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 | daBUY=true; x1=9; x2=29; x3=94; x4=125; slb=68; daSELL=true; y1=61; y2=100; y3=117; y4=31; sls=72; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 91.60 | Gross profit | 148.30 | Gross loss | -56.70 |
| Profit factor | 2.62 | Expected payoff | 8.33 | ||
| Absolute drawdown | 11.00 | Maximal drawdown | 57.70 (0.57%) | Relative drawdown | 0.57% (57.70) |
| Total trades | 11 | Short positions (won %) | 10 (30.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 4 (36.36%) | Loss trades (% of total) | 7 (63.64%) | ||
| Largest | profit trade | 53.10 | loss trade | -8.10 | |
| Average | profit trade | 37.08 | loss trade | -8.10 | |
| Maximum | consecutive wins (profit in money) | 1 (53.10) | consecutive losses (loss in money) | 4 (-32.40) | |
| Maximal | consecutive profit (count of wins) | 53.10 (1) | consecutive loss (count of losses) | -32.40 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 15:00 | sell | 1 | 0.10 | 1.49426 | 1.49507 | 0.00000 | ||
| 2 | 2009.12.04 15:20 | s/l | 1 | 0.10 | 1.49507 | 1.49507 | 0.00000 | -8.10 | 9991.90 |
| 3 | 2009.12.04 16:00 | sell | 2 | 0.10 | 1.49491 | 1.49572 | 0.00000 | ||
| 4 | 2009.12.04 17:00 | modify | 2 | 0.10 | 1.49491 | 1.48960 | 0.00000 | ||
| 5 | 2009.12.04 17:02 | s/l | 2 | 0.10 | 1.48960 | 1.48960 | 0.00000 | 53.10 | 10045.00 |
| 6 | 2009.12.07 10:00 | sell | 3 | 0.10 | 1.47670 | 1.47751 | 0.00000 | ||
| 7 | 2009.12.07 10:15 | s/l | 3 | 0.10 | 1.47751 | 1.47751 | 0.00000 | -8.10 | 10036.90 |
| 8 | 2009.12.11 16:00 | sell | 4 | 0.10 | 1.46533 | 1.46614 | 0.00000 | ||
| 9 | 2009.12.11 17:00 | modify | 4 | 0.10 | 1.46533 | 1.46282 | 0.00000 | ||
| 10 | 2009.12.11 18:00 | modify | 4 | 0.10 | 1.46533 | 1.46067 | 0.00000 | ||
| 11 | 2009.12.11 18:03 | s/l | 4 | 0.10 | 1.46067 | 1.46067 | 0.00000 | 46.60 | 10083.50 |
| 12 | 2009.12.15 10:00 | sell | 5 | 0.10 | 1.45666 | 1.45747 | 0.00000 | ||
| 13 | 2009.12.15 10:07 | s/l | 5 | 0.10 | 1.45747 | 1.45747 | 0.00000 | -8.10 | 10075.40 |
| 14 | 2009.12.15 11:00 | sell | 6 | 0.10 | 1.45415 | 1.45496 | 0.00000 | ||
| 15 | 2009.12.15 11:20 | s/l | 6 | 0.10 | 1.45496 | 1.45496 | 0.00000 | -8.10 | 10067.30 |
| 16 | 2009.12.18 14:00 | sell | 7 | 0.10 | 1.43356 | 1.43437 | 0.00000 | ||
| 17 | 2009.12.18 14:15 | s/l | 7 | 0.10 | 1.43437 | 1.43437 | 0.00000 | -8.10 | 10059.20 |
| 18 | 2009.12.22 18:00 | sell | 8 | 0.10 | 1.42418 | 1.42499 | 0.00000 | ||
| 19 | 2009.12.22 18:10 | s/l | 8 | 0.10 | 1.42499 | 1.42499 | 0.00000 | -8.10 | 10051.10 |
| 20 | 2009.12.24 10:00 | buy | 9 | 0.10 | 1.43584 | 1.43507 | 0.00000 | ||
| 21 | 2009.12.24 11:00 | modify | 9 | 0.10 | 1.43584 | 1.43750 | 0.00000 | ||
| 22 | 2009.12.24 12:00 | modify | 9 | 0.10 | 1.43584 | 1.43981 | 0.00000 | ||
| 23 | 2009.12.24 12:20 | s/l | 9 | 0.10 | 1.43981 | 1.43981 | 0.00000 | 39.70 | 10090.80 |
| 24 | 2009.12.29 18:00 | sell | 10 | 0.10 | 1.43539 | 1.43620 | 0.00000 | ||
| 25 | 2009.12.29 18:02 | s/l | 10 | 0.10 | 1.43620 | 1.43620 | 0.00000 | -8.10 | 10082.70 |
| 26 | 2010.01.13 17:00 | sell | 11 | 0.10 | 1.45078 | 1.45159 | 0.00000 | ||
| 27 | 2010.01.13 18:00 | modify | 11 | 0.10 | 1.45078 | 1.44989 | 0.00000 | ||
| 28 | 2010.01.13 18:10 | s/l | 11 | 0.10 | 1.44989 | 1.44989 | 0.00000 | 8.90 | 10091.60 |