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 | Lots=1; MaximumRisk=0.12; DecreaseFactor=3; StopLoss=400; JuiceLevel=0.0005; AllBars=240; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2836.68 | Gross profit | 2311.60 | Gross loss | -5148.28 |
| Profit factor | 0.45 | Expected payoff | -109.10 | ||
| Absolute drawdown | 2836.68 | Maximal drawdown | 2836.68 (28.37%) | Relative drawdown | 28.37% (2836.68) |
| Total trades | 26 | Short positions (won %) | 22 (22.73%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 7 (26.92%) | Loss trades (% of total) | 19 (73.08%) | ||
| Largest | profit trade | 697.40 | loss trade | -960.00 | |
| Average | profit trade | 330.23 | loss trade | -270.96 | |
| Maximum | consecutive wins (profit in money) | 3 (1092.60) | consecutive losses (loss in money) | 12 (-666.40) | |
| Maximal | consecutive profit (count of wins) | 1092.60 (3) | consecutive loss (count of losses) | -1599.62 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 03:20 | sell | 1 | 2.40 | 1.50015 | 1.50415 | 0.00000 | ||
| 2 | 2009.12.01 03:22 | close | 1 | 2.40 | 1.50049 | 1.50415 | 0.00000 | -81.60 | 9918.40 |
| 3 | 2009.12.01 03:25 | sell | 2 | 2.40 | 1.50029 | 1.50429 | 0.00000 | ||
| 4 | 2009.12.01 03:27 | close | 2 | 2.40 | 1.50076 | 1.50429 | 0.00000 | -112.80 | 9805.60 |
| 5 | 2009.12.01 04:20 | sell | 3 | 1.00 | 1.50032 | 1.50432 | 0.00000 | ||
| 6 | 2009.12.01 04:22 | close | 3 | 1.00 | 1.50065 | 1.50432 | 0.00000 | -33.00 | 9772.60 |
| 7 | 2009.12.01 04:25 | sell | 4 | 1.00 | 1.50046 | 1.50446 | 0.00000 | ||
| 8 | 2009.12.01 04:27 | close | 4 | 1.00 | 1.50093 | 1.50446 | 0.00000 | -47.00 | 9725.60 |
| 9 | 2009.12.01 04:32 | sell | 5 | 1.00 | 1.50038 | 1.50438 | 0.00000 | ||
| 10 | 2009.12.01 04:35 | close | 5 | 1.00 | 1.50066 | 1.50438 | 0.00000 | -28.00 | 9697.60 |
| 11 | 2009.12.01 04:37 | sell | 6 | 1.00 | 1.50017 | 1.50417 | 0.00000 | ||
| 12 | 2009.12.01 04:40 | close | 6 | 1.00 | 1.50129 | 1.50417 | 0.00000 | -112.00 | 9585.60 |
| 13 | 2009.12.01 05:02 | sell | 7 | 1.00 | 1.50041 | 1.50441 | 0.00000 | ||
| 14 | 2009.12.01 05:05 | close | 7 | 1.00 | 1.50060 | 1.50441 | 0.00000 | -19.00 | 9566.60 |
| 15 | 2009.12.01 05:07 | sell | 8 | 1.00 | 1.50027 | 1.50427 | 0.00000 | ||
| 16 | 2009.12.01 05:10 | close | 8 | 1.00 | 1.50101 | 1.50427 | 0.00000 | -74.00 | 9492.60 |
| 17 | 2009.12.01 05:12 | sell | 9 | 1.00 | 1.50082 | 1.50482 | 0.00000 | ||
| 18 | 2009.12.01 05:15 | close | 9 | 1.00 | 1.50142 | 1.50482 | 0.00000 | -60.00 | 9432.60 |
| 19 | 2009.12.01 05:45 | sell | 10 | 1.00 | 1.50077 | 1.50477 | 0.00000 | ||
| 20 | 2009.12.01 05:47 | close | 10 | 1.00 | 1.50097 | 1.50477 | 0.00000 | -20.00 | 9412.60 |
| 21 | 2009.12.01 05:50 | sell | 11 | 1.00 | 1.50024 | 1.50424 | 0.00000 | ||
| 22 | 2009.12.01 05:52 | close | 11 | 1.00 | 1.50057 | 1.50424 | 0.00000 | -33.00 | 9379.60 |
| 23 | 2009.12.01 05:55 | sell | 12 | 1.00 | 1.50037 | 1.50437 | 0.00000 | ||
| 24 | 2009.12.01 05:57 | close | 12 | 1.00 | 1.50083 | 1.50437 | 0.00000 | -46.00 | 9333.60 |
| 25 | 2009.12.04 11:20 | sell | 13 | 1.00 | 1.50600 | 1.51000 | 0.00000 | ||
| 26 | 2009.12.04 14:40 | close | 13 | 1.00 | 1.50226 | 1.51000 | 0.00000 | 374.00 | 9707.60 |
| 27 | 2009.12.10 16:20 | sell | 14 | 2.30 | 1.47058 | 1.47458 | 0.00000 | ||
| 28 | 2009.12.10 21:15 | buy | 15 | 2.00 | 1.47272 | 1.46872 | 0.00000 | ||
| 29 | 2009.12.11 09:45 | s/l | 14 | 2.30 | 1.47458 | 1.47458 | 0.00000 | -920.92 | 8786.68 |
| 30 | 2009.12.11 09:45 | close | 15 | 2.00 | 1.47465 | 1.46872 | 0.00000 | 386.40 | 9173.08 |
| 31 | 2009.12.14 15:37 | buy | 16 | 2.20 | 1.46512 | 1.46112 | 0.00000 | ||
| 32 | 2009.12.14 17:00 | close | 16 | 2.20 | 1.46516 | 1.46112 | 0.00000 | 8.80 | 9181.88 |
| 33 | 2009.12.22 12:20 | sell | 17 | 2.20 | 1.42917 | 1.43317 | 0.00000 | ||
| 34 | 2009.12.22 16:20 | close | 17 | 2.20 | 1.42600 | 1.43317 | 0.00000 | 697.40 | 9879.28 |
| 35 | 2009.12.28 08:37 | sell | 18 | 2.40 | 1.43730 | 1.44130 | 0.00000 | ||
| 36 | 2009.12.28 13:50 | s/l | 18 | 2.40 | 1.44130 | 1.44130 | 0.00000 | -960.00 | 8919.28 |
| 37 | 2009.12.30 18:15 | buy | 19 | 2.10 | 1.43460 | 1.43060 | 0.00000 | ||
| 38 | 2009.12.31 01:00 | close | 19 | 2.10 | 1.43404 | 1.43060 | 0.00000 | -116.34 | 8802.94 |
| 39 | 2010.01.05 09:45 | sell | 20 | 1.00 | 1.44123 | 1.44523 | 0.00000 | ||
| 40 | 2010.01.05 10:02 | close | 20 | 1.00 | 1.44168 | 1.44523 | 0.00000 | -45.00 | 8757.94 |
| 41 | 2010.01.05 11:02 | sell | 21 | 1.00 | 1.44209 | 1.44609 | 0.00000 | ||
| 42 | 2010.01.05 12:15 | close | 21 | 1.00 | 1.44066 | 1.44609 | 0.00000 | 143.00 | 8900.94 |
| 43 | 2010.01.06 14:02 | sell | 22 | 2.10 | 1.43446 | 1.43846 | 0.00000 | ||
| 44 | 2010.01.06 16:20 | s/l | 22 | 2.10 | 1.43846 | 1.43846 | 0.00000 | -840.00 | 8060.94 |
| 45 | 2010.01.13 17:00 | sell | 23 | 1.90 | 1.45078 | 1.45478 | 0.00000 | ||
| 46 | 2010.01.13 17:50 | close | 23 | 1.90 | 1.44724 | 1.45478 | 0.00000 | 672.60 | 8733.54 |
| 47 | 2010.01.13 17:52 | sell | 24 | 2.10 | 1.44759 | 1.45159 | 0.00000 | ||
| 48 | 2010.01.13 17:55 | close | 24 | 2.10 | 1.44745 | 1.45159 | 0.00000 | 29.40 | 8762.94 |
| 49 | 2010.01.13 17:57 | sell | 25 | 2.10 | 1.44801 | 1.45201 | 0.00000 | ||
| 50 | 2010.01.13 18:37 | s/l | 25 | 2.10 | 1.45201 | 1.45201 | 0.00000 | -840.00 | 7922.94 |
| 51 | 2010.01.14 19:45 | buy | 26 | 1.90 | 1.45162 | 1.44762 | 0.00000 | ||
| 52 | 2010.01.15 01:50 | s/l | 26 | 1.90 | 1.44762 | 1.44762 | 0.00000 | -759.62 | 7163.32 |