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; StopLoss=50; TralingStop=35; FirstStop=24; ten_sen=9; kij_sen=26; sen_span_b=52; mail_users="""; FreeMargin=500; MathLots=300; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10323.50 | Gross profit | 352.50 | Gross loss | -10676.00 |
Profit factor | 0.03 | Expected payoff | -2580.88 | ||
Absolute drawdown | 10323.50 | Maximal drawdown | 10628.40 (103.14%) | Relative drawdown | 103.14% (10628.40) |
Total trades | 4 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 3 (33.33%) |
Profit trades (% of total) | 2 (50.00%) | Loss trades (% of total) | 2 (50.00%) | ||
Largest | profit trade | 204.00 | loss trade | -10628.40 | |
Average | profit trade | 176.25 | loss trade | -5338.00 | |
Maximum | consecutive wins (profit in money) | 1 (204.00) | consecutive losses (loss in money) | 1 (-10628.40) | |
Maximal | consecutive profit (count of wins) | 204.00 (1) | consecutive loss (count of losses) | -10628.40 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 06:20 | sell | 1 | 3.30 | 1.49703 | 0.00000 | 1.49653 | ||
2 | 2009.12.04 14:50 | t/p | 1 | 3.30 | 1.49653 | 0.00000 | 1.49653 | 148.50 | 10148.50 |
3 | 2009.12.11 10:32 | buy | 2 | 3.40 | 1.47691 | 0.00000 | 1.47741 | ||
4 | 2009.12.11 11:37 | modify | 2 | 3.40 | 1.47691 | 1.47677 | 1.47777 | ||
5 | 2009.12.11 11:40 | s/l | 2 | 3.40 | 1.47677 | 1.47677 | 1.47777 | -47.60 | 10100.90 |
6 | 2009.12.11 11:40 | buy | 3 | 3.40 | 1.47684 | 0.00000 | 1.47734 | ||
7 | 2009.12.11 13:15 | modify | 3 | 3.40 | 1.47684 | 1.47658 | 1.47758 | ||
8 | 2009.12.11 13:17 | modify | 3 | 3.40 | 1.47684 | 1.47659 | 1.47744 | ||
9 | 2009.12.11 13:20 | t/p | 3 | 3.40 | 1.47744 | 1.47659 | 1.47744 | 204.00 | 10304.90 |
10 | 2009.12.11 13:20 | buy | 4 | 3.40 | 1.47773 | 0.00000 | 1.47823 | ||
11 | 2009.12.17 02:46 | close at stop | 4 | 3.40 | 1.44650 | 0.00000 | 1.47823 | -10628.40 | -323.50 |