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 | LotSize=0.01; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=1; UseMoneyMgmt=true; RSIsetting=12; RSI_TF=240; RSI_Overbought_Value=75; RSI_Oversold_Value=25; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 705.64 | Gross profit | 705.64 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 352.82 | |||
| Absolute drawdown | 68.50 | Maximal drawdown | 427.91 (4.04%) | Relative drawdown | 4.04% (427.91) |
| Total trades | 2 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 2 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 359.89 | loss trade | 0.00 | |
| Average | profit trade | 352.82 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 2 (705.64) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 705.64 (2) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 2 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 20:00 | buy | 1 | 0.50 | 1.50475 | 0.00000 | 1.51168 | ||
| 2 | 2009.12.03 07:00 | modify | 1 | 0.50 | 1.50475 | 1.50126 | 1.51168 | ||
| 3 | 2009.12.03 08:00 | modify | 1 | 0.50 | 1.50475 | 1.50209 | 1.51168 | ||
| 4 | 2009.12.03 08:20 | t/p | 1 | 0.50 | 1.51168 | 1.50209 | 1.51168 | 345.75 | 10345.75 |
| 5 | 2009.12.10 16:00 | sell | 2 | 0.52 | 1.47422 | 0.00000 | 1.46729 | ||
| 6 | 2009.12.11 15:26 | t/p | 2 | 0.52 | 1.46729 | 0.00000 | 1.46729 | 359.89 | 10705.64 |