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 | TakeProfit=50; Lots=1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; OpenTimeStart=1530; OpenTimeEnd=1730; CloseTime=2300; mytime=-1; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 748.80 | Gross profit | 748.80 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 49.92 | |||
| Absolute drawdown | 1911.60 | Maximal drawdown | 2462.60 (23.34%) | Relative drawdown | 23.34% (2462.60) |
| Total trades | 15 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 11 (100.00%) |
| Profit trades (% of total) | 15 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 50.00 | loss trade | 0.00 | |
| Average | profit trade | 49.92 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 15 (748.80) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 748.80 (15) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 15 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.18 17:15 | buy | 1 | 1.00 | 1.41229 | 0.00000 | 1.41279 | ||
| 2 | 2009.08.18 17:20 | buy | 2 | 1.00 | 1.41291 | 0.00000 | 1.41341 | ||
| 3 | 2009.08.18 17:40 | t/p | 1 | 1.00 | 1.41279 | 0.00000 | 1.41279 | 50.00 | 10050.00 |
| 4 | 2009.08.18 17:40 | buy | 3 | 1.00 | 1.41309 | 0.00000 | 1.41359 | ||
| 5 | 2009.08.18 17:50 | t/p | 2 | 1.00 | 1.41341 | 0.00000 | 1.41341 | 50.00 | 10100.00 |
| 6 | 2009.08.18 17:50 | t/p | 3 | 1.00 | 1.41359 | 0.00000 | 1.41359 | 50.00 | 10150.00 |
| 7 | 2009.08.18 17:50 | buy | 4 | 1.00 | 1.41390 | 0.00000 | 1.41440 | ||
| 8 | 2009.08.18 17:52 | buy | 5 | 1.00 | 1.41363 | 0.00000 | 1.41413 | ||
| 9 | 2009.08.18 20:20 | t/p | 5 | 1.00 | 1.41413 | 0.00000 | 1.41413 | 50.00 | 10200.00 |
| 10 | 2009.08.18 20:32 | t/p | 4 | 1.00 | 1.41440 | 0.00000 | 1.41440 | 50.00 | 10250.00 |
| 11 | 2009.08.19 15:59 | buy | 6 | 1.00 | 1.41505 | 0.00000 | 1.41555 | ||
| 12 | 2009.08.19 16:05 | t/p | 6 | 1.00 | 1.41555 | 0.00000 | 1.41555 | 50.00 | 10300.00 |
| 13 | 2009.09.03 16:00 | sell | 7 | 1.00 | 1.42816 | 0.00000 | 1.42766 | ||
| 14 | 2009.09.03 16:02 | sell | 8 | 1.00 | 1.42807 | 0.00000 | 1.42757 | ||
| 15 | 2009.09.03 16:10 | t/p | 7 | 1.00 | 1.42766 | 0.00000 | 1.42766 | 50.00 | 10350.00 |
| 16 | 2009.09.03 16:10 | t/p | 8 | 1.00 | 1.42757 | 0.00000 | 1.42757 | 50.00 | 10400.00 |
| 17 | 2009.09.18 15:12 | buy | 9 | 1.00 | 1.47185 | 0.00000 | 1.47235 | ||
| 18 | 2009.09.18 15:15 | t/p | 9 | 1.00 | 1.47235 | 0.00000 | 1.47235 | 50.00 | 10450.00 |
| 19 | 2009.09.18 15:17 | buy | 10 | 1.00 | 1.47269 | 0.00000 | 1.47319 | ||
| 20 | 2009.09.18 15:20 | t/p | 10 | 1.00 | 1.47319 | 0.00000 | 1.47319 | 50.00 | 10500.00 |
| 21 | 2009.09.18 15:22 | buy | 11 | 1.00 | 1.47325 | 0.00000 | 1.47375 | ||
| 22 | 2009.09.18 15:27 | buy | 12 | 1.00 | 1.47269 | 0.00000 | 1.47319 | ||
| 23 | 2009.09.18 15:37 | t/p | 12 | 1.00 | 1.47319 | 0.00000 | 1.47319 | 50.00 | 10550.00 |
| 24 | 2009.09.18 15:37 | buy | 13 | 1.00 | 1.47350 | 0.00000 | 1.47400 | ||
| 25 | 2009.09.22 08:45 | t/p | 11 | 1.00 | 1.47375 | 0.00000 | 1.47375 | 49.40 | 10599.40 |
| 26 | 2009.09.22 08:50 | t/p | 13 | 1.00 | 1.47400 | 0.00000 | 1.47400 | 49.40 | 10648.80 |
| 27 | 2009.09.30 15:22 | sell | 14 | 1.00 | 1.46181 | 0.00000 | 1.46131 | ||
| 28 | 2009.09.30 15:27 | sell | 15 | 1.00 | 1.46159 | 0.00000 | 1.46109 | ||
| 29 | 2009.09.30 15:40 | t/p | 14 | 1.00 | 1.46131 | 0.00000 | 1.46131 | 50.00 | 10698.80 |
| 30 | 2009.09.30 15:45 | t/p | 15 | 1.00 | 1.46109 | 0.00000 | 1.46109 | 50.00 | 10748.80 |