Strategy Tester Report
e-NightTrade
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 | _Parameters_Trade=""-----"; nDayOfWeek=1; HourOpenPos=23; MinuteOpenPos=0; DepthHistory=14; RangeCutOff=19; StopLoss=68; TakeProfit=25; UseClosePos=false; HourClosePos=3; | ||||
| Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
| Mismatched charts errors | 3 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -21.50 | Gross profit | 12.50 | Gross loss | -34.00 |
| Profit factor | 0.37 | Expected payoff | -2.15 | ||
| Absolute drawdown | 29.70 | Maximal drawdown | 30.10 (0.30%) | Relative drawdown | 0.30% (30.10) |
| Total trades | 10 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 5 (50.00%) | Loss trades (% of total) | 5 (50.00%) | ||
| Largest | profit trade | 2.50 | loss trade | -6.80 | |
| Average | profit trade | 2.50 | loss trade | -6.80 | |
| Maximum | consecutive wins (profit in money) | 2 (5.00) | consecutive losses (loss in money) | 2 (-13.60) | |
| Maximal | consecutive profit (count of wins) | 5.00 (2) | consecutive loss (count of losses) | -13.60 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 23:00 | sell | 1 | 0.10 | 1.44118 | 1.44186 | 1.44093 | ||
| 2 | 2009.08.03 23:20 | s/l | 1 | 0.10 | 1.44186 | 1.44186 | 1.44093 | -6.80 | 9993.20 |
| 3 | 2009.08.10 23:00 | sell | 2 | 0.10 | 1.41391 | 1.41459 | 1.41366 | ||
| 4 | 2009.08.10 23:07 | s/l | 2 | 0.10 | 1.41459 | 1.41459 | 1.41366 | -6.80 | 9986.40 |
| 5 | 2009.08.17 23:00 | sell | 3 | 0.10 | 1.40809 | 1.40877 | 1.40784 | ||
| 6 | 2009.08.17 23:20 | t/p | 3 | 0.10 | 1.40784 | 1.40877 | 1.40784 | 2.50 | 9988.90 |
| 7 | 2009.08.24 23:00 | sell | 4 | 0.10 | 1.43026 | 1.43094 | 1.43001 | ||
| 8 | 2009.08.24 23:02 | t/p | 4 | 0.10 | 1.43001 | 1.43094 | 1.43001 | 2.50 | 9991.40 |
| 9 | 2009.08.24 23:02 | sell | 5 | 0.10 | 1.42982 | 1.43050 | 1.42957 | ||
| 10 | 2009.08.24 23:15 | s/l | 5 | 0.10 | 1.43050 | 1.43050 | 1.42957 | -6.80 | 9984.60 |
| 11 | 2009.08.31 23:00 | sell | 6 | 0.10 | 1.43324 | 1.43392 | 1.43299 | ||
| 12 | 2009.08.31 23:26 | t/p | 6 | 0.10 | 1.43299 | 1.43392 | 1.43299 | 2.50 | 9987.10 |
| 13 | 2009.09.07 23:00 | sell | 7 | 0.10 | 1.43312 | 1.43380 | 1.43287 | ||
| 14 | 2009.09.07 23:20 | s/l | 7 | 0.10 | 1.43380 | 1.43380 | 1.43287 | -6.80 | 9980.30 |
| 15 | 2009.09.14 23:00 | sell | 8 | 0.10 | 1.46170 | 1.46238 | 1.46145 | ||
| 16 | 2009.09.14 23:15 | s/l | 8 | 0.10 | 1.46238 | 1.46238 | 1.46145 | -6.80 | 9973.50 |
| 17 | 2009.09.21 23:00 | sell | 9 | 0.10 | 1.46787 | 1.46855 | 1.46762 | ||
| 18 | 2009.09.21 23:15 | t/p | 9 | 0.10 | 1.46762 | 1.46855 | 1.46762 | 2.50 | 9976.00 |
| 19 | 2009.09.28 23:00 | sell | 10 | 0.10 | 1.46218 | 1.46286 | 1.46193 | ||
| 20 | 2009.09.28 23:26 | t/p | 10 | 0.10 | 1.46193 | 1.46286 | 1.46193 | 2.50 | 9978.50 |