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 | Broker="Alpari"; UseMM=true; LotsIfNoMM=1; MMRiskFactor=0.2; Spread=4; Start=9; EOD=17; NLookbackBars=4; NPips=10; NStopLoss=45; NBreakEven=15; NTakeProfit=0; NRangeMax=43; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 156.55 | Gross profit | 214.55 | Gross loss | -58.00 |
Profit factor | 3.70 | Expected payoff | 17.39 | ||
Absolute drawdown | 56.00 | Maximal drawdown | 230.40 (2.25%) | Relative drawdown | 2.25% (230.40) |
Total trades | 9 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 5 (55.56%) | Loss trades (% of total) | 4 (44.44%) | ||
Largest | profit trade | 206.40 | loss trade | -17.20 | |
Average | profit trade | 42.91 | loss trade | -14.50 | |
Maximum | consecutive wins (profit in money) | 4 (212.55) | consecutive losses (loss in money) | 2 (-34.40) | |
Maximal | consecutive profit (count of wins) | 212.55 (4) | consecutive loss (count of losses) | -34.40 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.05 10:30 | buy stop | 1 | 0.40 | 1.44035 | 1.44007 | 0.00000 | ||
2 | 2009.08.05 10:30 | sell | 2 | 0.40 | 1.44004 | 1.44035 | 0.00000 | ||
3 | 2009.08.05 10:32 | s/l | 2 | 0.40 | 1.44035 | 1.44035 | 0.00000 | -12.40 | 9987.60 |
4 | 2009.08.05 10:32 | buy | 1 | 0.40 | 1.44035 | 1.44007 | 0.00000 | ||
5 | 2009.08.05 10:40 | s/l | 1 | 0.40 | 1.44007 | 1.44007 | 0.00000 | -11.20 | 9976.40 |
6 | 2009.08.05 10:40 | buy stop | 3 | 0.40 | 1.44035 | 1.44007 | 0.00000 | ||
7 | 2009.08.05 13:03 | buy | 3 | 0.40 | 1.44035 | 1.44007 | 0.00000 | ||
8 | 2009.08.05 14:00 | modify | 3 | 0.40 | 1.44035 | 1.44040 | 0.00000 | ||
9 | 2009.08.05 14:15 | s/l | 3 | 0.40 | 1.44040 | 1.44040 | 0.00000 | 2.00 | 9978.40 |
10 | 2009.08.07 09:00 | sell stop | 4 | 0.40 | 1.43592 | 1.43635 | 0.00000 | ||
11 | 2009.08.07 09:07 | sell | 4 | 0.40 | 1.43592 | 1.43635 | 0.00000 | ||
12 | 2009.08.07 09:10 | s/l | 4 | 0.40 | 1.43635 | 1.43635 | 0.00000 | -17.20 | 9961.20 |
13 | 2009.08.07 09:10 | sell stop | 5 | 0.40 | 1.43592 | 1.43635 | 0.00000 | ||
14 | 2009.08.07 09:46 | sell | 5 | 0.40 | 1.43592 | 1.43635 | 0.00000 | ||
15 | 2009.08.07 10:07 | s/l | 5 | 0.40 | 1.43635 | 1.43635 | 0.00000 | -17.20 | 9944.00 |
16 | 2009.08.28 13:00 | sell stop | 6 | 0.40 | 1.43431 | 1.43462 | 0.00000 | ||
17 | 2009.08.28 16:59 | delete | 6 | 0.40 | 1.43431 | 1.43462 | 0.00000 | ||
18 | 2009.09.01 10:00 | sell stop | 7 | 0.40 | 1.43556 | 1.43595 | 0.00000 | ||
19 | 2009.09.01 10:15 | sell | 7 | 0.40 | 1.43556 | 1.43595 | 0.00000 | ||
20 | 2009.09.01 10:15 | modify | 7 | 0.40 | 1.43556 | 1.43551 | 0.00000 | ||
21 | 2009.09.01 16:59 | close | 7 | 0.40 | 1.43040 | 1.43551 | 0.00000 | 206.40 | 10150.40 |
22 | 2009.09.04 11:00 | sell stop | 8 | 0.41 | 1.42676 | 1.42700 | 0.00000 | ||
23 | 2009.09.04 11:40 | sell | 8 | 0.41 | 1.42676 | 1.42700 | 0.00000 | ||
24 | 2009.09.04 12:00 | modify | 8 | 0.41 | 1.42676 | 1.42671 | 0.00000 | ||
25 | 2009.09.04 12:32 | s/l | 8 | 0.41 | 1.42671 | 1.42671 | 0.00000 | 2.05 | 10152.45 |
26 | 2009.09.11 12:30 | sell stop | 9 | 0.41 | 1.45956 | 1.45981 | 0.00000 | ||
27 | 2009.09.11 13:26 | sell | 9 | 0.41 | 1.45956 | 1.45981 | 0.00000 | ||
28 | 2009.09.11 13:32 | modify | 9 | 0.41 | 1.45956 | 1.45951 | 0.00000 | ||
29 | 2009.09.11 13:40 | s/l | 9 | 0.41 | 1.45951 | 1.45951 | 0.00000 | 2.05 | 10154.50 |
30 | 2009.09.17 10:30 | sell stop | 10 | 0.41 | 1.47308 | 1.47346 | 0.00000 | ||
31 | 2009.09.17 10:50 | sell | 10 | 0.41 | 1.47308 | 1.47346 | 0.00000 | ||
32 | 2009.09.17 11:07 | modify | 10 | 0.41 | 1.47308 | 1.47303 | 0.00000 | ||
33 | 2009.09.17 11:10 | s/l | 10 | 0.41 | 1.47303 | 1.47303 | 0.00000 | 2.05 | 10156.55 |