Strategy Tester Report
Belkhayate Expert Advisor v1
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 | COG="---------------- Center Of Gravity"; bars_back=120; m=4; kstd1=1.4; kstd2=2.4; kstd3=3.4; CAN="---------------- Center Of Gravity"; Length=3; H_period=3; L_period=3; C_period=3; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Add_Positions=false; MaxOrders=100; Magic=0; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 332.48 | Gross profit | 793.28 | Gross loss | -460.80 |
Profit factor | 1.72 | Expected payoff | 10.08 | ||
Absolute drawdown | 34.20 | Maximal drawdown | 204.91 (1.99%) | Relative drawdown | 1.99% (204.91) |
Total trades | 33 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 18 (77.78%) |
Profit trades (% of total) | 23 (69.70%) | Loss trades (% of total) | 10 (30.30%) | ||
Largest | profit trade | 81.30 | loss trade | -111.60 | |
Average | profit trade | 34.49 | loss trade | -46.08 | |
Maximum | consecutive wins (profit in money) | 6 (156.59) | consecutive losses (loss in money) | 3 (-140.71) | |
Maximal | consecutive profit (count of wins) | 156.59 (6) | consecutive loss (count of losses) | -140.71 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 10:50 | buy | 1 | 0.10 | 1.21147 | 0.00000 | 0.00000 | ||
2 | 2010.06.01 13:10 | close | 1 | 0.10 | 1.21641 | 0.00000 | 0.00000 | 49.40 | 10049.40 |
3 | 2010.06.01 16:10 | sell | 2 | 0.10 | 1.22706 | 0.00000 | 0.00000 | ||
4 | 2010.06.01 21:50 | close | 2 | 0.10 | 1.22339 | 0.00000 | 0.00000 | 36.70 | 10086.10 |
5 | 2010.06.02 14:45 | buy | 3 | 0.10 | 1.21858 | 0.00000 | 0.00000 | ||
6 | 2010.06.02 18:10 | close | 3 | 0.10 | 1.22390 | 0.00000 | 0.00000 | 53.20 | 10139.30 |
7 | 2010.06.03 13:32 | buy | 4 | 0.10 | 1.22364 | 0.00000 | 0.00000 | ||
8 | 2010.06.04 00:50 | close | 4 | 0.10 | 1.21721 | 0.00000 | 0.00000 | -64.41 | 10074.89 |
9 | 2010.06.04 10:45 | sell | 5 | 0.10 | 1.22091 | 0.00000 | 0.00000 | ||
10 | 2010.06.04 13:10 | close | 5 | 0.10 | 1.21420 | 0.00000 | 0.00000 | 67.10 | 10141.99 |
11 | 2010.06.04 13:45 | buy | 6 | 0.10 | 1.20666 | 0.00000 | 0.00000 | ||
12 | 2010.06.04 16:20 | close | 6 | 0.10 | 1.20792 | 0.00000 | 0.00000 | 12.60 | 10154.59 |
13 | 2010.06.04 17:50 | buy | 7 | 0.10 | 1.19922 | 0.00000 | 0.00000 | ||
14 | 2010.06.04 19:00 | close | 7 | 0.10 | 1.20209 | 0.00000 | 0.00000 | 28.70 | 10183.29 |
15 | 2010.06.07 07:00 | sell | 8 | 0.10 | 1.19146 | 0.00000 | 0.00000 | ||
16 | 2010.06.07 20:02 | close | 8 | 0.10 | 1.19358 | 0.00000 | 0.00000 | -21.20 | 10162.09 |
17 | 2010.06.08 11:00 | buy | 9 | 0.10 | 1.19276 | 0.00000 | 0.00000 | ||
18 | 2010.06.08 17:50 | close | 9 | 0.10 | 1.20089 | 0.00000 | 0.00000 | 81.30 | 10243.39 |
19 | 2010.06.08 21:00 | buy | 10 | 0.10 | 1.19256 | 0.00000 | 0.00000 | ||
20 | 2010.06.09 08:15 | close | 10 | 0.10 | 1.19603 | 0.00000 | 0.00000 | 34.59 | 10277.98 |
21 | 2010.06.09 14:15 | sell | 11 | 0.10 | 1.20118 | 0.00000 | 0.00000 | ||
22 | 2010.06.09 20:45 | close | 11 | 0.10 | 1.19943 | 0.00000 | 0.00000 | 17.50 | 10295.48 |
23 | 2010.06.10 05:45 | sell | 12 | 0.10 | 1.20326 | 0.00000 | 0.00000 | ||
24 | 2010.06.10 19:02 | close | 12 | 0.10 | 1.20775 | 0.00000 | 0.00000 | -44.90 | 10250.58 |
25 | 2010.06.11 04:20 | buy | 13 | 0.10 | 1.20935 | 0.00000 | 0.00000 | ||
26 | 2010.06.11 13:45 | close | 13 | 0.10 | 1.21446 | 0.00000 | 0.00000 | 51.10 | 10301.68 |
27 | 2010.06.11 17:10 | buy | 14 | 0.10 | 1.20768 | 0.00000 | 0.00000 | ||
28 | 2010.06.11 21:15 | close | 14 | 0.10 | 1.20817 | 0.00000 | 0.00000 | 4.90 | 10306.58 |
29 | 2010.06.14 00:00 | sell | 15 | 0.10 | 1.21183 | 0.00000 | 0.00000 | ||
30 | 2010.06.14 15:50 | close | 15 | 0.10 | 1.22299 | 0.00000 | 0.00000 | -111.60 | 10194.98 |
31 | 2010.06.14 20:02 | buy | 16 | 0.10 | 1.22186 | 0.00000 | 0.00000 | ||
32 | 2010.06.15 11:20 | close | 16 | 0.10 | 1.22140 | 0.00000 | 0.00000 | -4.71 | 10190.27 |
33 | 2010.06.15 15:15 | sell | 17 | 0.10 | 1.22942 | 0.00000 | 0.00000 | ||
34 | 2010.06.15 22:50 | close | 17 | 0.10 | 1.23186 | 0.00000 | 0.00000 | -24.40 | 10165.87 |
35 | 2010.06.16 10:20 | buy | 18 | 0.10 | 1.22741 | 0.00000 | 0.00000 | ||
36 | 2010.06.16 15:59 | close | 18 | 0.10 | 1.23180 | 0.00000 | 0.00000 | 43.90 | 10209.77 |
37 | 2010.06.17 10:20 | sell | 19 | 0.10 | 1.23175 | 0.00000 | 0.00000 | ||
38 | 2010.06.17 16:50 | close | 19 | 0.10 | 1.23436 | 0.00000 | 0.00000 | -26.10 | 10183.67 |
39 | 2010.06.18 12:37 | buy | 20 | 0.10 | 1.23581 | 0.00000 | 0.00000 | ||
40 | 2010.06.18 16:32 | close | 20 | 0.10 | 1.23930 | 0.00000 | 0.00000 | 34.90 | 10218.57 |
41 | 2010.06.21 00:07 | sell | 21 | 0.10 | 1.24298 | 0.00000 | 0.00000 | ||
42 | 2010.06.21 03:15 | close | 21 | 0.10 | 1.23931 | 0.00000 | 0.00000 | 36.70 | 10255.27 |
43 | 2010.06.21 07:50 | sell | 22 | 0.10 | 1.24664 | 0.00000 | 0.00000 | ||
44 | 2010.06.21 09:50 | close | 22 | 0.10 | 1.24236 | 0.00000 | 0.00000 | 42.80 | 10298.07 |
45 | 2010.06.21 14:20 | buy | 23 | 0.10 | 1.23496 | 0.00000 | 0.00000 | ||
46 | 2010.06.21 23:45 | close | 23 | 0.10 | 1.23207 | 0.00000 | 0.00000 | -28.90 | 10269.17 |
47 | 2010.06.22 09:00 | sell | 24 | 0.10 | 1.23080 | 0.00000 | 0.00000 | ||
48 | 2010.06.22 20:20 | close | 24 | 0.10 | 1.22720 | 0.00000 | 0.00000 | 36.00 | 10305.17 |
49 | 2010.06.23 15:20 | buy | 25 | 0.10 | 1.22529 | 0.00000 | 0.00000 | ||
50 | 2010.06.23 20:05 | close | 25 | 0.10 | 1.22780 | 0.00000 | 0.00000 | 25.10 | 10330.27 |
51 | 2010.06.23 20:40 | sell | 26 | 0.10 | 1.23229 | 0.00000 | 0.00000 | ||
52 | 2010.06.24 01:10 | close | 26 | 0.10 | 1.23122 | 0.00000 | 0.00000 | 10.19 | 10340.46 |
53 | 2010.06.24 08:50 | buy | 27 | 0.10 | 1.23123 | 0.00000 | 0.00000 | ||
54 | 2010.06.24 16:15 | close | 27 | 0.10 | 1.23243 | 0.00000 | 0.00000 | 12.00 | 10352.46 |
55 | 2010.06.24 17:50 | sell | 28 | 0.10 | 1.23796 | 0.00000 | 0.00000 | ||
56 | 2010.06.24 20:33 | close | 28 | 0.10 | 1.23419 | 0.00000 | 0.00000 | 37.70 | 10390.16 |
57 | 2010.06.25 11:50 | buy | 29 | 0.10 | 1.22545 | 0.00000 | 0.00000 | ||
58 | 2010.06.25 12:50 | close | 29 | 0.10 | 1.22901 | 0.00000 | 0.00000 | 35.60 | 10425.76 |
59 | 2010.06.25 17:20 | sell | 30 | 0.10 | 1.23111 | 0.00000 | 0.00000 | ||
60 | 2010.06.28 06:10 | close | 30 | 0.10 | 1.23806 | 0.00000 | 0.00000 | -69.67 | 10356.09 |
61 | 2010.06.28 10:07 | buy | 31 | 0.10 | 1.23449 | 0.00000 | 0.00000 | ||
62 | 2010.06.29 01:10 | close | 31 | 0.10 | 1.22801 | 0.00000 | 0.00000 | -64.91 | 10291.18 |
63 | 2010.06.29 10:20 | buy | 32 | 0.10 | 1.21768 | 0.00000 | 0.00000 | ||
64 | 2010.06.29 12:20 | close | 32 | 0.10 | 1.22030 | 0.00000 | 0.00000 | 26.20 | 10317.38 |
65 | 2010.06.29 18:20 | sell | 33 | 0.10 | 1.22042 | 0.00000 | 0.00000 | ||
66 | 2010.06.29 23:59 | close at stop | 33 | 0.10 | 1.21891 | 0.00000 | 0.00000 | 15.10 | 10332.48 |