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 | FT1="------Настройки фрактала:----------"; CountBarsFractal=5; FT2="------Настройки сигнала на вход:----------"; indent=1; FT3="------Настройки аллигатора:----------"; jaw_period=13; teeth_period=8; lips_period=5; FT5="-------Настройки контроля закрытия сделки:----------"; CloseDropTeeth=2; CloseReversSignal=2; FT6="-------Настройки сопровождения StopLoss сделки:----------"; TrailingGragus=1; smaperugol=5; raznica=5; FT7="-------Настройки StopLoss и TakeProfit ибьема сделки:----------"; StopLoss=500; TakeProfit=500; Lots=0.1; shift=1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -213.74 | Gross profit | 155.30 | Gross loss | -369.04 |
Profit factor | 0.42 | Expected payoff | -9.72 | ||
Absolute drawdown | 275.34 | Maximal drawdown | 295.54 (2.95%) | Relative drawdown | 2.95% (295.54) |
Total trades | 22 | Short positions (won %) | 17 (17.65%) | Long positions (won %) | 5 (20.00%) |
Profit trades (% of total) | 4 (18.18%) | Loss trades (% of total) | 18 (81.82%) | ||
Largest | profit trade | 50.20 | loss trade | -49.80 | |
Average | profit trade | 38.83 | loss trade | -20.50 | |
Maximum | consecutive wins (profit in money) | 2 (56.00) | consecutive losses (loss in money) | 11 (-285.94) | |
Maximal | consecutive profit (count of wins) | 56.00 (2) | consecutive loss (count of losses) | -285.94 (11) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 06:15 | sell | 1 | 0.10 | 1.50510 | 1.51010 | 1.50010 | ||
2 | 2009.12.04 06:20 | modify | 1 | 0.10 | 1.50510 | 1.50744 | 1.50010 | ||
3 | 2009.12.04 07:00 | modify | 1 | 0.10 | 1.50510 | 1.50553 | 1.50010 | ||
4 | 2009.12.04 07:20 | s/l | 1 | 0.10 | 1.50553 | 1.50553 | 1.50010 | -4.30 | 9995.70 |
5 | 2009.12.04 14:20 | sell | 2 | 0.10 | 1.50543 | 1.51040 | 1.50040 | ||
6 | 2009.12.04 14:23 | close | 2 | 0.10 | 1.50585 | 1.51040 | 1.50040 | -4.20 | 9991.50 |
7 | 2009.12.07 10:02 | sell | 3 | 0.10 | 1.47592 | 1.48090 | 1.47090 | ||
8 | 2009.12.07 11:15 | s/l | 3 | 0.10 | 1.48090 | 1.48090 | 1.47090 | -49.80 | 9941.70 |
9 | 2009.12.08 13:00 | sell | 4 | 0.10 | 1.47935 | 1.48440 | 1.47440 | ||
10 | 2009.12.08 13:02 | modify | 4 | 0.10 | 1.47935 | 1.48280 | 1.47440 | ||
11 | 2009.12.08 14:00 | modify | 4 | 0.10 | 1.47935 | 1.48381 | 1.47440 | ||
12 | 2009.12.08 14:20 | t/p | 4 | 0.10 | 1.47440 | 1.48381 | 1.47440 | 49.50 | 9991.20 |
13 | 2009.12.09 18:20 | sell | 5 | 0.10 | 1.46866 | 1.47370 | 1.46370 | ||
14 | 2009.12.09 18:22 | close | 5 | 0.10 | 1.46945 | 1.47370 | 1.46370 | -7.90 | 9983.30 |
15 | 2009.12.14 12:32 | sell | 6 | 0.10 | 1.46182 | 1.46680 | 1.45680 | ||
16 | 2009.12.14 12:37 | modify | 6 | 0.10 | 1.46182 | 1.46570 | 1.45680 | ||
17 | 2009.12.14 13:00 | close | 6 | 0.10 | 1.46308 | 1.46570 | 1.45680 | -12.60 | 9970.70 |
18 | 2009.12.16 20:02 | buy | 7 | 0.10 | 1.45689 | 1.45190 | 1.46190 | ||
19 | 2009.12.16 20:07 | modify | 7 | 0.10 | 1.45689 | 1.45653 | 1.46190 | ||
20 | 2009.12.16 20:10 | s/l | 7 | 0.10 | 1.45653 | 1.45653 | 1.46190 | -3.60 | 9967.10 |
21 | 2009.12.17 02:33 | sell | 8 | 0.10 | 1.44948 | 1.45450 | 1.44450 | ||
22 | 2009.12.17 02:40 | modify | 8 | 0.10 | 1.44948 | 1.45608 | 1.44450 | ||
23 | 2009.12.17 03:00 | modify | 8 | 0.10 | 1.44948 | 1.45336 | 1.44450 | ||
24 | 2009.12.17 03:45 | t/p | 8 | 0.10 | 1.44450 | 1.45336 | 1.44450 | 49.80 | 10016.90 |
25 | 2009.12.17 19:15 | sell | 9 | 0.10 | 1.43265 | 1.43770 | 1.42770 | ||
26 | 2009.12.17 19:20 | modify | 9 | 0.10 | 1.43265 | 1.43527 | 1.42770 | ||
27 | 2009.12.17 20:15 | s/l | 9 | 0.10 | 1.43527 | 1.43527 | 1.42770 | -26.20 | 9990.70 |
28 | 2009.12.21 21:15 | sell | 10 | 0.10 | 1.42759 | 1.43260 | 1.42260 | ||
29 | 2009.12.21 22:50 | modify | 10 | 0.10 | 1.42759 | 1.43327 | 1.42260 | ||
30 | 2009.12.21 23:10 | modify | 10 | 0.10 | 1.42759 | 1.43335 | 1.42260 | ||
31 | 2009.12.22 00:00 | modify | 10 | 0.10 | 1.42759 | 1.43351 | 1.42260 | ||
32 | 2009.12.22 01:37 | modify | 10 | 0.10 | 1.42759 | 1.43312 | 1.42260 | ||
33 | 2009.12.22 02:20 | modify | 10 | 0.10 | 1.42759 | 1.43252 | 1.42260 | ||
34 | 2009.12.22 03:20 | modify | 10 | 0.10 | 1.42759 | 1.43157 | 1.42260 | ||
35 | 2009.12.22 08:20 | s/l | 10 | 0.10 | 1.43157 | 1.43157 | 1.42260 | -39.84 | 9950.86 |
36 | 2009.12.23 09:02 | sell | 11 | 0.10 | 1.42458 | 1.42960 | 1.41960 | ||
37 | 2009.12.23 09:07 | modify | 11 | 0.10 | 1.42458 | 1.42556 | 1.41960 | ||
38 | 2009.12.23 09:15 | s/l | 11 | 0.10 | 1.42556 | 1.42556 | 1.41960 | -9.80 | 9941.06 |
39 | 2009.12.24 11:00 | buy | 12 | 0.10 | 1.43828 | 1.43330 | 1.44330 | ||
40 | 2009.12.24 11:02 | modify | 12 | 0.10 | 1.43828 | 1.43370 | 1.44330 | ||
41 | 2009.12.24 12:00 | modify | 12 | 0.10 | 1.43828 | 1.43383 | 1.44330 | ||
42 | 2009.12.24 13:00 | modify | 12 | 0.10 | 1.43828 | 1.43410 | 1.44330 | ||
43 | 2009.12.24 14:00 | modify | 12 | 0.10 | 1.43828 | 1.43451 | 1.44330 | ||
44 | 2009.12.24 15:00 | modify | 12 | 0.10 | 1.43828 | 1.43685 | 1.44330 | ||
45 | 2009.12.24 15:20 | s/l | 12 | 0.10 | 1.43685 | 1.43685 | 1.44330 | -14.30 | 9926.76 |
46 | 2009.12.28 07:20 | buy | 13 | 0.10 | 1.43935 | 1.43440 | 1.44440 | ||
47 | 2009.12.28 10:15 | modify | 13 | 0.10 | 1.43935 | 1.43833 | 1.44440 | ||
48 | 2009.12.28 11:15 | modify | 13 | 0.10 | 1.43935 | 1.43866 | 1.44440 | ||
49 | 2009.12.28 12:00 | modify | 13 | 0.10 | 1.43935 | 1.43759 | 1.44440 | ||
50 | 2009.12.28 13:00 | modify | 13 | 0.10 | 1.43935 | 1.43794 | 1.44440 | ||
51 | 2009.12.28 14:00 | modify | 13 | 0.10 | 1.43935 | 1.43811 | 1.44440 | ||
52 | 2009.12.28 15:00 | modify | 13 | 0.10 | 1.43935 | 1.43839 | 1.44440 | ||
53 | 2009.12.28 16:00 | modify | 13 | 0.10 | 1.43935 | 1.43903 | 1.44440 | ||
54 | 2009.12.28 16:50 | s/l | 13 | 0.10 | 1.43903 | 1.43903 | 1.44440 | -3.20 | 9923.56 |
55 | 2009.12.30 02:26 | sell | 14 | 0.10 | 1.43166 | 1.43670 | 1.42670 | ||
56 | 2009.12.30 02:40 | modify | 14 | 0.10 | 1.43166 | 1.43515 | 1.42670 | ||
57 | 2009.12.30 03:10 | modify | 14 | 0.10 | 1.43166 | 1.43506 | 1.42670 | ||
58 | 2009.12.30 04:00 | modify | 14 | 0.10 | 1.43166 | 1.43491 | 1.42670 | ||
59 | 2009.12.30 08:45 | s/l | 14 | 0.10 | 1.43491 | 1.43491 | 1.42670 | -32.50 | 9891.06 |
60 | 2010.01.05 05:32 | buy | 15 | 0.10 | 1.44425 | 1.43930 | 1.44930 | ||
61 | 2010.01.05 05:37 | modify | 15 | 0.10 | 1.44425 | 1.44187 | 1.44930 | ||
62 | 2010.01.05 06:20 | s/l | 15 | 0.10 | 1.44187 | 1.44187 | 1.44930 | -23.80 | 9867.26 |
63 | 2010.01.06 08:00 | sell | 16 | 0.10 | 1.43114 | 1.43610 | 1.42610 | ||
64 | 2010.01.06 08:02 | modify | 16 | 0.10 | 1.43114 | 1.43549 | 1.42610 | ||
65 | 2010.01.06 10:10 | s/l | 16 | 0.10 | 1.43549 | 1.43549 | 1.42610 | -43.50 | 9823.76 |
66 | 2010.01.08 00:00 | sell | 17 | 0.10 | 1.43043 | 1.43540 | 1.42540 | ||
67 | 2010.01.08 01:32 | modify | 17 | 0.10 | 1.43043 | 1.43241 | 1.42540 | ||
68 | 2010.01.08 03:50 | modify | 17 | 0.10 | 1.43043 | 1.43198 | 1.42540 | ||
69 | 2010.01.08 06:40 | modify | 17 | 0.10 | 1.43043 | 1.43127 | 1.42540 | ||
70 | 2010.01.08 07:00 | modify | 17 | 0.10 | 1.43043 | 1.43119 | 1.42540 | ||
71 | 2010.01.08 07:20 | s/l | 17 | 0.10 | 1.43119 | 1.43119 | 1.42540 | -7.60 | 9816.16 |
72 | 2010.01.08 14:15 | sell | 18 | 0.10 | 1.42726 | 1.43230 | 1.42230 | ||
73 | 2010.01.08 14:20 | modify | 18 | 0.10 | 1.42726 | 1.43150 | 1.42230 | ||
74 | 2010.01.08 14:40 | s/l | 18 | 0.10 | 1.43150 | 1.43150 | 1.42230 | -42.40 | 9773.76 |
75 | 2010.01.12 15:07 | sell | 19 | 0.10 | 1.44659 | 1.45160 | 1.44160 | ||
76 | 2010.01.12 16:00 | close | 19 | 0.10 | 1.45087 | 1.45160 | 1.44160 | -42.80 | 9730.96 |
77 | 2010.01.14 01:00 | buy | 20 | 0.10 | 1.45233 | 1.44730 | 1.45730 | ||
78 | 2010.01.14 01:40 | modify | 20 | 0.10 | 1.45233 | 1.45291 | 1.45730 | ||
79 | 2010.01.14 02:10 | s/l | 20 | 0.10 | 1.45291 | 1.45291 | 1.45730 | 5.80 | 9736.76 |
80 | 2010.01.15 02:00 | sell | 21 | 0.10 | 1.44742 | 1.45240 | 1.44240 | ||
81 | 2010.01.15 02:02 | modify | 21 | 0.10 | 1.44742 | 1.44996 | 1.44240 | ||
82 | 2010.01.15 03:15 | t/p | 21 | 0.10 | 1.44240 | 1.44996 | 1.44240 | 50.20 | 9786.96 |
83 | 2010.01.15 12:15 | sell | 22 | 0.10 | 1.43758 | 1.44260 | 1.43260 | ||
84 | 2010.01.15 12:20 | modify | 22 | 0.10 | 1.43758 | 1.44234 | 1.43260 | ||
85 | 2010.01.15 13:02 | modify | 22 | 0.10 | 1.43758 | 1.44169 | 1.43260 | ||
86 | 2010.01.15 14:15 | modify | 22 | 0.10 | 1.43758 | 1.44155 | 1.43260 | ||
87 | 2010.01.15 15:02 | modify | 22 | 0.10 | 1.43758 | 1.44099 | 1.43260 | ||
88 | 2010.01.15 16:10 | modify | 22 | 0.10 | 1.43758 | 1.44190 | 1.43260 | ||
89 | 2010.01.15 17:00 | modify | 22 | 0.10 | 1.43758 | 1.44156 | 1.43260 | ||
90 | 2010.01.15 18:20 | modify | 22 | 0.10 | 1.43758 | 1.44096 | 1.43260 | ||
91 | 2010.01.15 19:50 | modify | 22 | 0.10 | 1.43758 | 1.44048 | 1.43260 | ||
92 | 2010.01.15 20:05 | modify | 22 | 0.10 | 1.43758 | 1.43978 | 1.43260 | ||
93 | 2010.01.15 21:00 | modify | 22 | 0.10 | 1.43758 | 1.43765 | 1.43260 | ||
94 | 2010.01.15 21:40 | s/l | 22 | 0.10 | 1.43765 | 1.43765 | 1.43260 | -0.70 | 9786.26 |