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=26; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=2; 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; TwoPeriodExitMultiple=16; EMAPeriod=40; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -82.51 | Gross profit | 179.67 | Gross loss | -262.18 |
| Profit factor | 0.69 | Expected payoff | -16.50 | ||
| Absolute drawdown | 90.41 | Maximal drawdown | 373.44 (3.63%) | Relative drawdown | 3.63% (373.44) |
| Total trades | 5 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 1 (20.00%) | Loss trades (% of total) | 4 (80.00%) | ||
| Largest | profit trade | 179.67 | loss trade | -182.34 | |
| Average | profit trade | 179.67 | loss trade | -65.55 | |
| Maximum | consecutive wins (profit in money) | 1 (179.67) | consecutive losses (loss in money) | 4 (-262.18) | |
| Maximal | consecutive profit (count of wins) | 179.67 (1) | consecutive loss (count of losses) | -262.18 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 09:00 | buy | 1 | 0.10 | 1.42110 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.04 15:00 | close | 1 | 0.10 | 1.43907 | 0.00000 | 0.00000 | 179.67 | 10179.67 |
| 3 | 2009.08.10 02:00 | sell | 2 | 0.10 | 1.41919 | 0.00000 | 0.00000 | ||
| 4 | 2009.08.12 18:00 | close | 2 | 0.10 | 1.42157 | 0.00000 | 0.00000 | -24.14 | 10155.53 |
| 5 | 2009.08.17 19:00 | sell | 3 | 0.10 | 1.40822 | 0.00000 | 0.00000 | ||
| 6 | 2009.08.19 18:00 | close | 3 | 0.10 | 1.42642 | 0.00000 | 0.00000 | -182.34 | 9973.19 |
| 7 | 2009.08.21 04:00 | buy | 4 | 0.10 | 1.42448 | 0.00000 | 0.00000 | ||
| 8 | 2009.08.26 17:00 | close | 4 | 0.10 | 1.42307 | 0.00000 | 0.00000 | -14.19 | 9959.00 |
| 9 | 2009.08.26 20:00 | sell | 5 | 0.10 | 1.42360 | 0.00000 | 0.00000 | ||
| 10 | 2009.08.27 20:00 | close | 5 | 0.10 | 1.42770 | 0.00000 | 0.00000 | -41.51 | 9917.49 |