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 | StartDayOfWeek=2; StartHour=2; StopDayOfWeek=5; StopHour=21; Range=50; TakeProfit=0; StopLoss=100; Lots=0.1; UseMM=false; PercentMM=20; MinLots=0.1; MinStop=11; ShiftGMT=1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -140.00 | Gross profit | 0.00 | Gross loss | -140.00 |
Profit factor | 0.00 | Expected payoff | -10.00 | ||
Absolute drawdown | 140.00 | Maximal drawdown | 148.00 (1.48%) | Relative drawdown | 1.48% (148.00) |
Total trades | 14 | Short positions (won %) | 7 (0.00%) | Long positions (won %) | 7 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 14 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -10.00 | |
Average | profit trade | 0.00 | loss trade | -10.00 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 14 (-140.00) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -140.00 (14) | |
Average | consecutive wins | 0 | consecutive losses | 14 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 03:00 | buy stop | 1 | 0.10 | 1.50215 | 1.50115 | 0.00000 | ||
2 | 2009.12.01 03:02 | sell stop | 2 | 0.10 | 1.50103 | 1.50203 | 0.00000 | ||
3 | 2009.12.01 03:15 | sell | 2 | 0.10 | 1.50103 | 1.50203 | 0.00000 | ||
4 | 2009.12.01 03:50 | s/l | 2 | 0.10 | 1.50203 | 1.50203 | 0.00000 | -10.00 | 9990.00 |
5 | 2009.12.01 04:50 | buy | 1 | 0.10 | 1.50215 | 1.50115 | 0.00000 | ||
6 | 2009.12.01 05:02 | s/l | 1 | 0.10 | 1.50115 | 1.50115 | 0.00000 | -10.00 | 9980.00 |
7 | 2009.12.08 03:00 | buy stop | 3 | 0.10 | 1.48578 | 1.48478 | 0.00000 | ||
8 | 2009.12.08 03:03 | sell stop | 4 | 0.10 | 1.48408 | 1.48508 | 0.00000 | ||
9 | 2009.12.08 03:16 | sell | 4 | 0.10 | 1.48408 | 1.48508 | 0.00000 | ||
10 | 2009.12.08 06:07 | s/l | 4 | 0.10 | 1.48508 | 1.48508 | 0.00000 | -10.00 | 9970.00 |
11 | 2009.12.08 11:15 | buy | 3 | 0.10 | 1.48578 | 1.48478 | 0.00000 | ||
12 | 2009.12.08 11:33 | s/l | 3 | 0.10 | 1.48478 | 1.48478 | 0.00000 | -10.00 | 9960.00 |
13 | 2009.12.15 03:00 | buy stop | 5 | 0.10 | 1.46579 | 1.46479 | 0.00000 | ||
14 | 2009.12.15 03:03 | sell stop | 6 | 0.10 | 1.46423 | 1.46523 | 0.00000 | ||
15 | 2009.12.15 03:16 | sell | 6 | 0.10 | 1.46423 | 1.46523 | 0.00000 | ||
16 | 2009.12.15 05:10 | s/l | 6 | 0.10 | 1.46523 | 1.46523 | 0.00000 | -10.00 | 9950.00 |
17 | 2009.12.15 05:32 | buy | 5 | 0.10 | 1.46579 | 1.46479 | 0.00000 | ||
18 | 2009.12.15 06:10 | s/l | 5 | 0.10 | 1.46479 | 1.46479 | 0.00000 | -10.00 | 9940.00 |
19 | 2009.12.22 03:00 | buy stop | 7 | 0.10 | 1.42985 | 1.42885 | 0.00000 | ||
20 | 2009.12.22 03:02 | sell stop | 8 | 0.10 | 1.42873 | 1.42973 | 0.00000 | ||
21 | 2009.12.22 03:10 | sell | 8 | 0.10 | 1.42873 | 1.42973 | 0.00000 | ||
22 | 2009.12.22 06:45 | s/l | 8 | 0.10 | 1.42973 | 1.42973 | 0.00000 | -10.00 | 9930.00 |
23 | 2009.12.22 06:50 | buy | 7 | 0.10 | 1.42985 | 1.42885 | 0.00000 | ||
24 | 2009.12.22 07:32 | s/l | 7 | 0.10 | 1.42885 | 1.42885 | 0.00000 | -10.00 | 9920.00 |
25 | 2009.12.29 03:00 | buy stop | 9 | 0.10 | 1.43702 | 1.43602 | 0.00000 | ||
26 | 2009.12.29 03:02 | sell stop | 10 | 0.10 | 1.43602 | 1.43702 | 0.00000 | ||
27 | 2009.12.29 03:20 | sell | 10 | 0.10 | 1.43602 | 1.43702 | 0.00000 | ||
28 | 2009.12.29 05:45 | s/l | 10 | 0.10 | 1.43702 | 1.43702 | 0.00000 | -10.00 | 9910.00 |
29 | 2009.12.29 05:45 | buy | 9 | 0.10 | 1.43702 | 1.43602 | 0.00000 | ||
30 | 2009.12.29 17:20 | s/l | 9 | 0.10 | 1.43602 | 1.43602 | 0.00000 | -10.00 | 9900.00 |
31 | 2010.01.05 03:00 | buy stop | 11 | 0.10 | 1.44247 | 1.44147 | 0.00000 | ||
32 | 2010.01.05 03:03 | sell stop | 12 | 0.10 | 1.44090 | 1.44190 | 0.00000 | ||
33 | 2010.01.05 03:16 | sell | 12 | 0.10 | 1.44090 | 1.44190 | 0.00000 | ||
34 | 2010.01.05 04:10 | s/l | 12 | 0.10 | 1.44190 | 1.44190 | 0.00000 | -10.00 | 9890.00 |
35 | 2010.01.05 04:20 | buy | 11 | 0.10 | 1.44247 | 1.44147 | 0.00000 | ||
36 | 2010.01.05 09:45 | s/l | 11 | 0.10 | 1.44147 | 1.44147 | 0.00000 | -10.00 | 9880.00 |
37 | 2010.01.12 03:00 | buy stop | 13 | 0.10 | 1.44955 | 1.44855 | 0.00000 | ||
38 | 2010.01.12 03:02 | sell stop | 14 | 0.10 | 1.44839 | 1.44939 | 0.00000 | ||
39 | 2010.01.12 03:10 | sell | 14 | 0.10 | 1.44839 | 1.44939 | 0.00000 | ||
40 | 2010.01.12 03:50 | s/l | 14 | 0.10 | 1.44939 | 1.44939 | 0.00000 | -10.00 | 9870.00 |
41 | 2010.01.12 03:50 | buy | 13 | 0.10 | 1.44955 | 1.44855 | 0.00000 | ||
42 | 2010.01.12 03:57 | s/l | 13 | 0.10 | 1.44855 | 1.44855 | 0.00000 | -10.00 | 9860.00 |