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=4; StopLoss=100; TakeProfit=140; MaximumRisk=0.4; RSI1=7; RSI2=20; slip=5; popitka=5; bar1=1; bar0=0; m2=0; m1=2; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 260.67 | Gross profit | 1542.23 | Gross loss | -1281.56 |
| Profit factor | 1.20 | Expected payoff | 18.62 | ||
| Absolute drawdown | 2415.02 | Maximal drawdown | 3173.08 (27.49%) | Relative drawdown | 29.05% (3106.32) |
| Total trades | 14 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 7 (100.00%) |
| Profit trades (% of total) | 13 (92.86%) | Loss trades (% of total) | 1 (7.14%) | ||
| Largest | profit trade | 127.40 | loss trade | -1281.56 | |
| Average | profit trade | 118.63 | loss trade | -1281.56 | |
| Maximum | consecutive wins (profit in money) | 13 (1542.23) | consecutive losses (loss in money) | 1 (-1281.56) | |
| Maximal | consecutive profit (count of wins) | 1542.23 (13) | consecutive loss (count of losses) | -1281.56 (1) | |
| Average | consecutive wins | 13 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.04 11:00 | buy | 1 | 0.80 | 1.44125 | 0.00000 | 1.44265 | ||
| 2 | 2009.08.04 16:02 | t/p | 1 | 0.80 | 1.44265 | 0.00000 | 1.44265 | 112.00 | 10112.00 |
| 3 | 2009.08.05 02:00 | sell | 2 | 0.81 | 1.44147 | 0.00000 | 1.44007 | ||
| 4 | 2009.08.05 07:10 | t/p | 2 | 0.81 | 1.44007 | 0.00000 | 1.44007 | 113.40 | 10225.40 |
| 5 | 2009.08.05 09:00 | buy | 3 | 0.82 | 1.43844 | 0.00000 | 1.43984 | ||
| 6 | 2009.08.05 09:50 | t/p | 3 | 0.82 | 1.43984 | 0.00000 | 1.43984 | 114.80 | 10340.20 |
| 7 | 2009.08.05 09:50 | buy | 4 | 0.83 | 1.44049 | 0.00000 | 1.44189 | ||
| 8 | 2009.08.05 13:16 | t/p | 4 | 0.83 | 1.44189 | 0.00000 | 1.44189 | 116.20 | 10456.40 |
| 9 | 2009.08.05 20:00 | sell | 5 | 0.84 | 1.44237 | 0.00000 | 1.44097 | ||
| 10 | 2009.08.05 21:46 | t/p | 5 | 0.84 | 1.44097 | 0.00000 | 1.44097 | 117.60 | 10574.00 |
| 11 | 2009.08.06 09:00 | buy | 6 | 0.85 | 1.43960 | 0.00000 | 1.44100 | ||
| 12 | 2009.09.08 09:45 | t/p | 6 | 0.85 | 1.44100 | 0.00000 | 1.44100 | 105.82 | 10679.83 |
| 13 | 2009.09.09 07:00 | buy | 7 | 0.85 | 1.44866 | 0.00000 | 1.45006 | ||
| 14 | 2009.09.09 07:50 | t/p | 7 | 0.85 | 1.45006 | 0.00000 | 1.45006 | 119.00 | 10798.83 |
| 15 | 2009.09.09 07:50 | buy | 8 | 0.86 | 1.45046 | 0.00000 | 1.45186 | ||
| 16 | 2009.09.09 13:45 | t/p | 8 | 0.86 | 1.45186 | 0.00000 | 1.45186 | 120.40 | 10919.23 |
| 17 | 2009.09.09 15:00 | sell | 9 | 0.87 | 1.45505 | 0.00000 | 1.45365 | ||
| 18 | 2009.09.09 20:20 | t/p | 9 | 0.87 | 1.45365 | 0.00000 | 1.45365 | 121.80 | 11041.03 |
| 19 | 2009.09.10 11:00 | buy | 10 | 0.88 | 1.45545 | 0.00000 | 1.45685 | ||
| 20 | 2009.09.10 14:40 | t/p | 10 | 0.88 | 1.45685 | 0.00000 | 1.45685 | 123.20 | 11164.23 |
| 21 | 2009.09.10 15:00 | sell | 11 | 0.89 | 1.45724 | 0.00000 | 1.45584 | ||
| 22 | 2009.09.10 15:15 | t/p | 11 | 0.89 | 1.45584 | 0.00000 | 1.45584 | 124.60 | 11288.83 |
| 23 | 2009.09.10 15:15 | sell | 12 | 0.90 | 1.45455 | 0.00000 | 1.45315 | ||
| 24 | 2009.09.10 15:20 | t/p | 12 | 0.90 | 1.45315 | 0.00000 | 1.45315 | 126.00 | 11414.83 |
| 25 | 2009.09.10 15:20 | sell | 13 | 0.91 | 1.45225 | 0.00000 | 1.45085 | ||
| 26 | 2009.09.10 15:50 | t/p | 13 | 0.91 | 1.45085 | 0.00000 | 1.45085 | 127.40 | 11542.23 |
| 27 | 2009.09.10 15:50 | sell | 14 | 0.92 | 1.45018 | 0.00000 | 1.44878 | ||
| 28 | 2009.09.30 23:59 | close at stop | 14 | 0.92 | 1.46393 | 0.00000 | 1.44878 | -1281.56 | 10260.67 |