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; RiskFactor=10; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=70; TakeProfitMode=false; TakeProfit=150; TrailingStopMode=false; TrailingStop=30; UseHourTrade=false; FromHourTrade=10; ToHourTrade=10; RequiredStochLevelSell=false; StochSell=40; RequiredStochLevelBuy=false; StochBuy=60; stochShort=1; stochMed=20; stochLong=50; ShortStochSellEntry=80; ShortStochBuyEntry=20; ShortStochSellExit=10; ShortStochBuyExit=90; MaxStochDiffMedvsLong=false; MaxStochDifference=8; EMAPeriod=40; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 71.71 | Gross profit | 198.49 | Gross loss | -126.78 |
Profit factor | 1.57 | Expected payoff | 11.95 | ||
Absolute drawdown | 3.50 | Maximal drawdown | 192.55 (1.88%) | Relative drawdown | 1.88% (192.55) |
Total trades | 6 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 3 (33.33%) |
Profit trades (% of total) | 2 (33.33%) | Loss trades (% of total) | 4 (66.67%) | ||
Largest | profit trade | 174.26 | loss trade | -43.60 | |
Average | profit trade | 99.25 | loss trade | -31.70 | |
Maximum | consecutive wins (profit in money) | 2 (198.49) | consecutive losses (loss in money) | 4 (-126.78) | |
Maximal | consecutive profit (count of wins) | 198.49 (2) | consecutive loss (count of losses) | -126.78 (4) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 09:00 | buy | 1 | 0.10 | 1.42095 | 0.00000 | 0.00000 | ||
2 | 2009.08.04 13:00 | close | 1 | 0.10 | 1.43838 | 0.00000 | 0.00000 | 174.26 | 10174.26 |
3 | 2009.08.10 02:00 | sell | 2 | 0.10 | 1.41919 | 0.00000 | 0.00000 | ||
4 | 2009.08.11 10:00 | close | 2 | 0.10 | 1.41675 | 0.00000 | 0.00000 | 24.23 | 10198.49 |
5 | 2009.08.17 19:00 | sell | 3 | 0.10 | 1.40822 | 0.00000 | 0.00000 | ||
6 | 2009.08.18 03:00 | close | 3 | 0.10 | 1.41046 | 0.00000 | 0.00000 | -22.57 | 10175.92 |
7 | 2009.08.21 04:00 | buy | 4 | 0.10 | 1.42433 | 0.00000 | 0.00000 | ||
8 | 2009.08.21 07:00 | close | 4 | 0.10 | 1.42134 | 0.00000 | 0.00000 | -29.90 | 10146.02 |
9 | 2009.08.24 01:00 | buy | 5 | 0.10 | 1.43385 | 0.00000 | 0.00000 | ||
10 | 2009.08.24 09:00 | close | 5 | 0.10 | 1.42949 | 0.00000 | 0.00000 | -43.60 | 10102.42 |
11 | 2009.08.26 20:00 | sell | 6 | 0.10 | 1.42360 | 0.00000 | 0.00000 | ||
12 | 2009.08.27 12:00 | close | 6 | 0.10 | 1.42662 | 0.00000 | 0.00000 | -30.71 | 10071.71 |