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 | ema1_period=10; ema2_period=25; ema3_period=50; stepfast=0.02; stepfast15m=0.02; maximumfast=0.2; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10.04 | Gross profit | 35.25 | Gross loss | -45.29 |
| Profit factor | 0.78 | Expected payoff | -0.77 | ||
| Absolute drawdown | 21.54 | Maximal drawdown | 32.76 (0.33%) | Relative drawdown | 0.33% (32.76) |
| Total trades | 13 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 13 (30.77%) |
| Profit trades (% of total) | 4 (30.77%) | Loss trades (% of total) | 9 (69.23%) | ||
| Largest | profit trade | 14.99 | loss trade | -7.91 | |
| Average | profit trade | 8.81 | loss trade | -5.03 | |
| Maximum | consecutive wins (profit in money) | 2 (19.93) | consecutive losses (loss in money) | 5 (-25.44) | |
| Maximal | consecutive profit (count of wins) | 19.93 (2) | consecutive loss (count of losses) | -25.44 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.12 18:00 | buy | 1 | 0.01 | 1.42145 | 1.40645 | 1.43645 | ||
| 2 | 2009.08.14 20:00 | close | 1 | 0.01 | 1.41928 | 1.40645 | 1.43645 | -2.19 | 9997.81 |
| 3 | 2009.08.19 02:00 | buy | 2 | 0.01 | 1.41671 | 1.40171 | 1.43171 | ||
| 4 | 2009.08.19 10:00 | close | 2 | 0.01 | 1.40967 | 1.40171 | 1.43171 | -7.04 | 9990.77 |
| 5 | 2009.08.19 17:00 | buy | 3 | 0.01 | 1.42170 | 1.40670 | 1.43670 | ||
| 6 | 2009.08.21 16:02 | t/p | 3 | 0.01 | 1.43670 | 1.40670 | 1.43670 | 14.98 | 10005.76 |
| 7 | 2009.08.25 15:00 | buy | 4 | 0.01 | 1.43414 | 1.41914 | 1.44914 | ||
| 8 | 2009.08.26 15:00 | close | 4 | 0.01 | 1.42778 | 1.41914 | 1.44914 | -6.36 | 9999.39 |
| 9 | 2009.08.27 21:00 | buy | 5 | 0.01 | 1.43714 | 1.42214 | 1.45214 | ||
| 10 | 2009.08.31 03:00 | close | 5 | 0.01 | 1.43111 | 1.42214 | 1.45214 | -6.04 | 9993.36 |
| 11 | 2009.08.31 18:00 | buy | 6 | 0.01 | 1.43538 | 1.42038 | 1.45038 | ||
| 12 | 2009.09.01 17:00 | close | 6 | 0.01 | 1.43036 | 1.42038 | 1.45038 | -5.02 | 9988.33 |
| 13 | 2009.09.03 04:00 | buy | 7 | 0.01 | 1.42650 | 1.41150 | 1.44150 | ||
| 14 | 2009.09.03 21:00 | close | 7 | 0.01 | 1.42486 | 1.41150 | 1.44150 | -1.64 | 9986.69 |
| 15 | 2009.09.04 11:00 | buy | 8 | 0.01 | 1.42818 | 1.41318 | 1.44318 | ||
| 16 | 2009.09.04 15:00 | close | 8 | 0.01 | 1.42181 | 1.41318 | 1.44318 | -6.37 | 9980.32 |
| 17 | 2009.09.04 20:00 | buy | 9 | 0.01 | 1.43114 | 1.41614 | 1.44614 | ||
| 18 | 2009.09.08 11:50 | t/p | 9 | 0.01 | 1.44614 | 1.41614 | 1.44614 | 14.99 | 9995.31 |
| 19 | 2009.09.14 17:00 | buy | 10 | 0.01 | 1.46313 | 1.44813 | 1.47813 | ||
| 20 | 2009.09.18 11:00 | close | 10 | 0.01 | 1.46809 | 1.44813 | 1.47813 | 4.94 | 10000.25 |
| 21 | 2009.09.22 05:00 | buy | 11 | 0.01 | 1.47191 | 1.45691 | 1.48691 | ||
| 22 | 2009.09.24 00:00 | close | 11 | 0.01 | 1.46921 | 1.45691 | 1.48691 | -2.72 | 9997.53 |
| 23 | 2009.09.24 14:00 | buy | 12 | 0.01 | 1.47859 | 1.46359 | 1.49359 | ||
| 24 | 2009.09.24 17:00 | close | 12 | 0.01 | 1.47068 | 1.46359 | 1.49359 | -7.91 | 9989.62 |
| 25 | 2009.09.30 08:00 | buy | 13 | 0.01 | 1.46331 | 1.44831 | 1.47831 | ||
| 26 | 2009.09.30 23:59 | close at stop | 13 | 0.01 | 1.46365 | 1.44831 | 1.47831 | 0.34 | 9989.96 |