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 | FastPeriod=13; SlowPeriod=34; MomPeriod=14; MomFilter=0.1; PercentCapital=10; Lots=0.1; Slippage=3; StopLoss=20; TakeProfit=200; Patr=9; Prange=5; Kstop=1.5; kts=2; Vts=2; MaximumRisk=0.05; DecreaseFactor=10; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -614.25 | Gross profit | 1279.00 | Gross loss | -1893.25 |
| Profit factor | 0.68 | Expected payoff | -34.13 | ||
| Absolute drawdown | 1061.75 | Maximal drawdown | 1420.75 (13.72%) | Relative drawdown | 13.72% (1420.75) |
| Total trades | 18 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 13 (72.22%) | Loss trades (% of total) | 5 (27.78%) | ||
| Largest | profit trade | 100.00 | loss trade | -464.00 | |
| Average | profit trade | 98.38 | loss trade | -378.65 | |
| Maximum | consecutive wins (profit in money) | 4 (399.25) | consecutive losses (loss in money) | 2 (-783.25) | |
| Maximal | consecutive profit (count of wins) | 399.25 (4) | consecutive loss (count of losses) | -783.25 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.06 13:00 | sell | 1 | 0.50 | 1.43807 | 0.00000 | 1.43607 | ||
| 2 | 2009.08.06 13:03 | modify | 1 | 0.50 | 1.43807 | 1.44498 | 1.43607 | ||
| 3 | 2009.08.06 15:50 | t/p | 1 | 0.50 | 1.43607 | 1.44498 | 1.43607 | 100.00 | 10100.00 |
| 4 | 2009.08.12 17:00 | buy | 2 | 0.50 | 1.42127 | 0.00000 | 1.42327 | ||
| 5 | 2009.08.12 17:02 | modify | 2 | 0.50 | 1.42127 | 1.40825 | 1.42327 | ||
| 6 | 2009.08.12 17:50 | t/p | 2 | 0.50 | 1.42327 | 1.40825 | 1.42327 | 100.00 | 10200.00 |
| 7 | 2009.08.14 18:00 | sell | 3 | 0.50 | 1.42149 | 0.00000 | 1.41949 | ||
| 8 | 2009.08.14 18:02 | modify | 3 | 0.50 | 1.42149 | 1.42988 | 1.41949 | ||
| 9 | 2009.08.14 19:16 | t/p | 3 | 0.50 | 1.41949 | 1.42988 | 1.41949 | 100.00 | 10300.00 |
| 10 | 2009.08.19 10:00 | sell | 4 | 0.50 | 1.40967 | 0.00000 | 1.40767 | ||
| 11 | 2009.08.19 10:02 | modify | 4 | 0.50 | 1.40967 | 1.41657 | 1.40767 | ||
| 12 | 2009.08.19 16:05 | s/l | 4 | 0.50 | 1.41657 | 1.41657 | 1.40767 | -345.00 | 9955.00 |
| 13 | 2009.08.25 15:00 | buy | 5 | 0.50 | 1.43413 | 0.00000 | 1.43613 | ||
| 14 | 2009.08.25 15:02 | modify | 5 | 0.50 | 1.43413 | 1.42537 | 1.43613 | ||
| 15 | 2009.08.26 14:37 | s/l | 5 | 0.50 | 1.42537 | 1.42537 | 1.43613 | -438.25 | 9516.75 |
| 16 | 2009.08.26 14:37 | sell | 6 | 0.40 | 1.42537 | 0.00000 | 1.42337 | ||
| 17 | 2009.08.26 14:40 | modify | 6 | 0.40 | 1.42537 | 1.43469 | 1.42337 | ||
| 18 | 2009.08.26 15:50 | t/p | 6 | 0.40 | 1.42337 | 1.43469 | 1.42337 | 80.00 | 9596.75 |
| 19 | 2009.08.27 21:00 | buy | 7 | 0.50 | 1.43713 | 0.00000 | 1.43913 | ||
| 20 | 2009.08.27 21:02 | modify | 7 | 0.50 | 1.43713 | 1.42786 | 1.43913 | ||
| 21 | 2009.08.31 06:26 | s/l | 7 | 0.50 | 1.42786 | 1.42786 | 1.43913 | -464.00 | 9132.75 |
| 22 | 2009.08.31 18:00 | buy | 8 | 0.50 | 1.43537 | 0.00000 | 1.43737 | ||
| 23 | 2009.08.31 18:02 | modify | 8 | 0.50 | 1.43537 | 1.42950 | 1.43737 | ||
| 24 | 2009.09.01 08:16 | t/p | 8 | 0.50 | 1.43737 | 1.42950 | 1.43737 | 99.75 | 9232.50 |
| 25 | 2009.09.01 17:00 | sell | 9 | 0.50 | 1.43036 | 0.00000 | 1.42836 | ||
| 26 | 2009.09.01 17:02 | modify | 9 | 0.50 | 1.43036 | 1.44388 | 1.42836 | ||
| 27 | 2009.09.01 17:10 | t/p | 9 | 0.50 | 1.42836 | 1.44388 | 1.42836 | 100.00 | 9332.50 |
| 28 | 2009.09.03 00:00 | buy | 10 | 0.50 | 1.42623 | 0.00000 | 1.42823 | ||
| 29 | 2009.09.03 00:02 | modify | 10 | 0.50 | 1.42623 | 1.41070 | 1.42823 | ||
| 30 | 2009.09.03 08:10 | t/p | 10 | 0.50 | 1.42823 | 1.41070 | 1.42823 | 100.00 | 9432.50 |
| 31 | 2009.09.04 11:00 | buy | 11 | 0.50 | 1.42817 | 0.00000 | 1.43017 | ||
| 32 | 2009.09.04 11:02 | modify | 11 | 0.50 | 1.42817 | 1.42422 | 1.43017 | ||
| 33 | 2009.09.04 14:45 | s/l | 11 | 0.50 | 1.42422 | 1.42422 | 1.43017 | -197.50 | 9235.00 |
| 34 | 2009.09.04 19:00 | buy | 12 | 0.50 | 1.43071 | 0.00000 | 1.43271 | ||
| 35 | 2009.09.04 19:02 | modify | 12 | 0.50 | 1.43071 | 1.41922 | 1.43271 | ||
| 36 | 2009.09.07 02:20 | t/p | 12 | 0.50 | 1.43271 | 1.41922 | 1.43271 | 99.75 | 9334.75 |
| 37 | 2009.09.14 03:00 | sell | 13 | 0.50 | 1.45383 | 0.00000 | 1.45183 | ||
| 38 | 2009.09.14 03:02 | modify | 13 | 0.50 | 1.45383 | 1.46375 | 1.45183 | ||
| 39 | 2009.09.14 07:50 | t/p | 13 | 0.50 | 1.45183 | 1.46375 | 1.45183 | 100.00 | 9434.75 |
| 40 | 2009.09.14 16:00 | buy | 14 | 0.50 | 1.46223 | 0.00000 | 1.46423 | ||
| 41 | 2009.09.14 16:02 | modify | 14 | 0.50 | 1.46223 | 1.45326 | 1.46423 | ||
| 42 | 2009.09.14 16:50 | t/p | 14 | 0.50 | 1.46423 | 1.45326 | 1.46423 | 100.00 | 9534.75 |
| 43 | 2009.09.18 10:00 | sell | 15 | 0.50 | 1.46659 | 0.00000 | 1.46459 | ||
| 44 | 2009.09.18 10:02 | modify | 15 | 0.50 | 1.46659 | 1.47396 | 1.46459 | ||
| 45 | 2009.09.21 08:32 | t/p | 15 | 0.50 | 1.46459 | 1.47396 | 1.46459 | 99.50 | 9634.25 |
| 46 | 2009.09.24 14:00 | buy | 16 | 0.50 | 1.47858 | 0.00000 | 1.48058 | ||
| 47 | 2009.09.24 14:05 | modify | 16 | 0.50 | 1.47858 | 1.46961 | 1.48058 | ||
| 48 | 2009.09.24 16:45 | s/l | 16 | 0.50 | 1.46961 | 1.46961 | 1.48058 | -448.50 | 9185.75 |
| 49 | 2009.09.24 17:00 | sell | 17 | 0.50 | 1.47068 | 0.00000 | 1.46868 | ||
| 50 | 2009.09.24 17:02 | modify | 17 | 0.50 | 1.47068 | 1.48013 | 1.46868 | ||
| 51 | 2009.09.24 17:50 | t/p | 17 | 0.50 | 1.46868 | 1.48013 | 1.46868 | 100.00 | 9285.75 |
| 52 | 2009.09.30 06:00 | buy | 18 | 0.50 | 1.46208 | 0.00000 | 1.46408 | ||
| 53 | 2009.09.30 06:02 | modify | 18 | 0.50 | 1.46208 | 1.45762 | 1.46408 | ||
| 54 | 2009.09.30 08:02 | t/p | 18 | 0.50 | 1.46408 | 1.45762 | 1.46408 | 100.00 | 9385.75 |