Strategy Tester Report
Sweet_Spot_Extreme
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 | MAGIC_NUMBER=613; MaxTradesPerSymbol=3; Slippage=2; Lots=1; MaximumRisk=0.05; DecreaseFactor=6; Stop=10; MAPeriod=85; CloseMa=70; MinLot=0.1; buyccilevel=-200; sellccilevel=200; price=0; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1427.80 | Gross profit | 1596.80 | Gross loss | -169.00 |
Profit factor | 9.45 | Expected payoff | 37.57 | ||
Absolute drawdown | 213.00 | Maximal drawdown | 393.80 (3.46%) | Relative drawdown | 3.46% (393.80) |
Total trades | 38 | Short positions (won %) | 29 (93.10%) | Long positions (won %) | 9 (100.00%) |
Profit trades (% of total) | 36 (94.74%) | Loss trades (% of total) | 2 (5.26%) | ||
Largest | profit trade | 148.50 | loss trade | -92.00 | |
Average | profit trade | 44.36 | loss trade | -84.50 | |
Maximum | consecutive wins (profit in money) | 19 (1025.70) | consecutive losses (loss in money) | 1 (-92.00) | |
Maximal | consecutive profit (count of wins) | 1025.70 (19) | consecutive loss (count of losses) | -92.00 (1) | |
Average | consecutive wins | 12 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 07:20 | sell | 1 | 1.00 | 1.22832 | 0.00000 | 0.00000 | ||
2 | 2010.06.01 07:22 | sell | 2 | 1.00 | 1.22799 | 0.00000 | 0.00000 | ||
3 | 2010.06.01 07:22 | close | 1 | 1.00 | 1.22817 | 0.00000 | 0.00000 | 15.00 | 10015.00 |
4 | 2010.06.01 07:25 | sell | 3 | 1.00 | 1.22815 | 0.00000 | 0.00000 | ||
5 | 2010.06.01 07:27 | close | 2 | 1.00 | 1.22784 | 0.00000 | 0.00000 | 15.00 | 10030.00 |
6 | 2010.06.01 07:30 | close | 3 | 1.00 | 1.22773 | 0.00000 | 0.00000 | 42.00 | 10072.00 |
7 | 2010.06.01 07:40 | sell | 4 | 1.00 | 1.22845 | 0.00000 | 0.00000 | ||
8 | 2010.06.01 07:42 | sell | 5 | 1.00 | 1.22826 | 0.00000 | 0.00000 | ||
9 | 2010.06.01 07:59 | close | 4 | 1.00 | 1.22788 | 0.00000 | 0.00000 | 57.00 | 10129.00 |
10 | 2010.06.01 08:00 | close | 5 | 1.00 | 1.22794 | 0.00000 | 0.00000 | 32.00 | 10161.00 |
11 | 2010.06.03 11:20 | buy | 6 | 1.00 | 1.22667 | 0.00000 | 0.00000 | ||
12 | 2010.06.03 11:22 | close | 6 | 1.00 | 1.22738 | 0.00000 | 0.00000 | 71.00 | 10232.00 |
13 | 2010.06.04 08:20 | sell | 7 | 1.00 | 1.21904 | 0.00000 | 0.00000 | ||
14 | 2010.06.04 08:22 | sell | 8 | 1.00 | 1.21880 | 0.00000 | 0.00000 | ||
15 | 2010.06.04 08:25 | sell | 9 | 1.00 | 1.21892 | 0.00000 | 0.00000 | ||
16 | 2010.06.04 08:27 | close | 7 | 1.00 | 1.21873 | 0.00000 | 0.00000 | 31.00 | 10263.00 |
17 | 2010.06.04 08:27 | close | 9 | 1.00 | 1.21873 | 0.00000 | 0.00000 | 19.00 | 10282.00 |
18 | 2010.06.04 08:27 | close | 8 | 1.00 | 1.21832 | 0.00000 | 0.00000 | 48.00 | 10330.00 |
19 | 2010.06.04 08:50 | sell | 10 | 1.00 | 1.21894 | 0.00000 | 0.00000 | ||
20 | 2010.06.04 08:52 | sell | 11 | 1.00 | 1.21867 | 0.00000 | 0.00000 | ||
21 | 2010.06.04 08:55 | sell | 12 | 1.00 | 1.21880 | 0.00000 | 0.00000 | ||
22 | 2010.06.04 08:57 | close | 10 | 1.00 | 1.21858 | 0.00000 | 0.00000 | 36.00 | 10366.00 |
23 | 2010.06.04 08:57 | close | 12 | 1.00 | 1.21858 | 0.00000 | 0.00000 | 22.00 | 10388.00 |
24 | 2010.06.04 08:59 | close | 11 | 1.00 | 1.21841 | 0.00000 | 0.00000 | 26.00 | 10414.00 |
25 | 2010.06.04 09:50 | sell | 13 | 1.00 | 1.21924 | 0.00000 | 0.00000 | ||
26 | 2010.06.04 09:52 | sell | 14 | 1.00 | 1.21894 | 0.00000 | 0.00000 | ||
27 | 2010.06.04 09:52 | close | 13 | 1.00 | 1.21912 | 0.00000 | 0.00000 | 12.00 | 10426.00 |
28 | 2010.06.04 09:55 | sell | 15 | 1.00 | 1.21909 | 0.00000 | 0.00000 | ||
29 | 2010.06.04 09:57 | close | 14 | 1.00 | 1.21882 | 0.00000 | 0.00000 | 12.00 | 10438.00 |
30 | 2010.06.04 09:59 | sell | 16 | 1.00 | 1.21922 | 0.00000 | 0.00000 | ||
31 | 2010.06.04 10:07 | close | 16 | 1.00 | 1.21900 | 0.00000 | 0.00000 | 22.00 | 10460.00 |
32 | 2010.06.04 10:15 | close | 15 | 1.00 | 1.22001 | 0.00000 | 0.00000 | -92.00 | 10368.00 |
33 | 2010.06.08 02:20 | sell | 17 | 1.00 | 1.19443 | 0.00000 | 0.00000 | ||
34 | 2010.06.08 02:22 | close | 17 | 1.00 | 1.19418 | 0.00000 | 0.00000 | 25.00 | 10393.00 |
35 | 2010.06.08 02:25 | sell | 18 | 1.00 | 1.19422 | 0.00000 | 0.00000 | ||
36 | 2010.06.08 02:27 | close | 18 | 1.00 | 1.19376 | 0.00000 | 0.00000 | 46.00 | 10439.00 |
37 | 2010.06.17 10:10 | sell | 19 | 1.00 | 1.22927 | 0.00000 | 0.00000 | ||
38 | 2010.06.17 10:12 | close | 19 | 1.00 | 1.22904 | 0.00000 | 0.00000 | 23.00 | 10462.00 |
39 | 2010.06.17 16:50 | buy | 20 | 1.00 | 1.23448 | 0.00000 | 0.00000 | ||
40 | 2010.06.17 16:52 | close | 20 | 1.00 | 1.23508 | 0.00000 | 0.00000 | 60.00 | 10522.00 |
41 | 2010.06.17 17:07 | buy | 21 | 1.10 | 1.23412 | 0.00000 | 0.00000 | ||
42 | 2010.06.17 17:10 | close | 21 | 1.10 | 1.23547 | 0.00000 | 0.00000 | 148.50 | 10670.50 |
43 | 2010.06.22 03:15 | sell | 22 | 1.10 | 1.23433 | 0.00000 | 0.00000 | ||
44 | 2010.06.22 03:17 | sell | 23 | 1.00 | 1.23398 | 0.00000 | 0.00000 | ||
45 | 2010.06.22 03:17 | close | 22 | 1.10 | 1.23416 | 0.00000 | 0.00000 | 18.70 | 10689.20 |
46 | 2010.06.22 03:20 | sell | 24 | 1.00 | 1.23538 | 0.00000 | 0.00000 | ||
47 | 2010.06.22 03:22 | sell | 25 | 1.00 | 1.23468 | 0.00000 | 0.00000 | ||
48 | 2010.06.22 03:22 | close | 24 | 1.00 | 1.23486 | 0.00000 | 0.00000 | 52.00 | 10741.20 |
49 | 2010.06.22 03:25 | sell | 26 | 1.00 | 1.23503 | 0.00000 | 0.00000 | ||
50 | 2010.06.22 03:27 | close | 25 | 1.00 | 1.23416 | 0.00000 | 0.00000 | 52.00 | 10793.20 |
51 | 2010.06.22 03:30 | close | 26 | 1.00 | 1.23392 | 0.00000 | 0.00000 | 111.00 | 10904.20 |
52 | 2010.06.22 03:37 | sell | 27 | 1.10 | 1.23466 | 0.00000 | 0.00000 | ||
53 | 2010.06.22 03:40 | close | 23 | 1.00 | 1.23310 | 0.00000 | 0.00000 | 88.00 | 10992.20 |
54 | 2010.06.22 03:42 | close | 27 | 1.10 | 1.23353 | 0.00000 | 0.00000 | 124.30 | 11116.50 |
55 | 2010.06.22 09:20 | sell | 28 | 1.10 | 1.23272 | 0.00000 | 0.00000 | ||
56 | 2010.06.22 09:22 | close | 28 | 1.10 | 1.23255 | 0.00000 | 0.00000 | 18.70 | 11135.20 |
57 | 2010.06.22 09:25 | sell | 29 | 1.10 | 1.23254 | 0.00000 | 0.00000 | ||
58 | 2010.06.22 09:27 | close | 29 | 1.10 | 1.23220 | 0.00000 | 0.00000 | 37.40 | 11172.60 |
59 | 2010.06.22 09:27 | sell | 30 | 1.10 | 1.23262 | 0.00000 | 0.00000 | ||
60 | 2010.06.22 09:40 | close | 30 | 1.10 | 1.23225 | 0.00000 | 0.00000 | 40.70 | 11213.30 |
61 | 2010.06.24 01:50 | buy | 31 | 1.10 | 1.22987 | 0.00000 | 0.00000 | ||
62 | 2010.06.24 01:52 | close | 31 | 1.10 | 1.23002 | 0.00000 | 0.00000 | 16.50 | 11229.80 |
63 | 2010.06.24 08:50 | buy | 32 | 1.10 | 1.23135 | 0.00000 | 0.00000 | ||
64 | 2010.06.24 08:52 | close | 32 | 1.10 | 1.23176 | 0.00000 | 0.00000 | 45.10 | 11274.90 |
65 | 2010.06.24 08:55 | buy | 33 | 1.10 | 1.23164 | 0.00000 | 0.00000 | ||
66 | 2010.06.24 08:57 | close | 33 | 1.10 | 1.23234 | 0.00000 | 0.00000 | 77.00 | 11351.90 |
67 | 2010.06.24 08:59 | buy | 34 | 1.10 | 1.23180 | 0.00000 | 0.00000 | ||
68 | 2010.06.24 09:02 | close | 34 | 1.10 | 1.23205 | 0.00000 | 0.00000 | 27.50 | 11379.40 |
69 | 2010.06.24 15:15 | sell | 35 | 1.10 | 1.23105 | 0.00000 | 0.00000 | ||
70 | 2010.06.24 15:17 | sell | 36 | 1.10 | 1.23074 | 0.00000 | 0.00000 | ||
71 | 2010.06.24 15:17 | close | 35 | 1.10 | 1.23092 | 0.00000 | 0.00000 | 14.30 | 11393.70 |
72 | 2010.06.24 15:30 | close | 36 | 1.10 | 1.23144 | 0.00000 | 0.00000 | -77.00 | 11316.70 |
73 | 2010.06.28 08:10 | buy | 37 | 1.10 | 1.23641 | 0.00000 | 0.00000 | ||
74 | 2010.06.28 08:13 | buy | 38 | 1.10 | 1.23669 | 0.00000 | 0.00000 | ||
75 | 2010.06.28 08:45 | close | 37 | 1.10 | 1.23679 | 0.00000 | 0.00000 | 41.80 | 11358.50 |
76 | 2010.06.28 08:50 | close | 38 | 1.10 | 1.23732 | 0.00000 | 0.00000 | 69.30 | 11427.80 |