Strategy Tester Report
_Turtle Channel System
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 | Lots=1; Slippage=3; Magic=20051006; LngPeriod=20; ShtPeriod=10; Entry_Stop=50; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -335.20 | Gross profit | 602.80 | Gross loss | -938.00 |
Profit factor | 0.64 | Expected payoff | -22.35 | ||
Absolute drawdown | 335.20 | Maximal drawdown | 1534.00 (13.70%) | Relative drawdown | 13.70% (1534.00) |
Total trades | 15 | Short positions (won %) | 14 (7.14%) | Long positions (won %) | 1 (0.00%) |
Profit trades (% of total) | 1 (6.67%) | Loss trades (% of total) | 14 (93.33%) | ||
Largest | profit trade | 602.80 | loss trade | -67.00 | |
Average | profit trade | 602.80 | loss trade | -67.00 | |
Maximum | consecutive wins (profit in money) | 1 (602.80) | consecutive losses (loss in money) | 11 (-737.00) | |
Maximal | consecutive profit (count of wins) | 602.80 (1) | consecutive loss (count of losses) | -737.00 (11) | |
Average | consecutive wins | 1 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 02:15 | sell | 1 | 1.00 | 1.22647 | 1.22714 | 0.00000 | ||
2 | 2010.06.01 04:02 | s/l | 1 | 1.00 | 1.22714 | 1.22714 | 0.00000 | -67.00 | 9933.00 |
3 | 2010.06.02 14:50 | sell | 2 | 1.00 | 1.21750 | 1.21817 | 0.00000 | ||
4 | 2010.06.02 14:52 | s/l | 2 | 1.00 | 1.21817 | 1.21817 | 0.00000 | -67.00 | 9866.00 |
5 | 2010.06.03 16:20 | sell | 3 | 1.00 | 1.22179 | 1.22246 | 0.00000 | ||
6 | 2010.06.03 16:23 | s/l | 3 | 1.00 | 1.22246 | 1.22246 | 0.00000 | -67.00 | 9799.00 |
7 | 2010.06.04 17:15 | sell | 4 | 1.00 | 1.20176 | 1.20243 | 0.00000 | ||
8 | 2010.06.07 04:00 | modify | 4 | 1.00 | 1.20176 | 1.20215 | 0.00000 | ||
9 | 2010.06.07 06:00 | modify | 4 | 1.00 | 1.20176 | 1.20083 | 0.00000 | ||
10 | 2010.06.07 07:00 | modify | 4 | 1.00 | 1.20176 | 1.19869 | 0.00000 | ||
11 | 2010.06.07 08:00 | modify | 4 | 1.00 | 1.20176 | 1.19843 | 0.00000 | ||
12 | 2010.06.07 09:00 | modify | 4 | 1.00 | 1.20176 | 1.19660 | 0.00000 | ||
13 | 2010.06.07 11:00 | modify | 4 | 1.00 | 1.20176 | 1.19572 | 0.00000 | ||
14 | 2010.06.07 11:40 | s/l | 4 | 1.00 | 1.19572 | 1.19572 | 0.00000 | 602.80 | 10401.80 |
15 | 2010.06.08 11:20 | sell | 5 | 1.00 | 1.19019 | 1.19086 | 0.00000 | ||
16 | 2010.06.08 11:22 | s/l | 5 | 1.00 | 1.19086 | 1.19086 | 0.00000 | -67.00 | 10334.80 |
17 | 2010.06.11 15:20 | sell | 6 | 1.00 | 1.20789 | 1.20856 | 0.00000 | ||
18 | 2010.06.11 15:27 | s/l | 6 | 1.00 | 1.20856 | 1.20856 | 0.00000 | -67.00 | 10267.80 |
19 | 2010.06.15 08:15 | sell | 7 | 1.00 | 1.21944 | 1.22011 | 0.00000 | ||
20 | 2010.06.15 10:45 | s/l | 7 | 1.00 | 1.22011 | 1.22011 | 0.00000 | -67.00 | 10200.80 |
21 | 2010.06.16 13:50 | sell | 8 | 1.00 | 1.22669 | 1.22736 | 0.00000 | ||
22 | 2010.06.16 13:57 | s/l | 8 | 1.00 | 1.22736 | 1.22736 | 0.00000 | -67.00 | 10133.80 |
23 | 2010.06.18 17:16 | sell | 9 | 1.00 | 1.23531 | 1.23598 | 0.00000 | ||
24 | 2010.06.18 17:20 | s/l | 9 | 1.00 | 1.23598 | 1.23598 | 0.00000 | -67.00 | 10066.80 |
25 | 2010.06.21 14:20 | sell | 10 | 1.00 | 1.23490 | 1.23557 | 0.00000 | ||
26 | 2010.06.21 14:22 | s/l | 10 | 1.00 | 1.23557 | 1.23557 | 0.00000 | -67.00 | 9999.80 |
27 | 2010.06.23 02:50 | sell | 11 | 1.00 | 1.22445 | 1.22512 | 0.00000 | ||
28 | 2010.06.23 02:57 | s/l | 11 | 1.00 | 1.22512 | 1.22512 | 0.00000 | -67.00 | 9932.80 |
29 | 2010.06.24 05:22 | buy | 12 | 1.00 | 1.23471 | 1.23404 | 0.00000 | ||
30 | 2010.06.24 06:20 | s/l | 12 | 1.00 | 1.23404 | 1.23404 | 0.00000 | -67.00 | 9865.80 |
31 | 2010.06.25 11:03 | sell | 13 | 1.00 | 1.22799 | 1.22866 | 0.00000 | ||
32 | 2010.06.25 12:45 | s/l | 13 | 1.00 | 1.22866 | 1.22866 | 0.00000 | -67.00 | 9798.80 |
33 | 2010.06.28 14:50 | sell | 14 | 1.00 | 1.23259 | 1.23326 | 0.00000 | ||
34 | 2010.06.28 14:57 | s/l | 14 | 1.00 | 1.23326 | 1.23326 | 0.00000 | -67.00 | 9731.80 |
35 | 2010.06.29 15:45 | sell | 15 | 1.00 | 1.21759 | 1.21826 | 0.00000 | ||
36 | 2010.06.29 16:50 | s/l | 15 | 1.00 | 1.21826 | 1.21826 | 0.00000 | -67.00 | 9664.80 |