Strategy Tester Report
Belkhayate Expert Advisor v1
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 | COG="---------------- Center Of Gravity"; bars_back=120; m=4; kstd1=1.4; kstd2=2.4; kstd3=3.4; CAN="---------------- Center Of Gravity"; Length=3; H_period=3; L_period=3; C_period=3; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Add_Positions=false; MaxOrders=100; Magic=0; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 304.37 | Gross profit | 1224.22 | Gross loss | -919.85 |
Profit factor | 1.33 | Expected payoff | 8.70 | ||
Absolute drawdown | 150.98 | Maximal drawdown | 444.51 (4.30%) | Relative drawdown | 4.30% (444.51) |
Total trades | 35 | Short positions (won %) | 17 (88.24%) | Long positions (won %) | 18 (55.56%) |
Profit trades (% of total) | 25 (71.43%) | Loss trades (% of total) | 10 (28.57%) | ||
Largest | profit trade | 120.43 | loss trade | -209.11 | |
Average | profit trade | 48.97 | loss trade | -91.98 | |
Maximum | consecutive wins (profit in money) | 6 (261.00) | consecutive losses (loss in money) | 2 (-373.22) | |
Maximal | consecutive profit (count of wins) | 355.63 (4) | consecutive loss (count of losses) | -373.22 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 03:20 | buy | 1 | 0.10 | 1.32296 | 0.00000 | 0.00000 | ||
2 | 2010.05.03 07:10 | close | 1 | 0.10 | 1.32266 | 0.00000 | 0.00000 | -3.00 | 9997.00 |
3 | 2010.05.03 20:45 | sell | 2 | 0.10 | 1.32107 | 0.00000 | 0.00000 | ||
4 | 2010.05.04 07:20 | close | 2 | 0.10 | 1.31848 | 0.00000 | 0.00000 | 25.73 | 10022.73 |
5 | 2010.05.04 10:50 | buy | 3 | 0.10 | 1.31279 | 0.00000 | 0.00000 | ||
6 | 2010.05.05 00:20 | close | 3 | 0.10 | 1.29842 | 0.00000 | 0.00000 | -143.81 | 9878.92 |
7 | 2010.05.05 08:00 | sell | 4 | 0.10 | 1.29699 | 0.00000 | 0.00000 | ||
8 | 2010.05.05 13:20 | close | 4 | 0.10 | 1.29268 | 0.00000 | 0.00000 | 43.10 | 9922.02 |
9 | 2010.05.05 14:40 | buy | 5 | 0.10 | 1.28769 | 0.00000 | 0.00000 | ||
10 | 2010.05.05 17:50 | close | 5 | 0.10 | 1.28824 | 0.00000 | 0.00000 | 5.50 | 9927.52 |
11 | 2010.05.05 21:20 | buy | 6 | 0.10 | 1.28097 | 0.00000 | 0.00000 | ||
12 | 2010.05.06 01:20 | close | 6 | 0.10 | 1.28228 | 0.00000 | 0.00000 | 12.77 | 9940.29 |
13 | 2010.05.06 08:20 | buy | 7 | 0.10 | 1.27597 | 0.00000 | 0.00000 | ||
14 | 2010.05.06 09:50 | close | 7 | 0.10 | 1.28090 | 0.00000 | 0.00000 | 49.30 | 9989.59 |
15 | 2010.05.06 13:45 | buy | 8 | 0.10 | 1.27365 | 0.00000 | 0.00000 | ||
16 | 2010.05.06 16:02 | close | 8 | 0.10 | 1.27657 | 0.00000 | 0.00000 | 29.20 | 10018.79 |
17 | 2010.05.06 16:45 | buy | 9 | 0.10 | 1.27044 | 0.00000 | 0.00000 | ||
18 | 2010.05.06 18:20 | close | 9 | 0.10 | 1.27410 | 0.00000 | 0.00000 | 36.60 | 10055.39 |
19 | 2010.05.06 19:50 | buy | 10 | 0.10 | 1.26704 | 0.00000 | 0.00000 | ||
20 | 2010.05.06 23:20 | close | 10 | 0.10 | 1.26611 | 0.00000 | 0.00000 | -9.30 | 10046.09 |
21 | 2010.05.07 04:10 | sell | 11 | 0.10 | 1.26646 | 0.00000 | 0.00000 | ||
22 | 2010.05.07 09:02 | close | 11 | 0.10 | 1.26407 | 0.00000 | 0.00000 | 23.90 | 10069.99 |
23 | 2010.05.07 10:05 | sell | 12 | 0.10 | 1.27206 | 0.00000 | 0.00000 | ||
24 | 2010.05.07 14:40 | close | 12 | 0.10 | 1.27046 | 0.00000 | 0.00000 | 16.00 | 10085.99 |
25 | 2010.05.07 16:10 | buy | 13 | 0.10 | 1.26575 | 0.00000 | 0.00000 | ||
26 | 2010.05.07 17:15 | close | 13 | 0.10 | 1.27231 | 0.00000 | 0.00000 | 65.60 | 10151.59 |
27 | 2010.05.10 00:00 | sell | 14 | 0.10 | 1.29329 | 0.00000 | 0.00000 | ||
28 | 2010.05.10 03:02 | close | 14 | 0.10 | 1.28145 | 0.00000 | 0.00000 | 118.40 | 10269.99 |
29 | 2010.05.10 05:10 | sell | 15 | 0.10 | 1.29411 | 0.00000 | 0.00000 | ||
30 | 2010.05.10 07:10 | close | 15 | 0.10 | 1.29188 | 0.00000 | 0.00000 | 22.30 | 10292.29 |
31 | 2010.05.10 09:50 | sell | 16 | 0.10 | 1.30467 | 0.00000 | 0.00000 | ||
32 | 2010.05.10 11:10 | close | 16 | 0.10 | 1.30319 | 0.00000 | 0.00000 | 14.80 | 10307.09 |
33 | 2010.05.10 13:00 | buy | 17 | 0.10 | 1.29948 | 0.00000 | 0.00000 | ||
34 | 2010.05.11 04:15 | close | 17 | 0.10 | 1.27903 | 0.00000 | 0.00000 | -204.61 | 10102.48 |
35 | 2010.05.11 20:00 | sell | 18 | 0.10 | 1.27398 | 0.00000 | 0.00000 | ||
36 | 2010.05.12 16:50 | close | 18 | 0.10 | 1.26636 | 0.00000 | 0.00000 | 76.03 | 10178.51 |
37 | 2010.05.13 11:00 | buy | 19 | 0.10 | 1.25812 | 0.00000 | 0.00000 | ||
38 | 2010.05.14 01:00 | close | 19 | 0.10 | 1.25376 | 0.00000 | 0.00000 | -43.71 | 10134.80 |
39 | 2010.05.17 04:16 | buy | 20 | 0.10 | 1.22434 | 0.00000 | 0.00000 | ||
40 | 2010.05.17 07:00 | close | 20 | 0.10 | 1.22920 | 0.00000 | 0.00000 | 48.60 | 10183.40 |
41 | 2010.05.17 15:00 | sell | 21 | 0.10 | 1.23407 | 0.00000 | 0.00000 | ||
42 | 2010.05.17 18:02 | close | 21 | 0.10 | 1.22866 | 0.00000 | 0.00000 | 54.10 | 10237.50 |
43 | 2010.05.17 21:00 | sell | 22 | 0.10 | 1.23860 | 0.00000 | 0.00000 | ||
44 | 2010.05.18 01:10 | close | 22 | 0.10 | 1.23842 | 0.00000 | 0.00000 | 1.63 | 10239.13 |
45 | 2010.05.18 05:00 | buy | 23 | 0.10 | 1.23218 | 0.00000 | 0.00000 | ||
46 | 2010.05.18 09:15 | close | 23 | 0.10 | 1.24085 | 0.00000 | 0.00000 | 86.70 | 10325.83 |
47 | 2010.05.18 16:15 | buy | 24 | 0.10 | 1.23958 | 0.00000 | 0.00000 | ||
48 | 2010.05.19 04:10 | close | 24 | 0.10 | 1.21868 | 0.00000 | 0.00000 | -209.11 | 10116.72 |
49 | 2010.05.19 13:15 | sell | 25 | 0.10 | 1.22049 | 0.00000 | 0.00000 | ||
50 | 2010.05.20 02:15 | close | 25 | 0.10 | 1.23685 | 0.00000 | 0.00000 | -164.11 | 9952.61 |
51 | 2010.05.20 13:20 | buy | 26 | 0.10 | 1.23077 | 0.00000 | 0.00000 | ||
52 | 2010.05.20 19:10 | close | 26 | 0.10 | 1.24112 | 0.00000 | 0.00000 | 103.50 | 10056.11 |
53 | 2010.05.20 20:20 | sell | 27 | 0.10 | 1.25488 | 0.00000 | 0.00000 | ||
54 | 2010.05.20 22:20 | close | 27 | 0.10 | 1.24791 | 0.00000 | 0.00000 | 69.70 | 10125.81 |
55 | 2010.05.21 09:15 | buy | 28 | 0.10 | 1.25238 | 0.00000 | 0.00000 | ||
56 | 2010.05.21 18:15 | close | 28 | 0.10 | 1.25858 | 0.00000 | 0.00000 | 62.00 | 10187.81 |
57 | 2010.05.24 18:15 | sell | 29 | 0.10 | 1.24096 | 0.00000 | 0.00000 | ||
58 | 2010.05.25 02:50 | close | 29 | 0.10 | 1.22890 | 0.00000 | 0.00000 | 120.43 | 10308.24 |
59 | 2010.05.25 17:50 | sell | 30 | 0.10 | 1.22887 | 0.00000 | 0.00000 | ||
60 | 2010.05.26 02:15 | close | 30 | 0.10 | 1.23175 | 0.00000 | 0.00000 | -28.97 | 10279.27 |
61 | 2010.05.26 16:00 | buy | 31 | 0.10 | 1.22706 | 0.00000 | 0.00000 | ||
62 | 2010.05.27 03:15 | close | 31 | 0.10 | 1.22134 | 0.00000 | 0.00000 | -57.53 | 10221.74 |
63 | 2010.05.27 06:50 | sell | 32 | 0.10 | 1.22859 | 0.00000 | 0.00000 | ||
64 | 2010.05.27 14:50 | close | 32 | 0.10 | 1.22269 | 0.00000 | 0.00000 | 59.00 | 10280.74 |
65 | 2010.05.27 18:00 | sell | 33 | 0.10 | 1.23679 | 0.00000 | 0.00000 | ||
66 | 2010.05.28 01:20 | close | 33 | 0.10 | 1.23372 | 0.00000 | 0.00000 | 30.53 | 10311.27 |
67 | 2010.05.28 10:45 | sell | 34 | 0.10 | 1.24338 | 0.00000 | 0.00000 | ||
68 | 2010.05.28 13:20 | close | 34 | 0.10 | 1.23850 | 0.00000 | 0.00000 | 48.80 | 10360.07 |
69 | 2010.05.28 15:37 | buy | 35 | 0.10 | 1.23258 | 0.00000 | 0.00000 | ||
70 | 2010.05.28 22:59 | close at stop | 35 | 0.10 | 1.22701 | 0.00000 | 0.00000 | -55.70 | 10304.37 |