Strategy Tester Report
EA_chzhshch1_2_8
AlpariUK-Demo (Build 409)
| Symbol | _US500 (US 500) | ||||
| Period | 15 Minutes (M15) 2011.10.04 00:00 - 2011.11.18 22:14 (2011.10.04 - 2011.11.19) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | MaxLossPerTrade=0.1; MaxMarginPerTrade=0.1; isDebugMode=false; sp500Future="US500.H"; crudeFuture="T.H1"; nq100Future="NQ100.H"; | ||||
| Bars in test | 4130 | Ticks modelled | 7259 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 11378.75 | Gross profit | 14223.75 | Gross loss | -2845.00 |
| Profit factor | 5.00 | Expected payoff | 598.88 | ||
| Absolute drawdown | 487.50 | Maximal drawdown | 5920.00 (28.64%) | Relative drawdown | 28.64% (5920.00) |
| Total trades | 19 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 9 (55.56%) |
| Profit trades (% of total) | 11 (57.89%) | Loss trades (% of total) | 8 (42.11%) | ||
| Largest | profit trade | 2843.75 | loss trade | -1100.00 | |
| Average | profit trade | 1293.07 | loss trade | -355.63 | |
| Maximum | consecutive wins (profit in money) | 5 (9600.00) | consecutive losses (loss in money) | 4 (-1145.00) | |
| Maximal | consecutive profit (count of wins) | 9600.00 (5) | consecutive loss (count of losses) | -1327.50 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.10.04 15:45 | buy | 1 | 1.00 | 1076.75 | 1071.50 | 0.00 | ||
| 2 | 2011.10.04 16:00 | s/l | 1 | 1.00 | 1071.50 | 1071.50 | 0.00 | -262.50 | 9737.50 |
| 3 | 2011.10.04 17:00 | buy | 2 | 0.40 | 1086.50 | 1067.75 | 0.00 | ||
| 4 | 2011.10.10 06:00 | buy | 3 | 1.90 | 1169.25 | 1159.00 | 0.00 | ||
| 5 | 2011.10.14 13:30 | close | 2 | 0.10 | 1206.50 | 1067.75 | 0.00 | 600.00 | 10337.50 |
| 6 | 2011.10.14 13:30 | buy | 4 | 0.30 | 1086.50 | 1067.75 | 0.00 | ||
| 7 | 2011.10.14 13:30 | close | 3 | 0.60 | 1206.50 | 1159.00 | 0.00 | 1117.50 | 11455.00 |
| 8 | 2011.10.14 13:30 | buy | 5 | 1.30 | 1169.25 | 1159.00 | 0.00 | ||
| 9 | 2011.10.14 13:30 | sell | 6 | 1.40 | 1206.50 | 1209.75 | 0.00 | ||
| 10 | 2011.10.14 14:00 | s/l | 6 | 1.40 | 1209.75 | 1209.75 | 0.00 | -227.50 | 11227.50 |
| 11 | 2011.10.20 10:00 | buy | 7 | 2.00 | 1206.75 | 1195.75 | 0.00 | ||
| 12 | 2011.10.20 18:00 | s/l | 7 | 2.00 | 1195.75 | 1195.75 | 0.00 | -1100.00 | 10127.50 |
| 13 | 2011.11.03 10:00 | buy | 8 | 0.60 | 1226.50 | 1213.25 | 0.00 | ||
| 14 | 2011.11.08 09:15 | close | 8 | 0.20 | 1255.25 | 1213.25 | 0.00 | 287.50 | 10415.00 |
| 15 | 2011.11.08 09:15 | buy | 9 | 0.40 | 1226.50 | 1213.25 | 0.00 | ||
| 16 | 2011.11.08 09:15 | sell | 10 | 0.80 | 1255.25 | 1263.25 | 0.00 | ||
| 17 | 2011.11.08 10:15 | s/l | 10 | 0.80 | 1263.25 | 1263.25 | 0.00 | -320.00 | 10095.00 |
| 18 | 2011.11.08 15:45 | sell | 11 | 1.30 | 1264.50 | 1267.00 | 0.00 | ||
| 19 | 2011.11.08 16:00 | s/l | 11 | 1.30 | 1267.00 | 1267.00 | 0.00 | -162.50 | 9932.50 |
| 20 | 2011.11.08 17:15 | sell | 12 | 0.60 | 1254.75 | 1268.00 | 0.00 | ||
| 21 | 2011.11.08 20:00 | s/l | 12 | 0.60 | 1268.00 | 1268.00 | 0.00 | -397.50 | 9535.00 |
| 22 | 2011.11.09 04:15 | sell | 13 | 1.10 | 1270.75 | 1274.75 | 0.00 | ||
| 23 | 2011.11.09 08:15 | sell | 14 | 0.80 | 1268.00 | 1274.75 | 0.00 | ||
| 24 | 2011.11.14 09:45 | sell | 15 | 0.90 | 1264.75 | 1270.25 | 0.00 | ||
| 25 | 2011.11.17 18:45 | s/l | 9 | 0.40 | 1213.25 | 1213.25 | 0.00 | -265.00 | 9270.00 |
| 26 | 2011.11.18 04:00 | close | 13 | 0.40 | 1215.75 | 1274.75 | 0.00 | 1100.00 | 10370.00 |
| 27 | 2011.11.18 04:00 | sell | 16 | 0.70 | 1270.75 | 1274.75 | 0.00 | ||
| 28 | 2011.11.18 04:00 | close | 15 | 0.30 | 1215.75 | 1270.25 | 0.00 | 735.00 | 11105.00 |
| 29 | 2011.11.18 04:00 | sell | 17 | 0.60 | 1264.75 | 1270.25 | 0.00 | ||
| 30 | 2011.11.18 04:00 | close | 14 | 0.30 | 1215.75 | 1274.75 | 0.00 | 783.75 | 11888.75 |
| 31 | 2011.11.18 04:00 | sell | 18 | 0.50 | 1268.00 | 1274.75 | 0.00 | ||
| 32 | 2011.11.18 04:00 | buy | 19 | 0.80 | 1215.75 | 1206.25 | 0.00 | ||
| 33 | 2011.11.18 22:14 | close at stop | 19 | 0.80 | 1213.00 | 1206.25 | 0.00 | -110.00 | 11778.75 |
| 34 | 2011.11.18 22:14 | close at stop | 18 | 0.50 | 1214.00 | 1274.75 | 0.00 | 1350.00 | 13128.75 |
| 35 | 2011.11.18 22:14 | close at stop | 17 | 0.60 | 1214.00 | 1270.25 | 0.00 | 1522.50 | 14651.25 |
| 36 | 2011.11.18 22:14 | close at stop | 16 | 0.70 | 1214.00 | 1274.75 | 0.00 | 1986.25 | 16637.50 |
| 37 | 2011.11.18 22:14 | close at stop | 5 | 1.30 | 1213.00 | 1159.00 | 0.00 | 2843.75 | 19481.25 |
| 38 | 2011.11.18 22:14 | close at stop | 4 | 0.30 | 1213.00 | 1067.75 | 0.00 | 1897.50 | 21378.75 |
