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 | -166.35 | Gross profit | 135.25 | Gross loss | -301.60 |
Profit factor | 0.45 | Expected payoff | -12.80 | ||
Absolute drawdown | 260.35 | Maximal drawdown | 306.90 (3.05%) | Relative drawdown | 3.05% (306.90) |
Total trades | 13 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 9 (33.33%) |
Profit trades (% of total) | 4 (30.77%) | Loss trades (% of total) | 9 (69.23%) | ||
Largest | profit trade | 87.10 | loss trade | -106.00 | |
Average | profit trade | 33.81 | loss trade | -33.51 | |
Maximum | consecutive wins (profit in money) | 1 (87.10) | consecutive losses (loss in money) | 5 (-186.60) | |
Maximal | consecutive profit (count of wins) | 87.10 (1) | consecutive loss (count of losses) | -186.60 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 04:00 | buy | 1 | 0.20 | 1.50889 | 1.50731 | 0.00000 | ||
2 | 2009.12.02 08:20 | s/l | 1 | 0.20 | 1.50731 | 1.50731 | 0.00000 | -31.60 | 9968.40 |
3 | 2009.12.09 02:00 | buy | 2 | 0.20 | 1.47123 | 1.46857 | 0.00000 | ||
4 | 2009.12.09 09:00 | close | 2 | 0.20 | 1.47139 | 1.46857 | 0.00000 | 3.20 | 9971.60 |
5 | 2009.12.10 12:00 | buy | 3 | 0.20 | 1.47436 | 1.47182 | 0.00000 | ||
6 | 2009.12.10 16:20 | s/l | 3 | 0.20 | 1.47182 | 1.47182 | 0.00000 | -50.80 | 9920.80 |
7 | 2009.12.14 01:00 | buy | 4 | 0.20 | 1.46246 | 1.46094 | 0.00000 | ||
8 | 2009.12.14 04:32 | s/l | 4 | 0.20 | 1.46094 | 1.46094 | 0.00000 | -30.40 | 9890.40 |
9 | 2009.12.23 14:00 | buy | 5 | 0.10 | 1.42834 | 1.42638 | 0.00000 | ||
10 | 2009.12.24 00:00 | close | 5 | 0.10 | 1.43284 | 1.42638 | 0.00000 | 44.85 | 9935.25 |
11 | 2009.12.28 03:00 | buy | 6 | 0.20 | 1.43903 | 1.43675 | 0.00000 | ||
12 | 2009.12.28 11:00 | close | 6 | 0.20 | 1.43892 | 1.43675 | 0.00000 | -2.20 | 9933.05 |
13 | 2010.01.06 17:00 | buy | 7 | 0.20 | 1.43900 | 1.43638 | 0.00000 | ||
14 | 2010.01.07 07:00 | close | 7 | 0.20 | 1.43902 | 1.43638 | 0.00000 | 0.10 | 9933.15 |
15 | 2010.01.08 07:00 | sell | 8 | 0.20 | 1.42932 | 1.43088 | 0.00000 | ||
16 | 2010.01.08 07:15 | s/l | 8 | 0.20 | 1.43088 | 1.43088 | 0.00000 | -31.20 | 9901.95 |
17 | 2010.01.08 15:00 | buy | 9 | 0.20 | 1.44054 | 1.43524 | 0.00000 | ||
18 | 2010.01.08 15:50 | s/l | 9 | 0.20 | 1.43524 | 1.43524 | 0.00000 | -106.00 | 9795.95 |
19 | 2010.01.11 10:00 | buy | 10 | 0.10 | 1.45211 | 1.44906 | 0.00000 | ||
20 | 2010.01.11 11:00 | close | 10 | 0.10 | 1.45209 | 1.44906 | 0.00000 | -0.20 | 9795.75 |
21 | 2010.01.11 19:00 | sell | 11 | 0.10 | 1.45081 | 1.45382 | 0.00000 | ||
22 | 2010.01.11 20:00 | close | 11 | 0.10 | 1.45327 | 1.45382 | 0.00000 | -24.60 | 9771.15 |
23 | 2010.01.12 13:00 | sell | 12 | 0.10 | 1.44795 | 1.45041 | 0.00000 | ||
24 | 2010.01.12 13:50 | s/l | 12 | 0.10 | 1.45041 | 1.45041 | 0.00000 | -24.60 | 9746.55 |
25 | 2010.01.15 02:00 | sell | 13 | 0.10 | 1.44742 | 1.44903 | 0.00000 | ||
26 | 2010.01.15 22:57 | close at stop | 13 | 0.10 | 1.43871 | 1.44903 | 0.00000 | 87.10 | 9833.65 |