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 | TakeProfit=300; StopLoss=200; TrailingStop=120; TrailingStep=20; CloseOppositePosition=false; Lots=0.1; Slippage=1; s______=""Ïàðàìåòðû"; KPeriod=30; Slowing=10; DPeriod=10; note4=""0sma,"; MAMethod=0; note5=""0high/low,"; PriceField=1; note6=""overbought"; overBought=60; note7=""oversold"; overSold=40; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -27.02 | Gross profit | 52.96 | Gross loss | -79.98 |
| Profit factor | 0.66 | Expected payoff | -3.38 | ||
| Absolute drawdown | 44.88 | Maximal drawdown | 62.08 (0.62%) | Relative drawdown | 0.62% (62.08) |
| Total trades | 8 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
| Largest | profit trade | 30.00 | loss trade | -20.00 | |
| Average | profit trade | 13.24 | loss trade | -20.00 | |
| Maximum | consecutive wins (profit in money) | 2 (42.60) | consecutive losses (loss in money) | 2 (-39.98) | |
| Maximal | consecutive profit (count of wins) | 42.60 (2) | consecutive loss (count of losses) | -39.98 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 12:00 | buy | 1 | 0.10 | 1.50766 | 1.50566 | 1.51066 | ||
| 2 | 2009.12.01 14:20 | modify | 1 | 0.10 | 1.50766 | 1.50815 | 1.51066 | ||
| 3 | 2009.12.01 14:27 | s/l | 1 | 0.10 | 1.50815 | 1.50815 | 1.51066 | 4.90 | 10004.90 |
| 4 | 2009.12.10 23:00 | buy | 2 | 0.10 | 1.47327 | 1.47127 | 1.47627 | ||
| 5 | 2009.12.11 03:20 | s/l | 2 | 0.10 | 1.47127 | 1.47127 | 1.47627 | -19.98 | 9984.92 |
| 6 | 2009.12.11 18:00 | sell | 3 | 0.10 | 1.45986 | 1.46186 | 1.45686 | ||
| 7 | 2009.12.11 18:16 | s/l | 3 | 0.10 | 1.46186 | 1.46186 | 1.45686 | -20.00 | 9964.92 |
| 8 | 2009.12.15 10:00 | sell | 4 | 0.10 | 1.45666 | 1.45866 | 1.45366 | ||
| 9 | 2009.12.15 10:15 | modify | 4 | 0.10 | 1.45666 | 1.45665 | 1.45366 | ||
| 10 | 2009.12.15 10:20 | modify | 4 | 0.10 | 1.45666 | 1.45540 | 1.45366 | ||
| 11 | 2009.12.15 10:27 | s/l | 4 | 0.10 | 1.45540 | 1.45540 | 1.45366 | 12.60 | 9977.52 |
| 12 | 2009.12.31 05:00 | buy | 5 | 0.10 | 1.43657 | 1.43457 | 1.43957 | ||
| 13 | 2009.12.31 07:33 | t/p | 5 | 0.10 | 1.43957 | 1.43457 | 1.43957 | 30.00 | 10007.52 |
| 14 | 2010.01.04 03:00 | sell | 6 | 0.10 | 1.42700 | 1.42900 | 1.42400 | ||
| 15 | 2010.01.04 03:20 | s/l | 6 | 0.10 | 1.42900 | 1.42900 | 1.42400 | -20.00 | 9987.52 |
| 16 | 2010.01.05 22:00 | sell | 7 | 0.10 | 1.43675 | 1.43875 | 1.43375 | ||
| 17 | 2010.01.06 00:20 | modify | 7 | 0.10 | 1.43675 | 1.43620 | 1.43375 | ||
| 18 | 2010.01.06 00:40 | s/l | 7 | 0.10 | 1.43620 | 1.43620 | 1.43375 | 5.46 | 9992.98 |
| 19 | 2010.01.14 16:00 | sell | 8 | 0.10 | 1.44723 | 1.44923 | 1.44423 | ||
| 20 | 2010.01.14 16:37 | s/l | 8 | 0.10 | 1.44923 | 1.44923 | 1.44423 | -20.00 | 9972.98 |