Strategy Tester Report
KathyEA1-1(1)
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 | lTakeProfit=10; sTakeProfit=10; Lots=0.1; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -22.74 | Gross profit | 26.46 | Gross loss | -49.20 |
Profit factor | 0.54 | Expected payoff | -0.81 | ||
Absolute drawdown | 115.18 | Maximal drawdown | 127.09 (1.27%) | Relative drawdown | 1.27% (127.09) |
Total trades | 28 | Short positions (won %) | 28 (96.43%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 27 (96.43%) | Loss trades (% of total) | 1 (3.57%) | ||
Largest | profit trade | 1.00 | loss trade | -49.20 | |
Average | profit trade | 0.98 | loss trade | -49.20 | |
Maximum | consecutive wins (profit in money) | 27 (26.46) | consecutive losses (loss in money) | 1 (-49.20) | |
Maximal | consecutive profit (count of wins) | 26.46 (27) | consecutive loss (count of losses) | -49.20 (1) | |
Average | consecutive wins | 27 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.11 18:15 | sell | 1 | 0.10 | 1.45357 | 0.00000 | 1.45347 | ||
2 | 2010.01.11 18:20 | t/p | 1 | 0.10 | 1.45347 | 0.00000 | 1.45347 | 1.00 | 10001.00 |
3 | 2010.01.11 18:20 | sell | 2 | 0.10 | 1.45305 | 0.00000 | 1.45295 | ||
4 | 2010.01.11 18:40 | t/p | 2 | 0.10 | 1.45295 | 0.00000 | 1.45295 | 1.00 | 10002.00 |
5 | 2010.01.11 18:40 | sell | 3 | 0.10 | 1.45255 | 0.00000 | 1.45245 | ||
6 | 2010.01.11 18:45 | t/p | 3 | 0.10 | 1.45245 | 0.00000 | 1.45245 | 1.00 | 10003.00 |
7 | 2010.01.11 18:45 | sell | 4 | 0.10 | 1.45179 | 0.00000 | 1.45169 | ||
8 | 2010.01.11 18:50 | t/p | 4 | 0.10 | 1.45169 | 0.00000 | 1.45169 | 1.00 | 10004.00 |
9 | 2010.01.11 18:50 | sell | 5 | 0.10 | 1.45077 | 0.00000 | 1.45067 | ||
10 | 2010.01.11 23:20 | t/p | 5 | 0.10 | 1.45067 | 0.00000 | 1.45067 | 1.00 | 10005.00 |
11 | 2010.01.11 23:20 | sell | 6 | 0.10 | 1.45006 | 0.00000 | 1.44996 | ||
12 | 2010.01.12 01:15 | t/p | 6 | 0.10 | 1.44996 | 0.00000 | 1.44996 | 0.91 | 10005.91 |
13 | 2010.01.12 01:15 | sell | 7 | 0.10 | 1.44968 | 0.00000 | 1.44958 | ||
14 | 2010.01.12 01:20 | t/p | 7 | 0.10 | 1.44958 | 0.00000 | 1.44958 | 1.00 | 10006.91 |
15 | 2010.01.12 01:20 | sell | 8 | 0.10 | 1.44905 | 0.00000 | 1.44895 | ||
16 | 2010.01.12 01:50 | t/p | 8 | 0.10 | 1.44895 | 0.00000 | 1.44895 | 1.00 | 10007.91 |
17 | 2010.01.12 01:50 | sell | 9 | 0.10 | 1.44869 | 0.00000 | 1.44859 | ||
18 | 2010.01.12 02:02 | t/p | 9 | 0.10 | 1.44859 | 0.00000 | 1.44859 | 1.00 | 10008.91 |
19 | 2010.01.12 02:02 | sell | 10 | 0.10 | 1.44809 | 0.00000 | 1.44799 | ||
20 | 2010.01.12 03:10 | t/p | 10 | 0.10 | 1.44799 | 0.00000 | 1.44799 | 1.00 | 10009.91 |
21 | 2010.01.12 03:10 | sell | 11 | 0.10 | 1.44781 | 0.00000 | 1.44771 | ||
22 | 2010.01.12 03:15 | t/p | 11 | 0.10 | 1.44771 | 0.00000 | 1.44771 | 1.00 | 10010.91 |
23 | 2010.01.12 03:15 | sell | 12 | 0.10 | 1.44673 | 0.00000 | 1.44663 | ||
24 | 2010.01.12 03:20 | t/p | 12 | 0.10 | 1.44663 | 0.00000 | 1.44663 | 1.00 | 10011.91 |
25 | 2010.01.12 03:20 | sell | 13 | 0.10 | 1.44529 | 0.00000 | 1.44519 | ||
26 | 2010.01.14 17:02 | t/p | 13 | 0.10 | 1.44519 | 0.00000 | 1.44519 | 0.64 | 10012.55 |
27 | 2010.01.14 17:02 | sell | 14 | 0.10 | 1.44491 | 0.00000 | 1.44481 | ||
28 | 2010.01.14 17:07 | t/p | 14 | 0.10 | 1.44481 | 0.00000 | 1.44481 | 1.00 | 10013.55 |
29 | 2010.01.14 17:07 | sell | 15 | 0.10 | 1.44460 | 0.00000 | 1.44450 | ||
30 | 2010.01.15 02:50 | t/p | 15 | 0.10 | 1.44450 | 0.00000 | 1.44450 | 0.91 | 10014.46 |
31 | 2010.01.15 02:50 | sell | 16 | 0.10 | 1.44273 | 0.00000 | 1.44263 | ||
32 | 2010.01.15 03:15 | t/p | 16 | 0.10 | 1.44263 | 0.00000 | 1.44263 | 1.00 | 10015.46 |
33 | 2010.01.15 03:15 | sell | 17 | 0.10 | 1.44222 | 0.00000 | 1.44212 | ||
34 | 2010.01.15 03:20 | t/p | 17 | 0.10 | 1.44212 | 0.00000 | 1.44212 | 1.00 | 10016.46 |
35 | 2010.01.15 03:20 | sell | 18 | 0.10 | 1.44098 | 0.00000 | 1.44088 | ||
36 | 2010.01.15 05:46 | t/p | 18 | 0.10 | 1.44088 | 0.00000 | 1.44088 | 1.00 | 10017.46 |
37 | 2010.01.15 05:46 | sell | 19 | 0.10 | 1.44059 | 0.00000 | 1.44049 | ||
38 | 2010.01.15 09:10 | t/p | 19 | 0.10 | 1.44049 | 0.00000 | 1.44049 | 1.00 | 10018.46 |
39 | 2010.01.15 09:17 | sell | 20 | 0.10 | 1.43938 | 0.00000 | 1.43928 | ||
40 | 2010.01.15 09:20 | t/p | 20 | 0.10 | 1.43928 | 0.00000 | 1.43928 | 1.00 | 10019.46 |
41 | 2010.01.15 09:20 | sell | 21 | 0.10 | 1.43779 | 0.00000 | 1.43769 | ||
42 | 2010.01.15 12:15 | t/p | 21 | 0.10 | 1.43769 | 0.00000 | 1.43769 | 1.00 | 10020.46 |
43 | 2010.01.15 12:15 | sell | 22 | 0.10 | 1.43758 | 0.00000 | 1.43748 | ||
44 | 2010.01.15 12:20 | t/p | 22 | 0.10 | 1.43748 | 0.00000 | 1.43748 | 1.00 | 10021.46 |
45 | 2010.01.15 12:20 | sell | 23 | 0.10 | 1.43689 | 0.00000 | 1.43679 | ||
46 | 2010.01.15 14:32 | t/p | 23 | 0.10 | 1.43679 | 0.00000 | 1.43679 | 1.00 | 10022.46 |
47 | 2010.01.15 14:32 | sell | 24 | 0.10 | 1.43613 | 0.00000 | 1.43603 | ||
48 | 2010.01.15 14:37 | t/p | 24 | 0.10 | 1.43603 | 0.00000 | 1.43603 | 1.00 | 10023.46 |
49 | 2010.01.15 14:37 | sell | 25 | 0.10 | 1.43589 | 0.00000 | 1.43579 | ||
50 | 2010.01.15 16:50 | t/p | 25 | 0.10 | 1.43579 | 0.00000 | 1.43579 | 1.00 | 10024.46 |
51 | 2010.01.15 16:50 | sell | 26 | 0.10 | 1.43559 | 0.00000 | 1.43549 | ||
52 | 2010.01.15 20:45 | t/p | 26 | 0.10 | 1.43549 | 0.00000 | 1.43549 | 1.00 | 10025.46 |
53 | 2010.01.15 20:45 | sell | 27 | 0.10 | 1.43478 | 0.00000 | 1.43468 | ||
54 | 2010.01.15 20:50 | t/p | 27 | 0.10 | 1.43468 | 0.00000 | 1.43468 | 1.00 | 10026.46 |
55 | 2010.01.15 20:50 | sell | 28 | 0.10 | 1.43362 | 0.00000 | 1.43352 | ||
56 | 2010.01.15 22:57 | close at stop | 28 | 0.10 | 1.43854 | 0.00000 | 1.43352 | -49.20 | 9977.26 |