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 | TakeProfit=25; Lots=1; TrailingStop=0; StopLoss=50; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2689.80 | Gross profit | 448.30 | Gross loss | -3138.10 |
Profit factor | 0.14 | Expected payoff | -141.57 | ||
Absolute drawdown | 4740.90 | Maximal drawdown | 5189.20 (49.67%) | Relative drawdown | 49.67% (5189.20) |
Total trades | 19 | Short positions (won %) | 19 (94.74%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 18 (94.74%) | Loss trades (% of total) | 1 (5.26%) | ||
Largest | profit trade | 25.00 | loss trade | -3138.10 | |
Average | profit trade | 24.91 | loss trade | -3138.10 | |
Maximum | consecutive wins (profit in money) | 18 (448.30) | consecutive losses (loss in money) | 1 (-3138.10) | |
Maximal | consecutive profit (count of wins) | 448.30 (18) | consecutive loss (count of losses) | -3138.10 (1) | |
Average | consecutive wins | 18 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 08:37 | sell | 1 | 1.00 | 1.42545 | 0.00000 | 1.42520 | ||
2 | 2009.08.03 08:40 | t/p | 1 | 1.00 | 1.42520 | 0.00000 | 1.42520 | 25.00 | 10025.00 |
3 | 2009.08.04 05:45 | sell | 2 | 1.00 | 1.43924 | 0.00000 | 1.43899 | ||
4 | 2009.08.04 05:50 | t/p | 2 | 1.00 | 1.43899 | 0.00000 | 1.43899 | 25.00 | 10050.00 |
5 | 2009.08.04 05:50 | sell | 3 | 1.00 | 1.43848 | 0.00000 | 1.43823 | ||
6 | 2009.08.04 06:50 | t/p | 3 | 1.00 | 1.43823 | 0.00000 | 1.43823 | 25.00 | 10075.00 |
7 | 2009.08.05 07:16 | sell | 4 | 1.00 | 1.43882 | 0.00000 | 1.43857 | ||
8 | 2009.08.05 07:50 | t/p | 4 | 1.00 | 1.43857 | 0.00000 | 1.43857 | 25.00 | 10100.00 |
9 | 2009.08.05 07:50 | sell | 5 | 1.00 | 1.43826 | 0.00000 | 1.43801 | ||
10 | 2009.08.05 08:40 | t/p | 5 | 1.00 | 1.43801 | 0.00000 | 1.43801 | 25.00 | 10125.00 |
11 | 2009.08.07 14:52 | sell | 6 | 1.00 | 1.42947 | 0.00000 | 1.42922 | ||
12 | 2009.08.07 14:55 | t/p | 6 | 1.00 | 1.42922 | 0.00000 | 1.42922 | 25.00 | 10150.00 |
13 | 2009.08.07 14:55 | sell | 7 | 1.00 | 1.42842 | 0.00000 | 1.42817 | ||
14 | 2009.08.07 15:50 | t/p | 7 | 1.00 | 1.42817 | 0.00000 | 1.42817 | 25.00 | 10175.00 |
15 | 2009.08.14 01:50 | sell | 8 | 1.00 | 1.42726 | 0.00000 | 1.42701 | ||
16 | 2009.08.14 02:07 | t/p | 8 | 1.00 | 1.42701 | 0.00000 | 1.42701 | 25.00 | 10200.00 |
17 | 2009.08.19 07:45 | sell | 9 | 1.00 | 1.41154 | 0.00000 | 1.41129 | ||
18 | 2009.08.19 07:50 | t/p | 9 | 1.00 | 1.41129 | 0.00000 | 1.41129 | 25.00 | 10225.00 |
19 | 2009.08.19 07:50 | sell | 10 | 1.00 | 1.41075 | 0.00000 | 1.41050 | ||
20 | 2009.08.19 08:15 | t/p | 10 | 1.00 | 1.41050 | 0.00000 | 1.41050 | 25.00 | 10250.00 |
21 | 2009.08.21 05:45 | sell | 11 | 1.00 | 1.42287 | 0.00000 | 1.42262 | ||
22 | 2009.08.21 05:50 | t/p | 11 | 1.00 | 1.42262 | 0.00000 | 1.42262 | 25.00 | 10275.00 |
23 | 2009.08.21 05:50 | sell | 12 | 1.00 | 1.42183 | 0.00000 | 1.42158 | ||
24 | 2009.08.21 06:20 | t/p | 12 | 1.00 | 1.42158 | 0.00000 | 1.42158 | 25.00 | 10300.00 |
25 | 2009.08.25 22:40 | sell | 13 | 1.00 | 1.43005 | 0.00000 | 1.42980 | ||
26 | 2009.08.25 22:45 | t/p | 13 | 1.00 | 1.42980 | 0.00000 | 1.42980 | 25.00 | 10325.00 |
27 | 2009.08.25 22:45 | sell | 14 | 1.00 | 1.42967 | 0.00000 | 1.42942 | ||
28 | 2009.08.25 22:50 | t/p | 14 | 1.00 | 1.42942 | 0.00000 | 1.42942 | 25.00 | 10350.00 |
29 | 2009.08.25 22:50 | sell | 15 | 1.00 | 1.42916 | 0.00000 | 1.42891 | ||
30 | 2009.08.26 01:20 | t/p | 15 | 1.00 | 1.42891 | 0.00000 | 1.42891 | 23.30 | 10373.30 |
31 | 2009.08.26 13:15 | sell | 16 | 1.00 | 1.42770 | 0.00000 | 1.42745 | ||
32 | 2009.08.26 13:20 | t/p | 16 | 1.00 | 1.42745 | 0.00000 | 1.42745 | 25.00 | 10398.30 |
33 | 2009.08.26 13:20 | sell | 17 | 1.00 | 1.42617 | 0.00000 | 1.42592 | ||
34 | 2009.08.26 14:32 | t/p | 17 | 1.00 | 1.42592 | 0.00000 | 1.42592 | 25.00 | 10423.30 |
35 | 2009.09.04 14:50 | sell | 18 | 1.00 | 1.42129 | 0.00000 | 1.42104 | ||
36 | 2009.09.04 15:15 | t/p | 18 | 1.00 | 1.42104 | 0.00000 | 1.42104 | 25.00 | 10448.30 |
37 | 2009.09.07 17:37 | sell | 19 | 1.00 | 1.43277 | 0.00000 | 1.43252 | ||
38 | 2009.09.30 23:59 | close at stop | 19 | 1.00 | 1.46376 | 0.00000 | 1.43252 | -3138.10 | 7310.20 |