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=0.1; ZZbar=3; Closebar=3; Maxord=1; Sl=0; Tp=0; magic=78977; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1.02 | Gross profit | 261.76 | Gross loss | -262.78 |
Profit factor | 1.00 | Expected payoff | -0.05 | ||
Absolute drawdown | 111.52 | Maximal drawdown | 317.60 (3.09%) | Relative drawdown | 3.09% (317.60) |
Total trades | 20 | Short positions (won %) | 10 (30.00%) | Long positions (won %) | 10 (30.00%) |
Profit trades (% of total) | 6 (30.00%) | Loss trades (% of total) | 14 (70.00%) | ||
Largest | profit trade | 82.22 | loss trade | -119.18 | |
Average | profit trade | 43.63 | loss trade | -18.77 | |
Maximum | consecutive wins (profit in money) | 3 (66.34) | consecutive losses (loss in money) | 6 (-141.52) | |
Maximal | consecutive profit (count of wins) | 82.22 (1) | consecutive loss (count of losses) | -141.52 (6) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | buy | 1 | 0.10 | 1.50688 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 12:00 | close | 1 | 0.10 | 1.51027 | 0.00000 | 0.00000 | 33.92 | 10033.92 |
3 | 2009.12.03 18:00 | sell | 2 | 0.10 | 1.50799 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 18:00 | close | 2 | 0.10 | 1.50810 | 0.00000 | 0.00000 | -1.10 | 10032.82 |
5 | 2009.12.07 01:00 | buy | 3 | 0.10 | 1.48715 | 0.00000 | 0.00000 | ||
6 | 2009.12.07 01:00 | close | 3 | 0.10 | 1.48704 | 0.00000 | 0.00000 | -1.10 | 10031.72 |
7 | 2009.12.07 14:00 | buy | 4 | 0.10 | 1.47927 | 0.00000 | 0.00000 | ||
8 | 2009.12.09 15:00 | close | 4 | 0.10 | 1.47307 | 0.00000 | 0.00000 | -61.96 | 9969.76 |
9 | 2009.12.09 23:00 | buy | 5 | 0.10 | 1.47251 | 0.00000 | 0.00000 | ||
10 | 2009.12.10 19:00 | close | 5 | 0.10 | 1.47096 | 0.00000 | 0.00000 | -15.44 | 9954.32 |
11 | 2009.12.11 17:00 | sell | 6 | 0.10 | 1.46201 | 0.00000 | 0.00000 | ||
12 | 2009.12.16 20:00 | close | 6 | 0.10 | 1.45407 | 0.00000 | 0.00000 | 79.28 | 10033.60 |
13 | 2009.12.17 22:00 | buy | 7 | 0.10 | 1.43418 | 0.00000 | 0.00000 | ||
14 | 2009.12.18 15:00 | close | 7 | 0.10 | 1.43171 | 0.00000 | 0.00000 | -24.68 | 10008.92 |
15 | 2009.12.18 21:00 | buy | 8 | 0.10 | 1.43208 | 0.00000 | 0.00000 | ||
16 | 2009.12.21 18:00 | close | 8 | 0.10 | 1.43177 | 0.00000 | 0.00000 | -3.08 | 10005.84 |
17 | 2009.12.22 03:00 | buy | 9 | 0.10 | 1.42938 | 0.00000 | 0.00000 | ||
18 | 2009.12.22 13:00 | close | 9 | 0.10 | 1.42810 | 0.00000 | 0.00000 | -12.80 | 9993.04 |
19 | 2009.12.22 21:00 | buy | 10 | 0.10 | 1.42538 | 0.00000 | 0.00000 | ||
20 | 2009.12.23 23:00 | close | 10 | 0.10 | 1.43360 | 0.00000 | 0.00000 | 82.22 | 10075.26 |
21 | 2009.12.24 17:00 | sell | 11 | 0.10 | 1.43561 | 0.00000 | 0.00000 | ||
22 | 2009.12.24 17:00 | close | 11 | 0.10 | 1.43572 | 0.00000 | 0.00000 | -1.10 | 10074.16 |
23 | 2009.12.28 19:00 | sell | 12 | 0.10 | 1.43829 | 0.00000 | 0.00000 | ||
24 | 2009.12.29 08:00 | close | 12 | 0.10 | 1.43818 | 0.00000 | 0.00000 | 1.06 | 10075.22 |
25 | 2009.12.29 17:00 | sell | 13 | 0.10 | 1.44049 | 0.00000 | 0.00000 | ||
26 | 2009.12.31 12:00 | close | 13 | 0.10 | 1.44040 | 0.00000 | 0.00000 | 0.74 | 10075.96 |
27 | 2010.01.04 06:00 | buy | 14 | 0.10 | 1.42907 | 0.00000 | 0.00000 | ||
28 | 2010.01.06 05:00 | close | 14 | 0.10 | 1.43552 | 0.00000 | 0.00000 | 64.54 | 10140.50 |
29 | 2010.01.07 06:00 | sell | 15 | 0.10 | 1.43992 | 0.00000 | 0.00000 | ||
30 | 2010.01.07 06:00 | close | 15 | 0.10 | 1.44003 | 0.00000 | 0.00000 | -1.10 | 10139.40 |
31 | 2010.01.08 14:00 | sell | 16 | 0.10 | 1.42878 | 0.00000 | 0.00000 | ||
32 | 2010.01.08 14:00 | close | 16 | 0.10 | 1.42889 | 0.00000 | 0.00000 | -1.10 | 10138.30 |
33 | 2010.01.11 08:00 | sell | 17 | 0.10 | 1.44887 | 0.00000 | 0.00000 | ||
34 | 2010.01.12 09:00 | close | 17 | 0.10 | 1.45066 | 0.00000 | 0.00000 | -17.94 | 10120.36 |
35 | 2010.01.12 21:00 | sell | 18 | 0.10 | 1.44973 | 0.00000 | 0.00000 | ||
36 | 2010.01.12 21:00 | close | 18 | 0.10 | 1.44984 | 0.00000 | 0.00000 | -1.10 | 10119.26 |
37 | 2010.01.13 18:00 | sell | 19 | 0.10 | 1.44908 | 0.00000 | 0.00000 | ||
38 | 2010.01.13 18:00 | close | 19 | 0.10 | 1.44919 | 0.00000 | 0.00000 | -1.10 | 10118.16 |
39 | 2010.01.14 21:00 | buy | 20 | 0.10 | 1.45035 | 0.00000 | 0.00000 | ||
40 | 2010.01.15 22:57 | close at stop | 20 | 0.10 | 1.43843 | 0.00000 | 0.00000 | -119.18 | 9998.98 |