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 | Lots=0.02; maxcount=10; pipstep=100; backstep=20; quiescenow=false; donow=false; stopnow=false; closenow=false; use_sessionTP=false; sessionTP=2000; use_sessionSL=false; sessionSL=4000; useinvalues=false; inmax=0; inmin=0; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -128.74 | Gross profit | 16.44 | Gross loss | -145.18 |
| Profit factor | 0.11 | Expected payoff | -21.46 | ||
| Absolute drawdown | 210.98 | Maximal drawdown | 320.68 (3.17%) | Relative drawdown | 3.17% (320.68) |
| Total trades | 6 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
| Largest | profit trade | 4.98 | loss trade | -77.36 | |
| Average | profit trade | 4.11 | loss trade | -72.59 | |
| Maximum | consecutive wins (profit in money) | 4 (16.44) | consecutive losses (loss in money) | 2 (-145.18) | |
| Maximal | consecutive profit (count of wins) | 16.44 (4) | consecutive loss (count of losses) | -145.18 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 01:02 | buy | 1 | 0.02 | 1.42537 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 01:05 | sell | 2 | 0.02 | 1.42565 | 0.00000 | 0.00000 | ||
| 3 | 2009.08.03 01:12 | buy | 3 | 0.02 | 1.42651 | 0.00000 | 0.00000 | ||
| 4 | 2009.08.03 01:17 | buy | 4 | 0.02 | 1.42764 | 0.00000 | 0.00000 | ||
| 5 | 2009.08.03 01:22 | buy | 5 | 0.02 | 1.42840 | 0.00000 | 0.00000 | ||
| 6 | 2009.08.03 01:27 | close | 1 | 0.02 | 1.42754 | 0.00000 | 0.00000 | 4.34 | 10004.34 |
| 7 | 2009.08.03 01:27 | close | 3 | 0.02 | 1.42900 | 0.00000 | 0.00000 | 4.98 | 10009.32 |
| 8 | 2009.08.03 01:30 | close | 4 | 0.02 | 1.42899 | 0.00000 | 0.00000 | 2.70 | 10012.02 |
| 9 | 2009.08.03 01:32 | close | 5 | 0.02 | 1.43061 | 0.00000 | 0.00000 | 4.42 | 10016.44 |
| 10 | 2009.08.03 01:35 | sell | 6 | 0.02 | 1.43042 | 0.00000 | 0.00000 | ||
| 11 | 2009.09.30 23:59 | close at stop | 6 | 0.02 | 1.46375 | 0.00000 | 0.00000 | -67.82 | 9948.62 |
| 12 | 2009.09.30 23:59 | close at stop | 2 | 0.02 | 1.46375 | 0.00000 | 0.00000 | -77.36 | 9871.26 |