Strategy Tester Report
Farhad Hill Version 2_v1
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 | AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=1; MaxLots=100; StopLoss=0; TrailingStop=15; UseTrailingStop=false; TrailingStopType=2; FirstMove=20; TrailingStop1=20; SecondMove=30; TrailingStop2=20; ThirdMove=40; TrailingStop3=20; TakeProfit=20; MarginCutoff=300; Slippage=3; UseMACD=false; MACD_Price=1; UseMA_Cross=false; MA_SlowPeriod=21; MA_FastPeriod=2; MA_Shift=1; MA_Mode=2; MA_Price=5; UseMomentum=false; UsePSAR=false; MomentumPeriod=14; MomentumPrice=1; MomentumHigh=100; MomentumLow=100; UseStochLevel=false; Stoch_Mode=0; StochPrice=0; StochHigh=60; StochLow=35; UseStochCross=false; SignalCandle=0; SignalTimeFrame=0; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4227.90 | Gross profit | 854.60 | Gross loss | -5082.50 |
Profit factor | 0.17 | Expected payoff | -96.09 | ||
Absolute drawdown | 5890.90 | Maximal drawdown | 6725.50 (62.07%) | Relative drawdown | 62.07% (6725.50) |
Total trades | 44 | Short positions (won %) | 22 (100.00%) | Long positions (won %) | 22 (95.45%) |
Profit trades (% of total) | 43 (97.73%) | Loss trades (% of total) | 1 (2.27%) | ||
Largest | profit trade | 20.00 | loss trade | -5082.50 | |
Average | profit trade | 19.87 | loss trade | -5082.50 | |
Maximum | consecutive wins (profit in money) | 43 (854.60) | consecutive losses (loss in money) | 1 (-5082.50) | |
Maximal | consecutive profit (count of wins) | 854.60 (43) | consecutive loss (count of losses) | -5082.50 (1) | |
Average | consecutive wins | 43 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.50084 | 0.00000 | 1.50104 | ||
2 | 2009.12.01 00:00 | sell | 2 | 1.00 | 1.50074 | 0.00000 | 1.50054 | ||
3 | 2009.12.01 00:02 | t/p | 1 | 1.00 | 1.50104 | 0.00000 | 1.50104 | 20.00 | 10020.00 |
4 | 2009.12.01 00:20 | t/p | 2 | 1.00 | 1.50054 | 0.00000 | 1.50054 | 20.00 | 10040.00 |
5 | 2009.12.01 00:20 | buy | 3 | 1.00 | 1.50037 | 0.00000 | 1.50057 | ||
6 | 2009.12.01 00:20 | sell | 4 | 1.00 | 1.50027 | 0.00000 | 1.50007 | ||
7 | 2009.12.01 00:27 | t/p | 3 | 1.00 | 1.50057 | 0.00000 | 1.50057 | 20.00 | 10060.00 |
8 | 2009.12.01 06:10 | t/p | 4 | 1.00 | 1.50007 | 0.00000 | 1.50007 | 20.00 | 10080.00 |
9 | 2009.12.01 06:10 | buy | 5 | 1.00 | 1.49974 | 0.00000 | 1.49994 | ||
10 | 2009.12.01 06:10 | sell | 6 | 1.00 | 1.49964 | 0.00000 | 1.49944 | ||
11 | 2009.12.01 06:12 | t/p | 5 | 1.00 | 1.49994 | 0.00000 | 1.49994 | 20.00 | 10100.00 |
12 | 2009.12.01 06:15 | t/p | 6 | 1.00 | 1.49944 | 0.00000 | 1.49944 | 20.00 | 10120.00 |
13 | 2009.12.01 06:15 | buy | 7 | 1.00 | 1.49862 | 0.00000 | 1.49882 | ||
14 | 2009.12.01 06:15 | sell | 8 | 1.00 | 1.49852 | 0.00000 | 1.49832 | ||
15 | 2009.12.01 06:17 | t/p | 7 | 1.00 | 1.49882 | 0.00000 | 1.49882 | 20.00 | 10140.00 |
16 | 2009.12.01 06:20 | t/p | 8 | 1.00 | 1.49832 | 0.00000 | 1.49832 | 20.00 | 10160.00 |
17 | 2009.12.01 06:20 | buy | 9 | 1.00 | 1.49713 | 0.00000 | 1.49733 | ||
18 | 2009.12.01 06:20 | sell | 10 | 1.00 | 1.49703 | 0.00000 | 1.49683 | ||
19 | 2009.12.01 06:22 | t/p | 9 | 1.00 | 1.49733 | 0.00000 | 1.49733 | 20.00 | 10180.00 |
20 | 2009.12.04 14:50 | t/p | 10 | 1.00 | 1.49683 | 0.00000 | 1.49683 | 15.50 | 10195.50 |
21 | 2009.12.04 14:50 | buy | 11 | 1.00 | 1.49277 | 0.00000 | 1.49297 | ||
22 | 2009.12.04 14:50 | sell | 12 | 1.00 | 1.49267 | 0.00000 | 1.49247 | ||
23 | 2009.12.04 14:52 | t/p | 11 | 1.00 | 1.49297 | 0.00000 | 1.49297 | 20.00 | 10215.50 |
24 | 2009.12.04 15:02 | t/p | 12 | 1.00 | 1.49247 | 0.00000 | 1.49247 | 20.00 | 10235.50 |
25 | 2009.12.04 15:02 | buy | 13 | 1.00 | 1.49171 | 0.00000 | 1.49191 | ||
26 | 2009.12.04 15:02 | sell | 14 | 1.00 | 1.49161 | 0.00000 | 1.49141 | ||
27 | 2009.12.04 15:05 | t/p | 13 | 1.00 | 1.49191 | 0.00000 | 1.49191 | 20.00 | 10255.50 |
28 | 2009.12.04 15:07 | t/p | 14 | 1.00 | 1.49141 | 0.00000 | 1.49141 | 20.00 | 10275.50 |
29 | 2009.12.04 15:07 | buy | 15 | 1.00 | 1.49123 | 0.00000 | 1.49143 | ||
30 | 2009.12.04 15:07 | sell | 16 | 1.00 | 1.49113 | 0.00000 | 1.49093 | ||
31 | 2009.12.04 15:10 | t/p | 15 | 1.00 | 1.49143 | 0.00000 | 1.49143 | 20.00 | 10295.50 |
32 | 2009.12.04 16:45 | t/p | 16 | 1.00 | 1.49093 | 0.00000 | 1.49093 | 20.00 | 10315.50 |
33 | 2009.12.04 16:45 | buy | 17 | 1.00 | 1.49013 | 0.00000 | 1.49033 | ||
34 | 2009.12.04 16:45 | sell | 18 | 1.00 | 1.49003 | 0.00000 | 1.48983 | ||
35 | 2009.12.04 16:47 | t/p | 17 | 1.00 | 1.49033 | 0.00000 | 1.49033 | 20.00 | 10335.50 |
36 | 2009.12.04 16:50 | t/p | 18 | 1.00 | 1.48983 | 0.00000 | 1.48983 | 20.00 | 10355.50 |
37 | 2009.12.04 16:50 | buy | 19 | 1.00 | 1.48877 | 0.00000 | 1.48897 | ||
38 | 2009.12.04 16:50 | sell | 20 | 1.00 | 1.48867 | 0.00000 | 1.48847 | ||
39 | 2009.12.04 16:52 | t/p | 19 | 1.00 | 1.48897 | 0.00000 | 1.48897 | 20.00 | 10375.50 |
40 | 2009.12.04 17:20 | t/p | 20 | 1.00 | 1.48847 | 0.00000 | 1.48847 | 20.00 | 10395.50 |
41 | 2009.12.04 17:20 | buy | 21 | 1.00 | 1.48758 | 0.00000 | 1.48778 | ||
42 | 2009.12.04 17:20 | sell | 22 | 1.00 | 1.48748 | 0.00000 | 1.48728 | ||
43 | 2009.12.04 17:22 | t/p | 21 | 1.00 | 1.48778 | 0.00000 | 1.48778 | 20.00 | 10415.50 |
44 | 2009.12.04 17:32 | t/p | 22 | 1.00 | 1.48728 | 0.00000 | 1.48728 | 20.00 | 10435.50 |
45 | 2009.12.04 17:32 | buy | 23 | 1.00 | 1.48722 | 0.00000 | 1.48742 | ||
46 | 2009.12.04 17:32 | sell | 24 | 1.00 | 1.48712 | 0.00000 | 1.48692 | ||
47 | 2009.12.04 17:40 | t/p | 23 | 1.00 | 1.48742 | 0.00000 | 1.48742 | 20.00 | 10455.50 |
48 | 2009.12.04 19:20 | t/p | 24 | 1.00 | 1.48692 | 0.00000 | 1.48692 | 20.00 | 10475.50 |
49 | 2009.12.04 19:20 | buy | 25 | 1.00 | 1.48607 | 0.00000 | 1.48627 | ||
50 | 2009.12.04 19:20 | sell | 26 | 1.00 | 1.48597 | 0.00000 | 1.48577 | ||
51 | 2009.12.04 19:22 | t/p | 25 | 1.00 | 1.48627 | 0.00000 | 1.48627 | 20.00 | 10495.50 |
52 | 2009.12.04 19:33 | t/p | 26 | 1.00 | 1.48577 | 0.00000 | 1.48577 | 20.00 | 10515.50 |
53 | 2009.12.04 19:33 | buy | 27 | 1.00 | 1.48515 | 0.00000 | 1.48535 | ||
54 | 2009.12.04 19:33 | sell | 28 | 1.00 | 1.48505 | 0.00000 | 1.48485 | ||
55 | 2009.12.04 19:40 | t/p | 28 | 1.00 | 1.48485 | 0.00000 | 1.48485 | 20.00 | 10535.50 |
56 | 2009.12.04 22:40 | t/p | 27 | 1.00 | 1.48535 | 0.00000 | 1.48535 | 20.00 | 10555.50 |
57 | 2009.12.04 22:40 | buy | 29 | 1.00 | 1.48553 | 0.00000 | 1.48573 | ||
58 | 2009.12.04 22:40 | sell | 30 | 1.00 | 1.48543 | 0.00000 | 1.48523 | ||
59 | 2009.12.04 22:50 | t/p | 29 | 1.00 | 1.48573 | 0.00000 | 1.48573 | 20.00 | 10575.50 |
60 | 2009.12.07 01:20 | t/p | 30 | 1.00 | 1.48523 | 0.00000 | 1.48523 | 19.10 | 10594.60 |
61 | 2009.12.07 01:20 | buy | 31 | 1.00 | 1.48517 | 0.00000 | 1.48537 | ||
62 | 2009.12.07 01:20 | sell | 32 | 1.00 | 1.48507 | 0.00000 | 1.48487 | ||
63 | 2009.12.07 01:22 | t/p | 31 | 1.00 | 1.48537 | 0.00000 | 1.48537 | 20.00 | 10614.60 |
64 | 2009.12.07 09:20 | t/p | 32 | 1.00 | 1.48487 | 0.00000 | 1.48487 | 20.00 | 10634.60 |
65 | 2009.12.07 09:20 | buy | 33 | 1.00 | 1.48437 | 0.00000 | 1.48457 | ||
66 | 2009.12.07 09:20 | sell | 34 | 1.00 | 1.48427 | 0.00000 | 1.48407 | ||
67 | 2009.12.07 09:22 | t/p | 33 | 1.00 | 1.48457 | 0.00000 | 1.48457 | 20.00 | 10654.60 |
68 | 2009.12.07 09:32 | t/p | 34 | 1.00 | 1.48407 | 0.00000 | 1.48407 | 20.00 | 10674.60 |
69 | 2009.12.07 09:32 | buy | 35 | 1.00 | 1.48376 | 0.00000 | 1.48396 | ||
70 | 2009.12.07 09:32 | sell | 36 | 1.00 | 1.48366 | 0.00000 | 1.48346 | ||
71 | 2009.12.07 09:35 | t/p | 36 | 1.00 | 1.48346 | 0.00000 | 1.48346 | 20.00 | 10694.60 |
72 | 2009.12.07 09:37 | t/p | 35 | 1.00 | 1.48396 | 0.00000 | 1.48396 | 20.00 | 10714.60 |
73 | 2009.12.07 09:37 | buy | 37 | 1.00 | 1.48446 | 0.00000 | 1.48466 | ||
74 | 2009.12.07 09:37 | sell | 38 | 1.00 | 1.48436 | 0.00000 | 1.48416 | ||
75 | 2009.12.07 09:40 | t/p | 38 | 1.00 | 1.48416 | 0.00000 | 1.48416 | 20.00 | 10734.60 |
76 | 2009.12.07 18:45 | t/p | 37 | 1.00 | 1.48466 | 0.00000 | 1.48466 | 20.00 | 10754.60 |
77 | 2009.12.07 18:45 | buy | 39 | 1.00 | 1.48623 | 0.00000 | 1.48643 | ||
78 | 2009.12.07 18:45 | sell | 40 | 1.00 | 1.48613 | 0.00000 | 1.48593 | ||
79 | 2009.12.07 18:47 | t/p | 40 | 1.00 | 1.48593 | 0.00000 | 1.48593 | 20.00 | 10774.60 |
80 | 2009.12.07 18:50 | t/p | 39 | 1.00 | 1.48643 | 0.00000 | 1.48643 | 20.00 | 10794.60 |
81 | 2009.12.07 18:50 | buy | 41 | 1.00 | 1.48835 | 0.00000 | 1.48855 | ||
82 | 2009.12.07 18:50 | sell | 42 | 1.00 | 1.48825 | 0.00000 | 1.48805 | ||
83 | 2009.12.07 18:52 | t/p | 42 | 1.00 | 1.48805 | 0.00000 | 1.48805 | 20.00 | 10814.60 |
84 | 2009.12.07 19:20 | t/p | 41 | 1.00 | 1.48855 | 0.00000 | 1.48855 | 20.00 | 10834.60 |
85 | 2009.12.07 19:20 | buy | 43 | 1.00 | 1.48905 | 0.00000 | 1.48925 | ||
86 | 2009.12.07 19:20 | sell | 44 | 1.00 | 1.48895 | 0.00000 | 1.48875 | ||
87 | 2009.12.07 19:22 | t/p | 44 | 1.00 | 1.48875 | 0.00000 | 1.48875 | 20.00 | 10854.60 |
88 | 2010.01.15 22:57 | close at stop | 43 | 1.00 | 1.43843 | 0.00000 | 1.48925 | -5082.50 | 5772.10 |