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 | dblLots=0.1; nRSIperiod=2; nTrendPeriod=200; nRSIlongEntry=65; nRSIlongExit=75; nStochLongEntry=20; nStopLoss=500; nTakeProfit=0; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -227.60 | Gross profit | 122.80 | Gross loss | -350.40 |
| Profit factor | 0.35 | Expected payoff | -28.45 | ||
| Absolute drawdown | 382.00 | Maximal drawdown | 460.30 (4.57%) | Relative drawdown | 4.57% (460.30) |
| Total trades | 8 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 8 (12.50%) |
| Profit trades (% of total) | 1 (12.50%) | Loss trades (% of total) | 7 (87.50%) | ||
| Largest | profit trade | 122.80 | loss trade | -50.20 | |
| Average | profit trade | 122.80 | loss trade | -50.06 | |
| Maximum | consecutive wins (profit in money) | 1 (122.80) | consecutive losses (loss in money) | 7 (-350.40) | |
| Maximal | consecutive profit (count of wins) | 122.80 (1) | consecutive loss (count of losses) | -350.40 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 7 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.09 00:00 | buy | 1 | 0.10 | 1.47034 | 1.46534 | 0.00000 | ||
| 2 | 2009.12.11 15:45 | s/l | 1 | 0.10 | 1.46534 | 1.46534 | 0.00000 | -50.20 | 9949.80 |
| 3 | 2009.12.14 00:00 | buy | 2 | 0.10 | 1.46151 | 1.45651 | 0.00000 | ||
| 4 | 2009.12.15 09:20 | s/l | 2 | 0.10 | 1.45651 | 1.45651 | 0.00000 | -50.05 | 9899.75 |
| 5 | 2009.12.17 00:00 | buy | 3 | 0.10 | 1.45294 | 1.44794 | 0.00000 | ||
| 6 | 2009.12.17 02:46 | s/l | 3 | 0.10 | 1.44794 | 1.44794 | 0.00000 | -50.00 | 9849.75 |
| 7 | 2009.12.17 02:46 | buy | 4 | 0.10 | 1.44654 | 1.44154 | 0.00000 | ||
| 8 | 2009.12.17 04:15 | s/l | 4 | 0.10 | 1.44154 | 1.44154 | 0.00000 | -50.00 | 9799.75 |
| 9 | 2009.12.17 04:15 | buy | 5 | 0.10 | 1.44040 | 1.43540 | 0.00000 | ||
| 10 | 2009.12.17 11:20 | s/l | 5 | 0.10 | 1.43540 | 1.43540 | 0.00000 | -50.00 | 9749.75 |
| 11 | 2009.12.17 11:20 | buy | 6 | 0.10 | 1.43524 | 1.43024 | 0.00000 | ||
| 12 | 2009.12.18 16:40 | s/l | 6 | 0.10 | 1.43024 | 1.43024 | 0.00000 | -50.05 | 9699.70 |
| 13 | 2009.12.18 16:40 | buy | 7 | 0.10 | 1.42991 | 1.42491 | 0.00000 | ||
| 14 | 2009.12.22 16:45 | s/l | 7 | 0.10 | 1.42491 | 1.42491 | 0.00000 | -50.10 | 9649.60 |
| 15 | 2009.12.22 16:45 | buy | 8 | 0.10 | 1.42483 | 1.41983 | 0.00000 | ||
| 16 | 2009.12.28 00:00 | close | 8 | 0.10 | 1.43714 | 1.41983 | 0.00000 | 122.80 | 9772.40 |