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 | per_MA=200; StopLoss_Buy=50; TrailingStop_Buy=10; StopLoss_Sell=50; TrailingStop_Sell=10; Lots=0.1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 15.00 | Gross profit | 15.00 | Gross loss | 0.00 |
Profit factor | Expected payoff | 3.00 | |||
Absolute drawdown | 0.00 | Maximal drawdown | 7.50 (0.07%) | Relative drawdown | 0.07% (7.50) |
Total trades | 5 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 5 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 3.00 | loss trade | 0.00 | |
Average | profit trade | 3.00 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 5 (15.00) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 15.00 (5) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 5 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | buy stop | 1 | 0.10 | 1.42985 | 1.42935 | 1.43015 | ||
2 | 2009.08.03 01:32 | buy | 1 | 0.10 | 1.42985 | 1.42935 | 1.43015 | ||
3 | 2009.08.03 01:35 | t/p | 1 | 0.10 | 1.43015 | 1.42935 | 1.43015 | 3.00 | 10003.00 |
4 | 2009.08.03 14:00 | buy stop | 2 | 0.10 | 1.43985 | 1.43935 | 1.44015 | ||
5 | 2009.08.03 15:00 | delete | 2 | 0.10 | 1.43985 | 1.43935 | 1.44015 | ||
6 | 2009.08.03 17:00 | buy stop | 3 | 0.10 | 1.44985 | 1.44935 | 1.45015 | ||
7 | 2009.08.03 18:00 | delete | 3 | 0.10 | 1.44985 | 1.44935 | 1.45015 | ||
8 | 2009.08.07 17:00 | sell stop | 4 | 0.10 | 1.42015 | 1.42065 | 1.41985 | ||
9 | 2009.08.07 17:45 | sell | 4 | 0.10 | 1.42015 | 1.42065 | 1.41985 | ||
10 | 2009.08.07 17:50 | t/p | 4 | 0.10 | 1.41985 | 1.42065 | 1.41985 | 3.00 | 10006.00 |
11 | 2009.08.13 10:00 | buy stop | 5 | 0.10 | 1.42985 | 1.42935 | 1.43015 | ||
12 | 2009.08.13 11:00 | delete | 5 | 0.10 | 1.42985 | 1.42935 | 1.43015 | ||
13 | 2009.08.13 15:00 | buy stop | 6 | 0.10 | 1.43985 | 1.43935 | 1.44015 | ||
14 | 2009.08.13 16:00 | delete | 6 | 0.10 | 1.43985 | 1.43935 | 1.44015 | ||
15 | 2009.08.14 18:00 | sell stop | 7 | 0.10 | 1.42015 | 1.42065 | 1.41985 | ||
16 | 2009.08.14 19:16 | sell | 7 | 0.10 | 1.42015 | 1.42065 | 1.41985 | ||
17 | 2009.08.14 19:23 | t/p | 7 | 0.10 | 1.41985 | 1.42065 | 1.41985 | 3.00 | 10009.00 |
18 | 2009.08.17 13:00 | sell stop | 8 | 0.10 | 1.40015 | 1.40065 | 1.39985 | ||
19 | 2009.08.18 02:00 | delete | 8 | 0.10 | 1.40015 | 1.40065 | 1.39985 | ||
20 | 2009.08.19 18:00 | buy stop | 9 | 0.10 | 1.42985 | 1.42935 | 1.43015 | ||
21 | 2009.08.19 19:00 | delete | 9 | 0.10 | 1.42985 | 1.42935 | 1.43015 | ||
22 | 2009.08.21 12:00 | buy stop | 10 | 0.10 | 1.43985 | 1.43935 | 1.44015 | ||
23 | 2009.08.21 13:00 | delete | 10 | 0.10 | 1.43985 | 1.43935 | 1.44015 | ||
24 | 2009.08.26 17:00 | sell stop | 11 | 0.10 | 1.42015 | 1.42065 | 1.41985 | ||
25 | 2009.08.27 21:00 | delete | 11 | 0.10 | 1.42015 | 1.42065 | 1.41985 | ||
26 | 2009.08.27 22:00 | buy stop | 12 | 0.10 | 1.43985 | 1.43935 | 1.44015 | ||
27 | 2009.08.27 23:00 | delete | 12 | 0.10 | 1.43985 | 1.43935 | 1.44015 | ||
28 | 2009.08.31 14:00 | sell stop | 13 | 0.10 | 1.42015 | 1.42065 | 1.41985 | ||
29 | 2009.08.31 17:00 | delete | 13 | 0.10 | 1.42015 | 1.42065 | 1.41985 | ||
30 | 2009.08.31 18:00 | buy stop | 14 | 0.10 | 1.43985 | 1.43935 | 1.44015 | ||
31 | 2009.08.31 19:00 | delete | 14 | 0.10 | 1.43985 | 1.43935 | 1.44015 | ||
32 | 2009.09.01 19:00 | sell stop | 15 | 0.10 | 1.42015 | 1.42065 | 1.41985 | ||
33 | 2009.09.01 19:15 | sell | 15 | 0.10 | 1.42015 | 1.42065 | 1.41985 | ||
34 | 2009.09.01 19:20 | t/p | 15 | 0.10 | 1.41985 | 1.42065 | 1.41985 | 3.00 | 10012.00 |
35 | 2009.09.02 20:00 | buy stop | 16 | 0.10 | 1.42985 | 1.42935 | 1.43015 | ||
36 | 2009.09.02 21:00 | delete | 16 | 0.10 | 1.42985 | 1.42935 | 1.43015 | ||
37 | 2009.09.03 11:00 | buy stop | 17 | 0.10 | 1.43985 | 1.43935 | 1.44015 | ||
38 | 2009.09.03 12:00 | delete | 17 | 0.10 | 1.43985 | 1.43935 | 1.44015 | ||
39 | 2009.09.03 18:00 | sell stop | 18 | 0.10 | 1.42015 | 1.42065 | 1.41985 | ||
40 | 2009.09.04 15:20 | sell | 18 | 0.10 | 1.42015 | 1.42065 | 1.41985 | ||
41 | 2009.09.04 15:22 | t/p | 18 | 0.10 | 1.41985 | 1.42065 | 1.41985 | 3.00 | 10015.00 |
42 | 2009.09.04 19:00 | buy stop | 19 | 0.10 | 1.43985 | 1.43935 | 1.44015 | ||
43 | 2009.09.04 20:00 | delete | 19 | 0.10 | 1.43985 | 1.43935 | 1.44015 | ||
44 | 2009.09.08 10:00 | buy stop | 20 | 0.10 | 1.44985 | 1.44935 | 1.45015 | ||
45 | 2009.09.08 11:00 | delete | 20 | 0.10 | 1.44985 | 1.44935 | 1.45015 | ||
46 | 2009.09.08 17:00 | buy stop | 21 | 0.10 | 1.45985 | 1.45935 | 1.46015 | ||
47 | 2009.09.08 18:00 | delete | 21 | 0.10 | 1.45985 | 1.45935 | 1.46015 | ||
48 | 2009.09.10 20:00 | buy stop | 22 | 0.10 | 1.46985 | 1.46935 | 1.47015 | ||
49 | 2009.09.10 21:00 | delete | 22 | 0.10 | 1.46985 | 1.46935 | 1.47015 | ||
50 | 2009.09.16 10:00 | buy stop | 23 | 0.10 | 1.47985 | 1.47935 | 1.48015 | ||
51 | 2009.09.16 11:00 | delete | 23 | 0.10 | 1.47985 | 1.47935 | 1.48015 | ||
52 | 2009.09.22 12:00 | buy stop | 24 | 0.10 | 1.48985 | 1.48935 | 1.49015 | ||
53 | 2009.09.22 13:00 | delete | 24 | 0.10 | 1.48985 | 1.48935 | 1.49015 | ||
54 | 2009.09.24 20:00 | sell stop | 25 | 0.10 | 1.46015 | 1.46065 | 1.45985 | ||
55 | 2009.09.28 01:00 | delete | 25 | 0.10 | 1.46015 | 1.46065 | 1.45985 | ||
56 | 2009.09.28 02:00 | buy stop | 26 | 0.10 | 1.47985 | 1.47935 | 1.48015 | ||
57 | 2009.09.28 03:00 | delete | 26 | 0.10 | 1.47985 | 1.47935 | 1.48015 | ||
58 | 2009.09.28 04:00 | sell stop | 27 | 0.10 | 1.45015 | 1.45065 | 1.44985 | ||
59 | 2009.09.28 09:00 | delete | 27 | 0.10 | 1.45015 | 1.45065 | 1.44985 | ||
60 | 2009.09.30 13:00 | buy stop | 28 | 0.10 | 1.46985 | 1.46935 | 1.47015 | ||
61 | 2009.09.30 14:00 | delete | 28 | 0.10 | 1.46985 | 1.46935 | 1.47015 | ||
62 | 2009.09.30 16:00 | sell stop | 29 | 0.10 | 1.45015 | 1.45065 | 1.44985 | ||
63 | 2009.09.30 17:00 | delete | 29 | 0.10 | 1.45015 | 1.45065 | 1.44985 |