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 | AccountIsMini=0; LiveTrading=0; mm=1; Riskpercent=5; DecreaseFactor=3; StopLoss=35; TrailingStop=0; MaximumLosses=3; Margincutoff=800; Maxtrades=10; TakeProfit=10; Stop=5; MAPeriod=120; MAPeriod2=40; Lots=1; Turnon=1; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -79.70 | Gross profit | 21.80 | Gross loss | -101.50 |
| Profit factor | 0.21 | Expected payoff | -5.69 | ||
| Absolute drawdown | 80.50 | Maximal drawdown | 80.50 (0.80%) | Relative drawdown | 0.80% (80.50) |
| Total trades | 14 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 7 (50.00%) | Loss trades (% of total) | 7 (50.00%) | ||
| Largest | profit trade | 4.00 | loss trade | -17.50 | |
| Average | profit trade | 3.11 | loss trade | -14.50 | |
| Maximum | consecutive wins (profit in money) | 2 (8.00) | consecutive losses (loss in money) | 2 (-28.00) | |
| Maximal | consecutive profit (count of wins) | 8.00 (2) | consecutive loss (count of losses) | -28.00 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.05 18:00 | buy | 1 | 0.50 | 1.43909 | 1.43874 | 1.43919 | ||
| 2 | 2009.08.05 18:02 | s/l | 1 | 0.50 | 1.43874 | 1.43874 | 1.43919 | -17.50 | 9982.50 |
| 3 | 2009.08.05 18:02 | buy | 2 | 0.40 | 1.43872 | 1.43837 | 1.43882 | ||
| 4 | 2009.08.05 18:05 | t/p | 2 | 0.40 | 1.43882 | 1.43837 | 1.43882 | 4.00 | 9986.50 |
| 5 | 2009.08.05 18:05 | buy | 3 | 0.40 | 1.43905 | 1.43870 | 1.43915 | ||
| 6 | 2009.08.05 18:07 | s/l | 3 | 0.40 | 1.43870 | 1.43870 | 1.43915 | -14.00 | 9972.50 |
| 7 | 2009.08.05 18:07 | buy | 4 | 0.40 | 1.43840 | 1.43805 | 1.43850 | ||
| 8 | 2009.08.05 18:10 | t/p | 4 | 0.40 | 1.43850 | 1.43805 | 1.43850 | 4.00 | 9976.50 |
| 9 | 2009.08.14 13:00 | buy | 5 | 0.40 | 1.42714 | 1.42679 | 1.42724 | ||
| 10 | 2009.08.14 13:05 | t/p | 5 | 0.40 | 1.42724 | 1.42679 | 1.42724 | 4.00 | 9980.50 |
| 11 | 2009.08.14 13:05 | buy | 6 | 0.40 | 1.42750 | 1.42715 | 1.42760 | ||
| 12 | 2009.08.14 13:07 | s/l | 6 | 0.40 | 1.42715 | 1.42715 | 1.42760 | -14.00 | 9966.50 |
| 13 | 2009.08.14 13:07 | buy | 7 | 0.40 | 1.42708 | 1.42673 | 1.42718 | ||
| 14 | 2009.08.14 13:10 | t/p | 7 | 0.40 | 1.42718 | 1.42673 | 1.42718 | 4.00 | 9970.50 |
| 15 | 2009.08.18 09:00 | sell | 8 | 0.40 | 1.41285 | 1.41320 | 1.41275 | ||
| 16 | 2009.08.18 09:02 | t/p | 8 | 0.40 | 1.41275 | 1.41320 | 1.41275 | 4.00 | 9974.50 |
| 17 | 2009.08.18 09:02 | sell | 9 | 0.40 | 1.41261 | 1.41296 | 1.41251 | ||
| 18 | 2009.08.18 09:10 | s/l | 9 | 0.40 | 1.41296 | 1.41296 | 1.41251 | -14.00 | 9960.50 |
| 19 | 2009.08.18 09:10 | sell | 10 | 0.40 | 1.41312 | 1.41347 | 1.41302 | ||
| 20 | 2009.08.18 09:15 | s/l | 10 | 0.40 | 1.41347 | 1.41347 | 1.41302 | -14.00 | 9946.50 |
| 21 | 2009.08.18 10:00 | sell | 11 | 0.10 | 1.41257 | 1.41292 | 1.41247 | ||
| 22 | 2009.08.18 10:03 | t/p | 11 | 0.10 | 1.41247 | 1.41292 | 1.41247 | 1.00 | 9947.50 |
| 23 | 2009.08.18 10:13 | sell | 12 | 0.40 | 1.41203 | 1.41238 | 1.41193 | ||
| 24 | 2009.08.18 10:20 | s/l | 12 | 0.40 | 1.41238 | 1.41238 | 1.41193 | -14.00 | 9933.50 |
| 25 | 2009.09.25 17:10 | sell | 13 | 0.40 | 1.46843 | 1.46878 | 1.46833 | ||
| 26 | 2009.09.25 17:13 | s/l | 13 | 0.40 | 1.46878 | 1.46878 | 1.46833 | -14.00 | 9919.50 |
| 27 | 2009.09.30 10:15 | sell | 14 | 0.10 | 1.46122 | 1.46157 | 1.46112 | ||
| 28 | 2009.09.30 10:17 | close | 14 | 0.10 | 1.46114 | 1.46157 | 1.46112 | 0.80 | 9920.30 |