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; map=25; mash=1; 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 | -9986.50 | Gross profit | 12844.50 | Gross loss | -22831.00 |
| Profit factor | 0.56 | Expected payoff | -399.46 | ||
| Absolute drawdown | 9986.50 | Maximal drawdown | 19412.50 (99.93%) | Relative drawdown | 99.93% (19412.50) |
| Total trades | 25 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 18 (72.00%) | Loss trades (% of total) | 7 (28.00%) | ||
| Largest | profit trade | 1620.00 | loss trade | -10000.00 | |
| Average | profit trade | 713.58 | loss trade | -3261.57 | |
| Maximum | consecutive wins (profit in money) | 8 (4621.00) | consecutive losses (loss in money) | 2 (-1294.00) | |
| Maximal | consecutive profit (count of wins) | 4621.00 (8) | consecutive loss (count of losses) | -10000.00 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.04 10:15 | sell | 1 | 1.00 | 1.43924 | 1.44924 | 1.42924 | ||
| 2 | 2009.08.04 10:50 | buy | 2 | 10.00 | 1.44230 | 1.43230 | 1.45230 | ||
| 3 | 2009.08.05 13:32 | close | 2 | 10.00 | 1.44352 | 1.43230 | 1.45230 | 1215.00 | 11215.00 |
| 4 | 2009.08.05 13:32 | close | 1 | 1.00 | 1.44380 | 1.44924 | 1.42924 | -457.00 | 10758.00 |
| 5 | 2009.08.06 08:02 | sell | 3 | 1.00 | 1.44008 | 1.45008 | 1.43008 | ||
| 6 | 2009.08.06 12:15 | sell | 4 | 10.00 | 1.43811 | 1.44811 | 1.42811 | ||
| 7 | 2009.08.06 12:20 | close | 4 | 10.00 | 1.43695 | 1.44811 | 1.42811 | 1160.00 | 11918.00 |
| 8 | 2009.08.06 12:20 | close | 3 | 1.00 | 1.43695 | 1.45008 | 1.43008 | 313.00 | 12231.00 |
| 9 | 2009.08.10 07:00 | buy | 5 | 1.00 | 1.42117 | 1.41117 | 1.43117 | ||
| 10 | 2009.08.10 08:20 | sell | 6 | 10.00 | 1.41808 | 1.42808 | 1.40808 | ||
| 11 | 2009.08.10 14:46 | close | 6 | 10.00 | 1.41651 | 1.42808 | 1.40808 | 1570.00 | 13801.00 |
| 12 | 2009.08.10 14:46 | close | 5 | 1.00 | 1.41623 | 1.41117 | 1.43117 | -494.00 | 13307.00 |
| 13 | 2009.08.11 05:15 | buy | 7 | 1.00 | 1.41422 | 1.40422 | 1.42422 | ||
| 14 | 2009.08.11 08:45 | buy | 8 | 10.00 | 1.41636 | 1.40636 | 1.42636 | ||
| 15 | 2009.08.11 09:05 | close | 8 | 10.00 | 1.41676 | 1.40636 | 1.42636 | 400.00 | 13707.00 |
| 16 | 2009.08.11 09:05 | close | 7 | 1.00 | 1.41676 | 1.40422 | 1.42422 | 254.00 | 13961.00 |
| 17 | 2009.08.11 12:40 | buy | 9 | 1.00 | 1.41713 | 1.40713 | 1.42713 | ||
| 18 | 2009.08.11 14:59 | sell | 10 | 10.00 | 1.41298 | 1.42298 | 1.40298 | ||
| 19 | 2009.08.11 15:50 | close | 10 | 10.00 | 1.41155 | 1.42298 | 1.40298 | 1430.00 | 15391.00 |
| 20 | 2009.08.11 15:50 | close | 9 | 1.00 | 1.41127 | 1.40713 | 1.42713 | -586.00 | 14805.00 |
| 21 | 2009.08.21 02:00 | sell | 11 | 1.00 | 1.42531 | 1.43531 | 1.41531 | ||
| 22 | 2009.08.21 05:45 | sell | 12 | 10.00 | 1.42287 | 1.43287 | 1.41287 | ||
| 23 | 2009.08.21 05:50 | close | 12 | 10.00 | 1.42211 | 1.43287 | 1.41287 | 760.00 | 15565.00 |
| 24 | 2009.08.21 05:50 | close | 11 | 1.00 | 1.42211 | 1.43531 | 1.41531 | 320.00 | 15885.00 |
| 25 | 2009.08.24 02:00 | sell | 13 | 1.00 | 1.43386 | 1.44386 | 1.42386 | ||
| 26 | 2009.08.24 08:15 | sell | 14 | 10.00 | 1.43192 | 1.44192 | 1.42192 | ||
| 27 | 2009.08.24 08:20 | close | 14 | 10.00 | 1.43155 | 1.44192 | 1.42192 | 370.00 | 16255.00 |
| 28 | 2009.08.24 08:20 | close | 13 | 1.00 | 1.43155 | 1.44386 | 1.42386 | 231.00 | 16486.00 |
| 29 | 2009.08.26 01:02 | sell | 15 | 1.00 | 1.43002 | 1.44002 | 1.42002 | ||
| 30 | 2009.08.26 01:50 | sell | 16 | 10.00 | 1.42807 | 1.43807 | 1.41807 | ||
| 31 | 2009.08.26 13:20 | close | 16 | 10.00 | 1.42645 | 1.43807 | 1.41807 | 1620.00 | 18106.00 |
| 32 | 2009.08.26 13:20 | close | 15 | 1.00 | 1.42645 | 1.44002 | 1.42002 | 357.00 | 18463.00 |
| 33 | 2009.08.27 02:00 | buy | 17 | 1.00 | 1.42392 | 1.41392 | 1.43392 | ||
| 34 | 2009.08.27 08:45 | buy | 18 | 10.00 | 1.42596 | 1.41596 | 1.43596 | ||
| 35 | 2009.08.27 09:03 | close | 18 | 10.00 | 1.42665 | 1.41596 | 1.43596 | 690.00 | 19153.00 |
| 36 | 2009.08.27 09:03 | close | 17 | 1.00 | 1.42665 | 1.41392 | 1.43392 | 273.00 | 19426.00 |
| 37 | 2009.09.01 16:07 | sell | 19 | 1.00 | 1.43087 | 1.44087 | 1.42087 | ||
| 38 | 2009.09.01 16:20 | buy | 20 | 10.00 | 1.43464 | 1.42464 | 1.44464 | ||
| 39 | 2009.09.01 17:20 | s/l | 20 | 10.00 | 1.42464 | 1.42464 | 1.44464 | -10000.00 | 9426.00 |
| 40 | 2009.09.01 17:20 | sell | 21 | 10.00 | 1.42347 | 1.43347 | 1.41347 | ||
| 41 | 2009.09.01 17:45 | close | 21 | 10.00 | 1.42334 | 1.43347 | 1.41347 | 130.00 | 9556.00 |
| 42 | 2009.09.01 17:45 | close | 19 | 1.00 | 1.42334 | 1.44087 | 1.42087 | 753.00 | 10309.00 |
| 43 | 2009.09.02 16:02 | buy | 22 | 1.00 | 1.42263 | 1.41263 | 1.43263 | ||
| 44 | 2009.09.02 16:37 | sell | 23 | 10.00 | 1.41926 | 1.42926 | 1.40926 | ||
| 45 | 2009.09.02 18:50 | s/l | 23 | 10.00 | 1.42926 | 1.42926 | 1.40926 | -10000.00 | 309.00 |
| 46 | 2009.09.03 13:20 | t/p | 22 | 1.00 | 1.43263 | 1.41263 | 1.43263 | 998.50 | 1307.50 |
| 47 | 2009.09.07 22:45 | sell | 24 | 1.00 | 1.43314 | 1.44314 | 1.42314 | ||
| 48 | 2009.09.08 10:15 | s/l | 24 | 1.00 | 1.44314 | 1.44314 | 1.42314 | -1001.00 | 306.50 |
| 49 | 2009.09.09 02:00 | sell | 25 | 1.00 | 1.45010 | 1.46010 | 1.44010 | ||
| 50 | 2009.09.09 13:50 | close at stop | 25 | 1.00 | 1.45303 | 1.46010 | 1.44010 | -293.00 | 13.50 |