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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=60; TakeProfitMode=false; TakeProfit=100; TrailingStopMode=false; TrailingStop=30; UseHourTrade=false; FromHourTrade=17; ToHourTrade=10; RequiredStochLevelSell=false; StochSell=40; RequiredStochLevelBuy=false; StochBuy=60; stochShort=1; stochMed=20; stochLong=50; ShortStochSellEntry=80; ShortStochBuyEntry=20; MaxStochDiffMedvsLong=false; MaxStochDifference=8; AdditionalTimeFilter=false; hour=18; EMAPeriod=40; UseProfitLockStop=true; ProfitLockTriggerLevel=20; ProfitLockStopLevel=3; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 169.00 | Gross profit | 389.50 | Gross loss | -220.50 |
| Profit factor | 1.77 | Expected payoff | 16.90 | ||
| Absolute drawdown | 3.60 | Maximal drawdown | 237.60 (2.32%) | Relative drawdown | 2.32% (237.60) |
| Total trades | 10 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 7 (70.00%) | Loss trades (% of total) | 3 (30.00%) | ||
| Largest | profit trade | 164.10 | loss trade | -161.80 | |
| Average | profit trade | 55.64 | loss trade | -73.50 | |
| Maximum | consecutive wins (profit in money) | 3 (164.70) | consecutive losses (loss in money) | 1 (-161.80) | |
| Maximal | consecutive profit (count of wins) | 224.20 (2) | consecutive loss (count of losses) | -161.80 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 09:00 | buy | 1 | 0.10 | 1.42096 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 09:10 | modify | 1 | 0.10 | 1.42096 | 1.42099 | 0.00000 | ||
| 3 | 2009.08.07 02:00 | close | 1 | 0.10 | 1.43703 | 1.42099 | 0.00000 | 160.40 | 10160.40 |
| 4 | 2009.08.10 02:00 | sell | 2 | 0.10 | 1.41919 | 0.00000 | 0.00000 | ||
| 5 | 2009.08.11 16:00 | close | 2 | 0.10 | 1.41280 | 0.00000 | 0.00000 | 63.80 | 10224.20 |
| 6 | 2009.08.17 19:00 | sell | 3 | 0.10 | 1.40822 | 0.00000 | 0.00000 | ||
| 7 | 2009.08.21 04:00 | close | 3 | 0.10 | 1.42434 | 0.00000 | 0.00000 | -161.80 | 10062.40 |
| 8 | 2009.08.24 01:00 | buy | 4 | 0.10 | 1.43386 | 0.00000 | 0.00000 | ||
| 9 | 2009.08.24 01:02 | modify | 4 | 0.10 | 1.43386 | 1.43389 | 0.00000 | ||
| 10 | 2009.08.24 01:10 | s/l | 4 | 0.10 | 1.43389 | 1.43389 | 0.00000 | 0.30 | 10062.70 |
| 11 | 2009.08.25 20:00 | buy | 5 | 0.10 | 1.43076 | 0.00000 | 0.00000 | ||
| 12 | 2009.08.25 20:15 | modify | 5 | 0.10 | 1.43076 | 1.43079 | 0.00000 | ||
| 13 | 2009.08.25 20:45 | s/l | 5 | 0.10 | 1.43079 | 1.43079 | 0.00000 | 0.30 | 10063.00 |
| 14 | 2009.08.26 20:00 | sell | 6 | 0.10 | 1.42360 | 0.00000 | 0.00000 | ||
| 15 | 2009.08.27 02:00 | close | 6 | 0.10 | 1.42374 | 0.00000 | 0.00000 | -1.70 | 10061.30 |
| 16 | 2009.09.14 20:00 | buy | 7 | 0.10 | 1.46008 | 0.00000 | 0.00000 | ||
| 17 | 2009.09.14 20:13 | modify | 7 | 0.10 | 1.46008 | 1.46011 | 0.00000 | ||
| 18 | 2009.09.14 21:20 | s/l | 7 | 0.10 | 1.46011 | 1.46011 | 0.00000 | 0.30 | 10061.60 |
| 19 | 2009.09.17 01:00 | buy | 8 | 0.10 | 1.47050 | 0.00000 | 0.00000 | ||
| 20 | 2009.09.17 01:10 | modify | 8 | 0.10 | 1.47050 | 1.47053 | 0.00000 | ||
| 21 | 2009.09.17 02:50 | s/l | 8 | 0.10 | 1.47053 | 1.47053 | 0.00000 | 0.30 | 10061.90 |
| 22 | 2009.09.24 03:00 | sell | 9 | 0.10 | 1.47505 | 0.00000 | 0.00000 | ||
| 23 | 2009.09.28 04:00 | close | 9 | 0.10 | 1.45862 | 0.00000 | 0.00000 | 164.10 | 10226.00 |
| 24 | 2009.09.29 20:00 | sell | 10 | 0.10 | 1.45806 | 0.00000 | 0.00000 | ||
| 25 | 2009.09.30 23:59 | close at stop | 10 | 0.10 | 1.46375 | 0.00000 | 0.00000 | -57.00 | 10169.00 |