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=4; Lots=20; StopLoss=80; TimeOpen=2; p1=13; p2=14; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4684.00 | Gross profit | 4940.00 | Gross loss | -9624.00 |
Profit factor | 0.51 | Expected payoff | -223.05 | ||
Absolute drawdown | 4684.00 | Maximal drawdown | 5424.00 (50.50%) | Relative drawdown | 50.50% (5424.00) |
Total trades | 21 | Short positions (won %) | 20 (70.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 15 (71.43%) | Loss trades (% of total) | 6 (28.57%) | ||
Largest | profit trade | 460.00 | loss trade | -1624.00 | |
Average | profit trade | 329.33 | loss trade | -1604.00 | |
Maximum | consecutive wins (profit in money) | 5 (1720.00) | consecutive losses (loss in money) | 1 (-1624.00) | |
Maximal | consecutive profit (count of wins) | 1720.00 (5) | consecutive loss (count of losses) | -1624.00 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:59 | sell | 1 | 20.00 | 1.50344 | 1.50424 | 1.50321 | ||
2 | 2009.12.01 01:10 | close | 1 | 20.00 | 1.50330 | 1.50424 | 1.50321 | 280.00 | 10280.00 |
3 | 2009.12.01 03:59 | sell | 2 | 20.00 | 1.50155 | 1.50235 | 1.50132 | ||
4 | 2009.12.01 04:10 | close | 2 | 20.00 | 1.50138 | 1.50235 | 1.50132 | 340.00 | 10620.00 |
5 | 2009.12.01 07:59 | sell | 3 | 20.00 | 1.50187 | 1.50267 | 1.50164 | ||
6 | 2009.12.01 08:10 | s/l | 3 | 20.00 | 1.50267 | 1.50267 | 1.50164 | -1600.00 | 9020.00 |
7 | 2009.12.01 10:59 | sell | 4 | 20.00 | 1.50611 | 1.50691 | 1.50588 | ||
8 | 2009.12.01 11:07 | close | 4 | 20.00 | 1.50599 | 1.50691 | 1.50588 | 240.00 | 9260.00 |
9 | 2009.12.01 11:59 | sell | 5 | 20.00 | 1.50751 | 1.50831 | 1.50728 | ||
10 | 2009.12.01 12:15 | t/p | 5 | 20.00 | 1.50728 | 1.50831 | 1.50728 | 460.00 | 9720.00 |
11 | 2009.12.01 12:59 | sell | 6 | 20.00 | 1.50642 | 1.50722 | 1.50619 | ||
12 | 2009.12.01 13:02 | close | 6 | 20.00 | 1.50621 | 1.50722 | 1.50619 | 420.00 | 10140.00 |
13 | 2009.12.01 13:59 | sell | 7 | 20.00 | 1.50607 | 1.50687 | 1.50584 | ||
14 | 2009.12.01 14:07 | close | 7 | 20.00 | 1.50600 | 1.50687 | 1.50584 | 140.00 | 10280.00 |
15 | 2009.12.01 17:59 | sell | 8 | 20.00 | 1.50983 | 1.51063 | 1.50960 | ||
16 | 2009.12.01 18:02 | t/p | 8 | 20.00 | 1.50960 | 1.51063 | 1.50960 | 460.00 | 10740.00 |
17 | 2009.12.01 18:59 | sell | 9 | 20.00 | 1.50932 | 1.51012 | 1.50909 | ||
18 | 2009.12.01 19:15 | s/l | 9 | 20.00 | 1.51012 | 1.51012 | 1.50909 | -1600.00 | 9140.00 |
19 | 2009.12.01 20:59 | sell | 10 | 20.00 | 1.50946 | 1.51026 | 1.50923 | ||
20 | 2009.12.01 21:05 | close | 10 | 20.00 | 1.50934 | 1.51026 | 1.50923 | 240.00 | 9380.00 |
21 | 2009.12.02 03:59 | sell | 11 | 20.00 | 1.50860 | 1.50940 | 1.50837 | ||
22 | 2009.12.02 04:15 | s/l | 11 | 20.00 | 1.50940 | 1.50940 | 1.50837 | -1600.00 | 7780.00 |
23 | 2009.12.02 04:59 | sell | 12 | 20.00 | 1.50908 | 1.50988 | 1.50885 | ||
24 | 2009.12.02 05:02 | t/p | 12 | 20.00 | 1.50885 | 1.50988 | 1.50885 | 460.00 | 8240.00 |
25 | 2009.12.02 06:59 | sell | 13 | 20.00 | 1.50889 | 1.50969 | 1.50866 | ||
26 | 2009.12.02 07:02 | s/l | 13 | 20.00 | 1.50969 | 1.50969 | 1.50866 | -1600.00 | 6640.00 |
27 | 2009.12.02 07:59 | sell | 14 | 20.00 | 1.50858 | 1.50938 | 1.50835 | ||
28 | 2009.12.02 08:10 | t/p | 14 | 20.00 | 1.50835 | 1.50938 | 1.50835 | 460.00 | 7100.00 |
29 | 2009.12.02 09:59 | sell | 15 | 20.00 | 1.50948 | 1.51028 | 1.50925 | ||
30 | 2009.12.02 10:10 | close | 15 | 20.00 | 1.50941 | 1.51028 | 1.50925 | 140.00 | 7240.00 |
31 | 2009.12.02 12:59 | sell | 16 | 20.00 | 1.50848 | 1.50928 | 1.50825 | ||
32 | 2009.12.02 13:20 | t/p | 16 | 20.00 | 1.50825 | 1.50928 | 1.50825 | 460.00 | 7700.00 |
33 | 2009.12.02 14:59 | sell | 17 | 20.00 | 1.50747 | 1.50827 | 1.50724 | ||
34 | 2009.12.02 15:02 | t/p | 17 | 20.00 | 1.50724 | 1.50827 | 1.50724 | 460.00 | 8160.00 |
35 | 2009.12.02 17:59 | sell | 18 | 20.00 | 1.50583 | 1.50663 | 1.50560 | ||
36 | 2009.12.02 18:07 | s/l | 18 | 20.00 | 1.50663 | 1.50663 | 1.50560 | -1600.00 | 6560.00 |
37 | 2009.12.02 19:59 | sell | 19 | 20.00 | 1.50463 | 1.50543 | 1.50440 | ||
38 | 2009.12.02 20:10 | close | 19 | 20.00 | 1.50457 | 1.50543 | 1.50440 | 120.00 | 6680.00 |
39 | 2009.12.02 21:59 | buy | 20 | 20.00 | 1.50467 | 1.50387 | 1.50490 | ||
40 | 2009.12.02 23:15 | close | 20 | 20.00 | 1.50480 | 1.50387 | 1.50490 | 260.00 | 6940.00 |
41 | 2009.12.02 23:59 | sell | 21 | 20.00 | 1.50470 | 1.50550 | 1.50447 | ||
42 | 2009.12.03 00:10 | s/l | 21 | 20.00 | 1.50550 | 1.50550 | 1.50447 | -1624.00 | 5316.00 |