Strategy Tester Report
up3x1_Investor_v1
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=0.2; DecreaseFactor=3; TakeProfit=20; StopLoss=50; TrailingStop=10; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -206.00 | Gross profit | 94.00 | Gross loss | -300.00 |
Profit factor | 0.31 | Expected payoff | -34.33 | ||
Absolute drawdown | 206.00 | Maximal drawdown | 246.00 (2.45%) | Relative drawdown | 2.45% (246.00) |
Total trades | 6 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
Largest | profit trade | 40.00 | loss trade | -100.00 | |
Average | profit trade | 31.33 | loss trade | -100.00 | |
Maximum | consecutive wins (profit in money) | 2 (54.00) | consecutive losses (loss in money) | 2 (-200.00) | |
Maximal | consecutive profit (count of wins) | 54.00 (2) | consecutive loss (count of losses) | -200.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 15:00 | sell | 1 | 2.00 | 1.49426 | 1.49476 | 1.49406 | ||
2 | 2009.12.04 15:02 | t/p | 1 | 2.00 | 1.49406 | 1.49476 | 1.49406 | 40.00 | 10040.00 |
3 | 2009.12.04 17:00 | sell | 2 | 2.00 | 1.48879 | 1.48929 | 1.48859 | ||
4 | 2009.12.04 17:02 | s/l | 2 | 2.00 | 1.48929 | 1.48929 | 1.48859 | -100.00 | 9940.00 |
5 | 2009.12.11 15:00 | sell | 3 | 2.00 | 1.47070 | 1.47120 | 1.47050 | ||
6 | 2009.12.11 15:10 | s/l | 3 | 2.00 | 1.47120 | 1.47120 | 1.47050 | -100.00 | 9840.00 |
7 | 2009.12.11 16:00 | sell | 4 | 0.70 | 1.46533 | 1.46583 | 1.46513 | ||
8 | 2009.12.11 16:05 | t/p | 4 | 0.70 | 1.46513 | 1.46583 | 1.46513 | 14.00 | 9854.00 |
9 | 2009.12.18 17:00 | sell | 5 | 2.00 | 1.42737 | 1.42787 | 1.42717 | ||
10 | 2009.12.18 17:02 | t/p | 5 | 2.00 | 1.42717 | 1.42787 | 1.42717 | 40.00 | 9894.00 |
11 | 2009.12.29 18:00 | sell | 6 | 2.00 | 1.43539 | 1.43589 | 1.43519 | ||
12 | 2009.12.29 18:02 | s/l | 6 | 2.00 | 1.43589 | 1.43589 | 1.43519 | -100.00 | 9794.00 |