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; ZZbar=1; Closebar=3; CloseBars=5; Maxord=10; Sl=0; Tp=0; bu=0; Rew=0; ClosePos=1; Drive=false; _Bu=false; Autolot=true; magic=78977; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -289.84 | Gross profit | 580.98 | Gross loss | -870.82 |
Profit factor | 0.67 | Expected payoff | -48.31 | ||
Absolute drawdown | 2527.53 | Maximal drawdown | 3454.25 (31.61%) | Relative drawdown | 31.61% (3454.25) |
Total trades | 6 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
Largest | profit trade | 237.88 | loss trade | -576.48 | |
Average | profit trade | 145.25 | loss trade | -435.41 | |
Maximum | consecutive wins (profit in money) | 4 (580.98) | consecutive losses (loss in money) | 2 (-870.82) | |
Maximal | consecutive profit (count of wins) | 580.98 (4) | consecutive loss (count of losses) | -870.82 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.07 00:00 | sell | 1 | 0.10 | 1.43534 | 0.00000 | 0.00000 | ||
2 | 2009.08.07 01:00 | sell | 2 | 0.20 | 1.43595 | 0.00000 | 0.00000 | ||
3 | 2009.09.21 00:00 | sell | 3 | 0.30 | 1.46926 | 0.00000 | 0.00000 | ||
4 | 2009.09.21 01:00 | sell | 4 | 0.40 | 1.46999 | 0.00000 | 0.00000 | ||
5 | 2009.09.25 00:00 | sell | 5 | 0.50 | 1.46603 | 0.00000 | 0.00000 | ||
6 | 2009.09.25 01:00 | sell | 6 | 0.60 | 1.46531 | 0.00000 | 0.00000 | ||
7 | 2009.09.30 23:59 | close at stop | 6 | 0.60 | 1.46389 | 0.00000 | 0.00000 | 82.14 | 10082.14 |
8 | 2009.09.30 23:59 | close at stop | 5 | 0.50 | 1.46389 | 0.00000 | 0.00000 | 104.45 | 10186.59 |
9 | 2009.09.30 23:59 | close at stop | 4 | 0.40 | 1.46389 | 0.00000 | 0.00000 | 237.88 | 10424.47 |
10 | 2009.09.30 23:59 | close at stop | 3 | 0.30 | 1.46389 | 0.00000 | 0.00000 | 156.51 | 10580.98 |
11 | 2009.09.30 23:59 | close at stop | 2 | 0.20 | 1.46389 | 0.00000 | 0.00000 | -576.48 | 10004.50 |
12 | 2009.09.30 23:59 | close at stop | 1 | 0.10 | 1.46389 | 0.00000 | 0.00000 | -294.34 | 9710.16 |