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 | TakeProfit=10; Lots=10; StopLoss=80; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -7700.00 | Gross profit | 1100.00 | Gross loss | -8800.00 |
Profit factor | 0.13 | Expected payoff | -350.00 | ||
Absolute drawdown | 7700.00 | Maximal drawdown | 7800.00 (77.23%) | Relative drawdown | 77.23% (7800.00) |
Total trades | 22 | Short positions (won %) | 22 (50.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 11 (50.00%) | Loss trades (% of total) | 11 (50.00%) | ||
Largest | profit trade | 100.00 | loss trade | -800.00 | |
Average | profit trade | 100.00 | loss trade | -800.00 | |
Maximum | consecutive wins (profit in money) | 3 (300.00) | consecutive losses (loss in money) | 3 (-2400.00) | |
Maximal | consecutive profit (count of wins) | 300.00 (3) | consecutive loss (count of losses) | -2400.00 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 03:00 | sell | 1 | 10.00 | 1.42518 | 1.42598 | 1.42508 | ||
2 | 2009.08.03 03:02 | t/p | 1 | 10.00 | 1.42508 | 1.42598 | 1.42508 | 100.00 | 10100.00 |
3 | 2009.08.03 03:02 | sell | 2 | 10.00 | 1.42359 | 1.42439 | 1.42349 | ||
4 | 2009.08.03 03:10 | s/l | 2 | 10.00 | 1.42439 | 1.42439 | 1.42349 | -800.00 | 9300.00 |
5 | 2009.08.03 03:10 | sell | 3 | 10.00 | 1.42450 | 1.42530 | 1.42440 | ||
6 | 2009.08.03 03:15 | s/l | 3 | 10.00 | 1.42530 | 1.42530 | 1.42440 | -800.00 | 8500.00 |
7 | 2009.08.03 03:15 | sell | 4 | 10.00 | 1.42519 | 1.42599 | 1.42509 | ||
8 | 2009.08.03 03:20 | s/l | 4 | 10.00 | 1.42599 | 1.42599 | 1.42509 | -800.00 | 7700.00 |
9 | 2009.08.03 03:20 | sell | 5 | 10.00 | 1.42587 | 1.42667 | 1.42577 | ||
10 | 2009.08.03 03:22 | t/p | 5 | 10.00 | 1.42577 | 1.42667 | 1.42577 | 100.00 | 7800.00 |
11 | 2009.08.03 03:22 | sell | 6 | 10.00 | 1.42541 | 1.42621 | 1.42531 | ||
12 | 2009.08.03 03:27 | t/p | 6 | 10.00 | 1.42531 | 1.42621 | 1.42531 | 100.00 | 7900.00 |
13 | 2009.08.03 03:27 | sell | 7 | 10.00 | 1.42496 | 1.42576 | 1.42486 | ||
14 | 2009.08.03 03:27 | s/l | 7 | 10.00 | 1.42576 | 1.42576 | 1.42486 | -800.00 | 7100.00 |
15 | 2009.08.03 03:27 | sell | 8 | 10.00 | 1.42560 | 1.42640 | 1.42550 | ||
16 | 2009.08.03 03:33 | t/p | 8 | 10.00 | 1.42550 | 1.42640 | 1.42550 | 100.00 | 7200.00 |
17 | 2009.08.03 03:33 | sell | 9 | 10.00 | 1.42501 | 1.42581 | 1.42491 | ||
18 | 2009.08.03 03:40 | t/p | 9 | 10.00 | 1.42491 | 1.42581 | 1.42491 | 100.00 | 7300.00 |
19 | 2009.08.03 03:40 | sell | 10 | 10.00 | 1.42458 | 1.42538 | 1.42448 | ||
20 | 2009.08.03 03:46 | t/p | 10 | 10.00 | 1.42448 | 1.42538 | 1.42448 | 100.00 | 7400.00 |
21 | 2009.08.03 03:46 | sell | 11 | 10.00 | 1.42400 | 1.42480 | 1.42390 | ||
22 | 2009.08.03 03:56 | s/l | 11 | 10.00 | 1.42480 | 1.42480 | 1.42390 | -800.00 | 6600.00 |
23 | 2009.08.03 03:56 | sell | 12 | 10.00 | 1.42458 | 1.42538 | 1.42448 | ||
24 | 2009.08.03 03:59 | t/p | 12 | 10.00 | 1.42448 | 1.42538 | 1.42448 | 100.00 | 6700.00 |
25 | 2009.08.03 03:59 | sell | 13 | 10.00 | 1.42409 | 1.42489 | 1.42399 | ||
26 | 2009.08.03 04:15 | t/p | 13 | 10.00 | 1.42399 | 1.42489 | 1.42399 | 100.00 | 6800.00 |
27 | 2009.08.03 04:15 | sell | 14 | 10.00 | 1.42341 | 1.42421 | 1.42331 | ||
28 | 2009.08.03 04:20 | t/p | 14 | 10.00 | 1.42331 | 1.42421 | 1.42331 | 100.00 | 6900.00 |
29 | 2009.08.03 04:20 | sell | 15 | 10.00 | 1.42286 | 1.42366 | 1.42276 | ||
30 | 2009.08.03 04:27 | s/l | 15 | 10.00 | 1.42366 | 1.42366 | 1.42276 | -800.00 | 6100.00 |
31 | 2009.08.03 04:27 | sell | 16 | 10.00 | 1.42391 | 1.42471 | 1.42381 | ||
32 | 2009.08.03 04:40 | s/l | 16 | 10.00 | 1.42471 | 1.42471 | 1.42381 | -800.00 | 5300.00 |
33 | 2009.08.03 04:40 | sell | 17 | 10.00 | 1.42449 | 1.42529 | 1.42439 | ||
34 | 2009.08.03 04:50 | s/l | 17 | 10.00 | 1.42529 | 1.42529 | 1.42439 | -800.00 | 4500.00 |
35 | 2009.08.03 04:50 | sell | 18 | 10.00 | 1.42518 | 1.42598 | 1.42508 | ||
36 | 2009.08.03 04:57 | t/p | 18 | 10.00 | 1.42508 | 1.42598 | 1.42508 | 100.00 | 4600.00 |
37 | 2009.08.03 04:57 | sell | 19 | 10.00 | 1.42472 | 1.42552 | 1.42462 | ||
38 | 2009.08.03 05:02 | s/l | 19 | 10.00 | 1.42552 | 1.42552 | 1.42462 | -800.00 | 3800.00 |
39 | 2009.08.03 08:00 | sell | 20 | 10.00 | 1.42348 | 1.42428 | 1.42338 | ||
40 | 2009.08.03 08:02 | t/p | 20 | 10.00 | 1.42338 | 1.42428 | 1.42338 | 100.00 | 3900.00 |
41 | 2009.08.03 08:02 | sell | 21 | 10.00 | 1.42279 | 1.42359 | 1.42269 | ||
42 | 2009.08.03 08:10 | s/l | 21 | 10.00 | 1.42359 | 1.42359 | 1.42269 | -800.00 | 3100.00 |
43 | 2009.08.03 08:10 | sell | 22 | 10.00 | 1.42369 | 1.42449 | 1.42359 | ||
44 | 2009.08.03 08:15 | s/l | 22 | 10.00 | 1.42449 | 1.42449 | 1.42359 | -800.00 | 2300.00 |