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 | ATRPeriod=0; ATRMultiplier=1; MartingaleStyle=0; Lots=5; StartingBalance=0; ProfitMade=0; BasketProfit=0; LossLimit=69; BasketLoss=0; BreakEven=0; TrailStop=34; LotResolution=1; KillLogging=false; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -8899.00 | Gross profit | 9929.00 | Gross loss | -18828.00 |
| Profit factor | 0.53 | Expected payoff | -809.00 | ||
| Absolute drawdown | 8899.00 | Maximal drawdown | 19655.00 (94.70%) | Relative drawdown | 94.70% (19655.00) |
| Total trades | 11 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 6 (54.55%) | Loss trades (% of total) | 5 (45.45%) | ||
| Largest | profit trade | 5050.00 | loss trade | -3932.00 | |
| Average | profit trade | 1654.83 | loss trade | -3765.60 | |
| Maximum | consecutive wins (profit in money) | 5 (9056.00) | consecutive losses (loss in money) | 4 (-15317.00) | |
| Maximal | consecutive profit (count of wins) | 9056.00 (5) | consecutive loss (count of losses) | -15317.00 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 01:00 | buy | 1 | 5.00 | 1.42515 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 01:00 | modify | 1 | 5.00 | 1.42515 | 1.40825 | 0.00000 | ||
| 3 | 2009.08.03 01:20 | modify | 1 | 5.00 | 1.42515 | 1.42566 | 0.00000 | ||
| 4 | 2009.08.03 01:32 | modify | 1 | 5.00 | 1.42515 | 1.42721 | 0.00000 | ||
| 5 | 2009.08.03 01:37 | modify | 1 | 5.00 | 1.42515 | 1.42741 | 0.00000 | ||
| 6 | 2009.08.03 02:15 | s/l | 1 | 5.00 | 1.42741 | 1.42741 | 0.00000 | 1130.00 | 11130.00 |
| 7 | 2009.08.03 02:15 | buy | 2 | 5.00 | 1.42724 | 0.00000 | 0.00000 | ||
| 8 | 2009.08.03 02:15 | modify | 2 | 5.00 | 1.42724 | 1.41034 | 0.00000 | ||
| 9 | 2009.08.03 11:20 | modify | 2 | 5.00 | 1.42724 | 1.42810 | 0.00000 | ||
| 10 | 2009.08.03 11:50 | s/l | 2 | 5.00 | 1.42810 | 1.42810 | 0.00000 | 430.00 | 11560.00 |
| 11 | 2009.08.03 11:50 | buy | 3 | 5.00 | 1.42757 | 0.00000 | 0.00000 | ||
| 12 | 2009.08.03 11:50 | modify | 3 | 5.00 | 1.42757 | 1.41067 | 0.00000 | ||
| 13 | 2009.08.03 13:20 | modify | 3 | 5.00 | 1.42757 | 1.42781 | 0.00000 | ||
| 14 | 2009.08.03 13:45 | modify | 3 | 5.00 | 1.42757 | 1.42824 | 0.00000 | ||
| 15 | 2009.08.03 13:50 | modify | 3 | 5.00 | 1.42757 | 1.42903 | 0.00000 | ||
| 16 | 2009.08.03 15:15 | modify | 3 | 5.00 | 1.42757 | 1.42923 | 0.00000 | ||
| 17 | 2009.08.03 15:20 | modify | 3 | 5.00 | 1.42757 | 1.42978 | 0.00000 | ||
| 18 | 2009.08.03 15:32 | modify | 3 | 5.00 | 1.42757 | 1.43155 | 0.00000 | ||
| 19 | 2009.08.03 15:37 | modify | 3 | 5.00 | 1.42757 | 1.43197 | 0.00000 | ||
| 20 | 2009.08.03 15:50 | s/l | 3 | 5.00 | 1.43197 | 1.43197 | 0.00000 | 2200.00 | 13760.00 |
| 21 | 2009.08.03 15:50 | buy | 4 | 5.00 | 1.43086 | 0.00000 | 0.00000 | ||
| 22 | 2009.08.03 15:50 | modify | 4 | 5.00 | 1.43086 | 1.41396 | 0.00000 | ||
| 23 | 2009.08.03 16:10 | modify | 4 | 5.00 | 1.43086 | 1.43298 | 0.00000 | ||
| 24 | 2009.08.03 16:15 | modify | 4 | 5.00 | 1.43086 | 1.43547 | 0.00000 | ||
| 25 | 2009.08.03 16:20 | modify | 4 | 5.00 | 1.43086 | 1.43796 | 0.00000 | ||
| 26 | 2009.08.03 16:45 | modify | 4 | 5.00 | 1.43086 | 1.43812 | 0.00000 | ||
| 27 | 2009.08.03 16:50 | modify | 4 | 5.00 | 1.43086 | 1.43897 | 0.00000 | ||
| 28 | 2009.08.03 17:02 | modify | 4 | 5.00 | 1.43086 | 1.43919 | 0.00000 | ||
| 29 | 2009.08.03 17:07 | modify | 4 | 5.00 | 1.43086 | 1.43937 | 0.00000 | ||
| 30 | 2009.08.03 18:02 | modify | 4 | 5.00 | 1.43086 | 1.44062 | 0.00000 | ||
| 31 | 2009.08.03 18:07 | modify | 4 | 5.00 | 1.43086 | 1.44096 | 0.00000 | ||
| 32 | 2009.08.03 18:20 | s/l | 4 | 5.00 | 1.44096 | 1.44096 | 0.00000 | 5050.00 | 18810.00 |
| 33 | 2009.08.03 18:20 | buy | 5 | 5.00 | 1.44077 | 0.00000 | 0.00000 | ||
| 34 | 2009.08.03 18:20 | modify | 5 | 5.00 | 1.44077 | 1.42387 | 0.00000 | ||
| 35 | 2009.08.05 20:50 | modify | 5 | 5.00 | 1.44077 | 1.44127 | 0.00000 | ||
| 36 | 2009.08.05 21:46 | s/l | 5 | 5.00 | 1.44127 | 1.44127 | 0.00000 | 246.00 | 19056.00 |
| 37 | 2009.08.05 21:46 | buy | 6 | 5.00 | 1.44062 | 0.00000 | 0.00000 | ||
| 38 | 2009.08.05 21:46 | modify | 6 | 5.00 | 1.44062 | 1.42372 | 0.00000 | ||
| 39 | 2009.08.06 19:02 | close | 6 | 5.00 | 1.43361 | 1.42372 | 0.00000 | -3511.00 | 15545.00 |
| 40 | 2009.08.06 19:05 | buy | 7 | 5.00 | 1.43382 | 0.00000 | 0.00000 | ||
| 41 | 2009.08.06 19:05 | modify | 7 | 5.00 | 1.43382 | 1.41692 | 0.00000 | ||
| 42 | 2009.08.07 10:50 | modify | 7 | 5.00 | 1.43382 | 1.43428 | 0.00000 | ||
| 43 | 2009.08.07 14:30 | modify | 7 | 5.00 | 1.43382 | 1.43491 | 0.00000 | ||
| 44 | 2009.08.07 14:37 | modify | 7 | 5.00 | 1.43382 | 1.43557 | 0.00000 | ||
| 45 | 2009.08.07 14:40 | s/l | 7 | 5.00 | 1.43557 | 1.43557 | 0.00000 | 873.00 | 16418.00 |
| 46 | 2009.08.07 14:40 | buy | 8 | 5.00 | 1.43485 | 0.00000 | 0.00000 | ||
| 47 | 2009.08.07 14:40 | modify | 8 | 5.00 | 1.43485 | 1.41795 | 0.00000 | ||
| 48 | 2009.08.07 14:50 | close | 8 | 5.00 | 1.42736 | 1.41795 | 0.00000 | -3745.00 | 12673.00 |
| 49 | 2009.08.07 15:00 | buy | 9 | 5.00 | 1.43237 | 0.00000 | 0.00000 | ||
| 50 | 2009.08.07 15:00 | modify | 9 | 5.00 | 1.43237 | 1.41547 | 0.00000 | ||
| 51 | 2009.08.07 16:15 | close | 9 | 5.00 | 1.42466 | 1.41547 | 0.00000 | -3855.00 | 8818.00 |
| 52 | 2009.08.07 16:17 | buy | 10 | 5.00 | 1.42529 | 0.00000 | 0.00000 | ||
| 53 | 2009.08.07 16:17 | modify | 10 | 5.00 | 1.42529 | 1.40839 | 0.00000 | ||
| 54 | 2009.08.07 17:50 | close | 10 | 5.00 | 1.41772 | 1.40839 | 0.00000 | -3785.00 | 5033.00 |
| 55 | 2009.08.07 17:52 | buy | 11 | 5.00 | 1.41876 | 0.00000 | 0.00000 | ||
| 56 | 2009.08.07 17:52 | modify | 11 | 5.00 | 1.41876 | 1.40186 | 0.00000 | ||
| 57 | 2009.08.10 19:20 | close | 11 | 5.00 | 1.41090 | 1.40186 | 0.00000 | -3932.00 | 1101.00 |