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 | Lots=0.1; KPeriod=8; DPeriod=3; Slowing=3; UseHMAConfirmation=true; HMAPeriod=15; HMAMethod=3; HMAPrice=0; DVBuySell=0.0011; DVStayOut=0.0073; ProfitMade=20; LossLimit=115; TrailStop=9999; PLBreakEven=9999; BasketProfit=10; BasketLoss=9999; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9.00 | Gross profit | 16.20 | Gross loss | -25.20 |
| Profit factor | 0.64 | Expected payoff | -1.00 | ||
| Absolute drawdown | 11.50 | Maximal drawdown | 22.30 (0.22%) | Relative drawdown | 0.22% (22.30) |
| Total trades | 9 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 6 (66.67%) | Loss trades (% of total) | 3 (33.33%) | ||
| Largest | profit trade | 2.70 | loss trade | -12.20 | |
| Average | profit trade | 2.70 | loss trade | -8.40 | |
| Maximum | consecutive wins (profit in money) | 4 (10.80) | consecutive losses (loss in money) | 1 (-12.20) | |
| Maximal | consecutive profit (count of wins) | 10.80 (4) | consecutive loss (count of losses) | -12.20 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.11 21:59 | buy | 1 | 0.10 | 1.41531 | 1.41409 | 1.41558 | ||
| 2 | 2009.08.11 22:20 | t/p | 1 | 0.10 | 1.41558 | 1.41409 | 1.41558 | 2.70 | 10002.70 |
| 3 | 2009.08.19 07:22 | buy | 2 | 0.10 | 1.41331 | 1.41209 | 1.41358 | ||
| 4 | 2009.08.19 07:27 | t/p | 2 | 0.10 | 1.41358 | 1.41209 | 1.41358 | 2.70 | 10005.40 |
| 5 | 2009.08.20 13:45 | buy | 3 | 0.10 | 1.42354 | 1.42232 | 1.42381 | ||
| 6 | 2009.08.20 13:50 | t/p | 3 | 0.10 | 1.42381 | 1.42232 | 1.42381 | 2.70 | 10008.10 |
| 7 | 2009.08.20 18:10 | buy | 4 | 0.10 | 1.42332 | 1.42210 | 1.42359 | ||
| 8 | 2009.08.20 18:45 | t/p | 4 | 0.10 | 1.42359 | 1.42210 | 1.42359 | 2.70 | 10010.80 |
| 9 | 2009.08.24 16:47 | buy | 5 | 0.10 | 1.43216 | 1.43094 | 1.43243 | ||
| 10 | 2009.08.24 16:50 | s/l | 5 | 0.10 | 1.43094 | 1.43094 | 1.43243 | -12.20 | 9998.60 |
| 11 | 2009.08.26 02:10 | buy | 6 | 0.10 | 1.42882 | 1.42760 | 1.42909 | ||
| 12 | 2009.08.26 02:20 | t/p | 6 | 0.10 | 1.42909 | 1.42760 | 1.42909 | 2.70 | 10001.30 |
| 13 | 2009.08.28 08:00 | buy | 7 | 0.10 | 1.43625 | 1.43503 | 1.43652 | ||
| 14 | 2009.08.28 08:15 | s/l | 7 | 0.10 | 1.43503 | 1.43503 | 1.43652 | -12.20 | 9989.10 |
| 15 | 2009.09.03 10:42 | buy | 8 | 0.10 | 1.43007 | 1.42885 | 1.43034 | ||
| 16 | 2009.09.03 10:45 | t/p | 8 | 0.10 | 1.43034 | 1.42885 | 1.43034 | 2.70 | 9991.80 |
| 17 | 2009.09.30 23:45 | buy | 9 | 0.10 | 1.46373 | 1.46251 | 1.46400 | ||
| 18 | 2009.09.30 23:59 | close at stop | 9 | 0.10 | 1.46365 | 1.46251 | 1.46400 | -0.80 | 9991.00 |