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 | Broker="Alpari"; UseMM=true; LotsIfNoMM=1; MMRiskFactor=0.2; Spread=4; Start=9; EOD=17; NLookbackBars=4; NPips=10; NStopLoss=45; NBreakEven=15; NTakeProfit=0; NRangeMax=43; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -22.80 | Gross profit | 4.00 | Gross loss | -26.80 |
| Profit factor | 0.15 | Expected payoff | -5.70 | ||
| Absolute drawdown | 24.80 | Maximal drawdown | 226.40 (2.22%) | Relative drawdown | 2.22% (226.40) |
| Total trades | 4 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 2 (50.00%) | Loss trades (% of total) | 2 (50.00%) | ||
| Largest | profit trade | 2.00 | loss trade | -14.40 | |
| Average | profit trade | 2.00 | loss trade | -13.40 | |
| Maximum | consecutive wins (profit in money) | 1 (2.00) | consecutive losses (loss in money) | 1 (-14.40) | |
| Maximal | consecutive profit (count of wins) | 2.00 (1) | consecutive loss (count of losses) | -14.40 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 13:30 | sell stop | 1 | 0.40 | 1.51178 | 1.51214 | 0.00000 | ||
| 2 | 2009.12.03 13:37 | sell | 1 | 0.40 | 1.51178 | 1.51214 | 0.00000 | ||
| 3 | 2009.12.03 13:40 | s/l | 1 | 0.40 | 1.51214 | 1.51214 | 0.00000 | -14.40 | 9985.60 |
| 4 | 2009.12.03 13:40 | sell stop | 2 | 0.40 | 1.51178 | 1.51214 | 0.00000 | ||
| 5 | 2009.12.03 14:20 | sell | 2 | 0.40 | 1.51178 | 1.51214 | 0.00000 | ||
| 6 | 2009.12.03 14:20 | modify | 2 | 0.40 | 1.51178 | 1.51173 | 0.00000 | ||
| 7 | 2009.12.03 14:22 | s/l | 2 | 0.40 | 1.51173 | 1.51173 | 0.00000 | 2.00 | 9987.60 |
| 8 | 2009.12.08 12:30 | buy stop | 3 | 0.40 | 1.48302 | 1.48274 | 0.00000 | ||
| 9 | 2009.12.08 16:59 | delete | 3 | 0.40 | 1.48302 | 1.48274 | 0.00000 | ||
| 10 | 2009.12.21 12:30 | sell stop | 4 | 0.40 | 1.43206 | 1.43237 | 0.00000 | ||
| 11 | 2009.12.21 16:26 | sell | 4 | 0.40 | 1.43206 | 1.43237 | 0.00000 | ||
| 12 | 2009.12.21 16:50 | s/l | 4 | 0.40 | 1.43237 | 1.43237 | 0.00000 | -12.40 | 9975.20 |
| 13 | 2009.12.24 09:30 | buy stop | 5 | 0.40 | 1.43603 | 1.43578 | 0.00000 | ||
| 14 | 2009.12.24 10:10 | buy | 5 | 0.40 | 1.43603 | 1.43578 | 0.00000 | ||
| 15 | 2009.12.24 10:10 | modify | 5 | 0.40 | 1.43603 | 1.43608 | 0.00000 | ||
| 16 | 2009.12.24 15:50 | s/l | 5 | 0.40 | 1.43608 | 1.43608 | 0.00000 | 2.00 | 9977.20 |