Strategy Tester Report
Farhad Hill Version 2
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=1; MaxLots=100; StopLoss=0; TrailingStop=15; UseTrailingStop=false; TrailingStopType=2; FirstMove=20; TrailingStop1=20; SecondMove=30; TrailingStop2=20; ThirdMove=40; TrailingStop3=20; TakeProfit=20; MarginCutoff=300; Slippage=3; UseMACD=false; MACD_Price=1; UseMA_Cross=false; MA_SlowPeriod=21; MA_FastPeriod=2; MA_Shift=1; MA_Mode=2; MA_Price=5; UseMomentum=false; UsePSAR=false; MomentumPeriod=14; MomentumPrice=1; MomentumHigh=100; MomentumLow=100; UseStochLevel=false; Stoch_Mode=0; StochPrice=0; StochHigh=60; StochLow=35; UseStochCross=false; SignalCandle=0; SignalTimeFrame=0; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1609.40 | Gross profit | 1044.00 | Gross loss | -2653.40 |
Profit factor | 0.39 | Expected payoff | -29.80 | ||
Absolute drawdown | 4659.80 | Maximal drawdown | 4779.80 (47.23%) | Relative drawdown | 47.23% (4779.80) |
Total trades | 54 | Short positions (won %) | 27 (100.00%) | Long positions (won %) | 27 (96.30%) |
Profit trades (% of total) | 53 (98.15%) | Loss trades (% of total) | 1 (1.85%) | ||
Largest | profit trade | 20.00 | loss trade | -2653.40 | |
Average | profit trade | 19.70 | loss trade | -2653.40 | |
Maximum | consecutive wins (profit in money) | 53 (1044.00) | consecutive losses (loss in money) | 1 (-2653.40) | |
Maximal | consecutive profit (count of wins) | 1044.00 (53) | consecutive loss (count of losses) | -2653.40 (1) | |
Average | consecutive wins | 53 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 00:00 | buy | 1 | 1.00 | 1.23098 | 0.00000 | 1.23118 | ||
2 | 2010.06.01 00:00 | sell | 2 | 1.00 | 1.23081 | 0.00000 | 1.23061 | ||
3 | 2010.06.01 00:03 | t/p | 2 | 1.00 | 1.23061 | 0.00000 | 1.23061 | 20.00 | 10020.00 |
4 | 2010.06.01 16:20 | t/p | 1 | 1.00 | 1.23118 | 0.00000 | 1.23118 | 20.00 | 10040.00 |
5 | 2010.06.01 16:20 | buy | 3 | 1.00 | 1.23421 | 0.00000 | 1.23441 | ||
6 | 2010.06.01 16:20 | sell | 4 | 1.00 | 1.23404 | 0.00000 | 1.23384 | ||
7 | 2010.06.01 16:22 | t/p | 4 | 1.00 | 1.23384 | 0.00000 | 1.23384 | 20.00 | 10060.00 |
8 | 2010.06.01 16:32 | t/p | 3 | 1.00 | 1.23441 | 0.00000 | 1.23441 | 20.00 | 10080.00 |
9 | 2010.06.01 16:32 | buy | 5 | 1.00 | 1.23484 | 0.00000 | 1.23504 | ||
10 | 2010.06.01 16:32 | sell | 6 | 1.00 | 1.23467 | 0.00000 | 1.23447 | ||
11 | 2010.06.01 16:35 | t/p | 6 | 1.00 | 1.23447 | 0.00000 | 1.23447 | 20.00 | 10100.00 |
12 | 2010.06.01 16:37 | t/p | 5 | 1.00 | 1.23504 | 0.00000 | 1.23504 | 20.00 | 10120.00 |
13 | 2010.06.01 16:37 | buy | 7 | 1.00 | 1.23553 | 0.00000 | 1.23573 | ||
14 | 2010.06.01 16:37 | sell | 8 | 1.00 | 1.23536 | 0.00000 | 1.23516 | ||
15 | 2010.06.01 16:40 | t/p | 8 | 1.00 | 1.23516 | 0.00000 | 1.23516 | 20.00 | 10140.00 |
16 | 2010.06.17 11:15 | t/p | 7 | 1.00 | 1.23573 | 0.00000 | 1.23573 | 5.60 | 10145.60 |
17 | 2010.06.17 11:15 | buy | 9 | 1.00 | 1.23688 | 0.00000 | 1.23708 | ||
18 | 2010.06.17 11:15 | sell | 10 | 1.00 | 1.23671 | 0.00000 | 1.23651 | ||
19 | 2010.06.17 11:17 | t/p | 10 | 1.00 | 1.23651 | 0.00000 | 1.23651 | 20.00 | 10165.60 |
20 | 2010.06.17 11:20 | t/p | 9 | 1.00 | 1.23708 | 0.00000 | 1.23708 | 20.00 | 10185.60 |
21 | 2010.06.17 11:20 | buy | 11 | 1.00 | 1.23850 | 0.00000 | 1.23870 | ||
22 | 2010.06.17 11:20 | sell | 12 | 1.00 | 1.23833 | 0.00000 | 1.23813 | ||
23 | 2010.06.17 11:22 | t/p | 12 | 1.00 | 1.23813 | 0.00000 | 1.23813 | 20.00 | 10205.60 |
24 | 2010.06.17 11:50 | t/p | 11 | 1.00 | 1.23870 | 0.00000 | 1.23870 | 20.00 | 10225.60 |
25 | 2010.06.17 11:50 | buy | 13 | 1.00 | 1.23950 | 0.00000 | 1.23970 | ||
26 | 2010.06.17 11:50 | sell | 14 | 1.00 | 1.23933 | 0.00000 | 1.23913 | ||
27 | 2010.06.17 11:52 | t/p | 14 | 1.00 | 1.23913 | 0.00000 | 1.23913 | 20.00 | 10245.60 |
28 | 2010.06.17 15:15 | t/p | 13 | 1.00 | 1.23970 | 0.00000 | 1.23970 | 20.00 | 10265.60 |
29 | 2010.06.17 15:15 | buy | 15 | 1.00 | 1.24010 | 0.00000 | 1.24030 | ||
30 | 2010.06.17 15:15 | sell | 16 | 1.00 | 1.23993 | 0.00000 | 1.23973 | ||
31 | 2010.06.17 15:20 | t/p | 15 | 1.00 | 1.24030 | 0.00000 | 1.24030 | 20.00 | 10285.60 |
32 | 2010.06.17 15:27 | t/p | 16 | 1.00 | 1.23973 | 0.00000 | 1.23973 | 20.00 | 10305.60 |
33 | 2010.06.17 15:27 | buy | 17 | 1.00 | 1.23900 | 0.00000 | 1.23920 | ||
34 | 2010.06.17 15:27 | sell | 18 | 1.00 | 1.23883 | 0.00000 | 1.23863 | ||
35 | 2010.06.17 15:32 | t/p | 18 | 1.00 | 1.23863 | 0.00000 | 1.23863 | 20.00 | 10325.60 |
36 | 2010.06.17 15:45 | t/p | 17 | 1.00 | 1.23920 | 0.00000 | 1.23920 | 20.00 | 10345.60 |
37 | 2010.06.17 15:45 | buy | 19 | 1.00 | 1.23959 | 0.00000 | 1.23979 | ||
38 | 2010.06.17 15:45 | sell | 20 | 1.00 | 1.23942 | 0.00000 | 1.23922 | ||
39 | 2010.06.17 15:50 | t/p | 19 | 1.00 | 1.23979 | 0.00000 | 1.23979 | 20.00 | 10365.60 |
40 | 2010.06.17 16:15 | t/p | 20 | 1.00 | 1.23922 | 0.00000 | 1.23922 | 20.00 | 10385.60 |
41 | 2010.06.17 16:15 | buy | 21 | 1.00 | 1.23913 | 0.00000 | 1.23933 | ||
42 | 2010.06.17 16:15 | sell | 22 | 1.00 | 1.23896 | 0.00000 | 1.23876 | ||
43 | 2010.06.17 16:20 | t/p | 22 | 1.00 | 1.23876 | 0.00000 | 1.23876 | 20.00 | 10405.60 |
44 | 2010.06.17 20:02 | t/p | 21 | 1.00 | 1.23933 | 0.00000 | 1.23933 | 20.00 | 10425.60 |
45 | 2010.06.17 20:02 | buy | 23 | 1.00 | 1.23993 | 0.00000 | 1.24013 | ||
46 | 2010.06.17 20:02 | sell | 24 | 1.00 | 1.23976 | 0.00000 | 1.23956 | ||
47 | 2010.06.17 20:10 | t/p | 24 | 1.00 | 1.23956 | 0.00000 | 1.23956 | 20.00 | 10445.60 |
48 | 2010.06.18 05:45 | t/p | 23 | 1.00 | 1.24013 | 0.00000 | 1.24013 | 19.20 | 10464.80 |
49 | 2010.06.18 05:45 | buy | 25 | 1.00 | 1.24033 | 0.00000 | 1.24053 | ||
50 | 2010.06.18 05:45 | sell | 26 | 1.00 | 1.24016 | 0.00000 | 1.23996 | ||
51 | 2010.06.18 06:10 | t/p | 25 | 1.00 | 1.24053 | 0.00000 | 1.24053 | 20.00 | 10484.80 |
52 | 2010.06.18 06:50 | t/p | 26 | 1.00 | 1.23996 | 0.00000 | 1.23996 | 20.00 | 10504.80 |
53 | 2010.06.18 06:50 | buy | 27 | 1.00 | 1.23943 | 0.00000 | 1.23963 | ||
54 | 2010.06.18 06:50 | sell | 28 | 1.00 | 1.23926 | 0.00000 | 1.23906 | ||
55 | 2010.06.18 06:52 | t/p | 27 | 1.00 | 1.23963 | 0.00000 | 1.23963 | 20.00 | 10524.80 |
56 | 2010.06.18 07:32 | t/p | 28 | 1.00 | 1.23906 | 0.00000 | 1.23906 | 20.00 | 10544.80 |
57 | 2010.06.18 07:32 | buy | 29 | 1.00 | 1.23895 | 0.00000 | 1.23915 | ||
58 | 2010.06.18 07:32 | sell | 30 | 1.00 | 1.23878 | 0.00000 | 1.23858 | ||
59 | 2010.06.18 07:40 | t/p | 29 | 1.00 | 1.23915 | 0.00000 | 1.23915 | 20.00 | 10564.80 |
60 | 2010.06.18 08:40 | t/p | 30 | 1.00 | 1.23858 | 0.00000 | 1.23858 | 20.00 | 10584.80 |
61 | 2010.06.18 08:40 | buy | 31 | 1.00 | 1.23858 | 0.00000 | 1.23878 | ||
62 | 2010.06.18 08:40 | sell | 32 | 1.00 | 1.23841 | 0.00000 | 1.23821 | ||
63 | 2010.06.18 08:45 | t/p | 32 | 1.00 | 1.23821 | 0.00000 | 1.23821 | 20.00 | 10604.80 |
64 | 2010.06.18 09:35 | t/p | 31 | 1.00 | 1.23878 | 0.00000 | 1.23878 | 20.00 | 10624.80 |
65 | 2010.06.18 09:35 | buy | 33 | 1.00 | 1.23903 | 0.00000 | 1.23923 | ||
66 | 2010.06.18 09:35 | sell | 34 | 1.00 | 1.23886 | 0.00000 | 1.23866 | ||
67 | 2010.06.18 09:37 | t/p | 34 | 1.00 | 1.23866 | 0.00000 | 1.23866 | 20.00 | 10644.80 |
68 | 2010.06.18 09:40 | t/p | 33 | 1.00 | 1.23923 | 0.00000 | 1.23923 | 20.00 | 10664.80 |
69 | 2010.06.18 09:40 | buy | 35 | 1.00 | 1.23996 | 0.00000 | 1.24016 | ||
70 | 2010.06.18 09:40 | sell | 36 | 1.00 | 1.23979 | 0.00000 | 1.23959 | ||
71 | 2010.06.18 09:45 | t/p | 35 | 1.00 | 1.24016 | 0.00000 | 1.24016 | 20.00 | 10684.80 |
72 | 2010.06.18 10:15 | t/p | 36 | 1.00 | 1.23959 | 0.00000 | 1.23959 | 20.00 | 10704.80 |
73 | 2010.06.18 10:15 | buy | 37 | 1.00 | 1.23946 | 0.00000 | 1.23966 | ||
74 | 2010.06.18 10:15 | sell | 38 | 1.00 | 1.23929 | 0.00000 | 1.23909 | ||
75 | 2010.06.18 10:20 | t/p | 38 | 1.00 | 1.23909 | 0.00000 | 1.23909 | 20.00 | 10724.80 |
76 | 2010.06.18 10:32 | t/p | 37 | 1.00 | 1.23966 | 0.00000 | 1.23966 | 20.00 | 10744.80 |
77 | 2010.06.18 10:32 | buy | 39 | 1.00 | 1.23986 | 0.00000 | 1.24006 | ||
78 | 2010.06.18 10:32 | sell | 40 | 1.00 | 1.23969 | 0.00000 | 1.23949 | ||
79 | 2010.06.18 10:45 | t/p | 40 | 1.00 | 1.23949 | 0.00000 | 1.23949 | 20.00 | 10764.80 |
80 | 2010.06.21 00:00 | t/p | 39 | 1.00 | 1.24006 | 0.00000 | 1.24006 | 19.20 | 10784.00 |
81 | 2010.06.21 00:00 | buy | 41 | 1.00 | 1.24307 | 0.00000 | 1.24327 | ||
82 | 2010.06.21 00:00 | sell | 42 | 1.00 | 1.24290 | 0.00000 | 1.24270 | ||
83 | 2010.06.21 00:10 | t/p | 42 | 1.00 | 1.24270 | 0.00000 | 1.24270 | 20.00 | 10804.00 |
84 | 2010.06.21 02:20 | t/p | 41 | 1.00 | 1.24327 | 0.00000 | 1.24327 | 20.00 | 10824.00 |
85 | 2010.06.21 02:20 | buy | 43 | 1.00 | 1.24400 | 0.00000 | 1.24420 | ||
86 | 2010.06.21 02:20 | sell | 44 | 1.00 | 1.24383 | 0.00000 | 1.24363 | ||
87 | 2010.06.21 02:22 | t/p | 44 | 1.00 | 1.24363 | 0.00000 | 1.24363 | 20.00 | 10844.00 |
88 | 2010.06.21 07:20 | t/p | 43 | 1.00 | 1.24420 | 0.00000 | 1.24420 | 20.00 | 10864.00 |
89 | 2010.06.21 07:20 | buy | 45 | 1.00 | 1.24487 | 0.00000 | 1.24507 | ||
90 | 2010.06.21 07:20 | sell | 46 | 1.00 | 1.24470 | 0.00000 | 1.24450 | ||
91 | 2010.06.21 07:22 | t/p | 46 | 1.00 | 1.24450 | 0.00000 | 1.24450 | 20.00 | 10884.00 |
92 | 2010.06.21 07:40 | t/p | 45 | 1.00 | 1.24507 | 0.00000 | 1.24507 | 20.00 | 10904.00 |
93 | 2010.06.21 07:40 | buy | 47 | 1.00 | 1.24569 | 0.00000 | 1.24589 | ||
94 | 2010.06.21 07:40 | sell | 48 | 1.00 | 1.24552 | 0.00000 | 1.24532 | ||
95 | 2010.06.21 07:45 | t/p | 47 | 1.00 | 1.24589 | 0.00000 | 1.24589 | 20.00 | 10924.00 |
96 | 2010.06.21 08:15 | t/p | 48 | 1.00 | 1.24532 | 0.00000 | 1.24532 | 20.00 | 10944.00 |
97 | 2010.06.21 08:15 | buy | 49 | 1.00 | 1.24517 | 0.00000 | 1.24537 | ||
98 | 2010.06.21 08:15 | sell | 50 | 1.00 | 1.24500 | 0.00000 | 1.24480 | ||
99 | 2010.06.21 08:20 | t/p | 50 | 1.00 | 1.24480 | 0.00000 | 1.24480 | 20.00 | 10964.00 |
100 | 2010.06.21 08:45 | t/p | 49 | 1.00 | 1.24537 | 0.00000 | 1.24537 | 20.00 | 10984.00 |
101 | 2010.06.21 08:45 | buy | 51 | 1.00 | 1.24577 | 0.00000 | 1.24597 | ||
102 | 2010.06.21 08:45 | sell | 52 | 1.00 | 1.24560 | 0.00000 | 1.24540 | ||
103 | 2010.06.21 08:50 | t/p | 51 | 1.00 | 1.24597 | 0.00000 | 1.24597 | 20.00 | 11004.00 |
104 | 2010.06.21 09:10 | t/p | 52 | 1.00 | 1.24540 | 0.00000 | 1.24540 | 20.00 | 11024.00 |
105 | 2010.06.21 09:10 | buy | 53 | 1.00 | 1.24532 | 0.00000 | 1.24552 | ||
106 | 2010.06.21 09:10 | sell | 54 | 1.00 | 1.24515 | 0.00000 | 1.24495 | ||
107 | 2010.06.21 09:15 | t/p | 54 | 1.00 | 1.24495 | 0.00000 | 1.24495 | 20.00 | 11044.00 |
108 | 2010.06.29 23:59 | close at stop | 53 | 1.00 | 1.21885 | 0.00000 | 1.24552 | -2653.40 | 8390.60 |