Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | lots=0.1; mn=555; tp=100; sl=50; periodos=13; tiempoCierre=15000; TrailingStop=0; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -33.60 | Gross profit | 58.80 | Gross loss | -92.40 |
Profit factor | 0.64 | Expected payoff | -1.60 | ||
Absolute drawdown | 61.70 | Maximal drawdown | 66.10 (0.66%) | Relative drawdown | 0.66% (66.10) |
Total trades | 21 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 18 (33.33%) |
Profit trades (% of total) | 7 (33.33%) | Loss trades (% of total) | 14 (66.67%) | ||
Largest | profit trade | 8.40 | loss trade | -6.60 | |
Average | profit trade | 8.40 | loss trade | -6.60 | |
Maximum | consecutive wins (profit in money) | 3 (25.20) | consecutive losses (loss in money) | 5 (-33.00) | |
Maximal | consecutive profit (count of wins) | 25.20 (3) | consecutive loss (count of losses) | -33.00 (5) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 11:00 | buy | 1 | 0.10 | 1.47729 | 1.47663 | 1.47813 | ||
2 | 2009.11.02 11:36 | s/l | 1 | 0.10 | 1.47663 | 1.47663 | 1.47813 | -6.60 | 9993.40 |
3 | 2009.11.02 12:00 | buy | 2 | 0.10 | 1.47659 | 1.47593 | 1.47743 | ||
4 | 2009.11.02 12:18 | t/p | 2 | 0.10 | 1.47743 | 1.47593 | 1.47743 | 8.40 | 10001.80 |
5 | 2009.11.05 07:00 | buy | 3 | 0.10 | 1.48502 | 1.48436 | 1.48586 | ||
6 | 2009.11.05 07:33 | s/l | 3 | 0.10 | 1.48436 | 1.48436 | 1.48586 | -6.60 | 9995.20 |
7 | 2009.11.05 22:00 | buy | 4 | 0.10 | 1.48767 | 1.48701 | 1.48851 | ||
8 | 2009.11.05 22:39 | s/l | 4 | 0.10 | 1.48701 | 1.48701 | 1.48851 | -6.60 | 9988.60 |
9 | 2009.11.06 05:00 | buy | 5 | 0.10 | 1.48778 | 1.48712 | 1.48862 | ||
10 | 2009.11.06 05:35 | s/l | 5 | 0.10 | 1.48712 | 1.48712 | 1.48862 | -6.60 | 9982.00 |
11 | 2009.11.09 17:00 | buy | 6 | 0.10 | 1.50081 | 1.50015 | 1.50165 | ||
12 | 2009.11.09 17:03 | s/l | 6 | 0.10 | 1.50015 | 1.50015 | 1.50165 | -6.60 | 9975.40 |
13 | 2009.11.09 19:00 | buy | 7 | 0.10 | 1.50066 | 1.50000 | 1.50150 | ||
14 | 2009.11.09 19:02 | s/l | 7 | 0.10 | 1.50000 | 1.50000 | 1.50150 | -6.60 | 9968.80 |
15 | 2009.11.10 00:00 | buy | 8 | 0.10 | 1.49976 | 1.49910 | 1.50060 | ||
16 | 2009.11.10 00:31 | t/p | 8 | 0.10 | 1.50060 | 1.49910 | 1.50060 | 8.40 | 9977.20 |
17 | 2009.11.10 14:00 | sell | 9 | 0.10 | 1.49724 | 1.49790 | 1.49640 | ||
18 | 2009.11.10 14:26 | s/l | 9 | 0.10 | 1.49790 | 1.49790 | 1.49640 | -6.60 | 9970.60 |
19 | 2009.11.13 18:00 | buy | 10 | 0.10 | 1.48858 | 1.48792 | 1.48942 | ||
20 | 2009.11.13 18:03 | t/p | 10 | 0.10 | 1.48942 | 1.48792 | 1.48942 | 8.40 | 9979.00 |
21 | 2009.11.16 15:00 | buy | 11 | 0.10 | 1.49643 | 1.49577 | 1.49727 | ||
22 | 2009.11.16 15:21 | s/l | 11 | 0.10 | 1.49577 | 1.49577 | 1.49727 | -6.60 | 9972.40 |
23 | 2009.11.16 21:00 | buy | 12 | 0.10 | 1.49870 | 1.49804 | 1.49954 | ||
24 | 2009.11.16 21:10 | s/l | 12 | 0.10 | 1.49804 | 1.49804 | 1.49954 | -6.60 | 9965.80 |
25 | 2009.11.18 17:00 | buy | 13 | 0.10 | 1.49703 | 1.49637 | 1.49787 | ||
26 | 2009.11.18 17:15 | s/l | 13 | 0.10 | 1.49637 | 1.49637 | 1.49787 | -6.60 | 9959.20 |
27 | 2009.11.18 23:00 | buy | 14 | 0.10 | 1.49639 | 1.49573 | 1.49723 | ||
28 | 2009.11.18 23:39 | s/l | 14 | 0.10 | 1.49573 | 1.49573 | 1.49723 | -6.60 | 9952.60 |
29 | 2009.11.20 06:00 | buy | 15 | 0.10 | 1.49263 | 1.49197 | 1.49347 | ||
30 | 2009.11.20 06:07 | s/l | 15 | 0.10 | 1.49197 | 1.49197 | 1.49347 | -6.60 | 9946.00 |
31 | 2009.11.20 10:00 | sell | 16 | 0.10 | 1.49010 | 1.49076 | 1.48926 | ||
32 | 2009.11.20 10:08 | t/p | 16 | 0.10 | 1.48926 | 1.49076 | 1.48926 | 8.40 | 9954.40 |
33 | 2009.11.23 00:00 | sell | 17 | 0.10 | 1.48499 | 1.48565 | 1.48415 | ||
34 | 2009.11.23 00:05 | s/l | 17 | 0.10 | 1.48565 | 1.48565 | 1.48415 | -6.60 | 9947.80 |
35 | 2009.11.24 20:00 | buy | 18 | 0.10 | 1.49713 | 1.49647 | 1.49797 | ||
36 | 2009.11.24 20:02 | s/l | 18 | 0.10 | 1.49647 | 1.49647 | 1.49797 | -6.60 | 9941.20 |
37 | 2009.11.25 01:00 | buy | 19 | 0.10 | 1.49671 | 1.49605 | 1.49755 | ||
38 | 2009.11.25 01:16 | t/p | 19 | 0.10 | 1.49755 | 1.49605 | 1.49755 | 8.40 | 9949.60 |
39 | 2009.11.25 03:00 | buy | 20 | 0.10 | 1.49753 | 1.49687 | 1.49837 | ||
40 | 2009.11.25 03:18 | t/p | 20 | 0.10 | 1.49837 | 1.49687 | 1.49837 | 8.40 | 9958.00 |
41 | 2009.11.25 19:00 | buy | 21 | 0.10 | 1.50804 | 1.50738 | 1.50888 | ||
42 | 2009.11.25 19:06 | t/p | 21 | 0.10 | 1.50888 | 1.50738 | 1.50888 | 8.40 | 9966.40 |