Strategy Tester Report
Pipso
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 | start=21; end=9; period=36; SLpp=300; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -840.50 | Gross profit | 2427.50 | Gross loss | -3268.00 |
Profit factor | 0.74 | Expected payoff | -140.08 | ||
Absolute drawdown | 2266.50 | Maximal drawdown | 3350.50 (30.23%) | Relative drawdown | 30.23% (3350.50) |
Total trades | 6 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 5 (60.00%) |
Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
Largest | profit trade | 932.00 | loss trade | -2605.50 | |
Average | profit trade | 809.17 | loss trade | -1089.33 | |
Maximum | consecutive wins (profit in money) | 2 (1495.50) | consecutive losses (loss in money) | 2 (-662.50) | |
Maximal | consecutive profit (count of wins) | 1495.50 (2) | consecutive loss (count of losses) | -2605.50 (1) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.09 00:32 | buy | 1 | 1.00 | 1.46733 | 1.40427 | 0.00000 | ||
2 | 2009.12.11 10:32 | close | 1 | 1.00 | 1.47667 | 1.40427 | 0.00000 | 932.00 | 10932.00 |
3 | 2009.12.17 02:33 | buy | 2 | 1.00 | 1.44972 | 1.42368 | 0.00000 | ||
4 | 2009.12.22 16:50 | s/l | 2 | 1.00 | 1.42368 | 1.42368 | 0.00000 | -2605.50 | 8326.50 |
5 | 2009.12.30 01:45 | buy | 3 | 1.00 | 1.43320 | 1.39480 | 0.00000 | ||
6 | 2009.12.31 07:33 | close | 3 | 1.00 | 1.44001 | 1.39480 | 0.00000 | 679.50 | 9006.00 |
7 | 2010.01.06 01:45 | buy | 4 | 1.00 | 1.43436 | 1.39287 | 0.00000 | ||
8 | 2010.01.08 19:15 | close | 4 | 1.00 | 1.44254 | 1.39287 | 0.00000 | 816.00 | 9822.00 |
9 | 2010.01.11 00:40 | sell | 5 | 1.00 | 1.44490 | 1.49779 | 0.00000 | ||
10 | 2010.01.14 17:02 | close | 5 | 1.00 | 1.44515 | 1.49779 | 0.00000 | -29.50 | 9792.50 |
11 | 2010.01.15 02:45 | buy | 6 | 1.00 | 1.44476 | 1.40561 | 0.00000 | ||
12 | 2010.01.15 22:57 | close at stop | 6 | 1.00 | 1.43843 | 1.40561 | 0.00000 | -633.00 | 9159.50 |