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=0.5; CalcPeriod=4; MAPeriod=7; StopLoss=300; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -846.25 | Gross profit | 2313.30 | Gross loss | -3159.55 |
Profit factor | 0.73 | Expected payoff | -35.26 | ||
Absolute drawdown | 1052.05 | Maximal drawdown | 2176.25 (19.56%) | Relative drawdown | 19.56% (2176.25) |
Total trades | 24 | Short positions (won %) | 17 (11.76%) | Long positions (won %) | 7 (14.29%) |
Profit trades (% of total) | 3 (12.50%) | Loss trades (% of total) | 21 (87.50%) | ||
Largest | profit trade | 1316.05 | loss trade | -154.25 | |
Average | profit trade | 771.10 | loss trade | -150.45 | |
Maximum | consecutive wins (profit in money) | 1 (1316.05) | consecutive losses (loss in money) | 9 (-1358.50) | |
Maximal | consecutive profit (count of wins) | 1316.05 (1) | consecutive loss (count of losses) | -1358.50 (9) | |
Average | consecutive wins | 1 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | sell | 1 | 0.50 | 1.42505 | 1.42805 | 0.00000 | ||
2 | 2009.08.03 01:15 | s/l | 1 | 0.50 | 1.42805 | 1.42805 | 0.00000 | -150.00 | 9850.00 |
3 | 2009.08.03 01:15 | sell | 2 | 0.50 | 1.42792 | 1.43092 | 0.00000 | ||
4 | 2009.08.03 01:37 | s/l | 2 | 0.50 | 1.43092 | 1.43092 | 0.00000 | -150.00 | 9700.00 |
5 | 2009.08.03 01:37 | sell | 3 | 0.50 | 1.43081 | 1.43381 | 0.00000 | ||
6 | 2009.08.03 15:32 | s/l | 3 | 0.50 | 1.43381 | 1.43381 | 0.00000 | -150.00 | 9550.00 |
7 | 2009.08.03 15:32 | sell | 4 | 0.50 | 1.43495 | 1.43795 | 0.00000 | ||
8 | 2009.08.03 16:15 | s/l | 4 | 0.50 | 1.43795 | 1.43795 | 0.00000 | -150.00 | 9400.00 |
9 | 2009.08.03 16:15 | sell | 5 | 0.50 | 1.43887 | 1.44187 | 0.00000 | ||
10 | 2009.08.03 16:50 | s/l | 5 | 0.50 | 1.44187 | 1.44187 | 0.00000 | -150.00 | 9250.00 |
11 | 2009.08.03 16:50 | sell | 6 | 0.50 | 1.44237 | 1.44537 | 0.00000 | ||
12 | 2009.08.10 16:52 | close | 6 | 0.50 | 1.41593 | 1.44537 | 0.00000 | 1316.05 | 10566.05 |
13 | 2009.08.10 16:55 | sell | 7 | 0.50 | 1.41548 | 1.41848 | 0.00000 | ||
14 | 2009.08.11 13:20 | s/l | 7 | 0.50 | 1.41848 | 1.41848 | 0.00000 | -150.85 | 10415.20 |
15 | 2009.08.17 00:00 | sell | 8 | 0.50 | 1.41890 | 1.42190 | 0.00000 | ||
16 | 2009.08.19 16:45 | s/l | 8 | 0.50 | 1.42190 | 1.42190 | 0.00000 | -151.70 | 10263.50 |
17 | 2009.08.24 00:00 | sell | 9 | 0.50 | 1.43443 | 1.43743 | 0.00000 | ||
18 | 2009.08.27 20:20 | s/l | 9 | 0.50 | 1.43743 | 1.43743 | 0.00000 | -154.25 | 10109.25 |
19 | 2009.08.31 00:00 | sell | 10 | 0.50 | 1.43053 | 1.43353 | 0.00000 | ||
20 | 2009.08.31 16:26 | s/l | 10 | 0.50 | 1.43353 | 1.43353 | 0.00000 | -150.00 | 9959.25 |
21 | 2009.08.31 16:26 | sell | 11 | 0.50 | 1.43484 | 1.43784 | 0.00000 | ||
22 | 2009.09.01 08:16 | s/l | 11 | 0.50 | 1.43784 | 1.43784 | 0.00000 | -150.85 | 9808.40 |
23 | 2009.09.07 00:00 | sell | 12 | 0.50 | 1.43052 | 1.43352 | 0.00000 | ||
24 | 2009.09.07 05:20 | s/l | 12 | 0.50 | 1.43352 | 1.43352 | 0.00000 | -150.00 | 9658.40 |
25 | 2009.09.07 05:20 | sell | 13 | 0.50 | 1.43337 | 1.43637 | 0.00000 | ||
26 | 2009.09.08 08:15 | s/l | 13 | 0.50 | 1.43637 | 1.43637 | 0.00000 | -150.85 | 9507.55 |
27 | 2009.09.14 00:00 | buy | 14 | 0.50 | 1.45970 | 1.45670 | 0.00000 | ||
28 | 2009.09.14 02:03 | s/l | 14 | 0.50 | 1.45670 | 1.45670 | 0.00000 | -150.00 | 9357.55 |
29 | 2009.09.14 02:03 | buy | 15 | 0.50 | 1.45656 | 1.45356 | 0.00000 | ||
30 | 2009.09.14 02:46 | s/l | 15 | 0.50 | 1.45356 | 1.45356 | 0.00000 | -150.00 | 9207.55 |
31 | 2009.09.14 02:46 | buy | 16 | 0.50 | 1.45320 | 1.45020 | 0.00000 | ||
32 | 2009.09.21 02:47 | close | 16 | 0.50 | 1.47070 | 1.45020 | 0.00000 | 873.95 | 10081.50 |
33 | 2009.09.21 02:50 | buy | 17 | 0.50 | 1.47045 | 1.46745 | 0.00000 | ||
34 | 2009.09.21 07:15 | s/l | 17 | 0.50 | 1.46745 | 1.46745 | 0.00000 | -150.00 | 9931.50 |
35 | 2009.09.21 07:15 | buy | 18 | 0.50 | 1.46739 | 1.46439 | 0.00000 | ||
36 | 2009.09.21 08:32 | s/l | 18 | 0.50 | 1.46439 | 1.46439 | 0.00000 | -150.00 | 9781.50 |
37 | 2009.09.21 08:32 | buy | 19 | 0.50 | 1.46421 | 1.46121 | 0.00000 | ||
38 | 2009.09.21 14:50 | s/l | 19 | 0.50 | 1.46121 | 1.46121 | 0.00000 | -150.00 | 9631.50 |
39 | 2009.09.21 14:50 | buy | 20 | 0.50 | 1.46136 | 1.45836 | 0.00000 | ||
40 | 2009.09.28 03:50 | s/l | 20 | 0.50 | 1.45836 | 1.45836 | 0.00000 | -151.05 | 9480.45 |
41 | 2009.09.28 03:50 | sell | 21 | 0.50 | 1.45725 | 1.46025 | 0.00000 | ||
42 | 2009.09.28 07:20 | s/l | 21 | 0.50 | 1.46025 | 1.46025 | 0.00000 | -150.00 | 9330.45 |
43 | 2009.09.28 07:20 | sell | 22 | 0.50 | 1.46063 | 1.46363 | 0.00000 | ||
44 | 2009.09.28 09:07 | s/l | 22 | 0.50 | 1.46363 | 1.46363 | 0.00000 | -150.00 | 9180.45 |
45 | 2009.09.28 09:07 | sell | 23 | 0.50 | 1.46339 | 1.46639 | 0.00000 | ||
46 | 2009.09.28 13:20 | s/l | 23 | 0.50 | 1.46639 | 1.46639 | 0.00000 | -150.00 | 9030.45 |
47 | 2009.09.28 13:20 | sell | 24 | 0.50 | 1.46639 | 1.46939 | 0.00000 | ||
48 | 2009.09.30 23:59 | close at stop | 24 | 0.50 | 1.46389 | 1.46939 | 0.00000 | 123.30 | 9153.75 |