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; MAGIC=55; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 30.00 | Gross profit | 40.20 | Gross loss | -10.20 |
Profit factor | 3.94 | Expected payoff | 3.33 | ||
Absolute drawdown | 192.04 | Maximal drawdown | 202.04 (2.02%) | Relative drawdown | 2.02% (202.04) |
Total trades | 9 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 7 (85.71%) |
Profit trades (% of total) | 8 (88.89%) | Loss trades (% of total) | 1 (11.11%) | ||
Largest | profit trade | 5.20 | loss trade | -10.20 | |
Average | profit trade | 5.03 | loss trade | -10.20 | |
Maximum | consecutive wins (profit in money) | 8 (40.20) | consecutive losses (loss in money) | 1 (-10.20) | |
Maximal | consecutive profit (count of wins) | 40.20 (8) | consecutive loss (count of losses) | -10.20 (1) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 18:00 | sell | 1 | 0.10 | 1.50984 | 0.00000 | 1.50934 | ||
2 | 2009.12.01 20:50 | t/p | 1 | 0.10 | 1.50934 | 0.00000 | 1.50934 | 5.00 | 10005.00 |
3 | 2009.12.15 14:45 | buy | 2 | 0.10 | 1.45421 | 0.00000 | 1.45471 | ||
4 | 2009.12.15 14:50 | t/p | 2 | 0.10 | 1.45471 | 0.00000 | 1.45471 | 5.00 | 10010.00 |
5 | 2009.12.17 08:02 | buy | 3 | 0.10 | 1.44188 | 0.00000 | 1.44238 | ||
6 | 2009.12.29 09:15 | t/p | 3 | 0.10 | 1.44238 | 0.00000 | 1.44238 | 5.20 | 10015.20 |
7 | 2009.12.30 05:37 | buy | 4 | 0.10 | 1.43242 | 0.00000 | 1.43292 | ||
8 | 2009.12.30 06:32 | t/p | 4 | 0.10 | 1.43292 | 0.00000 | 1.43292 | 5.00 | 10020.20 |
9 | 2010.01.04 09:20 | buy | 5 | 0.10 | 1.43009 | 0.00000 | 1.43059 | ||
10 | 2010.01.04 09:27 | t/p | 5 | 0.10 | 1.43059 | 0.00000 | 1.43059 | 5.00 | 10025.20 |
11 | 2010.01.04 17:20 | sell | 6 | 0.10 | 1.44197 | 0.00000 | 1.44147 | ||
12 | 2010.01.04 18:20 | t/p | 6 | 0.10 | 1.44147 | 0.00000 | 1.44147 | 5.00 | 10030.20 |
13 | 2010.01.14 19:00 | buy | 7 | 0.10 | 1.44941 | 0.00000 | 1.44991 | ||
14 | 2010.01.14 19:15 | t/p | 7 | 0.10 | 1.44991 | 0.00000 | 1.44991 | 5.00 | 10035.20 |
15 | 2010.01.15 10:27 | buy | 8 | 0.10 | 1.44126 | 0.00000 | 1.44176 | ||
16 | 2010.01.15 10:32 | t/p | 8 | 0.10 | 1.44176 | 0.00000 | 1.44176 | 5.00 | 10040.20 |
17 | 2010.01.15 15:25 | buy | 9 | 0.10 | 1.43945 | 0.00000 | 1.43995 | ||
18 | 2010.01.15 22:57 | close at stop | 9 | 0.10 | 1.43843 | 0.00000 | 1.43995 | -10.20 | 10030.00 |