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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=75; TakeProfitMode=false; TakeProfit=200; TrailingStopMode=false; TrailingStop=35; RequiredStochLevelSell=false; StochSell=40; RequiredStochLevelBuy=false; StochBuy=60; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 36.30 | Gross profit | 168.62 | Gross loss | -132.32 |
| Profit factor | 1.27 | Expected payoff | 4.54 | ||
| Absolute drawdown | 35.98 | Maximal drawdown | 157.32 (1.55%) | Relative drawdown | 1.55% (157.32) |
| Total trades | 8 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 6 (75.00%) | Loss trades (% of total) | 2 (25.00%) | ||
| Largest | profit trade | 56.70 | loss trade | -74.70 | |
| Average | profit trade | 28.10 | loss trade | -66.16 | |
| Maximum | consecutive wins (profit in money) | 5 (111.92) | consecutive losses (loss in money) | 1 (-74.70) | |
| Maximal | consecutive profit (count of wins) | 111.92 (5) | consecutive loss (count of losses) | -74.70 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 23:00 | buy | 1 | 0.10 | 1.50803 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.02 10:00 | close | 1 | 0.10 | 1.50942 | 0.00000 | 0.00000 | 13.92 | 10013.92 |
| 3 | 2009.12.09 04:00 | sell | 2 | 0.10 | 1.47325 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.09 16:00 | close | 2 | 0.10 | 1.47134 | 0.00000 | 0.00000 | 19.10 | 10033.02 |
| 5 | 2009.12.16 00:00 | sell | 3 | 0.10 | 1.45367 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.16 09:00 | close | 3 | 0.10 | 1.45189 | 0.00000 | 0.00000 | 17.80 | 10050.82 |
| 7 | 2009.12.18 03:00 | sell | 4 | 0.10 | 1.43598 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.18 15:00 | close | 4 | 0.10 | 1.43178 | 0.00000 | 0.00000 | 42.00 | 10092.82 |
| 9 | 2009.12.22 03:00 | sell | 5 | 0.10 | 1.42927 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.22 14:00 | close | 5 | 0.10 | 1.42736 | 0.00000 | 0.00000 | 19.10 | 10111.92 |
| 11 | 2009.12.23 03:00 | sell | 6 | 0.10 | 1.42716 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.24 00:00 | close | 6 | 0.10 | 1.43291 | 0.00000 | 0.00000 | -57.62 | 10054.30 |
| 13 | 2009.12.30 09:00 | sell | 7 | 0.10 | 1.43547 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.30 16:00 | close | 7 | 0.10 | 1.42980 | 0.00000 | 0.00000 | 56.70 | 10111.00 |
| 15 | 2010.01.04 10:00 | sell | 8 | 0.10 | 1.43371 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.04 21:00 | close | 8 | 0.10 | 1.44118 | 0.00000 | 0.00000 | -74.70 | 10036.30 |