Strategy Tester Report
Agent_Fx_v07_XZ_d_ss_Martin
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 | block_01="""; LotSize=1; MM=false; LotExponent=7; LotExponentStart=1; LotExponentMax=3; SL=200; TP=41; kCCI=27; block_02="""; AllPositions=false; ProfitTrailing=false; TrailingStop=30; TrailingStep=8; UseSound=false; block_03="""; uplot=false; lotmin=0.1; lotmax=0.7; lotstep=0.1; lastprofit=1; | ||||
| Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -276.00 | Gross profit | 205.00 | Gross loss | -481.00 |
| Profit factor | 0.43 | Expected payoff | -15.33 | ||
| Absolute drawdown | 276.00 | Maximal drawdown | 329.00 (3.27%) | Relative drawdown | 3.27% (329.00) |
| Total trades | 18 | Short positions (won %) | 10 (10.00%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 5 (27.78%) | Loss trades (% of total) | 13 (72.22%) | ||
| Largest | profit trade | 41.00 | loss trade | -37.00 | |
| Average | profit trade | 41.00 | loss trade | -37.00 | |
| Maximum | consecutive wins (profit in money) | 2 (82.00) | consecutive losses (loss in money) | 7 (-259.00) | |
| Maximal | consecutive profit (count of wins) | 82.00 (2) | consecutive loss (count of losses) | -259.00 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.06.01 20:59 | sell | 1 | 1.00 | 1.22570 | 1.22770 | 1.22529 | ||
| 2 | 2010.06.01 20:59 | modify | 1 | 1.00 | 1.22570 | 1.22607 | 1.22529 | ||
| 3 | 2010.06.01 21:02 | s/l | 1 | 1.00 | 1.22607 | 1.22607 | 1.22529 | -37.00 | 9963.00 |
| 4 | 2010.06.02 00:59 | buy | 2 | 1.00 | 1.22341 | 1.22141 | 1.22382 | ||
| 5 | 2010.06.02 00:59 | modify | 2 | 1.00 | 1.22341 | 1.22304 | 1.22382 | ||
| 6 | 2010.06.02 01:10 | t/p | 2 | 1.00 | 1.22382 | 1.22304 | 1.22382 | 41.00 | 10004.00 |
| 7 | 2010.06.02 07:59 | buy | 3 | 1.00 | 1.22168 | 1.21968 | 1.22209 | ||
| 8 | 2010.06.02 07:59 | modify | 3 | 1.00 | 1.22168 | 1.22131 | 1.22209 | ||
| 9 | 2010.06.02 08:02 | t/p | 3 | 1.00 | 1.22209 | 1.22131 | 1.22209 | 41.00 | 10045.00 |
| 10 | 2010.06.02 10:59 | sell | 4 | 1.00 | 1.22168 | 1.22368 | 1.22127 | ||
| 11 | 2010.06.02 10:59 | modify | 4 | 1.00 | 1.22168 | 1.22205 | 1.22127 | ||
| 12 | 2010.06.02 11:05 | s/l | 4 | 1.00 | 1.22205 | 1.22205 | 1.22127 | -37.00 | 10008.00 |
| 13 | 2010.06.03 00:59 | sell | 5 | 1.00 | 1.22369 | 1.22569 | 1.22328 | ||
| 14 | 2010.06.03 00:59 | modify | 5 | 1.00 | 1.22369 | 1.22406 | 1.22328 | ||
| 15 | 2010.06.03 01:10 | t/p | 5 | 1.00 | 1.22328 | 1.22406 | 1.22328 | 41.00 | 10049.00 |
| 16 | 2010.06.04 15:59 | buy | 6 | 1.00 | 1.20514 | 1.20314 | 1.20555 | ||
| 17 | 2010.06.04 15:59 | modify | 6 | 1.00 | 1.20514 | 1.20477 | 1.20555 | ||
| 18 | 2010.06.04 16:02 | s/l | 6 | 1.00 | 1.20477 | 1.20477 | 1.20555 | -37.00 | 10012.00 |
| 19 | 2010.06.07 17:59 | buy | 7 | 1.00 | 1.19589 | 1.19389 | 1.19630 | ||
| 20 | 2010.06.07 17:59 | modify | 7 | 1.00 | 1.19589 | 1.19552 | 1.19630 | ||
| 21 | 2010.06.07 18:02 | t/p | 7 | 1.00 | 1.19630 | 1.19552 | 1.19630 | 41.00 | 10053.00 |
| 22 | 2010.06.08 09:59 | sell | 8 | 1.00 | 1.19509 | 1.19709 | 1.19468 | ||
| 23 | 2010.06.08 09:59 | modify | 8 | 1.00 | 1.19509 | 1.19546 | 1.19468 | ||
| 24 | 2010.06.08 10:03 | s/l | 8 | 1.00 | 1.19546 | 1.19546 | 1.19468 | -37.00 | 10016.00 |
| 25 | 2010.06.08 21:59 | buy | 9 | 1.00 | 1.19466 | 1.19266 | 1.19507 | ||
| 26 | 2010.06.08 21:59 | modify | 9 | 1.00 | 1.19466 | 1.19429 | 1.19507 | ||
| 27 | 2010.06.08 22:02 | s/l | 9 | 1.00 | 1.19429 | 1.19429 | 1.19507 | -37.00 | 9979.00 |
| 28 | 2010.06.10 08:59 | sell | 10 | 1.00 | 1.20363 | 1.20563 | 1.20322 | ||
| 29 | 2010.06.10 08:59 | modify | 10 | 1.00 | 1.20363 | 1.20400 | 1.20322 | ||
| 30 | 2010.06.10 09:02 | s/l | 10 | 1.00 | 1.20400 | 1.20400 | 1.20322 | -37.00 | 9942.00 |
| 31 | 2010.06.10 12:59 | sell | 11 | 1.00 | 1.20460 | 1.20660 | 1.20419 | ||
| 32 | 2010.06.10 12:59 | modify | 11 | 1.00 | 1.20460 | 1.20497 | 1.20419 | ||
| 33 | 2010.06.10 13:02 | s/l | 11 | 1.00 | 1.20497 | 1.20497 | 1.20419 | -37.00 | 9905.00 |
| 34 | 2010.06.18 16:59 | buy | 12 | 1.00 | 1.23837 | 1.23637 | 1.23878 | ||
| 35 | 2010.06.18 16:59 | modify | 12 | 1.00 | 1.23837 | 1.23800 | 1.23878 | ||
| 36 | 2010.06.18 17:03 | s/l | 12 | 1.00 | 1.23800 | 1.23800 | 1.23878 | -37.00 | 9868.00 |
| 37 | 2010.06.23 10:59 | sell | 13 | 1.00 | 1.22777 | 1.22977 | 1.22736 | ||
| 38 | 2010.06.23 10:59 | modify | 13 | 1.00 | 1.22777 | 1.22814 | 1.22736 | ||
| 39 | 2010.06.23 11:10 | s/l | 13 | 1.00 | 1.22814 | 1.22814 | 1.22736 | -37.00 | 9831.00 |
| 40 | 2010.06.25 05:59 | sell | 14 | 1.00 | 1.23213 | 1.23413 | 1.23172 | ||
| 41 | 2010.06.25 05:59 | modify | 14 | 1.00 | 1.23213 | 1.23250 | 1.23172 | ||
| 42 | 2010.06.25 06:02 | s/l | 14 | 1.00 | 1.23250 | 1.23250 | 1.23172 | -37.00 | 9794.00 |
| 43 | 2010.06.25 07:59 | buy | 15 | 1.00 | 1.23239 | 1.23039 | 1.23280 | ||
| 44 | 2010.06.25 07:59 | modify | 15 | 1.00 | 1.23239 | 1.23202 | 1.23280 | ||
| 45 | 2010.06.25 08:03 | t/p | 15 | 1.00 | 1.23280 | 1.23202 | 1.23280 | 41.00 | 9835.00 |
| 46 | 2010.06.25 21:59 | sell | 16 | 1.00 | 1.23841 | 1.24041 | 1.23800 | ||
| 47 | 2010.06.25 21:59 | modify | 16 | 1.00 | 1.23841 | 1.23878 | 1.23800 | ||
| 48 | 2010.06.25 22:02 | s/l | 16 | 1.00 | 1.23878 | 1.23878 | 1.23800 | -37.00 | 9798.00 |
| 49 | 2010.06.28 03:59 | sell | 17 | 1.00 | 1.23776 | 1.23976 | 1.23735 | ||
| 50 | 2010.06.28 03:59 | modify | 17 | 1.00 | 1.23776 | 1.23813 | 1.23735 | ||
| 51 | 2010.06.28 04:15 | s/l | 17 | 1.00 | 1.23813 | 1.23813 | 1.23735 | -37.00 | 9761.00 |
| 52 | 2010.06.29 17:59 | buy | 18 | 1.00 | 1.21869 | 1.21669 | 1.21910 | ||
| 53 | 2010.06.29 17:59 | modify | 18 | 1.00 | 1.21869 | 1.21832 | 1.21910 | ||
| 54 | 2010.06.29 18:07 | s/l | 18 | 1.00 | 1.21832 | 1.21832 | 1.21910 | -37.00 | 9724.00 |