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 | Expert_Name=""----"; LotSize=0.1; RiskPercent=2; UseMoneyMgmt=false; BrokerPermitsFractionalLots=false; mi="--Moving Average settings--"; MaTrend_Period=200; ri="--RSI settings--"; RSI_Period=4; UseOptimizedSettings=false; BuyWhenRsiBelow=65; SellWhenRsiAbove=35; RSI_Overbought_Value=75; RSI_Oversold_Value=25; u1="--RSI turnup/down confirmation--"; UseTurnUpDown=1; l1="--RSI 14 confirmation--"; UseRSI_Confirmation=1; RSI_ConfirmPeriod=14; BuyConfirmLevel=35; SellConfirmLevel=65; Use200EMA_Exit=1; ex1="--New Trade Exit Method--"; ex2=" 1. None"; ex3=" 2. RSI "; ex4=" 3. CCI "; ExitMethod=2; RSI_Exit_Period=14; RSI_BuyExitLevel=50; RSI_SellExitLevel=50; CCI_Exit_Period=50; CCI_BuyExitLevel=0; CCI_SellExitLevel=0; st1="--Signal_TimeFrame--"; Signal_TimeFrame=0; hd="""; UseDelay=1; MaxTrades=1; ai="--HMA filter settings--"; a2=" Set switch to 1 to use filter"; UseFilter=1; HMA_Period=200; Separation=1; Filter_TimeFrame=0; st6=""--Profit"; StopLoss=0; TakeProfit=0; Slippage=3; tsp0=""--Trailing"; tsp1="""; tsp2="""; tsp3="""; tsp4="""; tsp5="""; tsp6="""; tsp7="""; tsp8="""; UseTrailingStop=false; TrailingStopType=8; ts2=""Settings"; TrailingStop=15; ts3=""Settings"; FirstMove=20; FirstStopLoss=50; SecondMove=30; SecondStopLoss=30; ThirdMove=40; TrailingStop3=20; ts4=""Settings"; BreakEven=30; LockInPips=1; ts5=""Settings"; eTrailingStop=10; eTrailingStep=2; ts6=""Settings"; EMATimeFrame=30; Price=0; EMAPeriod=13; EMAShift=2; InitialStop=0; ts7=""Settings"; pi="--pSAR settings--"; StepParabolic=0.02; MaxParabolic=0.2; Interval=5; ts8=""Settings"; pi2="--pSAR settings--"; SarStep=0.02; SarMax=0.2; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -515.26 | Gross profit | 28.46 | Gross loss | -543.72 |
Profit factor | 0.05 | Expected payoff | -22.40 | ||
Absolute drawdown | 525.96 | Maximal drawdown | 636.66 (6.30%) | Relative drawdown | 6.30% (636.66) |
Total trades | 23 | Short positions (won %) | 14 (14.29%) | Long positions (won %) | 9 (22.22%) |
Profit trades (% of total) | 4 (17.39%) | Loss trades (% of total) | 19 (82.61%) | ||
Largest | profit trade | 17.56 | loss trade | -66.60 | |
Average | profit trade | 7.12 | loss trade | -28.62 | |
Maximum | consecutive wins (profit in money) | 2 (26.16) | consecutive losses (loss in money) | 16 (-498.82) | |
Maximal | consecutive profit (count of wins) | 26.16 (2) | consecutive loss (count of losses) | -498.82 (16) | |
Average | consecutive wins | 1 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 0.10 | 1.50083 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 02:00 | close | 1 | 0.10 | 1.50093 | 0.00000 | 0.00000 | 1.00 | 10001.00 |
3 | 2009.12.03 17:00 | buy | 2 | 0.10 | 1.50883 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 22:00 | close | 2 | 0.10 | 1.50729 | 0.00000 | 0.00000 | -15.40 | 9985.60 |
5 | 2009.12.04 03:00 | buy | 3 | 0.10 | 1.50582 | 0.00000 | 0.00000 | ||
6 | 2009.12.04 10:00 | close | 3 | 0.10 | 1.50668 | 0.00000 | 0.00000 | 8.60 | 9994.20 |
7 | 2009.12.07 03:00 | sell | 4 | 0.10 | 1.48731 | 0.00000 | 0.00000 | ||
8 | 2009.12.08 02:00 | close | 4 | 0.10 | 1.48555 | 0.00000 | 0.00000 | 17.56 | 10011.76 |
9 | 2009.12.09 05:00 | sell | 5 | 0.10 | 1.47317 | 0.00000 | 0.00000 | ||
10 | 2009.12.09 11:00 | close | 5 | 0.10 | 1.47547 | 0.00000 | 0.00000 | -23.00 | 9988.76 |
11 | 2009.12.10 01:00 | sell | 6 | 0.10 | 1.47352 | 0.00000 | 0.00000 | ||
12 | 2009.12.10 12:00 | close | 6 | 0.10 | 1.47417 | 0.00000 | 0.00000 | -6.50 | 9982.26 |
13 | 2009.12.11 01:00 | sell | 7 | 0.10 | 1.47289 | 0.00000 | 0.00000 | ||
14 | 2009.12.11 05:00 | close | 7 | 0.10 | 1.47276 | 0.00000 | 0.00000 | 1.30 | 9983.56 |
15 | 2009.12.14 04:00 | sell | 8 | 0.10 | 1.46346 | 0.00000 | 0.00000 | ||
16 | 2009.12.14 07:00 | close | 8 | 0.10 | 1.46766 | 0.00000 | 0.00000 | -42.00 | 9941.56 |
17 | 2009.12.15 00:00 | sell | 9 | 0.10 | 1.46508 | 0.00000 | 0.00000 | ||
18 | 2009.12.15 01:00 | close | 9 | 0.10 | 1.46579 | 0.00000 | 0.00000 | -7.10 | 9934.46 |
19 | 2009.12.16 00:00 | sell | 10 | 0.10 | 1.45367 | 0.00000 | 0.00000 | ||
20 | 2009.12.16 11:00 | close | 10 | 0.10 | 1.45557 | 0.00000 | 0.00000 | -19.00 | 9915.46 |
21 | 2009.12.17 22:00 | sell | 11 | 0.10 | 1.43407 | 0.00000 | 0.00000 | ||
22 | 2009.12.18 05:00 | close | 11 | 0.10 | 1.43914 | 0.00000 | 0.00000 | -50.74 | 9864.72 |
23 | 2009.12.21 01:00 | sell | 12 | 0.10 | 1.43300 | 0.00000 | 0.00000 | ||
24 | 2009.12.21 05:00 | close | 12 | 0.10 | 1.43534 | 0.00000 | 0.00000 | -23.40 | 9841.32 |
25 | 2009.12.22 05:00 | sell | 13 | 0.10 | 1.42906 | 0.00000 | 0.00000 | ||
26 | 2009.12.22 10:00 | close | 13 | 0.10 | 1.43216 | 0.00000 | 0.00000 | -31.00 | 9810.32 |
27 | 2009.12.23 04:00 | sell | 14 | 0.10 | 1.42525 | 0.00000 | 0.00000 | ||
28 | 2009.12.23 14:00 | close | 14 | 0.10 | 1.42815 | 0.00000 | 0.00000 | -29.00 | 9781.32 |
29 | 2009.12.31 14:00 | buy | 15 | 0.10 | 1.44091 | 0.00000 | 0.00000 | ||
30 | 2009.12.31 16:00 | close | 15 | 0.10 | 1.43688 | 0.00000 | 0.00000 | -40.30 | 9741.02 |
31 | 2010.01.04 08:00 | sell | 16 | 0.10 | 1.42952 | 0.00000 | 0.00000 | ||
32 | 2010.01.04 10:00 | close | 16 | 0.10 | 1.43380 | 0.00000 | 0.00000 | -42.80 | 9698.22 |
33 | 2010.01.05 11:00 | buy | 17 | 0.10 | 1.44319 | 0.00000 | 0.00000 | ||
34 | 2010.01.05 16:00 | close | 17 | 0.10 | 1.44036 | 0.00000 | 0.00000 | -28.30 | 9669.92 |
35 | 2010.01.06 08:00 | sell | 18 | 0.10 | 1.43114 | 0.00000 | 0.00000 | ||
36 | 2010.01.06 11:00 | close | 18 | 0.10 | 1.43780 | 0.00000 | 0.00000 | -66.60 | 9603.32 |
37 | 2010.01.08 06:00 | sell | 19 | 0.10 | 1.43123 | 0.00000 | 0.00000 | ||
38 | 2010.01.08 10:00 | close | 19 | 0.10 | 1.43297 | 0.00000 | 0.00000 | -17.40 | 9585.92 |
39 | 2010.01.11 10:00 | buy | 20 | 0.10 | 1.45192 | 0.00000 | 0.00000 | ||
40 | 2010.01.12 02:00 | close | 20 | 0.10 | 1.44885 | 0.00000 | 0.00000 | -30.68 | 9555.24 |
41 | 2010.01.13 00:00 | buy | 21 | 0.10 | 1.44929 | 0.00000 | 0.00000 | ||
42 | 2010.01.13 07:00 | close | 21 | 0.10 | 1.44856 | 0.00000 | 0.00000 | -7.30 | 9547.94 |
43 | 2010.01.14 01:00 | buy | 22 | 0.10 | 1.45232 | 0.00000 | 0.00000 | ||
44 | 2010.01.14 10:00 | close | 22 | 0.10 | 1.45210 | 0.00000 | 0.00000 | -2.20 | 9545.74 |
45 | 2010.01.15 00:00 | buy | 23 | 0.10 | 1.44990 | 0.00000 | 0.00000 | ||
46 | 2010.01.15 03:00 | close | 23 | 0.10 | 1.44380 | 0.00000 | 0.00000 | -61.00 | 9484.74 |