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 | Lastrange=71; Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=2.1; CheckHour_8=8; ProfitK_8=2.1; LossK_8=2.7; OffsetK_8=2.5; CheckHour_12=12; ProfitK_12=2.1; LossK_12=1.5; OffsetK_12=2.4; FilterDay=0; 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 | -200.14 | Gross profit | 519.34 | Gross loss | -719.48 |
| Profit factor | 0.72 | Expected payoff | -13.34 | ||
| Absolute drawdown | 213.84 | Maximal drawdown | 824.78 (7.77%) | Relative drawdown | 7.77% (824.78) |
| Total trades | 15 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 7 (46.67%) | Loss trades (% of total) | 8 (53.33%) | ||
| Largest | profit trade | 167.52 | loss trade | -156.40 | |
| Average | profit trade | 74.19 | loss trade | -89.94 | |
| Maximum | consecutive wins (profit in money) | 3 (408.14) | consecutive losses (loss in money) | 3 (-374.60) | |
| Maximal | consecutive profit (count of wins) | 408.14 (3) | consecutive loss (count of losses) | -374.60 (3) | |
| 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 17:00 | sell | 1 | 0.20 | 1.48879 | 1.49630 | 0.50000 | ||
| 2 | 2009.12.04 17:00 | sell | 2 | 0.20 | 1.48879 | 1.50280 | 0.50000 | ||
| 3 | 2009.12.07 11:00 | close | 1 | 0.20 | 1.48041 | 1.49630 | 0.50000 | 167.52 | 10167.52 |
| 4 | 2009.12.07 11:00 | close | 2 | 0.20 | 1.48041 | 1.50280 | 0.50000 | 167.52 | 10335.04 |
| 5 | 2009.12.08 15:00 | sell | 3 | 0.10 | 1.47557 | 1.48420 | 0.50000 | ||
| 6 | 2009.12.08 21:00 | close | 3 | 0.10 | 1.46826 | 1.48420 | 0.50000 | 73.10 | 10408.14 |
| 7 | 2009.12.11 16:00 | sell | 4 | 0.20 | 1.46533 | 1.47890 | 0.50000 | ||
| 8 | 2009.12.11 17:00 | sell | 5 | 0.20 | 1.46201 | 1.47010 | 0.50000 | ||
| 9 | 2009.12.14 07:00 | close | 5 | 0.20 | 1.46761 | 1.47010 | 0.50000 | -112.08 | 10296.06 |
| 10 | 2009.12.14 09:00 | close | 4 | 0.20 | 1.46740 | 1.47890 | 0.50000 | -41.48 | 10254.58 |
| 11 | 2009.12.15 15:00 | sell | 6 | 0.10 | 1.45393 | 1.46160 | 0.50000 | ||
| 12 | 2009.12.16 09:00 | close | 6 | 0.10 | 1.45186 | 1.46160 | 0.50000 | 20.66 | 10275.24 |
| 13 | 2009.12.18 17:00 | sell | 7 | 0.20 | 1.42737 | 1.44320 | 0.50000 | ||
| 14 | 2009.12.21 09:00 | close | 7 | 0.20 | 1.43240 | 1.44320 | 0.50000 | -100.68 | 10174.56 |
| 15 | 2009.12.22 17:00 | sell | 8 | 0.10 | 1.42309 | 1.43660 | 0.50000 | ||
| 16 | 2009.12.23 09:00 | close | 8 | 0.10 | 1.42558 | 1.43660 | 0.50000 | -24.94 | 10149.62 |
| 17 | 2009.12.23 17:00 | buy | 9 | 0.10 | 1.43332 | 1.42620 | 1.50000 | ||
| 18 | 2009.12.23 17:00 | buy | 10 | 0.10 | 1.43332 | 1.42070 | 1.50000 | ||
| 19 | 2009.12.24 09:00 | close | 9 | 0.10 | 1.43648 | 1.42620 | 1.50000 | 31.66 | 10181.28 |
| 20 | 2009.12.24 09:00 | close | 10 | 0.10 | 1.43648 | 1.42070 | 1.50000 | 31.66 | 10212.94 |
| 21 | 2009.12.29 15:00 | buy | 11 | 0.10 | 1.44367 | 1.43710 | 1.50000 | ||
| 22 | 2009.12.29 17:15 | s/l | 11 | 0.10 | 1.43710 | 1.43710 | 1.50000 | -65.70 | 10147.24 |
| 23 | 2009.12.31 18:00 | sell | 12 | 0.10 | 1.43313 | 1.44620 | 0.50000 | ||
| 24 | 2010.01.04 09:00 | close | 12 | 0.10 | 1.43040 | 1.44620 | 0.50000 | 27.22 | 10174.46 |
| 25 | 2010.01.08 15:00 | buy | 13 | 0.20 | 1.44030 | 1.43260 | 1.50000 | ||
| 26 | 2010.01.08 15:00 | buy | 14 | 0.20 | 1.44030 | 1.42860 | 1.50000 | ||
| 27 | 2010.01.08 16:10 | s/l | 13 | 0.20 | 1.43260 | 1.43260 | 1.50000 | -154.00 | 10020.46 |
| 28 | 2010.01.08 17:00 | close | 14 | 0.20 | 1.43248 | 1.42860 | 1.50000 | -156.40 | 9864.06 |
| 29 | 2010.01.13 15:00 | buy | 15 | 0.10 | 1.45720 | 1.44890 | 1.50000 | ||
| 30 | 2010.01.13 17:00 | close | 15 | 0.10 | 1.45078 | 1.44890 | 1.50000 | -64.20 | 9799.86 |