Strategy Tester Report
FT_Parabolic SAR_EMA
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 | ema1_period=10; ema2_period=25; ema3_period=50; stepfast=0.02; stepfast15m=0.02; maximumfast=0.2; 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 | -7.16 | Gross profit | 42.33 | Gross loss | -49.49 |
| Profit factor | 0.86 | Expected payoff | -0.72 | ||
| Absolute drawdown | 20.17 | Maximal drawdown | 48.85 (0.49%) | Relative drawdown | 0.49% (48.85) |
| Total trades | 10 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 4 (40.00%) | Loss trades (% of total) | 6 (60.00%) | ||
| Largest | profit trade | 14.99 | loss trade | -12.63 | |
| Average | profit trade | 10.58 | loss trade | -8.25 | |
| Maximum | consecutive wins (profit in money) | 3 (31.54) | consecutive losses (loss in money) | 5 (-36.86) | |
| Maximal | consecutive profit (count of wins) | 31.54 (3) | consecutive loss (count of losses) | -36.86 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.06.03 08:00 | buy | 1 | 0.01 | 1.23187 | 1.21687 | 1.24687 | ||
| 2 | 2010.06.03 18:00 | sell | 2 | 0.01 | 1.21924 | 1.23424 | 1.20424 | ||
| 3 | 2010.06.03 18:00 | close | 1 | 0.01 | 1.21924 | 1.21687 | 1.24687 | -12.63 | 9987.37 |
| 4 | 2010.06.04 13:50 | t/p | 2 | 0.01 | 1.20424 | 1.23424 | 1.20424 | 14.99 | 10002.36 |
| 5 | 2010.06.09 15:00 | buy | 3 | 0.01 | 1.20109 | 1.18609 | 1.21609 | ||
| 6 | 2010.06.14 01:10 | t/p | 3 | 0.01 | 1.21609 | 1.18609 | 1.21609 | 14.96 | 10017.32 |
| 7 | 2010.06.21 20:00 | sell | 4 | 0.01 | 1.23246 | 1.24746 | 1.21746 | ||
| 8 | 2010.06.24 02:00 | close | 4 | 0.01 | 1.23081 | 1.24746 | 1.21746 | 1.59 | 10018.91 |
| 9 | 2010.06.24 03:00 | buy | 5 | 0.01 | 1.23338 | 1.21838 | 1.24838 | ||
| 10 | 2010.06.24 14:00 | sell | 6 | 0.01 | 1.22787 | 1.24287 | 1.21287 | ||
| 11 | 2010.06.24 14:00 | close | 5 | 0.01 | 1.22787 | 1.21838 | 1.24838 | -5.51 | 10013.40 |
| 12 | 2010.06.24 18:00 | buy | 7 | 0.01 | 1.23649 | 1.22149 | 1.25149 | ||
| 13 | 2010.06.24 18:00 | close | 6 | 0.01 | 1.23649 | 1.24287 | 1.21287 | -8.62 | 10004.78 |
| 14 | 2010.06.25 12:00 | sell | 8 | 0.01 | 1.22680 | 1.24180 | 1.21180 | ||
| 15 | 2010.06.25 12:00 | close | 7 | 0.01 | 1.22680 | 1.22149 | 1.25149 | -9.70 | 9995.08 |
| 16 | 2010.06.25 19:00 | buy | 9 | 0.01 | 1.23482 | 1.21982 | 1.24982 | ||
| 17 | 2010.06.25 19:00 | close | 8 | 0.01 | 1.23482 | 1.24180 | 1.21180 | -8.02 | 9987.06 |
| 18 | 2010.06.28 19:00 | sell | 10 | 0.01 | 1.22982 | 1.24482 | 1.21482 | ||
| 19 | 2010.06.28 19:00 | close | 9 | 0.01 | 1.22982 | 1.21982 | 1.24982 | -5.01 | 9982.05 |
| 20 | 2010.06.29 23:59 | close at stop | 10 | 0.01 | 1.21902 | 1.24482 | 1.21482 | 10.79 | 9992.84 |