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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=45; TakeProfitMode=false; TakeProfit=60; TrailingStopMode=false; TrailingStop=30; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1347.50 | Gross profit | 4270.00 | Gross loss | -5617.50 |
Profit factor | 0.76 | Expected payoff | -44.92 | ||
Absolute drawdown | 2650.50 | Maximal drawdown | 3141.50 (29.94%) | Relative drawdown | 29.94% (3141.50) |
Total trades | 30 | Short positions (won %) | 24 (33.33%) | Long positions (won %) | 6 (16.67%) |
Profit trades (% of total) | 9 (30.00%) | Loss trades (% of total) | 21 (70.00%) | ||
Largest | profit trade | 1632.00 | loss trade | -1282.00 | |
Average | profit trade | 474.44 | loss trade | -267.50 | |
Maximum | consecutive wins (profit in money) | 3 (2749.00) | consecutive losses (loss in money) | 8 (-1354.00) | |
Maximal | consecutive profit (count of wins) | 2749.00 (3) | consecutive loss (count of losses) | -2695.50 (7) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | buy | 1 | 1.00 | 1.50687 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 22:00 | close | 1 | 1.00 | 1.50841 | 0.00000 | 0.00000 | 154.00 | 10154.00 |
3 | 2009.12.03 08:00 | buy | 2 | 1.00 | 1.51071 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 15:00 | close | 2 | 1.00 | 1.50890 | 0.00000 | 0.00000 | -181.00 | 9973.00 |
5 | 2009.12.04 09:00 | buy | 3 | 1.00 | 1.50854 | 0.00000 | 0.00000 | ||
6 | 2009.12.04 12:00 | close | 3 | 1.00 | 1.50605 | 0.00000 | 0.00000 | -249.00 | 9724.00 |
7 | 2009.12.04 14:00 | buy | 4 | 1.00 | 1.50708 | 0.00000 | 0.00000 | ||
8 | 2009.12.04 15:00 | close | 4 | 1.00 | 1.49426 | 0.00000 | 0.00000 | -1282.00 | 8442.00 |
9 | 2009.12.07 17:00 | buy | 5 | 1.00 | 1.48287 | 0.00000 | 0.00000 | ||
10 | 2009.12.07 21:00 | close | 5 | 1.00 | 1.48216 | 0.00000 | 0.00000 | -71.00 | 8371.00 |
11 | 2009.12.07 23:00 | buy | 6 | 1.00 | 1.48269 | 0.00000 | 0.00000 | ||
12 | 2009.12.08 09:00 | close | 6 | 1.00 | 1.47952 | 0.00000 | 0.00000 | -317.50 | 8053.50 |
13 | 2009.12.10 07:00 | sell | 7 | 1.00 | 1.47011 | 0.00000 | 0.00000 | ||
14 | 2009.12.10 12:00 | close | 7 | 1.00 | 1.47418 | 0.00000 | 0.00000 | -407.00 | 7646.50 |
15 | 2009.12.11 09:00 | sell | 8 | 1.00 | 1.47219 | 0.00000 | 0.00000 | ||
16 | 2009.12.11 10:00 | close | 8 | 1.00 | 1.47407 | 0.00000 | 0.00000 | -188.00 | 7458.50 |
17 | 2009.12.11 16:00 | sell | 9 | 1.00 | 1.46533 | 0.00000 | 0.00000 | ||
18 | 2009.12.14 03:00 | close | 9 | 1.00 | 1.46377 | 0.00000 | 0.00000 | 155.00 | 7613.50 |
19 | 2009.12.15 08:00 | sell | 10 | 1.00 | 1.46328 | 0.00000 | 0.00000 | ||
20 | 2009.12.15 22:00 | close | 10 | 1.00 | 1.45366 | 0.00000 | 0.00000 | 962.00 | 8575.50 |
21 | 2009.12.16 21:00 | sell | 11 | 1.00 | 1.45148 | 0.00000 | 0.00000 | ||
22 | 2009.12.17 21:00 | close | 11 | 1.00 | 1.43513 | 0.00000 | 0.00000 | 1632.00 | 10207.50 |
23 | 2009.12.18 15:00 | sell | 12 | 1.00 | 1.43171 | 0.00000 | 0.00000 | ||
24 | 2009.12.18 21:00 | close | 12 | 1.00 | 1.43207 | 0.00000 | 0.00000 | -36.00 | 10171.50 |
25 | 2009.12.22 17:00 | sell | 13 | 1.00 | 1.42309 | 0.00000 | 0.00000 | ||
26 | 2009.12.22 19:00 | close | 13 | 1.00 | 1.42757 | 0.00000 | 0.00000 | -448.00 | 9723.50 |
27 | 2009.12.22 21:00 | sell | 14 | 1.00 | 1.42527 | 0.00000 | 0.00000 | ||
28 | 2009.12.23 02:00 | close | 14 | 1.00 | 1.42573 | 0.00000 | 0.00000 | -47.00 | 9676.50 |
29 | 2009.12.24 06:00 | sell | 15 | 1.00 | 1.43360 | 0.00000 | 0.00000 | ||
30 | 2009.12.24 07:00 | close | 15 | 1.00 | 1.43442 | 0.00000 | 0.00000 | -82.00 | 9594.50 |
31 | 2009.12.24 17:00 | sell | 16 | 1.00 | 1.43561 | 0.00000 | 0.00000 | ||
32 | 2009.12.28 01:00 | close | 16 | 1.00 | 1.43755 | 0.00000 | 0.00000 | -196.00 | 9398.50 |
33 | 2009.12.28 02:00 | sell | 17 | 1.00 | 1.43594 | 0.00000 | 0.00000 | ||
34 | 2009.12.28 03:00 | close | 17 | 1.00 | 1.43885 | 0.00000 | 0.00000 | -291.00 | 9107.50 |
35 | 2009.12.28 06:00 | sell | 18 | 1.00 | 1.43760 | 0.00000 | 0.00000 | ||
36 | 2009.12.28 07:00 | close | 18 | 1.00 | 1.43906 | 0.00000 | 0.00000 | -146.00 | 8961.50 |
37 | 2009.12.28 09:00 | sell | 19 | 1.00 | 1.43802 | 0.00000 | 0.00000 | ||
38 | 2009.12.28 10:00 | close | 19 | 1.00 | 1.43910 | 0.00000 | 0.00000 | -108.00 | 8853.50 |
39 | 2009.12.28 16:00 | sell | 20 | 1.00 | 1.43955 | 0.00000 | 0.00000 | ||
40 | 2009.12.29 06:00 | close | 20 | 1.00 | 1.43740 | 0.00000 | 0.00000 | 214.00 | 9067.50 |
41 | 2009.12.29 18:00 | sell | 21 | 1.00 | 1.43539 | 0.00000 | 0.00000 | ||
42 | 2009.12.30 08:00 | close | 21 | 1.00 | 1.43407 | 0.00000 | 0.00000 | 131.00 | 9198.50 |
43 | 2009.12.30 16:00 | sell | 22 | 1.00 | 1.42973 | 0.00000 | 0.00000 | ||
44 | 2009.12.30 19:00 | close | 22 | 1.00 | 1.43387 | 0.00000 | 0.00000 | -414.00 | 8784.50 |
45 | 2009.12.31 16:00 | sell | 23 | 1.00 | 1.43688 | 0.00000 | 0.00000 | ||
46 | 2010.01.06 10:00 | close | 23 | 1.00 | 1.43526 | 0.00000 | 0.00000 | 158.00 | 8942.50 |
47 | 2010.01.07 07:00 | sell | 24 | 1.00 | 1.43902 | 0.00000 | 0.00000 | ||
48 | 2010.01.07 21:00 | close | 24 | 1.00 | 1.43271 | 0.00000 | 0.00000 | 631.00 | 9573.50 |
49 | 2010.01.07 23:00 | sell | 25 | 1.00 | 1.43067 | 0.00000 | 0.00000 | ||
50 | 2010.01.08 01:00 | close | 25 | 1.00 | 1.43178 | 0.00000 | 0.00000 | -112.00 | 9461.50 |
51 | 2010.01.11 19:00 | sell | 26 | 1.00 | 1.45081 | 0.00000 | 0.00000 | ||
52 | 2010.01.11 20:00 | close | 26 | 1.00 | 1.45309 | 0.00000 | 0.00000 | -228.00 | 9233.50 |
53 | 2010.01.11 21:00 | sell | 27 | 1.00 | 1.45188 | 0.00000 | 0.00000 | ||
54 | 2010.01.12 07:00 | close | 27 | 1.00 | 1.44954 | 0.00000 | 0.00000 | 233.00 | 9466.50 |
55 | 2010.01.12 10:00 | sell | 28 | 1.00 | 1.44827 | 0.00000 | 0.00000 | ||
56 | 2010.01.12 12:00 | close | 28 | 1.00 | 1.45055 | 0.00000 | 0.00000 | -228.00 | 9238.50 |
57 | 2010.01.12 13:00 | sell | 29 | 1.00 | 1.44795 | 0.00000 | 0.00000 | ||
58 | 2010.01.12 14:00 | close | 29 | 1.00 | 1.44997 | 0.00000 | 0.00000 | -202.00 | 9036.50 |
59 | 2010.01.12 15:00 | sell | 30 | 1.00 | 1.44703 | 0.00000 | 0.00000 | ||
60 | 2010.01.12 16:00 | close | 30 | 1.00 | 1.45087 | 0.00000 | 0.00000 | -384.00 | 8652.50 |