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Strategy Tester Report

Download FT_BollingerBands+RSI+SAR

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		rsiperiod=8; bbperiod=14; bbotcl=1; SL=50; TP=135; MG=564651; Lots=0.1; mn=10; otstup=105; rsiup=30; rsidw=70; SARstep=0.003; SARmax=0.2; SarTrailingStop=1; TrailingStep=5;

Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	-3.98	Gross profit	168.26	Gross loss	-172.24
Profit factor	0.98	Expected payoff	-0.57
Absolute drawdown	26.90	Maximal drawdown	272.04 (2.65%)	Relative drawdown	2.65% (272.04)

Total trades	7	Short positions (won %)	5 (40.00%)	Long positions (won %)	2 (50.00%)
		Profit trades (% of total)	3 (42.86%)	Loss trades (% of total)	4 (57.14%)
Largest		profit trade	134.96	loss trade	-50.00
Average		profit trade	56.09	loss trade	-43.06
Maximum		consecutive wins (profit in money)	2 (162.22)	consecutive losses (loss in money)	3 (-144.64)
Maximal		consecutive profit (count of wins)	162.22 (2)	consecutive loss (count of losses)	-144.64 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 15:00	buy stop	1	0.10	1.51864	1.51364	1.53214
2	2009.12.01 22:00	sell stop	2	0.10	1.49539	1.50039	1.48189
3	2009.12.02 18:00	delete	1	0.10	1.51864	1.51364	1.53214
4	2009.12.03 01:00	buy stop	3	0.10	1.52138	1.51638	1.53488
5	2009.12.03 08:00	delete	2	0.10	1.49539	1.50039	1.48189
6	2009.12.03 19:00	sell stop	4	0.10	1.49549	1.50049	1.48199
7	2009.12.03 23:00	delete	3	0.10	1.52138	1.51638	1.53488
8	2009.12.04 14:00	buy stop	5	0.10	1.51956	1.51456	1.53306
9	2009.12.04 14:50	sell	4	0.10	1.49549	1.50049	1.48199
10	2009.12.04 15:00	delete	5	0.10	1.51956	1.51456	1.53306
11	2009.12.07 04:00	buy stop	6	0.10	1.50026	1.49526	1.51376
12	2009.12.07 09:40	t/p	4	0.10	1.48199	1.50049	1.48199	134.96	10134.96
13	2009.12.07 10:00	delete	6	0.10	1.50026	1.49526	1.51376
14	2009.12.07 17:00	buy stop	7	0.10	1.50092	1.49592	1.51442
15	2009.12.08 09:00	delete	7	0.10	1.50092	1.49592	1.51442
16	2009.12.09 02:00	buy stop	8	0.10	1.49681	1.49181	1.51031
17	2009.12.11 16:00	delete	8	0.10	1.49681	1.49181	1.51031
18	2009.12.14 23:00	buy stop	9	0.10	1.47700	1.47200	1.49050
19	2009.12.15 09:00	delete	9	0.10	1.47700	1.47200	1.49050
20	2009.12.15 21:00	buy stop	10	0.10	1.46764	1.46264	1.48114
21	2009.12.16 19:00	sell stop	11	0.10	1.44299	1.44799	1.42949
22	2009.12.17 03:00	delete	10	0.10	1.46764	1.46264	1.48114
23	2009.12.17 03:50	sell	11	0.10	1.44299	1.44799	1.42949
24	2009.12.17 16:00	buy stop	12	0.10	1.46943	1.46443	1.48293
25	2009.12.17 16:00	delete	12	0.10	1.46943	1.46443	1.48293
26	2009.12.17 17:00	modify	11	0.10	1.44299	1.44730	1.42949
27	2009.12.17 18:00	modify	11	0.10	1.44299	1.44660	1.42949
28	2009.12.17 19:00	buy stop	13	0.10	1.44806	1.44306	1.46156
29	2009.12.17 19:00	modify	11	0.10	1.44299	1.44583	1.42949
30	2009.12.17 20:00	modify	11	0.10	1.44299	1.44499	1.42949
31	2009.12.17 21:00	modify	11	0.10	1.44299	1.44420	1.42949
32	2009.12.17 22:00	modify	11	0.10	1.44299	1.44345	1.42949
33	2009.12.17 23:00	modify	11	0.10	1.44299	1.44274	1.42949
34	2009.12.18 00:00	modify	11	0.10	1.44299	1.44206	1.42949
35	2009.12.18 01:00	modify	11	0.10	1.44299	1.44143	1.42949
36	2009.12.18 02:00	modify	11	0.10	1.44299	1.44083	1.42949
37	2009.12.18 03:00	modify	11	0.10	1.44299	1.44026	1.42949
38	2009.12.18 03:20	s/l	11	0.10	1.44026	1.44026	1.42949	27.26	10162.22
39	2009.12.18 15:00	delete	13	0.10	1.44806	1.44306	1.46156
40	2009.12.21 04:00	buy stop	14	0.10	1.44538	1.44038	1.45888
41	2009.12.21 23:00	delete	14	0.10	1.44538	1.44038	1.45888
42	2009.12.22 06:00	buy stop	15	0.10	1.44017	1.43517	1.45367
43	2009.12.22 17:00	delete	15	0.10	1.44017	1.43517	1.45367
44	2009.12.23 03:00	buy stop	16	0.10	1.43807	1.43307	1.45157
45	2009.12.24 05:00	sell stop	17	0.10	1.42172	1.42672	1.40822
46	2009.12.24 09:00	delete	17	0.10	1.42172	1.42672	1.40822
47	2009.12.24 10:45	buy	16	0.10	1.43807	1.43307	1.45157
48	2009.12.24 15:00	sell stop	18	0.10	1.42264	1.42764	1.40914
49	2009.12.29 06:00	buy stop	19	0.10	1.45178	1.44678	1.46528
50	2009.12.29 09:00	delete	18	0.10	1.42264	1.42764	1.40914
51	2009.12.29 16:00	modify	16	0.10	1.43807	1.43360	1.45157
52	2009.12.29 17:32	s/l	16	0.10	1.43360	1.43360	1.45157	-44.64	10117.58
53	2009.12.29 18:00	delete	19	0.10	1.45178	1.44678	1.46528
54	2009.12.29 20:00	sell stop	20	0.10	1.42257	1.42757	1.40907
55	2009.12.30 07:00	buy stop	21	0.10	1.44620	1.44120	1.45970
56	2009.12.31 08:00	delete	20	0.10	1.42257	1.42757	1.40907
57	2009.12.31 15:00	sell stop	22	0.10	1.42200	1.42700	1.40850
58	2009.12.31 18:00	delete	21	0.10	1.44620	1.44120	1.45970
59	2010.01.04 10:00	buy stop	23	0.10	1.45446	1.44946	1.46796
60	2010.01.04 11:00	delete	22	0.10	1.42200	1.42700	1.40850
61	2010.01.05 00:00	sell stop	24	0.10	1.41636	1.42136	1.40286
62	2010.01.05 07:00	delete	24	0.10	1.41636	1.42136	1.40286
63	2010.01.05 10:00	sell stop	25	0.10	1.43005	1.43505	1.41655
64	2010.01.05 20:00	delete	23	0.10	1.45446	1.44946	1.46796
65	2010.01.06 07:50	sell	25	0.10	1.43005	1.43505	1.41655
66	2010.01.06 09:59	s/l	25	0.10	1.43505	1.43505	1.41655	-50.00	10067.58
67	2010.01.06 10:00	buy stop	26	0.10	1.44731	1.44231	1.46081
68	2010.01.07 04:00	sell stop	27	0.10	1.42865	1.43365	1.41515
69	2010.01.07 13:00	delete	26	0.10	1.44731	1.44231	1.46081
70	2010.01.07 21:00	buy stop	28	0.10	1.44557	1.44057	1.45907
71	2010.01.08 13:10	sell	27	0.10	1.42865	1.43365	1.41515
72	2010.01.08 14:40	s/l	27	0.10	1.43365	1.43365	1.41515	-50.00	10017.58
73	2010.01.11 00:45	buy	28	0.10	1.44557	1.44057	1.45907
74	2010.01.11 08:00	sell stop	29	0.10	1.42986	1.43486	1.41636
75	2010.01.11 13:00	delete	29	0.10	1.42986	1.43486	1.41636
76	2010.01.11 16:00	sell stop	30	0.10	1.43734	1.44234	1.42384
77	2010.01.12 10:00	modify	28	0.10	1.44557	1.44114	1.45907
78	2010.01.12 12:00	modify	28	0.10	1.44557	1.44190	1.45907
79	2010.01.12 14:00	modify	28	0.10	1.44557	1.44261	1.45907
80	2010.01.12 16:00	modify	28	0.10	1.44557	1.44329	1.45907
81	2010.01.12 18:00	modify	28	0.10	1.44557	1.44393	1.45907
82	2010.01.12 20:00	modify	28	0.10	1.44557	1.44454	1.45907
83	2010.01.12 22:00	modify	28	0.10	1.44557	1.44511	1.45907
84	2010.01.13 00:00	modify	28	0.10	1.44557	1.44566	1.45907
85	2010.01.13 02:00	modify	28	0.10	1.44557	1.44617	1.45907
86	2010.01.13 02:20	s/l	28	0.10	1.44617	1.44617	1.45907	6.04	10023.62
87	2010.01.13 13:00	delete	30	0.10	1.43734	1.44234	1.42384
88	2010.01.13 18:00	sell stop	31	0.10	1.43574	1.44074	1.42224
89	2010.01.14 20:00	buy stop	32	0.10	1.46257	1.45757	1.47607
90	2010.01.15 03:00	delete	32	0.10	1.46257	1.45757	1.47607
91	2010.01.15 16:00	buy stop	33	0.10	1.45506	1.45006	1.46856
92	2010.01.15 16:50	sell	31	0.10	1.43574	1.44074	1.42224
93	2010.01.15 17:00	delete	33	0.10	1.45506	1.45006	1.46856
94	2010.01.15 18:00	buy stop	34	0.10	1.45030	1.44530	1.46380
95	2010.01.15 18:00	delete	34	0.10	1.45030	1.44530	1.46380
96	2010.01.15 19:00	buy stop	35	0.10	1.45030	1.44530	1.46380
97	2010.01.15 21:00	delete	35	0.10	1.45030	1.44530	1.46380
98	2010.01.15 22:00	buy stop	36	0.10	1.45030	1.44530	1.46380
99	2010.01.15 22:57	close at stop	31	0.10	1.43850	1.44074	1.42224	-27.60	9996.02