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 | stoplossbars=6; takeprofitbars=20; otstup=10; lowema=5; fastema=13; maxur=0.0045; minur=-0.0045; x="Настройки MA:"; perema1=7; perema2=21; persma3=98; perema4=365; Lots=1; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -895.28 | Gross profit | 77.88 | Gross loss | -973.16 |
| Profit factor | 0.08 | Expected payoff | -179.06 | ||
| Absolute drawdown | 895.28 | Maximal drawdown | 1205.65 (11.69%) | Relative drawdown | 11.69% (1205.65) |
| Total trades | 5 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 1 (20.00%) | Loss trades (% of total) | 4 (80.00%) | ||
| Largest | profit trade | 77.88 | loss trade | -351.00 | |
| Average | profit trade | 77.88 | loss trade | -243.29 | |
| Maximum | consecutive wins (profit in money) | 1 (77.88) | consecutive losses (loss in money) | 4 (-973.16) | |
| Maximal | consecutive profit (count of wins) | 77.88 (1) | consecutive loss (count of losses) | -973.16 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.04 10:00 | sell | 1 | 1.00 | 1.44025 | 1.44243 | 1.40066 | ||
| 2 | 2009.08.04 14:00 | close | 1 | 0.33 | 1.43789 | 1.44243 | 1.40066 | 77.88 | 10077.88 |
| 3 | 2009.08.04 14:00 | sell | 2 | 0.67 | 1.44025 | 1.44243 | 1.40066 | ||
| 4 | 2009.08.04 16:02 | s/l | 2 | 0.67 | 1.44243 | 1.44243 | 1.40066 | -146.06 | 9931.82 |
| 5 | 2009.08.10 12:00 | buy | 3 | 1.00 | 1.41947 | 1.41747 | 1.44467 | ||
| 6 | 2009.08.10 14:40 | s/l | 3 | 1.00 | 1.41747 | 1.41747 | 1.44467 | -200.00 | 9731.82 |
| 7 | 2009.08.19 21:00 | sell | 4 | 1.00 | 1.42402 | 1.42673 | 1.40448 | ||
| 8 | 2009.08.20 21:15 | s/l | 4 | 1.00 | 1.42673 | 1.42673 | 1.40448 | -276.10 | 9455.72 |
| 9 | 2009.09.08 18:00 | sell | 5 | 1.00 | 1.44957 | 1.45308 | 1.41906 | ||
| 10 | 2009.09.08 18:50 | s/l | 5 | 1.00 | 1.45308 | 1.45308 | 1.41906 | -351.00 | 9104.72 |