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 | Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=1.5; CheckHour_8=8; ProfitK_8=2; LossK_8=2; OffsetK_8=2; CheckHour_12=12; ProfitK_12=2; LossK_12=1.5; OffsetK_12=2.5; FilterDay=4; DoubleDay=5; UseMM=false; TradesPerDayAllowed=2; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 367.61 | Gross profit | 557.31 | Gross loss | -189.70 |
| Profit factor | 2.94 | Expected payoff | 26.26 | ||
| Absolute drawdown | 45.20 | Maximal drawdown | 156.57 (1.52%) | Relative drawdown | 1.52% (156.57) |
| Total trades | 14 | Short positions (won %) | 8 (50.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 8 (57.14%) | Loss trades (% of total) | 6 (42.86%) | ||
| Largest | profit trade | 188.20 | loss trade | -79.87 | |
| Average | profit trade | 69.66 | loss trade | -31.62 | |
| Maximum | consecutive wins (profit in money) | 2 (319.40) | consecutive losses (loss in money) | 3 (-113.47) | |
| Maximal | consecutive profit (count of wins) | 319.40 (2) | consecutive loss (count of losses) | -113.47 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.07 16:00 | sell | 1 | 0.20 | 1.42747 | 1.43660 | 0.50000 | ||
| 2 | 2009.08.07 16:00 | sell | 2 | 0.20 | 1.42747 | 1.43920 | 0.50000 | ||
| 3 | 2009.08.07 17:00 | close | 1 | 0.20 | 1.42091 | 1.43660 | 0.50000 | 131.20 | 10131.20 |
| 4 | 2009.08.07 18:00 | close | 2 | 0.20 | 1.41806 | 1.43920 | 0.50000 | 188.20 | 10319.40 |
| 5 | 2009.08.10 20:00 | sell | 3 | 0.10 | 1.41073 | 1.42510 | 0.50000 | ||
| 6 | 2009.08.11 10:00 | close | 3 | 0.10 | 1.41690 | 1.42510 | 0.50000 | -61.87 | 10257.53 |
| 7 | 2009.08.12 17:00 | buy | 4 | 0.10 | 1.42140 | 1.40760 | 1.50000 | ||
| 8 | 2009.08.13 09:00 | close | 4 | 0.10 | 1.42371 | 1.40760 | 1.50000 | 23.01 | 10280.54 |
| 9 | 2009.08.14 20:00 | sell | 5 | 0.20 | 1.41928 | 1.43250 | 0.50000 | ||
| 10 | 2009.08.17 11:00 | close | 5 | 0.20 | 1.41122 | 1.43250 | 0.50000 | 160.86 | 10441.40 |
| 11 | 2009.08.17 14:00 | sell | 6 | 0.10 | 1.40512 | 1.41530 | 0.50000 | ||
| 12 | 2009.08.18 09:00 | close | 6 | 0.10 | 1.41309 | 1.41530 | 0.50000 | -79.87 | 10361.53 |
| 13 | 2009.08.19 17:00 | buy | 7 | 0.10 | 1.42182 | 1.40900 | 1.50000 | ||
| 14 | 2009.08.20 09:00 | close | 7 | 0.10 | 1.42137 | 1.40900 | 1.50000 | -4.59 | 10356.94 |
| 15 | 2009.08.26 17:00 | sell | 8 | 0.10 | 1.42307 | 1.43510 | 0.50000 | ||
| 16 | 2009.08.27 09:00 | close | 8 | 0.10 | 1.42592 | 1.43510 | 0.50000 | -29.01 | 10327.93 |
| 17 | 2009.08.31 17:00 | buy | 9 | 0.10 | 1.43510 | 1.42320 | 1.50000 | ||
| 18 | 2009.09.01 10:00 | close | 9 | 0.10 | 1.43672 | 1.42320 | 1.50000 | 16.17 | 10344.10 |
| 19 | 2009.09.01 18:00 | sell | 10 | 0.10 | 1.42338 | 1.43280 | 0.50000 | ||
| 20 | 2009.09.01 18:00 | sell | 11 | 0.10 | 1.42338 | 1.43550 | 0.50000 | ||
| 21 | 2009.09.02 09:00 | close | 10 | 0.10 | 1.42439 | 1.43280 | 0.50000 | -10.27 | 10333.83 |
| 22 | 2009.09.02 10:00 | close | 11 | 0.10 | 1.42152 | 1.43550 | 0.50000 | 18.43 | 10352.26 |
| 23 | 2009.09.08 14:00 | buy | 12 | 0.10 | 1.44808 | 1.43860 | 1.50000 | ||
| 24 | 2009.09.09 09:00 | close | 12 | 0.10 | 1.44831 | 1.43860 | 1.50000 | 2.27 | 10354.53 |
| 25 | 2009.09.09 16:00 | buy | 13 | 0.10 | 1.45747 | 1.44370 | 1.50000 | ||
| 26 | 2009.09.10 09:00 | close | 13 | 0.10 | 1.45707 | 1.44370 | 1.50000 | -4.09 | 10350.44 |
| 27 | 2009.09.22 14:00 | buy | 14 | 0.10 | 1.47860 | 1.46960 | 1.50000 | ||
| 28 | 2009.09.23 10:00 | close | 14 | 0.10 | 1.48032 | 1.46960 | 1.50000 | 17.17 | 10367.61 |