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 | Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=1.5; CheckHour_8=8; ProfitK_8=2; LossK_8=2; OffsetK_8=2; CheckHour_12=12; ProfitK_12=2; LossK_12=1.5; OffsetK_12=2.5; FilterDay=4; DoubleDay=5; UseMM=false; TradesPerDayAllowed=2; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -63.15 | Gross profit | 567.85 | Gross loss | -631.00 |
| Profit factor | 0.90 | Expected payoff | -4.21 | ||
| Absolute drawdown | 165.15 | Maximal drawdown | 842.15 (7.89%) | Relative drawdown | 7.89% (842.15) |
| Total trades | 15 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 8 (53.33%) | Loss trades (% of total) | 7 (46.67%) | ||
| Largest | profit trade | 225.60 | loss trade | -157.60 | |
| Average | profit trade | 70.98 | loss trade | -90.14 | |
| Maximum | consecutive wins (profit in money) | 4 (476.60) | consecutive losses (loss in money) | 2 (-315.20) | |
| Maximal | consecutive profit (count of wins) | 476.60 (4) | consecutive loss (count of losses) | -315.20 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
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| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 16:00 | sell | 1 | 0.20 | 1.49491 | 1.50500 | 0.50000 | ||
| 2 | 2009.12.04 16:00 | sell | 2 | 0.20 | 1.49491 | 1.50900 | 0.50000 | ||
| 3 | 2009.12.04 20:00 | close | 1 | 0.20 | 1.48363 | 1.50500 | 0.50000 | 225.60 | 10225.60 |
| 4 | 2009.12.04 20:00 | close | 2 | 0.20 | 1.48363 | 1.50900 | 0.50000 | 225.60 | 10451.20 |
| 5 | 2009.12.08 17:00 | sell | 3 | 0.10 | 1.47357 | 1.48520 | 0.50000 | ||
| 6 | 2009.12.08 19:00 | sell | 4 | 0.10 | 1.47197 | 1.48730 | 0.50000 | ||
| 7 | 2009.12.09 09:00 | close | 3 | 0.10 | 1.47149 | 1.48520 | 0.50000 | 20.70 | 10471.90 |
| 8 | 2009.12.09 09:00 | close | 4 | 0.10 | 1.47149 | 1.48730 | 0.50000 | 4.70 | 10476.60 |
| 9 | 2009.12.11 16:00 | sell | 5 | 0.20 | 1.46533 | 1.47890 | 0.50000 | ||
| 10 | 2009.12.11 17:00 | sell | 6 | 0.20 | 1.46201 | 1.47290 | 0.50000 | ||
| 11 | 2009.12.14 10:00 | close | 6 | 0.20 | 1.46633 | 1.47290 | 0.50000 | -86.60 | 10390.00 |
| 12 | 2009.12.14 10:00 | close | 5 | 0.20 | 1.46633 | 1.47890 | 0.50000 | -20.20 | 10369.80 |
| 13 | 2009.12.15 15:00 | sell | 7 | 0.10 | 1.45393 | 1.46430 | 0.50000 | ||
| 14 | 2009.12.16 09:00 | close | 7 | 0.10 | 1.45192 | 1.46430 | 0.50000 | 20.00 | 10389.80 |
| 15 | 2009.12.18 17:00 | sell | 8 | 0.20 | 1.42737 | 1.44320 | 0.50000 | ||
| 16 | 2009.12.21 11:00 | close | 8 | 0.20 | 1.43220 | 1.44320 | 0.50000 | -96.80 | 10293.00 |
| 17 | 2009.12.22 17:00 | sell | 9 | 0.10 | 1.42309 | 1.43660 | 0.50000 | ||
| 18 | 2009.12.23 10:00 | close | 9 | 0.10 | 1.42541 | 1.43660 | 0.50000 | -23.30 | 10269.70 |
| 19 | 2009.12.23 17:00 | buy | 10 | 0.10 | 1.43338 | 1.42080 | 1.50000 | ||
| 20 | 2009.12.23 19:00 | buy | 11 | 0.10 | 1.43509 | 1.42540 | 1.50000 | ||
| 21 | 2009.12.24 09:00 | close | 11 | 0.10 | 1.43648 | 1.42540 | 1.50000 | 13.75 | 10283.45 |
| 22 | 2009.12.24 09:00 | close | 10 | 0.10 | 1.43648 | 1.42080 | 1.50000 | 30.85 | 10314.30 |
| 23 | 2009.12.29 14:00 | buy | 12 | 0.10 | 1.44499 | 1.43610 | 1.50000 | ||
| 24 | 2009.12.29 17:20 | s/l | 12 | 0.10 | 1.43610 | 1.43610 | 1.50000 | -88.90 | 10225.40 |
| 25 | 2010.01.04 16:00 | buy | 13 | 0.10 | 1.44250 | 1.43260 | 1.50000 | ||
| 26 | 2010.01.05 09:00 | close | 13 | 0.10 | 1.44517 | 1.43260 | 1.50000 | 26.65 | 10252.05 |
| 27 | 2010.01.08 15:00 | buy | 14 | 0.20 | 1.44036 | 1.42990 | 1.50000 | ||
| 28 | 2010.01.08 15:00 | buy | 15 | 0.20 | 1.44036 | 1.42860 | 1.50000 | ||
| 29 | 2010.01.08 17:00 | close | 14 | 0.20 | 1.43248 | 1.42990 | 1.50000 | -157.60 | 10094.45 |
| 30 | 2010.01.08 17:00 | close | 15 | 0.20 | 1.43248 | 1.42860 | 1.50000 | -157.60 | 9936.85 |