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 | TakeProfit=300; StopLoss=200; TrailingStop=120; TrailingStep=20; CloseOppositePosition=false; Lots=0.1; Slippage=1; s______=""Ïàðàìåòðû"; KPeriod=30; Slowing=10; DPeriod=10; note4=""0sma,"; MAMethod=0; note5=""0high/low,"; PriceField=1; note6=""overbought"; overBought=60; note7=""oversold"; overSold=40; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 5.90 | Gross profit | 45.90 | Gross loss | -40.00 |
Profit factor | 1.15 | Expected payoff | 1.18 | ||
Absolute drawdown | 46.60 | Maximal drawdown | 49.30 (0.49%) | Relative drawdown | 0.49% (49.30) |
Total trades | 5 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 3 (66.67%) |
Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
Largest | profit trade | 30.00 | loss trade | -20.00 | |
Average | profit trade | 15.30 | loss trade | -20.00 | |
Maximum | consecutive wins (profit in money) | 3 (45.90) | consecutive losses (loss in money) | 2 (-40.00) | |
Maximal | consecutive profit (count of wins) | 45.90 (3) | consecutive loss (count of losses) | -40.00 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.05 17:00 | sell | 1 | 0.10 | 1.43849 | 1.44049 | 1.43549 | ||
2 | 2009.08.05 18:15 | s/l | 1 | 0.10 | 1.44049 | 1.44049 | 1.43549 | -20.00 | 9980.00 |
3 | 2009.08.19 19:00 | buy | 2 | 0.10 | 1.42554 | 1.42354 | 1.42854 | ||
4 | 2009.08.19 20:50 | s/l | 2 | 0.10 | 1.42354 | 1.42354 | 1.42854 | -20.00 | 9960.00 |
5 | 2009.08.26 17:00 | sell | 3 | 0.10 | 1.42307 | 1.42507 | 1.42007 | ||
6 | 2009.08.26 17:15 | modify | 3 | 0.10 | 1.42307 | 1.42305 | 1.42007 | ||
7 | 2009.08.26 17:20 | modify | 3 | 0.10 | 1.42307 | 1.42200 | 1.42007 | ||
8 | 2009.08.26 17:27 | s/l | 3 | 0.10 | 1.42200 | 1.42200 | 1.42007 | 10.70 | 9970.70 |
9 | 2009.09.22 04:00 | buy | 4 | 0.10 | 1.47092 | 1.46892 | 1.47392 | ||
10 | 2009.09.22 08:15 | modify | 4 | 0.10 | 1.47092 | 1.47125 | 1.47392 | ||
11 | 2009.09.22 08:20 | modify | 4 | 0.10 | 1.47092 | 1.47195 | 1.47392 | ||
12 | 2009.09.22 08:45 | t/p | 4 | 0.10 | 1.47392 | 1.47195 | 1.47392 | 30.00 | 10000.70 |
13 | 2009.09.30 07:00 | buy | 5 | 0.10 | 1.46263 | 1.46063 | 1.46563 | ||
14 | 2009.09.30 08:02 | modify | 5 | 0.10 | 1.46263 | 1.46290 | 1.46563 | ||
15 | 2009.09.30 08:07 | modify | 5 | 0.10 | 1.46263 | 1.46315 | 1.46563 | ||
16 | 2009.09.30 08:15 | s/l | 5 | 0.10 | 1.46315 | 1.46315 | 1.46563 | 5.20 | 10005.90 |