Strategy Tester Report
e-Friday-abricOS
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 | _Parameters_Trade=""-----"; Lots=0.1; StopLoss=37; TakeProfit=90; HourSetOrders=20; MinuteSetOrders=55; DeltaSetOrders=30; Slippage=3; _Parameters_Expert=""-----"; clOpenBuy=Black; clOpenSell=Black; clModifyBuy=Black; clModifySell=Black; clCloseBuy=Black; clCloseSell=Black; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 32.30 | Gross profit | 36.00 | Gross loss | -3.70 |
Profit factor | 9.73 | Expected payoff | 6.46 | ||
Absolute drawdown | 3.30 | Maximal drawdown | 7.70 (0.08%) | Relative drawdown | 0.08% (7.70) |
Total trades | 5 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
Largest | profit trade | 9.00 | loss trade | -3.70 | |
Average | profit trade | 9.00 | loss trade | -3.70 | |
Maximum | consecutive wins (profit in money) | 3 (27.00) | consecutive losses (loss in money) | 1 (-3.70) | |
Maximal | consecutive profit (count of wins) | 27.00 (3) | consecutive loss (count of losses) | -3.70 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 20:55 | buy stop | 1 | 0.10 | 1.48274 | 1.48237 | 1.48364 | ||
2 | 2009.12.04 20:57 | buy | 1 | 0.10 | 1.48274 | 1.48237 | 1.48364 | ||
3 | 2009.12.04 20:57 | sell stop | 2 | 0.10 | 1.48268 | 1.48305 | 1.48178 | ||
4 | 2009.12.04 20:57 | delete | 2 | 0.10 | 1.48268 | 1.48305 | 1.48178 | ||
5 | 2009.12.04 21:15 | t/p | 1 | 0.10 | 1.48364 | 1.48237 | 1.48364 | 9.00 | 10009.00 |
6 | 2009.12.11 20:55 | buy stop | 3 | 0.10 | 1.46178 | 1.46141 | 1.46268 | ||
7 | 2009.12.11 20:57 | sell stop | 4 | 0.10 | 1.46135 | 1.46172 | 1.46045 | ||
8 | 2009.12.11 21:00 | buy | 3 | 0.10 | 1.46178 | 1.46141 | 1.46268 | ||
9 | 2009.12.11 21:00 | delete | 4 | 0.10 | 1.46135 | 1.46172 | 1.46045 | ||
10 | 2009.12.11 21:50 | t/p | 3 | 0.10 | 1.46268 | 1.46141 | 1.46268 | 9.00 | 10018.00 |
11 | 2009.12.18 20:55 | buy stop | 5 | 0.10 | 1.43293 | 1.43256 | 1.43383 | ||
12 | 2009.12.18 20:57 | sell stop | 6 | 0.10 | 1.43179 | 1.43216 | 1.43089 | ||
13 | 2009.12.18 21:03 | buy | 5 | 0.10 | 1.43293 | 1.43256 | 1.43383 | ||
14 | 2009.12.18 21:03 | delete | 6 | 0.10 | 1.43179 | 1.43216 | 1.43089 | ||
15 | 2009.12.18 21:16 | t/p | 5 | 0.10 | 1.43383 | 1.43256 | 1.43383 | 9.00 | 10027.00 |
16 | 2010.01.08 20:55 | buy stop | 7 | 0.10 | 1.44108 | 1.44071 | 1.44198 | ||
17 | 2010.01.08 20:57 | buy | 7 | 0.10 | 1.44108 | 1.44071 | 1.44198 | ||
18 | 2010.01.08 20:57 | sell stop | 8 | 0.10 | 1.44095 | 1.44132 | 1.44005 | ||
19 | 2010.01.08 20:57 | delete | 8 | 0.10 | 1.44095 | 1.44132 | 1.44005 | ||
20 | 2010.01.08 21:07 | s/l | 7 | 0.10 | 1.44071 | 1.44071 | 1.44198 | -3.70 | 10023.30 |
21 | 2010.01.15 20:55 | buy stop | 9 | 0.10 | 1.43431 | 1.43394 | 1.43521 | ||
22 | 2010.01.15 20:57 | buy | 9 | 0.10 | 1.43431 | 1.43394 | 1.43521 | ||
23 | 2010.01.15 20:57 | sell stop | 10 | 0.10 | 1.43448 | 1.43485 | 1.43358 | ||
24 | 2010.01.15 20:57 | delete | 10 | 0.10 | 1.43448 | 1.43485 | 1.43358 | ||
25 | 2010.01.15 20:59 | t/p | 9 | 0.10 | 1.43521 | 1.43394 | 1.43521 | 9.00 | 10032.30 |