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 | _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 | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -316.72 | Gross profit | 247.56 | Gross loss | -564.28 |
Profit factor | 0.44 | Expected payoff | -16.67 | ||
Absolute drawdown | 611.62 | Maximal drawdown | 649.12 (6.47%) | Relative drawdown | 6.47% (649.12) |
Total trades | 19 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 10 (30.00%) |
Profit trades (% of total) | 12 (63.16%) | Loss trades (% of total) | 7 (36.84%) | ||
Largest | profit trade | 22.50 | loss trade | -490.84 | |
Average | profit trade | 20.63 | loss trade | -80.61 | |
Maximum | consecutive wins (profit in money) | 4 (68.00) | consecutive losses (loss in money) | 2 (-27.14) | |
Maximal | consecutive profit (count of wins) | 68.00 (4) | consecutive loss (count of losses) | -490.84 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:40 | buy | 1 | 0.10 | 1.50311 | 0.00000 | 1.50536 | ||
2 | 2009.12.01 01:00 | modify | 1 | 0.10 | 1.50311 | 1.50015 | 1.50536 | ||
3 | 2009.12.01 03:00 | modify | 1 | 0.10 | 1.50311 | 1.50136 | 1.50536 | ||
4 | 2009.12.01 03:10 | s/l | 1 | 0.10 | 1.50136 | 1.50136 | 1.50536 | -17.50 | 9982.50 |
5 | 2009.12.01 05:02 | sell | 2 | 0.10 | 1.50041 | 0.00000 | 1.49816 | ||
6 | 2009.12.01 06:20 | t/p | 2 | 0.10 | 1.49816 | 0.00000 | 1.49816 | 22.50 | 10005.00 |
7 | 2009.12.01 06:20 | sell | 3 | 0.10 | 1.49703 | 0.00000 | 1.49478 | ||
8 | 2009.12.04 14:50 | t/p | 3 | 0.10 | 1.49478 | 0.00000 | 1.49478 | 22.30 | 10027.30 |
9 | 2009.12.08 02:00 | buy | 4 | 0.10 | 1.48559 | 0.00000 | 1.48784 | ||
10 | 2009.12.24 13:00 | modify | 4 | 0.10 | 1.48559 | 1.43582 | 1.48784 | ||
11 | 2009.12.24 14:00 | modify | 4 | 0.10 | 1.48559 | 1.43647 | 1.48784 | ||
12 | 2009.12.24 15:20 | s/l | 4 | 0.10 | 1.43647 | 1.43647 | 1.48784 | -490.84 | 9536.46 |
13 | 2009.12.28 21:00 | sell | 5 | 0.10 | 1.43831 | 0.00000 | 1.43606 | ||
14 | 2009.12.29 01:50 | t/p | 5 | 0.10 | 1.43606 | 0.00000 | 1.43606 | 22.46 | 9558.92 |
15 | 2009.12.29 08:00 | buy | 6 | 0.10 | 1.43820 | 0.00000 | 1.44045 | ||
16 | 2009.12.29 08:02 | modify | 6 | 0.10 | 1.43820 | 1.43645 | 1.44045 | ||
17 | 2009.12.29 08:20 | t/p | 6 | 0.10 | 1.44045 | 1.43645 | 1.44045 | 22.50 | 9581.42 |
18 | 2009.12.29 17:20 | sell | 7 | 0.10 | 1.43439 | 0.00000 | 1.43214 | ||
19 | 2009.12.30 02:26 | t/p | 7 | 0.10 | 1.43214 | 0.00000 | 1.43214 | 22.46 | 9603.88 |
20 | 2009.12.30 12:00 | buy | 8 | 0.10 | 1.43582 | 0.00000 | 1.43807 | ||
21 | 2009.12.30 13:15 | modify | 8 | 0.10 | 1.43582 | 1.43392 | 1.43807 | ||
22 | 2009.12.30 13:27 | s/l | 8 | 0.10 | 1.43392 | 1.43392 | 1.43807 | -19.00 | 9584.88 |
23 | 2009.12.30 22:59 | buy | 9 | 0.10 | 1.43460 | 0.00000 | 1.43685 | ||
24 | 2009.12.31 00:03 | modify | 9 | 0.10 | 1.43460 | 1.43378 | 1.43685 | ||
25 | 2009.12.31 01:03 | s/l | 9 | 0.10 | 1.43378 | 1.43378 | 1.43685 | -8.14 | 9576.74 |
26 | 2009.12.31 16:10 | sell | 10 | 0.10 | 1.43504 | 0.00000 | 1.43279 | ||
27 | 2009.12.31 16:20 | t/p | 10 | 0.10 | 1.43279 | 0.00000 | 1.43279 | 22.50 | 9599.24 |
28 | 2010.01.04 10:40 | buy | 11 | 0.10 | 1.43715 | 0.00000 | 1.43940 | ||
29 | 2010.01.04 10:50 | t/p | 11 | 0.10 | 1.43940 | 0.00000 | 1.43940 | 22.50 | 9621.74 |
30 | 2010.01.05 15:50 | sell | 12 | 0.10 | 1.43860 | 0.00000 | 1.43635 | ||
31 | 2010.01.05 19:45 | t/p | 12 | 0.10 | 1.43635 | 0.00000 | 1.43635 | 22.50 | 9644.24 |
32 | 2010.01.06 12:00 | buy | 13 | 0.10 | 1.43765 | 0.00000 | 1.43990 | ||
33 | 2010.01.06 16:15 | modify | 13 | 0.10 | 1.43765 | 1.43770 | 1.43990 | ||
34 | 2010.01.06 16:17 | s/l | 13 | 0.10 | 1.43770 | 1.43770 | 1.43990 | 0.50 | 9644.74 |
35 | 2010.01.06 16:20 | buy | 14 | 0.10 | 1.43931 | 0.00000 | 1.44156 | ||
36 | 2010.01.06 16:22 | modify | 14 | 0.10 | 1.43931 | 1.43770 | 1.44156 | ||
37 | 2010.01.06 16:27 | s/l | 14 | 0.10 | 1.43770 | 1.43770 | 1.44156 | -16.10 | 9628.64 |
38 | 2010.01.07 07:15 | sell | 15 | 0.10 | 1.43783 | 0.00000 | 1.43558 | ||
39 | 2010.01.07 10:50 | t/p | 15 | 0.10 | 1.43558 | 0.00000 | 1.43558 | 22.50 | 9651.14 |
40 | 2010.01.08 14:50 | buy | 16 | 0.10 | 1.44161 | 0.00000 | 1.44386 | ||
41 | 2010.01.08 20:00 | modify | 16 | 0.10 | 1.44161 | 1.44023 | 1.44386 | ||
42 | 2010.01.08 21:00 | close | 16 | 0.10 | 1.44147 | 1.44023 | 1.44386 | -1.40 | 9649.74 |
43 | 2010.01.12 02:00 | sell | 17 | 0.10 | 1.44885 | 0.00000 | 1.44660 | ||
44 | 2010.01.12 03:20 | t/p | 17 | 0.10 | 1.44660 | 0.00000 | 1.44660 | 22.50 | 9672.24 |
45 | 2010.01.12 08:00 | buy | 18 | 0.10 | 1.45014 | 0.00000 | 1.45239 | ||
46 | 2010.01.12 08:02 | modify | 18 | 0.10 | 1.45014 | 1.44901 | 1.45239 | ||
47 | 2010.01.12 08:20 | s/l | 18 | 0.10 | 1.44901 | 1.44901 | 1.45239 | -11.30 | 9660.94 |
48 | 2010.01.12 09:50 | sell | 19 | 0.10 | 1.44783 | 0.00000 | 1.44558 | ||
49 | 2010.01.14 17:02 | t/p | 19 | 0.10 | 1.44558 | 0.00000 | 1.44558 | 22.34 | 9683.28 |