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 | FMa=4; SMa=8; PCCi=4; pATR=4; Lots=0.1; SndMl=true; DcF=3; MaxR=0.02; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -161.80 | Gross profit | 162.40 | Gross loss | -324.20 |
Profit factor | 0.50 | Expected payoff | -8.52 | ||
Absolute drawdown | 232.50 | Maximal drawdown | 232.50 (2.33%) | Relative drawdown | 2.33% (232.50) |
Total trades | 19 | Short positions (won %) | 9 (0.00%) | Long positions (won %) | 10 (20.00%) |
Profit trades (% of total) | 2 (10.53%) | Loss trades (% of total) | 17 (89.47%) | ||
Largest | profit trade | 127.70 | loss trade | -57.40 | |
Average | profit trade | 81.20 | loss trade | -19.07 | |
Maximum | consecutive wins (profit in money) | 2 (162.40) | consecutive losses (loss in money) | 14 (-223.50) | |
Maximal | consecutive profit (count of wins) | 162.40 (2) | consecutive loss (count of losses) | -223.50 (14) | |
Average | consecutive wins | 2 | consecutive losses | 9 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.05 02:00 | buy | 1 | 0.20 | 1.44175 | 1.44019 | 0.00000 | ||
2 | 2009.08.05 02:37 | s/l | 1 | 0.20 | 1.44019 | 1.44019 | 0.00000 | -31.20 | 9968.80 |
3 | 2009.08.05 14:00 | buy | 2 | 0.20 | 1.44191 | 1.43964 | 0.00000 | ||
4 | 2009.08.05 14:20 | s/l | 2 | 0.20 | 1.43964 | 1.43964 | 0.00000 | -45.40 | 9923.40 |
5 | 2009.08.07 09:00 | buy | 3 | 0.10 | 1.43676 | 1.43507 | 0.00000 | ||
6 | 2009.08.07 13:00 | close | 3 | 0.10 | 1.43609 | 1.43507 | 0.00000 | -6.70 | 9916.70 |
7 | 2009.08.11 05:00 | sell | 4 | 0.10 | 1.41352 | 1.41560 | 0.00000 | ||
8 | 2009.08.11 06:00 | close | 4 | 0.10 | 1.41445 | 1.41560 | 0.00000 | -9.30 | 9907.40 |
9 | 2009.08.11 09:00 | buy | 5 | 0.10 | 1.41680 | 1.41478 | 0.00000 | ||
10 | 2009.08.11 12:20 | s/l | 5 | 0.10 | 1.41478 | 1.41478 | 0.00000 | -20.20 | 9887.20 |
11 | 2009.08.11 15:00 | sell | 6 | 0.10 | 1.41288 | 1.41563 | 0.00000 | ||
12 | 2009.08.11 18:15 | s/l | 6 | 0.10 | 1.41563 | 1.41563 | 0.00000 | -27.50 | 9859.70 |
13 | 2009.08.14 05:00 | sell | 7 | 0.10 | 1.42694 | 1.42899 | 0.00000 | ||
14 | 2009.08.14 12:00 | close | 7 | 0.10 | 1.42786 | 1.42899 | 0.00000 | -9.20 | 9850.50 |
15 | 2009.08.21 03:00 | sell | 8 | 0.10 | 1.42418 | 1.42592 | 0.00000 | ||
16 | 2009.08.21 04:50 | s/l | 8 | 0.10 | 1.42592 | 1.42592 | 0.00000 | -17.40 | 9833.10 |
17 | 2009.08.24 20:00 | sell | 9 | 0.10 | 1.42996 | 1.43209 | 0.00000 | ||
18 | 2009.08.25 07:00 | close | 9 | 0.10 | 1.43048 | 1.43209 | 0.00000 | -5.30 | 9827.80 |
19 | 2009.09.07 21:00 | buy | 10 | 0.10 | 1.43396 | 1.43289 | 0.00000 | ||
20 | 2009.09.07 21:10 | s/l | 10 | 0.10 | 1.43289 | 1.43289 | 0.00000 | -10.70 | 9817.10 |
21 | 2009.09.07 23:00 | sell | 11 | 0.10 | 1.43312 | 1.43436 | 0.00000 | ||
22 | 2009.09.08 00:00 | close | 11 | 0.10 | 1.43393 | 1.43436 | 0.00000 | -8.20 | 9808.90 |
23 | 2009.09.08 03:00 | buy | 12 | 0.10 | 1.43420 | 1.43315 | 0.00000 | ||
24 | 2009.09.08 03:50 | s/l | 12 | 0.10 | 1.43315 | 1.43315 | 0.00000 | -10.50 | 9798.40 |
25 | 2009.09.08 04:00 | sell | 13 | 0.10 | 1.43323 | 1.43452 | 0.00000 | ||
26 | 2009.09.08 05:50 | s/l | 13 | 0.10 | 1.43452 | 1.43452 | 0.00000 | -12.90 | 9785.50 |
27 | 2009.09.08 07:00 | sell | 14 | 0.10 | 1.43341 | 1.43431 | 0.00000 | ||
28 | 2009.09.08 07:20 | s/l | 14 | 0.10 | 1.43431 | 1.43431 | 0.00000 | -9.00 | 9776.50 |
29 | 2009.09.08 08:00 | buy | 15 | 0.10 | 1.43495 | 1.43386 | 0.00000 | ||
30 | 2009.09.08 23:00 | close | 15 | 0.10 | 1.44772 | 1.43386 | 0.00000 | 127.70 | 9904.20 |
31 | 2009.09.10 17:00 | buy | 16 | 0.20 | 1.45635 | 1.45118 | 0.00000 | ||
32 | 2009.09.11 01:00 | close | 16 | 0.20 | 1.45809 | 1.45118 | 0.00000 | 34.70 | 9938.90 |
33 | 2009.09.11 05:00 | buy | 17 | 0.20 | 1.46055 | 1.45884 | 0.00000 | ||
34 | 2009.09.11 10:16 | s/l | 17 | 0.20 | 1.45884 | 1.45884 | 0.00000 | -34.20 | 9904.70 |
35 | 2009.09.11 16:00 | buy | 18 | 0.20 | 1.46105 | 1.45818 | 0.00000 | ||
36 | 2009.09.11 16:15 | s/l | 18 | 0.20 | 1.45818 | 1.45818 | 0.00000 | -57.40 | 9847.30 |
37 | 2009.09.28 19:00 | sell | 19 | 0.10 | 1.46150 | 1.46572 | 0.00000 | ||
38 | 2009.09.29 02:00 | close | 19 | 0.10 | 1.46240 | 1.46572 | 0.00000 | -9.10 | 9838.20 |