Strategy Tester Report
Agent_Fx_v07_XZ_ss
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="""; lots=0.25; 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 | -111.25 | Gross profit | 51.25 | Gross loss | -162.50 |
Profit factor | 0.32 | Expected payoff | -6.18 | ||
Absolute drawdown | 111.25 | Maximal drawdown | 119.25 (1.19%) | Relative drawdown | 1.19% (119.25) |
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 | 10.25 | loss trade | -12.50 | |
Average | profit trade | 10.25 | loss trade | -12.50 | |
Maximum | consecutive wins (profit in money) | 2 (20.50) | consecutive losses (loss in money) | 7 (-87.50) | |
Maximal | consecutive profit (count of wins) | 20.50 (2) | consecutive loss (count of losses) | -87.50 (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 | 0.25 | 1.22570 | 1.22770 | 1.22529 | ||
2 | 2010.06.01 20:59 | modify | 1 | 0.25 | 1.22570 | 1.22620 | 1.22529 | ||
3 | 2010.06.01 21:02 | s/l | 1 | 0.25 | 1.22620 | 1.22620 | 1.22529 | -12.50 | 9987.50 |
4 | 2010.06.02 00:59 | buy | 2 | 0.25 | 1.22354 | 1.22154 | 1.22395 | ||
5 | 2010.06.02 00:59 | modify | 2 | 0.25 | 1.22354 | 1.22304 | 1.22395 | ||
6 | 2010.06.02 01:10 | t/p | 2 | 0.25 | 1.22395 | 1.22304 | 1.22395 | 10.25 | 9997.75 |
7 | 2010.06.02 07:59 | buy | 3 | 0.25 | 1.22181 | 1.21981 | 1.22222 | ||
8 | 2010.06.02 07:59 | modify | 3 | 0.25 | 1.22181 | 1.22131 | 1.22222 | ||
9 | 2010.06.02 08:02 | t/p | 3 | 0.25 | 1.22222 | 1.22131 | 1.22222 | 10.25 | 10008.00 |
10 | 2010.06.02 10:59 | sell | 4 | 0.25 | 1.22168 | 1.22368 | 1.22127 | ||
11 | 2010.06.02 10:59 | modify | 4 | 0.25 | 1.22168 | 1.22218 | 1.22127 | ||
12 | 2010.06.02 11:05 | s/l | 4 | 0.25 | 1.22218 | 1.22218 | 1.22127 | -12.50 | 9995.50 |
13 | 2010.06.03 00:59 | sell | 5 | 0.25 | 1.22369 | 1.22569 | 1.22328 | ||
14 | 2010.06.03 00:59 | modify | 5 | 0.25 | 1.22369 | 1.22419 | 1.22328 | ||
15 | 2010.06.03 01:10 | t/p | 5 | 0.25 | 1.22328 | 1.22419 | 1.22328 | 10.25 | 10005.75 |
16 | 2010.06.04 15:59 | buy | 6 | 0.25 | 1.20527 | 1.20327 | 1.20568 | ||
17 | 2010.06.04 15:59 | modify | 6 | 0.25 | 1.20527 | 1.20477 | 1.20568 | ||
18 | 2010.06.04 16:02 | s/l | 6 | 0.25 | 1.20477 | 1.20477 | 1.20568 | -12.50 | 9993.25 |
19 | 2010.06.07 17:59 | buy | 7 | 0.25 | 1.19602 | 1.19402 | 1.19643 | ||
20 | 2010.06.07 17:59 | modify | 7 | 0.25 | 1.19602 | 1.19552 | 1.19643 | ||
21 | 2010.06.07 18:02 | t/p | 7 | 0.25 | 1.19643 | 1.19552 | 1.19643 | 10.25 | 10003.50 |
22 | 2010.06.08 09:59 | sell | 8 | 0.25 | 1.19509 | 1.19709 | 1.19468 | ||
23 | 2010.06.08 09:59 | modify | 8 | 0.25 | 1.19509 | 1.19559 | 1.19468 | ||
24 | 2010.06.08 10:03 | s/l | 8 | 0.25 | 1.19559 | 1.19559 | 1.19468 | -12.50 | 9991.00 |
25 | 2010.06.08 21:59 | buy | 9 | 0.25 | 1.19479 | 1.19279 | 1.19520 | ||
26 | 2010.06.08 21:59 | modify | 9 | 0.25 | 1.19479 | 1.19429 | 1.19520 | ||
27 | 2010.06.08 22:02 | s/l | 9 | 0.25 | 1.19429 | 1.19429 | 1.19520 | -12.50 | 9978.50 |
28 | 2010.06.10 08:59 | sell | 10 | 0.25 | 1.20363 | 1.20563 | 1.20322 | ||
29 | 2010.06.10 08:59 | modify | 10 | 0.25 | 1.20363 | 1.20413 | 1.20322 | ||
30 | 2010.06.10 09:02 | s/l | 10 | 0.25 | 1.20413 | 1.20413 | 1.20322 | -12.50 | 9966.00 |
31 | 2010.06.10 12:59 | sell | 11 | 0.25 | 1.20460 | 1.20660 | 1.20419 | ||
32 | 2010.06.10 12:59 | modify | 11 | 0.25 | 1.20460 | 1.20510 | 1.20419 | ||
33 | 2010.06.10 13:02 | s/l | 11 | 0.25 | 1.20510 | 1.20510 | 1.20419 | -12.50 | 9953.50 |
34 | 2010.06.18 16:59 | buy | 12 | 0.25 | 1.23850 | 1.23650 | 1.23891 | ||
35 | 2010.06.18 16:59 | modify | 12 | 0.25 | 1.23850 | 1.23800 | 1.23891 | ||
36 | 2010.06.18 17:03 | s/l | 12 | 0.25 | 1.23800 | 1.23800 | 1.23891 | -12.50 | 9941.00 |
37 | 2010.06.23 10:59 | sell | 13 | 0.25 | 1.22777 | 1.22977 | 1.22736 | ||
38 | 2010.06.23 10:59 | modify | 13 | 0.25 | 1.22777 | 1.22827 | 1.22736 | ||
39 | 2010.06.23 11:10 | s/l | 13 | 0.25 | 1.22827 | 1.22827 | 1.22736 | -12.50 | 9928.50 |
40 | 2010.06.25 05:59 | sell | 14 | 0.25 | 1.23213 | 1.23413 | 1.23172 | ||
41 | 2010.06.25 05:59 | modify | 14 | 0.25 | 1.23213 | 1.23263 | 1.23172 | ||
42 | 2010.06.25 06:02 | s/l | 14 | 0.25 | 1.23263 | 1.23263 | 1.23172 | -12.50 | 9916.00 |
43 | 2010.06.25 07:59 | buy | 15 | 0.25 | 1.23252 | 1.23052 | 1.23293 | ||
44 | 2010.06.25 07:59 | modify | 15 | 0.25 | 1.23252 | 1.23202 | 1.23293 | ||
45 | 2010.06.25 08:03 | t/p | 15 | 0.25 | 1.23293 | 1.23202 | 1.23293 | 10.25 | 9926.25 |
46 | 2010.06.25 21:59 | sell | 16 | 0.25 | 1.23841 | 1.24041 | 1.23800 | ||
47 | 2010.06.25 21:59 | modify | 16 | 0.25 | 1.23841 | 1.23891 | 1.23800 | ||
48 | 2010.06.25 22:02 | s/l | 16 | 0.25 | 1.23891 | 1.23891 | 1.23800 | -12.50 | 9913.75 |
49 | 2010.06.28 03:59 | sell | 17 | 0.25 | 1.23776 | 1.23976 | 1.23735 | ||
50 | 2010.06.28 03:59 | modify | 17 | 0.25 | 1.23776 | 1.23826 | 1.23735 | ||
51 | 2010.06.28 04:15 | s/l | 17 | 0.25 | 1.23826 | 1.23826 | 1.23735 | -12.50 | 9901.25 |
52 | 2010.06.29 17:59 | buy | 18 | 0.25 | 1.21882 | 1.21682 | 1.21923 | ||
53 | 2010.06.29 17:59 | modify | 18 | 0.25 | 1.21882 | 1.21832 | 1.21923 | ||
54 | 2010.06.29 18:07 | s/l | 18 | 0.25 | 1.21832 | 1.21832 | 1.21923 | -12.50 | 9888.75 |