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=0.01; StopLoss=0; TakeProfit=40; TrailingStop=0; Slippage=2; MATrendPeriod=60; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3.08 | Gross profit | 0.84 | Gross loss | -3.92 |
Profit factor | 0.21 | Expected payoff | -0.19 | ||
Absolute drawdown | 3.08 | Maximal drawdown | 3.50 (0.03%) | Relative drawdown | 0.03% (3.50) |
Total trades | 16 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 16 (12.50%) |
Profit trades (% of total) | 2 (12.50%) | Loss trades (% of total) | 14 (87.50%) | ||
Largest | profit trade | 0.42 | loss trade | -0.28 | |
Average | profit trade | 0.42 | loss trade | -0.28 | |
Maximum | consecutive wins (profit in money) | 1 (0.42) | consecutive losses (loss in money) | 8 (-2.24) | |
Maximal | consecutive profit (count of wins) | 0.42 (1) | consecutive loss (count of losses) | -2.24 (8) | |
Average | consecutive wins | 1 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.03 17:02 | buy | 1 | 0.01 | 1.50888 | 1.50860 | 1.50930 | ||
2 | 2009.12.03 17:10 | t/p | 1 | 0.01 | 1.50930 | 1.50860 | 1.50930 | 0.42 | 10000.42 |
3 | 2009.12.28 23:32 | buy | 2 | 0.01 | 1.43758 | 1.43730 | 1.43800 | ||
4 | 2009.12.28 23:50 | s/l | 2 | 0.01 | 1.43730 | 1.43730 | 1.43800 | -0.28 | 10000.14 |
5 | 2009.12.29 03:42 | buy | 3 | 0.01 | 1.43618 | 1.43590 | 1.43660 | ||
6 | 2009.12.29 03:45 | s/l | 3 | 0.01 | 1.43590 | 1.43590 | 1.43660 | -0.28 | 9999.86 |
7 | 2009.12.29 03:59 | buy | 4 | 0.01 | 1.43598 | 1.43570 | 1.43640 | ||
8 | 2009.12.29 04:15 | s/l | 4 | 0.01 | 1.43570 | 1.43570 | 1.43640 | -0.28 | 9999.58 |
9 | 2010.01.04 23:25 | buy | 5 | 0.01 | 1.44208 | 1.44180 | 1.44250 | ||
10 | 2010.01.04 23:27 | s/l | 5 | 0.01 | 1.44180 | 1.44180 | 1.44250 | -0.28 | 9999.30 |
11 | 2010.01.04 23:32 | buy | 6 | 0.01 | 1.44218 | 1.44190 | 1.44260 | ||
12 | 2010.01.04 23:40 | s/l | 6 | 0.01 | 1.44190 | 1.44190 | 1.44260 | -0.28 | 9999.02 |
13 | 2010.01.11 15:06 | buy | 7 | 0.01 | 1.45218 | 1.45190 | 1.45260 | ||
14 | 2010.01.11 15:10 | s/l | 7 | 0.01 | 1.45190 | 1.45190 | 1.45260 | -0.28 | 9998.74 |
15 | 2010.01.11 15:32 | buy | 8 | 0.01 | 1.45008 | 1.44980 | 1.45050 | ||
16 | 2010.01.11 15:40 | t/p | 8 | 0.01 | 1.45050 | 1.44980 | 1.45050 | 0.42 | 9999.16 |
17 | 2010.01.11 20:07 | buy | 9 | 0.01 | 1.45428 | 1.45400 | 1.45470 | ||
18 | 2010.01.11 20:10 | s/l | 9 | 0.01 | 1.45400 | 1.45400 | 1.45470 | -0.28 | 9998.88 |
19 | 2010.01.12 00:20 | buy | 10 | 0.01 | 1.45188 | 1.45160 | 1.45230 | ||
20 | 2010.01.12 00:27 | s/l | 10 | 0.01 | 1.45160 | 1.45160 | 1.45230 | -0.28 | 9998.60 |
21 | 2010.01.12 00:37 | buy | 11 | 0.01 | 1.45188 | 1.45160 | 1.45230 | ||
22 | 2010.01.12 00:40 | s/l | 11 | 0.01 | 1.45160 | 1.45160 | 1.45230 | -0.28 | 9998.32 |
23 | 2010.01.12 11:52 | buy | 12 | 0.01 | 1.45048 | 1.45020 | 1.45090 | ||
24 | 2010.01.12 12:02 | s/l | 12 | 0.01 | 1.45020 | 1.45020 | 1.45090 | -0.28 | 9998.04 |
25 | 2010.01.13 00:40 | buy | 13 | 0.01 | 1.44828 | 1.44800 | 1.44870 | ||
26 | 2010.01.13 00:45 | s/l | 13 | 0.01 | 1.44800 | 1.44800 | 1.44870 | -0.28 | 9997.76 |
27 | 2010.01.13 00:45 | buy | 14 | 0.01 | 1.44788 | 1.44760 | 1.44830 | ||
28 | 2010.01.13 00:50 | s/l | 14 | 0.01 | 1.44760 | 1.44760 | 1.44830 | -0.28 | 9997.48 |
29 | 2010.01.13 00:57 | buy | 15 | 0.01 | 1.44788 | 1.44760 | 1.44830 | ||
30 | 2010.01.13 00:59 | s/l | 15 | 0.01 | 1.44760 | 1.44760 | 1.44830 | -0.28 | 9997.20 |
31 | 2010.01.13 03:40 | buy | 16 | 0.01 | 1.44818 | 1.44790 | 1.44860 | ||
32 | 2010.01.13 03:45 | s/l | 16 | 0.01 | 1.44790 | 1.44790 | 1.44860 | -0.28 | 9996.92 |