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 | 232.35 | Gross profit | 482.35 | Gross loss | -250.00 |
| Profit factor | 1.93 | Expected payoff | 15.49 | ||
| Absolute drawdown | 46.80 | Maximal drawdown | 266.75 (2.55%) | Relative drawdown | 2.55% (266.75) |
| Total trades | 15 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 7 (42.86%) |
| Profit trades (% of total) | 6 (40.00%) | Loss trades (% of total) | 9 (60.00%) | ||
| Largest | profit trade | 187.40 | loss trade | -68.80 | |
| Average | profit trade | 80.39 | loss trade | -27.78 | |
| Maximum | consecutive wins (profit in money) | 2 (374.80) | consecutive losses (loss in money) | 6 (-166.50) | |
| Maximal | consecutive profit (count of wins) | 374.80 (2) | consecutive loss (count of losses) | -166.50 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
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| # | 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 18:00 | close | 1 | 0.20 | 1.41810 | 1.43660 | 0.50000 | 187.40 | 10187.40 |
| 4 | 2009.08.07 18:00 | close | 2 | 0.20 | 1.41810 | 1.43920 | 0.50000 | 187.40 | 10374.80 |
| 5 | 2009.08.10 20:00 | sell | 3 | 0.10 | 1.41073 | 1.42510 | 0.50000 | ||
| 6 | 2009.08.11 09:00 | close | 3 | 0.10 | 1.41680 | 1.42510 | 0.50000 | -60.80 | 10314.00 |
| 7 | 2009.08.12 18:00 | buy | 4 | 0.10 | 1.42161 | 1.40780 | 1.50000 | ||
| 8 | 2009.08.13 09:00 | close | 4 | 0.10 | 1.42371 | 1.40780 | 1.50000 | 20.85 | 10334.85 |
| 9 | 2009.08.14 20:00 | sell | 5 | 0.20 | 1.41928 | 1.43250 | 0.50000 | ||
| 10 | 2009.08.17 09:00 | close | 5 | 0.20 | 1.41538 | 1.43250 | 0.50000 | 77.80 | 10412.65 |
| 11 | 2009.08.17 14:00 | sell | 6 | 0.10 | 1.40512 | 1.41530 | 0.50000 | ||
| 12 | 2009.08.18 04:00 | close | 6 | 0.10 | 1.41199 | 1.41530 | 0.50000 | -68.80 | 10343.85 |
| 13 | 2009.08.19 17:00 | buy | 7 | 0.10 | 1.42186 | 1.40900 | 1.50000 | ||
| 14 | 2009.08.19 19:00 | buy | 8 | 0.10 | 1.42558 | 1.41600 | 1.50000 | ||
| 15 | 2009.08.20 09:00 | close | 8 | 0.10 | 1.42137 | 1.41600 | 1.50000 | -42.25 | 10301.60 |
| 16 | 2009.08.20 09:00 | close | 7 | 0.10 | 1.42137 | 1.40900 | 1.50000 | -5.05 | 10296.55 |
| 17 | 2009.08.26 17:00 | sell | 9 | 0.10 | 1.42307 | 1.43510 | 0.50000 | ||
| 18 | 2009.08.27 09:00 | close | 9 | 0.10 | 1.42596 | 1.43510 | 0.50000 | -29.20 | 10267.35 |
| 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 | 1.42443 | 1.43280 | 0.50000 | -10.60 | 10256.75 |
| 22 | 2009.09.02 09:00 | close | 11 | 0.10 | 1.42443 | 1.43550 | 0.50000 | -10.60 | 10246.15 |
| 23 | 2009.09.08 14:00 | buy | 12 | 0.10 | 1.44812 | 1.43870 | 1.50000 | ||
| 24 | 2009.09.09 09:00 | close | 12 | 0.10 | 1.44831 | 1.43870 | 1.50000 | 1.85 | 10248.00 |
| 25 | 2009.09.09 16:00 | buy | 13 | 0.10 | 1.45751 | 1.44370 | 1.50000 | ||
| 26 | 2009.09.10 09:00 | close | 13 | 0.10 | 1.45707 | 1.44370 | 1.50000 | -4.55 | 10243.45 |
| 27 | 2009.09.14 17:00 | buy | 14 | 0.10 | 1.46329 | 1.45020 | 1.50000 | ||
| 28 | 2009.09.15 09:00 | close | 14 | 0.10 | 1.46148 | 1.45020 | 1.50000 | -18.15 | 10225.30 |
| 29 | 2009.09.22 15:00 | buy | 15 | 0.10 | 1.47961 | 1.47070 | 1.50000 | ||
| 30 | 2009.09.23 10:00 | close | 15 | 0.10 | 1.48032 | 1.47070 | 1.50000 | 7.05 | 10232.35 |