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=1; pcci=9; fastmacd=41; slowmacd=58; signalmacd=55; magic=888; slippage=0; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1940.00 | Gross profit | 4748.00 | Gross loss | -2808.00 |
Profit factor | 1.69 | Expected payoff | 277.14 | ||
Absolute drawdown | 770.00 | Maximal drawdown | 6680.00 (41.99%) | Relative drawdown | 41.99% (6680.00) |
Total trades | 7 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 6 (85.71%) | Loss trades (% of total) | 1 (14.29%) | ||
Largest | profit trade | 2658.00 | loss trade | -2808.00 | |
Average | profit trade | 791.33 | loss trade | -2808.00 | |
Maximum | consecutive wins (profit in money) | 4 (4425.00) | consecutive losses (loss in money) | 1 (-2808.00) | |
Maximal | consecutive profit (count of wins) | 4425.00 (4) | consecutive loss (count of losses) | -2808.00 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.05 19:00 | sell | 1 | 1.00 | 1.44163 | 0.00000 | 0.00000 | ||
2 | 2009.08.12 04:00 | buy | 2 | 2.00 | 1.41498 | 0.00000 | 0.00000 | ||
3 | 2009.08.12 04:00 | close by | 2 | 1.00 | 1.44163 | 0.00000 | 0.00000 | 2658.00 | 12658.00 |
4 | 2009.08.12 04:00 | buy | 3 | 1.00 | 1.41498 | 0.00000 | 0.00000 | ||
5 | 2009.08.12 04:00 | close by | 1 | 0.00 | 1.44163 | 0.00000 | 0.00000 | 0.00 | 12658.00 |
6 | 2009.08.24 14:00 | sell | 4 | 2.00 | 1.43271 | 0.00000 | 0.00000 | ||
7 | 2009.08.24 14:00 | close by | 4 | 1.00 | 1.41498 | 0.00000 | 0.00000 | 1767.00 | 14425.00 |
8 | 2009.08.24 14:00 | sell | 5 | 1.00 | 1.43271 | 0.00000 | 0.00000 | ||
9 | 2009.08.24 14:00 | close by | 3 | 0.00 | 1.41498 | 0.00000 | 0.00000 | 0.00 | 14425.00 |
10 | 2009.09.30 15:00 | buy | 6 | 2.00 | 1.46042 | 0.00000 | 0.00000 | ||
11 | 2009.09.30 15:00 | close by | 6 | 1.00 | 1.43271 | 0.00000 | 0.00000 | -2808.00 | 11617.00 |
12 | 2009.09.30 15:00 | buy | 7 | 1.00 | 1.46042 | 0.00000 | 0.00000 | ||
13 | 2009.09.30 15:00 | close by | 5 | 0.00 | 1.43271 | 0.00000 | 0.00000 | 0.00 | 11617.00 |
14 | 2009.09.30 23:59 | close at stop | 7 | 1.00 | 1.46365 | 0.00000 | 0.00000 | 323.00 | 11940.00 |