Strategy Tester Report
SonicStoIkEA
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 | SMA_Filter_Period=200; RSI_Filter_Period=45; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 3 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -472.10 | Gross profit | 6.50 | Gross loss | -478.60 |
| Profit factor | 0.01 | Expected payoff | -236.05 | ||
| Absolute drawdown | 638.40 | Maximal drawdown | 650.10 (6.49%) | Relative drawdown | 6.49% (650.10) |
| Total trades | 2 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 6.50 | loss trade | -478.60 | |
| Average | profit trade | 6.50 | loss trade | -478.60 | |
| Maximum | consecutive wins (profit in money) | 1 (6.50) | consecutive losses (loss in money) | 1 (-478.60) | |
| Maximal | consecutive profit (count of wins) | 6.50 (1) | consecutive loss (count of losses) | -478.60 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 22:00 | sell | 1 | 0.10 | 1.50729 | 0.00000 | 1.50664 | ||
| 2 | 2009.12.03 22:35 | t/p | 1 | 0.10 | 1.50664 | 0.00000 | 1.50664 | 6.50 | 10006.50 |
| 3 | 2009.12.08 01:50 | buy | 2 | 0.10 | 1.48609 | 0.00000 | 1.48674 | ||
| 4 | 2010.01.15 22:57 | close at stop | 2 | 0.10 | 1.43843 | 0.00000 | 1.48674 | -478.60 | 9527.90 |