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Strategy Tester Report

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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		��1="-= �� PriceChannel_Stop_v6 =-"; PriceChannel_ChannelPeriod=26; PriceChannel_Risk=0.1; ��2="-= �� =-"; ��_��_��_��=20; TP=200;

Bars in test	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	-48.40	Gross profit	6.40	Gross loss	-54.80
Profit factor	0.12	Expected payoff	-1.94
Absolute drawdown	50.20	Maximal drawdown	54.30 (0.54%)	Relative drawdown	0.54% (54.30)

Total trades	25	Short positions (won %)	25 (12.00%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	3 (12.00%)	Loss trades (% of total)	22 (88.00%)
Largest		profit trade	5.10	loss trade	-6.80
Average		profit trade	2.13	loss trade	-2.49
Maximum		consecutive wins (profit in money)	1 (5.10)	consecutive losses (loss in money)	16 (-44.70)
Maximal		consecutive profit (count of wins)	5.10 (1)	consecutive loss (count of losses)	-44.70 (16)
Average		consecutive wins	1	consecutive losses	11

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 23:47	sell	1	0.10	1.50769	0.00000	0.00000
2	2009.12.02 00:00	close	1	0.10	1.50757	0.00000	0.00000	1.10	10001.10
3	2009.12.02 23:47	sell	2	0.10	1.50454	0.00000	0.00000
4	2009.12.03 00:00	close	2	0.10	1.50488	0.00000	0.00000	-3.70	9997.40
5	2009.12.03 23:47	sell	3	0.10	1.50522	0.00000	0.00000
6	2009.12.04 00:00	close	3	0.10	1.50536	0.00000	0.00000	-1.50	9995.90
7	2009.12.07 23:47	sell	4	0.10	1.48271	0.00000	0.00000
8	2009.12.08 00:00	close	4	0.10	1.48289	0.00000	0.00000	-1.90	9994.00
9	2009.12.08 23:47	sell	5	0.10	1.47026	0.00000	0.00000
10	2009.12.09 00:00	close	5	0.10	1.47039	0.00000	0.00000	-1.40	9992.60
11	2009.12.09 23:47	sell	6	0.10	1.47384	0.00000	0.00000
12	2009.12.10 00:00	close	6	0.10	1.47389	0.00000	0.00000	-0.80	9991.80
13	2009.12.10 23:47	sell	7	0.10	1.47311	0.00000	0.00000
14	2009.12.11 00:00	close	7	0.10	1.47318	0.00000	0.00000	-0.80	9991.00
15	2009.12.14 23:47	sell	8	0.10	1.46464	0.00000	0.00000
16	2009.12.15 00:00	close	8	0.10	1.46517	0.00000	0.00000	-5.40	9985.60
17	2009.12.15 23:47	sell	9	0.10	1.45371	0.00000	0.00000
18	2009.12.16 00:00	close	9	0.10	1.45376	0.00000	0.00000	-0.60	9985.00
19	2009.12.16 23:47	sell	10	0.10	1.45296	0.00000	0.00000
20	2009.12.17 00:00	close	10	0.10	1.45299	0.00000	0.00000	-0.60	9984.40
21	2009.12.17 23:47	sell	11	0.10	1.43464	0.00000	0.00000
22	2009.12.18 00:00	close	11	0.10	1.43501	0.00000	0.00000	-3.80	9980.60
23	2009.12.21 23:47	sell	12	0.10	1.42711	0.00000	0.00000
24	2009.12.22 00:00	close	12	0.10	1.42750	0.00000	0.00000	-4.00	9976.60
25	2009.12.22 23:47	sell	13	0.10	1.42475	0.00000	0.00000
26	2009.12.23 00:00	close	13	0.10	1.42542	0.00000	0.00000	-6.80	9969.80
27	2009.12.23 23:47	sell	14	0.10	1.43260	0.00000	0.00000
28	2009.12.24 00:00	close	14	0.10	1.43293	0.00000	0.00000	-3.60	9966.20
29	2009.12.28 23:47	sell	15	0.10	1.43734	0.00000	0.00000
30	2009.12.29 00:00	close	15	0.10	1.43736	0.00000	0.00000	-0.30	9965.90
31	2009.12.29 23:47	sell	16	0.10	1.43467	0.00000	0.00000
32	2009.12.30 00:00	close	16	0.10	1.43512	0.00000	0.00000	-4.60	9961.30
33	2009.12.30 23:47	sell	17	0.10	1.43330	0.00000	0.00000
34	2009.12.31 00:00	close	17	0.10	1.43376	0.00000	0.00000	-4.90	9956.40
35	2010.01.04 23:47	sell	18	0.10	1.44157	0.00000	0.00000
36	2010.01.05 00:00	close	18	0.10	1.44105	0.00000	0.00000	5.10	9961.50
37	2010.01.05 23:47	sell	19	0.10	1.43621	0.00000	0.00000
38	2010.01.06 00:00	close	19	0.10	1.43627	0.00000	0.00000	-0.70	9960.80
39	2010.01.06 23:47	sell	20	0.10	1.43970	0.00000	0.00000
40	2010.01.07 00:00	close	20	0.10	1.44008	0.00000	0.00000	-4.10	9956.70
41	2010.01.07 23:47	sell	21	0.10	1.43049	0.00000	0.00000
42	2010.01.08 00:00	close	21	0.10	1.43052	0.00000	0.00000	-0.40	9956.30
43	2010.01.11 23:47	sell	22	0.10	1.45122	0.00000	0.00000
44	2010.01.12 00:00	close	22	0.10	1.45137	0.00000	0.00000	-1.60	9954.70
45	2010.01.12 23:47	sell	23	0.10	1.44905	0.00000	0.00000
46	2010.01.13 00:00	close	23	0.10	1.44929	0.00000	0.00000	-2.50	9952.20
47	2010.01.13 23:47	sell	24	0.10	1.44994	0.00000	0.00000
48	2010.01.14 00:00	close	24	0.10	1.44999	0.00000	0.00000	-0.80	9951.40
49	2010.01.14 23:47	sell	25	0.10	1.44993	0.00000	0.00000
50	2010.01.15 00:00	close	25	0.10	1.44990	0.00000	0.00000	0.20	9951.60