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 | Debug=false; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=10; Lots=0.1; MaxLots=30; StopLoss=0; UseTrailingStop=false; TrailingStopType=1; TrailingStop=20; Slippage=10; TakeProfit=0; Margincutoff=800; MA_Period=34; m=""--Moving"; m0="""; m1="""; m2="""; m3="""; m4="""; MA_Type=1; p=""--Applied"; p0="""; p1="""; p2="""; p3="""; p4="""; p5="""; p6="""; MA_AppliedPrice=4; Angle_Threshold=15; PrevMAShift=4; CurMAShift=0; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3061.00 | Gross profit | 3640.00 | Gross loss | -6701.00 |
Profit factor | 0.54 | Expected payoff | -306.10 | ||
Absolute drawdown | 6810.00 | Maximal drawdown | 8747.00 (73.28%) | Relative drawdown | 73.28% (8747.00) |
Total trades | 10 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 5 (20.00%) |
Profit trades (% of total) | 2 (20.00%) | Loss trades (% of total) | 8 (80.00%) | ||
Largest | profit trade | 2926.00 | loss trade | -1862.00 | |
Average | profit trade | 1820.00 | loss trade | -837.63 | |
Maximum | consecutive wins (profit in money) | 2 (3640.00) | consecutive losses (loss in money) | 8 (-6701.00) | |
Maximal | consecutive profit (count of wins) | 3640.00 (2) | consecutive loss (count of losses) | -6701.00 (8) | |
Average | consecutive wins | 2 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 01:00 | buy | 1 | 1.00 | 1.42529 | 0.00000 | 0.00000 | ||
2 | 2009.08.07 16:45 | close | 1 | 1.00 | 1.42139 | 0.00000 | 0.00000 | -393.00 | 9607.00 |
3 | 2009.08.07 16:45 | sell | 2 | 1.00 | 1.42139 | 0.00000 | 0.00000 | ||
4 | 2009.08.12 19:00 | close | 2 | 1.00 | 1.42218 | 0.00000 | 0.00000 | -82.00 | 9525.00 |
5 | 2009.08.12 19:00 | buy | 3 | 1.00 | 1.42218 | 0.00000 | 0.00000 | ||
6 | 2009.08.14 21:00 | close | 3 | 1.00 | 1.41704 | 0.00000 | 0.00000 | -516.00 | 9009.00 |
7 | 2009.08.14 21:00 | sell | 4 | 1.00 | 1.41704 | 0.00000 | 0.00000 | ||
8 | 2009.08.19 18:00 | close | 4 | 1.00 | 1.42642 | 0.00000 | 0.00000 | -941.00 | 8068.00 |
9 | 2009.08.19 18:00 | buy | 5 | 1.00 | 1.42642 | 0.00000 | 0.00000 | ||
10 | 2009.08.26 17:00 | close | 5 | 1.00 | 1.42307 | 0.00000 | 0.00000 | -338.50 | 7729.50 |
11 | 2009.08.26 17:00 | sell | 6 | 1.00 | 1.42307 | 0.00000 | 0.00000 | ||
12 | 2009.08.27 22:00 | close | 6 | 1.00 | 1.43594 | 0.00000 | 0.00000 | -1290.00 | 6439.50 |
13 | 2009.08.27 22:00 | buy | 7 | 1.00 | 1.43594 | 0.00000 | 0.00000 | ||
14 | 2009.09.01 19:00 | close | 7 | 1.00 | 1.42317 | 0.00000 | 0.00000 | -1278.50 | 5161.00 |
15 | 2009.09.01 19:00 | sell | 8 | 1.00 | 1.42317 | 0.00000 | 0.00000 | ||
16 | 2009.09.08 10:00 | close | 8 | 1.00 | 1.44172 | 0.00000 | 0.00000 | -1862.00 | 3299.00 |
17 | 2009.09.08 10:00 | buy | 9 | 1.00 | 1.44172 | 0.00000 | 0.00000 | ||
18 | 2009.09.24 01:00 | close | 9 | 1.00 | 1.47107 | 0.00000 | 0.00000 | 2926.00 | 6225.00 |
19 | 2009.09.24 01:00 | sell | 10 | 1.00 | 1.47107 | 0.00000 | 0.00000 | ||
20 | 2009.09.30 23:59 | close at stop | 10 | 1.00 | 1.46389 | 0.00000 | 0.00000 | 714.00 | 6939.00 |