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 | period=55; SL=40; TakeProfit=50; Lots=1; risk=5; incTp=0; TrailingStop=18; expiryhour=1; variance=5; maxtrades=15; Selectivity=14; MM=false; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -190.00 | Gross profit | 50.00 | Gross loss | -240.00 |
| Profit factor | 0.21 | Expected payoff | -27.14 | ||
| Absolute drawdown | 190.00 | Maximal drawdown | 190.00 (1.90%) | Relative drawdown | 1.90% (190.00) |
| Total trades | 7 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 1 (14.29%) | Loss trades (% of total) | 6 (85.71%) | ||
| Largest | profit trade | 50.00 | loss trade | -40.00 | |
| Average | profit trade | 50.00 | loss trade | -40.00 | |
| Maximum | consecutive wins (profit in money) | 1 (50.00) | consecutive losses (loss in money) | 3 (-120.00) | |
| Maximal | consecutive profit (count of wins) | 50.00 (1) | consecutive loss (count of losses) | -120.00 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.05 15:50 | sell | 1 | 1.00 | 1.43747 | 1.43787 | 1.43697 | ||
| 2 | 2009.08.05 15:52 | s/l | 1 | 1.00 | 1.43787 | 1.43787 | 1.43697 | -40.00 | 9960.00 |
| 3 | 2009.08.07 14:30 | buy | 2 | 1.00 | 1.43840 | 1.43800 | 1.43890 | ||
| 4 | 2009.08.07 14:32 | s/l | 2 | 1.00 | 1.43800 | 1.43800 | 1.43890 | -40.00 | 9920.00 |
| 5 | 2009.08.11 14:59 | sell | 3 | 1.00 | 1.41298 | 1.41338 | 1.41248 | ||
| 6 | 2009.08.11 15:02 | s/l | 3 | 1.00 | 1.41338 | 1.41338 | 1.41248 | -40.00 | 9880.00 |
| 7 | 2009.08.12 12:45 | buy | 4 | 1.00 | 1.41646 | 1.41606 | 1.41696 | ||
| 8 | 2009.08.12 12:50 | t/p | 4 | 1.00 | 1.41696 | 1.41606 | 1.41696 | 50.00 | 9930.00 |
| 9 | 2009.08.14 15:50 | sell | 5 | 1.00 | 1.42405 | 1.42445 | 1.42355 | ||
| 10 | 2009.08.14 15:52 | s/l | 5 | 1.00 | 1.42445 | 1.42445 | 1.42355 | -40.00 | 9890.00 |
| 11 | 2009.08.31 16:20 | buy | 6 | 1.00 | 1.43324 | 1.43284 | 1.43374 | ||
| 12 | 2009.08.31 16:23 | s/l | 6 | 1.00 | 1.43284 | 1.43284 | 1.43374 | -40.00 | 9850.00 |
| 13 | 2009.09.01 12:20 | sell | 7 | 1.00 | 1.43070 | 1.43110 | 1.43020 | ||
| 14 | 2009.09.01 12:22 | s/l | 7 | 1.00 | 1.43110 | 1.43110 | 1.43020 | -40.00 | 9810.00 |