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 | x="Настройки BB:"; BB1=20; BB2=20; BB3=20; x1="Настройки RSI:"; RSI=14; predel=6; otstup=10; Lots=1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -306.70 | Gross profit | 878.40 | Gross loss | -1185.10 |
Profit factor | 0.74 | Expected payoff | -18.04 | ||
Absolute drawdown | 374.00 | Maximal drawdown | 865.20 (8.19%) | Relative drawdown | 8.19% (865.20) |
Total trades | 17 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 9 (52.94%) | Loss trades (% of total) | 8 (47.06%) | ||
Largest | profit trade | 171.05 | loss trade | -380.70 | |
Average | profit trade | 97.60 | loss trade | -148.14 | |
Maximum | consecutive wins (profit in money) | 2 (316.70) | consecutive losses (loss in money) | 3 (-709.00) | |
Maximal | consecutive profit (count of wins) | 316.70 (2) | consecutive loss (count of losses) | -709.00 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 19:00 | sell | 1 | 1.00 | 1.44028 | 1.44446 | 0.00000 | ||
2 | 2009.08.04 12:00 | close | 1 | 1.00 | 1.44064 | 1.44446 | 0.00000 | -37.70 | 9962.30 |
3 | 2009.08.07 20:00 | buy | 2 | 1.00 | 1.41852 | 1.41524 | 0.00000 | ||
4 | 2009.08.10 10:00 | modify | 2 | 1.00 | 1.41852 | 1.41852 | 0.00000 | ||
5 | 2009.08.10 10:00 | close | 2 | 0.50 | 1.41922 | 1.41852 | 0.00000 | 34.85 | 9997.15 |
6 | 2009.08.10 10:00 | buy | 3 | 0.50 | 1.41852 | 1.41852 | 0.00000 | ||
7 | 2009.08.10 10:15 | s/l | 3 | 0.50 | 1.41852 | 1.41852 | 0.00000 | -0.15 | 9997.00 |
8 | 2009.08.10 21:00 | buy | 4 | 1.00 | 1.41342 | 1.41028 | 0.00000 | ||
9 | 2009.08.11 09:00 | modify | 4 | 1.00 | 1.41342 | 1.41342 | 0.00000 | ||
10 | 2009.08.11 09:00 | close | 4 | 0.50 | 1.41652 | 1.41342 | 0.00000 | 154.85 | 10151.85 |
11 | 2009.08.11 09:00 | buy | 5 | 0.50 | 1.41342 | 1.41342 | 0.00000 | ||
12 | 2009.08.11 10:00 | close | 5 | 0.50 | 1.41666 | 1.41342 | 0.00000 | 161.85 | 10313.70 |
13 | 2009.08.13 13:00 | sell | 6 | 1.00 | 1.42645 | 1.42811 | 0.00000 | ||
14 | 2009.08.13 13:20 | s/l | 6 | 1.00 | 1.42811 | 1.42811 | 0.00000 | -166.00 | 10147.70 |
15 | 2009.08.13 16:00 | sell | 7 | 1.00 | 1.42738 | 1.43278 | 0.00000 | ||
16 | 2009.08.14 10:00 | close | 7 | 1.00 | 1.42720 | 1.43278 | 0.00000 | 16.30 | 10164.00 |
17 | 2009.08.19 21:00 | sell | 8 | 1.00 | 1.42402 | 1.42673 | 0.00000 | ||
18 | 2009.08.20 03:00 | modify | 8 | 1.00 | 1.42402 | 1.42402 | 0.00000 | ||
19 | 2009.08.20 03:00 | close | 8 | 0.50 | 1.42235 | 1.42402 | 0.00000 | 80.95 | 10244.95 |
20 | 2009.08.20 03:00 | sell | 9 | 0.50 | 1.42402 | 1.42402 | 0.00000 | ||
21 | 2009.08.20 03:46 | s/l | 9 | 0.50 | 1.42402 | 1.42402 | 0.00000 | -2.55 | 10242.40 |
22 | 2009.08.26 18:00 | buy | 10 | 1.00 | 1.42310 | 1.42049 | 0.00000 | ||
23 | 2009.08.27 09:00 | modify | 10 | 1.00 | 1.42310 | 1.42310 | 0.00000 | ||
24 | 2009.08.27 09:00 | close | 10 | 0.50 | 1.42568 | 1.42310 | 0.00000 | 128.55 | 10370.95 |
25 | 2009.08.27 09:00 | buy | 11 | 0.50 | 1.42310 | 1.42310 | 0.00000 | ||
26 | 2009.08.27 12:00 | close | 11 | 0.50 | 1.42653 | 1.42310 | 0.00000 | 171.05 | 10542.00 |
27 | 2009.08.27 23:00 | sell | 12 | 1.00 | 1.43398 | 1.43777 | 0.00000 | ||
28 | 2009.08.28 01:50 | s/l | 12 | 1.00 | 1.43777 | 1.43777 | 0.00000 | -380.70 | 10161.30 |
29 | 2009.09.01 22:00 | buy | 13 | 1.00 | 1.42188 | 1.41760 | 0.00000 | ||
30 | 2009.09.02 14:00 | close | 13 | 1.00 | 1.42167 | 1.41760 | 0.00000 | -21.30 | 10140.00 |
31 | 2009.09.08 16:00 | sell | 14 | 1.00 | 1.44766 | 1.45073 | 0.00000 | ||
32 | 2009.09.08 16:40 | s/l | 14 | 1.00 | 1.45073 | 1.45073 | 0.00000 | -307.00 | 9833.00 |
33 | 2009.09.09 18:00 | sell | 15 | 1.00 | 1.45713 | 1.46001 | 0.00000 | ||
34 | 2009.09.09 21:00 | modify | 15 | 1.00 | 1.45713 | 1.45713 | 0.00000 | ||
35 | 2009.09.09 21:00 | close | 15 | 0.50 | 1.45453 | 1.45713 | 0.00000 | 130.00 | 9963.00 |
36 | 2009.09.09 21:00 | sell | 16 | 0.50 | 1.45713 | 1.45713 | 0.00000 | ||
37 | 2009.09.09 23:45 | s/l | 16 | 0.50 | 1.45713 | 1.45713 | 0.00000 | 0.00 | 9963.00 |
38 | 2009.09.22 13:00 | sell | 17 | 1.00 | 1.47949 | 1.48217 | 0.00000 | ||
39 | 2009.09.23 01:15 | s/l | 17 | 1.00 | 1.48217 | 1.48217 | 0.00000 | -269.70 | 9693.30 |