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 | lTakeProfit=20; sTakeProfit=20; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""Generate"; Slippage=1; UseHourTrade=false; FromHourTrade=14; ToHourTrade=16; UseSound=false; NameFileSound=""alert.wav""; Lots=1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -5623.00 | Gross profit | 326.00 | Gross loss | -5949.00 |
Profit factor | 0.05 | Expected payoff | -312.39 | ||
Absolute drawdown | 7679.00 | Maximal drawdown | 8017.00 (77.55%) | Relative drawdown | 77.55% (8017.00) |
Total trades | 18 | Short positions (won %) | 18 (94.44%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 17 (94.44%) | Loss trades (% of total) | 1 (5.56%) | ||
Largest | profit trade | 20.00 | loss trade | -5949.00 | |
Average | profit trade | 19.18 | loss trade | -5949.00 | |
Maximum | consecutive wins (profit in money) | 17 (326.00) | consecutive losses (loss in money) | 1 (-5949.00) | |
Maximal | consecutive profit (count of wins) | 326.00 (17) | consecutive loss (count of losses) | -5949.00 (1) | |
Average | consecutive wins | 17 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 03:02 | sell | 1 | 1.00 | 1.42359 | 0.00000 | 1.42339 | ||
2 | 2009.08.03 04:20 | t/p | 1 | 1.00 | 1.42339 | 0.00000 | 1.42339 | 20.00 | 10020.00 |
3 | 2009.08.03 04:20 | sell | 2 | 1.00 | 1.42286 | 0.00000 | 1.42266 | ||
4 | 2009.08.03 08:50 | t/p | 2 | 1.00 | 1.42266 | 0.00000 | 1.42266 | 20.00 | 10040.00 |
5 | 2009.08.03 08:50 | sell | 3 | 1.00 | 1.42079 | 0.00000 | 1.42059 | ||
6 | 2009.08.07 16:50 | t/p | 3 | 1.00 | 1.42059 | 0.00000 | 1.42059 | 14.00 | 10054.00 |
7 | 2009.08.07 16:50 | sell | 4 | 1.00 | 1.41978 | 0.00000 | 1.41958 | ||
8 | 2009.08.07 17:50 | t/p | 4 | 1.00 | 1.41958 | 0.00000 | 1.41958 | 20.00 | 10074.00 |
9 | 2009.08.07 17:50 | sell | 5 | 1.00 | 1.41772 | 0.00000 | 1.41752 | ||
10 | 2009.08.07 18:10 | t/p | 5 | 1.00 | 1.41752 | 0.00000 | 1.41752 | 20.00 | 10094.00 |
11 | 2009.08.07 18:10 | sell | 6 | 1.00 | 1.41709 | 0.00000 | 1.41689 | ||
12 | 2009.08.07 18:15 | t/p | 6 | 1.00 | 1.41689 | 0.00000 | 1.41689 | 20.00 | 10114.00 |
13 | 2009.08.07 18:15 | sell | 7 | 1.00 | 1.41634 | 0.00000 | 1.41614 | ||
14 | 2009.08.07 18:20 | t/p | 7 | 1.00 | 1.41614 | 0.00000 | 1.41614 | 20.00 | 10134.00 |
15 | 2009.08.07 18:20 | sell | 8 | 1.00 | 1.41534 | 0.00000 | 1.41514 | ||
16 | 2009.08.10 17:15 | t/p | 8 | 1.00 | 1.41514 | 0.00000 | 1.41514 | 19.00 | 10153.00 |
17 | 2009.08.10 17:15 | sell | 9 | 1.00 | 1.41422 | 0.00000 | 1.41402 | ||
18 | 2009.08.10 17:20 | t/p | 9 | 1.00 | 1.41402 | 0.00000 | 1.41402 | 20.00 | 10173.00 |
19 | 2009.08.10 17:20 | sell | 10 | 1.00 | 1.41287 | 0.00000 | 1.41267 | ||
20 | 2009.08.10 19:15 | t/p | 10 | 1.00 | 1.41267 | 0.00000 | 1.41267 | 20.00 | 10193.00 |
21 | 2009.08.10 19:15 | sell | 11 | 1.00 | 1.41211 | 0.00000 | 1.41191 | ||
22 | 2009.08.10 19:20 | t/p | 11 | 1.00 | 1.41191 | 0.00000 | 1.41191 | 20.00 | 10213.00 |
23 | 2009.08.10 19:20 | sell | 12 | 1.00 | 1.41090 | 0.00000 | 1.41070 | ||
24 | 2009.08.10 20:07 | t/p | 12 | 1.00 | 1.41070 | 0.00000 | 1.41070 | 20.00 | 10233.00 |
25 | 2009.08.10 20:07 | sell | 13 | 1.00 | 1.41038 | 0.00000 | 1.41018 | ||
26 | 2009.08.12 09:20 | t/p | 13 | 1.00 | 1.41018 | 0.00000 | 1.41018 | 18.00 | 10251.00 |
27 | 2009.08.12 09:20 | sell | 14 | 1.00 | 1.40878 | 0.00000 | 1.40858 | ||
28 | 2009.08.17 12:15 | t/p | 14 | 1.00 | 1.40858 | 0.00000 | 1.40858 | 15.00 | 10266.00 |
29 | 2009.08.17 12:15 | sell | 15 | 1.00 | 1.40806 | 0.00000 | 1.40786 | ||
30 | 2009.08.17 12:20 | t/p | 15 | 1.00 | 1.40786 | 0.00000 | 1.40786 | 20.00 | 10286.00 |
31 | 2009.08.17 12:20 | sell | 16 | 1.00 | 1.40667 | 0.00000 | 1.40647 | ||
32 | 2009.08.17 12:45 | t/p | 16 | 1.00 | 1.40647 | 0.00000 | 1.40647 | 20.00 | 10306.00 |
33 | 2009.08.17 12:45 | sell | 17 | 1.00 | 1.40565 | 0.00000 | 1.40545 | ||
34 | 2009.08.17 12:50 | t/p | 17 | 1.00 | 1.40545 | 0.00000 | 1.40545 | 20.00 | 10326.00 |
35 | 2009.08.17 12:50 | sell | 18 | 1.00 | 1.40488 | 0.00000 | 1.40468 | ||
36 | 2009.09.30 23:59 | close at stop | 18 | 1.00 | 1.46393 | 0.00000 | 1.40468 | -5949.00 | 4377.00 |