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=4; StopLoss=100; TakeProfit=140; MaximumRisk=0.4; RSI1=7; RSI2=20; slip=5; popitka=5; bar1=1; bar0=0; m2=0; m1=2; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3260.19 | Gross profit | 336.20 | Gross loss | -3596.39 |
Profit factor | 0.09 | Expected payoff | -815.05 | ||
Absolute drawdown | 4640.48 | Maximal drawdown | 4976.68 (48.15%) | Relative drawdown | 48.15% (4976.68) |
Total trades | 4 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
Largest | profit trade | 114.80 | loss trade | -3596.39 | |
Average | profit trade | 112.07 | loss trade | -3596.39 | |
Maximum | consecutive wins (profit in money) | 3 (336.20) | consecutive losses (loss in money) | 1 (-3596.39) | |
Maximal | consecutive profit (count of wins) | 336.20 (3) | consecutive loss (count of losses) | -3596.39 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 09:00 | sell | 1 | 0.80 | 1.50267 | 0.00000 | 1.50127 | ||
2 | 2009.12.04 14:45 | t/p | 1 | 0.80 | 1.50127 | 0.00000 | 1.50127 | 108.00 | 10108.00 |
3 | 2009.12.08 02:00 | sell | 2 | 0.81 | 1.48546 | 0.00000 | 1.48406 | ||
4 | 2009.12.08 03:16 | t/p | 2 | 0.81 | 1.48406 | 0.00000 | 1.48406 | 113.40 | 10221.40 |
5 | 2009.12.08 13:00 | buy | 3 | 0.82 | 1.47963 | 0.00000 | 1.48103 | ||
6 | 2009.12.08 13:20 | t/p | 3 | 0.82 | 1.48103 | 0.00000 | 1.48103 | 114.80 | 10336.20 |
7 | 2009.12.08 13:20 | buy | 4 | 0.83 | 1.48156 | 0.00000 | 1.48296 | ||
8 | 2010.01.15 22:57 | close at stop | 4 | 0.83 | 1.43843 | 0.00000 | 1.48296 | -3596.39 | 6739.81 |