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=1; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10451.10 | Gross profit | 1001.80 | Gross loss | -11452.90 |
| Profit factor | 0.09 | Expected payoff | -803.93 | ||
| Absolute drawdown | 10451.10 | Maximal drawdown | 10453.10 (104.51%) | Relative drawdown | 104.51% (10453.10) |
| Total trades | 13 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 9 (11.11%) |
| Profit trades (% of total) | 1 (7.69%) | Loss trades (% of total) | 12 (92.31%) | ||
| Largest | profit trade | 1001.80 | loss trade | -1000.00 | |
| Average | profit trade | 1001.80 | loss trade | -954.41 | |
| Maximum | consecutive wins (profit in money) | 1 (1001.80) | consecutive losses (loss in money) | 8 (-7453.80) | |
| Maximal | consecutive profit (count of wins) | 1001.80 (1) | consecutive loss (count of losses) | -7453.80 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.08 12:00 | buy | 1 | 1.00 | 1.48355 | 1.47355 | 1.49355 | ||
| 2 | 2009.12.08 12:00 | buy | 2 | 1.00 | 1.48355 | 1.47355 | 1.49355 | ||
| 3 | 2009.12.08 14:32 | s/l | 1 | 1.00 | 1.47355 | 1.47355 | 1.49355 | -1000.00 | 9000.00 |
| 4 | 2009.12.08 14:32 | s/l | 2 | 1.00 | 1.47355 | 1.47355 | 1.49355 | -1000.00 | 8000.00 |
| 5 | 2009.12.15 01:00 | buy | 3 | 1.00 | 1.46580 | 1.45580 | 1.47580 | ||
| 6 | 2009.12.15 09:20 | s/l | 3 | 1.00 | 1.45580 | 1.45580 | 1.47580 | -1000.00 | 7000.00 |
| 7 | 2009.12.16 17:00 | buy | 4 | 1.00 | 1.45795 | 1.44795 | 1.46795 | ||
| 8 | 2009.12.17 02:46 | s/l | 4 | 1.00 | 1.44795 | 1.44795 | 1.46795 | -999.10 | 6000.90 |
| 9 | 2009.12.23 19:00 | buy | 5 | 1.00 | 1.43509 | 1.42509 | 1.44509 | ||
| 10 | 2009.12.29 13:45 | t/p | 5 | 1.00 | 1.44509 | 1.42509 | 1.44509 | 1001.80 | 7002.70 |
| 11 | 2009.12.31 03:00 | buy | 6 | 1.00 | 1.43698 | 1.42698 | 1.44698 | ||
| 12 | 2009.12.31 09:00 | buy | 7 | 1.00 | 1.44106 | 1.43106 | 1.45106 | ||
| 13 | 2009.12.31 16:32 | s/l | 7 | 1.00 | 1.43106 | 1.43106 | 1.45106 | -1000.00 | 6002.70 |
| 14 | 2010.01.04 02:16 | s/l | 6 | 1.00 | 1.42698 | 1.42698 | 1.44698 | -999.40 | 5003.30 |
| 15 | 2010.01.04 05:00 | sell | 8 | 1.00 | 1.42849 | 1.43849 | 1.41849 | ||
| 16 | 2010.01.04 10:50 | s/l | 8 | 1.00 | 1.43849 | 1.43849 | 1.41849 | -1000.00 | 4003.30 |
| 17 | 2010.01.04 15:00 | buy | 9 | 1.00 | 1.44235 | 1.43235 | 1.45235 | ||
| 18 | 2010.01.06 07:45 | s/l | 9 | 1.00 | 1.43235 | 1.43235 | 1.45235 | -999.40 | 3003.90 |
| 19 | 2010.01.06 09:00 | sell | 10 | 1.00 | 1.43287 | 1.44287 | 1.42287 | ||
| 20 | 2010.01.06 16:00 | sell | 11 | 1.00 | 1.43534 | 1.44534 | 1.42534 | ||
| 21 | 2010.01.06 20:20 | s/l | 10 | 1.00 | 1.44287 | 1.44287 | 1.42287 | -1000.00 | 2003.90 |
| 22 | 2010.01.07 05:00 | buy | 12 | 1.00 | 1.44056 | 1.43056 | 1.45056 | ||
| 23 | 2010.01.07 14:20 | s/l | 12 | 1.00 | 1.43056 | 1.43056 | 1.45056 | -1000.00 | 1003.90 |
| 24 | 2010.01.07 15:00 | sell | 13 | 1.00 | 1.43329 | 1.44329 | 1.42329 | ||
| 25 | 2010.01.08 14:50 | close at stop | 13 | 1.00 | 1.44158 | 1.44329 | 1.42329 | -829.40 | 174.50 |
| 26 | 2010.01.08 14:50 | close at stop | 11 | 1.00 | 1.44158 | 1.44534 | 1.42534 | -625.60 | -451.10 |