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 | GMMA0="Настройка GMMA:"; SrartGMMAPer=50; EndGMMAPer=200; CountLine=5; EMA48="Настройка EMASIG4-8:"; EMA4=4; EMA8=8; TradeBar="На каком баре работаем:"; TradeShift=1; SL="Настройки СтопЛосса:"; Stoploss1=1; Stoploss1Pips=5; Stoploss2=0; Stoploss2Pips=25; Q="Настройки Выхода:"; Quit=1; HMAPer=80; Quit1=0; Quit2=0; ChPer=34; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 20.90 | Gross profit | 111.50 | Gross loss | -90.60 |
| Profit factor | 1.23 | Expected payoff | 1.49 | ||
| Absolute drawdown | 63.70 | Maximal drawdown | 97.40 (0.97%) | Relative drawdown | 0.97% (97.40) |
| Total trades | 14 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 10 (71.43%) | Loss trades (% of total) | 4 (28.57%) | ||
| Largest | profit trade | 33.15 | loss trade | -29.40 | |
| Average | profit trade | 11.15 | loss trade | -22.65 | |
| Maximum | consecutive wins (profit in money) | 6 (93.50) | consecutive losses (loss in money) | 2 (-34.60) | |
| Maximal | consecutive profit (count of wins) | 93.50 (6) | consecutive loss (count of losses) | -34.60 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.18 14:00 | sell | 1 | 0.10 | 1.41053 | 1.41190 | 0.00000 | ||
| 2 | 2009.08.18 16:20 | s/l | 1 | 0.10 | 1.41190 | 1.41190 | 0.00000 | -13.70 | 9986.30 |
| 3 | 2009.08.19 09:00 | sell | 2 | 0.10 | 1.41021 | 1.41230 | 0.00000 | ||
| 4 | 2009.08.19 13:10 | s/l | 2 | 0.10 | 1.41230 | 1.41230 | 0.00000 | -20.90 | 9965.40 |
| 5 | 2009.08.25 14:00 | buy | 3 | 0.10 | 1.43359 | 1.42830 | 0.00000 | ||
| 6 | 2009.08.25 14:50 | close | 3 | 0.05 | 1.43458 | 1.42830 | 0.00000 | 4.95 | 9970.35 |
| 7 | 2009.08.25 14:50 | buy | 4 | 0.05 | 1.43359 | 1.42830 | 0.00000 | ||
| 8 | 2009.08.25 14:50 | close | 4 | 0.05 | 1.43458 | 1.42830 | 0.00000 | 4.95 | 9975.30 |
| 9 | 2009.08.26 08:00 | buy | 5 | 0.10 | 1.43184 | 1.42890 | 0.00000 | ||
| 10 | 2009.08.26 13:10 | s/l | 5 | 0.10 | 1.42890 | 1.42890 | 0.00000 | -29.40 | 9945.90 |
| 11 | 2009.09.14 16:00 | buy | 6 | 0.10 | 1.46240 | 1.45490 | 0.00000 | ||
| 12 | 2009.09.14 16:02 | close | 6 | 0.05 | 1.46297 | 1.45490 | 0.00000 | 2.85 | 9948.75 |
| 13 | 2009.09.14 16:02 | buy | 7 | 0.05 | 1.46240 | 1.45490 | 0.00000 | ||
| 14 | 2009.09.14 16:02 | close | 7 | 0.05 | 1.46297 | 1.45490 | 0.00000 | 2.85 | 9951.60 |
| 15 | 2009.09.15 18:00 | buy | 8 | 0.10 | 1.46190 | 1.45810 | 0.00000 | ||
| 16 | 2009.09.15 19:50 | close | 8 | 0.05 | 1.46853 | 1.45810 | 0.00000 | 33.15 | 9984.75 |
| 17 | 2009.09.15 19:50 | buy | 9 | 0.05 | 1.46190 | 1.45810 | 0.00000 | ||
| 18 | 2009.09.15 19:50 | close | 9 | 0.05 | 1.46853 | 1.45810 | 0.00000 | 33.15 | 10017.90 |
| 19 | 2009.09.22 03:00 | buy | 10 | 0.10 | 1.47033 | 1.46790 | 0.00000 | ||
| 20 | 2009.09.22 08:15 | close | 10 | 0.05 | 1.47248 | 1.46790 | 0.00000 | 10.75 | 10028.65 |
| 21 | 2009.09.22 08:15 | buy | 11 | 0.05 | 1.47033 | 1.46790 | 0.00000 | ||
| 22 | 2009.09.22 08:15 | close | 11 | 0.05 | 1.47248 | 1.46790 | 0.00000 | 10.75 | 10039.40 |
| 23 | 2009.09.23 21:00 | buy | 12 | 0.10 | 1.47996 | 1.47730 | 0.00000 | ||
| 24 | 2009.09.23 21:20 | s/l | 12 | 0.10 | 1.47730 | 1.47730 | 0.00000 | -26.60 | 10012.80 |
| 25 | 2009.09.24 12:00 | buy | 13 | 0.10 | 1.47844 | 1.47530 | 0.00000 | ||
| 26 | 2009.09.24 14:45 | close | 13 | 0.05 | 1.47925 | 1.47530 | 0.00000 | 4.05 | 10016.85 |
| 27 | 2009.09.24 14:45 | buy | 14 | 0.05 | 1.47844 | 1.47530 | 0.00000 | ||
| 28 | 2009.09.24 14:45 | close | 14 | 0.05 | 1.47925 | 1.47530 | 0.00000 | 4.05 | 10020.90 |