Strategy Tester Report
MovingAveragePositionSystem
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 | x=""Òèï"; TypeMA=3; PeriodMA=240; SdvigMA=0; x1=""Íàñòðîéêè"; Lots=0.1; StarLots=0.1; MaxLots=10; LossPips=90; ProfitPips=170; TakeProfit=1000; MM=1; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -243.70 | Gross profit | 299.80 | Gross loss | -543.50 |
Profit factor | 0.55 | Expected payoff | -9.37 | ||
Absolute drawdown | 347.88 | Maximal drawdown | 494.92 (4.88%) | Relative drawdown | 4.88% (494.92) |
Total trades | 26 | Short positions (won %) | 13 (15.38%) | Long positions (won %) | 13 (7.69%) |
Profit trades (% of total) | 3 (11.54%) | Loss trades (% of total) | 23 (88.46%) | ||
Largest | profit trade | 100.00 | loss trade | -57.72 | |
Average | profit trade | 99.93 | loss trade | -23.63 | |
Maximum | consecutive wins (profit in money) | 1 (100.00) | consecutive losses (loss in money) | 18 (-488.12) | |
Maximal | consecutive profit (count of wins) | 100.00 (1) | consecutive loss (count of losses) | -488.12 (18) | |
Average | consecutive wins | 1 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.03 04:00 | buy | 1 | 0.10 | 1.22964 | 0.00000 | 1.23964 | ||
2 | 2010.06.03 05:00 | close | 1 | 0.10 | 1.22830 | 0.00000 | 1.23964 | -13.40 | 9986.60 |
3 | 2010.06.03 05:00 | sell | 2 | 0.10 | 1.22830 | 0.00000 | 1.21830 | ||
4 | 2010.06.03 06:00 | close | 2 | 0.10 | 1.22938 | 0.00000 | 1.21830 | -10.80 | 9975.80 |
5 | 2010.06.03 06:00 | buy | 3 | 0.10 | 1.22938 | 0.00000 | 1.23938 | ||
6 | 2010.06.03 12:00 | close | 3 | 0.10 | 1.22833 | 0.00000 | 1.23938 | -10.50 | 9965.30 |
7 | 2010.06.03 12:00 | sell | 4 | 0.10 | 1.22833 | 0.00000 | 1.21833 | ||
8 | 2010.06.03 18:15 | t/p | 4 | 0.10 | 1.21833 | 0.00000 | 1.21833 | 100.00 | 10065.30 |
9 | 2010.06.10 15:00 | buy | 5 | 0.10 | 1.20778 | 0.00000 | 1.21778 | ||
10 | 2010.06.11 19:00 | close | 5 | 0.10 | 1.20609 | 0.00000 | 1.21778 | -16.98 | 10048.32 |
11 | 2010.06.11 19:00 | sell | 6 | 0.10 | 1.20609 | 0.00000 | 1.19609 | ||
12 | 2010.06.11 20:00 | close | 6 | 0.10 | 1.20646 | 0.00000 | 1.19609 | -3.70 | 10044.62 |
13 | 2010.06.11 20:00 | buy | 7 | 0.10 | 1.20646 | 0.00000 | 1.21646 | ||
14 | 2010.06.14 01:10 | t/p | 7 | 0.10 | 1.21646 | 0.00000 | 1.21646 | 99.92 | 10144.54 |
15 | 2010.06.22 08:00 | sell | 8 | 0.10 | 1.22905 | 0.00000 | 1.21905 | ||
16 | 2010.06.22 09:00 | close | 8 | 0.10 | 1.23100 | 0.00000 | 1.21905 | -19.50 | 10125.04 |
17 | 2010.06.22 09:00 | buy | 9 | 0.10 | 1.23100 | 0.00000 | 1.24100 | ||
18 | 2010.06.22 12:00 | close | 9 | 0.10 | 1.22709 | 0.00000 | 1.24100 | -39.10 | 10085.94 |
19 | 2010.06.22 12:00 | sell | 10 | 0.10 | 1.22709 | 0.00000 | 1.21709 | ||
20 | 2010.06.22 18:00 | close | 10 | 0.10 | 1.23038 | 0.00000 | 1.21709 | -32.90 | 10053.04 |
21 | 2010.06.22 18:00 | buy | 11 | 0.10 | 1.23038 | 0.00000 | 1.24038 | ||
22 | 2010.06.22 21:00 | close | 11 | 0.10 | 1.22674 | 0.00000 | 1.24038 | -36.40 | 10016.64 |
23 | 2010.06.22 21:00 | sell | 12 | 0.10 | 1.22674 | 0.00000 | 1.21674 | ||
24 | 2010.06.23 21:00 | close | 12 | 0.10 | 1.23250 | 0.00000 | 1.21674 | -57.72 | 9958.92 |
25 | 2010.06.23 21:00 | buy | 13 | 0.10 | 1.23250 | 0.00000 | 1.24250 | ||
26 | 2010.06.24 02:00 | close | 13 | 0.10 | 1.23064 | 0.00000 | 1.24250 | -18.84 | 9940.08 |
27 | 2010.06.24 02:00 | sell | 14 | 0.10 | 1.23064 | 0.00000 | 1.22064 | ||
28 | 2010.06.24 03:00 | close | 14 | 0.10 | 1.23341 | 0.00000 | 1.22064 | -27.70 | 9912.38 |
29 | 2010.06.24 03:00 | buy | 15 | 0.10 | 1.23341 | 0.00000 | 1.24341 | ||
30 | 2010.06.24 10:00 | close | 15 | 0.10 | 1.22862 | 0.00000 | 1.24341 | -47.90 | 9864.48 |
31 | 2010.06.24 10:00 | sell | 16 | 0.10 | 1.22862 | 0.00000 | 1.21862 | ||
32 | 2010.06.24 17:00 | close | 16 | 0.10 | 1.23200 | 0.00000 | 1.21862 | -33.80 | 9830.68 |
33 | 2010.06.24 17:00 | buy | 17 | 0.10 | 1.23200 | 0.00000 | 1.24200 | ||
34 | 2010.06.25 03:00 | close | 17 | 0.10 | 1.23058 | 0.00000 | 1.24200 | -14.28 | 9816.40 |
35 | 2010.06.25 03:00 | sell | 18 | 0.10 | 1.23058 | 0.00000 | 1.22058 | ||
36 | 2010.06.25 04:00 | close | 18 | 0.10 | 1.23274 | 0.00000 | 1.22058 | -21.60 | 9794.80 |
37 | 2010.06.25 04:00 | buy | 19 | 0.10 | 1.23274 | 0.00000 | 1.24274 | ||
38 | 2010.06.25 07:00 | close | 19 | 0.10 | 1.23120 | 0.00000 | 1.24274 | -15.40 | 9779.40 |
39 | 2010.06.25 07:00 | sell | 20 | 0.10 | 1.23120 | 0.00000 | 1.22120 | ||
40 | 2010.06.25 08:00 | close | 20 | 0.10 | 1.23260 | 0.00000 | 1.22120 | -14.00 | 9765.40 |
41 | 2010.06.25 08:00 | buy | 21 | 0.10 | 1.23260 | 0.00000 | 1.24260 | ||
42 | 2010.06.25 11:00 | close | 21 | 0.10 | 1.22892 | 0.00000 | 1.24260 | -36.80 | 9728.60 |
43 | 2010.06.25 11:00 | sell | 22 | 0.10 | 1.22892 | 0.00000 | 1.21892 | ||
44 | 2010.06.25 18:00 | close | 22 | 0.10 | 1.23323 | 0.00000 | 1.21892 | -43.10 | 9685.50 |
45 | 2010.06.25 18:00 | buy | 23 | 0.10 | 1.23323 | 0.00000 | 1.24323 | ||
46 | 2010.06.28 16:00 | close | 23 | 0.10 | 1.23272 | 0.00000 | 1.24323 | -5.18 | 9680.32 |
47 | 2010.06.28 16:00 | sell | 24 | 0.10 | 1.23272 | 0.00000 | 1.22272 | ||
48 | 2010.06.28 17:00 | close | 24 | 0.10 | 1.23334 | 0.00000 | 1.22272 | -6.20 | 9674.12 |
49 | 2010.06.28 17:00 | buy | 25 | 0.10 | 1.23334 | 0.00000 | 1.24334 | ||
50 | 2010.06.28 18:00 | close | 25 | 0.10 | 1.23157 | 0.00000 | 1.24334 | -17.70 | 9656.42 |
51 | 2010.06.28 18:00 | sell | 26 | 0.10 | 1.23157 | 0.00000 | 1.22157 | ||
52 | 2010.06.29 09:46 | t/p | 26 | 0.10 | 1.22157 | 0.00000 | 1.22157 | 99.88 | 9756.30 |