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 | Lots=0.1; p=23; TakeProfit=980; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1595.81 | Gross profit | 196.99 | Gross loss | -1792.80 |
Profit factor | 0.11 | Expected payoff | -227.97 | ||
Absolute drawdown | 2960.52 | Maximal drawdown | 2999.85 (29.88%) | Relative drawdown | 29.88% (2999.85) |
Total trades | 7 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 7 (28.57%) |
Profit trades (% of total) | 2 (28.57%) | Loss trades (% of total) | 5 (71.43%) | ||
Largest | profit trade | 98.69 | loss trade | -565.54 | |
Average | profit trade | 98.50 | loss trade | -358.56 | |
Maximum | consecutive wins (profit in money) | 2 (196.99) | consecutive losses (loss in money) | 5 (-1792.80) | |
Maximal | consecutive profit (count of wins) | 196.99 (2) | consecutive loss (count of losses) | -1792.80 (5) | |
Average | consecutive wins | 2 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 16:00 | buy | 1 | 0.10 | 1.49511 | 0.00000 | 1.50491 | ||
2 | 2009.12.07 01:00 | buy | 2 | 0.10 | 1.48724 | 0.00000 | 1.49704 | ||
3 | 2009.12.07 11:00 | buy | 3 | 0.10 | 1.48057 | 0.00000 | 1.49037 | ||
4 | 2009.12.15 12:00 | buy | 4 | 0.10 | 1.45495 | 0.00000 | 1.46475 | ||
5 | 2009.12.15 15:00 | buy | 5 | 0.10 | 1.45413 | 0.00000 | 1.46393 | ||
6 | 2009.12.17 08:00 | buy | 6 | 0.10 | 1.44155 | 0.00000 | 1.45135 | ||
7 | 2009.12.17 20:00 | buy | 7 | 0.10 | 1.43439 | 0.00000 | 1.44419 | ||
8 | 2009.12.29 12:50 | t/p | 7 | 0.10 | 1.44419 | 0.00000 | 1.44419 | 98.30 | 10098.30 |
9 | 2010.01.11 04:10 | t/p | 6 | 0.10 | 1.45135 | 0.00000 | 1.45135 | 98.69 | 10196.99 |
10 | 2010.01.15 22:57 | close at stop | 5 | 0.10 | 1.43843 | 0.00000 | 1.46393 | -156.01 | 10040.98 |
11 | 2010.01.15 22:57 | close at stop | 4 | 0.10 | 1.43843 | 0.00000 | 1.46475 | -164.21 | 9876.77 |
12 | 2010.01.15 22:57 | close at stop | 3 | 0.10 | 1.43843 | 0.00000 | 1.49037 | -420.17 | 9456.60 |
13 | 2010.01.15 22:57 | close at stop | 2 | 0.10 | 1.43843 | 0.00000 | 1.49704 | -486.87 | 8969.73 |
14 | 2010.01.15 22:57 | close at stop | 1 | 0.10 | 1.43843 | 0.00000 | 1.50491 | -565.54 | 8404.19 |