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 | 8874.00 | Gross profit | 9810.00 | Gross loss | -936.00 |
| Profit factor | 10.48 | Expected payoff | 443.70 | ||
| Absolute drawdown | 4144.00 | Maximal drawdown | 7667.00 (56.70%) | Relative drawdown | 56.70% (7667.00) |
| Total trades | 20 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 6 (100.00%) |
| Profit trades (% of total) | 18 (90.00%) | Loss trades (% of total) | 2 (10.00%) | ||
| Largest | profit trade | 1450.00 | loss trade | -500.00 | |
| Average | profit trade | 545.00 | loss trade | -468.00 | |
| Maximum | consecutive wins (profit in money) | 11 (6506.00) | consecutive losses (loss in money) | 1 (-500.00) | |
| Maximal | consecutive profit (count of wins) | 6506.00 (11) | consecutive loss (count of losses) | -500.00 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.11 05:15 | buy | 1 | 1.00 | 1.41401 | 1.40401 | 1.42401 | ||
| 2 | 2009.08.11 08:45 | buy | 2 | 10.00 | 1.41615 | 1.40615 | 1.42615 | ||
| 3 | 2009.08.11 08:50 | close | 2 | 10.00 | 1.41667 | 1.40615 | 1.42615 | 520.00 | 10520.00 |
| 4 | 2009.08.11 08:50 | close | 1 | 1.00 | 1.41667 | 1.40401 | 1.42401 | 266.00 | 10786.00 |
| 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 | 1.42294 | 1.43367 | 1.41367 | 730.00 | 11516.00 |
| 8 | 2009.08.21 05:45 | close | 3 | 1.00 | 1.42294 | 1.43531 | 1.41531 | 237.00 | 11753.00 |
| 9 | 2009.08.24 02:00 | sell | 5 | 1.00 | 1.43386 | 1.44386 | 1.42386 | ||
| 10 | 2009.08.24 07:32 | sell | 6 | 10.00 | 1.43228 | 1.44228 | 1.42228 | ||
| 11 | 2009.08.24 08:20 | close | 6 | 10.00 | 1.43134 | 1.44228 | 1.42228 | 940.00 | 12693.00 |
| 12 | 2009.08.24 08:20 | close | 5 | 1.00 | 1.43134 | 1.44386 | 1.42386 | 252.00 | 12945.00 |
| 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 | 1.42777 | 1.43842 | 1.41842 | 650.00 | 13595.00 |
| 16 | 2009.08.26 13:15 | close | 7 | 1.00 | 1.42777 | 1.44002 | 1.42002 | 225.00 | 13820.00 |
| 17 | 2009.08.27 02:00 | buy | 9 | 1.00 | 1.42371 | 1.41371 | 1.43371 | ||
| 18 | 2009.08.27 05:02 | buy | 10 | 10.00 | 1.42529 | 1.41529 | 1.43529 | ||
| 19 | 2009.08.27 08:50 | close | 10 | 10.00 | 1.42627 | 1.41529 | 1.43529 | 980.00 | 14800.00 |
| 20 | 2009.08.27 08:50 | close | 9 | 1.00 | 1.42627 | 1.41371 | 1.43371 | 256.00 | 15056.00 |
| 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 | 1.43661 | 1.42661 | 1.44661 | ||
| 23 | 2009.09.08 08:40 | close | 12 | 10.00 | 1.43806 | 1.42661 | 1.44661 | 1450.00 | 16506.00 |
| 24 | 2009.09.08 08:40 | close | 11 | 1.00 | 1.43813 | 1.44314 | 1.42314 | -500.00 | 16006.00 |
| 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 08:50 | close | 14 | 10.00 | 1.44807 | 1.45847 | 1.43847 | 400.00 | 16406.00 |
| 28 | 2009.09.09 08:50 | close | 13 | 1.00 | 1.44807 | 1.46010 | 1.44010 | 203.00 | 16609.00 |
| 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 | 1.46003 | 1.47069 | 1.45069 | 660.00 | 17269.00 |
| 32 | 2009.09.15 09:20 | close | 15 | 1.00 | 1.46003 | 1.47269 | 1.45269 | 266.00 | 17535.00 |
| 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 | 1.47428 | 1.46428 | 1.48428 | ||
| 35 | 2009.09.17 08:20 | close | 18 | 10.00 | 1.47532 | 1.46428 | 1.48428 | 1040.00 | 18575.00 |
| 36 | 2009.09.17 08:20 | close | 17 | 1.00 | 1.47539 | 1.48103 | 1.46103 | -436.00 | 18139.00 |
| 37 | 2009.09.23 02:20 | sell | 19 | 1.00 | 1.47977 | 1.48977 | 1.46977 | ||
| 38 | 2009.09.23 11:50 | sell | 20 | 10.00 | 1.47748 | 1.48748 | 1.46748 | ||
| 39 | 2009.09.23 12:20 | close | 20 | 10.00 | 1.47702 | 1.48748 | 1.46748 | 460.00 | 18599.00 |
| 40 | 2009.09.23 12:20 | close | 19 | 1.00 | 1.47702 | 1.48977 | 1.46977 | 275.00 | 18874.00 |