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 | TP=145; TP2=300; SL2=40; SL=37; trigger=55; trigger2=20; TrailingStopMode=false; TrailingStop=20; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -22.53 | Gross profit | 45.00 | Gross loss | -67.53 |
Profit factor | 0.67 | Expected payoff | -1.25 | ||
Absolute drawdown | 31.83 | Maximal drawdown | 39.23 (0.39%) | Relative drawdown | 0.39% (39.23) |
Total trades | 18 | Short positions (won %) | 7 (14.29%) | Long positions (won %) | 11 (18.18%) |
Profit trades (% of total) | 3 (16.67%) | Loss trades (% of total) | 15 (83.33%) | ||
Largest | profit trade | 15.00 | loss trade | -4.53 | |
Average | profit trade | 15.00 | loss trade | -4.50 | |
Maximum | consecutive wins (profit in money) | 1 (15.00) | consecutive losses (loss in money) | 6 (-27.03) | |
Maximal | consecutive profit (count of wins) | 15.00 (1) | consecutive loss (count of losses) | -27.03 (6) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 22:00 | buy | 1 | 0.10 | 1.44134 | 1.44089 | 1.44284 | ||
2 | 2009.08.04 00:20 | s/l | 1 | 0.10 | 1.44089 | 1.44089 | 1.44284 | -4.53 | 9995.47 |
3 | 2009.08.06 12:00 | sell | 2 | 0.10 | 1.43988 | 1.44033 | 1.43838 | ||
4 | 2009.08.06 12:02 | s/l | 2 | 0.10 | 1.44033 | 1.44033 | 1.43838 | -4.50 | 9990.97 |
5 | 2009.08.06 14:00 | buy | 3 | 0.10 | 1.43837 | 1.43792 | 1.43987 | ||
6 | 2009.08.06 14:05 | s/l | 3 | 0.10 | 1.43792 | 1.43792 | 1.43987 | -4.50 | 9986.47 |
7 | 2009.08.06 20:00 | sell | 4 | 0.10 | 1.43411 | 1.43456 | 1.43261 | ||
8 | 2009.08.06 20:02 | s/l | 4 | 0.10 | 1.43456 | 1.43456 | 1.43261 | -4.50 | 9981.97 |
9 | 2009.08.10 23:00 | sell | 5 | 0.10 | 1.41391 | 1.41436 | 1.41241 | ||
10 | 2009.08.10 23:02 | s/l | 5 | 0.10 | 1.41436 | 1.41436 | 1.41241 | -4.50 | 9977.47 |
11 | 2009.08.12 02:00 | buy | 6 | 0.10 | 1.41529 | 1.41484 | 1.41679 | ||
12 | 2009.08.12 02:02 | s/l | 6 | 0.10 | 1.41484 | 1.41484 | 1.41679 | -4.50 | 9972.97 |
13 | 2009.08.13 11:00 | buy | 7 | 0.10 | 1.42578 | 1.42533 | 1.42728 | ||
14 | 2009.08.13 11:15 | t/p | 7 | 0.10 | 1.42728 | 1.42533 | 1.42728 | 15.00 | 9987.97 |
15 | 2009.08.19 01:00 | sell | 8 | 0.10 | 1.41286 | 1.41331 | 1.41136 | ||
16 | 2009.08.19 01:05 | s/l | 8 | 0.10 | 1.41331 | 1.41331 | 1.41136 | -4.50 | 9983.47 |
17 | 2009.08.25 07:00 | sell | 9 | 0.10 | 1.43020 | 1.43065 | 1.42870 | ||
18 | 2009.08.25 08:02 | t/p | 9 | 0.10 | 1.42870 | 1.43065 | 1.42870 | 15.00 | 9998.47 |
19 | 2009.08.26 01:00 | buy | 10 | 0.10 | 1.43033 | 1.42988 | 1.43183 | ||
20 | 2009.08.26 01:05 | s/l | 10 | 0.10 | 1.42988 | 1.42988 | 1.43183 | -4.50 | 9993.97 |
21 | 2009.08.27 08:00 | buy | 11 | 0.10 | 1.42481 | 1.42436 | 1.42631 | ||
22 | 2009.08.27 08:00 | sell | 12 | 0.10 | 1.42457 | 1.42502 | 1.42307 | ||
23 | 2009.08.27 08:07 | s/l | 12 | 0.10 | 1.42502 | 1.42502 | 1.42307 | -4.50 | 9989.47 |
24 | 2009.08.27 08:10 | s/l | 11 | 0.10 | 1.42436 | 1.42436 | 1.42631 | -4.50 | 9984.97 |
25 | 2009.08.28 08:00 | buy | 13 | 0.10 | 1.43625 | 1.43580 | 1.43775 | ||
26 | 2009.08.28 08:10 | s/l | 13 | 0.10 | 1.43580 | 1.43580 | 1.43775 | -4.50 | 9980.47 |
27 | 2009.09.03 07:00 | sell | 14 | 0.10 | 1.42741 | 1.42786 | 1.42591 | ||
28 | 2009.09.03 07:07 | s/l | 14 | 0.10 | 1.42786 | 1.42786 | 1.42591 | -4.50 | 9975.97 |
29 | 2009.09.07 22:00 | buy | 15 | 0.10 | 1.43434 | 1.43389 | 1.43584 | ||
30 | 2009.09.07 22:15 | s/l | 15 | 0.10 | 1.43389 | 1.43389 | 1.43584 | -4.50 | 9971.47 |
31 | 2009.09.11 12:00 | buy | 16 | 0.10 | 1.45901 | 1.45856 | 1.46051 | ||
32 | 2009.09.11 12:20 | t/p | 16 | 0.10 | 1.46051 | 1.45856 | 1.46051 | 15.00 | 9986.47 |
33 | 2009.09.17 07:00 | buy | 17 | 0.10 | 1.47290 | 1.47245 | 1.47440 | ||
34 | 2009.09.17 07:07 | s/l | 17 | 0.10 | 1.47245 | 1.47245 | 1.47440 | -4.50 | 9981.97 |
35 | 2009.09.21 20:00 | buy | 18 | 0.10 | 1.46840 | 1.46795 | 1.46990 | ||
36 | 2009.09.21 20:02 | s/l | 18 | 0.10 | 1.46795 | 1.46795 | 1.46990 | -4.50 | 9977.47 |