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 | FMa=4; SMa=8; PCCi=4; pATR=4; Lots=0.1; SndMl=true; DcF=3; MaxR=0.02; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -160.35 | Gross profit | 154.45 | Gross loss | -314.80 |
| Profit factor | 0.49 | Expected payoff | -12.33 | ||
| Absolute drawdown | 254.35 | Maximal drawdown | 332.10 (3.30%) | Relative drawdown | 3.30% (332.10) |
| Total trades | 13 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 9 (55.56%) |
| Profit trades (% of total) | 6 (46.15%) | Loss trades (% of total) | 7 (53.85%) | ||
| Largest | profit trade | 89.50 | loss trade | -101.20 | |
| Average | profit trade | 25.74 | loss trade | -44.97 | |
| Maximum | consecutive wins (profit in money) | 3 (54.75) | consecutive losses (loss in money) | 2 (-127.60) | |
| Maximal | consecutive profit (count of wins) | 89.50 (1) | consecutive loss (count of losses) | -127.60 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 04:00 | buy | 1 | 0.20 | 1.50865 | 1.50731 | 0.00000 | ||
| 2 | 2009.12.02 08:20 | s/l | 1 | 0.20 | 1.50731 | 1.50731 | 0.00000 | -26.80 | 9973.20 |
| 3 | 2009.12.09 02:00 | buy | 2 | 0.20 | 1.47099 | 1.46857 | 0.00000 | ||
| 4 | 2009.12.09 09:00 | close | 2 | 0.20 | 1.47139 | 1.46857 | 0.00000 | 8.00 | 9981.20 |
| 5 | 2009.12.10 12:00 | buy | 3 | 0.20 | 1.47412 | 1.47182 | 0.00000 | ||
| 6 | 2009.12.10 16:20 | s/l | 3 | 0.20 | 1.47182 | 1.47182 | 0.00000 | -46.00 | 9935.20 |
| 7 | 2009.12.14 01:00 | buy | 4 | 0.20 | 1.46222 | 1.46094 | 0.00000 | ||
| 8 | 2009.12.14 04:32 | s/l | 4 | 0.20 | 1.46094 | 1.46094 | 0.00000 | -25.60 | 9909.60 |
| 9 | 2009.12.23 14:00 | buy | 5 | 0.10 | 1.42810 | 1.42638 | 0.00000 | ||
| 10 | 2009.12.24 00:00 | close | 5 | 0.10 | 1.43284 | 1.42638 | 0.00000 | 47.25 | 9956.85 |
| 11 | 2009.12.28 03:00 | buy | 6 | 0.20 | 1.43879 | 1.43675 | 0.00000 | ||
| 12 | 2009.12.28 11:00 | close | 6 | 0.20 | 1.43892 | 1.43675 | 0.00000 | 2.60 | 9959.45 |
| 13 | 2010.01.06 17:00 | buy | 7 | 0.20 | 1.43876 | 1.43638 | 0.00000 | ||
| 14 | 2010.01.07 07:00 | close | 7 | 0.20 | 1.43902 | 1.43638 | 0.00000 | 4.90 | 9964.35 |
| 15 | 2010.01.08 07:00 | sell | 8 | 0.20 | 1.42932 | 1.43064 | 0.00000 | ||
| 16 | 2010.01.08 07:15 | s/l | 8 | 0.20 | 1.43064 | 1.43064 | 0.00000 | -26.40 | 9937.95 |
| 17 | 2010.01.08 15:00 | buy | 9 | 0.20 | 1.44030 | 1.43524 | 0.00000 | ||
| 18 | 2010.01.08 15:50 | s/l | 9 | 0.20 | 1.43524 | 1.43524 | 0.00000 | -101.20 | 9836.75 |
| 19 | 2010.01.11 10:00 | buy | 10 | 0.10 | 1.45187 | 1.44906 | 0.00000 | ||
| 20 | 2010.01.11 11:00 | close | 10 | 0.10 | 1.45209 | 1.44906 | 0.00000 | 2.20 | 9838.95 |
| 21 | 2010.01.11 19:00 | sell | 11 | 0.20 | 1.45081 | 1.45358 | 0.00000 | ||
| 22 | 2010.01.11 20:00 | close | 11 | 0.20 | 1.45303 | 1.45358 | 0.00000 | -44.40 | 9794.55 |
| 23 | 2010.01.12 13:00 | sell | 12 | 0.20 | 1.44795 | 1.45017 | 0.00000 | ||
| 24 | 2010.01.12 13:50 | s/l | 12 | 0.20 | 1.45017 | 1.45017 | 0.00000 | -44.40 | 9750.15 |
| 25 | 2010.01.15 02:00 | sell | 13 | 0.10 | 1.44742 | 1.44879 | 0.00000 | ||
| 26 | 2010.01.15 22:57 | close at stop | 13 | 0.10 | 1.43847 | 1.44879 | 0.00000 | 89.50 | 9839.65 |