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 | StartHr=0; StartMin=0; StopLoss=80; TakeProfit=80; Lots=1; DaysOfClose=1; TS_Mode=0; TS_Trigger=12; TS_Sensitivity=12; emaFast=12; emaSlow=26; signalPeriod=9; timeFrame=0; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -400.00 | Gross profit | 640.00 | Gross loss | -1040.00 |
| Profit factor | 0.62 | Expected payoff | -19.05 | ||
| Absolute drawdown | 519.00 | Maximal drawdown | 599.00 (5.94%) | Relative drawdown | 5.94% (599.00) |
| Total trades | 21 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 11 (27.27%) |
| Profit trades (% of total) | 8 (38.10%) | Loss trades (% of total) | 13 (61.90%) | ||
| Largest | profit trade | 80.00 | loss trade | -80.00 | |
| Average | profit trade | 80.00 | loss trade | -80.00 | |
| Maximum | consecutive wins (profit in money) | 3 (240.00) | consecutive losses (loss in money) | 5 (-400.00) | |
| Maximal | consecutive profit (count of wins) | 240.00 (3) | consecutive loss (count of losses) | -400.00 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.05 00:00 | sell | 1 | 1.00 | 1.43976 | 1.44056 | 1.43896 | ||
| 2 | 2009.08.05 01:03 | s/l | 1 | 1.00 | 1.44056 | 1.44056 | 1.43896 | -80.00 | 9920.00 |
| 3 | 2009.08.07 00:00 | buy | 2 | 1.00 | 1.43562 | 1.43482 | 1.43642 | ||
| 4 | 2009.08.07 01:02 | t/p | 2 | 1.00 | 1.43642 | 1.43482 | 1.43642 | 80.00 | 10000.00 |
| 5 | 2009.08.10 00:00 | buy | 3 | 1.00 | 1.41740 | 1.41660 | 1.41820 | ||
| 6 | 2009.08.10 00:10 | t/p | 3 | 1.00 | 1.41820 | 1.41660 | 1.41820 | 80.00 | 10080.00 |
| 7 | 2009.08.14 00:00 | sell | 4 | 1.00 | 1.42776 | 1.42856 | 1.42696 | ||
| 8 | 2009.08.14 00:20 | s/l | 4 | 1.00 | 1.42856 | 1.42856 | 1.42696 | -80.00 | 10000.00 |
| 9 | 2009.08.17 00:00 | buy | 5 | 1.00 | 1.41918 | 1.41838 | 1.41998 | ||
| 10 | 2009.08.17 01:10 | s/l | 5 | 1.00 | 1.41838 | 1.41838 | 1.41998 | -80.00 | 9920.00 |
| 11 | 2009.08.24 00:00 | sell | 6 | 1.00 | 1.43443 | 1.43523 | 1.43363 | ||
| 12 | 2009.08.24 01:20 | t/p | 6 | 1.00 | 1.43363 | 1.43523 | 1.43363 | 80.00 | 10000.00 |
| 13 | 2009.08.25 00:00 | buy | 7 | 1.00 | 1.42999 | 1.42919 | 1.43079 | ||
| 14 | 2009.08.25 00:45 | s/l | 7 | 1.00 | 1.42919 | 1.42919 | 1.43079 | -80.00 | 9920.00 |
| 15 | 2009.08.26 00:00 | sell | 8 | 1.00 | 1.42978 | 1.43058 | 1.42898 | ||
| 16 | 2009.08.26 01:20 | t/p | 8 | 1.00 | 1.42898 | 1.43058 | 1.42898 | 80.00 | 10000.00 |
| 17 | 2009.08.31 00:00 | buy | 9 | 1.00 | 1.43081 | 1.43001 | 1.43161 | ||
| 18 | 2009.08.31 00:15 | s/l | 9 | 1.00 | 1.43001 | 1.43001 | 1.43161 | -80.00 | 9920.00 |
| 19 | 2009.09.02 00:00 | buy | 10 | 1.00 | 1.42216 | 1.42136 | 1.42296 | ||
| 20 | 2009.09.02 01:15 | s/l | 10 | 1.00 | 1.42136 | 1.42136 | 1.42296 | -80.00 | 9840.00 |
| 21 | 2009.09.04 00:00 | buy | 11 | 1.00 | 1.42589 | 1.42509 | 1.42669 | ||
| 22 | 2009.09.04 02:50 | s/l | 11 | 1.00 | 1.42509 | 1.42509 | 1.42669 | -80.00 | 9760.00 |
| 23 | 2009.09.08 00:00 | sell | 12 | 1.00 | 1.43365 | 1.43445 | 1.43285 | ||
| 24 | 2009.09.08 02:45 | s/l | 12 | 1.00 | 1.43445 | 1.43445 | 1.43285 | -80.00 | 9680.00 |
| 25 | 2009.09.09 00:00 | sell | 13 | 1.00 | 1.44935 | 1.45015 | 1.44855 | ||
| 26 | 2009.09.09 00:45 | s/l | 13 | 1.00 | 1.45015 | 1.45015 | 1.44855 | -80.00 | 9600.00 |
| 27 | 2009.09.10 00:00 | sell | 14 | 1.00 | 1.45639 | 1.45719 | 1.45559 | ||
| 28 | 2009.09.10 00:20 | t/p | 14 | 1.00 | 1.45559 | 1.45719 | 1.45559 | 80.00 | 9680.00 |
| 29 | 2009.09.14 00:00 | sell | 15 | 1.00 | 1.45946 | 1.46026 | 1.45866 | ||
| 30 | 2009.09.14 00:15 | t/p | 15 | 1.00 | 1.45866 | 1.46026 | 1.45866 | 80.00 | 9760.00 |
| 31 | 2009.09.18 00:00 | sell | 16 | 1.00 | 1.47438 | 1.47518 | 1.47358 | ||
| 32 | 2009.09.18 01:45 | t/p | 16 | 1.00 | 1.47358 | 1.47518 | 1.47358 | 80.00 | 9840.00 |
| 33 | 2009.09.21 00:00 | buy | 17 | 1.00 | 1.46954 | 1.46874 | 1.47034 | ||
| 34 | 2009.09.21 00:20 | s/l | 17 | 1.00 | 1.46874 | 1.46874 | 1.47034 | -80.00 | 9760.00 |
| 35 | 2009.09.23 00:00 | sell | 18 | 1.00 | 1.47884 | 1.47964 | 1.47804 | ||
| 36 | 2009.09.23 00:20 | s/l | 18 | 1.00 | 1.47964 | 1.47964 | 1.47804 | -80.00 | 9680.00 |
| 37 | 2009.09.24 00:00 | buy | 19 | 1.00 | 1.46949 | 1.46869 | 1.47029 | ||
| 38 | 2009.09.24 00:07 | s/l | 19 | 1.00 | 1.46869 | 1.46869 | 1.47029 | -80.00 | 9600.00 |
| 39 | 2009.09.25 00:00 | buy | 20 | 1.00 | 1.46631 | 1.46551 | 1.46711 | ||
| 40 | 2009.09.25 00:50 | s/l | 20 | 1.00 | 1.46551 | 1.46551 | 1.46711 | -80.00 | 9520.00 |
| 41 | 2009.09.29 00:00 | buy | 21 | 1.00 | 1.46157 | 1.46077 | 1.46237 | ||
| 42 | 2009.09.29 00:33 | t/p | 21 | 1.00 | 1.46237 | 1.46077 | 1.46237 | 80.00 | 9600.00 |