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; ZZbar=3; Closebar=3; Maxord=1; Sl=0; Tp=0; magic=78977; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 197.20 | Gross profit | 533.54 | Gross loss | -336.34 |
Profit factor | 1.59 | Expected payoff | 7.58 | ||
Absolute drawdown | 129.18 | Maximal drawdown | 228.60 (2.21%) | Relative drawdown | 2.21% (228.60) |
Total trades | 26 | Short positions (won %) | 14 (35.71%) | Long positions (won %) | 12 (33.33%) |
Profit trades (% of total) | 9 (34.62%) | Loss trades (% of total) | 17 (65.38%) | ||
Largest | profit trade | 185.58 | loss trade | -79.00 | |
Average | profit trade | 59.28 | loss trade | -19.78 | |
Maximum | consecutive wins (profit in money) | 3 (185.36) | consecutive losses (loss in money) | 6 (-92.62) | |
Maximal | consecutive profit (count of wins) | 185.58 (1) | consecutive loss (count of losses) | -111.80 (4) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.10 03:00 | buy | 1 | 0.10 | 1.42029 | 0.00000 | 0.00000 | ||
2 | 2009.08.11 17:00 | close | 1 | 0.10 | 1.41401 | 0.00000 | 0.00000 | -62.84 | 9937.16 |
3 | 2009.08.11 20:00 | buy | 2 | 0.10 | 1.41521 | 0.00000 | 0.00000 | ||
4 | 2009.08.14 13:00 | close | 2 | 0.10 | 1.42703 | 0.00000 | 0.00000 | 118.00 | 10055.16 |
5 | 2009.08.14 17:00 | sell | 3 | 0.10 | 1.42350 | 0.00000 | 0.00000 | ||
6 | 2009.08.17 01:00 | close | 3 | 0.10 | 1.41906 | 0.00000 | 0.00000 | 44.30 | 10099.46 |
7 | 2009.08.17 20:00 | buy | 4 | 0.10 | 1.40902 | 0.00000 | 0.00000 | ||
8 | 2009.08.18 08:00 | close | 4 | 0.10 | 1.41133 | 0.00000 | 0.00000 | 23.06 | 10122.52 |
9 | 2009.08.19 14:00 | buy | 5 | 0.10 | 1.41277 | 0.00000 | 0.00000 | ||
10 | 2009.08.19 14:00 | close | 5 | 0.10 | 1.41258 | 0.00000 | 0.00000 | -1.90 | 10120.62 |
11 | 2009.08.19 23:00 | sell | 6 | 0.10 | 1.42227 | 0.00000 | 0.00000 | ||
12 | 2009.08.20 19:00 | close | 6 | 0.10 | 1.42371 | 0.00000 | 0.00000 | -14.70 | 10105.92 |
13 | 2009.08.21 01:00 | sell | 7 | 0.10 | 1.42529 | 0.00000 | 0.00000 | ||
14 | 2009.08.25 07:00 | close | 7 | 0.10 | 1.43039 | 0.00000 | 0.00000 | -51.20 | 10054.72 |
15 | 2009.08.25 19:00 | sell | 8 | 0.10 | 1.43201 | 0.00000 | 0.00000 | ||
16 | 2009.08.25 19:00 | close | 8 | 0.10 | 1.43220 | 0.00000 | 0.00000 | -1.90 | 10052.82 |
17 | 2009.08.26 21:00 | buy | 9 | 0.10 | 1.42408 | 0.00000 | 0.00000 | ||
18 | 2009.08.27 17:00 | close | 9 | 0.10 | 1.42248 | 0.00000 | 0.00000 | -16.12 | 10036.70 |
19 | 2009.08.28 21:00 | sell | 10 | 0.10 | 1.42862 | 0.00000 | 0.00000 | ||
20 | 2009.08.31 12:00 | close | 10 | 0.10 | 1.42929 | 0.00000 | 0.00000 | -6.80 | 10029.90 |
21 | 2009.08.31 22:00 | sell | 11 | 0.10 | 1.43366 | 0.00000 | 0.00000 | ||
22 | 2009.09.01 17:00 | close | 11 | 0.10 | 1.43055 | 0.00000 | 0.00000 | 31.00 | 10060.90 |
23 | 2009.09.02 00:00 | buy | 12 | 0.10 | 1.42207 | 0.00000 | 0.00000 | ||
24 | 2009.09.02 23:00 | close | 12 | 0.10 | 1.42627 | 0.00000 | 0.00000 | 42.00 | 10102.90 |
25 | 2009.09.04 02:00 | buy | 13 | 0.10 | 1.42566 | 0.00000 | 0.00000 | ||
26 | 2009.09.04 02:00 | close | 13 | 0.10 | 1.42547 | 0.00000 | 0.00000 | -1.90 | 10101.00 |
27 | 2009.09.04 08:00 | buy | 14 | 0.10 | 1.42677 | 0.00000 | 0.00000 | ||
28 | 2009.09.04 12:00 | close | 14 | 0.10 | 1.42632 | 0.00000 | 0.00000 | -4.50 | 10096.50 |
29 | 2009.09.04 19:00 | buy | 15 | 0.10 | 1.43079 | 0.00000 | 0.00000 | ||
30 | 2009.09.09 13:00 | close | 15 | 0.10 | 1.44936 | 0.00000 | 0.00000 | 185.58 | 10282.08 |
31 | 2009.09.09 20:00 | sell | 16 | 0.10 | 1.45480 | 0.00000 | 0.00000 | ||
32 | 2009.09.10 19:00 | close | 16 | 0.10 | 1.45930 | 0.00000 | 0.00000 | -45.30 | 10236.78 |
33 | 2009.09.10 23:00 | sell | 17 | 0.10 | 1.45807 | 0.00000 | 0.00000 | ||
34 | 2009.09.14 07:00 | close | 17 | 0.10 | 1.45476 | 0.00000 | 0.00000 | 32.90 | 10269.68 |
35 | 2009.09.14 22:00 | sell | 18 | 0.10 | 1.46197 | 0.00000 | 0.00000 | ||
36 | 2009.09.14 22:00 | close | 18 | 0.10 | 1.46216 | 0.00000 | 0.00000 | -1.90 | 10267.78 |
37 | 2009.09.15 12:00 | sell | 19 | 0.10 | 1.45891 | 0.00000 | 0.00000 | ||
38 | 2009.09.15 18:00 | close | 19 | 0.10 | 1.46181 | 0.00000 | 0.00000 | -29.00 | 10238.78 |
39 | 2009.09.16 01:00 | sell | 20 | 0.10 | 1.46629 | 0.00000 | 0.00000 | ||
40 | 2009.09.17 23:00 | close | 20 | 0.10 | 1.47416 | 0.00000 | 0.00000 | -79.00 | 10159.78 |
41 | 2009.09.21 19:00 | buy | 21 | 0.10 | 1.46784 | 0.00000 | 0.00000 | ||
42 | 2009.09.21 19:00 | close | 21 | 0.10 | 1.46765 | 0.00000 | 0.00000 | -1.90 | 10157.88 |
43 | 2009.09.22 16:00 | sell | 22 | 0.10 | 1.47844 | 0.00000 | 0.00000 | ||
44 | 2009.09.24 04:00 | close | 22 | 0.10 | 1.47416 | 0.00000 | 0.00000 | 42.40 | 10200.28 |
45 | 2009.09.24 18:00 | sell | 23 | 0.10 | 1.46948 | 0.00000 | 0.00000 | ||
46 | 2009.09.25 16:00 | close | 23 | 0.10 | 1.46804 | 0.00000 | 0.00000 | 14.30 | 10214.58 |
47 | 2009.09.28 05:00 | sell | 24 | 0.10 | 1.45861 | 0.00000 | 0.00000 | ||
48 | 2009.09.28 05:00 | close | 24 | 0.10 | 1.45880 | 0.00000 | 0.00000 | -1.90 | 10212.68 |
49 | 2009.09.28 10:00 | buy | 25 | 0.10 | 1.46097 | 0.00000 | 0.00000 | ||
50 | 2009.09.30 16:00 | close | 25 | 0.10 | 1.45999 | 0.00000 | 0.00000 | -9.88 | 10202.80 |
51 | 2009.09.30 20:00 | buy | 26 | 0.10 | 1.46421 | 0.00000 | 0.00000 | ||
52 | 2009.09.30 23:59 | close at stop | 26 | 0.10 | 1.46365 | 0.00000 | 0.00000 | -5.60 | 10197.20 |