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=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; map=25; mash=1; map2=5; mash2=1; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 7895.60 | Gross profit | 8476.60 | Gross loss | -581.00 |
| Profit factor | 14.59 | Expected payoff | 438.64 | ||
| Absolute drawdown | 8288.00 | Maximal drawdown | 8737.00 (52.19%) | Relative drawdown | 82.88% (8288.00) |
| Total trades | 18 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 11 (90.91%) |
| Profit trades (% of total) | 17 (94.44%) | Loss trades (% of total) | 1 (5.56%) | ||
| Largest | profit trade | 2040.00 | loss trade | -581.00 | |
| Average | profit trade | 498.62 | loss trade | -581.00 | |
| Maximum | consecutive wins (profit in money) | 16 (6436.60) | consecutive losses (loss in money) | 1 (-581.00) | |
| Maximal | consecutive profit (count of wins) | 6436.60 (16) | consecutive loss (count of losses) | -581.00 (1) | |
| Average | consecutive wins | 9 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.09 07:00 | buy | 1 | 1.00 | 1.47315 | 1.46315 | 1.48315 | ||
| 2 | 2009.12.09 07:50 | sell | 2 | 10.00 | 1.46957 | 1.47957 | 1.45957 | ||
| 3 | 2009.12.09 19:20 | close | 2 | 10.00 | 1.46753 | 1.47957 | 1.45957 | 2040.00 | 12040.00 |
| 4 | 2009.12.09 19:20 | close | 1 | 1.00 | 1.46734 | 1.46315 | 1.48315 | -581.00 | 11459.00 |
| 5 | 2009.12.11 02:00 | buy | 3 | 1.00 | 1.47336 | 1.46336 | 1.48336 | ||
| 6 | 2009.12.11 09:50 | buy | 4 | 10.00 | 1.47525 | 1.46525 | 1.48525 | ||
| 7 | 2009.12.11 10:20 | close | 4 | 10.00 | 1.47585 | 1.46525 | 1.48525 | 600.00 | 12059.00 |
| 8 | 2009.12.11 10:20 | close | 3 | 1.00 | 1.47585 | 1.46336 | 1.48336 | 249.00 | 12308.00 |
| 9 | 2009.12.14 05:00 | buy | 5 | 1.00 | 1.46266 | 1.45266 | 1.47266 | ||
| 10 | 2009.12.14 05:15 | buy | 6 | 10.00 | 1.46518 | 1.45518 | 1.47518 | ||
| 11 | 2009.12.14 05:20 | close | 6 | 10.00 | 1.46618 | 1.45518 | 1.47518 | 1000.00 | 13308.00 |
| 12 | 2009.12.14 05:20 | close | 5 | 1.00 | 1.46618 | 1.45266 | 1.47266 | 352.00 | 13660.00 |
| 13 | 2009.12.14 05:22 | buy | 7 | 1.00 | 1.46558 | 1.45558 | 1.47558 | ||
| 14 | 2009.12.14 05:45 | buy | 8 | 10.00 | 1.46735 | 1.45735 | 1.47735 | ||
| 15 | 2009.12.14 06:40 | close | 8 | 10.00 | 1.46778 | 1.45735 | 1.47735 | 430.00 | 14090.00 |
| 16 | 2009.12.14 06:40 | close | 7 | 1.00 | 1.46778 | 1.45558 | 1.47558 | 220.00 | 14310.00 |
| 17 | 2009.12.16 10:00 | buy | 9 | 1.00 | 1.45488 | 1.44488 | 1.46488 | ||
| 18 | 2009.12.16 11:20 | buy | 10 | 10.00 | 1.45701 | 1.44701 | 1.46701 | ||
| 19 | 2009.12.16 13:03 | close | 10 | 10.00 | 1.45754 | 1.44701 | 1.46701 | 530.00 | 14840.00 |
| 20 | 2009.12.16 13:03 | close | 9 | 1.00 | 1.45754 | 1.44488 | 1.46488 | 266.00 | 15106.00 |
| 21 | 2009.12.23 06:20 | buy | 11 | 1.00 | 1.42559 | 1.41559 | 1.43559 | ||
| 22 | 2009.12.23 13:45 | buy | 12 | 10.00 | 1.42777 | 1.41777 | 1.43777 | ||
| 23 | 2009.12.23 13:50 | close | 12 | 10.00 | 1.42833 | 1.41777 | 1.43777 | 560.00 | 15666.00 |
| 24 | 2009.12.23 13:50 | close | 11 | 1.00 | 1.42833 | 1.41559 | 1.43559 | 274.00 | 15940.00 |
| 25 | 2009.12.28 08:00 | sell | 13 | 1.00 | 1.43887 | 1.44887 | 1.42887 | ||
| 26 | 2009.12.29 01:13 | sell | 14 | 10.00 | 1.43710 | 1.44710 | 1.42710 | ||
| 27 | 2009.12.29 01:26 | close | 14 | 10.00 | 1.43668 | 1.44710 | 1.42710 | 420.00 | 16360.00 |
| 28 | 2009.12.29 01:26 | close | 13 | 1.00 | 1.43668 | 1.44887 | 1.42887 | 218.60 | 16578.60 |
| 29 | 2010.01.05 01:00 | sell | 15 | 1.00 | 1.44235 | 1.45235 | 1.43235 | ||
| 30 | 2010.01.05 03:16 | sell | 16 | 10.00 | 1.44055 | 1.45055 | 1.43055 | ||
| 31 | 2010.01.05 12:20 | close | 16 | 10.00 | 1.44011 | 1.45055 | 1.43055 | 440.00 | 17018.60 |
| 32 | 2010.01.05 12:20 | close | 15 | 1.00 | 1.44011 | 1.45235 | 1.43235 | 224.00 | 17242.60 |
| 33 | 2010.01.05 15:00 | sell | 17 | 1.00 | 1.44256 | 1.45256 | 1.43256 | ||
| 34 | 2010.01.05 15:20 | sell | 18 | 10.00 | 1.44054 | 1.45054 | 1.43054 | ||
| 35 | 2010.01.05 15:45 | close | 18 | 10.00 | 1.44013 | 1.45054 | 1.43054 | 410.00 | 17652.60 |
| 36 | 2010.01.05 15:45 | close | 17 | 1.00 | 1.44013 | 1.45256 | 1.43256 | 243.00 | 17895.60 |