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 | Lots=0.1; StartHour=0; EndHour=8; TargetLevel=200; MagicNumber=17589; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -338.52 | Gross profit | 208.70 | Gross loss | -547.22 |
Profit factor | 0.38 | Expected payoff | -22.57 | ||
Absolute drawdown | 501.38 | Maximal drawdown | 576.28 (5.72%) | Relative drawdown | 5.72% (576.28) |
Total trades | 15 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 11 (54.55%) |
Profit trades (% of total) | 8 (53.33%) | Loss trades (% of total) | 7 (46.67%) | ||
Largest | profit trade | 111.56 | loss trade | -135.48 | |
Average | profit trade | 26.09 | loss trade | -78.17 | |
Maximum | consecutive wins (profit in money) | 4 (96.74) | consecutive losses (loss in money) | 4 (-227.80) | |
Maximal | consecutive profit (count of wins) | 111.66 (2) | consecutive loss (count of losses) | -227.80 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 09:03 | buy | 1 | 0.10 | 1.50415 | 1.49011 | 0.00000 | ||
2 | 2009.12.01 17:10 | modify | 1 | 0.10 | 1.50415 | 1.50416 | 0.00000 | ||
3 | 2009.12.02 17:20 | s/l | 1 | 0.10 | 1.50416 | 1.50416 | 0.00000 | 0.12 | 10000.12 |
4 | 2009.12.03 08:15 | buy | 2 | 0.10 | 1.51175 | 1.49820 | 0.00000 | ||
5 | 2009.12.04 14:45 | s/l | 2 | 0.10 | 1.49820 | 1.49820 | 0.00000 | -135.48 | 9864.64 |
6 | 2009.12.09 09:20 | buy | 3 | 0.10 | 1.47423 | 1.46006 | 0.00000 | ||
7 | 2009.12.11 11:37 | modify | 3 | 0.10 | 1.47423 | 1.47424 | 0.00000 | ||
8 | 2009.12.11 14:50 | s/l | 3 | 0.10 | 1.47424 | 1.47424 | 0.00000 | 0.18 | 9864.82 |
9 | 2009.12.16 11:15 | buy | 4 | 0.10 | 1.45647 | 1.44805 | 0.00000 | ||
10 | 2009.12.17 02:46 | s/l | 4 | 0.10 | 1.44805 | 1.44805 | 0.00000 | -84.14 | 9780.68 |
11 | 2009.12.21 13:16 | buy | 5 | 0.10 | 1.43648 | 1.42650 | 0.00000 | ||
12 | 2009.12.21 23:20 | s/l | 5 | 0.10 | 1.42650 | 1.42650 | 0.00000 | -99.80 | 9680.88 |
13 | 2009.12.22 08:10 | buy | 6 | 0.10 | 1.43030 | 1.42370 | 0.00000 | ||
14 | 2009.12.22 09:37 | modify | 6 | 0.10 | 1.43030 | 1.43031 | 0.00000 | ||
15 | 2009.12.22 11:50 | s/l | 6 | 0.10 | 1.43031 | 1.43031 | 0.00000 | 0.10 | 9680.98 |
16 | 2009.12.23 13:45 | buy | 7 | 0.10 | 1.42770 | 1.42105 | 0.00000 | ||
17 | 2009.12.23 16:15 | modify | 7 | 0.10 | 1.42770 | 1.42771 | 0.00000 | ||
18 | 2009.12.24 11:10 | modify | 7 | 0.10 | 1.42770 | 1.43590 | 0.00000 | ||
19 | 2009.12.24 16:46 | s/l | 7 | 0.10 | 1.43590 | 1.43590 | 0.00000 | 82.06 | 9763.04 |
20 | 2009.12.28 10:20 | buy | 8 | 0.10 | 1.43974 | 1.43087 | 0.00000 | ||
21 | 2009.12.29 08:50 | modify | 8 | 0.10 | 1.43974 | 1.43975 | 0.00000 | ||
22 | 2009.12.29 17:10 | s/l | 8 | 0.10 | 1.43975 | 1.43975 | 0.00000 | 0.12 | 9763.16 |
23 | 2009.12.29 17:27 | sell | 9 | 0.10 | 1.43678 | 1.44210 | 0.00000 | ||
24 | 2009.12.30 02:26 | modify | 9 | 0.10 | 1.43678 | 1.43533 | 0.00000 | ||
25 | 2009.12.30 08:45 | s/l | 9 | 0.10 | 1.43533 | 1.43533 | 0.00000 | 14.46 | 9777.62 |
26 | 2009.12.30 08:59 | buy | 10 | 0.10 | 1.43560 | 1.42544 | 0.00000 | ||
27 | 2009.12.30 15:50 | close | 10 | 0.10 | 1.42897 | 1.42544 | 0.00000 | -66.30 | 9711.32 |
28 | 2009.12.30 15:50 | sell | 11 | 0.10 | 1.42897 | 1.44095 | 0.00000 | ||
29 | 2009.12.30 18:20 | close | 11 | 0.10 | 1.43589 | 1.44095 | 0.00000 | -69.20 | 9642.12 |
30 | 2010.01.08 09:02 | buy | 12 | 0.10 | 1.43168 | 1.42464 | 0.00000 | ||
31 | 2010.01.08 13:10 | close | 12 | 0.10 | 1.42852 | 1.42464 | 0.00000 | -31.60 | 9610.52 |
32 | 2010.01.08 13:10 | sell | 13 | 0.10 | 1.42852 | 1.43685 | 0.00000 | ||
33 | 2010.01.08 14:40 | close | 13 | 0.10 | 1.43459 | 1.43685 | 0.00000 | -60.70 | 9549.82 |
34 | 2010.01.13 08:02 | buy | 14 | 0.10 | 1.45136 | 1.44069 | 0.00000 | ||
35 | 2010.01.13 12:50 | modify | 14 | 0.10 | 1.45136 | 1.45137 | 0.00000 | ||
36 | 2010.01.13 16:20 | s/l | 14 | 0.10 | 1.45137 | 1.45137 | 0.00000 | 0.10 | 9549.92 |
37 | 2010.01.14 11:02 | sell | 15 | 0.10 | 1.44971 | 1.46127 | 0.00000 | ||
38 | 2010.01.15 02:50 | modify | 15 | 0.10 | 1.44971 | 1.44970 | 0.00000 | ||
39 | 2010.01.15 22:57 | close at stop | 15 | 0.10 | 1.43855 | 1.44970 | 0.00000 | 111.56 | 9661.48 |