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=0.1; TakeProfit=30; TrailingStop=15; kor=0.09; per=56; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -269.05 | Gross profit | 50.75 | Gross loss | -319.80 |
Profit factor | 0.16 | Expected payoff | -14.95 | ||
Absolute drawdown | 474.65 | Maximal drawdown | 525.40 (5.23%) | Relative drawdown | 5.23% (525.40) |
Total trades | 18 | Short positions (won %) | 12 (91.67%) | Long positions (won %) | 6 (100.00%) |
Profit trades (% of total) | 17 (94.44%) | Loss trades (% of total) | 1 (5.56%) | ||
Largest | profit trade | 3.00 | loss trade | -319.80 | |
Average | profit trade | 2.99 | loss trade | -319.80 | |
Maximum | consecutive wins (profit in money) | 17 (50.75) | consecutive losses (loss in money) | 1 (-319.80) | |
Maximal | consecutive profit (count of wins) | 50.75 (17) | consecutive loss (count of losses) | -319.80 (1) | |
Average | consecutive wins | 17 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | sell | 1 | 0.10 | 1.42505 | 0.00000 | 1.42475 | ||
2 | 2009.08.03 03:02 | t/p | 1 | 0.10 | 1.42475 | 0.00000 | 1.42475 | 3.00 | 10003.00 |
3 | 2009.08.03 21:00 | sell | 2 | 0.10 | 1.44074 | 0.00000 | 1.44044 | ||
4 | 2009.08.03 21:07 | t/p | 2 | 0.10 | 1.44044 | 0.00000 | 1.44044 | 3.00 | 10006.00 |
5 | 2009.08.03 21:10 | sell | 3 | 0.10 | 1.44084 | 0.00000 | 1.44054 | ||
6 | 2009.08.03 21:50 | t/p | 3 | 0.10 | 1.44054 | 0.00000 | 1.44054 | 3.00 | 10009.00 |
7 | 2009.08.03 21:57 | sell | 4 | 0.10 | 1.44093 | 0.00000 | 1.44063 | ||
8 | 2009.08.04 02:15 | t/p | 4 | 0.10 | 1.44063 | 0.00000 | 1.44063 | 2.90 | 10011.90 |
9 | 2009.08.07 22:46 | buy | 5 | 0.10 | 1.41835 | 0.00000 | 1.41865 | ||
10 | 2009.08.10 00:16 | t/p | 5 | 0.10 | 1.41865 | 0.00000 | 1.41865 | 2.95 | 10014.85 |
11 | 2009.08.10 00:16 | buy | 6 | 0.10 | 1.41873 | 0.00000 | 1.41903 | ||
12 | 2009.08.10 00:40 | t/p | 6 | 0.10 | 1.41903 | 0.00000 | 1.41903 | 3.00 | 10017.85 |
13 | 2009.08.10 00:40 | buy | 7 | 0.10 | 1.41911 | 0.00000 | 1.41941 | ||
14 | 2009.08.10 00:50 | t/p | 7 | 0.10 | 1.41941 | 0.00000 | 1.41941 | 3.00 | 10020.85 |
15 | 2009.08.10 00:50 | buy | 8 | 0.10 | 1.41982 | 0.00000 | 1.42012 | ||
16 | 2009.08.10 02:16 | t/p | 8 | 0.10 | 1.42012 | 0.00000 | 1.42012 | 3.00 | 10023.85 |
17 | 2009.08.13 05:20 | sell | 9 | 0.10 | 1.42158 | 0.00000 | 1.42128 | ||
18 | 2009.08.14 17:32 | t/p | 9 | 0.10 | 1.42128 | 0.00000 | 1.42128 | 2.90 | 10026.75 |
19 | 2009.08.17 06:00 | buy | 10 | 0.10 | 1.41545 | 0.00000 | 1.41575 | ||
20 | 2009.08.17 08:50 | t/p | 10 | 0.10 | 1.41575 | 0.00000 | 1.41575 | 3.00 | 10029.75 |
21 | 2009.08.17 16:00 | buy | 11 | 0.10 | 1.40693 | 0.00000 | 1.40723 | ||
22 | 2009.08.17 17:15 | t/p | 11 | 0.10 | 1.40723 | 0.00000 | 1.40723 | 3.00 | 10032.75 |
23 | 2009.08.19 22:00 | sell | 12 | 0.10 | 1.42334 | 0.00000 | 1.42304 | ||
24 | 2009.08.19 22:15 | t/p | 12 | 0.10 | 1.42304 | 0.00000 | 1.42304 | 3.00 | 10035.75 |
25 | 2009.08.19 22:15 | sell | 13 | 0.10 | 1.42271 | 0.00000 | 1.42241 | ||
26 | 2009.08.19 22:20 | t/p | 13 | 0.10 | 1.42241 | 0.00000 | 1.42241 | 3.00 | 10038.75 |
27 | 2009.08.19 22:22 | sell | 14 | 0.10 | 1.42248 | 0.00000 | 1.42218 | ||
28 | 2009.08.19 22:32 | t/p | 14 | 0.10 | 1.42218 | 0.00000 | 1.42218 | 3.00 | 10041.75 |
29 | 2009.08.19 22:45 | sell | 15 | 0.10 | 1.42257 | 0.00000 | 1.42227 | ||
30 | 2009.08.19 23:07 | t/p | 15 | 0.10 | 1.42227 | 0.00000 | 1.42227 | 3.00 | 10044.75 |
31 | 2009.09.07 07:20 | sell | 16 | 0.10 | 1.43308 | 0.00000 | 1.43278 | ||
32 | 2009.09.07 07:50 | t/p | 16 | 0.10 | 1.43278 | 0.00000 | 1.43278 | 3.00 | 10047.75 |
33 | 2009.09.07 07:50 | sell | 17 | 0.10 | 1.43245 | 0.00000 | 1.43215 | ||
34 | 2009.09.07 07:59 | t/p | 17 | 0.10 | 1.43215 | 0.00000 | 1.43215 | 3.00 | 10050.75 |
35 | 2009.09.07 07:59 | sell | 18 | 0.10 | 1.43198 | 0.00000 | 1.43168 | ||
36 | 2009.09.30 23:59 | close at stop | 18 | 0.10 | 1.46373 | 0.00000 | 1.43168 | -319.80 | 9730.95 |