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; fastmacd=47; slowmacd=95; signalmacd=74; psmma=45; stochD=12; stochK=25; stochS=56; 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 | -2335.90 | Gross profit | 4132.10 | Gross loss | -6468.00 |
Profit factor | 0.64 | Expected payoff | -155.73 | ||
Absolute drawdown | 7123.50 | Maximal drawdown | 7673.20 (72.73%) | Relative drawdown | 72.73% (7673.20) |
Total trades | 15 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 10 (66.67%) | Loss trades (% of total) | 5 (33.33%) | ||
Largest | profit trade | 3555.00 | loss trade | -1780.80 | |
Average | profit trade | 413.21 | loss trade | -1293.60 | |
Maximum | consecutive wins (profit in money) | 4 (4092.90) | consecutive losses (loss in money) | 1 (-1780.80) | |
Maximal | consecutive profit (count of wins) | 4092.90 (4) | consecutive loss (count of losses) | -1780.80 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.04 06:00 | buy | 1 | 1.00 | 1.43917 | 0.00000 | 0.00000 | ||
2 | 2009.08.10 08:00 | sell | 2 | 2.00 | 1.42138 | 0.00000 | 0.00000 | ||
3 | 2009.08.10 08:00 | close by | 2 | 1.00 | 1.43917 | 0.00000 | 0.00000 | -1780.80 | 8219.20 |
4 | 2009.08.10 08:00 | sell | 3 | 1.00 | 1.42138 | 0.00000 | 0.00000 | ||
5 | 2009.08.10 08:00 | close by | 1 | 0.00 | 1.43917 | 0.00000 | 0.00000 | 0.00 | 8219.20 |
6 | 2009.08.14 02:00 | buy | 4 | 2.00 | 1.42760 | 0.00000 | 0.00000 | ||
7 | 2009.08.14 02:00 | close by | 4 | 1.00 | 1.42138 | 0.00000 | 0.00000 | -632.20 | 7587.00 |
8 | 2009.08.14 02:00 | buy | 5 | 1.00 | 1.42760 | 0.00000 | 0.00000 | ||
9 | 2009.08.14 02:00 | close by | 3 | 0.00 | 1.42138 | 0.00000 | 0.00000 | 0.00 | 7587.00 |
10 | 2009.08.19 13:00 | sell | 6 | 2.00 | 1.41029 | 0.00000 | 0.00000 | ||
11 | 2009.08.19 13:00 | close by | 6 | 1.00 | 1.42760 | 0.00000 | 0.00000 | -1731.90 | 5855.10 |
12 | 2009.08.19 13:00 | sell | 7 | 1.00 | 1.41029 | 0.00000 | 0.00000 | ||
13 | 2009.08.19 13:00 | close by | 5 | 0.00 | 1.42760 | 0.00000 | 0.00000 | 0.00 | 5855.10 |
14 | 2009.08.21 00:00 | buy | 8 | 2.00 | 1.42470 | 0.00000 | 0.00000 | ||
15 | 2009.08.21 00:00 | close by | 8 | 1.00 | 1.41029 | 0.00000 | 0.00000 | -1447.80 | 4407.30 |
16 | 2009.08.21 00:00 | buy | 9 | 1.00 | 1.42470 | 0.00000 | 0.00000 | ||
17 | 2009.08.21 00:00 | close by | 7 | 0.00 | 1.41029 | 0.00000 | 0.00000 | 0.00 | 4407.30 |
18 | 2009.08.27 05:00 | sell | 10 | 2.00 | 1.42511 | 0.00000 | 0.00000 | ||
19 | 2009.08.27 05:00 | close by | 10 | 1.00 | 1.42470 | 0.00000 | 0.00000 | 39.20 | 4446.50 |
20 | 2009.08.27 05:00 | sell | 11 | 1.00 | 1.42511 | 0.00000 | 0.00000 | ||
21 | 2009.08.27 05:00 | close by | 9 | 0.00 | 1.42470 | 0.00000 | 0.00000 | 0.00 | 4446.50 |
22 | 2009.09.07 19:00 | buy | 12 | 2.00 | 1.43371 | 0.00000 | 0.00000 | ||
23 | 2009.09.07 19:00 | close by | 12 | 1.00 | 1.42511 | 0.00000 | 0.00000 | -875.30 | 3571.20 |
24 | 2009.09.07 19:00 | buy | 13 | 1.00 | 1.43371 | 0.00000 | 0.00000 | ||
25 | 2009.09.07 19:00 | close by | 11 | 0.00 | 1.42511 | 0.00000 | 0.00000 | 0.00 | 3571.20 |
26 | 2009.09.25 08:00 | sell | 14 | 2.00 | 1.46932 | 0.00000 | 0.00000 | ||
27 | 2009.09.25 08:00 | close by | 14 | 1.00 | 1.43371 | 0.00000 | 0.00000 | 3555.00 | 7126.20 |
28 | 2009.09.25 08:00 | sell | 15 | 1.00 | 1.46932 | 0.00000 | 0.00000 | ||
29 | 2009.09.25 08:00 | close by | 13 | 0.00 | 1.43371 | 0.00000 | 0.00000 | 0.00 | 7126.20 |
30 | 2009.09.30 23:59 | close at stop | 15 | 1.00 | 1.46389 | 0.00000 | 0.00000 | 537.90 | 7664.10 |