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 | _1=""Indiacator"; JawsPeriod=144; JawsMethod=0; JawsPrice=0; JawsShift=8; MaMetod=1; MaPeriod=21; MaMetod2=3; MaPeriod2=1; n1=""Ea"; Magic=123; StopLoss=0; TrailingStop=0; TakeProfit=225; Slippage=3; FixedLots=0.1; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 104.78 | Gross profit | 293.84 | Gross loss | -189.06 |
Profit factor | 1.55 | Expected payoff | 5.51 | ||
Absolute drawdown | 161.70 | Maximal drawdown | 235.06 (2.33%) | Relative drawdown | 2.33% (235.06) |
Total trades | 19 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 11 (81.82%) |
Profit trades (% of total) | 14 (73.68%) | Loss trades (% of total) | 5 (26.32%) | ||
Largest | profit trade | 22.50 | loss trade | -62.12 | |
Average | profit trade | 20.99 | loss trade | -37.81 | |
Maximum | consecutive wins (profit in money) | 4 (89.90) | consecutive losses (loss in money) | 1 (-62.12) | |
Maximal | consecutive profit (count of wins) | 89.90 (4) | consecutive loss (count of losses) | -62.12 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 07:00 | buy | 1 | 0.10 | 1.47762 | 0.00000 | 1.47987 | ||
2 | 2009.11.02 16:15 | t/p | 1 | 0.10 | 1.47987 | 0.00000 | 1.47987 | 22.50 | 10022.50 |
3 | 2009.11.02 20:00 | sell | 2 | 0.10 | 1.47337 | 0.00000 | 1.47112 | ||
4 | 2009.11.02 20:00 | modify | 2 | 0.10 | 1.47337 | 1.47538 | 1.47112 | ||
5 | 2009.11.02 20:27 | s/l | 2 | 0.10 | 1.47538 | 1.47538 | 1.47112 | -20.10 | 10002.40 |
6 | 2009.11.03 00:18 | buy | 3 | 0.10 | 1.47739 | 0.00000 | 1.47964 | ||
7 | 2009.11.03 01:10 | t/p | 3 | 0.10 | 1.47964 | 0.00000 | 1.47964 | 22.50 | 10024.90 |
8 | 2009.11.03 09:00 | sell | 4 | 0.10 | 1.47638 | 0.00000 | 1.47413 | ||
9 | 2009.11.03 09:00 | modify | 4 | 0.10 | 1.47638 | 1.47947 | 1.47413 | ||
10 | 2009.11.03 09:53 | t/p | 4 | 0.10 | 1.47413 | 1.47947 | 1.47413 | 22.50 | 10047.40 |
11 | 2009.11.03 22:35 | buy | 5 | 0.10 | 1.47277 | 0.00000 | 1.47502 | ||
12 | 2009.11.04 08:19 | t/p | 5 | 0.10 | 1.47502 | 0.00000 | 1.47502 | 22.48 | 10069.88 |
13 | 2009.11.05 10:00 | sell | 6 | 0.10 | 1.48184 | 0.00000 | 1.47959 | ||
14 | 2009.11.12 19:00 | modify | 6 | 0.10 | 1.48184 | 1.49177 | 1.47959 | ||
15 | 2009.11.12 20:00 | close | 6 | 0.10 | 1.48656 | 1.49177 | 1.47959 | -47.34 | 10022.54 |
16 | 2009.11.13 10:00 | buy | 7 | 0.10 | 1.48983 | 0.00000 | 1.49208 | ||
17 | 2009.11.13 18:27 | t/p | 7 | 0.10 | 1.49208 | 0.00000 | 1.49208 | 22.50 | 10045.04 |
18 | 2009.11.13 18:27 | buy | 8 | 0.10 | 1.49230 | 0.00000 | 1.49455 | ||
19 | 2009.11.16 00:52 | t/p | 8 | 0.10 | 1.49455 | 0.00000 | 1.49455 | 22.48 | 10067.52 |
20 | 2009.11.16 18:23 | sell | 9 | 0.10 | 1.48839 | 0.00000 | 1.48614 | ||
21 | 2009.11.17 09:26 | modify | 9 | 0.10 | 1.48839 | 1.49545 | 1.48614 | ||
22 | 2009.11.17 10:00 | modify | 9 | 0.10 | 1.48839 | 1.49520 | 1.48614 | ||
23 | 2009.11.17 11:00 | close | 9 | 0.10 | 1.49460 | 1.49520 | 1.48614 | -62.12 | 10005.40 |
24 | 2009.11.18 07:29 | buy | 10 | 0.10 | 1.48950 | 0.00000 | 1.49175 | ||
25 | 2009.11.18 09:36 | t/p | 10 | 0.10 | 1.49175 | 0.00000 | 1.49175 | 22.50 | 10027.90 |
26 | 2009.11.19 03:26 | sell | 11 | 0.10 | 1.49277 | 0.00000 | 1.49052 | ||
27 | 2009.11.19 05:39 | t/p | 11 | 0.10 | 1.49052 | 0.00000 | 1.49052 | 22.50 | 10050.40 |
28 | 2009.11.19 19:00 | buy | 12 | 0.10 | 1.49090 | 0.00000 | 1.49315 | ||
29 | 2009.11.20 01:39 | t/p | 12 | 0.10 | 1.49315 | 0.00000 | 1.49315 | 22.48 | 10072.88 |
30 | 2009.11.20 03:00 | sell | 13 | 0.10 | 1.48899 | 0.00000 | 1.48674 | ||
31 | 2009.11.20 03:00 | modify | 13 | 0.10 | 1.48899 | 1.49177 | 1.48674 | ||
32 | 2009.11.20 04:00 | close | 13 | 0.10 | 1.48884 | 1.49177 | 1.48674 | 1.50 | 10074.38 |
33 | 2009.11.20 05:00 | buy | 14 | 0.10 | 1.49165 | 0.00000 | 1.49390 | ||
34 | 2009.11.20 13:00 | close | 14 | 0.10 | 1.48590 | 0.00000 | 1.49390 | -57.50 | 10016.88 |
35 | 2009.11.23 01:12 | buy | 15 | 0.10 | 1.48980 | 0.00000 | 1.49205 | ||
36 | 2009.11.23 03:21 | t/p | 15 | 0.10 | 1.49205 | 0.00000 | 1.49205 | 22.50 | 10039.38 |
37 | 2009.11.24 02:00 | sell | 16 | 0.10 | 1.49462 | 0.00000 | 1.49237 | ||
38 | 2009.11.24 07:35 | t/p | 16 | 0.10 | 1.49237 | 0.00000 | 1.49237 | 22.50 | 10061.88 |
39 | 2009.11.24 13:00 | buy | 17 | 0.10 | 1.49472 | 0.00000 | 1.49697 | ||
40 | 2009.11.24 13:00 | modify | 17 | 0.10 | 1.49472 | 1.49306 | 1.49697 | ||
41 | 2009.11.24 13:18 | t/p | 17 | 0.10 | 1.49697 | 1.49306 | 1.49697 | 22.50 | 10084.38 |
42 | 2009.11.24 17:16 | sell | 18 | 0.10 | 1.49277 | 0.00000 | 1.49052 | ||
43 | 2009.11.27 06:40 | t/p | 18 | 0.10 | 1.49052 | 0.00000 | 1.49052 | 22.40 | 10106.78 |
44 | 2009.11.27 17:00 | buy | 19 | 0.10 | 1.49787 | 0.00000 | 1.50012 | ||
45 | 2009.11.27 22:48 | modify | 19 | 0.10 | 1.49787 | 1.49767 | 1.50012 | ||
46 | 2009.11.27 22:49 | s/l | 19 | 0.10 | 1.49767 | 1.49767 | 1.50012 | -2.00 | 10104.78 |