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 | StopLoss=0; TakeProfit=0; Lots=1; MoneyManagement=false; MarginPercent=20; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -779.00 | Gross profit | 1027.00 | Gross loss | -1806.00 |
Profit factor | 0.57 | Expected payoff | -155.80 | ||
Absolute drawdown | 2105.00 | Maximal drawdown | 2788.00 (26.10%) | Relative drawdown | 26.10% (2788.00) |
Total trades | 5 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 3 (33.33%) |
Profit trades (% of total) | 2 (40.00%) | Loss trades (% of total) | 3 (60.00%) | ||
Largest | profit trade | 863.00 | loss trade | -833.00 | |
Average | profit trade | 513.50 | loss trade | -602.00 | |
Maximum | consecutive wins (profit in money) | 2 (1027.00) | consecutive losses (loss in money) | 3 (-1806.00) | |
Maximal | consecutive profit (count of wins) | 1027.00 (2) | consecutive loss (count of losses) | -1806.00 (3) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.23 19:00 | buy | 1 | 1.00 | 1.47745 | 0.00000 | 0.00000 | ||
2 | 2009.09.23 23:00 | close | 1 | 1.00 | 1.47338 | 0.00000 | 0.00000 | -407.00 | 9593.00 |
3 | 2009.09.23 23:00 | sell | 2 | 1.00 | 1.47338 | 0.00000 | 0.00000 | ||
4 | 2009.09.24 15:00 | close | 2 | 1.00 | 1.47901 | 0.00000 | 0.00000 | -566.00 | 9027.00 |
5 | 2009.09.24 15:00 | buy | 3 | 1.00 | 1.47901 | 0.00000 | 0.00000 | ||
6 | 2009.09.24 17:00 | close | 3 | 1.00 | 1.47068 | 0.00000 | 0.00000 | -833.00 | 8194.00 |
7 | 2009.09.24 17:00 | sell | 4 | 1.00 | 1.47068 | 0.00000 | 0.00000 | ||
8 | 2009.09.30 06:00 | close | 4 | 1.00 | 1.46201 | 0.00000 | 0.00000 | 863.00 | 9057.00 |
9 | 2009.09.30 06:00 | buy | 5 | 1.00 | 1.46201 | 0.00000 | 0.00000 | ||
10 | 2009.09.30 23:59 | close at stop | 5 | 1.00 | 1.46365 | 0.00000 | 0.00000 | 164.00 | 9221.00 |