Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lots=0.1; Profit=35; Stop=55; Slippage=5; Symb="*"; StartTime="00:05"; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -14.50 | Gross profit | 35.00 | Gross loss | -49.50 |
Profit factor | 0.71 | Expected payoff | -0.76 | ||
Absolute drawdown | 14.50 | Maximal drawdown | 23.00 (0.23%) | Relative drawdown | 0.23% (23.00) |
Total trades | 19 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 10 (60.00%) |
Profit trades (% of total) | 10 (52.63%) | Loss trades (% of total) | 9 (47.37%) | ||
Largest | profit trade | 3.50 | loss trade | -5.50 | |
Average | profit trade | 3.50 | loss trade | -5.50 | |
Maximum | consecutive wins (profit in money) | 4 (14.00) | consecutive losses (loss in money) | 2 (-11.00) | |
Maximal | consecutive profit (count of wins) | 14.00 (4) | consecutive loss (count of losses) | -11.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 00:05 | buy | 1 | 0.10 | 1.47429 | 1.47374 | 1.47464 | ||
2 | 2009.11.02 00:09 | s/l | 1 | 0.10 | 1.47374 | 1.47374 | 1.47464 | -5.50 | 9994.50 |
3 | 2009.11.04 00:05 | buy | 2 | 0.10 | 1.47173 | 1.47118 | 1.47208 | ||
4 | 2009.11.04 00:11 | t/p | 2 | 0.10 | 1.47208 | 1.47118 | 1.47208 | 3.50 | 9998.00 |
5 | 2009.11.05 00:05 | sell | 3 | 0.10 | 1.48709 | 1.48764 | 1.48674 | ||
6 | 2009.11.05 00:22 | t/p | 3 | 0.10 | 1.48674 | 1.48764 | 1.48674 | 3.50 | 10001.50 |
7 | 2009.11.06 00:05 | buy | 4 | 0.10 | 1.48690 | 1.48635 | 1.48725 | ||
8 | 2009.11.06 00:31 | t/p | 4 | 0.10 | 1.48725 | 1.48635 | 1.48725 | 3.50 | 10005.00 |
9 | 2009.11.09 00:05 | buy | 5 | 0.10 | 1.48746 | 1.48691 | 1.48781 | ||
10 | 2009.11.09 00:09 | t/p | 5 | 0.10 | 1.48781 | 1.48691 | 1.48781 | 3.50 | 10008.50 |
11 | 2009.11.10 00:05 | sell | 6 | 0.10 | 1.49989 | 1.50044 | 1.49954 | ||
12 | 2009.11.10 00:11 | s/l | 6 | 0.10 | 1.50044 | 1.50044 | 1.49954 | -5.50 | 10003.00 |
13 | 2009.11.11 00:05 | buy | 7 | 0.10 | 1.49871 | 1.49816 | 1.49906 | ||
14 | 2009.11.11 00:35 | s/l | 7 | 0.10 | 1.49816 | 1.49816 | 1.49906 | -5.50 | 9997.50 |
15 | 2009.11.12 00:05 | sell | 8 | 0.10 | 1.49850 | 1.49905 | 1.49815 | ||
16 | 2009.11.12 00:34 | t/p | 8 | 0.10 | 1.49815 | 1.49905 | 1.49815 | 3.50 | 10001.00 |
17 | 2009.11.13 00:05 | buy | 9 | 0.10 | 1.48495 | 1.48440 | 1.48530 | ||
18 | 2009.11.13 00:30 | t/p | 9 | 0.10 | 1.48530 | 1.48440 | 1.48530 | 3.50 | 10004.50 |
19 | 2009.11.16 00:05 | sell | 10 | 0.10 | 1.49254 | 1.49309 | 1.49219 | ||
20 | 2009.11.16 00:07 | s/l | 10 | 0.10 | 1.49309 | 1.49309 | 1.49219 | -5.50 | 9999.00 |
21 | 2009.11.17 00:05 | sell | 11 | 0.10 | 1.49682 | 1.49737 | 1.49647 | ||
22 | 2009.11.17 00:14 | s/l | 11 | 0.10 | 1.49737 | 1.49737 | 1.49647 | -5.50 | 9993.50 |
23 | 2009.11.18 00:05 | buy | 12 | 0.10 | 1.48688 | 1.48633 | 1.48723 | ||
24 | 2009.11.18 00:18 | t/p | 12 | 0.10 | 1.48723 | 1.48633 | 1.48723 | 3.50 | 9997.00 |
25 | 2009.11.19 00:05 | sell | 13 | 0.10 | 1.49614 | 1.49669 | 1.49579 | ||
26 | 2009.11.19 00:27 | t/p | 13 | 0.10 | 1.49579 | 1.49669 | 1.49579 | 3.50 | 10000.50 |
27 | 2009.11.20 00:05 | buy | 14 | 0.10 | 1.49166 | 1.49111 | 1.49201 | ||
28 | 2009.11.20 00:13 | s/l | 14 | 0.10 | 1.49111 | 1.49111 | 1.49201 | -5.50 | 9995.00 |
29 | 2009.11.23 00:05 | buy | 15 | 0.10 | 1.48546 | 1.48491 | 1.48581 | ||
30 | 2009.11.23 00:15 | t/p | 15 | 0.10 | 1.48581 | 1.48491 | 1.48581 | 3.50 | 9998.50 |
31 | 2009.11.24 00:05 | sell | 16 | 0.10 | 1.49611 | 1.49666 | 1.49576 | ||
32 | 2009.11.24 00:09 | s/l | 16 | 0.10 | 1.49666 | 1.49666 | 1.49576 | -5.50 | 9993.00 |
33 | 2009.11.25 00:05 | sell | 17 | 0.10 | 1.49652 | 1.49707 | 1.49617 | ||
34 | 2009.11.25 00:13 | t/p | 17 | 0.10 | 1.49617 | 1.49707 | 1.49617 | 3.50 | 9996.50 |
35 | 2009.11.26 00:05 | sell | 18 | 0.10 | 1.51369 | 1.51424 | 1.51334 | ||
36 | 2009.11.26 00:10 | s/l | 18 | 0.10 | 1.51424 | 1.51424 | 1.51334 | -5.50 | 9991.00 |
37 | 2009.11.27 00:05 | buy | 19 | 0.10 | 1.50096 | 1.50041 | 1.50131 | ||
38 | 2009.11.27 00:10 | s/l | 19 | 0.10 | 1.50041 | 1.50041 | 1.50131 | -5.50 | 9985.50 |