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=100; StopLoss=3000; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 107.84 | Gross profit | 180.00 | Gross loss | -72.16 |
Profit factor | 2.49 | Expected payoff | 5.68 | ||
Absolute drawdown | 58.10 | Maximal drawdown | 184.73 (1.81%) | Relative drawdown | 1.81% (184.73) |
Total trades | 19 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 13 (92.31%) |
Profit trades (% of total) | 18 (94.74%) | Loss trades (% of total) | 1 (5.26%) | ||
Largest | profit trade | 10.00 | loss trade | -72.16 | |
Average | profit trade | 10.00 | loss trade | -72.16 | |
Maximum | consecutive wins (profit in money) | 18 (180.00) | consecutive losses (loss in money) | 1 (-72.16) | |
Maximal | consecutive profit (count of wins) | 180.00 (18) | consecutive loss (count of losses) | -72.16 (1) | |
Average | consecutive wins | 18 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | sell | 1 | 0.10 | 1.42505 | 1.45505 | 1.42405 | ||
2 | 2009.08.03 03:02 | t/p | 1 | 0.10 | 1.42405 | 1.45505 | 1.42405 | 10.00 | 10010.00 |
3 | 2009.08.04 00:00 | sell | 2 | 0.10 | 1.44186 | 1.47186 | 1.44086 | ||
4 | 2009.08.04 01:50 | t/p | 2 | 0.10 | 1.44086 | 1.47186 | 1.44086 | 10.00 | 10020.00 |
5 | 2009.08.12 15:46 | buy | 3 | 0.10 | 1.41977 | 1.38977 | 1.42077 | ||
6 | 2009.08.12 16:20 | t/p | 3 | 0.10 | 1.42077 | 1.38977 | 1.42077 | 10.00 | 10030.00 |
7 | 2009.08.18 20:00 | buy | 4 | 0.10 | 1.41339 | 1.38339 | 1.41439 | ||
8 | 2009.08.18 20:32 | t/p | 4 | 0.10 | 1.41439 | 1.38339 | 1.41439 | 10.00 | 10040.00 |
9 | 2009.08.19 16:00 | buy | 5 | 0.10 | 1.41490 | 1.38490 | 1.41590 | ||
10 | 2009.08.19 16:05 | t/p | 5 | 0.10 | 1.41590 | 1.38490 | 1.41590 | 10.00 | 10050.00 |
11 | 2009.08.20 00:00 | sell | 6 | 0.10 | 1.42339 | 1.45339 | 1.42239 | ||
12 | 2009.08.20 00:50 | t/p | 6 | 0.10 | 1.42239 | 1.45339 | 1.42239 | 10.00 | 10060.00 |
13 | 2009.08.25 14:45 | buy | 7 | 0.10 | 1.43405 | 1.40405 | 1.43505 | ||
14 | 2009.08.25 15:15 | t/p | 7 | 0.10 | 1.43505 | 1.40405 | 1.43505 | 10.00 | 10070.00 |
15 | 2009.08.26 09:15 | buy | 8 | 0.10 | 1.43218 | 1.40218 | 1.43318 | ||
16 | 2009.08.26 09:59 | t/p | 8 | 0.10 | 1.43318 | 1.40218 | 1.43318 | 10.00 | 10080.00 |
17 | 2009.08.27 20:02 | buy | 9 | 0.10 | 1.42857 | 1.39857 | 1.42957 | ||
18 | 2009.08.27 20:05 | t/p | 9 | 0.10 | 1.42957 | 1.39857 | 1.42957 | 10.00 | 10090.00 |
19 | 2009.08.31 00:50 | sell | 10 | 0.10 | 1.42814 | 1.45814 | 1.42714 | ||
20 | 2009.08.31 08:15 | t/p | 10 | 0.10 | 1.42714 | 1.45814 | 1.42714 | 10.00 | 10100.00 |
21 | 2009.09.02 20:00 | buy | 11 | 0.10 | 1.42790 | 1.39790 | 1.42890 | ||
22 | 2009.09.02 21:20 | t/p | 11 | 0.10 | 1.42890 | 1.39790 | 1.42890 | 10.00 | 10110.00 |
23 | 2009.09.04 10:50 | buy | 12 | 0.10 | 1.42863 | 1.39863 | 1.42963 | ||
24 | 2009.09.04 18:10 | t/p | 12 | 0.10 | 1.42963 | 1.39863 | 1.42963 | 10.00 | 10120.00 |
25 | 2009.09.08 16:00 | sell | 13 | 0.10 | 1.44766 | 1.47766 | 1.44666 | ||
26 | 2009.09.08 16:02 | t/p | 13 | 0.10 | 1.44666 | 1.47766 | 1.44666 | 10.00 | 10130.00 |
27 | 2009.09.09 00:00 | sell | 14 | 0.10 | 1.44935 | 1.47935 | 1.44835 | ||
28 | 2009.09.09 05:50 | t/p | 14 | 0.10 | 1.44835 | 1.47935 | 1.44835 | 10.00 | 10140.00 |
29 | 2009.09.14 16:00 | buy | 15 | 0.10 | 1.46217 | 1.43217 | 1.46317 | ||
30 | 2009.09.14 16:07 | t/p | 15 | 0.10 | 1.46317 | 1.43217 | 1.46317 | 10.00 | 10150.00 |
31 | 2009.09.22 03:00 | buy | 16 | 0.10 | 1.47010 | 1.44010 | 1.47110 | ||
32 | 2009.09.22 03:15 | t/p | 16 | 0.10 | 1.47110 | 1.44010 | 1.47110 | 10.00 | 10160.00 |
33 | 2009.09.23 20:05 | buy | 17 | 0.10 | 1.47873 | 1.44873 | 1.47973 | ||
34 | 2009.09.23 20:10 | t/p | 17 | 0.10 | 1.47973 | 1.44873 | 1.47973 | 10.00 | 10170.00 |
35 | 2009.09.24 14:00 | buy | 18 | 0.10 | 1.47852 | 1.44852 | 1.47952 | ||
36 | 2009.09.24 14:50 | t/p | 18 | 0.10 | 1.47952 | 1.44852 | 1.47952 | 10.00 | 10180.00 |
37 | 2009.09.28 02:00 | buy | 19 | 0.10 | 1.47086 | 1.44086 | 1.47186 | ||
38 | 2009.09.30 23:59 | close at stop | 19 | 0.10 | 1.46365 | 1.44086 | 1.47186 | -72.16 | 10107.84 |