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 | STO="---------------- Stochs"; First_Stoch_KP=4; Stoch_HLevel=80; Stoch_LLevel=20; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Magic=0; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -757.54 | Gross profit | 496.66 | Gross loss | -1254.20 |
Profit factor | 0.40 | Expected payoff | -29.14 | ||
Absolute drawdown | 905.62 | Maximal drawdown | 953.22 (9.49%) | Relative drawdown | 9.49% (953.22) |
Total trades | 26 | Short positions (won %) | 13 (38.46%) | Long positions (won %) | 13 (15.38%) |
Profit trades (% of total) | 7 (26.92%) | Loss trades (% of total) | 19 (73.08%) | ||
Largest | profit trade | 134.08 | loss trade | -202.48 | |
Average | profit trade | 70.95 | loss trade | -66.01 | |
Maximum | consecutive wins (profit in money) | 1 (134.08) | consecutive losses (loss in money) | 9 (-500.50) | |
Maximal | consecutive profit (count of wins) | 134.08 (1) | consecutive loss (count of losses) | -500.50 (9) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | buy | 1 | 0.10 | 1.50688 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 21:00 | close | 1 | 0.10 | 1.50356 | 0.00000 | 0.00000 | -33.18 | 9966.82 |
3 | 2009.12.02 21:02 | sell | 2 | 0.10 | 1.50350 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 05:00 | close | 2 | 0.10 | 1.50935 | 0.00000 | 0.00000 | -58.62 | 9908.20 |
5 | 2009.12.03 05:03 | buy | 3 | 0.10 | 1.50904 | 0.00000 | 0.00000 | ||
6 | 2009.12.04 17:00 | close | 3 | 0.10 | 1.48879 | 0.00000 | 0.00000 | -202.48 | 9705.72 |
7 | 2009.12.04 17:02 | sell | 4 | 0.10 | 1.49012 | 0.00000 | 0.00000 | ||
8 | 2009.12.09 12:00 | close | 4 | 0.10 | 1.47670 | 0.00000 | 0.00000 | 134.08 | 9839.80 |
9 | 2009.12.09 12:02 | buy | 5 | 0.10 | 1.47666 | 0.00000 | 0.00000 | ||
10 | 2009.12.09 20:00 | close | 5 | 0.10 | 1.46801 | 0.00000 | 0.00000 | -86.50 | 9753.30 |
11 | 2009.12.09 20:02 | sell | 6 | 0.10 | 1.46818 | 0.00000 | 0.00000 | ||
12 | 2009.12.14 08:00 | close | 6 | 0.10 | 1.46649 | 0.00000 | 0.00000 | 16.70 | 9770.00 |
13 | 2009.12.14 08:02 | buy | 7 | 0.10 | 1.46579 | 0.00000 | 0.00000 | ||
14 | 2009.12.15 09:00 | close | 7 | 0.10 | 1.46097 | 0.00000 | 0.00000 | -48.18 | 9721.82 |
15 | 2009.12.15 09:02 | sell | 8 | 0.10 | 1.46058 | 0.00000 | 0.00000 | ||
16 | 2009.12.16 13:00 | close | 8 | 0.10 | 1.45698 | 0.00000 | 0.00000 | 35.96 | 9757.78 |
17 | 2009.12.16 13:03 | buy | 9 | 0.10 | 1.45765 | 0.00000 | 0.00000 | ||
18 | 2009.12.17 04:00 | close | 9 | 0.10 | 1.44311 | 0.00000 | 0.00000 | -145.34 | 9612.44 |
19 | 2009.12.17 04:02 | sell | 10 | 0.10 | 1.44277 | 0.00000 | 0.00000 | ||
20 | 2009.12.21 06:00 | close | 10 | 0.10 | 1.43507 | 0.00000 | 0.00000 | 76.92 | 9689.36 |
21 | 2009.12.21 06:02 | buy | 11 | 0.10 | 1.43512 | 0.00000 | 0.00000 | ||
22 | 2009.12.21 21:00 | close | 11 | 0.10 | 1.42881 | 0.00000 | 0.00000 | -63.10 | 9626.26 |
23 | 2009.12.21 21:02 | sell | 12 | 0.10 | 1.42896 | 0.00000 | 0.00000 | ||
24 | 2009.12.23 18:00 | close | 12 | 0.10 | 1.43398 | 0.00000 | 0.00000 | -50.28 | 9575.98 |
25 | 2009.12.23 18:02 | buy | 13 | 0.10 | 1.43361 | 0.00000 | 0.00000 | ||
26 | 2009.12.28 23:00 | close | 13 | 0.10 | 1.43787 | 0.00000 | 0.00000 | 42.70 | 9618.68 |
27 | 2009.12.28 23:02 | sell | 14 | 0.10 | 1.43789 | 0.00000 | 0.00000 | ||
28 | 2009.12.29 10:00 | close | 14 | 0.10 | 1.44347 | 0.00000 | 0.00000 | -55.84 | 9562.84 |
29 | 2009.12.29 10:02 | buy | 15 | 0.10 | 1.44348 | 0.00000 | 0.00000 | ||
30 | 2009.12.30 03:00 | close | 15 | 0.10 | 1.43166 | 0.00000 | 0.00000 | -118.18 | 9444.66 |
31 | 2009.12.30 03:02 | sell | 16 | 0.10 | 1.43167 | 0.00000 | 0.00000 | ||
32 | 2009.12.31 03:00 | close | 16 | 0.10 | 1.43699 | 0.00000 | 0.00000 | -53.32 | 9391.34 |
33 | 2009.12.31 03:02 | buy | 17 | 0.10 | 1.43654 | 0.00000 | 0.00000 | ||
34 | 2010.01.04 02:00 | close | 17 | 0.10 | 1.42886 | 0.00000 | 0.00000 | -76.76 | 9314.58 |
35 | 2010.01.04 02:03 | sell | 18 | 0.10 | 1.42807 | 0.00000 | 0.00000 | ||
36 | 2010.01.04 12:00 | close | 18 | 0.10 | 1.43757 | 0.00000 | 0.00000 | -95.00 | 9219.58 |
37 | 2010.01.04 12:02 | buy | 19 | 0.10 | 1.43794 | 0.00000 | 0.00000 | ||
38 | 2010.01.05 20:00 | close | 19 | 0.10 | 1.43620 | 0.00000 | 0.00000 | -17.38 | 9202.20 |
39 | 2010.01.05 20:02 | sell | 20 | 0.10 | 1.43608 | 0.00000 | 0.00000 | ||
40 | 2010.01.06 12:00 | close | 20 | 0.10 | 1.43763 | 0.00000 | 0.00000 | -15.54 | 9186.66 |
41 | 2010.01.06 12:02 | buy | 21 | 0.10 | 1.43780 | 0.00000 | 0.00000 | ||
42 | 2010.01.07 08:00 | close | 21 | 0.10 | 1.43678 | 0.00000 | 0.00000 | -10.14 | 9176.52 |
43 | 2010.01.07 08:02 | sell | 22 | 0.10 | 1.43575 | 0.00000 | 0.00000 | ||
44 | 2010.01.08 21:00 | close | 22 | 0.10 | 1.44158 | 0.00000 | 0.00000 | -58.34 | 9118.18 |
45 | 2010.01.08 21:02 | buy | 23 | 0.10 | 1.44084 | 0.00000 | 0.00000 | ||
46 | 2010.01.12 03:00 | close | 23 | 0.10 | 1.44897 | 0.00000 | 0.00000 | 81.34 | 9199.52 |
47 | 2010.01.12 03:02 | sell | 24 | 0.10 | 1.44889 | 0.00000 | 0.00000 | ||
48 | 2010.01.12 18:00 | close | 24 | 0.10 | 1.45217 | 0.00000 | 0.00000 | -32.80 | 9166.72 |
49 | 2010.01.12 18:02 | buy | 25 | 0.10 | 1.45245 | 0.00000 | 0.00000 | ||
50 | 2010.01.14 13:00 | close | 25 | 0.10 | 1.44912 | 0.00000 | 0.00000 | -33.22 | 9133.50 |
51 | 2010.01.14 13:02 | sell | 26 | 0.10 | 1.44944 | 0.00000 | 0.00000 | ||
52 | 2010.01.15 22:57 | close at stop | 26 | 0.10 | 1.43854 | 0.00000 | 0.00000 | 108.96 | 9242.46 |