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 | a="KEY PARAMETERS OF THE ADVISER"; FullAuto=true; ha="the percentage of risk as% of deposit amount"; Risk=3; x="Permission to use the dynamic changes in the lot"; Martin=false; gb="dynamic change lot factor. if <1 it increases lot , if > 1 it is lot decreases "; MartinKoff=1; k="Trailing step on equity as% of the deposit"; EqwTralStep=0.03; í="minimum break between the opening of orders in minutes"; MinTradePause=15; m="Permission to restrict trade in time"; TradeTime=true; n="Hour start of trading"; StartTrade=20; o="Hour late trade"; EndTrade=8; p="Permission to display information in the main window"; ShowComment=true; r="switch alarm systems and security"; MargineVarning=false; ss="switch emergency return"; EmergencyReturn=false; rr="the percentage of the deposit for the emergency return"; EmergencyPersent=100; s="permission for drawing graphic elements"; SetArrow=false; t="Key closing level position without loss"; WithoutLoss=false; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 39.85 | Gross profit | 528.60 | Gross loss | -488.76 |
Profit factor | 1.08 | Expected payoff | 1.25 | ||
Absolute drawdown | 495.75 | Maximal drawdown | 637.67 (6.14%) | Relative drawdown | 6.14% (637.67) |
Total trades | 32 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 26 (69.23%) |
Profit trades (% of total) | 24 (75.00%) | Loss trades (% of total) | 8 (25.00%) | ||
Largest | profit trade | 78.90 | loss trade | -161.20 | |
Average | profit trade | 22.03 | loss trade | -61.09 | |
Maximum | consecutive wins (profit in money) | 10 (254.26) | consecutive losses (loss in money) | 2 (-299.15) | |
Maximal | consecutive profit (count of wins) | 254.26 (10) | consecutive loss (count of losses) | -299.15 (2) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.11 21:00 | sell | 1 | 0.30 | 1.45188 | 0.00000 | 0.00000 | ||
2 | 2010.01.11 23:45 | close | 1 | 0.30 | 1.45159 | 0.00000 | 0.00000 | 8.70 | 10008.70 |
3 | 2010.01.12 00:00 | buy | 2 | 0.30 | 1.45152 | 0.00000 | 0.00000 | ||
4 | 2010.01.12 01:00 | buy | 3 | 0.30 | 1.45096 | 0.00000 | 0.00000 | ||
5 | 2010.01.12 02:00 | buy | 4 | 0.30 | 1.44909 | 0.00000 | 0.00000 | ||
6 | 2010.01.12 04:00 | buy | 5 | 0.30 | 1.44911 | 0.00000 | 0.00000 | ||
7 | 2010.01.12 05:00 | buy | 6 | 0.30 | 1.44751 | 0.00000 | 0.00000 | ||
8 | 2010.01.12 06:00 | buy | 7 | 0.30 | 1.44856 | 0.00000 | 0.00000 | ||
9 | 2010.01.12 06:52 | close | 2 | 0.30 | 1.44946 | 0.00000 | 0.00000 | -61.80 | 9946.90 |
10 | 2010.01.12 06:52 | close | 3 | 0.30 | 1.44946 | 0.00000 | 0.00000 | -45.00 | 9901.90 |
11 | 2010.01.12 06:52 | close | 4 | 0.30 | 1.44946 | 0.00000 | 0.00000 | 11.10 | 9913.00 |
12 | 2010.01.12 06:52 | close | 5 | 0.30 | 1.44946 | 0.00000 | 0.00000 | 10.50 | 9923.50 |
13 | 2010.01.12 06:52 | close | 6 | 0.30 | 1.44946 | 0.00000 | 0.00000 | 58.50 | 9982.00 |
14 | 2010.01.12 06:52 | close | 7 | 0.30 | 1.44946 | 0.00000 | 0.00000 | 27.00 | 10009.00 |
15 | 2010.01.12 07:00 | buy | 8 | 0.30 | 1.44968 | 0.00000 | 0.00000 | ||
16 | 2010.01.12 07:27 | close | 8 | 0.30 | 1.45013 | 0.00000 | 0.00000 | 13.50 | 10022.50 |
17 | 2010.01.12 20:00 | buy | 9 | 0.30 | 1.44994 | 0.00000 | 0.00000 | ||
18 | 2010.01.12 21:00 | buy | 10 | 0.30 | 1.44997 | 0.00000 | 0.00000 | ||
19 | 2010.01.12 23:00 | buy | 11 | 0.30 | 1.44872 | 0.00000 | 0.00000 | ||
20 | 2010.01.13 00:00 | buy | 12 | 0.30 | 1.44944 | 0.00000 | 0.00000 | ||
21 | 2010.01.13 02:00 | buy | 13 | 0.30 | 1.44704 | 0.00000 | 0.00000 | ||
22 | 2010.01.13 04:00 | buy | 14 | 0.30 | 1.44762 | 0.00000 | 0.00000 | ||
23 | 2010.01.13 05:57 | close | 9 | 0.30 | 1.44892 | 0.00000 | 0.00000 | -30.75 | 9991.75 |
24 | 2010.01.13 05:57 | close | 10 | 0.30 | 1.44892 | 0.00000 | 0.00000 | -31.65 | 9960.10 |
25 | 2010.01.13 05:57 | close | 11 | 0.30 | 1.44892 | 0.00000 | 0.00000 | 5.85 | 9965.95 |
26 | 2010.01.13 05:57 | close | 12 | 0.30 | 1.44892 | 0.00000 | 0.00000 | -15.60 | 9950.35 |
27 | 2010.01.13 05:57 | close | 13 | 0.30 | 1.44892 | 0.00000 | 0.00000 | 56.40 | 10006.75 |
28 | 2010.01.13 05:57 | close | 14 | 0.30 | 1.44892 | 0.00000 | 0.00000 | 39.00 | 10045.75 |
29 | 2010.01.13 07:00 | sell | 15 | 0.30 | 1.44856 | 0.00000 | 0.00000 | ||
30 | 2010.01.13 08:00 | sell | 16 | 0.30 | 1.45024 | 0.00000 | 0.00000 | ||
31 | 2010.01.13 09:10 | close | 15 | 0.30 | 1.44761 | 0.00000 | 0.00000 | 28.50 | 10074.25 |
32 | 2010.01.13 09:10 | close | 16 | 0.30 | 1.44761 | 0.00000 | 0.00000 | 78.90 | 10153.15 |
33 | 2010.01.13 20:00 | buy | 17 | 0.30 | 1.45061 | 0.00000 | 0.00000 | ||
34 | 2010.01.14 00:00 | buy | 18 | 0.30 | 1.45014 | 0.00000 | 0.00000 | ||
35 | 2010.01.14 00:27 | close | 17 | 0.30 | 1.45077 | 0.00000 | 0.00000 | 4.35 | 10157.50 |
36 | 2010.01.14 00:27 | close | 18 | 0.30 | 1.45077 | 0.00000 | 0.00000 | 18.90 | 10176.40 |
37 | 2010.01.14 01:00 | buy | 19 | 0.31 | 1.45247 | 0.00000 | 0.00000 | ||
38 | 2010.01.14 02:10 | close | 19 | 0.31 | 1.45284 | 0.00000 | 0.00000 | 11.47 | 10187.87 |
39 | 2010.01.14 04:00 | buy | 20 | 0.31 | 1.45476 | 0.00000 | 0.00000 | ||
40 | 2010.01.14 07:03 | buy | 21 | 0.31 | 1.45466 | 0.00000 | 0.00000 | ||
41 | 2010.01.14 08:00 | buy | 22 | 0.31 | 1.45432 | 0.00000 | 0.00000 | ||
42 | 2010.01.14 08:10 | close | 20 | 0.31 | 1.45476 | 0.00000 | 0.00000 | 0.00 | 10187.87 |
43 | 2010.01.14 08:10 | close | 21 | 0.31 | 1.45476 | 0.00000 | 0.00000 | 3.10 | 10190.97 |
44 | 2010.01.14 08:10 | close | 22 | 0.31 | 1.45476 | 0.00000 | 0.00000 | 13.64 | 10204.61 |
45 | 2010.01.14 21:00 | buy | 23 | 0.31 | 1.45048 | 0.00000 | 0.00000 | ||
46 | 2010.01.14 22:00 | buy | 24 | 0.31 | 1.45007 | 0.00000 | 0.00000 | ||
47 | 2010.01.14 23:00 | buy | 25 | 0.31 | 1.45004 | 0.00000 | 0.00000 | ||
48 | 2010.01.15 00:00 | buy | 26 | 0.31 | 1.45005 | 0.00000 | 0.00000 | ||
49 | 2010.01.15 00:45 | close | 23 | 0.31 | 1.45033 | 0.00000 | 0.00000 | -4.81 | 10199.80 |
50 | 2010.01.15 00:45 | close | 24 | 0.31 | 1.45033 | 0.00000 | 0.00000 | 7.91 | 10207.71 |
51 | 2010.01.15 00:45 | close | 25 | 0.31 | 1.45033 | 0.00000 | 0.00000 | 8.84 | 10216.54 |
52 | 2010.01.15 00:45 | close | 26 | 0.31 | 1.45033 | 0.00000 | 0.00000 | 8.68 | 10225.22 |
53 | 2010.01.15 01:00 | sell | 27 | 0.31 | 1.44993 | 0.00000 | 0.00000 | ||
54 | 2010.01.15 02:20 | close | 27 | 0.31 | 1.44807 | 0.00000 | 0.00000 | 57.66 | 10282.88 |
55 | 2010.01.15 02:20 | sell | 28 | 0.31 | 1.44783 | 0.00000 | 0.00000 | ||
56 | 2010.01.15 02:30 | close | 28 | 0.31 | 1.44775 | 0.00000 | 0.00000 | 2.48 | 10285.36 |
57 | 2010.01.15 03:00 | sell | 29 | 0.31 | 1.44380 | 0.00000 | 0.00000 | ||
58 | 2010.01.15 03:27 | close | 29 | 0.31 | 1.44246 | 0.00000 | 0.00000 | 41.54 | 10326.90 |
59 | 2010.01.15 04:00 | buy | 30 | 0.31 | 1.44287 | 0.00000 | 0.00000 | ||
60 | 2010.01.15 06:57 | close | 30 | 0.31 | 1.44326 | 0.00000 | 0.00000 | 12.09 | 10338.99 |
61 | 2010.01.15 07:00 | buy | 31 | 0.31 | 1.44363 | 0.00000 | 0.00000 | ||
62 | 2010.01.15 08:00 | buy | 32 | 0.31 | 1.44288 | 0.00000 | 0.00000 | ||
63 | 2010.01.15 22:57 | close at stop | 32 | 0.31 | 1.43843 | 0.00000 | 0.00000 | -137.95 | 10201.04 |
64 | 2010.01.15 22:57 | close at stop | 31 | 0.31 | 1.43843 | 0.00000 | 0.00000 | -161.20 | 10039.84 |