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 | comment2=""***"; Lots=0.1; Stop_Loss=0; Take_Profit=0; Slippage=5; Order_Comment=""Simple"; Magic=112607; Order_Arrow_Color=Black; comment3=""***"; Long_MA_Period=200; Long_MA_Method=0; Long_MA_Applied_Price=4; Short_MA_Period=50; Short_MA_Method=0; Short_MA_Applied_Price=4; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 104.46 | Gross profit | 407.80 | Gross loss | -303.34 |
Profit factor | 1.34 | Expected payoff | 20.89 | ||
Absolute drawdown | 331.44 | Maximal drawdown | 392.34 (3.90%) | Relative drawdown | 3.90% (392.34) |
Total trades | 5 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 2 (40.00%) | Loss trades (% of total) | 3 (60.00%) | ||
Largest | profit trade | 356.00 | loss trade | -136.40 | |
Average | profit trade | 203.90 | loss trade | -101.11 | |
Maximum | consecutive wins (profit in money) | 2 (407.80) | consecutive losses (loss in money) | 3 (-303.34) | |
Maximal | consecutive profit (count of wins) | 407.80 (2) | consecutive loss (count of losses) | -303.34 (3) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.10 20:00 | sell | 1 | 0.10 | 1.41073 | 0.00000 | 0.00000 | ||
2 | 2009.08.20 18:00 | close | 1 | 0.10 | 1.42347 | 0.00000 | 0.00000 | -128.60 | 9871.40 |
3 | 2009.08.20 18:00 | buy | 2 | 0.10 | 1.42347 | 0.00000 | 0.00000 | ||
4 | 2009.09.02 03:00 | close | 2 | 0.10 | 1.41968 | 0.00000 | 0.00000 | -38.34 | 9833.06 |
5 | 2009.09.02 03:00 | sell | 3 | 0.10 | 1.41968 | 0.00000 | 0.00000 | ||
6 | 2009.09.07 15:00 | close | 3 | 0.10 | 1.43327 | 0.00000 | 0.00000 | -136.40 | 9696.66 |
7 | 2009.09.07 15:00 | buy | 4 | 0.10 | 1.43327 | 0.00000 | 0.00000 | ||
8 | 2009.09.25 17:00 | close | 4 | 0.10 | 1.46895 | 0.00000 | 0.00000 | 356.00 | 10052.66 |
9 | 2009.09.25 17:00 | sell | 5 | 0.10 | 1.46895 | 0.00000 | 0.00000 | ||
10 | 2009.09.30 23:59 | close at stop | 5 | 0.10 | 1.46374 | 0.00000 | 0.00000 | 51.80 | 10104.46 |