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=50; Lots=0.1; InitialStop=30; TrailingStop=20; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 342.12 | Gross profit | 555.62 | Gross loss | -213.50 |
Profit factor | 2.60 | Expected payoff | 85.53 | ||
Absolute drawdown | 235.80 | Maximal drawdown | 362.98 (3.45%) | Relative drawdown | 3.45% (362.98) |
Total trades | 4 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 1 (0.00%) |
Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
Largest | profit trade | 555.62 | loss trade | -126.00 | |
Average | profit trade | 555.62 | loss trade | -71.17 | |
Maximum | consecutive wins (profit in money) | 1 (555.62) | consecutive losses (loss in money) | 3 (-213.50) | |
Maximal | consecutive profit (count of wins) | 555.62 (1) | consecutive loss (count of losses) | -213.50 (3) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 0.10 | 1.50074 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 01:00 | close | 1 | 0.10 | 1.50355 | 0.00000 | 0.00000 | -28.10 | 9971.90 |
3 | 2009.12.01 02:00 | sell | 2 | 0.10 | 1.50093 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 10:00 | close | 2 | 0.10 | 1.50687 | 0.00000 | 0.00000 | -59.40 | 9912.50 |
5 | 2009.12.01 10:00 | buy | 3 | 0.10 | 1.50687 | 0.00000 | 0.00000 | ||
6 | 2009.12.04 15:00 | close | 3 | 0.10 | 1.49426 | 0.00000 | 0.00000 | -126.00 | 9786.50 |
7 | 2009.12.04 15:00 | sell | 4 | 0.10 | 1.49426 | 0.00000 | 0.00000 | ||
8 | 2010.01.15 22:57 | close at stop | 4 | 0.10 | 1.43853 | 0.00000 | 0.00000 | 555.62 | 10342.12 |