Strategy Tester Report
st+L+2stor-V1_M
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=0.1; MaximumRisk=0.03; DecreaseFactor=3; Stop=10; SL=0; GammaP=0.7; StopL=0.1; ShftL=0; CCIperiod=14; TypeCCI=0; DAlpha=0; CCILevel=100; ShftA1=0; ShftA2=1; MAPeriod=120; TypeMA=0; ShftMA=0; DeltaMA=0.1; MagicNumber=20051016; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 3 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 843.30 | Gross profit | 957.00 | Gross loss | -113.70 |
| Profit factor | 8.42 | Expected payoff | 40.16 | ||
| Absolute drawdown | 208.00 | Maximal drawdown | 696.00 (6.64%) | Relative drawdown | 6.64% (696.00) |
| Total trades | 21 | Short positions (won %) | 12 (91.67%) | Long positions (won %) | 9 (100.00%) |
| Profit trades (% of total) | 20 (95.24%) | Loss trades (% of total) | 1 (4.76%) | ||
| Largest | profit trade | 106.00 | loss trade | -113.70 | |
| Average | profit trade | 47.85 | loss trade | -113.70 | |
| Maximum | consecutive wins (profit in money) | 12 (488.00) | consecutive losses (loss in money) | 1 (-113.70) | |
| Maximal | consecutive profit (count of wins) | 488.00 (12) | consecutive loss (count of losses) | -113.70 (1) | |
| Average | consecutive wins | 10 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 02:37 | buy | 1 | 1.00 | 1.50547 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.04 02:40 | close | 1 | 1.00 | 1.50576 | 0.00000 | 0.00000 | 29.00 | 10029.00 |
| 3 | 2009.12.11 07:47 | sell | 2 | 1.00 | 1.47292 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.11 07:50 | close | 2 | 1.00 | 1.47209 | 0.00000 | 0.00000 | 83.00 | 10112.00 |
| 5 | 2009.12.16 18:00 | sell | 3 | 1.00 | 1.45749 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.16 18:10 | close | 3 | 1.00 | 1.45691 | 0.00000 | 0.00000 | 58.00 | 10170.00 |
| 7 | 2009.12.18 10:00 | sell | 4 | 1.00 | 1.43945 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.18 10:05 | close | 4 | 1.00 | 1.43926 | 0.00000 | 0.00000 | 19.00 | 10189.00 |
| 9 | 2009.12.18 10:07 | sell | 5 | 1.00 | 1.43950 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.18 10:10 | close | 5 | 1.00 | 1.43892 | 0.00000 | 0.00000 | 58.00 | 10247.00 |
| 11 | 2009.12.18 10:12 | sell | 6 | 1.00 | 1.43900 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.18 10:15 | close | 6 | 1.00 | 1.43842 | 0.00000 | 0.00000 | 58.00 | 10305.00 |
| 13 | 2009.12.18 10:17 | sell | 7 | 1.00 | 1.43850 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.18 10:20 | close | 7 | 1.00 | 1.43775 | 0.00000 | 0.00000 | 75.00 | 10380.00 |
| 15 | 2009.12.18 10:22 | sell | 8 | 1.00 | 1.43799 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.18 10:37 | close | 8 | 1.00 | 1.43788 | 0.00000 | 0.00000 | 11.00 | 10391.00 |
| 17 | 2009.12.18 10:40 | sell | 9 | 1.00 | 1.43901 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.18 10:42 | close | 9 | 1.00 | 1.43886 | 0.00000 | 0.00000 | 15.00 | 10406.00 |
| 19 | 2009.12.18 10:45 | sell | 10 | 1.00 | 1.43975 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.18 10:47 | close | 10 | 1.00 | 1.43959 | 0.00000 | 0.00000 | 16.00 | 10422.00 |
| 21 | 2009.12.18 10:52 | sell | 11 | 1.00 | 1.43999 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.18 10:57 | close | 11 | 1.00 | 1.43959 | 0.00000 | 0.00000 | 40.00 | 10462.00 |
| 23 | 2009.12.18 10:59 | sell | 12 | 1.00 | 1.43990 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.18 11:10 | close | 12 | 1.00 | 1.43964 | 0.00000 | 0.00000 | 26.00 | 10488.00 |
| 25 | 2009.12.24 09:32 | sell | 13 | 1.00 | 1.43487 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.29 02:20 | close | 13 | 1.00 | 1.43598 | 0.00000 | 0.00000 | -113.70 | 10374.30 |
| 27 | 2009.12.29 05:25 | buy | 14 | 1.00 | 1.43670 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.29 05:40 | close | 14 | 1.00 | 1.43689 | 0.00000 | 0.00000 | 19.00 | 10393.30 |
| 29 | 2010.01.12 15:10 | buy | 15 | 1.00 | 1.44802 | 0.00000 | 0.00000 | ||
| 30 | 2010.01.12 15:15 | close | 15 | 1.00 | 1.44873 | 0.00000 | 0.00000 | 71.00 | 10464.30 |
| 31 | 2010.01.12 15:17 | buy | 16 | 1.00 | 1.44855 | 0.00000 | 0.00000 | ||
| 32 | 2010.01.12 15:20 | close | 16 | 1.00 | 1.44953 | 0.00000 | 0.00000 | 98.00 | 10562.30 |
| 33 | 2010.01.12 15:22 | buy | 17 | 1.00 | 1.44909 | 0.00000 | 0.00000 | ||
| 34 | 2010.01.12 15:25 | close | 17 | 1.00 | 1.44926 | 0.00000 | 0.00000 | 17.00 | 10579.30 |
| 35 | 2010.01.12 15:27 | buy | 18 | 1.00 | 1.44855 | 0.00000 | 0.00000 | ||
| 36 | 2010.01.12 15:27 | close | 18 | 1.00 | 1.44898 | 0.00000 | 0.00000 | 43.00 | 10622.30 |
| 37 | 2010.01.12 15:30 | buy | 19 | 1.00 | 1.44901 | 0.00000 | 0.00000 | ||
| 38 | 2010.01.12 15:35 | close | 19 | 1.00 | 1.44934 | 0.00000 | 0.00000 | 33.00 | 10655.30 |
| 39 | 2010.01.12 15:37 | buy | 20 | 1.00 | 1.44897 | 0.00000 | 0.00000 | ||
| 40 | 2010.01.12 15:40 | close | 20 | 1.00 | 1.45003 | 0.00000 | 0.00000 | 106.00 | 10761.30 |
| 41 | 2010.01.12 15:42 | buy | 21 | 1.00 | 1.44989 | 0.00000 | 0.00000 | ||
| 42 | 2010.01.12 15:45 | close | 21 | 1.00 | 1.45071 | 0.00000 | 0.00000 | 82.00 | 10843.30 |