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=60; FastEMA=8; FFastEMA=7; FFFastEMA=6; SlowEMA=17; SSlowEMA=16; SSSlowEMA=15; SignalSMA=9; SSignalSMA=8; SSSignalSMA=7; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 23.70 | Gross profit | 23.70 | Gross loss | 0.00 |
Profit factor | Expected payoff | 5.92 | |||
Absolute drawdown | 80.50 | Maximal drawdown | 83.40 (0.83%) | Relative drawdown | 0.83% (83.40) |
Total trades | 4 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 4 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 6.00 | loss trade | 0.00 | |
Average | profit trade | 5.92 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 4 (23.70) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 23.70 (4) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 4 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.13 17:16 | sell | 1 | 0.10 | 1.44757 | 0.00000 | 1.44697 | ||
2 | 2010.01.14 15:20 | t/p | 1 | 0.10 | 1.44697 | 0.00000 | 1.44697 | 5.70 | 10005.70 |
3 | 2010.01.14 15:20 | sell | 2 | 0.10 | 1.44679 | 0.00000 | 1.44619 | ||
4 | 2010.01.14 17:02 | t/p | 2 | 0.10 | 1.44619 | 0.00000 | 1.44619 | 6.00 | 10011.70 |
5 | 2010.01.15 02:40 | sell | 3 | 0.10 | 1.44585 | 0.00000 | 1.44525 | ||
6 | 2010.01.15 02:45 | t/p | 3 | 0.10 | 1.44525 | 0.00000 | 1.44525 | 6.00 | 10017.70 |
7 | 2010.01.15 11:30 | sell | 4 | 0.10 | 1.43881 | 0.00000 | 1.43821 | ||
8 | 2010.01.15 12:10 | t/p | 4 | 0.10 | 1.43821 | 0.00000 | 1.43821 | 6.00 | 10023.70 |