Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | extRperiod=48; extQualforHowLong=5; extLots=0.1; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -61.50 | Gross profit | 33.50 | Gross loss | -95.00 |
Profit factor | 0.35 | Expected payoff | -3.08 | ||
Absolute drawdown | 63.10 | Maximal drawdown | 63.10 (0.63%) | Relative drawdown | 0.63% (63.10) |
Total trades | 20 | Short positions (won %) | 10 (0.00%) | Long positions (won %) | 10 (10.00%) |
Profit trades (% of total) | 1 (5.00%) | Loss trades (% of total) | 19 (95.00%) | ||
Largest | profit trade | 33.50 | loss trade | -5.00 | |
Average | profit trade | 33.50 | loss trade | -5.00 | |
Maximum | consecutive wins (profit in money) | 1 (33.50) | consecutive losses (loss in money) | 12 (-60.00) | |
Maximal | consecutive profit (count of wins) | 33.50 (1) | consecutive loss (count of losses) | -60.00 (12) | |
Average | consecutive wins | 1 | consecutive losses | 10 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 0.10 | 1.47989 | 1.47939 | 0.00000 | ||
2 | 2009.11.03 02:04 | s/l | 1 | 0.10 | 1.47939 | 1.47939 | 0.00000 | -5.00 | 9995.00 |
3 | 2009.11.03 14:00 | sell | 2 | 0.10 | 1.46538 | 1.46588 | 0.00000 | ||
4 | 2009.11.03 14:01 | s/l | 2 | 0.10 | 1.46588 | 1.46588 | 0.00000 | -5.00 | 9990.00 |
5 | 2009.11.04 10:00 | buy | 3 | 0.10 | 1.47660 | 1.47610 | 0.00000 | ||
6 | 2009.11.04 10:01 | s/l | 3 | 0.10 | 1.47610 | 1.47610 | 0.00000 | -5.00 | 9985.00 |
7 | 2009.11.05 23:00 | buy | 4 | 0.10 | 1.48714 | 1.48664 | 0.00000 | ||
8 | 2009.11.05 23:06 | s/l | 4 | 0.10 | 1.48664 | 1.48664 | 0.00000 | -5.00 | 9980.00 |
9 | 2009.11.06 06:00 | sell | 5 | 0.10 | 1.48735 | 1.48785 | 0.00000 | ||
10 | 2009.11.06 06:21 | s/l | 5 | 0.10 | 1.48785 | 1.48785 | 0.00000 | -5.00 | 9975.00 |
11 | 2009.11.06 21:00 | sell | 6 | 0.10 | 1.48359 | 1.48409 | 0.00000 | ||
12 | 2009.11.06 21:12 | s/l | 6 | 0.10 | 1.48409 | 1.48409 | 0.00000 | -5.00 | 9970.00 |
13 | 2009.11.09 05:00 | buy | 7 | 0.10 | 1.49218 | 1.49168 | 0.00000 | ||
14 | 2009.11.09 05:00 | s/l | 7 | 0.10 | 1.49168 | 1.49168 | 0.00000 | -5.00 | 9965.00 |
15 | 2009.11.10 18:00 | sell | 8 | 0.10 | 1.49591 | 1.49641 | 0.00000 | ||
16 | 2009.11.10 18:18 | s/l | 8 | 0.10 | 1.49641 | 1.49641 | 0.00000 | -5.00 | 9960.00 |
17 | 2009.11.11 13:00 | buy | 9 | 0.10 | 1.50319 | 1.50269 | 0.00000 | ||
18 | 2009.11.11 13:03 | s/l | 9 | 0.10 | 1.50269 | 1.50269 | 0.00000 | -5.00 | 9955.00 |
19 | 2009.11.11 22:00 | sell | 10 | 0.10 | 1.49805 | 1.49855 | 0.00000 | ||
20 | 2009.11.11 22:57 | s/l | 10 | 0.10 | 1.49855 | 1.49855 | 0.00000 | -5.00 | 9950.00 |
21 | 2009.11.12 05:00 | buy | 11 | 0.10 | 1.50000 | 1.49950 | 0.00000 | ||
22 | 2009.11.12 05:27 | s/l | 11 | 0.10 | 1.49950 | 1.49950 | 0.00000 | -5.00 | 9945.00 |
23 | 2009.11.12 13:00 | sell | 12 | 0.10 | 1.49446 | 1.49496 | 0.00000 | ||
24 | 2009.11.12 13:01 | s/l | 12 | 0.10 | 1.49496 | 1.49496 | 0.00000 | -5.00 | 9940.00 |
25 | 2009.11.16 00:00 | buy | 13 | 0.10 | 1.49215 | 1.49165 | 0.00000 | ||
26 | 2009.11.16 01:00 | close | 13 | 0.10 | 1.49550 | 1.49165 | 0.00000 | 33.50 | 9973.50 |
27 | 2009.11.17 08:00 | sell | 14 | 0.10 | 1.49577 | 1.49627 | 0.00000 | ||
28 | 2009.11.17 08:17 | s/l | 14 | 0.10 | 1.49627 | 1.49627 | 0.00000 | -5.00 | 9968.50 |
29 | 2009.11.18 14:00 | buy | 15 | 0.10 | 1.49624 | 1.49574 | 0.00000 | ||
30 | 2009.11.18 14:17 | s/l | 15 | 0.10 | 1.49574 | 1.49574 | 0.00000 | -5.00 | 9963.50 |
31 | 2009.11.19 13:00 | sell | 16 | 0.10 | 1.48570 | 1.48620 | 0.00000 | ||
32 | 2009.11.19 13:36 | s/l | 16 | 0.10 | 1.48620 | 1.48620 | 0.00000 | -5.00 | 9958.50 |
33 | 2009.11.23 04:00 | buy | 17 | 0.10 | 1.49265 | 1.49215 | 0.00000 | ||
34 | 2009.11.23 04:01 | s/l | 17 | 0.10 | 1.49215 | 1.49215 | 0.00000 | -5.00 | 9953.50 |
35 | 2009.11.24 19:00 | sell | 18 | 0.10 | 1.49487 | 1.49537 | 0.00000 | ||
36 | 2009.11.24 19:00 | s/l | 18 | 0.10 | 1.49537 | 1.49537 | 0.00000 | -5.00 | 9948.50 |
37 | 2009.11.25 08:00 | buy | 19 | 0.10 | 1.50015 | 1.49965 | 0.00000 | ||
38 | 2009.11.25 08:05 | s/l | 19 | 0.10 | 1.49965 | 1.49965 | 0.00000 | -5.00 | 9943.50 |
39 | 2009.11.26 17:00 | sell | 20 | 0.10 | 1.49861 | 1.49911 | 0.00000 | ||
40 | 2009.11.26 17:01 | s/l | 20 | 0.10 | 1.49911 | 1.49911 | 0.00000 | -5.00 | 9938.50 |