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; stochShort=4; stochMed=20; stochLong=50; RequiredTimeFilter=false; hour=2; period=10; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 32.30 | Gross profit | 165.62 | Gross loss | -133.32 |
Profit factor | 1.24 | Expected payoff | 4.04 | ||
Absolute drawdown | 36.98 | Maximal drawdown | 158.32 (1.56%) | Relative drawdown | 1.56% (158.32) |
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 | 56.20 | loss trade | -75.20 | |
Average | profit trade | 27.60 | loss trade | -66.66 | |
Maximum | consecutive wins (profit in money) | 5 (109.42) | consecutive losses (loss in money) | 1 (-75.20) | |
Maximal | consecutive profit (count of wins) | 109.42 (5) | consecutive loss (count of losses) | -75.20 (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 | 1.50808 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 10:00 | close | 1 | 0.10 | 1.50942 | 0.00000 | 0.00000 | 13.42 | 10013.42 |
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 | 1.47139 | 0.00000 | 0.00000 | 18.60 | 10032.02 |
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 | 1.45194 | 0.00000 | 0.00000 | 17.30 | 10049.32 |
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 | 1.43183 | 0.00000 | 0.00000 | 41.50 | 10090.82 |
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 | 1.42741 | 0.00000 | 0.00000 | 18.60 | 10109.42 |
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 | 1.43296 | 0.00000 | 0.00000 | -58.12 | 10051.30 |
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 | 1.42985 | 0.00000 | 0.00000 | 56.20 | 10107.50 |
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 | 1.44123 | 0.00000 | 0.00000 | -75.20 | 10032.30 |