; TakeProfit=500; Lotsi=0.1; MagicNumber=28081975; Slippage=30; NumberOfTry=5; | ||||
| Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 99.44 | Gross profit | 249.44 | Gross loss | -150.00 |
| Profit factor | 1.66 | Expected payoff | 12.43 | ||
| Absolute drawdown | 186.10 | Maximal drawdown | 210.70 (2.10%) | Relative drawdown | 2.10% (210.70) |
| Total trades | 8 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 5 (62.50%) | Loss trades (% of total) | 3 (37.50%) | ||
| Largest | profit trade | 50.00 | loss trade | -50.00 | |
| Average | profit trade | 49.89 | loss trade | -50.00 | |
| Maximum | consecutive wins (profit in money) | 3 (149.52) | consecutive losses (loss in money) | 2 (-100.00) | |
| Maximal | consecutive profit (count of wins) | 149.52 (3) | consecutive loss (count of losses) | -100.00 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.03 00:00 | buy limit | 1 | 0.10 | 1.00000 | 0.99500 | 1.00500 | ||
| 2 | 2010.05.03 04:00 | modify | 1 | 0.10 | 1.31322 | 1.30822 | 1.31822 | ||
| 3 | 2010.05.03 08:00 | modify | 1 | 0.10 | 1.31360 | 1.30860 | 1.31860 | ||
| 4 | 2010.05.03 12:00 | modify | 1 | 0.10 | 1.31397 | 1.30897 | 1.31897 | ||
| 5 | 2010.05.03 16:00 | modify | 1 | 0.10 | 1.31433 | 1.30933 | 1.31933 | ||
| 6 | 2010.05.03 20:00 | modify | 1 | 0.10 | 1.31469 | 1.30969 | 1.31969 | ||
| 7 | 2010.05.04 00:00 | modify | 1 | 0.10 | 1.31504 | 1.31004 | 1.32004 | ||
| 8 | 2010.05.04 04:00 | modify | 1 | 0.10 | 1.31539 | 1.31039 | 1.32039 | ||
| 9 | 2010.05.04 08:00 | modify | 1 | 0.10 | 1.31573 | 1.31073 | 1.32073 | ||
| 10 | 2010.05.04 09:20 | buy | 1 | 0.10 | 1.31573 | 1.31073 | 1.32073 | ||
| 11 | 2010.05.04 12:00 | sell limit | 2 | 0.10 | 1.33402 | 1.33902 | 1.32902 | ||
| 12 | 2010.05.04 13:40 | s/l | 1 | 0.10 | 1.31073 | 1.31073 | 1.32073 | -50.00 | 9950.00 |
| 13 | 2010.05.04 16:00 | modify | 2 | 0.10 | 1.33347 | 1.33847 | 1.32847 | ||
| 14 | 2010.05.04 20:00 | modify | 2 | 0.10 | 1.33260 | 1.33760 | 1.32760 | ||
| 15 | 2010.05.05 00:00 | modify | 2 | 0.10 | 1.33129 | 1.33629 | 1.32629 | ||
| 16 | 2010.05.05 04:00 | modify | 2 | 0.10 | 1.32960 | 1.33460 | 1.32460 | ||
| 17 | 2010.05.05 08:00 | modify | 2 | 0.10 | 1.32765 | 1.33265 | 1.32265 | ||
| 18 | 2010.05.05 12:00 | modify | 2 | 0.10 | 1.32550 | 1.33050 | 1.32050 | ||
| 19 | 2010.05.05 16:00 | modify | 2 | 0.10 | 1.32225 | 1.32725 | 1.31725 | ||
| 20 | 2010.05.05 20:00 | modify | 2 | 0.10 | 1.31924 | 1.32424 | 1.31424 | ||
| 21 | 2010.05.06 00:00 | modify | 2 | 0.10 | 1.31597 | 1.32097 | 1.31097 | ||
| 22 | 2010.05.06 04:00 | modify | 2 | 0.10 | 1.31296 | 1.31796 | 1.30796 | ||
| 23 | 2010.05.06 08:00 | modify | 2 | 0.10 | 1.31020 | 1.31520 | 1.30520 | ||
| 24 | 2010.05.06 12:00 | modify | 2 | 0.10 | 1.30692 | 1.31192 | 1.30192 | ||
| 25 | 2010.05.06 16:00 | modify | 2 | 0.10 | 1.30316 | 1.30816 | 1.29816 | ||
| 26 | 2010.05.06 20:00 | modify | 2 | 0.10 | 1.29908 | 1.30408 | 1.29408 | ||
| 27 | 2010.05.07 00:00 | modify | 2 | 0.10 | 1.29352 | 1.29852 | 1.28852 | ||
| 28 | 2010.05.07 04:00 | modify | 2 | 0.10 | 1.28861 | 1.29361 | 1.28361 | ||
| 29 | 2010.05.07 08:00 | modify | 2 | 0.10 | 1.28427 | 1.28927 | 1.27927 | ||
| 30 | 2010.05.07 12:00 | modify | 2 | 0.10 | 1.28044 | 1.28544 | 1.27544 | ||
| 31 | 2010.05.07 16:00 | modify | 2 | 0.10 | 1.27982 | 1.28482 | 1.27482 | ||
| 32 | 2010.05.10 00:00 | sell | 2 | 0.10 | 1.27982 | 1.28482 | 1.27482 | ||
| 33 | 2010.05.10 00:00 | buy limit | 3 | 0.10 | 1.25153 | 1.24653 | 1.25653 | ||
| 34 | 2010.05.10 00:03 | s/l | 2 | 0.10 | 1.28482 | 1.28482 | 1.27482 | -50.00 | 9900.00 |
| 35 | 2010.05.10 04:00 | modify | 3 | 0.10 | 1.25191 | 1.24691 | 1.25691 | ||
| 36 | 2010.05.10 08:00 | modify | 3 | 0.10 | 1.25271 | 1.24771 | 1.25771 | ||
| 37 | 2010.05.10 12:00 | modify | 3 | 0.10 | 1.25424 | 1.24924 | 1.25924 | ||
| 38 | 2010.05.10 16:00 | modify | 3 | 0.10 | 1.25573 | 1.25073 | 1.26073 | ||
| 39 | 2010.05.10 20:00 | modify | 3 | 0.10 | 1.25718 | 1.25218 | 1.26218 | ||
| 40 | 2010.05.11 00:00 | modify | 3 | 0.10 | 1.25859 | 1.25359 | 1.26359 | ||
| 41 | 2010.05.11 04:00 | modify | 3 | 0.10 | 1.25997 | 1.25497 | 1.26497 | ||
| 42 | 2010.05.11 08:00 | modify | 3 | 0.10 | 1.26130 | 1.25630 | 1.26630 | ||
| 43 | 2010.05.11 12:00 | modify | 3 | 0.10 | 1.26260 | 1.25760 | 1.26760 | ||
| 44 | 2010.05.11 16:00 | modify | 3 | 0.10 | 1.26386 | 1.25886 | 1.26886 | ||
| 45 | 2010.05.11 20:00 | modify | 3 | 0.10 | 1.26509 | 1.26009 | 1.27009 | ||
| 46 | 2010.05.11 23:15 | buy | 3 | 0.10 | 1.26509 | 1.26009 | 1.27009 | ||
| 47 | 2010.05.12 00:00 | sell limit | 4 | 0.10 | 1.30899 | 1.31399 | 1.30399 | ||
| 48 | 2010.05.12 04:00 | modify | 4 | 0.10 | 1.30813 | 1.31313 | 1.30313 | ||
| 49 | 2010.05.12 08:00 | modify | 4 | 0.10 | 1.30685 | 1.31185 | 1.30185 | ||
| 50 | 2010.05.12 10:15 | t/p | 3 | 0.10 | 1.27009 | 1.26009 | 1.27009 | 49.92 | 9949.92 |
| 51 | 2010.05.12 12:00 | modify | 4 | 0.10 | 1.30560 | 1.31060 | 1.30060 | ||
| 52 | 2010.05.12 16:00 | modify | 4 | 0.10 | 1.30438 | 1.30938 | 1.29938 | ||
| 53 | 2010.05.12 20:00 | modify | 4 | 0.10 | 1.30320 | 1.30820 | 1.29820 | ||
| 54 | 2010.05.13 00:00 | modify | 4 | 0.10 | 1.30204 | 1.30704 | 1.29704 | ||
| 55 | 2010.05.13 04:00 | modify | 4 | 0.10 | 1.30092 | 1.30592 | 1.29592 | ||
| 56 | 2010.05.13 08:00 | modify | 4 | 0.10 | 1.29983 | 1.30483 | 1.29483 | ||
| 57 | 2010.05.13 12:00 | modify | 4 | 0.10 | 1.29826 | 1.30326 | 1.29326 | ||
| 58 | 2010.05.13 16:00 | modify | 4 | 0.10 | 1.29626 | 1.30126 | 1.29126 | ||
| 59 | 2010.05.13 20:00 | modify | 4 | 0.10 | 1.29436 | 1.29936 | 1.28936 | ||
| 60 | 2010.05.14 00:00 | modify | 4 | 0.10 | 1.29205 | 1.29705 | 1.28705 | ||
| 61 | 2010.05.14 04:00 | modify | 4 | 0.10 | 1.28986 | 1.29486 | 1.28486 | ||
| 62 | 2010.05.14 08:00 | modify | 4 | 0.10 | 1.28779 | 1.29279 | 1.28279 | ||
| 63 | 2010.05.14 12:00 | modify | 4 | 0.10 | 1.28498 | 1.28998 | 1.27998 | ||
| 64 | 2010.05.14 16:00 | modify | 4 | 0.10 | 1.28235 | 1.28735 | 1.27735 | ||
| 65 | 2010.05.14 20:00 | modify | 4 | 0.10 | 1.27900 | 1.28400 | 1.27400 | ||
| 66 | 2010.05.17 00:00 | modify | 4 | 0.10 | 1.27546 | 1.28046 | 1.27046 | ||
| 67 | 2010.05.17 04:00 | modify | 4 | 0.10 | 1.27167 | 1.27667 | 1.26667 | ||
| 68 | 2010.05.17 08:00 | modify | 4 | 0.10 | 1.26689 | 1.27189 | 1.26189 | ||
| 69 | 2010.05.17 12:00 | modify | 4 | 0.10 | 1.26258 | 1.26758 | 1.25758 | ||
| 70 | 2010.05.17 16:00 | modify | 4 | 0.10 | 1.25870 | 1.26370 | 1.25370 | ||
| 71 | 2010.05.17 20:00 | modify | 4 | 0.10 | 1.25521 | 1.26021 | 1.25021 | ||
| 72 | 2010.05.18 00:00 | modify | 4 | 0.10 | 1.25206 | 1.25706 | 1.24706 | ||
| 73 | 2010.05.18 04:00 | modify | 4 | 0.10 | 1.24922 | 1.25422 | 1.24422 | ||
| 74 | 2010.05.18 08:00 | modify | 4 | 0.10 | 1.24666 | 1.25166 | 1.24166 | ||
| 75 | 2010.05.18 12:00 | modify | 4 | 0.10 | 1.24436 | 1.24936 | 1.23936 | ||
| 76 | 2010.05.18 13:50 | sell | 4 | 0.10 | 1.24436 | 1.24936 | 1.23936 | ||
| 77 | 2010.05.18 16:00 | buy limit | 5 | 0.10 | 1.22358 | 1.21858 | 1.22858 | ||
| 78 | 2010.05.18 16:20 | t/p | 4 | 0.10 | 1.23936 | 1.24936 | 1.23936 | 50.00 | 9999.92 |
| 79 | 2010.05.18 20:00 | modify | 5 | 0.10 | 1.22377 | 1.21877 | 1.22877 | ||
| 80 | 2010.05.18 20:45 | buy | 5 | 0.10 | 1.22377 | 1.21877 | 1.22877 | ||
| 81 | 2010.05.18 21:15 | s/l | 5 | 0.10 | 1.21877 | 1.21877 | 1.22877 | -50.00 | 9949.92 |
| 82 | 2010.05.19 00:00 | sell limit | 6 | 0.10 | 1.24416 | 1.24916 | 1.23916 | ||
| 83 | 2010.05.19 04:00 | modify | 6 | 0.10 | 1.24363 | 1.24863 | 1.23863 | ||
| 84 | 2010.05.19 08:00 | modify | 6 | 0.10 | 1.24310 | 1.24810 | 1.23810 | ||
| 85 | 2010.05.19 12:00 | modify | 6 | 0.10 | 1.24258 | 1.24758 | 1.23758 | ||
| 86 | 2010.05.19 16:00 | modify | 6 | 0.10 | 1.24207 | 1.24707 | 1.23707 | ||
| 87 | 2010.05.19 20:00 | modify | 6 | 0.10 | 1.24158 | 1.24658 | 1.23658 | ||
| 88 | 2010.05.19 22:50 | sell | 6 | 0.10 | 1.24158 | 1.24658 | 1.23658 | ||
| 89 | 2010.05.20 00:00 | buy limit | 7 | 0.10 | 1.21463 | 1.20963 | 1.21963 | ||
| 90 | 2010.05.20 02:20 | t/p | 6 | 0.10 | 1.23658 | 1.24658 | 1.23658 | 49.64 | 9999.56 |
| 91 | 2010.05.20 04:00 | modify | 7 | 0.10 | 1.21488 | 1.20988 | 1.21988 | ||
| 92 | 2010.05.20 08:00 | modify | 7 | 0.10 | 1.21514 | 1.21014 | 1.22014 | ||
| 93 | 2010.05.20 12:00 | modify | 7 | 0.10 | 1.21565 | 1.21065 | 1.22065 | ||
| 94 | 2010.05.20 16:00 | modify | 7 | 0.10 | 1.21616 | 1.21116 | 1.22116 | ||
| 95 | 2010.05.20 20:00 | modify | 7 | 0.10 | 1.21710 | 1.21210 | 1.22210 | ||
| 96 | 2010.05.21 00:00 | modify | 7 | 0.10 | 1.21863 | 1.21363 | 1.22363 | ||
| 97 | 2010.05.21 04:00 | modify | 7 | 0.10 | 1.22011 | 1.21511 | 1.22511 | ||
| 98 | 2010.05.21 08:00 | modify | 7 | 0.10 | 1.22223 | 1.21723 | 1.22723 | ||
| 99 | 2010.05.21 12:00 | modify | 7 | 0.10 | 1.22426 | 1.21926 | 1.22926 | ||
| 100 | 2010.05.21 16:00 | modify | 7 | 0.10 | 1.22619 | 1.22119 | 1.23119 | ||
| 101 | 2010.05.21 20:00 | modify | 7 | 0.10 | 1.22804 | 1.22304 | 1.23304 | ||
| 102 | 2010.05.24 00:00 | modify | 7 | 0.10 | 1.22980 | 1.22480 | 1.23480 | ||
| 103 | 2010.05.24 04:00 | modify | 7 | 0.10 | 1.23148 | 1.22648 | 1.23648 | ||
| 104 | 2010.05.24 08:00 | modify | 7 | 0.10 | 1.23309 | 1.22809 | 1.23809 | ||
| 105 | 2010.05.24 12:00 | modify | 7 | 0.10 | 1.23463 | 1.22963 | 1.23963 | ||
| 106 | 2010.05.24 16:00 | modify | 7 | 0.10 | 1.23483 | 1.22983 | 1.23983 | ||
| 107 | 2010.05.24 16:07 | buy | 7 | 0.10 | 1.23483 | 1.22983 | 1.23983 | ||
| 108 | 2010.05.24 17:45 | t/p | 7 | 0.10 | 1.23983 | 1.22983 | 1.23983 | 50.00 | 10049.56 |
| 109 | 2010.05.24 20:00 | sell limit | 8 | 0.10 | 1.26691 | 1.27191 | 1.26191 | ||
| 110 | 2010.05.25 00:00 | modify | 8 | 0.10 | 1.26631 | 1.27131 | 1.26131 | ||
| 111 | 2010.05.25 04:00 | modify | 8 | 0.10 | 1.26528 | 1.27028 | 1.26028 | ||
| 112 | 2010.05.25 08:00 | modify | 8 | 0.10 | 1.26390 | 1.26890 | 1.25890 | ||
| 113 | 2010.05.25 12:00 | modify | 8 | 0.10 | 1.26189 | 1.26689 | 1.25689 | ||
| 114 | 2010.05.25 16:00 | modify | 8 | 0.10 | 1.25951 | 1.26451 | 1.25451 | ||
| 115 | 2010.05.25 20:00 | modify | 8 | 0.10 | 1.25725 | 1.26225 | 1.25225 | ||
| 116 | 2010.05.26 00:00 | modify | 8 | 0.10 | 1.25512 | 1.26012 | 1.25012 | ||
| 117 | 2010.05.26 04:00 | modify | 8 | 0.10 | 1.25310 | 1.25810 | 1.24810 | ||
| 118 | 2010.05.26 08:00 | modify | 8 | 0.10 | 1.25119 | 1.25619 | 1.24619 | ||
| 119 | 2010.05.26 12:00 | modify | 8 | 0.10 | 1.24939 | 1.25439 | 1.24439 | ||
| 120 | 2010.05.26 16:00 | modify | 8 | 0.10 | 1.24768 | 1.25268 | 1.24268 | ||
| 121 | 2010.05.26 20:00 | modify | 8 | 0.10 | 1.24606 | 1.25106 | 1.24106 | ||
| 122 | 2010.05.27 00:00 | modify | 8 | 0.10 | 1.24413 | 1.24913 | 1.23913 | ||
| 123 | 2010.05.27 04:00 | modify | 8 | 0.10 | 1.24206 | 1.24706 | 1.23706 | ||
| 124 | 2010.05.27 08:00 | modify | 8 | 0.10 | 1.24013 | 1.24513 | 1.23513 | ||
| 125 | 2010.05.27 12:00 | modify | 8 | 0.10 | 1.23835 | 1.24335 | 1.23335 | ||
| 126 | 2010.05.27 16:00 | modify | 8 | 0.10 | 1.23669 | 1.24169 | 1.23169 | ||
| 127 | 2010.05.27 17:50 | sell | 8 | 0.10 | 1.23669 | 1.24169 | 1.23169 | ||
| 128 | 2010.05.27 20:00 | buy limit | 9 | 0.10 | 1.21555 | 1.21055 | 1.22055 | ||
| 129 | 2010.05.28 00:00 | modify | 9 | 0.10 | 1.21598 | 1.21098 | 1.22098 | ||
| 130 | 2010.05.28 02:50 | t/p | 8 | 0.10 | 1.23169 | 1.24169 | 1.23169 | 49.88 | 10099.44 |
| 131 | 2010.05.28 04:00 | modify | 9 | 0.10 | 1.21640 | 1.21140 | 1.22140 | ||
| 132 | 2010.05.28 08:00 | modify | 9 | 0.10 | 1.21682 | 1.21182 | 1.22182 | ||
| 133 | 2010.05.28 12:00 | modify | 9 | 0.10 | 1.21759 | 1.21259 | 1.22259 | ||
| 134 | 2010.05.28 16:00 | modify | 9 | 0.10 | 1.21833 | 1.21333 | 1.22333 | ||
| 135 | 2010.05.28 20:00 | modify | 9 | 0.10 | 1.21906 | 1.21406 | 1.22406 | ||