Strategy Tester Report
MA_Channel
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 | TakeProfit=80; Lots=1; TrailingStop=21; USMA=10; LSMA=8; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -8402.60 | Gross profit | 258.00 | Gross loss | -8660.60 |
Profit factor | 0.03 | Expected payoff | -1400.43 | ||
Absolute drawdown | 9654.50 | Maximal drawdown | 9933.50 (96.64%) | Relative drawdown | 96.64% (9933.50) |
Total trades | 6 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 6 (83.33%) |
Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) | ||
Largest | profit trade | 80.00 | loss trade | -8660.60 | |
Average | profit trade | 51.60 | loss trade | -8660.60 | |
Maximum | consecutive wins (profit in money) | 5 (258.00) | consecutive losses (loss in money) | 1 (-8660.60) | |
Maximal | consecutive profit (count of wins) | 258.00 (5) | consecutive loss (count of losses) | -8660.60 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 05:00 | buy | 1 | 1.00 | 1.32353 | 0.00000 | 1.32433 | ||
2 | 2010.05.03 07:45 | modify | 1 | 1.00 | 1.32353 | 1.32357 | 1.32433 | ||
3 | 2010.05.03 07:50 | modify | 1 | 1.00 | 1.32353 | 1.32409 | 1.32433 | ||
4 | 2010.05.03 07:52 | s/l | 1 | 1.00 | 1.32409 | 1.32409 | 1.32433 | 56.00 | 10056.00 |
5 | 2010.05.03 07:52 | buy | 2 | 1.00 | 1.32409 | 0.00000 | 1.32489 | ||
6 | 2010.05.03 08:10 | modify | 2 | 1.00 | 1.32409 | 1.32416 | 1.32489 | ||
7 | 2010.05.03 08:15 | modify | 2 | 1.00 | 1.32409 | 1.32463 | 1.32489 | ||
8 | 2010.05.03 08:20 | t/p | 2 | 1.00 | 1.32489 | 1.32463 | 1.32489 | 80.00 | 10136.00 |
9 | 2010.05.03 19:00 | buy | 3 | 1.00 | 1.32003 | 0.00000 | 1.32083 | ||
10 | 2010.05.03 20:15 | modify | 3 | 1.00 | 1.32003 | 1.32005 | 1.32083 | ||
11 | 2010.05.03 20:20 | modify | 3 | 1.00 | 1.32003 | 1.32041 | 1.32083 | ||
12 | 2010.05.03 20:22 | s/l | 3 | 1.00 | 1.32041 | 1.32041 | 1.32083 | 38.00 | 10174.00 |
13 | 2010.05.04 13:00 | buy | 4 | 1.00 | 1.31222 | 0.00000 | 1.31302 | ||
14 | 2010.05.04 13:10 | modify | 4 | 1.00 | 1.31222 | 1.31246 | 1.31302 | ||
15 | 2010.05.04 13:15 | t/p | 4 | 1.00 | 1.31302 | 1.31246 | 1.31302 | 80.00 | 10254.00 |
16 | 2010.05.04 13:15 | buy | 5 | 1.00 | 1.31320 | 0.00000 | 1.31400 | ||
17 | 2010.05.04 13:20 | modify | 5 | 1.00 | 1.31320 | 1.31324 | 1.31400 | ||
18 | 2010.05.04 13:22 | s/l | 5 | 1.00 | 1.31324 | 1.31324 | 1.31400 | 4.00 | 10258.00 |
19 | 2010.05.04 13:22 | buy | 6 | 1.00 | 1.31333 | 0.00000 | 1.31413 | ||
20 | 2010.05.28 22:59 | close at stop | 6 | 1.00 | 1.22701 | 0.00000 | 1.31413 | -8660.60 | 1597.40 |