Strategy Tester Report
_FT_Fractal_MA
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 | lwmaper1=4; lwmaper2=8; lwmapertrend=40; lwmatrendchart=1; SL=150; TP=150; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 6.00 | Gross profit | 13.50 | Gross loss | -7.50 |
Profit factor | 1.80 | Expected payoff | 0.43 | ||
Absolute drawdown | 0.78 | Maximal drawdown | 5.48 (0.05%) | Relative drawdown | 0.05% (5.48) |
Total trades | 14 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 6 (66.67%) |
Profit trades (% of total) | 9 (64.29%) | Loss trades (% of total) | 5 (35.71%) | ||
Largest | profit trade | 1.50 | loss trade | -1.50 | |
Average | profit trade | 1.50 | loss trade | -1.50 | |
Maximum | consecutive wins (profit in money) | 3 (4.50) | consecutive losses (loss in money) | 2 (-3.00) | |
Maximal | consecutive profit (count of wins) | 4.50 (3) | consecutive loss (count of losses) | -3.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 01:00 | sell | 1 | 0.01 | 1.22860 | 1.23010 | 1.22710 | ||
2 | 2010.06.01 02:10 | t/p | 1 | 0.01 | 1.22710 | 1.23010 | 1.22710 | 1.50 | 10001.50 |
3 | 2010.06.01 22:00 | sell | 2 | 0.01 | 1.22348 | 1.22498 | 1.22198 | ||
4 | 2010.06.01 23:20 | t/p | 2 | 0.01 | 1.22198 | 1.22498 | 1.22198 | 1.50 | 10003.00 |
5 | 2010.06.02 06:00 | sell | 3 | 0.01 | 1.22128 | 1.22278 | 1.21978 | ||
6 | 2010.06.02 06:20 | t/p | 3 | 0.01 | 1.21978 | 1.22278 | 1.21978 | 1.50 | 10004.50 |
7 | 2010.06.02 15:00 | sell | 4 | 0.01 | 1.21823 | 1.21973 | 1.21673 | ||
8 | 2010.06.02 15:15 | s/l | 4 | 0.01 | 1.21973 | 1.21973 | 1.21673 | -1.50 | 10003.00 |
9 | 2010.06.03 12:00 | sell | 5 | 0.01 | 1.22833 | 1.22983 | 1.22683 | ||
10 | 2010.06.03 12:15 | t/p | 5 | 0.01 | 1.22683 | 1.22983 | 1.22683 | 1.50 | 10004.50 |
11 | 2010.06.09 00:00 | buy | 6 | 0.01 | 1.19654 | 1.19504 | 1.19804 | ||
12 | 2010.06.09 02:15 | s/l | 6 | 0.01 | 1.19504 | 1.19504 | 1.19804 | -1.50 | 10003.00 |
13 | 2010.06.11 09:00 | buy | 7 | 0.01 | 1.21094 | 1.20944 | 1.21244 | ||
14 | 2010.06.11 09:10 | t/p | 7 | 0.01 | 1.21244 | 1.20944 | 1.21244 | 1.50 | 10004.50 |
15 | 2010.06.17 18:00 | sell | 8 | 0.01 | 1.23644 | 1.23794 | 1.23494 | ||
16 | 2010.06.17 19:45 | s/l | 8 | 0.01 | 1.23794 | 1.23794 | 1.23494 | -1.50 | 10003.00 |
17 | 2010.06.17 21:00 | buy | 9 | 0.01 | 1.23794 | 1.23644 | 1.23944 | ||
18 | 2010.06.17 21:16 | s/l | 9 | 0.01 | 1.23644 | 1.23644 | 1.23944 | -1.50 | 10001.50 |
19 | 2010.06.22 03:00 | buy | 10 | 0.01 | 1.23263 | 1.23113 | 1.23413 | ||
20 | 2010.06.22 03:15 | t/p | 10 | 0.01 | 1.23413 | 1.23113 | 1.23413 | 1.50 | 10003.00 |
21 | 2010.06.22 17:00 | buy | 11 | 0.01 | 1.22828 | 1.22678 | 1.22978 | ||
22 | 2010.06.22 17:20 | t/p | 11 | 0.01 | 1.22978 | 1.22678 | 1.22978 | 1.50 | 10004.50 |
23 | 2010.06.23 06:00 | buy | 12 | 0.01 | 1.22649 | 1.22499 | 1.22799 | ||
24 | 2010.06.23 08:00 | sell | 13 | 0.01 | 1.22615 | 1.22765 | 1.22465 | ||
25 | 2010.06.23 08:20 | s/l | 13 | 0.01 | 1.22765 | 1.22765 | 1.22465 | -1.50 | 10003.00 |
26 | 2010.06.23 08:45 | t/p | 12 | 0.01 | 1.22799 | 1.22499 | 1.22799 | 1.50 | 10004.50 |
27 | 2010.06.28 06:00 | sell | 14 | 0.01 | 1.23825 | 1.23975 | 1.23675 | ||
28 | 2010.06.28 08:10 | t/p | 14 | 0.01 | 1.23675 | 1.23975 | 1.23675 | 1.50 | 10006.00 |