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 | x="Настройки ценовых EMA:"; perema1=13; perema2=21; persma3=55; x1="Настройки MACD:"; lowema4=5; fastema4=200; x2="Настройки MACD Bolinger:"; bbper=20; bbotcl=1; x3="Настройки MACD SMA:"; smaper=3; x4="Настройки RSI:"; rsiper=21; rsiur=50; x5="Настройки силы движения:"; sila=100; x6="Настройки ParabolicSar:"; step=0.02; maximum=0.2; x7="Настройки выбора StopLoss:"; StopLossParabolic=false; StopLossEMA=true; otstup=0; x8="Настройки выбора TakeProfit:"; TakeProfitParabolic=true; TakeProfitRSI=true; rsitpurbuy=65; rsitpursell=35; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -119.54 | Gross profit | 167.27 | Gross loss | -286.81 |
| Profit factor | 0.58 | Expected payoff | -6.64 | ||
| Absolute drawdown | 136.40 | Maximal drawdown | 199.18 (1.98%) | Relative drawdown | 1.98% (199.18) |
| Total trades | 18 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 8 (25.00%) |
| Profit trades (% of total) | 9 (50.00%) | Loss trades (% of total) | 9 (50.00%) | ||
| Largest | profit trade | 53.65 | loss trade | -55.80 | |
| Average | profit trade | 18.59 | loss trade | -31.87 | |
| Maximum | consecutive wins (profit in money) | 6 (154.84) | consecutive losses (loss in money) | 4 (-108.81) | |
| Maximal | consecutive profit (count of wins) | 154.84 (6) | consecutive loss (count of losses) | -116.30 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | buy | 1 | 0.10 | 1.50360 | 1.50050 | 0.00000 | ||
| 2 | 2009.12.01 03:20 | s/l | 1 | 0.10 | 1.50050 | 1.50050 | 0.00000 | -31.00 | 9969.00 |
| 3 | 2009.12.02 10:00 | buy | 2 | 0.10 | 1.50957 | 1.50540 | 0.00000 | ||
| 4 | 2009.12.02 17:15 | s/l | 2 | 0.10 | 1.50540 | 1.50540 | 0.00000 | -41.70 | 9927.30 |
| 5 | 2009.12.03 08:00 | buy | 3 | 0.10 | 1.51076 | 1.50640 | 0.00000 | ||
| 6 | 2009.12.03 15:20 | s/l | 3 | 0.10 | 1.50640 | 1.50640 | 0.00000 | -43.60 | 9883.70 |
| 7 | 2009.12.08 11:00 | sell | 4 | 0.10 | 1.48445 | 1.48860 | 0.00000 | ||
| 8 | 2009.12.08 17:00 | close | 4 | 0.05 | 1.47372 | 1.48860 | 0.00000 | 53.65 | 9937.35 |
| 9 | 2009.12.08 17:00 | sell | 5 | 0.05 | 1.48445 | 1.48860 | 0.00000 | ||
| 10 | 2009.12.10 12:00 | close | 5 | 0.05 | 1.47423 | 1.48860 | 0.00000 | 51.02 | 9988.37 |
| 11 | 2009.12.14 03:00 | sell | 6 | 0.10 | 1.46367 | 1.47010 | 0.00000 | ||
| 12 | 2009.12.14 11:50 | close | 6 | 0.05 | 1.46251 | 1.47010 | 0.00000 | 5.80 | 9994.17 |
| 13 | 2009.12.14 11:50 | sell | 7 | 0.05 | 1.46367 | 1.47010 | 0.00000 | ||
| 14 | 2009.12.16 16:00 | close | 7 | 0.05 | 1.45782 | 1.47010 | 0.00000 | 29.21 | 10023.38 |
| 15 | 2009.12.18 14:00 | sell | 8 | 0.10 | 1.43356 | 1.44230 | 0.00000 | ||
| 16 | 2009.12.18 15:00 | close | 8 | 0.05 | 1.43186 | 1.44230 | 0.00000 | 8.50 | 10031.88 |
| 17 | 2009.12.18 15:00 | sell | 9 | 0.05 | 1.43356 | 1.44230 | 0.00000 | ||
| 18 | 2009.12.22 10:00 | close | 9 | 0.05 | 1.43222 | 1.44230 | 0.00000 | 6.66 | 10038.54 |
| 19 | 2009.12.29 17:00 | buy | 10 | 0.10 | 1.44064 | 1.43820 | 0.00000 | ||
| 20 | 2009.12.29 17:15 | s/l | 10 | 0.10 | 1.43820 | 1.43820 | 0.00000 | -24.40 | 10014.14 |
| 21 | 2009.12.30 08:00 | sell | 11 | 0.10 | 1.43397 | 1.43630 | 0.00000 | ||
| 22 | 2009.12.30 19:20 | close | 11 | 0.05 | 1.43312 | 1.43630 | 0.00000 | 4.25 | 10018.39 |
| 23 | 2009.12.30 19:20 | sell | 12 | 0.05 | 1.43397 | 1.43630 | 0.00000 | ||
| 24 | 2009.12.31 02:40 | s/l | 12 | 0.05 | 1.43630 | 1.43630 | 0.00000 | -11.71 | 10006.68 |
| 25 | 2009.12.31 15:00 | buy | 13 | 0.10 | 1.44004 | 1.43660 | 0.00000 | ||
| 26 | 2009.12.31 15:50 | s/l | 13 | 0.10 | 1.43660 | 1.43660 | 0.00000 | -34.40 | 9972.28 |
| 27 | 2010.01.04 10:00 | sell | 14 | 0.10 | 1.43371 | 1.43440 | 0.00000 | ||
| 28 | 2010.01.04 10:10 | s/l | 14 | 0.10 | 1.43440 | 1.43440 | 0.00000 | -6.90 | 9965.38 |
| 29 | 2010.01.08 07:00 | sell | 15 | 0.10 | 1.42932 | 1.43490 | 0.00000 | ||
| 30 | 2010.01.08 14:45 | s/l | 15 | 0.10 | 1.43490 | 1.43490 | 0.00000 | -55.80 | 9909.58 |
| 31 | 2010.01.11 19:00 | buy | 16 | 0.10 | 1.45096 | 1.44340 | 0.00000 | ||
| 32 | 2010.01.12 00:10 | close | 16 | 0.05 | 1.45147 | 1.44340 | 0.00000 | 2.56 | 9912.14 |
| 33 | 2010.01.12 00:10 | buy | 17 | 0.05 | 1.45096 | 1.44340 | 0.00000 | ||
| 34 | 2010.01.13 18:37 | close | 17 | 0.05 | 1.45208 | 1.44340 | 0.00000 | 5.62 | 9917.76 |
| 35 | 2010.01.14 08:00 | buy | 18 | 0.10 | 1.45423 | 1.45050 | 0.00000 | ||
| 36 | 2010.01.14 10:50 | s/l | 18 | 0.10 | 1.45050 | 1.45050 | 0.00000 | -37.30 | 9880.46 |