Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | expertId=1; TakeProfit1=50; TakeProfit2=150; _3bartrailpips=100; BreakEven=10; StopLoss=0; OrderPipsDiff=5; InsideBar=true; OutSideBar=true; KeyReversalBar=true; KeyReversalOpenDiff=10; TwoBarReversal=true; Open1Close2WithinPrevHLPips=10; Open2WithinPrevClosePips=5; BodyPips=10; PipsFromMid=10; CancelOrderBars=4; Lots=0.01; MaximumRisk=5; LotDigits=1; FixedLot=false; slippage=2; OrderTriesNumber=2; EAName="bblo"; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -265.10 | Gross profit | 125.00 | Gross loss | -390.10 |
Profit factor | 0.32 | Expected payoff | -44.18 | ||
Absolute drawdown | 265.10 | Maximal drawdown | 424.10 (4.17%) | Relative drawdown | 4.17% (424.10) |
Total trades | 6 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
Largest | profit trade | 75.00 | loss trade | -195.05 | |
Average | profit trade | 31.25 | loss trade | -195.05 | |
Maximum | consecutive wins (profit in money) | 4 (125.00) | consecutive losses (loss in money) | 2 (-390.10) | |
Maximal | consecutive profit (count of wins) | 125.00 (4) | consecutive loss (count of losses) | -390.10 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 00:27 | sell stop | 1 | 0.50 | 1.47206 | 0.00000 | 1.47156 | ||
2 | 2009.11.02 00:27 | sell stop | 2 | 0.50 | 1.47206 | 0.00000 | 1.47056 | ||
3 | 2009.11.02 00:28 | sell | 1 | 0.50 | 1.47206 | 0.00000 | 1.47156 | ||
4 | 2009.11.02 00:28 | sell | 2 | 0.50 | 1.47206 | 0.00000 | 1.47056 | ||
5 | 2009.11.02 00:28 | modify | 1 | 0.50 | 1.47206 | 1.47867 | 1.47156 | ||
6 | 2009.11.02 00:28 | modify | 2 | 0.50 | 1.47206 | 1.47867 | 1.47056 | ||
7 | 2009.11.02 00:36 | modify | 1 | 0.50 | 1.47206 | 1.47206 | 1.47156 | ||
8 | 2009.11.02 00:36 | modify | 2 | 0.50 | 1.47206 | 1.47206 | 1.47056 | ||
9 | 2009.11.02 00:36 | t/p | 1 | 0.50 | 1.47156 | 1.47206 | 1.47156 | 25.00 | 10025.00 |
10 | 2009.11.02 00:38 | t/p | 2 | 0.50 | 1.47056 | 1.47206 | 1.47056 | 75.00 | 10100.00 |
11 | 2009.11.02 20:36 | buy stop | 3 | 0.50 | 1.47644 | 0.00000 | 1.47694 | ||
12 | 2009.11.02 20:36 | buy stop | 4 | 0.50 | 1.47644 | 0.00000 | 1.47794 | ||
13 | 2009.11.02 20:37 | buy | 3 | 0.50 | 1.47644 | 0.00000 | 1.47694 | ||
14 | 2009.11.02 20:37 | buy | 4 | 0.50 | 1.47644 | 0.00000 | 1.47794 | ||
15 | 2009.11.02 20:37 | modify | 3 | 0.50 | 1.47644 | 1.47217 | 1.47694 | ||
16 | 2009.11.02 20:37 | modify | 4 | 0.50 | 1.47644 | 1.47217 | 1.47794 | ||
17 | 2009.11.02 20:38 | modify | 3 | 0.50 | 1.47644 | 1.47644 | 1.47694 | ||
18 | 2009.11.02 20:38 | modify | 4 | 0.50 | 1.47644 | 1.47644 | 1.47794 | ||
19 | 2009.11.02 20:39 | t/p | 3 | 0.50 | 1.47694 | 1.47644 | 1.47694 | 25.00 | 10125.00 |
20 | 2009.11.02 20:44 | s/l | 4 | 0.50 | 1.47644 | 1.47644 | 1.47794 | 0.00 | 10125.00 |
21 | 2009.11.02 21:00 | sell stop | 5 | 0.50 | 1.47487 | 0.00000 | 1.47437 | ||
22 | 2009.11.02 21:00 | sell stop | 6 | 0.50 | 1.47487 | 0.00000 | 1.47337 | ||
23 | 2009.11.02 21:12 | sell | 5 | 0.50 | 1.47487 | 0.00000 | 1.47437 | ||
24 | 2009.11.02 21:12 | sell | 6 | 0.50 | 1.47487 | 0.00000 | 1.47337 | ||
25 | 2009.11.02 21:12 | modify | 5 | 0.50 | 1.47487 | 1.48546 | 1.47437 | ||
26 | 2009.11.02 21:12 | modify | 6 | 0.50 | 1.47487 | 1.48546 | 1.47337 | ||
27 | 2009.11.02 23:00 | modify | 5 | 0.50 | 1.47487 | 1.48407 | 1.47437 | ||
28 | 2009.11.02 23:00 | modify | 6 | 0.50 | 1.47487 | 1.48407 | 1.47337 | ||
29 | 2009.11.03 00:18 | modify | 5 | 0.50 | 1.47487 | 1.47877 | 1.47437 | ||
30 | 2009.11.03 00:18 | modify | 6 | 0.50 | 1.47487 | 1.47877 | 1.47337 | ||
31 | 2009.11.03 01:08 | s/l | 5 | 0.50 | 1.47877 | 1.47877 | 1.47437 | -195.05 | 9929.95 |
32 | 2009.11.03 01:08 | s/l | 6 | 0.50 | 1.47877 | 1.47877 | 1.47337 | -195.05 | 9734.90 |
33 | 2009.11.27 03:01 | buy stop | 7 | 0.50 | 1.49651 | 0.00000 | 1.49701 | ||
34 | 2009.11.27 03:01 | buy stop | 8 | 0.50 | 1.49651 | 0.00000 | 1.49801 | ||
35 | 2009.11.27 03:01 | delete | 7 | 0.50 | 1.49651 | 0.00000 | 1.49701 | ||
36 | 2009.11.27 03:01 | delete | 8 | 0.50 | 1.49651 | 0.00000 | 1.49801 |