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 | ProfitTarget=80; TrailingStop=60; Lots=0.1; MagicNumber=123400; Slippage=5; UseNoTradeDay=false; NoTradeDay=5; volume=200; StopLoss=60; UseMoneyManagement=false; MM_Type=2; StrSep1=""-----MoneyManagementType"; MMRisk=0.15; LossMax=1000; StrSep2=""-----MoneyManagementType"; AccountIsMini=false; TradeSizePercent=35; GMT_Offset=0; sm="--Trading Hours--"; UseTradingHours=false; TradeAsianMarket=false; StartHour1=1; StopHour1=10; TradeEuropeanMarket=false; StartHour2=9; StopHour2=14; TradeNewYorkMarket=false; StartHour3=15; StopHour3=23; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 80.00 | Gross profit | 560.00 | Gross loss | -480.00 |
| Profit factor | 1.17 | Expected payoff | 5.33 | ||
| Absolute drawdown | 179.00 | Maximal drawdown | 179.00 (1.79%) | Relative drawdown | 1.79% (179.00) |
| Total trades | 15 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 9 (55.56%) |
| Profit trades (% of total) | 7 (46.67%) | Loss trades (% of total) | 8 (53.33%) | ||
| Largest | profit trade | 80.00 | loss trade | -60.00 | |
| Average | profit trade | 80.00 | loss trade | -60.00 | |
| Maximum | consecutive wins (profit in money) | 2 (160.00) | consecutive losses (loss in money) | 2 (-120.00) | |
| Maximal | consecutive profit (count of wins) | 160.00 (2) | consecutive loss (count of losses) | -120.00 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.05 10:00 | buy | 1 | 1.00 | 1.44016 | 1.43956 | 1.44096 | ||
| 2 | 2009.08.05 10:02 | s/l | 1 | 1.00 | 1.43956 | 1.43956 | 1.44096 | -60.00 | 9940.00 |
| 3 | 2009.08.06 05:00 | sell | 2 | 1.00 | 1.43945 | 1.44005 | 1.43865 | ||
| 4 | 2009.08.06 05:07 | s/l | 2 | 1.00 | 1.44005 | 1.44005 | 1.43865 | -60.00 | 9880.00 |
| 5 | 2009.08.07 08:00 | sell | 3 | 1.00 | 1.43522 | 1.43582 | 1.43442 | ||
| 6 | 2009.08.07 08:20 | t/p | 3 | 1.00 | 1.43442 | 1.43582 | 1.43442 | 80.00 | 9960.00 |
| 7 | 2009.08.12 08:00 | sell | 4 | 1.00 | 1.41355 | 1.41415 | 1.41275 | ||
| 8 | 2009.08.12 08:07 | s/l | 4 | 1.00 | 1.41415 | 1.41415 | 1.41275 | -60.00 | 9900.00 |
| 9 | 2009.08.13 15:00 | buy | 5 | 1.00 | 1.43027 | 1.42967 | 1.43107 | ||
| 10 | 2009.08.13 15:02 | t/p | 5 | 1.00 | 1.43107 | 1.42967 | 1.43107 | 80.00 | 9980.00 |
| 11 | 2009.08.14 03:00 | buy | 6 | 1.00 | 1.42928 | 1.42868 | 1.43008 | ||
| 12 | 2009.08.14 03:10 | modify | 6 | 1.00 | 1.42928 | 1.42944 | 1.43008 | ||
| 13 | 2009.08.14 03:16 | t/p | 6 | 1.00 | 1.43008 | 1.42944 | 1.43008 | 80.00 | 10060.00 |
| 14 | 2009.09.02 10:00 | sell | 7 | 1.00 | 1.42128 | 1.42188 | 1.42048 | ||
| 15 | 2009.09.02 10:15 | s/l | 7 | 1.00 | 1.42188 | 1.42188 | 1.42048 | -60.00 | 10000.00 |
| 16 | 2009.09.07 01:00 | buy | 8 | 1.00 | 1.43149 | 1.43089 | 1.43229 | ||
| 17 | 2009.09.07 01:20 | modify | 8 | 1.00 | 1.43149 | 1.43153 | 1.43229 | ||
| 18 | 2009.09.07 02:10 | modify | 8 | 1.00 | 1.43149 | 1.43154 | 1.43229 | ||
| 19 | 2009.09.07 02:15 | t/p | 8 | 1.00 | 1.43229 | 1.43154 | 1.43229 | 80.00 | 10080.00 |
| 20 | 2009.09.08 08:00 | buy | 9 | 1.00 | 1.43479 | 1.43419 | 1.43559 | ||
| 21 | 2009.09.08 08:07 | s/l | 9 | 1.00 | 1.43419 | 1.43419 | 1.43559 | -60.00 | 10020.00 |
| 22 | 2009.09.09 22:00 | buy | 10 | 1.00 | 1.45534 | 1.45474 | 1.45614 | ||
| 23 | 2009.09.09 22:15 | modify | 10 | 1.00 | 1.45534 | 1.45543 | 1.45614 | ||
| 24 | 2009.09.09 22:20 | t/p | 10 | 1.00 | 1.45614 | 1.45543 | 1.45614 | 80.00 | 10100.00 |
| 25 | 2009.09.15 13:00 | buy | 11 | 1.00 | 1.46090 | 1.46030 | 1.46170 | ||
| 26 | 2009.09.15 13:15 | s/l | 11 | 1.00 | 1.46030 | 1.46030 | 1.46170 | -60.00 | 10040.00 |
| 27 | 2009.09.16 06:00 | buy | 12 | 1.00 | 1.46817 | 1.46757 | 1.46897 | ||
| 28 | 2009.09.16 06:15 | s/l | 12 | 1.00 | 1.46757 | 1.46757 | 1.46897 | -60.00 | 9980.00 |
| 29 | 2009.09.17 16:00 | buy | 13 | 1.00 | 1.47405 | 1.47345 | 1.47485 | ||
| 30 | 2009.09.17 16:02 | t/p | 13 | 1.00 | 1.47485 | 1.47345 | 1.47485 | 80.00 | 10060.00 |
| 31 | 2009.09.21 15:00 | sell | 14 | 1.00 | 1.46262 | 1.46322 | 1.46182 | ||
| 32 | 2009.09.21 15:02 | t/p | 14 | 1.00 | 1.46182 | 1.46322 | 1.46182 | 80.00 | 10140.00 |
| 33 | 2009.09.28 03:00 | sell | 15 | 1.00 | 1.46441 | 1.46501 | 1.46361 | ||
| 34 | 2009.09.28 03:02 | s/l | 15 | 1.00 | 1.46501 | 1.46501 | 1.46361 | -60.00 | 10080.00 |