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=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=false; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=false; Steady=false; Color=false; Alerts=false; EmailON=false; SignalPrice=false; SignalPriceBUY=Black; SignalPriceSELL=Black; CountBars=1485; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1708.75 | Gross profit | 8330.05 | Gross loss | -6621.30 |
| Profit factor | 1.26 | Expected payoff | 71.20 | ||
| Absolute drawdown | 996.30 | Maximal drawdown | 7204.80 (43.19%) | Relative drawdown | 43.19% (7204.80) |
| Total trades | 24 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 9 (100.00%) |
| Profit trades (% of total) | 18 (75.00%) | Loss trades (% of total) | 6 (25.00%) | ||
| Largest | profit trade | 934.75 | loss trade | -1200.60 | |
| Average | profit trade | 462.78 | loss trade | -1103.55 | |
| Maximum | consecutive wins (profit in money) | 12 (6517.75) | consecutive losses (loss in money) | 6 (-6621.30) | |
| Maximal | consecutive profit (count of wins) | 6517.75 (12) | consecutive loss (count of losses) | -6621.30 (6) | |
| Average | consecutive wins | 9 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 15:20 | sell | 1 | 0.30 | 1.43318 | 1.45318 | 0.00000 | ||
| 2 | 2009.08.03 15:25 | sell | 2 | 0.30 | 1.43300 | 1.45300 | 0.00000 | ||
| 3 | 2009.08.03 15:32 | sell | 3 | 0.30 | 1.43495 | 1.45495 | 0.00000 | ||
| 4 | 2009.08.07 17:00 | close | 1 | 0.30 | 1.42076 | 1.45318 | 0.00000 | 370.80 | 10370.80 |
| 5 | 2009.08.07 17:02 | close | 2 | 0.30 | 1.42095 | 1.45300 | 0.00000 | 359.70 | 10730.50 |
| 6 | 2009.08.07 17:05 | close | 3 | 0.30 | 1.42117 | 1.45495 | 0.00000 | 411.60 | 11142.10 |
| 7 | 2009.08.07 17:07 | buy | 4 | 0.40 | 1.42073 | 1.40073 | 0.00000 | ||
| 8 | 2009.08.07 17:10 | buy | 5 | 0.40 | 1.42183 | 1.40183 | 0.00000 | ||
| 9 | 2009.08.07 17:12 | buy | 6 | 0.40 | 1.42161 | 1.40161 | 0.00000 | ||
| 10 | 2009.08.21 12:10 | close | 4 | 0.40 | 1.43192 | 1.40073 | 0.00000 | 444.80 | 11586.90 |
| 11 | 2009.08.21 12:15 | close | 5 | 0.40 | 1.43267 | 1.40183 | 0.00000 | 430.80 | 12017.70 |
| 12 | 2009.08.21 12:17 | close | 6 | 0.40 | 1.43242 | 1.40161 | 0.00000 | 429.60 | 12447.30 |
| 13 | 2009.08.21 12:20 | sell | 7 | 0.40 | 1.43341 | 1.45341 | 0.00000 | ||
| 14 | 2009.08.21 12:22 | sell | 8 | 0.40 | 1.43291 | 1.45291 | 0.00000 | ||
| 15 | 2009.08.21 12:25 | sell | 9 | 0.40 | 1.43316 | 1.45316 | 0.00000 | ||
| 16 | 2009.09.01 20:00 | close | 7 | 0.40 | 1.42106 | 1.45341 | 0.00000 | 490.40 | 12937.70 |
| 17 | 2009.09.01 20:02 | close | 8 | 0.40 | 1.42134 | 1.45291 | 0.00000 | 459.20 | 13396.90 |
| 18 | 2009.09.01 20:05 | close | 9 | 0.40 | 1.42113 | 1.45316 | 0.00000 | 477.60 | 13874.50 |
| 19 | 2009.09.01 20:10 | buy | 10 | 0.50 | 1.42071 | 1.40071 | 0.00000 | ||
| 20 | 2009.09.01 20:12 | buy | 11 | 0.50 | 1.42092 | 1.40092 | 0.00000 | ||
| 21 | 2009.09.01 20:15 | buy | 12 | 0.50 | 1.42009 | 1.40009 | 0.00000 | ||
| 22 | 2009.09.08 08:40 | close | 10 | 0.50 | 1.43806 | 1.40071 | 0.00000 | 865.75 | 14740.25 |
| 23 | 2009.09.08 08:42 | close | 11 | 0.50 | 1.43781 | 1.40092 | 0.00000 | 842.75 | 15583.00 |
| 24 | 2009.09.08 08:45 | close | 12 | 0.50 | 1.43882 | 1.40009 | 0.00000 | 934.75 | 16517.75 |
| 25 | 2009.09.08 08:47 | sell | 13 | 0.60 | 1.43857 | 1.45857 | 0.00000 | ||
| 26 | 2009.09.08 08:50 | sell | 14 | 0.60 | 1.43957 | 1.45957 | 0.00000 | ||
| 27 | 2009.09.08 08:52 | sell | 15 | 0.60 | 1.43907 | 1.45907 | 0.00000 | ||
| 28 | 2009.09.09 16:15 | s/l | 13 | 0.60 | 1.45857 | 1.45857 | 0.00000 | -1200.60 | 15317.15 |
| 29 | 2009.09.09 16:15 | sell | 16 | 0.50 | 1.45872 | 1.47872 | 0.00000 | ||
| 30 | 2009.09.09 16:20 | s/l | 15 | 0.60 | 1.45907 | 1.45907 | 0.00000 | -1200.60 | 14116.55 |
| 31 | 2009.09.09 16:20 | sell | 17 | 0.50 | 1.45934 | 1.47934 | 0.00000 | ||
| 32 | 2009.09.09 16:50 | s/l | 14 | 0.60 | 1.45957 | 1.45957 | 0.00000 | -1200.60 | 12915.95 |
| 33 | 2009.09.09 16:50 | sell | 18 | 0.50 | 1.45991 | 1.47991 | 0.00000 | ||
| 34 | 2009.09.22 09:32 | s/l | 16 | 0.50 | 1.47872 | 1.47872 | 0.00000 | -1006.50 | 11909.45 |
| 35 | 2009.09.22 09:32 | sell | 19 | 0.30 | 1.47892 | 1.49892 | 0.00000 | ||
| 36 | 2009.09.22 10:20 | s/l | 17 | 0.50 | 1.47934 | 1.47934 | 0.00000 | -1006.50 | 10902.95 |
| 37 | 2009.09.22 10:20 | sell | 20 | 0.30 | 1.47979 | 1.49979 | 0.00000 | ||
| 38 | 2009.09.22 11:45 | s/l | 18 | 0.50 | 1.47991 | 1.47991 | 0.00000 | -1006.50 | 9896.45 |
| 39 | 2009.09.22 11:45 | sell | 21 | 0.30 | 1.48044 | 1.50044 | 0.00000 | ||
| 40 | 2009.09.25 02:50 | close | 19 | 0.30 | 1.46197 | 1.49892 | 0.00000 | 507.00 | 10403.45 |
| 41 | 2009.09.25 02:55 | close | 20 | 0.30 | 1.46219 | 1.49979 | 0.00000 | 526.50 | 10929.95 |
| 42 | 2009.09.25 03:02 | close | 21 | 0.30 | 1.46165 | 1.50044 | 0.00000 | 562.20 | 11492.15 |
| 43 | 2009.09.25 03:05 | buy | 22 | 0.40 | 1.46183 | 1.44183 | 0.00000 | ||
| 44 | 2009.09.25 03:07 | buy | 23 | 0.40 | 1.46147 | 1.44147 | 0.00000 | ||
| 45 | 2009.09.25 03:12 | buy | 24 | 0.40 | 1.46219 | 1.44219 | 0.00000 | ||
| 46 | 2009.09.30 23:59 | close at stop | 24 | 0.40 | 1.46365 | 1.44219 | 0.00000 | 57.80 | 11549.95 |
| 47 | 2009.09.30 23:59 | close at stop | 23 | 0.40 | 1.46365 | 1.44147 | 0.00000 | 86.60 | 11636.55 |
| 48 | 2009.09.30 23:59 | close at stop | 22 | 0.40 | 1.46365 | 1.44183 | 0.00000 | 72.20 | 11708.75 |