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 | EOD=24; BreakEven=10; StopLoss=50; TrailingStopStep=20; TakeProfit=15; Lots=0.1; Pips=5; StartingBalance=5000; timeframe=0; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -21.60 | Gross profit | 2.80 | Gross loss | -24.40 |
Profit factor | 0.11 | Expected payoff | -4.32 | ||
Absolute drawdown | 21.60 | Maximal drawdown | 24.40 (0.24%) | Relative drawdown | 0.24% (24.40) |
Total trades | 5 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 5 (40.00%) |
Profit trades (% of total) | 2 (40.00%) | Loss trades (% of total) | 3 (60.00%) | ||
Largest | profit trade | 1.60 | loss trade | -13.00 | |
Average | profit trade | 1.40 | loss trade | -8.13 | |
Maximum | consecutive wins (profit in money) | 2 (2.80) | consecutive losses (loss in money) | 3 (-24.40) | |
Maximal | consecutive profit (count of wins) | 2.80 (2) | consecutive loss (count of losses) | -24.40 (3) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.03 00:00 | buy | 1 | 0.20 | 1.50507 | 1.50450 | 1.50515 | ||
2 | 2009.12.03 00:10 | t/p | 1 | 0.20 | 1.50515 | 1.50450 | 1.50515 | 1.60 | 10001.60 |
3 | 2009.12.16 00:00 | buy | 2 | 0.20 | 1.45395 | 1.45336 | 1.45401 | ||
4 | 2009.12.16 00:15 | t/p | 2 | 0.20 | 1.45401 | 1.45336 | 1.45401 | 1.20 | 10002.80 |
5 | 2009.12.18 00:00 | buy | 3 | 0.20 | 1.43520 | 1.43455 | 1.43520 | ||
6 | 2009.12.18 00:02 | s/l | 3 | 0.20 | 1.43455 | 1.43455 | 1.43520 | -13.00 | 9989.80 |
7 | 2009.12.23 00:00 | buy | 4 | 0.20 | 1.42561 | 1.42492 | 1.42557 | ||
8 | 2009.12.23 00:20 | t/p | 4 | 0.20 | 1.42557 | 1.42492 | 1.42557 | -0.80 | 9989.00 |
9 | 2010.01.13 00:00 | buy | 5 | 0.20 | 1.44948 | 1.44895 | 1.44960 | ||
10 | 2010.01.13 00:03 | s/l | 5 | 0.20 | 1.44895 | 1.44895 | 1.44960 | -10.60 | 9978.40 |