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 | GrafOpen=5; GrafOpenSize=100; GrafOpenEnable=1; GrafClose=6; GrafCloseSize=100; GrafCloseEnable=1; GrafMon1=6; GrafMon1Size=100; GrafMon1Enable=1; GrafMon2=7; GrafMon2Size=100; GrafMon2Enable=1; SLTimeFream=7; SL=0; TPTimeFream=7; TP=0; Lots=0.1; mn=1; MG=564651; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 28.80 | Gross profit | 38.40 | Gross loss | -9.60 |
Profit factor | 4.00 | Expected payoff | 5.76 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 10.40 (0.10%) | Relative drawdown | 0.10% (10.40) |
Total trades | 5 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
Largest | profit trade | 9.60 | loss trade | -9.60 | |
Average | profit trade | 9.60 | loss trade | -9.60 | |
Maximum | consecutive wins (profit in money) | 2 (19.20) | consecutive losses (loss in money) | 1 (-9.60) | |
Maximal | consecutive profit (count of wins) | 19.20 (2) | consecutive loss (count of losses) | -9.60 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.14 02:00 | sell | 1 | 0.10 | 1.45769 | 1.45865 | 1.45673 | ||
2 | 2009.09.14 02:03 | t/p | 1 | 0.10 | 1.45673 | 1.45865 | 1.45673 | 9.60 | 10009.60 |
3 | 2009.09.14 02:03 | sell | 2 | 0.10 | 1.45632 | 1.45728 | 1.45536 | ||
4 | 2009.09.14 02:16 | t/p | 2 | 0.10 | 1.45536 | 1.45728 | 1.45536 | 9.60 | 10019.20 |
5 | 2009.09.14 02:16 | sell | 3 | 0.10 | 1.45392 | 1.45488 | 1.45296 | ||
6 | 2009.09.14 02:26 | s/l | 3 | 0.10 | 1.45488 | 1.45488 | 1.45296 | -9.60 | 10009.60 |
7 | 2009.09.14 02:26 | sell | 4 | 0.10 | 1.45529 | 1.45625 | 1.45433 | ||
8 | 2009.09.14 02:40 | t/p | 4 | 0.10 | 1.45433 | 1.45625 | 1.45433 | 9.60 | 10019.20 |
9 | 2009.09.14 02:40 | sell | 5 | 0.10 | 1.45367 | 1.45463 | 1.45271 | ||
10 | 2009.09.14 03:32 | t/p | 5 | 0.10 | 1.45271 | 1.45463 | 1.45271 | 9.60 | 10028.80 |