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=0.1; MaximumRisk=0.03; DecreaseFactor=3; Stop=10; SL=0; GammaP=0.7; StopL=0.1; ShftL=0; CCIperiod=14; TypeCCI=0; DAlpha=0; CCILevel=100; ShftA1=0; ShftA2=1; MAPeriod=120; TypeMA=0; ShftMA=0; DeltaMA=0.1; MagicNumber=20051016; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 746.00 | Gross profit | 863.00 | Gross loss | -117.00 |
Profit factor | 7.38 | Expected payoff | 43.88 | ||
Absolute drawdown | 281.00 | Maximal drawdown | 699.00 (6.71%) | Relative drawdown | 6.71% (699.00) |
Total trades | 17 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 9 (100.00%) |
Profit trades (% of total) | 16 (94.12%) | Loss trades (% of total) | 1 (5.88%) | ||
Largest | profit trade | 103.00 | loss trade | -117.00 | |
Average | profit trade | 53.94 | loss trade | -117.00 | |
Maximum | consecutive wins (profit in money) | 8 (445.00) | consecutive losses (loss in money) | 1 (-117.00) | |
Maximal | consecutive profit (count of wins) | 445.00 (8) | consecutive loss (count of losses) | -117.00 (1) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 02:37 | buy | 1 | 1.00 | 1.50550 | 0.00000 | 0.00000 | ||
2 | 2009.12.04 02:40 | close | 1 | 1.00 | 1.50576 | 0.00000 | 0.00000 | 26.00 | 10026.00 |
3 | 2009.12.11 07:47 | sell | 2 | 1.00 | 1.47292 | 0.00000 | 0.00000 | ||
4 | 2009.12.11 07:50 | close | 2 | 1.00 | 1.47212 | 0.00000 | 0.00000 | 80.00 | 10106.00 |
5 | 2009.12.16 18:00 | sell | 3 | 1.00 | 1.45749 | 0.00000 | 0.00000 | ||
6 | 2009.12.16 18:10 | close | 3 | 1.00 | 1.45694 | 0.00000 | 0.00000 | 55.00 | 10161.00 |
7 | 2009.12.18 10:00 | sell | 4 | 1.00 | 1.43945 | 0.00000 | 0.00000 | ||
8 | 2009.12.18 10:05 | close | 4 | 1.00 | 1.43929 | 0.00000 | 0.00000 | 16.00 | 10177.00 |
9 | 2009.12.18 10:07 | sell | 5 | 1.00 | 1.43950 | 0.00000 | 0.00000 | ||
10 | 2009.12.18 10:10 | close | 5 | 1.00 | 1.43895 | 0.00000 | 0.00000 | 55.00 | 10232.00 |
11 | 2009.12.18 10:12 | sell | 6 | 1.00 | 1.43900 | 0.00000 | 0.00000 | ||
12 | 2009.12.18 10:15 | close | 6 | 1.00 | 1.43845 | 0.00000 | 0.00000 | 55.00 | 10287.00 |
13 | 2009.12.18 10:17 | sell | 7 | 1.00 | 1.43850 | 0.00000 | 0.00000 | ||
14 | 2009.12.18 10:20 | close | 7 | 1.00 | 1.43778 | 0.00000 | 0.00000 | 72.00 | 10359.00 |
15 | 2009.12.18 10:22 | sell | 8 | 1.00 | 1.43799 | 0.00000 | 0.00000 | ||
16 | 2009.12.18 12:45 | close | 8 | 1.00 | 1.43740 | 0.00000 | 0.00000 | 59.00 | 10418.00 |
17 | 2009.12.24 09:32 | sell | 9 | 1.00 | 1.43487 | 0.00000 | 0.00000 | ||
18 | 2009.12.29 02:20 | close | 9 | 1.00 | 1.43601 | 0.00000 | 0.00000 | -117.00 | 10301.00 |
19 | 2009.12.29 05:25 | buy | 10 | 1.00 | 1.43673 | 0.00000 | 0.00000 | ||
20 | 2009.12.29 05:40 | close | 10 | 1.00 | 1.43689 | 0.00000 | 0.00000 | 16.00 | 10317.00 |
21 | 2010.01.12 15:10 | buy | 11 | 1.00 | 1.44805 | 0.00000 | 0.00000 | ||
22 | 2010.01.12 15:15 | close | 11 | 1.00 | 1.44873 | 0.00000 | 0.00000 | 68.00 | 10385.00 |
23 | 2010.01.12 15:17 | buy | 12 | 1.00 | 1.44858 | 0.00000 | 0.00000 | ||
24 | 2010.01.12 15:20 | close | 12 | 1.00 | 1.44953 | 0.00000 | 0.00000 | 95.00 | 10480.00 |
25 | 2010.01.12 15:22 | buy | 13 | 1.00 | 1.44912 | 0.00000 | 0.00000 | ||
26 | 2010.01.12 15:25 | close | 13 | 1.00 | 1.44926 | 0.00000 | 0.00000 | 14.00 | 10494.00 |
27 | 2010.01.12 15:27 | buy | 14 | 1.00 | 1.44858 | 0.00000 | 0.00000 | ||
28 | 2010.01.12 15:27 | close | 14 | 1.00 | 1.44898 | 0.00000 | 0.00000 | 40.00 | 10534.00 |
29 | 2010.01.12 15:30 | buy | 15 | 1.00 | 1.44904 | 0.00000 | 0.00000 | ||
30 | 2010.01.12 15:35 | close | 15 | 1.00 | 1.44934 | 0.00000 | 0.00000 | 30.00 | 10564.00 |
31 | 2010.01.12 15:37 | buy | 16 | 1.00 | 1.44900 | 0.00000 | 0.00000 | ||
32 | 2010.01.12 15:40 | close | 16 | 1.00 | 1.45003 | 0.00000 | 0.00000 | 103.00 | 10667.00 |
33 | 2010.01.12 15:42 | buy | 17 | 1.00 | 1.44992 | 0.00000 | 0.00000 | ||
34 | 2010.01.12 15:45 | close | 17 | 1.00 | 1.45071 | 0.00000 | 0.00000 | 79.00 | 10746.00 |