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 | EOD=24; BreakEven=10; StopLoss=50; TrailingStopStep=20; TakeProfit=15; Lots=0.1; Pips=5; StartingBalance=5000; timeframe=0; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -97.40 | Gross profit | 3.20 | Gross loss | -100.60 |
Profit factor | 0.03 | Expected payoff | -8.85 | ||
Absolute drawdown | 97.40 | Maximal drawdown | 97.40 (0.97%) | Relative drawdown | 0.97% (97.40) |
Total trades | 11 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 11 (9.09%) |
Profit trades (% of total) | 1 (9.09%) | Loss trades (% of total) | 10 (90.91%) | ||
Largest | profit trade | 3.20 | loss trade | -14.60 | |
Average | profit trade | 3.20 | loss trade | -10.06 | |
Maximum | consecutive wins (profit in money) | 1 (3.20) | consecutive losses (loss in money) | 9 (-87.40) | |
Maximal | consecutive profit (count of wins) | 3.20 (1) | consecutive loss (count of losses) | -87.40 (9) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 00:00 | buy | 1 | 0.20 | 1.44214 | 1.44148 | 1.44213 | ||
2 | 2009.08.04 00:15 | s/l | 1 | 0.20 | 1.44148 | 1.44148 | 1.44213 | -13.20 | 9986.80 |
3 | 2009.08.06 00:00 | buy | 2 | 0.20 | 1.44158 | 1.44109 | 1.44174 | ||
4 | 2009.08.06 00:02 | t/p | 2 | 0.20 | 1.44174 | 1.44109 | 1.44174 | 3.20 | 9990.00 |
5 | 2009.08.07 00:00 | buy | 3 | 0.20 | 1.43562 | 1.43513 | 1.43578 | ||
6 | 2009.08.07 00:07 | s/l | 3 | 0.20 | 1.43513 | 1.43513 | 1.43578 | -9.80 | 9980.20 |
7 | 2009.08.11 00:00 | buy | 4 | 0.20 | 1.41478 | 1.41405 | 1.41470 | ||
8 | 2009.08.11 00:15 | s/l | 4 | 0.20 | 1.41405 | 1.41405 | 1.41470 | -14.60 | 9965.60 |
9 | 2009.08.13 00:00 | buy | 5 | 0.20 | 1.42048 | 1.41979 | 1.42044 | ||
10 | 2009.08.13 00:20 | t/p | 5 | 0.20 | 1.42044 | 1.41979 | 1.42044 | -0.80 | 9964.80 |
11 | 2009.08.20 00:00 | buy | 6 | 0.20 | 1.42367 | 1.42309 | 1.42374 | ||
12 | 2009.08.20 00:20 | s/l | 6 | 0.20 | 1.42309 | 1.42309 | 1.42374 | -11.60 | 9953.20 |
13 | 2009.08.24 00:00 | buy | 7 | 0.20 | 1.43471 | 1.43415 | 1.43480 | ||
14 | 2009.08.24 00:03 | s/l | 7 | 0.20 | 1.43415 | 1.43415 | 1.43480 | -11.20 | 9942.00 |
15 | 2009.08.31 00:00 | buy | 8 | 0.20 | 1.43081 | 1.43009 | 1.43074 | ||
16 | 2009.08.31 00:07 | t/p | 8 | 0.20 | 1.43074 | 1.43009 | 1.43074 | -1.40 | 9940.60 |
17 | 2009.09.08 00:00 | buy | 9 | 0.20 | 1.43393 | 1.43340 | 1.43405 | ||
18 | 2009.09.08 00:15 | s/l | 9 | 0.20 | 1.43340 | 1.43340 | 1.43405 | -10.60 | 9930.00 |
19 | 2009.09.09 00:00 | buy | 10 | 0.20 | 1.44963 | 1.44893 | 1.44958 | ||
20 | 2009.09.09 00:15 | s/l | 10 | 0.20 | 1.44893 | 1.44893 | 1.44958 | -14.00 | 9916.00 |
21 | 2009.09.28 00:00 | buy | 11 | 0.20 | 1.46961 | 1.46894 | 1.46959 | ||
22 | 2009.09.28 00:02 | s/l | 11 | 0.20 | 1.46894 | 1.46894 | 1.46959 | -13.40 | 9902.60 |