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=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 10211.00 | Gross profit | 11210.00 | Gross loss | -999.00 |
Profit factor | 11.22 | Expected payoff | 464.14 | ||
Absolute drawdown | 4342.00 | Maximal drawdown | 7667.00 (57.54%) | Relative drawdown | 57.54% (7667.00) |
Total trades | 22 | Short positions (won %) | 16 (87.50%) | Long positions (won %) | 6 (100.00%) |
Profit trades (% of total) | 20 (90.91%) | Loss trades (% of total) | 2 (9.09%) | ||
Largest | profit trade | 1610.00 | loss trade | -502.00 | |
Average | profit trade | 560.50 | loss trade | -499.50 | |
Maximum | consecutive wins (profit in money) | 11 (6196.00) | consecutive losses (loss in money) | 1 (-502.00) | |
Maximal | consecutive profit (count of wins) | 6196.00 (11) | consecutive loss (count of losses) | -502.00 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.11 05:15 | buy | 1 | 1.00 | 1.41403 | 1.40403 | 1.42403 | ||
2 | 2009.08.11 08:45 | buy | 2 | 10.00 | 1.41617 | 1.40617 | 1.42617 | ||
3 | 2009.08.11 08:50 | close | 2 | 10.00 | 1.41667 | 1.40617 | 1.42617 | 500.00 | 10500.00 |
4 | 2009.08.11 08:50 | close | 1 | 1.00 | 1.41667 | 1.40403 | 1.42403 | 264.00 | 10764.00 |
5 | 2009.08.21 02:00 | sell | 3 | 1.00 | 1.42531 | 1.43531 | 1.41531 | ||
6 | 2009.08.21 05:26 | sell | 4 | 10.00 | 1.42367 | 1.43367 | 1.41367 | ||
7 | 2009.08.21 05:45 | close | 4 | 10.00 | 1.42296 | 1.43367 | 1.41367 | 710.00 | 11474.00 |
8 | 2009.08.21 05:45 | close | 3 | 1.00 | 1.42296 | 1.43531 | 1.41531 | 235.00 | 11709.00 |
9 | 2009.08.24 02:00 | sell | 5 | 1.00 | 1.43386 | 1.44386 | 1.42386 | ||
10 | 2009.08.24 07:37 | sell | 6 | 10.00 | 1.43217 | 1.44217 | 1.42217 | ||
11 | 2009.08.24 08:20 | close | 6 | 10.00 | 1.43136 | 1.44217 | 1.42217 | 810.00 | 12519.00 |
12 | 2009.08.24 08:20 | close | 5 | 1.00 | 1.43136 | 1.44386 | 1.42386 | 250.00 | 12769.00 |
13 | 2009.08.26 01:02 | sell | 7 | 1.00 | 1.43002 | 1.44002 | 1.42002 | ||
14 | 2009.08.26 01:45 | sell | 8 | 10.00 | 1.42842 | 1.43842 | 1.41842 | ||
15 | 2009.08.26 13:15 | close | 8 | 10.00 | 1.42779 | 1.43842 | 1.41842 | 630.00 | 13399.00 |
16 | 2009.08.26 13:15 | close | 7 | 1.00 | 1.42779 | 1.44002 | 1.42002 | 223.00 | 13622.00 |
17 | 2009.08.27 02:00 | buy | 9 | 1.00 | 1.42373 | 1.41373 | 1.43373 | ||
18 | 2009.08.27 05:07 | buy | 10 | 10.00 | 1.42538 | 1.41538 | 1.43538 | ||
19 | 2009.08.27 08:50 | close | 10 | 10.00 | 1.42627 | 1.41538 | 1.43538 | 890.00 | 14512.00 |
20 | 2009.08.27 08:50 | close | 9 | 1.00 | 1.42627 | 1.41373 | 1.43373 | 254.00 | 14766.00 |
21 | 2009.09.07 22:45 | sell | 11 | 1.00 | 1.43314 | 1.44314 | 1.42314 | ||
22 | 2009.09.08 08:15 | buy | 12 | 10.00 | 1.43663 | 1.42663 | 1.44663 | ||
23 | 2009.09.08 08:40 | close | 12 | 10.00 | 1.43806 | 1.42663 | 1.44663 | 1430.00 | 16196.00 |
24 | 2009.09.08 08:40 | close | 11 | 1.00 | 1.43815 | 1.44314 | 1.42314 | -502.00 | 15694.00 |
25 | 2009.09.09 02:00 | sell | 13 | 1.00 | 1.45010 | 1.46010 | 1.44010 | ||
26 | 2009.09.09 04:50 | sell | 14 | 10.00 | 1.44847 | 1.45847 | 1.43847 | ||
27 | 2009.09.09 09:15 | close | 14 | 10.00 | 1.44779 | 1.45847 | 1.43847 | 680.00 | 16374.00 |
28 | 2009.09.09 09:15 | close | 13 | 1.00 | 1.44779 | 1.46010 | 1.44010 | 231.00 | 16605.00 |
29 | 2009.09.15 08:02 | sell | 15 | 1.00 | 1.46269 | 1.47269 | 1.45269 | ||
30 | 2009.09.15 09:15 | sell | 16 | 10.00 | 1.46069 | 1.47069 | 1.45069 | ||
31 | 2009.09.15 09:20 | close | 16 | 10.00 | 1.46005 | 1.47069 | 1.45069 | 640.00 | 17245.00 |
32 | 2009.09.15 09:20 | close | 15 | 1.00 | 1.46005 | 1.47269 | 1.45269 | 264.00 | 17509.00 |
33 | 2009.09.17 03:00 | sell | 17 | 1.00 | 1.47103 | 1.48103 | 1.46103 | ||
34 | 2009.09.17 07:45 | buy | 18 | 10.00 | 1.47430 | 1.46430 | 1.48430 | ||
35 | 2009.09.17 08:45 | close | 18 | 10.00 | 1.47591 | 1.46430 | 1.48430 | 1610.00 | 19119.00 |
36 | 2009.09.17 08:45 | close | 17 | 1.00 | 1.47600 | 1.48103 | 1.46103 | -497.00 | 18622.00 |
37 | 2009.09.21 03:05 | sell | 19 | 1.00 | 1.47052 | 1.48052 | 1.46052 | ||
38 | 2009.09.21 03:33 | sell | 20 | 10.00 | 1.46847 | 1.47847 | 1.45847 | ||
39 | 2009.09.21 05:50 | close | 20 | 10.00 | 1.46786 | 1.47847 | 1.45847 | 610.00 | 19232.00 |
40 | 2009.09.21 05:50 | close | 19 | 1.00 | 1.46786 | 1.48052 | 1.46052 | 266.00 | 19498.00 |
41 | 2009.09.23 02:20 | sell | 21 | 1.00 | 1.47977 | 1.48977 | 1.46977 | ||
42 | 2009.09.23 11:50 | sell | 22 | 10.00 | 1.47748 | 1.48748 | 1.46748 | ||
43 | 2009.09.23 12:20 | close | 22 | 10.00 | 1.47704 | 1.48748 | 1.46748 | 440.00 | 19938.00 |
44 | 2009.09.23 12:20 | close | 21 | 1.00 | 1.47704 | 1.48977 | 1.46977 | 273.00 | 20211.00 |