Strategy Tester Report
Trending and Reversal
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 | Lots=1; Bands=100; TakeProfit=150; InitialStop=50; TrailingStop=50; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 175.00 | Gross profit | 493.00 | Gross loss | -318.00 |
Profit factor | 1.55 | Expected payoff | 17.50 | ||
Absolute drawdown | 233.00 | Maximal drawdown | 264.00 (2.63%) | Relative drawdown | 2.63% (264.00) |
Total trades | 10 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 5 (20.00%) |
Profit trades (% of total) | 4 (40.00%) | Loss trades (% of total) | 6 (60.00%) | ||
Largest | profit trade | 284.00 | loss trade | -68.00 | |
Average | profit trade | 123.25 | loss trade | -53.00 | |
Maximum | consecutive wins (profit in money) | 1 (284.00) | consecutive losses (loss in money) | 2 (-100.00) | |
Maximal | consecutive profit (count of wins) | 284.00 (1) | consecutive loss (count of losses) | -100.00 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 00:00 | buy | 1 | 1.00 | 1.33314 | 1.33246 | 1.33446 | ||
2 | 2010.05.03 00:02 | sell stop | 2 | 1.00 | 1.33246 | 1.33314 | 1.33096 | ||
3 | 2010.05.03 00:15 | s/l | 1 | 1.00 | 1.33246 | 1.33246 | 1.33446 | -68.00 | 9932.00 |
4 | 2010.05.03 00:15 | sell | 2 | 1.00 | 1.33246 | 1.33314 | 1.33096 | ||
5 | 2010.05.03 00:15 | buy stop | 3 | 1.00 | 1.33314 | 1.33246 | 1.33464 | ||
6 | 2010.05.03 00:20 | modify | 2 | 1.00 | 1.33246 | 1.33197 | 1.32997 | ||
7 | 2010.05.03 00:25 | modify | 3 | 1.00 | 1.33197 | 1.33147 | 1.33347 | ||
8 | 2010.05.03 00:27 | s/l | 2 | 1.00 | 1.33197 | 1.33197 | 1.32997 | 49.00 | 9981.00 |
9 | 2010.05.03 00:27 | buy | 3 | 1.00 | 1.33197 | 1.33147 | 1.33347 | ||
10 | 2010.05.03 00:27 | sell stop | 4 | 1.00 | 1.33147 | 1.33197 | 1.32997 | ||
11 | 2010.05.03 00:46 | s/l | 3 | 1.00 | 1.33147 | 1.33147 | 1.33347 | -50.00 | 9931.00 |
12 | 2010.05.03 00:46 | sell | 4 | 1.00 | 1.33147 | 1.33197 | 1.32997 | ||
13 | 2010.05.03 00:46 | buy stop | 5 | 1.00 | 1.33197 | 1.33147 | 1.33347 | ||
14 | 2010.05.03 00:59 | s/l | 4 | 1.00 | 1.33197 | 1.33197 | 1.32997 | -50.00 | 9881.00 |
15 | 2010.05.03 00:59 | buy | 5 | 1.00 | 1.33197 | 1.33147 | 1.33347 | ||
16 | 2010.05.03 00:59 | sell stop | 6 | 1.00 | 1.33147 | 1.33197 | 1.32997 | ||
17 | 2010.05.03 01:16 | modify | 5 | 1.00 | 1.33197 | 1.33207 | 1.33407 | ||
18 | 2010.05.03 01:20 | modify | 6 | 1.00 | 1.33207 | 1.33257 | 1.33057 | ||
19 | 2010.05.03 01:26 | s/l | 5 | 1.00 | 1.33207 | 1.33207 | 1.33407 | 10.00 | 9891.00 |
20 | 2010.05.03 01:26 | sell | 6 | 1.00 | 1.33207 | 1.33257 | 1.33057 | ||
21 | 2010.05.03 01:26 | buy stop | 7 | 1.00 | 1.33257 | 1.33207 | 1.33407 | ||
22 | 2010.05.03 01:40 | s/l | 6 | 1.00 | 1.33257 | 1.33257 | 1.33057 | -50.00 | 9841.00 |
23 | 2010.05.03 01:40 | buy | 7 | 1.00 | 1.33257 | 1.33207 | 1.33407 | ||
24 | 2010.05.03 01:40 | sell stop | 8 | 1.00 | 1.33207 | 1.33257 | 1.33057 | ||
25 | 2010.05.03 01:43 | s/l | 7 | 1.00 | 1.33207 | 1.33207 | 1.33407 | -50.00 | 9791.00 |
26 | 2010.05.03 01:43 | sell | 8 | 1.00 | 1.33207 | 1.33257 | 1.33057 | ||
27 | 2010.05.03 01:43 | buy stop | 9 | 1.00 | 1.33257 | 1.33207 | 1.33407 | ||
28 | 2010.05.03 01:59 | modify | 8 | 1.00 | 1.33207 | 1.33188 | 1.32988 | ||
29 | 2010.05.03 02:00 | modify | 8 | 1.00 | 1.33207 | 1.33178 | 1.32978 | ||
30 | 2010.05.03 02:02 | modify | 8 | 1.00 | 1.33207 | 1.33164 | 1.32964 | ||
31 | 2010.05.03 02:05 | modify | 8 | 1.00 | 1.33207 | 1.33140 | 1.32940 | ||
32 | 2010.05.03 02:10 | modify | 8 | 1.00 | 1.33207 | 1.33092 | 1.32892 | ||
33 | 2010.05.03 02:12 | modify | 9 | 1.00 | 1.33092 | 1.33042 | 1.33242 | ||
34 | 2010.05.03 02:15 | modify | 8 | 1.00 | 1.33207 | 1.33019 | 1.32819 | ||
35 | 2010.05.03 02:17 | modify | 9 | 1.00 | 1.33019 | 1.32969 | 1.33169 | ||
36 | 2010.05.03 02:20 | modify | 8 | 1.00 | 1.33207 | 1.32923 | 1.32723 | ||
37 | 2010.05.03 02:25 | modify | 9 | 1.00 | 1.32923 | 1.32873 | 1.33073 | ||
38 | 2010.05.03 02:27 | s/l | 8 | 1.00 | 1.32923 | 1.32923 | 1.32723 | 284.00 | 10075.00 |
39 | 2010.05.03 02:27 | buy | 9 | 1.00 | 1.32923 | 1.32873 | 1.33073 | ||
40 | 2010.05.03 02:27 | sell stop | 10 | 1.00 | 1.32873 | 1.32923 | 1.32723 | ||
41 | 2010.05.03 02:33 | s/l | 9 | 1.00 | 1.32873 | 1.32873 | 1.33073 | -50.00 | 10025.00 |
42 | 2010.05.03 02:33 | sell | 10 | 1.00 | 1.32873 | 1.32923 | 1.32723 | ||
43 | 2010.05.03 02:33 | buy stop | 11 | 1.00 | 1.32923 | 1.32873 | 1.33073 | ||
44 | 2010.05.03 02:40 | t/p | 10 | 1.00 | 1.32723 | 1.32923 | 1.32723 | 150.00 | 10175.00 |