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=20; TakeProfitMode=false; TakeProfit=20; 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; TradingTimeframe=0; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 214.03 | Gross profit | 436.73 | Gross loss | -222.70 |
Profit factor | 1.96 | Expected payoff | 23.78 | ||
Absolute drawdown | 23.88 | Maximal drawdown | 271.38 (2.65%) | Relative drawdown | 2.65% (271.38) |
Total trades | 9 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 5 (55.56%) | Loss trades (% of total) | 4 (44.44%) | ||
Largest | profit trade | 164.12 | loss trade | -161.74 | |
Average | profit trade | 87.35 | loss trade | -55.67 | |
Maximum | consecutive wins (profit in money) | 3 (212.52) | consecutive losses (loss in money) | 3 (-165.71) | |
Maximal | consecutive profit (count of wins) | 224.21 (2) | consecutive loss (count of losses) | -165.71 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | 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 | 2009.08.07 02:00 | close | 1 | 0.10 | 1.43703 | 0.00000 | 0.00000 | 160.40 | 10160.40 |
3 | 2009.08.10 02:00 | sell | 2 | 0.10 | 1.41919 | 0.00000 | 0.00000 | ||
4 | 2009.08.11 16:00 | close | 2 | 0.10 | 1.41280 | 0.00000 | 0.00000 | 63.81 | 10224.21 |
5 | 2009.08.17 19:00 | sell | 3 | 0.10 | 1.40822 | 0.00000 | 0.00000 | ||
6 | 2009.08.21 04:00 | close | 3 | 0.10 | 1.42434 | 0.00000 | 0.00000 | -161.74 | 10062.47 |
7 | 2009.08.24 01:00 | buy | 4 | 0.10 | 1.43386 | 0.00000 | 0.00000 | ||
8 | 2009.08.26 10:00 | close | 4 | 0.10 | 1.43364 | 0.00000 | 0.00000 | -2.30 | 10060.17 |
9 | 2009.08.26 20:00 | sell | 5 | 0.10 | 1.42360 | 0.00000 | 0.00000 | ||
10 | 2009.08.27 02:00 | close | 5 | 0.10 | 1.42374 | 0.00000 | 0.00000 | -1.67 | 10058.50 |
11 | 2009.09.14 20:00 | buy | 6 | 0.10 | 1.46008 | 0.00000 | 0.00000 | ||
12 | 2009.09.15 08:00 | close | 6 | 0.10 | 1.46286 | 0.00000 | 0.00000 | 27.75 | 10086.25 |
13 | 2009.09.17 01:00 | buy | 7 | 0.10 | 1.47050 | 0.00000 | 0.00000 | ||
14 | 2009.09.18 08:00 | close | 7 | 0.10 | 1.47257 | 0.00000 | 0.00000 | 20.65 | 10106.90 |
15 | 2009.09.24 03:00 | sell | 8 | 0.10 | 1.47505 | 0.00000 | 0.00000 | ||
16 | 2009.09.28 04:00 | close | 8 | 0.10 | 1.45862 | 0.00000 | 0.00000 | 164.12 | 10271.02 |
17 | 2009.09.29 20:00 | sell | 9 | 0.10 | 1.45806 | 0.00000 | 0.00000 | ||
18 | 2009.09.30 23:59 | close at stop | 9 | 0.10 | 1.46375 | 0.00000 | 0.00000 | -56.99 | 10214.03 |