Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2009.08.03 01:00 - 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 | 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 | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -26.30 | Gross profit | 10.00 | Gross loss | -36.30 |
| Profit factor | 0.28 | Expected payoff | -5.26 | ||
| Absolute drawdown | 43.40 | Maximal drawdown | 43.40 (0.43%) | Relative drawdown | 0.43% (43.40) |
| Total trades | 5 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 2 (40.00%) | Loss trades (% of total) | 3 (60.00%) | ||
| Largest | profit trade | 5.00 | loss trade | -12.10 | |
| Average | profit trade | 5.00 | loss trade | -12.10 | |
| Maximum | consecutive wins (profit in money) | 2 (10.00) | consecutive losses (loss in money) | 3 (-36.30) | |
| Maximal | consecutive profit (count of wins) | 10.00 (2) | consecutive loss (count of losses) | -36.30 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.10 21:20 | sell | 1 | 0.10 | 1.41297 | 1.41418 | 1.41247 | ||
| 2 | 2009.08.10 21:45 | s/l | 1 | 0.10 | 1.41418 | 1.41418 | 1.41247 | -12.10 | 9987.90 |
| 3 | 2009.08.20 18:00 | buy | 2 | 0.10 | 1.42362 | 1.42241 | 1.42412 | ||
| 4 | 2009.08.20 18:20 | s/l | 2 | 0.10 | 1.42241 | 1.42241 | 1.42412 | -12.10 | 9975.80 |
| 5 | 2009.09.02 05:02 | sell | 3 | 0.10 | 1.42057 | 1.42178 | 1.42007 | ||
| 6 | 2009.09.02 05:20 | s/l | 3 | 0.10 | 1.42178 | 1.42178 | 1.42007 | -12.10 | 9963.70 |
| 7 | 2009.09.07 16:00 | buy | 4 | 0.10 | 1.43351 | 1.43230 | 1.43401 | ||
| 8 | 2009.09.07 16:50 | t/p | 4 | 0.10 | 1.43401 | 1.43230 | 1.43401 | 5.00 | 9968.70 |
| 9 | 2009.09.25 18:00 | sell | 5 | 0.10 | 1.46809 | 1.46930 | 1.46759 | ||
| 10 | 2009.09.25 18:15 | t/p | 5 | 0.10 | 1.46759 | 1.46930 | 1.46759 | 5.00 | 9973.70 |