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 | Lots=1; ProfitEntry=5; ProfitExit=100; ProfitIncrease=50; MaxProfitExit=500; MaxTrades=50; BalanceDelta=20; BucksPerPip=1; dFreeMargin=1500; Slippage=2; log=0; Version=""1.1""; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9151.50 | Gross profit | 1609.00 | Gross loss | -10760.50 |
| Profit factor | 0.15 | Expected payoff | -381.31 | ||
| Absolute drawdown | 9151.50 | Maximal drawdown | 11991.00 (93.39%) | Relative drawdown | 93.39% (11991.00) |
| Total trades | 24 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 23 (4.35%) |
| Profit trades (% of total) | 1 (4.17%) | Loss trades (% of total) | 23 (95.83%) | ||
| Largest | profit trade | 1609.00 | loss trade | -1215.00 | |
| Average | profit trade | 1609.00 | loss trade | -467.85 | |
| Maximum | consecutive wins (profit in money) | 1 (1609.00) | consecutive losses (loss in money) | 23 (-10760.50) | |
| Maximal | consecutive profit (count of wins) | 1609.00 (1) | consecutive loss (count of losses) | -10760.50 (23) | |
| Average | consecutive wins | 1 | consecutive losses | 23 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 01:00 | buy | 1 | 1.00 | 1.42509 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 01:02 | sell | 2 | 1.00 | 1.42527 | 0.00000 | 0.00000 | ||
| 3 | 2009.08.03 23:00 | close | 1 | 1.00 | 1.44118 | 0.00000 | 0.00000 | 1609.00 | 11609.00 |
| 4 | 2009.08.03 23:00 | buy | 3 | 1.00 | 1.44122 | 0.00000 | 0.00000 | ||
| 5 | 2009.08.03 23:05 | buy | 4 | 1.00 | 1.44123 | 0.00000 | 0.00000 | ||
| 6 | 2009.08.03 23:10 | buy | 5 | 1.00 | 1.44145 | 0.00000 | 0.00000 | ||
| 7 | 2009.08.03 23:12 | buy | 6 | 1.00 | 1.44138 | 0.00000 | 0.00000 | ||
| 8 | 2009.08.03 23:15 | buy | 7 | 1.00 | 1.44168 | 0.00000 | 0.00000 | ||
| 9 | 2009.08.03 23:17 | buy | 8 | 1.00 | 1.44160 | 0.00000 | 0.00000 | ||
| 10 | 2009.08.03 23:20 | buy | 9 | 1.00 | 1.44190 | 0.00000 | 0.00000 | ||
| 11 | 2009.08.03 23:22 | buy | 10 | 1.00 | 1.44175 | 0.00000 | 0.00000 | ||
| 12 | 2009.08.03 23:25 | buy | 11 | 1.00 | 1.44183 | 0.00000 | 0.00000 | ||
| 13 | 2009.08.03 23:27 | buy | 12 | 1.00 | 1.44182 | 0.00000 | 0.00000 | ||
| 14 | 2009.08.03 23:30 | buy | 13 | 1.00 | 1.44192 | 0.00000 | 0.00000 | ||
| 15 | 2009.08.03 23:32 | buy | 14 | 1.00 | 1.44194 | 0.00000 | 0.00000 | ||
| 16 | 2009.08.03 23:35 | buy | 15 | 1.00 | 1.44186 | 0.00000 | 0.00000 | ||
| 17 | 2009.08.03 23:37 | buy | 16 | 1.00 | 1.44202 | 0.00000 | 0.00000 | ||
| 18 | 2009.08.03 23:40 | buy | 17 | 1.00 | 1.44170 | 0.00000 | 0.00000 | ||
| 19 | 2009.08.03 23:42 | buy | 18 | 1.00 | 1.44178 | 0.00000 | 0.00000 | ||
| 20 | 2009.08.03 23:47 | buy | 19 | 1.00 | 1.44153 | 0.00000 | 0.00000 | ||
| 21 | 2009.08.03 23:52 | buy | 20 | 1.00 | 1.44129 | 0.00000 | 0.00000 | ||
| 22 | 2009.08.03 23:59 | buy | 21 | 1.00 | 1.44193 | 0.00000 | 0.00000 | ||
| 23 | 2009.08.04 00:02 | buy | 22 | 1.00 | 1.44189 | 0.00000 | 0.00000 | ||
| 24 | 2009.08.04 00:05 | buy | 23 | 1.00 | 1.44179 | 0.00000 | 0.00000 | ||
| 25 | 2009.08.04 00:07 | buy | 24 | 1.00 | 1.44199 | 0.00000 | 0.00000 | ||
| 26 | 2009.08.04 13:50 | close at stop | 24 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -462.00 | 11147.00 |
| 27 | 2009.08.04 13:50 | close at stop | 23 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -442.00 | 10705.00 |
| 28 | 2009.08.04 13:50 | close at stop | 22 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -452.00 | 10253.00 |
| 29 | 2009.08.04 13:50 | close at stop | 21 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -456.50 | 9796.50 |
| 30 | 2009.08.04 13:50 | close at stop | 20 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -392.50 | 9404.00 |
| 31 | 2009.08.04 13:50 | close at stop | 19 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -416.50 | 8987.50 |
| 32 | 2009.08.04 13:50 | close at stop | 18 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -441.50 | 8546.00 |
| 33 | 2009.08.04 13:50 | close at stop | 17 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -433.50 | 8112.50 |
| 34 | 2009.08.04 13:50 | close at stop | 16 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -465.50 | 7647.00 |
| 35 | 2009.08.04 13:50 | close at stop | 15 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -449.50 | 7197.50 |
| 36 | 2009.08.04 13:50 | close at stop | 14 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -457.50 | 6740.00 |
| 37 | 2009.08.04 13:50 | close at stop | 13 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -455.50 | 6284.50 |
| 38 | 2009.08.04 13:50 | close at stop | 12 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -445.50 | 5839.00 |
| 39 | 2009.08.04 13:50 | close at stop | 11 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -446.50 | 5392.50 |
| 40 | 2009.08.04 13:50 | close at stop | 10 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -438.50 | 4954.00 |
| 41 | 2009.08.04 13:50 | close at stop | 9 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -453.50 | 4500.50 |
| 42 | 2009.08.04 13:50 | close at stop | 8 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -423.50 | 4077.00 |
| 43 | 2009.08.04 13:50 | close at stop | 7 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -431.50 | 3645.50 |
| 44 | 2009.08.04 13:50 | close at stop | 6 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -401.50 | 3244.00 |
| 45 | 2009.08.04 13:50 | close at stop | 5 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -408.50 | 2835.50 |
| 46 | 2009.08.04 13:50 | close at stop | 4 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -386.50 | 2449.00 |
| 47 | 2009.08.04 13:50 | close at stop | 3 | 1.00 | 1.43737 | 0.00000 | 0.00000 | -385.50 | 2063.50 |
| 48 | 2009.08.04 13:50 | close at stop | 2 | 1.00 | 1.43741 | 0.00000 | 0.00000 | -1215.00 | 848.50 |