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=50; Lots=0.1; InitialStop=30; TrailingStop=20; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 92.78 | Gross profit | 484.34 | Gross loss | -391.56 |
Profit factor | 1.24 | Expected payoff | 13.25 | ||
Absolute drawdown | 393.96 | Maximal drawdown | 587.70 (5.77%) | Relative drawdown | 5.77% (587.70) |
Total trades | 7 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 5 (20.00%) |
Profit trades (% of total) | 1 (14.29%) | Loss trades (% of total) | 6 (85.71%) | ||
Largest | profit trade | 484.34 | loss trade | -145.81 | |
Average | profit trade | 484.34 | loss trade | -65.26 | |
Maximum | consecutive wins (profit in money) | 1 (484.34) | consecutive losses (loss in money) | 6 (-391.56) | |
Maximal | consecutive profit (count of wins) | 484.34 (1) | consecutive loss (count of losses) | -391.56 (6) | |
Average | consecutive wins | 1 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | buy | 1 | 0.10 | 1.42529 | 0.00000 | 0.00000 | ||
2 | 2009.08.10 20:00 | close | 1 | 0.10 | 1.41073 | 0.00000 | 0.00000 | -145.81 | 9854.19 |
3 | 2009.08.11 03:00 | buy | 2 | 0.10 | 1.41495 | 0.00000 | 0.00000 | ||
4 | 2009.08.12 10:00 | close | 2 | 0.10 | 1.41135 | 0.00000 | 0.00000 | -36.03 | 9818.16 |
5 | 2009.08.12 13:00 | buy | 3 | 0.10 | 1.41652 | 0.00000 | 0.00000 | ||
6 | 2009.08.17 11:00 | close | 3 | 0.10 | 1.41098 | 0.00000 | 0.00000 | -55.55 | 9762.61 |
7 | 2009.08.17 12:00 | sell | 4 | 0.10 | 1.41022 | 0.00000 | 0.00000 | ||
8 | 2009.08.18 20:00 | close | 4 | 0.10 | 1.41358 | 0.00000 | 0.00000 | -33.77 | 9728.84 |
9 | 2009.08.19 02:00 | buy | 5 | 0.10 | 1.41683 | 0.00000 | 0.00000 | ||
10 | 2009.08.19 09:00 | close | 5 | 0.10 | 1.41021 | 0.00000 | 0.00000 | -66.20 | 9662.64 |
11 | 2009.08.19 10:00 | sell | 6 | 0.10 | 1.40967 | 0.00000 | 0.00000 | ||
12 | 2009.08.19 16:00 | close | 6 | 0.10 | 1.41509 | 0.00000 | 0.00000 | -54.20 | 9608.44 |
13 | 2009.08.19 16:00 | buy | 7 | 0.10 | 1.41509 | 0.00000 | 0.00000 | ||
14 | 2009.09.30 23:59 | close at stop | 7 | 0.10 | 1.46365 | 0.00000 | 0.00000 | 484.34 | 10092.78 |