Strategy Tester Report
FrBestExp02_6_maloma_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 | Lots=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; map=25; mash=1; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 3323.00 | Gross profit | 3870.00 | Gross loss | -547.00 |
Profit factor | 7.07 | Expected payoff | 553.83 | ||
Absolute drawdown | 738.00 | Maximal drawdown | 1212.00 (10.33%) | Relative drawdown | 10.33% (1212.00) |
Total trades | 6 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) | ||
Largest | profit trade | 2050.00 | loss trade | -547.00 | |
Average | profit trade | 774.00 | loss trade | -547.00 | |
Maximum | consecutive wins (profit in money) | 4 (1820.00) | consecutive losses (loss in money) | 1 (-547.00) | |
Maximal | consecutive profit (count of wins) | 2050.00 (1) | consecutive loss (count of losses) | -547.00 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.02 10:15 | sell | 1 | 1.00 | 1.22194 | 1.23194 | 1.21194 | ||
2 | 2010.06.02 11:40 | buy | 2 | 10.00 | 1.22527 | 1.21527 | 1.23527 | ||
3 | 2010.06.02 11:50 | close | 2 | 10.00 | 1.22732 | 1.21527 | 1.23527 | 2050.00 | 12050.00 |
4 | 2010.06.02 11:50 | close | 1 | 1.00 | 1.22741 | 1.23194 | 1.21194 | -547.00 | 11503.00 |
5 | 2010.06.10 01:03 | sell | 3 | 1.00 | 1.19872 | 1.20872 | 1.18872 | ||
6 | 2010.06.10 02:20 | sell | 4 | 10.00 | 1.19638 | 1.20638 | 1.18638 | ||
7 | 2010.06.10 02:50 | close | 4 | 10.00 | 1.19577 | 1.20638 | 1.18638 | 610.00 | 12113.00 |
8 | 2010.06.10 02:50 | close | 3 | 1.00 | 1.19577 | 1.20872 | 1.18872 | 295.00 | 12408.00 |
9 | 2010.06.11 03:00 | sell | 5 | 1.00 | 1.21173 | 1.22173 | 1.20173 | ||
10 | 2010.06.11 03:50 | sell | 6 | 10.00 | 1.21006 | 1.22006 | 1.20006 | ||
11 | 2010.06.11 04:20 | close | 6 | 10.00 | 1.20938 | 1.22006 | 1.20006 | 680.00 | 13088.00 |
12 | 2010.06.11 04:20 | close | 5 | 1.00 | 1.20938 | 1.22173 | 1.20173 | 235.00 | 13323.00 |