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 | tp1=700; sl1=2500; Expimin=5555; lots=0.1; Risk=0.05; multilot=1; closeby=false; mn=88; sh2=3; sh3=3; sh4=3; sh5=3; levelb=3; levels=3; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -446.02 | Gross profit | 1020.44 | Gross loss | -1466.46 |
Profit factor | 0.70 | Expected payoff | -22.30 | ||
Absolute drawdown | 621.14 | Maximal drawdown | 1147.96 (10.91%) | Relative drawdown | 10.91% (1147.96) |
Total trades | 20 | Short positions (won %) | 14 (42.86%) | Long positions (won %) | 6 (66.67%) |
Profit trades (% of total) | 10 (50.00%) | Loss trades (% of total) | 10 (50.00%) | ||
Largest | profit trade | 136.20 | loss trade | -504.80 | |
Average | profit trade | 102.04 | loss trade | -146.65 | |
Maximum | consecutive wins (profit in money) | 6 (476.32) | consecutive losses (loss in money) | 4 (-832.60) | |
Maximal | consecutive profit (count of wins) | 476.32 (6) | consecutive loss (count of losses) | -832.60 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 04:00 | sell | 1 | 0.10 | 1.42410 | 1.44929 | 1.41729 | ||
2 | 2009.08.07 01:00 | close | 1 | 0.10 | 1.43614 | 1.44929 | 1.41729 | -121.00 | 9879.00 |
3 | 2009.08.07 05:00 | sell | 2 | 0.20 | 1.43577 | 1.46096 | 1.42896 | ||
4 | 2009.08.07 14:50 | t/p | 2 | 0.20 | 1.42896 | 1.46096 | 1.42896 | 136.20 | 10015.20 |
5 | 2009.08.07 17:00 | sell | 3 | 0.10 | 1.42067 | 1.44586 | 1.41386 | ||
6 | 2009.08.10 17:20 | t/p | 3 | 0.10 | 1.41386 | 1.44586 | 1.41386 | 68.00 | 10083.20 |
7 | 2009.08.10 23:00 | buy | 4 | 0.10 | 1.41410 | 1.38891 | 1.42091 | ||
8 | 2009.08.12 16:20 | t/p | 4 | 0.10 | 1.42091 | 1.38891 | 1.42091 | 68.02 | 10151.22 |
9 | 2009.08.12 23:00 | buy | 5 | 0.10 | 1.41873 | 1.39354 | 1.42554 | ||
10 | 2009.08.13 08:20 | t/p | 5 | 0.10 | 1.42554 | 1.39354 | 1.42554 | 67.98 | 10219.20 |
11 | 2009.08.14 06:00 | sell | 6 | 0.10 | 1.42688 | 1.45207 | 1.42007 | ||
12 | 2009.08.14 19:16 | t/p | 6 | 0.10 | 1.42007 | 1.45207 | 1.42007 | 68.10 | 10287.30 |
13 | 2009.08.17 00:00 | buy | 7 | 0.10 | 1.41909 | 1.39390 | 1.42590 | ||
14 | 2009.08.19 17:50 | t/p | 7 | 0.10 | 1.42590 | 1.39390 | 1.42590 | 68.02 | 10355.32 |
15 | 2009.08.20 04:00 | sell | 8 | 0.10 | 1.42307 | 1.44826 | 1.41626 | ||
16 | 2009.08.24 01:00 | close | 8 | 0.10 | 1.43395 | 1.44826 | 1.41626 | -109.00 | 10246.32 |
17 | 2009.08.24 05:00 | sell | 9 | 0.20 | 1.43362 | 1.45881 | 1.42681 | ||
18 | 2009.08.25 08:50 | t/p | 9 | 0.20 | 1.42681 | 1.45881 | 1.42681 | 136.00 | 10382.32 |
19 | 2009.08.25 09:00 | sell | 10 | 0.10 | 1.42635 | 1.45154 | 1.41954 | ||
20 | 2009.08.31 00:00 | close | 10 | 0.10 | 1.43072 | 1.45154 | 1.41954 | -44.30 | 10338.02 |
21 | 2009.08.31 05:00 | sell | 11 | 0.20 | 1.42913 | 1.45432 | 1.42232 | ||
22 | 2009.09.01 17:50 | t/p | 11 | 0.20 | 1.42232 | 1.45432 | 1.42232 | 136.00 | 10474.02 |
23 | 2009.09.01 19:00 | sell | 12 | 0.10 | 1.42317 | 1.44836 | 1.41636 | ||
24 | 2009.09.07 00:00 | close | 12 | 0.10 | 1.43071 | 1.44836 | 1.41636 | -76.00 | 10398.02 |
25 | 2009.09.07 12:00 | sell | 13 | 0.20 | 1.43507 | 1.46026 | 1.42826 | ||
26 | 2009.09.10 14:50 | s/l | 13 | 0.20 | 1.46026 | 1.46026 | 1.42826 | -504.80 | 9893.22 |
27 | 2009.09.10 17:00 | sell | 14 | 0.20 | 1.45607 | 1.48126 | 1.44926 | ||
28 | 2009.09.14 14:00 | close | 14 | 0.20 | 1.45656 | 1.48126 | 1.44926 | -10.20 | 9883.02 |
29 | 2009.09.14 20:00 | sell | 15 | 0.20 | 1.45998 | 1.48517 | 1.45317 | ||
30 | 2009.09.18 17:00 | close | 15 | 0.20 | 1.47200 | 1.48517 | 1.45317 | -241.60 | 9641.42 |
31 | 2009.09.18 18:00 | sell | 16 | 0.20 | 1.47021 | 1.49540 | 1.46340 | ||
32 | 2009.09.21 14:20 | t/p | 16 | 0.20 | 1.46340 | 1.49540 | 1.46340 | 136.00 | 9777.42 |
33 | 2009.09.21 16:00 | sell | 17 | 0.10 | 1.46506 | 1.49025 | 1.45825 | ||
34 | 2009.09.25 13:00 | close | 17 | 0.10 | 1.46950 | 1.49025 | 1.45825 | -45.00 | 9732.42 |
35 | 2009.09.25 17:00 | buy | 18 | 0.20 | 1.46914 | 1.44395 | 1.47595 | ||
36 | 2009.09.29 14:00 | close | 18 | 0.20 | 1.45484 | 1.44395 | 1.47595 | -286.16 | 9446.26 |
37 | 2009.09.29 15:00 | buy | 19 | 0.20 | 1.45607 | 1.43088 | 1.46288 | ||
38 | 2009.09.30 04:45 | t/p | 19 | 0.20 | 1.46288 | 1.43088 | 1.46288 | 136.12 | 9582.38 |
39 | 2009.09.30 13:00 | buy | 20 | 0.10 | 1.46649 | 1.44130 | 1.47330 | ||
40 | 2009.09.30 23:59 | close at stop | 20 | 0.10 | 1.46365 | 1.44130 | 1.47330 | -28.40 | 9553.98 |