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 | mTimeFrame=3; mPeriod=9; cRisk=10; lTakeProfit=10; sTakeProfit=10; lTrailingStop=30; sTrailingStop=30; cFRI=6; cSL_P=21; ÄÎÕÎÄ_ÏÈÏÑ=2; iTF_ôðàêòàëû=30; iTF_EMA=0; Slippage=4; Lots=0.1; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -5721.45 | Gross profit | 6.60 | Gross loss | -5728.05 |
| Profit factor | 0.00 | Expected payoff | -953.57 | ||
| Absolute drawdown | 7218.15 | Maximal drawdown | 8324.55 (74.95%) | Relative drawdown | 74.95% (8324.55) |
| Total trades | 6 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 3 (0.00%) |
| Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
| Largest | profit trade | 2.20 | loss trade | -1909.35 | |
| Average | profit trade | 2.20 | loss trade | -1909.35 | |
| Maximum | consecutive wins (profit in money) | 3 (6.60) | consecutive losses (loss in money) | 3 (-5728.05) | |
| Maximal | consecutive profit (count of wins) | 6.60 (3) | consecutive loss (count of losses) | -5728.05 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 04:00 | sell | 1 | 0.10 | 1.50156 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 04:00 | buy stop | 2 | 0.30 | 1.50184 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.01 04:00 | sell | 3 | 0.10 | 1.50156 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 04:00 | buy stop | 4 | 0.30 | 1.50184 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.01 04:00 | sell | 5 | 0.10 | 1.50156 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.01 04:00 | buy stop | 6 | 0.30 | 1.50184 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.01 04:07 | buy | 2 | 0.30 | 1.50184 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.01 04:07 | buy | 4 | 0.30 | 1.50184 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.01 04:07 | buy | 6 | 0.30 | 1.50184 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.01 04:10 | close | 1 | 0.10 | 1.50134 | 0.00000 | 0.00000 | 2.20 | 10002.20 |
| 11 | 2009.12.01 04:10 | close | 3 | 0.10 | 1.50134 | 0.00000 | 0.00000 | 2.20 | 10004.40 |
| 12 | 2009.12.01 04:10 | close | 5 | 0.10 | 1.50134 | 0.00000 | 0.00000 | 2.20 | 10006.60 |
| 13 | 2010.01.15 22:57 | close at stop | 6 | 0.30 | 1.43843 | 0.00000 | 0.00000 | -1909.35 | 8097.25 |
| 14 | 2010.01.15 22:57 | close at stop | 4 | 0.30 | 1.43843 | 0.00000 | 0.00000 | -1909.35 | 6187.90 |
| 15 | 2010.01.15 22:57 | close at stop | 2 | 0.30 | 1.43843 | 0.00000 | 0.00000 | -1909.35 | 4278.55 |