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=0.1; p=23; TakeProfit=980; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 363.69 | Gross profit | 585.60 | Gross loss | -221.91 |
| Profit factor | 2.64 | Expected payoff | 45.46 | ||
| Absolute drawdown | 193.23 | Maximal drawdown | 734.61 (6.97%) | Relative drawdown | 6.97% (734.61) |
| Total trades | 8 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 6 (75.00%) | Loss trades (% of total) | 2 (25.00%) | ||
| Largest | profit trade | 97.92 | loss trade | -152.34 | |
| Average | profit trade | 97.60 | loss trade | -110.96 | |
| Maximum | consecutive wins (profit in money) | 6 (585.60) | consecutive losses (loss in money) | 2 (-221.91) | |
| Maximal | consecutive profit (count of wins) | 585.60 (6) | consecutive loss (count of losses) | -221.91 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 21:00 | sell | 1 | 0.10 | 1.44074 | 0.00000 | 1.43094 | ||
| 2 | 2009.08.04 02:00 | sell | 2 | 0.10 | 1.44083 | 0.00000 | 1.43103 | ||
| 3 | 2009.08.07 14:50 | t/p | 1 | 0.10 | 1.43094 | 0.00000 | 1.43094 | 96.98 | 10096.98 |
| 4 | 2009.08.07 14:50 | t/p | 2 | 0.10 | 1.43103 | 0.00000 | 1.43103 | 97.15 | 10194.13 |
| 5 | 2009.08.10 03:00 | buy | 3 | 0.10 | 1.42018 | 0.00000 | 1.42998 | ||
| 6 | 2009.08.10 22:00 | buy | 4 | 0.10 | 1.41398 | 0.00000 | 1.42378 | ||
| 7 | 2009.08.12 18:20 | t/p | 4 | 0.10 | 1.42378 | 0.00000 | 1.42378 | 97.92 | 10292.05 |
| 8 | 2009.08.13 14:15 | t/p | 3 | 0.10 | 1.42998 | 0.00000 | 1.42998 | 97.80 | 10389.85 |
| 9 | 2009.08.17 15:00 | buy | 5 | 0.10 | 1.40704 | 0.00000 | 1.41684 | ||
| 10 | 2009.08.19 01:50 | t/p | 5 | 0.10 | 1.41684 | 0.00000 | 1.41684 | 97.92 | 10487.77 |
| 11 | 2009.09.08 21:00 | sell | 6 | 0.10 | 1.44887 | 0.00000 | 1.43907 | ||
| 12 | 2009.09.09 18:00 | sell | 7 | 0.10 | 1.45713 | 0.00000 | 1.44733 | ||
| 13 | 2009.09.22 13:00 | sell | 8 | 0.10 | 1.47949 | 0.00000 | 1.46969 | ||
| 14 | 2009.09.23 23:59 | t/p | 8 | 0.10 | 1.46969 | 0.00000 | 1.46969 | 97.83 | 10585.60 |
| 15 | 2009.09.30 23:59 | close at stop | 7 | 0.10 | 1.46373 | 0.00000 | 1.44733 | -69.57 | 10516.03 |
| 16 | 2009.09.30 23:59 | close at stop | 6 | 0.10 | 1.46373 | 0.00000 | 1.43907 | -152.34 | 10363.69 |