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 | rem0="Выбор лота стопа и профита"; TakeProfit=500; Profit_one=70; Stop=80; BezUbitok=0; Lots=1; chapter_lots=5; rem1="Управление капиталом:"; MM=false; AccountIsMicro=false; MaximumRisk=0.01; DecreaseFactor=1; rem3="Параметры средних:"; Exp=55; Simple=69; HMA=15; FilterMA=2; rem4="Параметры MACD:"; a=2300; b=4000; c=800; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -6.79 | Gross profit | 74.03 | Gross loss | -80.82 |
| Profit factor | 0.92 | Expected payoff | -0.75 | ||
| Absolute drawdown | 98.00 | Maximal drawdown | 98.00 (0.98%) | Relative drawdown | 0.98% (98.00) |
| Total trades | 9 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
| Largest | profit trade | 36.50 | loss trade | -80.00 | |
| Average | profit trade | 10.58 | loss trade | -40.41 | |
| Maximum | consecutive wins (profit in money) | 7 (74.03) | consecutive losses (loss in money) | 1 (-80.00) | |
| Maximal | consecutive profit (count of wins) | 74.03 (7) | consecutive loss (count of losses) | -80.00 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.17 22:00 | sell | 1 | 1.00 | 1.43407 | 1.43487 | 1.42907 | ||
| 2 | 2009.12.17 22:02 | s/l | 1 | 1.00 | 1.43487 | 1.43487 | 1.42907 | -80.00 | 9920.00 |
| 3 | 2009.12.17 22:02 | sell | 2 | 1.00 | 1.43479 | 1.43559 | 1.42979 | ||
| 4 | 2009.12.17 22:20 | close | 2 | 0.50 | 1.43406 | 1.43559 | 1.42979 | 36.50 | 9956.50 |
| 5 | 2009.12.17 22:20 | sell | 3 | 0.50 | 1.43479 | 1.43559 | 1.42979 | ||
| 6 | 2009.12.17 22:35 | close | 3 | 0.25 | 1.43408 | 1.43559 | 1.42979 | 17.75 | 9974.25 |
| 7 | 2009.12.17 22:35 | sell | 4 | 0.25 | 1.43479 | 1.43559 | 1.42979 | ||
| 8 | 2009.12.17 22:40 | close | 4 | 0.12 | 1.43399 | 1.43559 | 1.42979 | 9.60 | 9983.85 |
| 9 | 2009.12.17 22:40 | sell | 5 | 0.13 | 1.43479 | 1.43559 | 1.42979 | ||
| 10 | 2009.12.17 22:42 | close | 5 | 0.06 | 1.43404 | 1.43559 | 1.42979 | 4.50 | 9988.35 |
| 11 | 2009.12.17 22:42 | sell | 6 | 0.07 | 1.43479 | 1.43559 | 1.42979 | ||
| 12 | 2009.12.17 22:45 | close | 6 | 0.03 | 1.43386 | 1.43559 | 1.42979 | 2.79 | 9991.14 |
| 13 | 2009.12.17 22:45 | sell | 7 | 0.04 | 1.43479 | 1.43559 | 1.42979 | ||
| 14 | 2009.12.17 22:47 | close | 7 | 0.02 | 1.43390 | 1.43559 | 1.42979 | 1.78 | 9992.92 |
| 15 | 2009.12.17 22:47 | sell | 8 | 0.02 | 1.43479 | 1.43559 | 1.42979 | ||
| 16 | 2009.12.17 22:50 | close | 8 | 0.01 | 1.43368 | 1.43559 | 1.42979 | 1.11 | 9994.03 |
| 17 | 2009.12.17 22:50 | sell | 9 | 0.01 | 1.43479 | 1.43559 | 1.42979 | ||
| 18 | 2009.12.18 02:46 | s/l | 9 | 0.01 | 1.43559 | 1.43559 | 1.42979 | -0.82 | 9993.21 |