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=80; Lots=1; TrailingStop=21; USMA=10; LSMA=8; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -4756.00 | Gross profit | 415.60 | Gross loss | -5171.60 |
| Profit factor | 0.08 | Expected payoff | -317.07 | ||
| Absolute drawdown | 6437.20 | Maximal drawdown | 6872.00 (65.86%) | Relative drawdown | 65.86% (6872.00) |
| Total trades | 15 | Short positions (won %) | 10 (100.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 14 (93.33%) | Loss trades (% of total) | 1 (6.67%) | ||
| Largest | profit trade | 80.00 | loss trade | -5171.60 | |
| Average | profit trade | 29.69 | loss trade | -5171.60 | |
| Maximum | consecutive wins (profit in money) | 14 (415.60) | consecutive losses (loss in money) | 1 (-5171.60) | |
| Maximal | consecutive profit (count of wins) | 415.60 (14) | consecutive loss (count of losses) | -5171.60 (1) | |
| Average | consecutive wins | 14 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 12:00 | sell | 1 | 1.00 | 1.50749 | 0.00000 | 1.50669 | ||
| 2 | 2009.12.01 12:15 | modify | 1 | 1.00 | 1.50749 | 1.50728 | 1.50669 | ||
| 3 | 2009.12.01 12:20 | t/p | 1 | 1.00 | 1.50669 | 1.50728 | 1.50669 | 80.00 | 10080.00 |
| 4 | 2009.12.01 12:20 | sell | 2 | 1.00 | 1.50636 | 0.00000 | 1.50556 | ||
| 5 | 2009.12.01 13:07 | modify | 2 | 1.00 | 1.50636 | 1.50630 | 1.50556 | ||
| 6 | 2009.12.01 13:10 | s/l | 2 | 1.00 | 1.50630 | 1.50630 | 1.50556 | 6.00 | 10086.00 |
| 7 | 2009.12.01 13:10 | sell | 3 | 1.00 | 1.50660 | 0.00000 | 1.50580 | ||
| 8 | 2009.12.01 13:50 | modify | 3 | 1.00 | 1.50660 | 1.50630 | 1.50580 | ||
| 9 | 2009.12.01 13:52 | s/l | 3 | 1.00 | 1.50630 | 1.50630 | 1.50580 | 30.00 | 10116.00 |
| 10 | 2009.12.01 13:52 | sell | 4 | 1.00 | 1.50621 | 0.00000 | 1.50541 | ||
| 11 | 2009.12.01 14:07 | modify | 4 | 1.00 | 1.50621 | 1.50621 | 1.50541 | ||
| 12 | 2009.12.01 14:10 | s/l | 4 | 1.00 | 1.50621 | 1.50621 | 1.50541 | 0.00 | 10116.00 |
| 13 | 2009.12.01 14:10 | sell | 5 | 1.00 | 1.50748 | 0.00000 | 1.50668 | ||
| 14 | 2009.12.02 08:20 | modify | 5 | 1.00 | 1.50748 | 1.50693 | 1.50668 | ||
| 15 | 2009.12.02 08:22 | s/l | 5 | 1.00 | 1.50693 | 1.50693 | 1.50668 | 54.60 | 10170.60 |
| 16 | 2009.12.02 21:00 | buy | 6 | 1.00 | 1.50367 | 0.00000 | 1.50447 | ||
| 17 | 2009.12.02 21:15 | modify | 6 | 1.00 | 1.50367 | 1.50387 | 1.50447 | ||
| 18 | 2009.12.02 21:20 | modify | 6 | 1.00 | 1.50367 | 1.50412 | 1.50447 | ||
| 19 | 2009.12.02 21:27 | s/l | 6 | 1.00 | 1.50412 | 1.50412 | 1.50447 | 45.00 | 10215.60 |
| 20 | 2009.12.02 21:27 | buy | 7 | 1.00 | 1.50411 | 0.00000 | 1.50491 | ||
| 21 | 2009.12.02 21:45 | modify | 7 | 1.00 | 1.50411 | 1.50418 | 1.50491 | ||
| 22 | 2009.12.02 21:50 | modify | 7 | 1.00 | 1.50411 | 1.50447 | 1.50491 | ||
| 23 | 2009.12.02 21:57 | s/l | 7 | 1.00 | 1.50447 | 1.50447 | 1.50491 | 36.00 | 10251.60 |
| 24 | 2009.12.02 21:57 | buy | 8 | 1.00 | 1.50440 | 0.00000 | 1.50520 | ||
| 25 | 2009.12.02 22:32 | modify | 8 | 1.00 | 1.50440 | 1.50441 | 1.50520 | ||
| 26 | 2009.12.02 22:37 | modify | 8 | 1.00 | 1.50440 | 1.50446 | 1.50520 | ||
| 27 | 2009.12.02 22:45 | s/l | 8 | 1.00 | 1.50446 | 1.50446 | 1.50520 | 6.00 | 10257.60 |
| 28 | 2009.12.03 04:00 | sell | 9 | 1.00 | 1.50874 | 0.00000 | 1.50794 | ||
| 29 | 2009.12.03 05:16 | modify | 9 | 1.00 | 1.50874 | 1.50870 | 1.50794 | ||
| 30 | 2009.12.03 05:26 | s/l | 9 | 1.00 | 1.50870 | 1.50870 | 1.50794 | 4.00 | 10261.60 |
| 31 | 2009.12.03 05:26 | sell | 10 | 1.00 | 1.50869 | 0.00000 | 1.50789 | ||
| 32 | 2009.12.03 06:15 | modify | 10 | 1.00 | 1.50869 | 1.50866 | 1.50789 | ||
| 33 | 2009.12.03 06:20 | modify | 10 | 1.00 | 1.50869 | 1.50842 | 1.50789 | ||
| 34 | 2009.12.03 06:27 | s/l | 10 | 1.00 | 1.50842 | 1.50842 | 1.50789 | 27.00 | 10288.60 |
| 35 | 2009.12.03 06:27 | sell | 11 | 1.00 | 1.50834 | 0.00000 | 1.50754 | ||
| 36 | 2009.12.03 06:50 | modify | 11 | 1.00 | 1.50834 | 1.50819 | 1.50754 | ||
| 37 | 2009.12.03 06:57 | s/l | 11 | 1.00 | 1.50819 | 1.50819 | 1.50754 | 15.00 | 10303.60 |
| 38 | 2009.12.03 06:57 | sell | 12 | 1.00 | 1.50816 | 0.00000 | 1.50736 | ||
| 39 | 2009.12.03 07:02 | modify | 12 | 1.00 | 1.50816 | 1.50812 | 1.50736 | ||
| 40 | 2009.12.03 07:07 | modify | 12 | 1.00 | 1.50816 | 1.50798 | 1.50736 | ||
| 41 | 2009.12.03 07:10 | s/l | 12 | 1.00 | 1.50798 | 1.50798 | 1.50736 | 18.00 | 10321.60 |
| 42 | 2009.12.03 07:10 | sell | 13 | 1.00 | 1.50836 | 0.00000 | 1.50756 | ||
| 43 | 2009.12.03 15:15 | modify | 13 | 1.00 | 1.50836 | 1.50822 | 1.50756 | ||
| 44 | 2009.12.03 15:17 | s/l | 13 | 1.00 | 1.50822 | 1.50822 | 1.50756 | 14.00 | 10335.60 |
| 45 | 2009.12.04 17:00 | buy | 14 | 1.00 | 1.48890 | 0.00000 | 1.48970 | ||
| 46 | 2009.12.04 17:02 | t/p | 14 | 1.00 | 1.48970 | 0.00000 | 1.48970 | 80.00 | 10415.60 |
| 47 | 2009.12.04 17:02 | buy | 15 | 1.00 | 1.49023 | 0.00000 | 1.49103 | ||
| 48 | 2010.01.15 22:57 | close at stop | 15 | 1.00 | 1.43843 | 0.00000 | 1.49103 | -5171.60 | 5244.00 |