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 | AccountIsMini=false; MoneyManagement=false; TradeSizePercent=10; Lots=0.1; StopLoss=80; UseTrailingStop=false; TrailingStopType=1; TrailingStop=25; TakeProfit=0; Slippage=3; SignalCandle=1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 4395.80 | Gross profit | 5841.40 | Gross loss | -1445.60 |
Profit factor | 4.04 | Expected payoff | 231.36 | ||
Absolute drawdown | 1503.60 | Maximal drawdown | 3632.80 (29.95%) | Relative drawdown | 29.95% (3632.80) |
Total trades | 19 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 19 (5.26%) |
Profit trades (% of total) | 1 (5.26%) | Loss trades (% of total) | 18 (94.74%) | ||
Largest | profit trade | 5841.40 | loss trade | -82.40 | |
Average | profit trade | 5841.40 | loss trade | -80.31 | |
Maximum | consecutive wins (profit in money) | 1 (5841.40) | consecutive losses (loss in money) | 18 (-1445.60) | |
Maximal | consecutive profit (count of wins) | 5841.40 (1) | consecutive loss (count of losses) | -1445.60 (18) | |
Average | consecutive wins | 1 | consecutive losses | 18 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | buy | 1 | 1.00 | 1.42523 | 1.42443 | 0.00000 | ||
2 | 2009.08.03 03:02 | s/l | 1 | 1.00 | 1.42443 | 1.42443 | 0.00000 | -80.00 | 9920.00 |
3 | 2009.08.03 03:02 | buy | 2 | 1.00 | 1.42377 | 1.42297 | 0.00000 | ||
4 | 2009.08.03 04:20 | s/l | 2 | 1.00 | 1.42297 | 1.42297 | 0.00000 | -80.00 | 9840.00 |
5 | 2009.08.03 04:20 | buy | 3 | 1.00 | 1.42304 | 1.42224 | 0.00000 | ||
6 | 2009.08.03 08:50 | s/l | 3 | 1.00 | 1.42224 | 1.42224 | 0.00000 | -80.00 | 9760.00 |
7 | 2009.08.03 08:50 | buy | 4 | 1.00 | 1.42097 | 1.42017 | 0.00000 | ||
8 | 2009.08.07 16:50 | s/l | 4 | 1.00 | 1.42017 | 1.42017 | 0.00000 | -82.40 | 9677.60 |
9 | 2009.08.07 16:50 | buy | 5 | 1.00 | 1.41996 | 1.41916 | 0.00000 | ||
10 | 2009.08.07 17:50 | s/l | 5 | 1.00 | 1.41916 | 1.41916 | 0.00000 | -80.00 | 9597.60 |
11 | 2009.08.07 17:50 | buy | 6 | 1.00 | 1.41790 | 1.41710 | 0.00000 | ||
12 | 2009.08.07 18:10 | s/l | 6 | 1.00 | 1.41710 | 1.41710 | 0.00000 | -80.00 | 9517.60 |
13 | 2009.08.07 18:10 | buy | 7 | 1.00 | 1.41727 | 1.41647 | 0.00000 | ||
14 | 2009.08.07 18:15 | s/l | 7 | 1.00 | 1.41647 | 1.41647 | 0.00000 | -80.00 | 9437.60 |
15 | 2009.08.07 18:15 | buy | 8 | 1.00 | 1.41652 | 1.41572 | 0.00000 | ||
16 | 2009.08.07 18:20 | s/l | 8 | 1.00 | 1.41572 | 1.41572 | 0.00000 | -80.00 | 9357.60 |
17 | 2009.08.07 18:20 | buy | 9 | 1.00 | 1.41552 | 1.41472 | 0.00000 | ||
18 | 2009.08.10 17:15 | s/l | 9 | 1.00 | 1.41472 | 1.41472 | 0.00000 | -80.40 | 9277.20 |
19 | 2009.08.10 17:15 | buy | 10 | 1.00 | 1.41440 | 1.41360 | 0.00000 | ||
20 | 2009.08.10 17:20 | s/l | 10 | 1.00 | 1.41360 | 1.41360 | 0.00000 | -80.00 | 9197.20 |
21 | 2009.08.10 17:20 | buy | 11 | 1.00 | 1.41305 | 1.41225 | 0.00000 | ||
22 | 2009.08.10 19:15 | s/l | 11 | 1.00 | 1.41225 | 1.41225 | 0.00000 | -80.00 | 9117.20 |
23 | 2009.08.10 19:15 | buy | 12 | 1.00 | 1.41229 | 1.41149 | 0.00000 | ||
24 | 2009.08.10 19:20 | s/l | 12 | 1.00 | 1.41149 | 1.41149 | 0.00000 | -80.00 | 9037.20 |
25 | 2009.08.10 19:20 | buy | 13 | 1.00 | 1.41108 | 1.41028 | 0.00000 | ||
26 | 2009.08.12 09:15 | s/l | 13 | 1.00 | 1.41028 | 1.41028 | 0.00000 | -80.80 | 8956.40 |
27 | 2009.08.12 09:15 | buy | 14 | 1.00 | 1.41033 | 1.40953 | 0.00000 | ||
28 | 2009.08.12 09:20 | s/l | 14 | 1.00 | 1.40953 | 1.40953 | 0.00000 | -80.00 | 8876.40 |
29 | 2009.08.12 09:20 | buy | 15 | 1.00 | 1.40896 | 1.40816 | 0.00000 | ||
30 | 2009.08.17 12:15 | s/l | 15 | 1.00 | 1.40816 | 1.40816 | 0.00000 | -82.00 | 8794.40 |
31 | 2009.08.17 12:15 | buy | 16 | 1.00 | 1.40824 | 1.40744 | 0.00000 | ||
32 | 2009.08.17 12:20 | s/l | 16 | 1.00 | 1.40744 | 1.40744 | 0.00000 | -80.00 | 8714.40 |
33 | 2009.08.17 12:20 | buy | 17 | 1.00 | 1.40685 | 1.40605 | 0.00000 | ||
34 | 2009.08.17 12:45 | s/l | 17 | 1.00 | 1.40605 | 1.40605 | 0.00000 | -80.00 | 8634.40 |
35 | 2009.08.17 12:45 | buy | 18 | 1.00 | 1.40583 | 1.40503 | 0.00000 | ||
36 | 2009.08.17 12:50 | s/l | 18 | 1.00 | 1.40503 | 1.40503 | 0.00000 | -80.00 | 8554.40 |
37 | 2009.08.17 12:50 | buy | 19 | 1.00 | 1.40506 | 1.40426 | 0.00000 | ||
38 | 2009.09.30 23:59 | close at stop | 19 | 1.00 | 1.46365 | 1.40426 | 0.00000 | 5841.40 | 14395.80 |