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=0; TrailingStop=200; choice=false; magicnumber=143; MaxOrders=1; Prots=15; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9958.00 | Gross profit | 2201.00 | Gross loss | -12159.00 |
Profit factor | 0.18 | Expected payoff | -1106.44 | ||
Absolute drawdown | 9958.00 | Maximal drawdown | 12499.00 (99.67%) | Relative drawdown | 99.67% (12499.00) |
Total trades | 9 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 8 (88.89%) | Loss trades (% of total) | 1 (11.11%) | ||
Largest | profit trade | 737.80 | loss trade | -12159.00 | |
Average | profit trade | 275.13 | loss trade | -12159.00 | |
Maximum | consecutive wins (profit in money) | 8 (2201.00) | consecutive losses (loss in money) | 1 (-12159.00) | |
Maximal | consecutive profit (count of wins) | 2201.00 (8) | consecutive loss (count of losses) | -12159.00 (1) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 14:00 | sell | 1 | 1.50 | 1.43777 | 0.00000 | 0.00000 | ||
2 | 2009.08.05 16:16 | modify | 1 | 1.50 | 1.43777 | 1.43759 | 0.00000 | ||
3 | 2009.08.05 16:26 | s/l | 1 | 1.50 | 1.43759 | 1.43759 | 0.00000 | 25.50 | 10025.50 |
4 | 2009.08.05 17:00 | sell | 2 | 1.50 | 1.43849 | 0.00000 | 0.00000 | ||
5 | 2009.08.06 14:20 | modify | 2 | 1.50 | 1.43849 | 1.43833 | 0.00000 | ||
6 | 2009.08.06 14:40 | s/l | 2 | 1.50 | 1.43833 | 1.43833 | 0.00000 | 19.50 | 10045.00 |
7 | 2009.08.06 17:00 | sell | 3 | 1.50 | 1.43640 | 0.00000 | 0.00000 | ||
8 | 2009.08.06 18:20 | modify | 3 | 1.50 | 1.43640 | 1.43601 | 0.00000 | ||
9 | 2009.08.06 19:02 | modify | 3 | 1.50 | 1.43640 | 1.43572 | 0.00000 | ||
10 | 2009.08.06 19:07 | modify | 3 | 1.50 | 1.43640 | 1.43560 | 0.00000 | ||
11 | 2009.08.06 19:32 | s/l | 3 | 1.50 | 1.43560 | 1.43560 | 0.00000 | 120.00 | 10165.00 |
12 | 2009.08.07 17:00 | sell | 4 | 1.50 | 1.42067 | 0.00000 | 0.00000 | ||
13 | 2009.08.07 17:50 | modify | 4 | 1.50 | 1.42067 | 1.41983 | 0.00000 | ||
14 | 2009.08.07 18:05 | modify | 4 | 1.50 | 1.42067 | 1.41970 | 0.00000 | ||
15 | 2009.08.07 18:10 | modify | 4 | 1.50 | 1.42067 | 1.41920 | 0.00000 | ||
16 | 2009.08.07 18:15 | modify | 4 | 1.50 | 1.42067 | 1.41845 | 0.00000 | ||
17 | 2009.08.07 18:20 | modify | 4 | 1.50 | 1.42067 | 1.41745 | 0.00000 | ||
18 | 2009.08.07 18:40 | s/l | 4 | 1.50 | 1.41745 | 1.41745 | 0.00000 | 483.00 | 10648.00 |
19 | 2009.08.10 17:00 | sell | 5 | 1.60 | 1.41626 | 0.00000 | 0.00000 | ||
20 | 2009.08.10 17:20 | modify | 5 | 1.60 | 1.41626 | 1.41498 | 0.00000 | ||
21 | 2009.08.10 17:50 | s/l | 5 | 1.60 | 1.41498 | 1.41498 | 0.00000 | 204.80 | 10852.80 |
22 | 2009.08.10 18:00 | sell | 6 | 1.60 | 1.41418 | 0.00000 | 0.00000 | ||
23 | 2009.08.10 19:20 | modify | 6 | 1.60 | 1.41418 | 1.41301 | 0.00000 | ||
24 | 2009.08.10 19:50 | modify | 6 | 1.60 | 1.41418 | 1.41269 | 0.00000 | ||
25 | 2009.08.10 20:02 | modify | 6 | 1.60 | 1.41418 | 1.41267 | 0.00000 | ||
26 | 2009.08.10 20:07 | modify | 6 | 1.60 | 1.41418 | 1.41249 | 0.00000 | ||
27 | 2009.08.10 20:40 | s/l | 6 | 1.60 | 1.41249 | 1.41249 | 0.00000 | 270.40 | 11123.20 |
28 | 2009.08.11 16:00 | sell | 7 | 1.70 | 1.41270 | 0.00000 | 0.00000 | ||
29 | 2009.08.12 09:15 | modify | 7 | 1.70 | 1.41270 | 1.41226 | 0.00000 | ||
30 | 2009.08.12 09:20 | modify | 7 | 1.70 | 1.41270 | 1.41089 | 0.00000 | ||
31 | 2009.08.12 09:37 | modify | 7 | 1.70 | 1.41270 | 1.41069 | 0.00000 | ||
32 | 2009.08.12 09:45 | s/l | 7 | 1.70 | 1.41069 | 1.41069 | 0.00000 | 340.00 | 11463.20 |
33 | 2009.08.12 10:00 | sell | 8 | 1.70 | 1.41135 | 0.00000 | 0.00000 | ||
34 | 2009.08.17 11:20 | modify | 8 | 1.70 | 1.41135 | 1.41134 | 0.00000 | ||
35 | 2009.08.17 11:37 | modify | 8 | 1.70 | 1.41135 | 1.41128 | 0.00000 | ||
36 | 2009.08.17 12:10 | modify | 8 | 1.70 | 1.41135 | 1.41120 | 0.00000 | ||
37 | 2009.08.17 12:15 | modify | 8 | 1.70 | 1.41135 | 1.41017 | 0.00000 | ||
38 | 2009.08.17 12:20 | modify | 8 | 1.70 | 1.41135 | 1.40878 | 0.00000 | ||
39 | 2009.08.17 12:35 | modify | 8 | 1.70 | 1.41135 | 1.40873 | 0.00000 | ||
40 | 2009.08.17 12:40 | modify | 8 | 1.70 | 1.41135 | 1.40835 | 0.00000 | ||
41 | 2009.08.17 12:45 | modify | 8 | 1.70 | 1.41135 | 1.40776 | 0.00000 | ||
42 | 2009.08.17 12:50 | modify | 8 | 1.70 | 1.41135 | 1.40699 | 0.00000 | ||
43 | 2009.08.17 13:07 | modify | 8 | 1.70 | 1.41135 | 1.40696 | 0.00000 | ||
44 | 2009.08.17 13:20 | s/l | 8 | 1.70 | 1.40696 | 1.40696 | 0.00000 | 737.80 | 12201.00 |
45 | 2009.08.17 14:00 | sell | 9 | 1.80 | 1.40512 | 0.00000 | 0.00000 | ||
46 | 2009.09.16 18:15 | close at stop | 9 | 1.80 | 1.47237 | 0.00000 | 0.00000 | -12159.00 | 42.00 |