Strategy Tester Report
UniversalMACrossEA-mod
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 | Expert_Name="---------- Universal MA Cross EA v5"; StopLoss=100; TakeProfit=200; TrailingStop=40; Indicator_Setting="---------- Indicator Setting"; FastMAPeriod=10; FastMAType=1; FastMAPrice=0; SlowMAPeriod=80; SlowMAType=1; SlowMAPrice=0; MinCrossDistance=0; Exit_Setting="---------- Exit Setting"; ReverseCondition=false; ConfirmedOnEntry=true; OneEntryPerBar=true; StopAndReverse=true; PureSAR=false; ThirdEMA_Setting="---------- Third MA Setting"; UseThirdMA=false; UseCounterTrend=false; ThirdMAPeriod=100; ThirdMAType=1; ThirdMAPrice=0; CTStopLoss=0; CTTakeProfit=0; Order_Setting="---------- Order Setting"; NumberOfTries=5; Slippage=5; MaxOpenTrade=2; MagicNumber=1234; Time_Parameters="---------- EA Active Time"; UseHourTrade=false; StartHour=10; EndHour=11; MM_Parameters="---------- Money Management"; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Alert_Setting="---------- Alert Setting"; EnableAlert=true; SoundFilename="alert.wav"; Testing_Parameters="---------- Back Test Parameter"; PrintControl=true; Show_Settings=true; | ||||
| Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 62.00 | Gross profit | 555.00 | Gross loss | -493.00 |
| Profit factor | 1.13 | Expected payoff | 5.17 | ||
| Absolute drawdown | 385.00 | Maximal drawdown | 488.00 (4.83%) | Relative drawdown | 4.83% (488.00) |
| Total trades | 12 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 7 (58.33%) | Loss trades (% of total) | 5 (41.67%) | ||
| Largest | profit trade | 202.00 | loss trade | -103.00 | |
| Average | profit trade | 79.29 | loss trade | -98.60 | |
| Maximum | consecutive wins (profit in money) | 4 (447.00) | consecutive losses (loss in money) | 4 (-393.00) | |
| Maximal | consecutive profit (count of wins) | 447.00 (4) | consecutive loss (count of losses) | -393.00 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.06.03 05:00 | buy | 1 | 1.00 | 1.22846 | 1.22750 | 1.23050 | ||
| 2 | 2010.06.03 05:15 | modify | 1 | 1.00 | 1.22846 | 1.22876 | 1.23050 | ||
| 3 | 2010.06.03 05:20 | modify | 1 | 1.00 | 1.22846 | 1.22909 | 1.23050 | ||
| 4 | 2010.06.03 05:27 | s/l | 1 | 1.00 | 1.22909 | 1.22909 | 1.23050 | 63.00 | 10063.00 |
| 5 | 2010.06.03 17:00 | sell | 2 | 1.00 | 1.22047 | 1.22150 | 1.21850 | ||
| 6 | 2010.06.03 17:10 | s/l | 2 | 1.00 | 1.22150 | 1.22150 | 1.21850 | -103.00 | 9960.00 |
| 7 | 2010.06.09 18:00 | buy | 3 | 1.00 | 1.20455 | 1.20360 | 1.20660 | ||
| 8 | 2010.06.09 18:20 | s/l | 3 | 1.00 | 1.20360 | 1.20360 | 1.20660 | -95.00 | 9865.00 |
| 9 | 2010.06.09 23:00 | sell | 4 | 1.00 | 1.19800 | 1.19900 | 1.19600 | ||
| 10 | 2010.06.09 23:37 | s/l | 4 | 1.00 | 1.19900 | 1.19900 | 1.19600 | -100.00 | 9765.00 |
| 11 | 2010.06.10 07:00 | buy | 5 | 1.00 | 1.20545 | 1.20450 | 1.20750 | ||
| 12 | 2010.06.10 07:15 | s/l | 5 | 1.00 | 1.20450 | 1.20450 | 1.20750 | -95.00 | 9670.00 |
| 13 | 2010.06.21 23:00 | sell | 6 | 1.00 | 1.23128 | 1.23230 | 1.22930 | ||
| 14 | 2010.06.21 23:02 | modify | 6 | 1.00 | 1.23128 | 1.23118 | 1.22930 | ||
| 15 | 2010.06.21 23:07 | modify | 6 | 1.00 | 1.23128 | 1.23104 | 1.22930 | ||
| 16 | 2010.06.21 23:10 | s/l | 6 | 1.00 | 1.23104 | 1.23104 | 1.22930 | 24.00 | 9694.00 |
| 17 | 2010.06.24 04:00 | buy | 7 | 1.00 | 1.23330 | 1.23230 | 1.23530 | ||
| 18 | 2010.06.24 04:20 | modify | 7 | 1.00 | 1.23330 | 1.23351 | 1.23530 | ||
| 19 | 2010.06.24 04:32 | s/l | 7 | 1.00 | 1.23351 | 1.23351 | 1.23530 | 21.00 | 9715.00 |
| 20 | 2010.06.24 12:00 | sell | 8 | 1.00 | 1.22820 | 1.22920 | 1.22620 | ||
| 21 | 2010.06.24 12:15 | s/l | 8 | 1.00 | 1.22920 | 1.22920 | 1.22620 | -100.00 | 9615.00 |
| 22 | 2010.06.24 18:00 | buy | 9 | 1.00 | 1.23648 | 1.23550 | 1.23850 | ||
| 23 | 2010.06.24 18:03 | modify | 9 | 1.00 | 1.23648 | 1.23705 | 1.23850 | ||
| 24 | 2010.06.24 18:10 | modify | 9 | 1.00 | 1.23648 | 1.23773 | 1.23850 | ||
| 25 | 2010.06.24 18:16 | t/p | 9 | 1.00 | 1.23850 | 1.23773 | 1.23850 | 202.00 | 9817.00 |
| 26 | 2010.06.25 12:00 | sell | 10 | 1.00 | 1.22680 | 1.22780 | 1.22480 | ||
| 27 | 2010.06.25 12:03 | modify | 10 | 1.00 | 1.22680 | 1.22650 | 1.22480 | ||
| 28 | 2010.06.25 12:10 | modify | 10 | 1.00 | 1.22680 | 1.22635 | 1.22480 | ||
| 29 | 2010.06.25 12:13 | s/l | 10 | 1.00 | 1.22635 | 1.22635 | 1.22480 | 45.00 | 9862.00 |
| 30 | 2010.06.25 19:00 | buy | 11 | 1.00 | 1.23481 | 1.23380 | 1.23680 | ||
| 31 | 2010.06.25 19:13 | modify | 11 | 1.00 | 1.23481 | 1.23527 | 1.23680 | ||
| 32 | 2010.06.25 19:20 | modify | 11 | 1.00 | 1.23481 | 1.23597 | 1.23680 | ||
| 33 | 2010.06.25 19:26 | t/p | 11 | 1.00 | 1.23680 | 1.23597 | 1.23680 | 199.00 | 10061.00 |
| 34 | 2010.06.28 20:00 | sell | 12 | 1.00 | 1.22788 | 1.22890 | 1.22590 | ||
| 35 | 2010.06.28 20:07 | modify | 12 | 1.00 | 1.22788 | 1.22787 | 1.22590 | ||
| 36 | 2010.06.28 20:10 | s/l | 12 | 1.00 | 1.22787 | 1.22787 | 1.22590 | 1.00 | 10062.00 |