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 | TakeProfit=50; Lots=1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 172.00 | Gross profit | 172.00 | Gross loss | 0.00 |
Profit factor | Expected payoff | 34.40 | |||
Absolute drawdown | 47.00 | Maximal drawdown | 101.00 (1.00%) | Relative drawdown | 1.00% (101.00) |
Total trades | 5 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 4 (100.00%) |
Profit trades (% of total) | 5 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 50.00 | loss trade | 0.00 | |
Average | profit trade | 34.40 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 5 (172.00) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 172.00 (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 | 2009.08.18 17:15 | buy | 1 | 1.00 | 1.41224 | 0.00000 | 1.41274 | ||
2 | 2009.08.18 17:20 | modify | 1 | 1.00 | 1.41224 | 1.41237 | 1.41274 | ||
3 | 2009.08.18 17:22 | s/l | 1 | 1.00 | 1.41237 | 1.41237 | 1.41274 | 13.00 | 10013.00 |
4 | 2009.08.18 17:22 | buy | 2 | 1.00 | 1.41244 | 0.00000 | 1.41294 | ||
5 | 2009.08.18 17:40 | modify | 2 | 1.00 | 1.41244 | 1.41255 | 1.41294 | ||
6 | 2009.08.18 17:45 | t/p | 2 | 1.00 | 1.41294 | 1.41255 | 1.41294 | 50.00 | 10063.00 |
7 | 2009.08.18 17:45 | buy | 3 | 1.00 | 1.41344 | 0.00000 | 1.41394 | ||
8 | 2009.08.18 18:02 | modify | 3 | 1.00 | 1.41344 | 1.41354 | 1.41394 | ||
9 | 2009.08.18 18:07 | t/p | 3 | 1.00 | 1.41394 | 1.41354 | 1.41394 | 50.00 | 10113.00 |
10 | 2009.08.25 21:02 | sell | 4 | 1.00 | 1.43071 | 0.00000 | 1.43021 | ||
11 | 2009.08.25 22:40 | modify | 4 | 1.00 | 1.43071 | 1.43054 | 1.43021 | ||
12 | 2009.08.25 22:45 | t/p | 4 | 1.00 | 1.43021 | 1.43054 | 1.43021 | 50.00 | 10163.00 |
13 | 2009.08.26 07:45 | buy | 5 | 1.00 | 1.43163 | 0.00000 | 1.43213 | ||
14 | 2009.08.26 08:07 | modify | 5 | 1.00 | 1.43163 | 1.43172 | 1.43213 | ||
15 | 2009.08.26 08:10 | s/l | 5 | 1.00 | 1.43172 | 1.43172 | 1.43213 | 9.00 | 10172.00 |