Strategy Tester Report
ExpertTrendStrenghtEMA
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 | StopLoss=0; TakeProfit=0; Lots=1; MoneyManagement=false; MarginPercent=20; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2052.70 | Gross profit | 8659.80 | Gross loss | -6607.10 |
Profit factor | 1.31 | Expected payoff | 102.64 | ||
Absolute drawdown | 877.70 | Maximal drawdown | 5413.30 (34.17%) | Relative drawdown | 34.17% (5413.30) |
Total trades | 20 | Short positions (won %) | 10 (30.00%) | Long positions (won %) | 10 (30.00%) |
Profit trades (% of total) | 6 (30.00%) | Loss trades (% of total) | 14 (70.00%) | ||
Largest | profit trade | 3128.00 | loss trade | -1003.00 | |
Average | profit trade | 1443.30 | loss trade | -471.94 | |
Maximum | consecutive wins (profit in money) | 2 (3319.00) | consecutive losses (loss in money) | 9 (-4160.40) | |
Maximal | consecutive profit (count of wins) | 3319.00 (2) | consecutive loss (count of losses) | -4160.40 (9) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.50083 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 20:00 | close | 1 | 1.00 | 1.50468 | 0.00000 | 0.00000 | 384.50 | 10384.50 |
3 | 2009.12.02 20:00 | sell | 2 | 1.00 | 1.50468 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 05:00 | close | 2 | 1.00 | 1.50933 | 0.00000 | 0.00000 | -467.70 | 9916.80 |
5 | 2009.12.03 05:00 | buy | 3 | 1.00 | 1.50933 | 0.00000 | 0.00000 | ||
6 | 2009.12.04 00:00 | close | 3 | 1.00 | 1.50527 | 0.00000 | 0.00000 | -406.50 | 9510.30 |
7 | 2009.12.04 00:00 | sell | 4 | 1.00 | 1.50527 | 0.00000 | 0.00000 | ||
8 | 2009.12.11 11:00 | close | 4 | 1.00 | 1.47536 | 0.00000 | 0.00000 | 2984.70 | 12495.00 |
9 | 2009.12.11 11:00 | buy | 5 | 1.00 | 1.47536 | 0.00000 | 0.00000 | ||
10 | 2009.12.11 16:00 | close | 5 | 1.00 | 1.46533 | 0.00000 | 0.00000 | -1003.00 | 11492.00 |
11 | 2009.12.11 16:00 | sell | 6 | 1.00 | 1.46533 | 0.00000 | 0.00000 | ||
12 | 2009.12.23 18:00 | close | 6 | 1.00 | 1.43396 | 0.00000 | 0.00000 | 3128.00 | 14620.00 |
13 | 2009.12.23 18:00 | buy | 7 | 1.00 | 1.43396 | 0.00000 | 0.00000 | ||
14 | 2009.12.29 04:00 | close | 7 | 1.00 | 1.43590 | 0.00000 | 0.00000 | 191.00 | 14811.00 |
15 | 2009.12.29 04:00 | sell | 8 | 1.00 | 1.43590 | 0.00000 | 0.00000 | ||
16 | 2009.12.29 09:00 | close | 8 | 1.00 | 1.44176 | 0.00000 | 0.00000 | -586.00 | 14225.00 |
17 | 2009.12.29 09:00 | buy | 9 | 1.00 | 1.44176 | 0.00000 | 0.00000 | ||
18 | 2009.12.29 21:00 | close | 9 | 1.00 | 1.43517 | 0.00000 | 0.00000 | -659.00 | 13566.00 |
19 | 2009.12.29 21:00 | sell | 10 | 1.00 | 1.43517 | 0.00000 | 0.00000 | ||
20 | 2009.12.31 05:00 | close | 10 | 1.00 | 1.43649 | 0.00000 | 0.00000 | -135.60 | 13430.40 |
21 | 2009.12.31 05:00 | buy | 11 | 1.00 | 1.43649 | 0.00000 | 0.00000 | ||
22 | 2010.01.04 01:00 | close | 11 | 1.00 | 1.43154 | 0.00000 | 0.00000 | -496.00 | 12934.40 |
23 | 2010.01.04 01:00 | sell | 12 | 1.00 | 1.43154 | 0.00000 | 0.00000 | ||
24 | 2010.01.04 14:00 | close | 12 | 1.00 | 1.43972 | 0.00000 | 0.00000 | -818.00 | 12116.40 |
25 | 2010.01.04 14:00 | buy | 13 | 1.00 | 1.43972 | 0.00000 | 0.00000 | ||
26 | 2010.01.05 21:00 | close | 13 | 1.00 | 1.43680 | 0.00000 | 0.00000 | -292.50 | 11823.90 |
27 | 2010.01.05 21:00 | sell | 14 | 1.00 | 1.43680 | 0.00000 | 0.00000 | ||
28 | 2010.01.06 20:00 | close | 14 | 1.00 | 1.43982 | 0.00000 | 0.00000 | -302.90 | 11521.00 |
29 | 2010.01.06 20:00 | buy | 15 | 1.00 | 1.43982 | 0.00000 | 0.00000 | ||
30 | 2010.01.07 11:00 | close | 15 | 1.00 | 1.43524 | 0.00000 | 0.00000 | -459.50 | 11061.50 |
31 | 2010.01.07 11:00 | sell | 16 | 1.00 | 1.43524 | 0.00000 | 0.00000 | ||
32 | 2010.01.08 19:00 | close | 16 | 1.00 | 1.43934 | 0.00000 | 0.00000 | -410.90 | 10650.60 |
33 | 2010.01.08 19:00 | buy | 17 | 1.00 | 1.43934 | 0.00000 | 0.00000 | ||
34 | 2010.01.13 02:00 | close | 17 | 1.00 | 1.44680 | 0.00000 | 0.00000 | 744.50 | 11395.10 |
35 | 2010.01.13 02:00 | sell | 18 | 1.00 | 1.44680 | 0.00000 | 0.00000 | ||
36 | 2010.01.13 12:00 | close | 18 | 1.00 | 1.45164 | 0.00000 | 0.00000 | -484.00 | 10911.10 |
37 | 2010.01.13 12:00 | buy | 19 | 1.00 | 1.45164 | 0.00000 | 0.00000 | ||
38 | 2010.01.14 15:00 | close | 19 | 1.00 | 1.45080 | 0.00000 | 0.00000 | -85.50 | 10825.60 |
39 | 2010.01.14 15:00 | sell | 20 | 1.00 | 1.45080 | 0.00000 | 0.00000 | ||
40 | 2010.01.15 22:57 | close at stop | 20 | 1.00 | 1.43852 | 0.00000 | 0.00000 | 1227.10 | 12052.70 |