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 | smallma=50; bigma=200; MinutesBetweenOrders=120; MAperiod=50; StopLoss=97; TakeProfit=50; TrailingStop=0; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""MA"; Slippage=5; UseSound=false; NameFileSound=""alert.wav""; Lots=0.1; | ||||
| Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
| Mismatched charts errors | 378 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -23.90 | Gross profit | 10.00 | Gross loss | -33.90 |
| Profit factor | 0.29 | Expected payoff | -4.78 | ||
| Absolute drawdown | 23.90 | Maximal drawdown | 28.90 (0.29%) | Relative drawdown | 0.29% (28.90) |
| Total trades | 5 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 2 (40.00%) | Loss trades (% of total) | 3 (60.00%) | ||
| Largest | profit trade | 5.00 | loss trade | -11.30 | |
| Average | profit trade | 5.00 | loss trade | -11.30 | |
| Maximum | consecutive wins (profit in money) | 1 (5.00) | consecutive losses (loss in money) | 2 (-22.60) | |
| Maximal | consecutive profit (count of wins) | 5.00 (1) | consecutive loss (count of losses) | -22.60 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.05 21:00 | buy | 1 | 0.10 | 1.48696 | 1.48583 | 1.48746 | ||
| 2 | 2009.11.05 21:18 | t/p | 1 | 0.10 | 1.48746 | 1.48583 | 1.48746 | 5.00 | 10005.00 |
| 3 | 2009.11.16 08:00 | sell | 2 | 0.10 | 1.49680 | 1.49793 | 1.49630 | ||
| 4 | 2009.11.16 08:19 | s/l | 2 | 0.10 | 1.49793 | 1.49793 | 1.49630 | -11.30 | 9993.70 |
| 5 | 2009.11.17 06:00 | buy | 3 | 0.10 | 1.49687 | 1.49574 | 1.49737 | ||
| 6 | 2009.11.17 06:36 | s/l | 3 | 0.10 | 1.49574 | 1.49574 | 1.49737 | -11.30 | 9982.40 |
| 7 | 2009.11.18 04:26 | sell | 4 | 0.10 | 1.48786 | 1.48899 | 1.48736 | ||
| 8 | 2009.11.18 04:37 | t/p | 4 | 0.10 | 1.48736 | 1.48899 | 1.48736 | 5.00 | 9987.40 |
| 9 | 2009.11.24 07:00 | buy | 5 | 0.10 | 1.49369 | 1.49256 | 1.49419 | ||
| 10 | 2009.11.24 07:34 | s/l | 5 | 0.10 | 1.49256 | 1.49256 | 1.49419 | -11.30 | 9976.10 |