Strategy Tester Report
e-Digital
AlpariUK-Demo (Build 210)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | Daily (D1) 2006.04.20 00:00 - 2007.10.12 00:00 (2006.04.20 - 2007.10.15) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | _tmp1_=" --- Trade parameters ---"; Lots=1; StopLoss=155; TakeProfit=400; Slippage=3; Magic=20071009; _tmp2_=" --- FATL-SATL section ---"; STLM1.FType=0; STLM1.P1=00; STLM1.D1=00; STLM1.A1=60; STLM1.P2=0; STLM1.D2=0; STLM1.A2=0; STLM1.Delay=0; STLM1.Delay2=0; STLM1.Ripple=0.08; STLM2.FType=0; STLM2.P1=00; STLM2.D1=00; STLM2.A1=60; STLM2.P2=0; STLM2.D2=0; STLM2.A2=0; STLM2.Delay=0; STLM2.Delay2=3; STLM2.Ripple=0.08; STLM3.FType=0; STLM3.P1=00; STLM3.D1=00; STLM3.A1=60; STLM3.P2=0; STLM3.D2=0; STLM3.A2=0; STLM3.Delay=0; STLM3.Delay2=2; STLM3.Ripple=0.08; STLM4.FType=0; STLM4.P1=00; STLM4.D1=00; STLM4.A1=60; STLM4.P2=0; STLM4.D2=0; STLM4.A2=0; STLM4.Delay=0; STLM4.Delay2=8; STLM4.Ripple=0.08; MaxBars=500; _tmp3_=" --- Chart section ---"; clBuy=DodgerBlue; clSell=Crimson; clClose=Gold; | ||||
| Bars in test | 2048 | Ticks modelled | 2315676 | Modelling quality | 83.91% |
| Mismatched charts errors | 145115 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 19452.70 | Gross profit | 28376.00 | Gross loss | -8923.30 |
| Profit factor | 3.18 | Expected payoff | 555.79 | ||
| Absolute drawdown | 1046.40 | Maximal drawdown | 4666.60 (31.82%) | Relative drawdown | 31.82% (4666.60) |
| Total trades | 35 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 22 (50.00%) |
| Profit trades (% of total) | 19 (54.29%) | Loss trades (% of total) | 16 (45.71%) | ||
| Largest | profit trade | 4023.10 | loss trade | -1535.70 | |
| Average | profit trade | 1493.47 | loss trade | -557.71 | |
| Maximum | consecutive wins (profit in money) | 4 (6433.50) | consecutive losses (loss in money) | 2 (-2674.10) | |
| Maximal | consecutive profit (count of wins) | 6433.50 (4) | consecutive loss (count of losses) | -2674.10 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.04.20 00:00 | buy | 1 | 1.00 | 1.2378 | 1.2223 | 1.2778 | ||
| 2 | 2006.04.21 00:00 | close | 1 | 1.00 | 1.2315 | 1.2223 | 1.2778 | -636.40 | 9363.60 |
| 3 | 2006.04.24 00:00 | buy | 2 | 1.00 | 1.2372 | 1.2217 | 1.2772 | ||
| 4 | 2006.05.08 10:25 | t/p | 2 | 1.00 | 1.2772 | 1.2217 | 1.2772 | 3910.40 | 13274.00 |
| 5 | 2006.05.08 10:25 | buy | 3 | 1.00 | 1.2774 | 1.2619 | 1.3174 | ||
| 6 | 2006.05.11 00:00 | close | 3 | 1.00 | 1.2783 | 1.2619 | 1.3174 | 58.00 | 13332.00 |
| 7 | 2006.05.12 00:00 | buy | 4 | 1.00 | 1.2837 | 1.2682 | 1.3237 | ||
| 8 | 2006.05.18 00:00 | close | 4 | 1.00 | 1.2727 | 1.2682 | 1.3237 | -1138.40 | 12193.60 |
| 9 | 2006.05.22 00:00 | sell | 5 | 1.00 | 1.2760 | 1.2915 | 1.2360 | ||
| 10 | 2006.06.02 14:26 | s/l | 5 | 1.00 | 1.2915 | 1.2915 | 1.2360 | -1535.70 | 10657.90 |
| 11 | 2006.06.02 14:26 | sell | 6 | 1.00 | 1.2914 | 1.3069 | 1.2514 | ||
| 12 | 2006.06.23 13:48 | t/p | 6 | 1.00 | 1.2514 | 1.3069 | 1.2514 | 4023.10 | 14681.00 |
| 13 | 2006.07.12 00:00 | buy | 7 | 1.00 | 1.2769 | 1.2614 | 1.3169 | ||
| 14 | 2006.07.13 00:00 | close | 7 | 1.00 | 1.2702 | 1.2614 | 1.3169 | -689.20 | 13991.80 |
| 15 | 2006.07.31 00:00 | buy | 8 | 1.00 | 1.2760 | 1.2605 | 1.3160 | ||
| 16 | 2006.08.01 00:00 | close | 8 | 1.00 | 1.2768 | 1.2605 | 1.3160 | 73.60 | 14065.40 |
| 17 | 2006.08.02 00:00 | buy | 9 | 1.00 | 1.2822 | 1.2667 | 1.3222 | ||
| 18 | 2006.08.03 00:00 | close | 9 | 1.00 | 1.2788 | 1.2667 | 1.3222 | -359.20 | 13706.20 |
| 19 | 2006.08.07 00:00 | buy | 10 | 1.00 | 1.2885 | 1.2730 | 1.3285 | ||
| 20 | 2006.08.08 00:00 | close | 10 | 1.00 | 1.2816 | 1.2730 | 1.3285 | -696.40 | 13009.80 |
| 21 | 2006.09.07 00:00 | sell | 11 | 1.00 | 1.2804 | 1.2959 | 1.2404 | ||
| 22 | 2006.09.08 00:00 | close | 11 | 1.00 | 1.2737 | 1.2959 | 1.2404 | 671.10 | 13680.90 |
| 23 | 2006.09.11 00:00 | sell | 12 | 1.00 | 1.2668 | 1.2823 | 1.2268 | ||
| 24 | 2006.09.13 00:00 | close | 12 | 1.00 | 1.2685 | 1.2823 | 1.2268 | -167.80 | 13513.10 |
| 25 | 2006.09.14 00:00 | sell | 13 | 1.00 | 1.2696 | 1.2851 | 1.2296 | ||
| 26 | 2006.09.15 00:00 | close | 13 | 1.00 | 1.2726 | 1.2851 | 1.2296 | -298.90 | 13214.20 |
| 27 | 2006.10.10 00:00 | sell | 14 | 1.00 | 1.2594 | 1.2749 | 1.2194 | ||
| 28 | 2006.10.12 00:00 | close | 14 | 1.00 | 1.2524 | 1.2749 | 1.2194 | 704.40 | 13918.60 |
| 29 | 2006.10.13 00:00 | sell | 15 | 1.00 | 1.2560 | 1.2715 | 1.2160 | ||
| 30 | 2006.10.16 00:00 | close | 15 | 1.00 | 1.2503 | 1.2715 | 1.2160 | 571.10 | 14489.70 |
| 31 | 2006.10.27 00:00 | buy | 16 | 1.00 | 1.2690 | 1.2535 | 1.3090 | ||
| 32 | 2006.11.20 00:00 | close | 16 | 1.00 | 1.2825 | 1.2535 | 1.3090 | 1209.20 | 15698.90 |
| 33 | 2006.11.23 00:00 | buy | 17 | 1.00 | 1.2944 | 1.2789 | 1.3344 | ||
| 34 | 2006.12.01 16:49 | t/p | 17 | 1.00 | 1.3344 | 1.2789 | 1.3344 | 3948.80 | 19647.70 |
| 35 | 2006.12.01 16:49 | buy | 18 | 1.00 | 1.3346 | 1.3191 | 1.3746 | ||
| 36 | 2006.12.07 00:00 | close | 18 | 1.00 | 1.3280 | 1.3191 | 1.3746 | -698.40 | 18949.30 |
| 37 | 2006.12.19 00:00 | sell | 19 | 1.00 | 1.3097 | 1.3252 | 1.2697 | ||
| 38 | 2006.12.21 00:00 | close | 19 | 1.00 | 1.3178 | 1.3252 | 1.2697 | -805.60 | 18143.70 |
| 39 | 2006.12.26 12:00 | sell | 20 | 1.00 | 1.3138 | 1.3293 | 1.2738 | ||
| 40 | 2006.12.28 00:00 | close | 20 | 1.00 | 1.3127 | 1.3293 | 1.2738 | 114.40 | 18258.10 |
| 41 | 2006.12.29 00:00 | sell | 21 | 1.00 | 1.3149 | 1.3304 | 1.2749 | ||
| 42 | 2007.01.17 00:00 | close | 21 | 1.00 | 1.2917 | 1.3304 | 1.2749 | 2338.70 | 20596.80 |
| 43 | 2007.02.15 00:00 | buy | 22 | 1.00 | 1.3134 | 1.2979 | 1.3534 | ||
| 44 | 2007.02.22 00:00 | close | 22 | 1.00 | 1.3141 | 1.2979 | 1.3534 | 25.20 | 20622.00 |
| 45 | 2007.03.19 00:00 | buy | 23 | 1.00 | 1.3319 | 1.3164 | 1.3719 | ||
| 46 | 2007.03.20 00:00 | close | 23 | 1.00 | 1.3307 | 1.3164 | 1.3719 | -126.40 | 20495.60 |
| 47 | 2007.03.22 00:00 | buy | 24 | 1.00 | 1.3391 | 1.3236 | 1.3791 | ||
| 48 | 2007.03.23 00:00 | close | 24 | 1.00 | 1.3326 | 1.3236 | 1.3791 | -656.40 | 19839.20 |
| 49 | 2007.03.27 00:00 | buy | 25 | 1.00 | 1.3330 | 1.3175 | 1.3730 | ||
| 50 | 2007.03.28 00:00 | close | 25 | 1.00 | 1.3357 | 1.3175 | 1.3730 | 263.60 | 20102.80 |
| 51 | 2007.04.13 00:00 | buy | 26 | 1.00 | 1.3489 | 1.3334 | 1.3889 | ||
| 52 | 2007.04.16 00:00 | close | 26 | 1.00 | 1.3566 | 1.3334 | 1.3889 | 763.60 | 20866.40 |
| 53 | 2007.04.19 00:00 | buy | 27 | 1.00 | 1.3614 | 1.3459 | 1.4014 | ||
| 54 | 2007.04.23 00:00 | close | 27 | 1.00 | 1.3604 | 1.3459 | 1.4014 | -112.80 | 20753.60 |
| 55 | 2007.04.25 00:00 | buy | 28 | 1.00 | 1.3640 | 1.3485 | 1.4040 | ||
| 56 | 2007.04.26 00:00 | close | 28 | 1.00 | 1.3644 | 1.3485 | 1.4040 | 20.80 | 20774.40 |
| 57 | 2007.05.02 00:00 | sell | 29 | 1.00 | 1.3605 | 1.3760 | 1.3205 | ||
| 58 | 2007.05.29 00:00 | close | 29 | 1.00 | 1.3450 | 1.3760 | 1.3205 | 1579.70 | 22354.10 |
| 59 | 2007.06.14 00:00 | sell | 30 | 1.00 | 1.3307 | 1.3462 | 1.2907 | ||
| 60 | 2007.06.15 00:00 | close | 30 | 1.00 | 1.3312 | 1.3462 | 1.2907 | -48.90 | 22305.20 |
| 61 | 2007.06.25 00:00 | buy | 31 | 1.00 | 1.3469 | 1.3314 | 1.3869 | ||
| 62 | 2007.07.18 00:00 | close | 31 | 1.00 | 1.3783 | 1.3314 | 1.3869 | 2992.80 | 25298.00 |
| 63 | 2007.08.13 00:00 | sell | 32 | 1.00 | 1.3685 | 1.3840 | 1.3285 | ||
| 64 | 2007.08.24 00:00 | close | 32 | 1.00 | 1.3568 | 1.3840 | 1.3285 | 1184.30 | 26482.30 |
| 65 | 2007.09.13 00:03 | buy | 33 | 1.00 | 1.3908 | 1.3753 | 1.4308 | ||
| 66 | 2007.09.14 00:00 | close | 33 | 1.00 | 1.3865 | 1.3753 | 1.4308 | -436.40 | 26045.90 |
| 67 | 2007.09.18 00:00 | buy | 34 | 1.00 | 1.3861 | 1.3706 | 1.4261 | ||
| 68 | 2007.09.28 19:43 | t/p | 34 | 1.00 | 1.4261 | 1.3706 | 1.4261 | 3923.20 | 29969.10 |
| 69 | 2007.10.01 00:01 | buy | 35 | 1.00 | 1.4281 | 1.4126 | 1.4681 | ||
| 70 | 2007.10.02 00:01 | close | 35 | 1.00 | 1.4230 | 1.4126 | 1.4681 | -516.40 | 29452.70 |