Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.09.04 04:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.2; Slippage=10; UseStopLoss=false; StopLoss=50000; UseTakeProfit=false; TakeProfit=50000; UseTrailingStop=false; TrailingStop=30; | ||||
Bars in test | 549 | Ticks modelled | 11432 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -637.60 | Gross profit | 692.56 | Gross loss | -1330.16 |
Profit factor | 0.52 | Expected payoff | -30.36 | ||
Absolute drawdown | 699.60 | Maximal drawdown | 947.24 (9.24%) | Relative drawdown | 9.24% (947.24) |
Total trades | 21 | Short positions (won %) | 11 (9.09%) | Long positions (won %) | 10 (40.00%) |
Profit trades (% of total) | 5 (23.81%) | Loss trades (% of total) | 16 (76.19%) | ||
Largest | profit trade | 525.84 | loss trade | -200.60 | |
Average | profit trade | 138.51 | loss trade | -83.14 | |
Maximum | consecutive wins (profit in money) | 2 (117.12) | consecutive losses (loss in money) | 7 (-530.00) | |
Maximal | consecutive profit (count of wins) | 525.84 (1) | consecutive loss (count of losses) | -530.00 (7) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.04 05:00 | sell | 1 | 0.20 | 1.42442 | 0.00000 | 0.00000 | ||
2 | 2009.09.04 09:00 | close | 1 | 0.20 | 1.42880 | 0.00000 | 0.00000 | -87.60 | 9912.40 |
3 | 2009.09.04 10:00 | buy | 2 | 0.20 | 1.42722 | 0.00000 | 0.00000 | ||
4 | 2009.09.04 15:00 | close | 2 | 0.20 | 1.42181 | 0.00000 | 0.00000 | -108.20 | 9804.20 |
5 | 2009.09.04 16:00 | sell | 3 | 0.20 | 1.42065 | 0.00000 | 0.00000 | ||
6 | 2009.09.04 19:00 | close | 3 | 0.20 | 1.43068 | 0.00000 | 0.00000 | -200.60 | 9603.60 |
7 | 2009.09.04 20:00 | buy | 4 | 0.20 | 1.43110 | 0.00000 | 0.00000 | ||
8 | 2009.09.11 19:00 | close | 4 | 0.20 | 1.45742 | 0.00000 | 0.00000 | 525.84 | 10129.44 |
9 | 2009.09.11 20:00 | sell | 5 | 0.20 | 1.45737 | 0.00000 | 0.00000 | ||
10 | 2009.09.14 16:00 | close | 5 | 0.20 | 1.46220 | 0.00000 | 0.00000 | -96.80 | 10032.64 |
11 | 2009.09.14 17:00 | buy | 6 | 0.20 | 1.46309 | 0.00000 | 0.00000 | ||
12 | 2009.09.15 12:00 | close | 6 | 0.20 | 1.45891 | 0.00000 | 0.00000 | -83.68 | 9948.96 |
13 | 2009.09.15 15:00 | sell | 7 | 0.20 | 1.45788 | 0.00000 | 0.00000 | ||
14 | 2009.09.15 19:00 | close | 7 | 0.20 | 1.46371 | 0.00000 | 0.00000 | -116.60 | 9832.36 |
15 | 2009.09.15 20:00 | buy | 8 | 0.20 | 1.46805 | 0.00000 | 0.00000 | ||
16 | 2009.09.18 04:00 | close | 8 | 0.20 | 1.46982 | 0.00000 | 0.00000 | 35.00 | 9867.36 |
17 | 2009.09.18 05:00 | sell | 9 | 0.20 | 1.47020 | 0.00000 | 0.00000 | ||
18 | 2009.09.18 17:00 | close | 9 | 0.20 | 1.47189 | 0.00000 | 0.00000 | -33.80 | 9833.56 |
19 | 2009.09.18 18:00 | sell | 10 | 0.20 | 1.47021 | 0.00000 | 0.00000 | ||
20 | 2009.09.18 19:00 | close | 10 | 0.20 | 1.47243 | 0.00000 | 0.00000 | -44.40 | 9789.16 |
21 | 2009.09.18 20:00 | buy | 11 | 0.20 | 1.47141 | 0.00000 | 0.00000 | ||
22 | 2009.09.21 01:00 | close | 11 | 0.20 | 1.46999 | 0.00000 | 0.00000 | -28.48 | 9760.68 |
23 | 2009.09.21 02:00 | sell | 12 | 0.20 | 1.47019 | 0.00000 | 0.00000 | ||
24 | 2009.09.22 03:00 | close | 12 | 0.20 | 1.47013 | 0.00000 | 0.00000 | 1.00 | 9761.68 |
25 | 2009.09.22 04:00 | buy | 13 | 0.20 | 1.47076 | 0.00000 | 0.00000 | ||
26 | 2009.09.23 16:00 | close | 13 | 0.20 | 1.47657 | 0.00000 | 0.00000 | 116.12 | 9877.80 |
27 | 2009.09.23 18:00 | sell | 14 | 0.20 | 1.47503 | 0.00000 | 0.00000 | ||
28 | 2009.09.23 21:00 | close | 14 | 0.20 | 1.47976 | 0.00000 | 0.00000 | -94.60 | 9783.20 |
29 | 2009.09.23 22:00 | sell | 15 | 0.20 | 1.47418 | 0.00000 | 0.00000 | ||
30 | 2009.09.24 10:00 | close | 15 | 0.20 | 1.47633 | 0.00000 | 0.00000 | -43.60 | 9739.60 |
31 | 2009.09.24 11:00 | buy | 16 | 0.20 | 1.47588 | 0.00000 | 0.00000 | ||
32 | 2009.09.24 17:00 | close | 16 | 0.20 | 1.47068 | 0.00000 | 0.00000 | -104.00 | 9635.60 |
33 | 2009.09.24 18:00 | sell | 17 | 0.20 | 1.46948 | 0.00000 | 0.00000 | ||
34 | 2009.09.28 01:00 | close | 17 | 0.20 | 1.47038 | 0.00000 | 0.00000 | -18.40 | 9617.20 |
35 | 2009.09.28 02:00 | buy | 18 | 0.20 | 1.47089 | 0.00000 | 0.00000 | ||
36 | 2009.09.28 03:00 | close | 18 | 0.20 | 1.46441 | 0.00000 | 0.00000 | -129.60 | 9487.60 |
37 | 2009.09.28 04:00 | sell | 19 | 0.20 | 1.45852 | 0.00000 | 0.00000 | ||
38 | 2009.09.30 04:00 | close | 19 | 0.20 | 1.46240 | 0.00000 | 0.00000 | -78.00 | 9409.60 |
39 | 2009.09.30 05:00 | buy | 20 | 0.20 | 1.46308 | 0.00000 | 0.00000 | ||
40 | 2009.09.30 16:00 | close | 20 | 0.20 | 1.45999 | 0.00000 | 0.00000 | -61.80 | 9347.80 |
41 | 2009.09.30 18:00 | buy | 21 | 0.20 | 1.46292 | 0.00000 | 0.00000 | ||
42 | 2009.09.30 23:59 | close at stop | 21 | 0.20 | 1.46365 | 0.00000 | 0.00000 | 14.60 | 9362.40 |