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 | TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -55.12 | Gross profit | 76.26 | Gross loss | -131.38 |
Profit factor | 0.58 | Expected payoff | -2.90 | ||
Absolute drawdown | 103.22 | Maximal drawdown | 179.48 (1.78%) | Relative drawdown | 1.78% (179.48) |
Total trades | 19 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 11 (90.91%) |
Profit trades (% of total) | 18 (94.74%) | Loss trades (% of total) | 1 (5.26%) | ||
Largest | profit trade | 5.00 | loss trade | -131.38 | |
Average | profit trade | 4.24 | loss trade | -131.38 | |
Maximum | consecutive wins (profit in money) | 18 (76.26) | consecutive losses (loss in money) | 1 (-131.38) | |
Maximal | consecutive profit (count of wins) | 76.26 (18) | consecutive loss (count of losses) | -131.38 (1) | |
Average | consecutive wins | 18 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 05:02 | sell | 1 | 0.10 | 1.50041 | 0.00000 | 1.49991 | ||
2 | 2009.12.01 06:10 | t/p | 1 | 0.10 | 1.49991 | 0.00000 | 1.49991 | 5.00 | 10005.00 |
3 | 2009.12.01 06:10 | sell | 2 | 0.10 | 1.49964 | 0.00000 | 1.49914 | ||
4 | 2009.12.01 06:15 | t/p | 2 | 0.10 | 1.49914 | 0.00000 | 1.49914 | 5.00 | 10010.00 |
5 | 2009.12.01 06:45 | sell | 3 | 0.10 | 1.49984 | 0.00000 | 1.49934 | ||
6 | 2009.12.01 07:20 | t/p | 3 | 0.10 | 1.49934 | 0.00000 | 1.49934 | 5.00 | 10015.00 |
7 | 2009.12.03 02:00 | buy | 4 | 0.10 | 1.50789 | 0.00000 | 1.50839 | ||
8 | 2009.12.03 02:15 | modify | 4 | 0.10 | 1.50789 | 1.50790 | 1.50839 | ||
9 | 2009.12.03 02:20 | modify | 4 | 0.10 | 1.50789 | 1.50807 | 1.50839 | ||
10 | 2009.12.03 02:32 | t/p | 4 | 0.10 | 1.50839 | 1.50807 | 1.50839 | 5.00 | 10020.00 |
11 | 2009.12.03 02:32 | buy | 5 | 0.10 | 1.50879 | 0.00000 | 1.50929 | ||
12 | 2009.12.03 03:50 | t/p | 5 | 0.10 | 1.50929 | 0.00000 | 1.50929 | 5.00 | 10025.00 |
13 | 2009.12.09 22:00 | buy | 6 | 0.10 | 1.47308 | 0.00000 | 1.47358 | ||
14 | 2009.12.09 23:10 | t/p | 6 | 0.10 | 1.47358 | 0.00000 | 1.47358 | 5.00 | 10030.00 |
15 | 2009.12.10 22:00 | buy | 7 | 0.10 | 1.47311 | 0.00000 | 1.47361 | ||
16 | 2009.12.10 22:37 | modify | 7 | 0.10 | 1.47311 | 1.47317 | 1.47361 | ||
17 | 2009.12.10 22:40 | s/l | 7 | 0.10 | 1.47317 | 1.47317 | 1.47361 | 0.60 | 10030.60 |
18 | 2009.12.10 22:40 | buy | 8 | 0.10 | 1.47328 | 0.00000 | 1.47378 | ||
19 | 2009.12.10 23:50 | modify | 8 | 0.10 | 1.47328 | 1.47330 | 1.47378 | ||
20 | 2009.12.10 23:57 | s/l | 8 | 0.10 | 1.47330 | 1.47330 | 1.47378 | 0.20 | 10030.80 |
21 | 2009.12.11 15:00 | sell | 9 | 0.10 | 1.47070 | 0.00000 | 1.47020 | ||
22 | 2009.12.11 15:13 | t/p | 9 | 0.10 | 1.47020 | 0.00000 | 1.47020 | 5.00 | 10035.80 |
23 | 2009.12.11 15:13 | sell | 10 | 0.10 | 1.46956 | 0.00000 | 1.46906 | ||
24 | 2009.12.11 15:20 | t/p | 10 | 0.10 | 1.46906 | 0.00000 | 1.46906 | 5.00 | 10040.80 |
25 | 2009.12.29 08:00 | buy | 11 | 0.10 | 1.43818 | 0.00000 | 1.43868 | ||
26 | 2009.12.29 08:05 | modify | 11 | 0.10 | 1.43818 | 1.43823 | 1.43868 | ||
27 | 2009.12.29 08:07 | s/l | 11 | 0.10 | 1.43823 | 1.43823 | 1.43868 | 0.50 | 10041.30 |
28 | 2009.12.29 08:07 | buy | 12 | 0.10 | 1.43812 | 0.00000 | 1.43862 | ||
29 | 2009.12.29 08:10 | t/p | 12 | 0.10 | 1.43862 | 0.00000 | 1.43862 | 5.00 | 10046.30 |
30 | 2009.12.29 08:12 | buy | 13 | 0.10 | 1.43916 | 0.00000 | 1.43966 | ||
31 | 2009.12.29 08:15 | t/p | 13 | 0.10 | 1.43966 | 0.00000 | 1.43966 | 5.00 | 10051.30 |
32 | 2010.01.12 20:20 | sell | 14 | 0.10 | 1.44907 | 0.00000 | 1.44857 | ||
33 | 2010.01.12 21:20 | t/p | 14 | 0.10 | 1.44857 | 0.00000 | 1.44857 | 5.00 | 10056.30 |
34 | 2010.01.12 21:20 | sell | 15 | 0.10 | 1.44828 | 0.00000 | 1.44778 | ||
35 | 2010.01.13 00:45 | modify | 15 | 0.10 | 1.44828 | 1.44821 | 1.44778 | ||
36 | 2010.01.13 00:50 | t/p | 15 | 0.10 | 1.44778 | 1.44821 | 1.44778 | 4.96 | 10061.26 |
37 | 2010.01.13 07:20 | buy | 16 | 0.10 | 1.44961 | 0.00000 | 1.45011 | ||
38 | 2010.01.13 07:45 | modify | 16 | 0.10 | 1.44961 | 1.44977 | 1.45011 | ||
39 | 2010.01.13 07:50 | t/p | 16 | 0.10 | 1.45011 | 1.44977 | 1.45011 | 5.00 | 10066.26 |
40 | 2010.01.13 07:50 | buy | 17 | 0.10 | 1.45056 | 0.00000 | 1.45106 | ||
41 | 2010.01.13 08:02 | t/p | 17 | 0.10 | 1.45106 | 0.00000 | 1.45106 | 5.00 | 10071.26 |
42 | 2010.01.13 18:00 | sell | 18 | 0.10 | 1.44908 | 0.00000 | 1.44858 | ||
43 | 2010.01.13 19:20 | t/p | 18 | 0.10 | 1.44858 | 0.00000 | 1.44858 | 5.00 | 10076.26 |
44 | 2010.01.14 20:07 | buy | 19 | 0.10 | 1.45157 | 0.00000 | 1.45207 | ||
45 | 2010.01.15 22:57 | close at stop | 19 | 0.10 | 1.43843 | 0.00000 | 1.45207 | -131.38 | 9944.88 |