Strategy Tester Report
ytg_Parabolic_exp
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 | timeframe=240; step=0.009; maximum=0.2; StopLoss=500; TakeProfit=500; Lotsi=0.1; MagicNumber=28081975; Slippage=30; NumberOfTry=5; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -150.08 | Gross profit | 100.00 | Gross loss | -250.08 |
Profit factor | 0.40 | Expected payoff | -21.44 | ||
Absolute drawdown | 159.98 | Maximal drawdown | 159.98 (1.60%) | Relative drawdown | 1.60% (159.98) |
Total trades | 7 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 4 (25.00%) |
Profit trades (% of total) | 2 (28.57%) | Loss trades (% of total) | 5 (71.43%) | ||
Largest | profit trade | 50.00 | loss trade | -50.08 | |
Average | profit trade | 50.00 | loss trade | -50.02 | |
Maximum | consecutive wins (profit in money) | 1 (50.00) | consecutive losses (loss in money) | 2 (-100.08) | |
Maximal | consecutive profit (count of wins) | 50.00 (1) | consecutive loss (count of losses) | -100.08 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 00:00 | buy limit | 1 | 0.10 | 1.00000 | 0.99500 | 1.00500 | ||
2 | 2010.06.01 04:00 | modify | 1 | 0.10 | 1.22422 | 1.21922 | 1.22922 | ||
3 | 2010.06.01 08:00 | modify | 1 | 0.10 | 1.22456 | 1.21956 | 1.22956 | ||
4 | 2010.06.01 08:50 | buy | 1 | 0.10 | 1.22456 | 1.21956 | 1.22956 | ||
5 | 2010.06.01 09:20 | s/l | 1 | 0.10 | 1.21956 | 1.21956 | 1.22956 | -50.00 | 9950.00 |
6 | 2010.06.01 12:00 | sell limit | 2 | 0.10 | 1.24500 | 1.25000 | 1.24000 | ||
7 | 2010.06.01 16:00 | modify | 2 | 0.10 | 1.24470 | 1.24970 | 1.23970 | ||
8 | 2010.06.01 20:00 | modify | 2 | 0.10 | 1.24439 | 1.24939 | 1.23939 | ||
9 | 2010.06.02 00:00 | modify | 2 | 0.10 | 1.24409 | 1.24909 | 1.23909 | ||
10 | 2010.06.02 04:00 | modify | 2 | 0.10 | 1.24380 | 1.24880 | 1.23880 | ||
11 | 2010.06.02 08:00 | modify | 2 | 0.10 | 1.24350 | 1.24850 | 1.23850 | ||
12 | 2010.06.02 12:00 | modify | 2 | 0.10 | 1.24321 | 1.24821 | 1.23821 | ||
13 | 2010.06.02 16:00 | modify | 2 | 0.10 | 1.24292 | 1.24792 | 1.23792 | ||
14 | 2010.06.02 20:00 | modify | 2 | 0.10 | 1.24264 | 1.24764 | 1.23764 | ||
15 | 2010.06.03 00:00 | modify | 2 | 0.10 | 1.24235 | 1.24735 | 1.23735 | ||
16 | 2010.06.03 04:00 | modify | 2 | 0.10 | 1.24207 | 1.24707 | 1.23707 | ||
17 | 2010.06.03 08:00 | modify | 2 | 0.10 | 1.24179 | 1.24679 | 1.23679 | ||
18 | 2010.06.03 12:00 | modify | 2 | 0.10 | 1.24152 | 1.24652 | 1.23652 | ||
19 | 2010.06.03 16:00 | modify | 2 | 0.10 | 1.24124 | 1.24624 | 1.23624 | ||
20 | 2010.06.03 20:00 | modify | 2 | 0.10 | 1.24097 | 1.24597 | 1.23597 | ||
21 | 2010.06.04 00:00 | modify | 2 | 0.10 | 1.24070 | 1.24570 | 1.23570 | ||
22 | 2010.06.04 04:00 | modify | 2 | 0.10 | 1.24043 | 1.24543 | 1.23543 | ||
23 | 2010.06.04 08:00 | modify | 2 | 0.10 | 1.24017 | 1.24517 | 1.23517 | ||
24 | 2010.06.04 12:00 | modify | 2 | 0.10 | 1.23991 | 1.24491 | 1.23491 | ||
25 | 2010.06.04 16:00 | modify | 2 | 0.10 | 1.23922 | 1.24422 | 1.23422 | ||
26 | 2010.06.04 20:00 | modify | 2 | 0.10 | 1.23809 | 1.24309 | 1.23309 | ||
27 | 2010.06.07 00:00 | modify | 2 | 0.10 | 1.23655 | 1.24155 | 1.23155 | ||
28 | 2010.06.07 04:00 | modify | 2 | 0.10 | 1.23435 | 1.23935 | 1.22935 | ||
29 | 2010.06.07 08:00 | modify | 2 | 0.10 | 1.23225 | 1.23725 | 1.22725 | ||
30 | 2010.06.07 12:00 | modify | 2 | 0.10 | 1.23024 | 1.23524 | 1.22524 | ||
31 | 2010.06.07 16:00 | modify | 2 | 0.10 | 1.22832 | 1.23332 | 1.22332 | ||
32 | 2010.06.07 20:00 | modify | 2 | 0.10 | 1.22648 | 1.23148 | 1.22148 | ||
33 | 2010.06.08 00:00 | modify | 2 | 0.10 | 1.22473 | 1.22973 | 1.21973 | ||
34 | 2010.06.08 04:00 | modify | 2 | 0.10 | 1.22306 | 1.22806 | 1.21806 | ||
35 | 2010.06.08 08:00 | modify | 2 | 0.10 | 1.22146 | 1.22646 | 1.21646 | ||
36 | 2010.06.08 12:00 | modify | 2 | 0.10 | 1.21994 | 1.22494 | 1.21494 | ||
37 | 2010.06.08 16:00 | modify | 2 | 0.10 | 1.21848 | 1.22348 | 1.21348 | ||
38 | 2010.06.08 20:00 | modify | 2 | 0.10 | 1.21709 | 1.22209 | 1.21209 | ||
39 | 2010.06.09 00:00 | modify | 2 | 0.10 | 1.21576 | 1.22076 | 1.21076 | ||
40 | 2010.06.09 04:00 | modify | 2 | 0.10 | 1.21450 | 1.21950 | 1.20950 | ||
41 | 2010.06.09 08:00 | modify | 2 | 0.10 | 1.21328 | 1.21828 | 1.20828 | ||
42 | 2010.06.09 12:00 | modify | 2 | 0.10 | 1.21213 | 1.21713 | 1.20713 | ||
43 | 2010.06.09 16:00 | modify | 2 | 0.10 | 1.21102 | 1.21602 | 1.20602 | ||
44 | 2010.06.09 20:00 | modify | 2 | 0.10 | 1.20997 | 1.21497 | 1.20497 | ||
45 | 2010.06.10 00:00 | modify | 2 | 0.10 | 1.20896 | 1.21396 | 1.20396 | ||
46 | 2010.06.10 04:00 | modify | 2 | 0.10 | 1.20800 | 1.21300 | 1.20300 | ||
47 | 2010.06.10 08:00 | modify | 2 | 0.10 | 1.20708 | 1.21208 | 1.20208 | ||
48 | 2010.06.10 10:50 | sell | 2 | 0.10 | 1.20708 | 1.21208 | 1.20208 | ||
49 | 2010.06.10 12:00 | buy limit | 3 | 0.10 | 1.18777 | 1.18277 | 1.19277 | ||
50 | 2010.06.10 15:45 | s/l | 2 | 0.10 | 1.21208 | 1.21208 | 1.20208 | -50.00 | 9900.00 |
51 | 2010.06.10 16:00 | modify | 3 | 0.10 | 1.18823 | 1.18323 | 1.19323 | ||
52 | 2010.06.10 20:00 | modify | 3 | 0.10 | 1.18891 | 1.18391 | 1.19391 | ||
53 | 2010.06.11 00:00 | modify | 3 | 0.10 | 1.18982 | 1.18482 | 1.19482 | ||
54 | 2010.06.11 04:00 | modify | 3 | 0.10 | 1.19094 | 1.18594 | 1.19594 | ||
55 | 2010.06.11 08:00 | modify | 3 | 0.10 | 1.19201 | 1.18701 | 1.19701 | ||
56 | 2010.06.11 12:00 | modify | 3 | 0.10 | 1.19304 | 1.18804 | 1.19804 | ||
57 | 2010.06.11 16:00 | modify | 3 | 0.10 | 1.19424 | 1.18924 | 1.19924 | ||
58 | 2010.06.11 20:00 | modify | 3 | 0.10 | 1.19537 | 1.19037 | 1.20037 | ||
59 | 2010.06.14 00:00 | modify | 3 | 0.10 | 1.19644 | 1.19144 | 1.20144 | ||
60 | 2010.06.14 04:00 | modify | 3 | 0.10 | 1.19797 | 1.19297 | 1.20297 | ||
61 | 2010.06.14 08:00 | modify | 3 | 0.10 | 1.19941 | 1.19441 | 1.20441 | ||
62 | 2010.06.14 12:00 | modify | 3 | 0.10 | 1.20131 | 1.19631 | 1.20631 | ||
63 | 2010.06.14 16:00 | modify | 3 | 0.10 | 1.20341 | 1.19841 | 1.20841 | ||
64 | 2010.06.14 20:00 | modify | 3 | 0.10 | 1.20578 | 1.20078 | 1.21078 | ||
65 | 2010.06.15 00:00 | modify | 3 | 0.10 | 1.20795 | 1.20295 | 1.21295 | ||
66 | 2010.06.15 04:00 | modify | 3 | 0.10 | 1.20991 | 1.20491 | 1.21491 | ||
67 | 2010.06.15 08:00 | modify | 3 | 0.10 | 1.21170 | 1.20670 | 1.21670 | ||
68 | 2010.06.15 12:00 | modify | 3 | 0.10 | 1.21333 | 1.20833 | 1.21833 | ||
69 | 2010.06.15 16:00 | modify | 3 | 0.10 | 1.21502 | 1.21002 | 1.22002 | ||
70 | 2010.06.15 20:00 | modify | 3 | 0.10 | 1.21717 | 1.21217 | 1.22217 | ||
71 | 2010.06.16 00:00 | modify | 3 | 0.10 | 1.21909 | 1.21409 | 1.22409 | ||
72 | 2010.06.16 04:00 | modify | 3 | 0.10 | 1.22080 | 1.21580 | 1.22580 | ||
73 | 2010.06.16 08:00 | modify | 3 | 0.10 | 1.22232 | 1.21732 | 1.22732 | ||
74 | 2010.06.16 12:00 | modify | 3 | 0.10 | 1.22384 | 1.21884 | 1.22884 | ||
75 | 2010.06.16 16:00 | modify | 3 | 0.10 | 1.22518 | 1.22018 | 1.23018 | ||
76 | 2010.06.16 20:00 | modify | 3 | 0.10 | 1.22545 | 1.22045 | 1.23045 | ||
77 | 2010.06.17 00:00 | modify | 3 | 0.10 | 1.22660 | 1.22160 | 1.23160 | ||
78 | 2010.06.17 03:50 | buy | 3 | 0.10 | 1.22660 | 1.22160 | 1.23160 | ||
79 | 2010.06.17 04:00 | sell limit | 4 | 0.10 | 1.23521 | 1.24021 | 1.23021 | ||
80 | 2010.06.17 08:00 | modify | 4 | 0.10 | 1.23503 | 1.24003 | 1.23003 | ||
81 | 2010.06.17 10:20 | t/p | 3 | 0.10 | 1.23160 | 1.22160 | 1.23160 | 50.00 | 9950.00 |
82 | 2010.06.17 11:10 | sell | 4 | 0.10 | 1.23503 | 1.24003 | 1.23003 | ||
83 | 2010.06.17 12:00 | buy limit | 5 | 0.10 | 1.22418 | 1.21918 | 1.22918 | ||
84 | 2010.06.17 15:15 | s/l | 4 | 0.10 | 1.24003 | 1.24003 | 1.23003 | -50.00 | 9900.00 |
85 | 2010.06.17 20:00 | modify | 5 | 0.10 | 1.22464 | 1.21964 | 1.22964 | ||
86 | 2010.06.18 00:00 | modify | 5 | 0.10 | 1.22509 | 1.22009 | 1.23009 | ||
87 | 2010.06.18 04:00 | modify | 5 | 0.10 | 1.22552 | 1.22052 | 1.23052 | ||
88 | 2010.06.18 08:00 | modify | 5 | 0.10 | 1.22609 | 1.22109 | 1.23109 | ||
89 | 2010.06.18 12:00 | modify | 5 | 0.10 | 1.22679 | 1.22179 | 1.23179 | ||
90 | 2010.06.18 16:00 | modify | 5 | 0.10 | 1.22746 | 1.22246 | 1.23246 | ||
91 | 2010.06.18 20:00 | modify | 5 | 0.10 | 1.22810 | 1.22310 | 1.23310 | ||
92 | 2010.06.21 00:00 | modify | 5 | 0.10 | 1.22871 | 1.22371 | 1.23371 | ||
93 | 2010.06.21 04:00 | modify | 5 | 0.10 | 1.22952 | 1.22452 | 1.23452 | ||
94 | 2010.06.21 08:00 | modify | 5 | 0.10 | 1.23060 | 1.22560 | 1.23560 | ||
95 | 2010.06.21 12:00 | modify | 5 | 0.10 | 1.23161 | 1.22661 | 1.23661 | ||
96 | 2010.06.21 16:00 | modify | 5 | 0.10 | 1.23256 | 1.22756 | 1.23756 | ||
97 | 2010.06.21 19:45 | buy | 5 | 0.10 | 1.23256 | 1.22756 | 1.23756 | ||
98 | 2010.06.21 20:00 | sell limit | 6 | 0.10 | 1.24650 | 1.25150 | 1.24150 | ||
99 | 2010.06.22 00:00 | modify | 6 | 0.10 | 1.24621 | 1.25121 | 1.24121 | ||
100 | 2010.06.22 04:00 | modify | 6 | 0.10 | 1.24577 | 1.25077 | 1.24077 | ||
101 | 2010.06.22 08:00 | modify | 6 | 0.10 | 1.24515 | 1.25015 | 1.24015 | ||
102 | 2010.06.22 11:46 | s/l | 5 | 0.10 | 1.22756 | 1.22756 | 1.23756 | -50.08 | 9849.92 |
103 | 2010.06.22 12:00 | modify | 6 | 0.10 | 1.24433 | 1.24933 | 1.23933 | ||
104 | 2010.06.22 16:00 | modify | 6 | 0.10 | 1.24330 | 1.24830 | 1.23830 | ||
105 | 2010.06.22 20:00 | modify | 6 | 0.10 | 1.24232 | 1.24732 | 1.23732 | ||
106 | 2010.06.23 00:00 | modify | 6 | 0.10 | 1.24139 | 1.24639 | 1.23639 | ||
107 | 2010.06.23 04:00 | modify | 6 | 0.10 | 1.24033 | 1.24533 | 1.23533 | ||
108 | 2010.06.23 08:00 | modify | 6 | 0.10 | 1.23933 | 1.24433 | 1.23433 | ||
109 | 2010.06.23 12:00 | modify | 6 | 0.10 | 1.23839 | 1.24339 | 1.23339 | ||
110 | 2010.06.23 16:00 | modify | 6 | 0.10 | 1.23725 | 1.24225 | 1.23225 | ||
111 | 2010.06.23 20:00 | modify | 6 | 0.10 | 1.23592 | 1.24092 | 1.23092 | ||
112 | 2010.06.24 00:00 | modify | 6 | 0.10 | 1.23470 | 1.23970 | 1.22970 | ||
113 | 2010.06.24 04:00 | modify | 6 | 0.10 | 1.23432 | 1.23932 | 1.22932 | ||
114 | 2010.06.24 04:50 | sell | 6 | 0.10 | 1.23432 | 1.23932 | 1.22932 | ||
115 | 2010.06.24 08:00 | buy limit | 7 | 0.10 | 1.22103 | 1.21603 | 1.22603 | ||
116 | 2010.06.24 09:50 | t/p | 6 | 0.10 | 1.22932 | 1.23932 | 1.22932 | 50.00 | 9899.92 |
117 | 2010.06.24 12:00 | modify | 7 | 0.10 | 1.22116 | 1.21616 | 1.22616 | ||
118 | 2010.06.24 16:00 | modify | 7 | 0.10 | 1.22128 | 1.21628 | 1.22628 | ||
119 | 2010.06.24 20:00 | modify | 7 | 0.10 | 1.22160 | 1.21660 | 1.22660 | ||
120 | 2010.06.25 00:00 | modify | 7 | 0.10 | 1.22191 | 1.21691 | 1.22691 | ||
121 | 2010.06.25 04:00 | modify | 7 | 0.10 | 1.22221 | 1.21721 | 1.22721 | ||
122 | 2010.06.25 08:00 | modify | 7 | 0.10 | 1.22251 | 1.21751 | 1.22751 | ||
123 | 2010.06.25 12:00 | modify | 7 | 0.10 | 1.22280 | 1.21780 | 1.22780 | ||
124 | 2010.06.25 16:00 | modify | 7 | 0.10 | 1.22309 | 1.21809 | 1.22809 | ||
125 | 2010.06.25 20:00 | modify | 7 | 0.10 | 1.22353 | 1.21853 | 1.22853 | ||
126 | 2010.06.28 00:00 | modify | 7 | 0.10 | 1.22397 | 1.21897 | 1.22897 | ||
127 | 2010.06.28 04:00 | modify | 7 | 0.10 | 1.22453 | 1.21953 | 1.22953 | ||
128 | 2010.06.28 08:00 | modify | 7 | 0.10 | 1.22508 | 1.22008 | 1.23008 | ||
129 | 2010.06.28 12:00 | modify | 7 | 0.10 | 1.22561 | 1.22061 | 1.23061 | ||
130 | 2010.06.28 16:00 | modify | 7 | 0.10 | 1.22612 | 1.22112 | 1.23112 | ||
131 | 2010.06.28 20:00 | modify | 7 | 0.10 | 1.22650 | 1.22150 | 1.23150 | ||
132 | 2010.06.29 04:00 | modify | 7 | 0.10 | 1.22690 | 1.22190 | 1.23190 | ||
133 | 2010.06.29 04:50 | buy | 7 | 0.10 | 1.22690 | 1.22190 | 1.23190 | ||
134 | 2010.06.29 08:00 | sell limit | 8 | 0.10 | 1.23960 | 1.24460 | 1.23460 | ||
135 | 2010.06.29 09:46 | s/l | 7 | 0.10 | 1.22190 | 1.22190 | 1.23190 | -50.00 | 9849.92 |
136 | 2010.06.29 12:00 | modify | 8 | 0.10 | 1.23920 | 1.24420 | 1.23420 | ||
137 | 2010.06.29 16:00 | modify | 8 | 0.10 | 1.23859 | 1.24359 | 1.23359 | ||
138 | 2010.06.29 20:00 | modify | 8 | 0.10 | 1.23774 | 1.24274 | 1.23274 |