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 | _Parameters_Trade=""-----"; Lots=0.1; StopLoss=37; TakeProfit=90; HourSetOrders=20; MinuteSetOrders=55; DeltaSetOrders=30; Slippage=3; _Parameters_Expert=""-----"; clOpenBuy=Black; clOpenSell=Black; clModifyBuy=Black; clModifySell=Black; clCloseBuy=Black; clCloseSell=Black; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 8.50 | Gross profit | 27.00 | Gross loss | -18.50 |
Profit factor | 1.46 | Expected payoff | 1.06 | ||
Absolute drawdown | 3.70 | Maximal drawdown | 12.60 (0.13%) | Relative drawdown | 0.13% (12.60) |
Total trades | 8 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 5 (40.00%) |
Profit trades (% of total) | 3 (37.50%) | Loss trades (% of total) | 5 (62.50%) | ||
Largest | profit trade | 9.00 | loss trade | -3.70 | |
Average | profit trade | 9.00 | loss trade | -3.70 | |
Maximum | consecutive wins (profit in money) | 1 (9.00) | consecutive losses (loss in money) | 2 (-7.40) | |
Maximal | consecutive profit (count of wins) | 9.00 (1) | consecutive loss (count of losses) | -7.40 (2) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.07 20:55 | buy stop | 1 | 0.10 | 1.41794 | 1.41757 | 1.41884 | ||
2 | 2009.08.07 20:57 | sell stop | 2 | 0.10 | 1.41684 | 1.41721 | 1.41594 | ||
3 | 2009.08.07 21:02 | sell | 2 | 0.10 | 1.41684 | 1.41721 | 1.41594 | ||
4 | 2009.08.07 21:02 | delete | 1 | 0.10 | 1.41794 | 1.41757 | 1.41884 | ||
5 | 2009.08.07 21:10 | s/l | 2 | 0.10 | 1.41721 | 1.41721 | 1.41594 | -3.70 | 9996.30 |
6 | 2009.08.14 20:56 | buy stop | 3 | 0.10 | 1.41687 | 1.41650 | 1.41777 | ||
7 | 2009.08.14 20:59 | buy | 3 | 0.10 | 1.41687 | 1.41650 | 1.41777 | ||
8 | 2009.08.14 21:10 | t/p | 3 | 0.10 | 1.41777 | 1.41650 | 1.41777 | 9.00 | 10005.30 |
9 | 2009.08.21 20:55 | buy stop | 4 | 0.10 | 1.43390 | 1.43353 | 1.43480 | ||
10 | 2009.08.21 20:57 | sell stop | 5 | 0.10 | 1.43306 | 1.43343 | 1.43216 | ||
11 | 2009.08.21 21:10 | buy | 4 | 0.10 | 1.43390 | 1.43353 | 1.43480 | ||
12 | 2009.08.21 21:10 | delete | 5 | 0.10 | 1.43306 | 1.43343 | 1.43216 | ||
13 | 2009.08.21 21:50 | s/l | 4 | 0.10 | 1.43353 | 1.43353 | 1.43480 | -3.70 | 10001.60 |
14 | 2009.08.28 20:55 | buy stop | 6 | 0.10 | 1.42859 | 1.42822 | 1.42949 | ||
15 | 2009.08.28 20:57 | buy | 6 | 0.10 | 1.42859 | 1.42822 | 1.42949 | ||
16 | 2009.08.28 20:57 | sell stop | 7 | 0.10 | 1.42839 | 1.42876 | 1.42749 | ||
17 | 2009.08.28 20:57 | delete | 7 | 0.10 | 1.42839 | 1.42876 | 1.42749 | ||
18 | 2009.08.28 21:20 | t/p | 6 | 0.10 | 1.42949 | 1.42822 | 1.42949 | 9.00 | 10010.60 |
19 | 2009.09.04 20:55 | buy stop | 8 | 0.10 | 1.43070 | 1.43033 | 1.43160 | ||
20 | 2009.09.04 20:57 | buy | 8 | 0.10 | 1.43070 | 1.43033 | 1.43160 | ||
21 | 2009.09.04 20:57 | sell stop | 9 | 0.10 | 1.43043 | 1.43080 | 1.42953 | ||
22 | 2009.09.04 20:57 | delete | 9 | 0.10 | 1.43043 | 1.43080 | 1.42953 | ||
23 | 2009.09.04 21:15 | s/l | 8 | 0.10 | 1.43033 | 1.43033 | 1.43160 | -3.70 | 10006.90 |
24 | 2009.09.11 20:55 | buy stop | 10 | 0.10 | 1.46019 | 1.45982 | 1.46109 | ||
25 | 2009.09.11 20:57 | sell stop | 11 | 0.10 | 1.45923 | 1.45960 | 1.45833 | ||
26 | 2009.09.11 21:05 | sell | 11 | 0.10 | 1.45923 | 1.45960 | 1.45833 | ||
27 | 2009.09.11 21:05 | delete | 10 | 0.10 | 1.46019 | 1.45982 | 1.46109 | ||
28 | 2009.09.11 21:20 | t/p | 11 | 0.10 | 1.45833 | 1.45960 | 1.45833 | 9.00 | 10015.90 |
29 | 2009.09.18 20:55 | buy stop | 12 | 0.10 | 1.47258 | 1.47221 | 1.47348 | ||
30 | 2009.09.18 20:57 | sell stop | 13 | 0.10 | 1.47150 | 1.47187 | 1.47060 | ||
31 | 2009.09.18 21:02 | buy | 12 | 0.10 | 1.47258 | 1.47221 | 1.47348 | ||
32 | 2009.09.18 21:02 | delete | 13 | 0.10 | 1.47150 | 1.47187 | 1.47060 | ||
33 | 2009.09.18 21:15 | s/l | 12 | 0.10 | 1.47221 | 1.47221 | 1.47348 | -3.70 | 10012.20 |
34 | 2009.09.25 20:55 | buy stop | 14 | 0.10 | 1.46774 | 1.46737 | 1.46864 | ||
35 | 2009.09.25 20:57 | sell stop | 15 | 0.10 | 1.46656 | 1.46693 | 1.46566 | ||
36 | 2009.09.25 20:59 | sell | 15 | 0.10 | 1.46656 | 1.46693 | 1.46566 | ||
37 | 2009.09.25 20:59 | delete | 14 | 0.10 | 1.46774 | 1.46737 | 1.46864 | ||
38 | 2009.09.25 21:15 | s/l | 15 | 0.10 | 1.46693 | 1.46693 | 1.46566 | -3.70 | 10008.50 |