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 | hidden_TakeProfit=60; hidden_StopLoss=30; Lots=0.2; target_tp1=20; target_tp2=35; target_tp3=50; pidem=0; pidemu=14; pisto=0; pistok=5; pistod=3; istslow=3; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -243.88 | Gross profit | 64.00 | Gross loss | -307.88 |
Profit factor | 0.21 | Expected payoff | -9.38 | ||
Absolute drawdown | 267.08 | Maximal drawdown | 270.88 (2.71%) | Relative drawdown | 2.71% (270.88) |
Total trades | 26 | Short positions (won %) | 12 (8.33%) | Long positions (won %) | 14 (7.14%) |
Profit trades (% of total) | 2 (7.69%) | Loss trades (% of total) | 24 (92.31%) | ||
Largest | profit trade | 40.80 | loss trade | -24.68 | |
Average | profit trade | 32.00 | loss trade | -12.83 | |
Maximum | consecutive wins (profit in money) | 1 (40.80) | consecutive losses (loss in money) | 16 (-201.08) | |
Maximal | consecutive profit (count of wins) | 40.80 (1) | consecutive loss (count of losses) | -201.08 (16) | |
Average | consecutive wins | 1 | consecutive losses | 12 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.14 22:45 | buy | 1 | 0.20 | 1.42013 | 0.00000 | 0.00000 | ||
2 | 2009.08.17 00:00 | close | 1 | 0.20 | 1.41890 | 0.00000 | 0.00000 | -24.68 | 9975.32 |
3 | 2009.08.18 04:02 | sell | 2 | 0.20 | 1.41128 | 0.00000 | 0.00000 | ||
4 | 2009.08.18 04:05 | close | 2 | 0.20 | 1.41159 | 0.00000 | 0.00000 | -6.20 | 9969.12 |
5 | 2009.08.18 04:07 | sell | 3 | 0.20 | 1.41108 | 0.00000 | 0.00000 | ||
6 | 2009.08.18 04:10 | close | 3 | 0.20 | 1.41219 | 0.00000 | 0.00000 | -22.20 | 9946.92 |
7 | 2009.09.11 08:20 | sell | 4 | 0.20 | 1.46027 | 0.00000 | 0.00000 | ||
8 | 2009.09.11 08:22 | close | 4 | 0.20 | 1.46082 | 0.00000 | 0.00000 | -11.00 | 9935.92 |
9 | 2009.09.11 08:25 | sell | 5 | 0.20 | 1.46049 | 0.00000 | 0.00000 | ||
10 | 2009.09.11 08:27 | close | 5 | 0.20 | 1.46126 | 0.00000 | 0.00000 | -15.40 | 9920.52 |
11 | 2009.09.11 08:45 | sell | 6 | 0.20 | 1.46014 | 0.00000 | 0.00000 | ||
12 | 2009.09.11 08:47 | close | 6 | 0.20 | 1.46050 | 0.00000 | 0.00000 | -7.20 | 9913.32 |
13 | 2009.09.11 08:50 | sell | 7 | 0.20 | 1.45917 | 0.00000 | 0.00000 | ||
14 | 2009.09.11 08:52 | close | 7 | 0.20 | 1.45977 | 0.00000 | 0.00000 | -12.00 | 9901.32 |
15 | 2009.09.11 08:55 | sell | 8 | 0.20 | 1.45941 | 0.00000 | 0.00000 | ||
16 | 2009.09.11 08:57 | close | 8 | 0.20 | 1.46025 | 0.00000 | 0.00000 | -16.80 | 9884.52 |
17 | 2009.09.11 08:59 | sell | 9 | 0.20 | 1.46008 | 0.00000 | 0.00000 | ||
18 | 2009.09.11 09:07 | modify | 9 | 0.20 | 1.46008 | 1.46010 | 1.45906 | ||
19 | 2009.09.11 09:10 | s/l | 9 | 0.20 | 1.46010 | 1.46010 | 1.45906 | -0.40 | 9884.12 |
20 | 2009.09.14 04:16 | buy | 10 | 0.20 | 1.45483 | 0.00000 | 0.00000 | ||
21 | 2009.09.14 04:20 | close | 10 | 0.20 | 1.45448 | 0.00000 | 0.00000 | -7.00 | 9877.12 |
22 | 2009.09.14 04:23 | buy | 11 | 0.20 | 1.45471 | 0.00000 | 0.00000 | ||
23 | 2009.09.14 04:26 | close | 11 | 0.20 | 1.45423 | 0.00000 | 0.00000 | -9.60 | 9867.52 |
24 | 2009.09.14 04:26 | buy | 12 | 0.20 | 1.45443 | 0.00000 | 0.00000 | ||
25 | 2009.09.14 04:32 | close | 12 | 0.20 | 1.45377 | 0.00000 | 0.00000 | -13.20 | 9854.32 |
26 | 2009.09.14 04:45 | buy | 13 | 0.20 | 1.45447 | 0.00000 | 0.00000 | ||
27 | 2009.09.14 05:03 | close | 13 | 0.20 | 1.45386 | 0.00000 | 0.00000 | -12.20 | 9842.12 |
28 | 2009.09.24 15:45 | sell | 14 | 0.20 | 1.47594 | 0.00000 | 0.00000 | ||
29 | 2009.09.24 15:47 | close | 14 | 0.20 | 1.47635 | 0.00000 | 0.00000 | -8.20 | 9833.92 |
30 | 2009.09.24 15:50 | sell | 15 | 0.20 | 1.47472 | 0.00000 | 0.00000 | ||
31 | 2009.09.24 15:52 | close | 15 | 0.20 | 1.47544 | 0.00000 | 0.00000 | -14.40 | 9819.52 |
32 | 2009.09.24 15:55 | sell | 16 | 0.20 | 1.47502 | 0.00000 | 0.00000 | ||
33 | 2009.09.24 15:57 | close | 16 | 0.20 | 1.47605 | 0.00000 | 0.00000 | -20.60 | 9798.92 |
34 | 2009.09.24 15:59 | sell | 17 | 0.20 | 1.47581 | 0.00000 | 0.00000 | ||
35 | 2009.09.24 16:03 | close | 17 | 0.20 | 1.47377 | 0.00000 | 0.00000 | 40.80 | 9839.72 |
36 | 2009.09.28 08:20 | buy | 18 | 0.20 | 1.46229 | 0.00000 | 0.00000 | ||
37 | 2009.09.28 08:22 | close | 18 | 0.20 | 1.46150 | 0.00000 | 0.00000 | -15.80 | 9823.92 |
38 | 2009.09.28 08:25 | buy | 19 | 0.20 | 1.46195 | 0.00000 | 0.00000 | ||
39 | 2009.09.28 08:27 | close | 19 | 0.20 | 1.46082 | 0.00000 | 0.00000 | -22.60 | 9801.32 |
40 | 2009.09.28 08:27 | buy | 20 | 0.20 | 1.46088 | 0.00000 | 0.00000 | ||
41 | 2009.09.28 08:32 | close | 20 | 0.20 | 1.45984 | 0.00000 | 0.00000 | -20.80 | 9780.52 |
42 | 2009.09.28 08:35 | buy | 21 | 0.20 | 1.46016 | 0.00000 | 0.00000 | ||
43 | 2009.09.28 08:37 | close | 21 | 0.20 | 1.45964 | 0.00000 | 0.00000 | -10.40 | 9770.12 |
44 | 2009.09.28 08:40 | buy | 22 | 0.20 | 1.46076 | 0.00000 | 0.00000 | ||
45 | 2009.09.28 08:42 | close | 22 | 0.20 | 1.46045 | 0.00000 | 0.00000 | -6.20 | 9763.92 |
46 | 2009.09.28 08:45 | buy | 23 | 0.20 | 1.46137 | 0.00000 | 0.00000 | ||
47 | 2009.09.28 08:47 | close | 23 | 0.20 | 1.46106 | 0.00000 | 0.00000 | -6.20 | 9757.72 |
48 | 2009.09.28 08:50 | buy | 24 | 0.20 | 1.46198 | 0.00000 | 0.00000 | ||
49 | 2009.09.28 08:52 | close | 24 | 0.20 | 1.46146 | 0.00000 | 0.00000 | -10.40 | 9747.32 |
50 | 2009.09.28 08:55 | buy | 25 | 0.20 | 1.46178 | 0.00000 | 0.00000 | ||
51 | 2009.09.28 08:57 | close | 25 | 0.20 | 1.46106 | 0.00000 | 0.00000 | -14.40 | 9732.92 |
52 | 2009.09.28 08:59 | buy | 26 | 0.20 | 1.46143 | 0.00000 | 0.00000 | ||
53 | 2009.09.28 09:00 | close | 26 | 0.20 | 1.46259 | 0.00000 | 0.00000 | 23.20 | 9756.12 |