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=0.1; TakeProfit=150; StopLoss=100; TrailingStop=100; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -30.60 | Gross profit | 139.40 | Gross loss | -170.00 |
| Profit factor | 0.82 | Expected payoff | -1.91 | ||
| Absolute drawdown | 50.80 | Maximal drawdown | 101.40 (1.01%) | Relative drawdown | 1.01% (101.40) |
| Total trades | 16 | Short positions (won %) | 10 (30.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 7 (43.75%) | Loss trades (% of total) | 9 (56.25%) | ||
| Largest | profit trade | 30.00 | loss trade | -20.00 | |
| Average | profit trade | 19.91 | loss trade | -18.89 | |
| Maximum | consecutive wins (profit in money) | 3 (75.00) | consecutive losses (loss in money) | 3 (-50.00) | |
| Maximal | consecutive profit (count of wins) | 75.00 (3) | consecutive loss (count of losses) | -50.00 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.06 09:00 | sell | 1 | 0.20 | 1.43932 | 1.44032 | 1.43782 | ||
| 2 | 2009.08.06 09:15 | s/l | 1 | 0.20 | 1.44032 | 1.44032 | 1.43782 | -20.00 | 9980.00 |
| 3 | 2009.08.07 00:00 | sell | 2 | 0.20 | 1.43534 | 1.43634 | 1.43384 | ||
| 4 | 2009.08.07 00:50 | s/l | 2 | 0.20 | 1.43634 | 1.43634 | 1.43384 | -20.00 | 9960.00 |
| 5 | 2009.08.13 01:00 | buy | 3 | 0.10 | 1.42031 | 1.41931 | 1.42181 | ||
| 6 | 2009.08.13 01:50 | t/p | 3 | 0.10 | 1.42181 | 1.41931 | 1.42181 | 15.00 | 9975.00 |
| 7 | 2009.08.17 09:00 | sell | 4 | 0.20 | 1.41510 | 1.41610 | 1.41360 | ||
| 8 | 2009.08.17 09:15 | t/p | 4 | 0.20 | 1.41360 | 1.41610 | 1.41360 | 30.00 | 10005.00 |
| 9 | 2009.08.19 11:00 | buy | 5 | 0.20 | 1.41007 | 1.40907 | 1.41157 | ||
| 10 | 2009.08.19 13:10 | t/p | 5 | 0.20 | 1.41157 | 1.40907 | 1.41157 | 30.00 | 10035.00 |
| 11 | 2009.08.25 18:00 | sell | 6 | 0.20 | 1.43290 | 1.43390 | 1.43140 | ||
| 12 | 2009.08.25 18:32 | s/l | 6 | 0.20 | 1.43390 | 1.43390 | 1.43140 | -20.00 | 10015.00 |
| 13 | 2009.08.26 21:00 | sell | 7 | 0.20 | 1.42389 | 1.42489 | 1.42239 | ||
| 14 | 2009.08.26 21:20 | s/l | 7 | 0.20 | 1.42489 | 1.42489 | 1.42239 | -20.00 | 9995.00 |
| 15 | 2009.08.28 09:00 | buy | 8 | 0.10 | 1.43312 | 1.43212 | 1.43462 | ||
| 16 | 2009.08.28 10:20 | t/p | 8 | 0.10 | 1.43462 | 1.43212 | 1.43462 | 15.00 | 10010.00 |
| 17 | 2009.08.31 21:00 | sell | 9 | 0.20 | 1.43290 | 1.43390 | 1.43140 | ||
| 18 | 2009.08.31 21:50 | s/l | 9 | 0.20 | 1.43390 | 1.43390 | 1.43140 | -20.00 | 9990.00 |
| 19 | 2009.09.02 02:00 | sell | 10 | 0.20 | 1.42075 | 1.42175 | 1.41925 | ||
| 20 | 2009.09.02 02:20 | t/p | 10 | 0.20 | 1.41925 | 1.42175 | 1.41925 | 30.00 | 10020.00 |
| 21 | 2009.09.03 19:00 | buy | 11 | 0.20 | 1.42609 | 1.42509 | 1.42759 | ||
| 22 | 2009.09.03 19:50 | s/l | 11 | 0.20 | 1.42509 | 1.42509 | 1.42759 | -20.00 | 10000.00 |
| 23 | 2009.09.07 06:00 | buy | 12 | 0.20 | 1.43343 | 1.43243 | 1.43493 | ||
| 24 | 2009.09.07 07:59 | s/l | 12 | 0.20 | 1.43243 | 1.43243 | 1.43493 | -20.00 | 9980.00 |
| 25 | 2009.09.14 16:00 | sell | 13 | 0.10 | 1.46212 | 1.46312 | 1.46062 | ||
| 26 | 2009.09.14 16:02 | s/l | 13 | 0.10 | 1.46312 | 1.46312 | 1.46062 | -10.00 | 9970.00 |
| 27 | 2009.09.21 03:00 | sell | 14 | 0.10 | 1.47027 | 1.47127 | 1.46877 | ||
| 28 | 2009.09.21 03:33 | t/p | 14 | 0.10 | 1.46877 | 1.47127 | 1.46877 | 15.00 | 9985.00 |
| 29 | 2009.09.24 13:00 | sell | 15 | 0.20 | 1.47664 | 1.47764 | 1.47514 | ||
| 30 | 2009.09.24 13:20 | s/l | 15 | 0.20 | 1.47764 | 1.47764 | 1.47514 | -20.00 | 9965.00 |
| 31 | 2009.09.30 22:00 | buy | 16 | 0.20 | 1.46343 | 1.46243 | 1.46493 | ||
| 32 | 2009.09.30 23:59 | close at stop | 16 | 0.20 | 1.46365 | 1.46243 | 1.46493 | 4.40 | 9969.40 |