Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=60; TakeProfitMode=false; TakeProfit=100; TrailingStopMode=false; TrailingStop=30; UseHourTrade=false; FromHourTrade=17; ToHourTrade=10; RequiredStochLevelSell=false; StochSell=40; RequiredStochLevelBuy=false; StochBuy=60; stochShort=1; stochMed=20; stochLong=50; ShortStochSellEntry=80; ShortStochBuyEntry=20; MaxStochDiffMedvsLong=false; MaxStochDifference=8; AdditionalTimeFilter=false; hour=18; EMAPeriod=40; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -53.56 | Gross profit | 32.10 | Gross loss | -85.66 |
Profit factor | 0.37 | Expected payoff | -26.78 | ||
Absolute drawdown | 128.52 | Maximal drawdown | 190.92 (1.90%) | Relative drawdown | 1.90% (190.92) |
Total trades | 2 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
Largest | profit trade | 32.10 | loss trade | -85.66 | |
Average | profit trade | 32.10 | loss trade | -85.66 | |
Maximum | consecutive wins (profit in money) | 1 (32.10) | consecutive losses (loss in money) | 1 (-85.66) | |
Maximal | consecutive profit (count of wins) | 32.10 (1) | consecutive loss (count of losses) | -85.66 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 00:18 | sell | 1 | 0.10 | 1.47719 | 0.00000 | 0.00000 | ||
2 | 2009.11.03 10:00 | close | 1 | 0.10 | 1.47398 | 0.00000 | 0.00000 | 32.10 | 10032.10 |
3 | 2009.11.13 01:00 | sell | 2 | 0.10 | 1.48560 | 0.00000 | 0.00000 | ||
4 | 2009.11.18 21:00 | close | 2 | 0.10 | 1.49416 | 0.00000 | 0.00000 | -85.66 | 9946.44 |