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 | Lots=0.1; StopLoss=1000; TakeProfit=150; TrailingStop=0; ZN=1; ZM=0; per=21; d=3; depth=12; deviation=5; backstep=3; mgod=2005; porog=300; test=1; imps=30; impb=-30; k1=30; k2=60; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -40.00 | Gross profit | 60.00 | Gross loss | -100.00 |
Profit factor | 0.60 | Expected payoff | -8.00 | ||
Absolute drawdown | 40.00 | Maximal drawdown | 100.30 (1.00%) | Relative drawdown | 1.00% (100.30) |
Total trades | 5 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
Largest | profit trade | 15.00 | loss trade | -100.00 | |
Average | profit trade | 15.00 | loss trade | -100.00 | |
Maximum | consecutive wins (profit in money) | 4 (60.00) | consecutive losses (loss in money) | 1 (-100.00) | |
Maximal | consecutive profit (count of wins) | 60.00 (4) | consecutive loss (count of losses) | -100.00 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.10 07:44 | buy | 1 | 0.10 | 1.49798 | 1.48798 | 1.49948 | ||
2 | 2009.11.10 07:59 | t/p | 1 | 0.10 | 1.49948 | 1.48798 | 1.49948 | 15.00 | 10015.00 |
3 | 2009.11.19 09:14 | buy | 2 | 0.10 | 1.48683 | 1.47683 | 1.48833 | ||
4 | 2009.11.19 14:38 | t/p | 2 | 0.10 | 1.48833 | 1.47683 | 1.48833 | 15.00 | 10030.00 |
5 | 2009.11.20 14:14 | buy | 3 | 0.10 | 1.48155 | 1.47155 | 1.48305 | ||
6 | 2009.11.20 14:34 | t/p | 3 | 0.10 | 1.48305 | 1.47155 | 1.48305 | 15.00 | 10045.00 |
7 | 2009.11.23 04:59 | sell | 4 | 0.10 | 1.49369 | 1.50369 | 1.49219 | ||
8 | 2009.11.23 06:37 | t/p | 4 | 0.10 | 1.49219 | 1.50369 | 1.49219 | 15.00 | 10060.00 |
9 | 2009.11.26 14:14 | buy | 5 | 0.10 | 1.50714 | 1.49714 | 1.50864 | ||
10 | 2009.11.26 17:15 | s/l | 5 | 0.10 | 1.49714 | 1.49714 | 1.50864 | -100.00 | 9960.00 |