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 | StopLoss=300; TrailingStop=200; magicnumber=143; choice=false; MaxOrders=1; Risk=15; ShortEma=10; LongEma=80; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1634.52 | Gross profit | 1084.68 | Gross loss | -2719.20 |
| Profit factor | 0.40 | Expected payoff | -125.73 | ||
| Absolute drawdown | 1865.92 | Maximal drawdown | 2027.92 (19.96%) | Relative drawdown | 19.96% (2027.92) |
| Total trades | 13 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 6 (46.15%) | Loss trades (% of total) | 7 (53.85%) | ||
| Largest | profit trade | 419.38 | loss trade | -475.50 | |
| Average | profit trade | 180.78 | loss trade | -388.46 | |
| Maximum | consecutive wins (profit in money) | 2 (732.68) | consecutive losses (loss in money) | 2 (-917.90) | |
| Maximal | consecutive profit (count of wins) | 732.68 (2) | consecutive loss (count of losses) | -917.90 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.06 20:00 | sell | 1 | 1.50 | 1.43411 | 1.43727 | 0.00000 | ||
| 2 | 2009.08.07 02:03 | s/l | 1 | 1.50 | 1.43727 | 1.43727 | 0.00000 | -475.50 | 9524.50 |
| 3 | 2009.08.12 20:00 | buy | 2 | 1.40 | 1.42212 | 1.41896 | 0.00000 | ||
| 4 | 2009.08.12 20:15 | s/l | 2 | 1.40 | 1.41896 | 1.41896 | 0.00000 | -442.40 | 9082.10 |
| 5 | 2009.08.14 20:00 | sell | 3 | 1.40 | 1.41928 | 1.42244 | 0.00000 | ||
| 6 | 2009.08.14 20:33 | modify | 3 | 1.40 | 1.41928 | 1.41905 | 0.00000 | ||
| 7 | 2009.08.14 20:40 | modify | 3 | 1.40 | 1.41928 | 1.41866 | 0.00000 | ||
| 8 | 2009.08.14 20:46 | modify | 3 | 1.40 | 1.41928 | 1.41813 | 0.00000 | ||
| 9 | 2009.08.14 21:16 | s/l | 3 | 1.40 | 1.41813 | 1.41813 | 0.00000 | 161.00 | 9243.10 |
| 10 | 2009.08.19 17:00 | buy | 4 | 1.40 | 1.42174 | 1.41858 | 0.00000 | ||
| 11 | 2009.08.19 17:20 | modify | 4 | 1.40 | 1.42174 | 1.42225 | 0.00000 | ||
| 12 | 2009.08.19 17:27 | s/l | 4 | 1.40 | 1.42225 | 1.42225 | 0.00000 | 71.40 | 9314.50 |
| 13 | 2009.08.31 17:00 | buy | 5 | 1.40 | 1.43502 | 1.43186 | 0.00000 | ||
| 14 | 2009.08.31 21:20 | s/l | 5 | 1.40 | 1.43186 | 1.43186 | 0.00000 | -442.40 | 8872.10 |
| 15 | 2009.09.03 20:00 | sell | 6 | 1.30 | 1.42569 | 1.42885 | 0.00000 | ||
| 16 | 2009.09.04 08:50 | s/l | 6 | 1.30 | 1.42885 | 1.42885 | 0.00000 | -412.10 | 8460.00 |
| 17 | 2009.09.04 19:00 | buy | 7 | 1.30 | 1.43076 | 1.42760 | 0.00000 | ||
| 18 | 2009.09.07 03:07 | modify | 7 | 1.30 | 1.43076 | 1.43081 | 0.00000 | ||
| 19 | 2009.09.07 04:50 | modify | 7 | 1.30 | 1.43076 | 1.43091 | 0.00000 | ||
| 20 | 2009.09.07 05:00 | modify | 7 | 1.30 | 1.43076 | 1.43093 | 0.00000 | ||
| 21 | 2009.09.07 05:10 | modify | 7 | 1.30 | 1.43076 | 1.43099 | 0.00000 | ||
| 22 | 2009.09.07 05:15 | modify | 7 | 1.30 | 1.43076 | 1.43118 | 0.00000 | ||
| 23 | 2009.09.07 05:20 | modify | 7 | 1.30 | 1.43076 | 1.43137 | 0.00000 | ||
| 24 | 2009.09.07 06:15 | modify | 7 | 1.30 | 1.43076 | 1.43140 | 0.00000 | ||
| 25 | 2009.09.07 06:20 | modify | 7 | 1.30 | 1.43076 | 1.43166 | 0.00000 | ||
| 26 | 2009.09.07 08:20 | modify | 7 | 1.30 | 1.43076 | 1.43226 | 0.00000 | ||
| 27 | 2009.09.07 09:10 | modify | 7 | 1.30 | 1.43076 | 1.43251 | 0.00000 | ||
| 28 | 2009.09.07 09:15 | modify | 7 | 1.30 | 1.43076 | 1.43325 | 0.00000 | ||
| 29 | 2009.09.07 09:20 | modify | 7 | 1.30 | 1.43076 | 1.43399 | 0.00000 | ||
| 30 | 2009.09.07 09:32 | s/l | 7 | 1.30 | 1.43399 | 1.43399 | 0.00000 | 419.38 | 8879.38 |
| 31 | 2009.09.22 03:00 | buy | 8 | 1.30 | 1.47021 | 1.46705 | 0.00000 | ||
| 32 | 2009.09.22 08:15 | modify | 8 | 1.30 | 1.47021 | 1.47048 | 0.00000 | ||
| 33 | 2009.09.22 08:20 | modify | 8 | 1.30 | 1.47021 | 1.47120 | 0.00000 | ||
| 34 | 2009.09.22 08:40 | modify | 8 | 1.30 | 1.47021 | 1.47133 | 0.00000 | ||
| 35 | 2009.09.22 08:45 | modify | 8 | 1.30 | 1.47021 | 1.47198 | 0.00000 | ||
| 36 | 2009.09.22 08:50 | modify | 8 | 1.30 | 1.47021 | 1.47262 | 0.00000 | ||
| 37 | 2009.09.22 09:07 | s/l | 8 | 1.30 | 1.47262 | 1.47262 | 0.00000 | 313.30 | 9192.68 |
| 38 | 2009.09.24 00:00 | sell | 9 | 1.40 | 1.46921 | 1.47237 | 0.00000 | ||
| 39 | 2009.09.24 01:40 | s/l | 9 | 1.40 | 1.47237 | 1.47237 | 0.00000 | -442.40 | 8750.28 |
| 40 | 2009.09.24 10:00 | buy | 10 | 1.30 | 1.47641 | 1.47325 | 0.00000 | ||
| 41 | 2009.09.24 11:50 | modify | 10 | 1.30 | 1.47641 | 1.47668 | 0.00000 | ||
| 42 | 2009.09.24 12:50 | s/l | 10 | 1.30 | 1.47668 | 1.47668 | 0.00000 | 35.10 | 8785.38 |
| 43 | 2009.09.24 17:00 | sell | 11 | 1.30 | 1.47068 | 1.47384 | 0.00000 | ||
| 44 | 2009.09.24 17:50 | modify | 11 | 1.30 | 1.47068 | 1.47003 | 0.00000 | ||
| 45 | 2009.09.24 18:02 | s/l | 11 | 1.30 | 1.47003 | 1.47003 | 0.00000 | 84.50 | 8869.88 |
| 46 | 2009.09.30 12:00 | buy | 12 | 1.30 | 1.46662 | 1.46346 | 0.00000 | ||
| 47 | 2009.09.30 14:15 | s/l | 12 | 1.30 | 1.46346 | 1.46346 | 0.00000 | -410.80 | 8459.08 |
| 48 | 2009.09.30 19:00 | buy | 13 | 1.30 | 1.46437 | 1.46121 | 0.00000 | ||
| 49 | 2009.09.30 23:59 | close at stop | 13 | 1.30 | 1.46365 | 1.46121 | 0.00000 | -93.60 | 8365.48 |