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 | EAName=""TrendStrengthEMA""; magic=2703; SL=0; TP=0; slippage=3; lots=0.1; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -237.05 | Gross profit | 770.76 | Gross loss | -1007.81 |
Profit factor | 0.76 | Expected payoff | -9.12 | ||
Absolute drawdown | 368.09 | Maximal drawdown | 734.74 (7.09%) | Relative drawdown | 7.09% (734.74) |
Total trades | 26 | Short positions (won %) | 13 (30.77%) | Long positions (won %) | 13 (46.15%) |
Profit trades (% of total) | 10 (38.46%) | Loss trades (% of total) | 16 (61.54%) | ||
Largest | profit trade | 226.50 | loss trade | -118.70 | |
Average | profit trade | 77.08 | loss trade | -62.99 | |
Maximum | consecutive wins (profit in money) | 3 (284.06) | consecutive losses (loss in money) | 8 (-496.87) | |
Maximal | consecutive profit (count of wins) | 284.06 (3) | consecutive loss (count of losses) | -496.87 (8) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.06 14:00 | sell | 1 | 0.10 | 1.43813 | 0.00000 | 0.00000 | ||
2 | 2009.08.12 17:00 | close | 1 | 0.10 | 1.42128 | 0.00000 | 0.00000 | 168.14 | 10168.14 |
3 | 2009.08.12 17:00 | buy | 2 | 0.10 | 1.42128 | 0.00000 | 0.00000 | ||
4 | 2009.08.14 19:00 | close | 2 | 0.10 | 1.42288 | 0.00000 | 0.00000 | 15.80 | 10183.94 |
5 | 2009.08.14 19:00 | sell | 3 | 0.10 | 1.42288 | 0.00000 | 0.00000 | ||
6 | 2009.08.18 22:00 | close | 3 | 0.10 | 1.41285 | 0.00000 | 0.00000 | 100.12 | 10284.06 |
7 | 2009.08.18 22:00 | buy | 4 | 0.10 | 1.41285 | 0.00000 | 0.00000 | ||
8 | 2009.08.19 11:00 | close | 4 | 0.10 | 1.40983 | 0.00000 | 0.00000 | -30.25 | 10253.81 |
9 | 2009.08.19 11:00 | sell | 5 | 0.10 | 1.40983 | 0.00000 | 0.00000 | ||
10 | 2009.08.19 17:00 | close | 5 | 0.10 | 1.42170 | 0.00000 | 0.00000 | -118.70 | 10135.11 |
11 | 2009.08.19 17:00 | buy | 6 | 0.10 | 1.42170 | 0.00000 | 0.00000 | ||
12 | 2009.08.25 01:00 | close | 6 | 0.10 | 1.42878 | 0.00000 | 0.00000 | 70.50 | 10205.61 |
13 | 2009.08.25 01:00 | sell | 7 | 0.10 | 1.42878 | 0.00000 | 0.00000 | ||
14 | 2009.08.25 16:00 | close | 7 | 0.10 | 1.43445 | 0.00000 | 0.00000 | -56.70 | 10148.91 |
15 | 2009.08.25 16:00 | buy | 8 | 0.10 | 1.43445 | 0.00000 | 0.00000 | ||
16 | 2009.08.26 03:00 | close | 8 | 0.10 | 1.42911 | 0.00000 | 0.00000 | -53.45 | 10095.46 |
17 | 2009.08.26 03:00 | sell | 9 | 0.10 | 1.42911 | 0.00000 | 0.00000 | ||
18 | 2009.08.26 10:00 | close | 9 | 0.10 | 1.43376 | 0.00000 | 0.00000 | -46.50 | 10048.96 |
19 | 2009.08.26 10:00 | buy | 10 | 0.10 | 1.43376 | 0.00000 | 0.00000 | ||
20 | 2009.08.26 15:00 | close | 10 | 0.10 | 1.42778 | 0.00000 | 0.00000 | -59.80 | 9989.16 |
21 | 2009.08.26 15:00 | sell | 11 | 0.10 | 1.42778 | 0.00000 | 0.00000 | ||
22 | 2009.08.27 21:00 | close | 11 | 0.10 | 1.43714 | 0.00000 | 0.00000 | -93.87 | 9895.29 |
23 | 2009.08.27 21:00 | buy | 12 | 0.10 | 1.43714 | 0.00000 | 0.00000 | ||
24 | 2009.08.31 01:00 | close | 12 | 0.10 | 1.42834 | 0.00000 | 0.00000 | -88.10 | 9807.19 |
25 | 2009.08.31 01:00 | sell | 13 | 0.10 | 1.42834 | 0.00000 | 0.00000 | ||
26 | 2009.08.31 19:00 | close | 13 | 0.10 | 1.43427 | 0.00000 | 0.00000 | -59.30 | 9747.89 |
27 | 2009.08.31 19:00 | buy | 14 | 0.10 | 1.43427 | 0.00000 | 0.00000 | ||
28 | 2009.09.01 17:00 | close | 14 | 0.10 | 1.43036 | 0.00000 | 0.00000 | -39.15 | 9708.74 |
29 | 2009.09.01 17:00 | sell | 15 | 0.10 | 1.43036 | 0.00000 | 0.00000 | ||
30 | 2009.09.02 23:00 | close | 15 | 0.10 | 1.42639 | 0.00000 | 0.00000 | 39.61 | 9748.35 |
31 | 2009.09.02 23:00 | buy | 16 | 0.10 | 1.42639 | 0.00000 | 0.00000 | ||
32 | 2009.09.03 23:00 | close | 16 | 0.10 | 1.42507 | 0.00000 | 0.00000 | -13.35 | 9735.00 |
33 | 2009.09.03 23:00 | sell | 17 | 0.10 | 1.42507 | 0.00000 | 0.00000 | ||
34 | 2009.09.04 20:00 | close | 17 | 0.10 | 1.43114 | 0.00000 | 0.00000 | -60.79 | 9674.21 |
35 | 2009.09.04 20:00 | buy | 18 | 0.10 | 1.43114 | 0.00000 | 0.00000 | ||
36 | 2009.09.14 03:00 | close | 18 | 0.10 | 1.45383 | 0.00000 | 0.00000 | 226.50 | 9900.71 |
37 | 2009.09.14 03:00 | sell | 19 | 0.10 | 1.45383 | 0.00000 | 0.00000 | ||
38 | 2009.09.14 17:00 | close | 19 | 0.10 | 1.46313 | 0.00000 | 0.00000 | -93.00 | 9807.71 |
39 | 2009.09.14 17:00 | buy | 20 | 0.10 | 1.46313 | 0.00000 | 0.00000 | ||
40 | 2009.09.18 10:00 | close | 20 | 0.10 | 1.46659 | 0.00000 | 0.00000 | 34.30 | 9842.01 |
41 | 2009.09.18 10:00 | sell | 21 | 0.10 | 1.46659 | 0.00000 | 0.00000 | ||
42 | 2009.09.22 05:00 | close | 21 | 0.10 | 1.47191 | 0.00000 | 0.00000 | -53.38 | 9788.63 |
43 | 2009.09.22 05:00 | buy | 22 | 0.10 | 1.47191 | 0.00000 | 0.00000 | ||
44 | 2009.09.23 23:00 | close | 22 | 0.10 | 1.47338 | 0.00000 | 0.00000 | 14.65 | 9803.28 |
45 | 2009.09.23 23:00 | sell | 23 | 0.10 | 1.47338 | 0.00000 | 0.00000 | ||
46 | 2009.09.24 15:00 | close | 23 | 0.10 | 1.47909 | 0.00000 | 0.00000 | -57.37 | 9745.91 |
47 | 2009.09.24 15:00 | buy | 24 | 0.10 | 1.47909 | 0.00000 | 0.00000 | ||
48 | 2009.09.24 17:00 | close | 24 | 0.10 | 1.47068 | 0.00000 | 0.00000 | -84.10 | 9661.81 |
49 | 2009.09.24 17:00 | sell | 25 | 0.10 | 1.47068 | 0.00000 | 0.00000 | ||
50 | 2009.09.30 06:00 | close | 25 | 0.10 | 1.46209 | 0.00000 | 0.00000 | 85.54 | 9747.35 |
51 | 2009.09.30 06:00 | buy | 26 | 0.10 | 1.46209 | 0.00000 | 0.00000 | ||
52 | 2009.09.30 23:59 | close at stop | 26 | 0.10 | 1.46365 | 0.00000 | 0.00000 | 15.60 | 9762.95 |