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 | EAName=""TrendStrengthEMA""; magic=2703; SL=0; TP=0; slippage=3; lots=0.1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 168.72 | Gross profit | 828.03 | Gross loss | -659.31 |
Profit factor | 1.26 | Expected payoff | 8.88 | ||
Absolute drawdown | 125.92 | Maximal drawdown | 540.33 (5.12%) | Relative drawdown | 5.12% (540.33) |
Total trades | 19 | Short positions (won %) | 10 (30.00%) | Long positions (won %) | 9 (22.22%) |
Profit trades (% of total) | 5 (26.32%) | Loss trades (% of total) | 14 (73.68%) | ||
Largest | profit trade | 312.90 | loss trade | -100.20 | |
Average | profit trade | 165.61 | loss trade | -47.09 | |
Maximum | consecutive wins (profit in money) | 2 (332.10) | consecutive losses (loss in money) | 9 (-415.14) | |
Maximal | consecutive profit (count of wins) | 332.10 (2) | consecutive loss (count of losses) | -415.14 (9) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 20:00 | sell | 1 | 0.10 | 1.50468 | 0.00000 | 0.00000 | ||
2 | 2009.12.03 05:00 | close | 1 | 0.10 | 1.50932 | 0.00000 | 0.00000 | -46.67 | 9953.33 |
3 | 2009.12.03 05:00 | buy | 2 | 0.10 | 1.50932 | 0.00000 | 0.00000 | ||
4 | 2009.12.04 00:00 | close | 2 | 0.10 | 1.50527 | 0.00000 | 0.00000 | -40.55 | 9912.78 |
5 | 2009.12.04 00:00 | sell | 3 | 0.10 | 1.50527 | 0.00000 | 0.00000 | ||
6 | 2009.12.11 11:00 | close | 3 | 0.10 | 1.47535 | 0.00000 | 0.00000 | 298.57 | 10211.35 |
7 | 2009.12.11 11:00 | buy | 4 | 0.10 | 1.47535 | 0.00000 | 0.00000 | ||
8 | 2009.12.11 16:00 | close | 4 | 0.10 | 1.46533 | 0.00000 | 0.00000 | -100.20 | 10111.15 |
9 | 2009.12.11 16:00 | sell | 5 | 0.10 | 1.46533 | 0.00000 | 0.00000 | ||
10 | 2009.12.23 18:00 | close | 5 | 0.10 | 1.43395 | 0.00000 | 0.00000 | 312.90 | 10424.05 |
11 | 2009.12.23 18:00 | buy | 6 | 0.10 | 1.43395 | 0.00000 | 0.00000 | ||
12 | 2009.12.29 04:00 | close | 6 | 0.10 | 1.43590 | 0.00000 | 0.00000 | 19.20 | 10443.25 |
13 | 2009.12.29 04:00 | sell | 7 | 0.10 | 1.43590 | 0.00000 | 0.00000 | ||
14 | 2009.12.29 09:00 | close | 7 | 0.10 | 1.44175 | 0.00000 | 0.00000 | -58.50 | 10384.75 |
15 | 2009.12.29 09:00 | buy | 8 | 0.10 | 1.44175 | 0.00000 | 0.00000 | ||
16 | 2009.12.29 21:00 | close | 8 | 0.10 | 1.43517 | 0.00000 | 0.00000 | -65.80 | 10318.95 |
17 | 2009.12.29 21:00 | sell | 9 | 0.10 | 1.43517 | 0.00000 | 0.00000 | ||
18 | 2009.12.31 05:00 | close | 9 | 0.10 | 1.43648 | 0.00000 | 0.00000 | -13.46 | 10305.49 |
19 | 2009.12.31 05:00 | buy | 10 | 0.10 | 1.43648 | 0.00000 | 0.00000 | ||
20 | 2010.01.04 01:00 | close | 10 | 0.10 | 1.43154 | 0.00000 | 0.00000 | -49.50 | 10255.99 |
21 | 2010.01.04 01:00 | sell | 11 | 0.10 | 1.43154 | 0.00000 | 0.00000 | ||
22 | 2010.01.04 14:00 | close | 11 | 0.10 | 1.43971 | 0.00000 | 0.00000 | -81.70 | 10174.29 |
23 | 2010.01.04 14:00 | buy | 12 | 0.10 | 1.43971 | 0.00000 | 0.00000 | ||
24 | 2010.01.05 21:00 | close | 12 | 0.10 | 1.43680 | 0.00000 | 0.00000 | -29.15 | 10145.14 |
25 | 2010.01.05 21:00 | sell | 13 | 0.10 | 1.43680 | 0.00000 | 0.00000 | ||
26 | 2010.01.06 20:00 | close | 13 | 0.10 | 1.43981 | 0.00000 | 0.00000 | -30.19 | 10114.95 |
27 | 2010.01.06 20:00 | buy | 14 | 0.10 | 1.43981 | 0.00000 | 0.00000 | ||
28 | 2010.01.07 11:00 | close | 14 | 0.10 | 1.43524 | 0.00000 | 0.00000 | -45.85 | 10069.10 |
29 | 2010.01.07 11:00 | sell | 15 | 0.10 | 1.43524 | 0.00000 | 0.00000 | ||
30 | 2010.01.08 19:00 | close | 15 | 0.10 | 1.43933 | 0.00000 | 0.00000 | -40.99 | 10028.11 |
31 | 2010.01.08 19:00 | buy | 16 | 0.10 | 1.43933 | 0.00000 | 0.00000 | ||
32 | 2010.01.13 02:00 | close | 16 | 0.10 | 1.44680 | 0.00000 | 0.00000 | 74.55 | 10102.66 |
33 | 2010.01.13 02:00 | sell | 17 | 0.10 | 1.44680 | 0.00000 | 0.00000 | ||
34 | 2010.01.13 12:00 | close | 17 | 0.10 | 1.45163 | 0.00000 | 0.00000 | -48.30 | 10054.36 |
35 | 2010.01.13 12:00 | buy | 18 | 0.10 | 1.45163 | 0.00000 | 0.00000 | ||
36 | 2010.01.14 15:00 | close | 18 | 0.10 | 1.45080 | 0.00000 | 0.00000 | -8.45 | 10045.91 |
37 | 2010.01.14 15:00 | sell | 19 | 0.10 | 1.45080 | 0.00000 | 0.00000 | ||
38 | 2010.01.15 22:57 | close at stop | 19 | 0.10 | 1.43851 | 0.00000 | 0.00000 | 122.81 | 10168.72 |