Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MAGIC=363278; PARAMETERS_TRADE=""PARAMETERS"; Lots=0.1; Slippage=4; lStopLoss=60; sStopLoss=60; lTakeProfit=100; sTakeProfit=100; lTrailingStop=50; sTrailingStop=50; PARAMETERS_EXPERT=""PARAMETERS"; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""easyLMA""; UseSound=false; NameFileSound=""alert.wav""; UseHourTrade=false; FromHourTrade=8; ToHourTrade=19; PARAMETERS_INDICATOR_ONE=""Moving"; MAsmallMode=1; MAsmall=55; MAbig=200; MAbigMode=1; PARAMETERS_INDICATOR_TWO=""Stochastic""; KPeriod=14; DPeriod=5; Slowing=5; PARAMETERS_INDICATOR_THREE=""Parabolic"; Step=0.008; Maximum=0.05; PARAMETERS_INDICATOR_FOUR=""Parabolic"; Step2=0.02; Maximum2=0.2; PARAMETERS_INDICATOR_FIVE=""I_XO_A_H""; BoxSize=34; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -29.70 | Gross profit | 12.90 | Gross loss | -42.60 |
Profit factor | 0.30 | Expected payoff | -2.97 | ||
Absolute drawdown | 29.70 | Maximal drawdown | 36.10 (0.36%) | Relative drawdown | 0.36% (36.10) |
Total trades | 10 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 7 (42.86%) |
Profit trades (% of total) | 4 (40.00%) | Loss trades (% of total) | 6 (60.00%) | ||
Largest | profit trade | 10.00 | loss trade | -7.10 | |
Average | profit trade | 3.23 | loss trade | -7.10 | |
Maximum | consecutive wins (profit in money) | 2 (10.80) | consecutive losses (loss in money) | 2 (-14.20) | |
Maximal | consecutive profit (count of wins) | 10.80 (2) | consecutive loss (count of losses) | -14.20 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 08:00 | buy | 1 | 0.10 | 1.44768 | 1.44697 | 1.44868 | ||
2 | 2010.01.05 08:07 | modify | 1 | 0.10 | 1.44768 | 1.44782 | 1.44868 | ||
3 | 2010.01.05 08:10 | s/l | 1 | 0.10 | 1.44782 | 1.44782 | 1.44868 | 1.40 | 10001.40 |
4 | 2010.01.05 08:10 | buy | 2 | 0.10 | 1.44757 | 1.44686 | 1.44857 | ||
5 | 2010.01.05 08:15 | s/l | 2 | 0.10 | 1.44686 | 1.44686 | 1.44857 | -7.10 | 9994.30 |
6 | 2010.01.05 08:17 | buy | 3 | 0.10 | 1.44714 | 1.44643 | 1.44814 | ||
7 | 2010.01.05 08:20 | s/l | 3 | 0.10 | 1.44643 | 1.44643 | 1.44814 | -7.10 | 9987.20 |
8 | 2010.01.06 02:00 | sell | 4 | 0.10 | 1.43469 | 1.43540 | 1.43369 | ||
9 | 2010.01.06 02:07 | modify | 4 | 0.10 | 1.43469 | 1.43462 | 1.43369 | ||
10 | 2010.01.06 02:10 | s/l | 4 | 0.10 | 1.43462 | 1.43462 | 1.43369 | 0.70 | 9987.90 |
11 | 2010.01.06 02:10 | sell | 5 | 0.10 | 1.43481 | 1.43552 | 1.43381 | ||
12 | 2010.01.06 02:20 | s/l | 5 | 0.10 | 1.43552 | 1.43552 | 1.43381 | -7.10 | 9980.80 |
13 | 2010.01.06 02:27 | sell | 6 | 0.10 | 1.43514 | 1.43585 | 1.43414 | ||
14 | 2010.01.06 02:40 | s/l | 6 | 0.10 | 1.43585 | 1.43585 | 1.43414 | -7.10 | 9973.70 |
15 | 2010.01.11 04:00 | buy | 7 | 0.10 | 1.45104 | 1.45033 | 1.45204 | ||
16 | 2010.01.11 04:10 | modify | 7 | 0.10 | 1.45104 | 1.45139 | 1.45204 | ||
17 | 2010.01.11 04:15 | t/p | 7 | 0.10 | 1.45204 | 1.45139 | 1.45204 | 10.00 | 9983.70 |
18 | 2010.01.11 04:15 | buy | 8 | 0.10 | 1.45268 | 1.45197 | 1.45368 | ||
19 | 2010.01.11 04:20 | modify | 8 | 0.10 | 1.45268 | 1.45276 | 1.45368 | ||
20 | 2010.01.11 04:27 | s/l | 8 | 0.10 | 1.45276 | 1.45276 | 1.45368 | 0.80 | 9984.50 |
21 | 2010.01.11 04:27 | buy | 9 | 0.10 | 1.45245 | 1.45174 | 1.45345 | ||
22 | 2010.01.11 04:45 | s/l | 9 | 0.10 | 1.45174 | 1.45174 | 1.45345 | -7.10 | 9977.40 |
23 | 2010.01.11 04:45 | buy | 10 | 0.10 | 1.45184 | 1.45113 | 1.45284 | ||
24 | 2010.01.11 05:40 | s/l | 10 | 0.10 | 1.45113 | 1.45113 | 1.45284 | -7.10 | 9970.30 |