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 | t110="------ У открытых вручную MAGIC = 0 ------"; MAGIC=0; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -218.83 | Gross profit | 24.36 | Gross loss | -243.19 |
Profit factor | 0.10 | Expected payoff | -54.71 | ||
Absolute drawdown | 362.80 | Maximal drawdown | 560.93 (5.50%) | Relative drawdown | 5.50% (560.93) |
Total trades | 4 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 3 (100.00%) |
Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
Largest | profit trade | 11.83 | loss trade | -243.19 | |
Average | profit trade | 8.12 | loss trade | -243.19 | |
Maximum | consecutive wins (profit in money) | 3 (24.36) | consecutive losses (loss in money) | 1 (-243.19) | |
Maximal | consecutive profit (count of wins) | 24.36 (3) | consecutive loss (count of losses) | -243.19 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | sell stop | 1 | 0.07 | 1.42376 | 0.00000 | 0.00000 | ||
2 | 2009.08.03 01:00 | buy stop | 2 | 0.07 | 1.42643 | 0.00000 | 0.00000 | ||
3 | 2009.08.03 01:02 | modify | 1 | 0.07 | 1.42398 | 0.00000 | 0.00000 | ||
4 | 2009.08.03 01:05 | modify | 1 | 0.07 | 1.42436 | 0.00000 | 0.00000 | ||
5 | 2009.08.03 01:07 | modify | 2 | 0.07 | 1.42627 | 0.00000 | 0.00000 | ||
6 | 2009.08.03 01:10 | buy | 2 | 0.07 | 1.42627 | 0.00000 | 0.00000 | ||
7 | 2009.08.03 01:10 | delete | 1 | 0.07 | 1.42436 | 0.00000 | 0.00000 | ||
8 | 2009.08.03 01:10 | sell stop | 3 | 0.14 | 1.42436 | 0.00000 | 0.00000 | ||
9 | 2009.08.03 01:10 | close | 2 | 0.07 | 1.42679 | 0.00000 | 0.00000 | 3.64 | 10003.64 |
10 | 2009.08.03 01:10 | delete | 3 | 0.14 | 1.42436 | 0.00000 | 0.00000 | ||
11 | 2009.08.03 01:12 | sell stop | 4 | 0.07 | 1.42512 | 0.00000 | 0.00000 | ||
12 | 2009.08.03 01:12 | buy stop | 5 | 0.07 | 1.42779 | 0.00000 | 0.00000 | ||
13 | 2009.08.03 01:15 | buy | 5 | 0.07 | 1.42779 | 0.00000 | 0.00000 | ||
14 | 2009.08.03 01:15 | delete | 4 | 0.07 | 1.42512 | 0.00000 | 0.00000 | ||
15 | 2009.08.03 01:15 | sell stop | 6 | 0.14 | 1.42512 | 0.00000 | 0.00000 | ||
16 | 2009.08.03 01:20 | close | 5 | 0.07 | 1.42906 | 0.00000 | 0.00000 | 8.89 | 10012.53 |
17 | 2009.08.03 01:20 | delete | 6 | 0.14 | 1.42512 | 0.00000 | 0.00000 | ||
18 | 2009.08.03 01:22 | sell stop | 7 | 0.07 | 1.42701 | 0.00000 | 0.00000 | ||
19 | 2009.08.03 01:22 | buy stop | 8 | 0.07 | 1.42968 | 0.00000 | 0.00000 | ||
20 | 2009.08.03 01:25 | modify | 7 | 0.07 | 1.42739 | 0.00000 | 0.00000 | ||
21 | 2009.08.03 01:27 | modify | 8 | 0.07 | 1.42892 | 0.00000 | 0.00000 | ||
22 | 2009.08.03 01:27 | buy | 8 | 0.07 | 1.42892 | 0.00000 | 0.00000 | ||
23 | 2009.08.03 01:27 | delete | 7 | 0.07 | 1.42739 | 0.00000 | 0.00000 | ||
24 | 2009.08.03 01:27 | sell stop | 9 | 0.14 | 1.42739 | 0.00000 | 0.00000 | ||
25 | 2009.08.03 01:32 | close | 8 | 0.07 | 1.43061 | 0.00000 | 0.00000 | 11.83 | 10024.36 |
26 | 2009.08.03 01:32 | delete | 9 | 0.14 | 1.42739 | 0.00000 | 0.00000 | ||
27 | 2009.08.03 01:35 | sell stop | 10 | 0.07 | 1.42913 | 0.00000 | 0.00000 | ||
28 | 2009.08.03 01:35 | buy stop | 11 | 0.07 | 1.43180 | 0.00000 | 0.00000 | ||
29 | 2009.08.03 01:37 | modify | 10 | 0.07 | 1.42952 | 0.00000 | 0.00000 | ||
30 | 2009.08.03 01:40 | modify | 11 | 0.07 | 1.43141 | 0.00000 | 0.00000 | ||
31 | 2009.08.03 01:45 | sell | 10 | 0.07 | 1.42952 | 0.00000 | 0.00000 | ||
32 | 2009.08.03 01:45 | delete | 11 | 0.07 | 1.43141 | 0.00000 | 0.00000 | ||
33 | 2009.08.03 01:45 | buy stop | 12 | 0.14 | 1.43141 | 0.00000 | 0.00000 | ||
34 | 2009.08.03 01:50 | delete | 12 | 0.14 | 1.43141 | 0.00000 | 0.00000 | ||
35 | 2009.09.30 23:59 | close at stop | 10 | 0.07 | 1.46374 | 0.00000 | 0.00000 | -243.19 | 9781.17 |