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 | ExpertID=994488; TakeProfit=300; StopLoss=50; LotSize=0.1; useStopLoss=false; Slippage=10; BuyComment=""Join"; SellComment=""Join"; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 531.70 | Gross profit | 599.72 | Gross loss | -68.02 |
Profit factor | 8.82 | Expected payoff | 24.17 | ||
Absolute drawdown | 6.90 | Maximal drawdown | 183.64 (1.76%) | Relative drawdown | 1.76% (183.64) |
Total trades | 22 | Short positions (won %) | 11 (90.91%) | Long positions (won %) | 11 (90.91%) |
Profit trades (% of total) | 20 (90.91%) | Loss trades (% of total) | 2 (9.09%) | ||
Largest | profit trade | 30.04 | loss trade | -64.94 | |
Average | profit trade | 29.99 | loss trade | -34.01 | |
Maximum | consecutive wins (profit in money) | 14 (419.84) | consecutive losses (loss in money) | 1 (-64.94) | |
Maximal | consecutive profit (count of wins) | 419.84 (14) | consecutive loss (count of losses) | -64.94 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 08:20 | buy | 1 | 0.10 | 1.50679 | 0.00000 | 1.50979 | ||
2 | 2009.12.02 09:15 | t/p | 1 | 0.10 | 1.50979 | 0.00000 | 1.50979 | 30.00 | 10030.00 |
3 | 2009.12.07 00:00 | sell | 2 | 0.10 | 1.48691 | 0.00000 | 1.48391 | ||
4 | 2009.12.07 09:32 | t/p | 2 | 0.10 | 1.48391 | 0.00000 | 1.48391 | 30.00 | 10060.00 |
5 | 2009.12.07 18:45 | sell | 3 | 0.10 | 1.48613 | 0.00000 | 1.48313 | ||
6 | 2009.12.07 20:35 | t/p | 3 | 0.10 | 1.48313 | 0.00000 | 1.48313 | 30.00 | 10090.00 |
7 | 2009.12.10 18:32 | buy | 4 | 0.10 | 1.47028 | 0.00000 | 1.47328 | ||
8 | 2009.12.10 22:20 | t/p | 4 | 0.10 | 1.47328 | 0.00000 | 1.47328 | 30.00 | 10120.00 |
9 | 2009.12.11 03:50 | buy | 5 | 0.10 | 1.47266 | 0.00000 | 1.47566 | ||
10 | 2009.12.11 10:20 | t/p | 5 | 0.10 | 1.47566 | 0.00000 | 1.47566 | 30.00 | 10150.00 |
11 | 2009.12.11 22:00 | sell | 6 | 0.10 | 1.46284 | 0.00000 | 1.45984 | ||
12 | 2009.12.15 09:10 | t/p | 6 | 0.10 | 1.45984 | 0.00000 | 1.45984 | 29.92 | 10179.92 |
13 | 2009.12.15 21:15 | sell | 7 | 0.10 | 1.45330 | 0.00000 | 1.45030 | ||
14 | 2009.12.17 02:33 | t/p | 7 | 0.10 | 1.45030 | 0.00000 | 1.45030 | 29.84 | 10209.76 |
15 | 2009.12.18 03:05 | sell | 8 | 0.10 | 1.43675 | 0.00000 | 1.43375 | ||
16 | 2009.12.18 13:50 | t/p | 8 | 0.10 | 1.43375 | 0.00000 | 1.43375 | 30.00 | 10239.76 |
17 | 2009.12.22 14:20 | buy | 9 | 0.10 | 1.42906 | 0.00000 | 1.43206 | ||
18 | 2009.12.23 16:20 | t/p | 9 | 0.10 | 1.43206 | 0.00000 | 1.43206 | 30.02 | 10269.78 |
19 | 2009.12.24 16:46 | buy | 10 | 0.10 | 1.43563 | 0.00000 | 1.43863 | ||
20 | 2009.12.28 02:50 | t/p | 10 | 0.10 | 1.43863 | 0.00000 | 1.43863 | 30.04 | 10299.82 |
21 | 2009.12.28 16:20 | buy | 11 | 0.10 | 1.43945 | 0.00000 | 1.44245 | ||
22 | 2009.12.29 09:15 | t/p | 11 | 0.10 | 1.44245 | 0.00000 | 1.44245 | 30.02 | 10329.84 |
23 | 2009.12.30 06:20 | sell | 12 | 0.10 | 1.43279 | 0.00000 | 1.42979 | ||
24 | 2009.12.30 15:50 | t/p | 12 | 0.10 | 1.42979 | 0.00000 | 1.42979 | 30.00 | 10359.84 |
25 | 2009.12.31 02:15 | sell | 13 | 0.10 | 1.43581 | 0.00000 | 1.43281 | ||
26 | 2009.12.31 16:20 | t/p | 13 | 0.10 | 1.43281 | 0.00000 | 1.43281 | 30.00 | 10389.84 |
27 | 2010.01.04 07:07 | sell | 14 | 0.10 | 1.43093 | 0.00000 | 1.42793 | ||
28 | 2010.01.04 08:20 | t/p | 14 | 0.10 | 1.42793 | 0.00000 | 1.42793 | 30.00 | 10419.84 |
29 | 2010.01.04 09:02 | sell | 15 | 0.10 | 1.43229 | 0.00000 | 1.42929 | ||
30 | 2010.01.05 15:50 | close | 15 | 0.10 | 1.43878 | 0.00000 | 1.42929 | -64.94 | 10354.90 |
31 | 2010.01.05 15:50 | buy | 16 | 0.10 | 1.43878 | 0.00000 | 1.44178 | ||
32 | 2010.01.05 16:15 | t/p | 16 | 0.10 | 1.44178 | 0.00000 | 1.44178 | 30.00 | 10384.90 |
33 | 2010.01.05 17:37 | buy | 17 | 0.10 | 1.43875 | 0.00000 | 1.44175 | ||
34 | 2010.01.06 16:22 | close | 17 | 0.10 | 1.43844 | 0.00000 | 1.44175 | -3.08 | 10381.82 |
35 | 2010.01.06 16:22 | sell | 18 | 0.10 | 1.43844 | 0.00000 | 1.43544 | ||
36 | 2010.01.07 10:50 | t/p | 18 | 0.10 | 1.43544 | 0.00000 | 1.43544 | 29.88 | 10411.70 |
37 | 2010.01.11 08:50 | buy | 19 | 0.10 | 1.44802 | 0.00000 | 1.45102 | ||
38 | 2010.01.11 09:20 | t/p | 19 | 0.10 | 1.45102 | 0.00000 | 1.45102 | 30.00 | 10441.70 |
39 | 2010.01.11 15:10 | buy | 20 | 0.10 | 1.45099 | 0.00000 | 1.45399 | ||
40 | 2010.01.11 16:45 | t/p | 20 | 0.10 | 1.45399 | 0.00000 | 1.45399 | 30.00 | 10471.70 |
41 | 2010.01.12 01:20 | buy | 21 | 0.10 | 1.44923 | 0.00000 | 1.45223 | ||
42 | 2010.01.12 16:20 | t/p | 21 | 0.10 | 1.45223 | 0.00000 | 1.45223 | 30.00 | 10501.70 |
43 | 2010.01.14 01:05 | sell | 22 | 0.10 | 1.45265 | 0.00000 | 1.44965 | ||
44 | 2010.01.14 12:20 | t/p | 22 | 0.10 | 1.44965 | 0.00000 | 1.44965 | 30.00 | 10531.70 |