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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=75; TakeProfitMode=false; TakeProfit=200; TrailingStopMode=false; TrailingStop=35; RequiredStochLevelSell=false; StochSell=40; RequiredStochLevelBuy=false; StochBuy=60; stochShort=4; stochMed=20; stochLong=50; RequiredTimeFilter=false; hour=2; period=10; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 90.23 | Gross profit | 177.77 | Gross loss | -87.54 |
Profit factor | 2.03 | Expected payoff | 9.02 | ||
Absolute drawdown | 45.20 | Maximal drawdown | 107.17 (1.05%) | Relative drawdown | 1.05% (107.17) |
Total trades | 10 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 6 (66.67%) |
Profit trades (% of total) | 6 (60.00%) | Loss trades (% of total) | 4 (40.00%) | ||
Largest | profit trade | 41.97 | loss trade | -58.47 | |
Average | profit trade | 29.63 | loss trade | -21.88 | |
Maximum | consecutive wins (profit in money) | 3 (113.07) | consecutive losses (loss in money) | 3 (-29.07) | |
Maximal | consecutive profit (count of wins) | 113.07 (3) | consecutive loss (count of losses) | -58.47 (1) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 05:00 | buy | 1 | 0.10 | 1.42512 | 0.00000 | 0.00000 | ||
2 | 2009.08.03 12:00 | close | 1 | 0.10 | 1.42778 | 0.00000 | 0.00000 | 26.60 | 10026.60 |
3 | 2009.08.10 03:00 | sell | 2 | 0.10 | 1.42010 | 0.00000 | 0.00000 | ||
4 | 2009.08.10 15:00 | close | 2 | 0.10 | 1.41785 | 0.00000 | 0.00000 | 22.50 | 10049.10 |
5 | 2009.08.11 00:00 | sell | 3 | 0.10 | 1.41450 | 0.00000 | 0.00000 | ||
6 | 2009.08.11 16:00 | close | 3 | 0.10 | 1.41294 | 0.00000 | 0.00000 | 15.60 | 10064.70 |
7 | 2009.08.17 20:00 | sell | 4 | 0.10 | 1.40883 | 0.00000 | 0.00000 | ||
8 | 2009.08.18 14:00 | close | 4 | 0.10 | 1.41077 | 0.00000 | 0.00000 | -19.57 | 10045.13 |
9 | 2009.08.20 00:00 | buy | 5 | 0.10 | 1.42363 | 0.00000 | 0.00000 | ||
10 | 2009.08.20 18:00 | close | 5 | 0.10 | 1.42338 | 0.00000 | 0.00000 | -2.50 | 10042.63 |
11 | 2009.08.24 07:00 | buy | 6 | 0.10 | 1.43362 | 0.00000 | 0.00000 | ||
12 | 2009.08.24 15:00 | close | 6 | 0.10 | 1.43292 | 0.00000 | 0.00000 | -7.00 | 10035.63 |
13 | 2009.08.28 10:00 | buy | 7 | 0.10 | 1.43332 | 0.00000 | 0.00000 | ||
14 | 2009.08.28 16:00 | close | 7 | 0.10 | 1.43731 | 0.00000 | 0.00000 | 39.90 | 10075.53 |
15 | 2009.09.08 23:00 | buy | 8 | 0.10 | 1.44796 | 0.00000 | 0.00000 | ||
16 | 2009.09.09 14:00 | close | 8 | 0.10 | 1.45216 | 0.00000 | 0.00000 | 41.97 | 10117.50 |
17 | 2009.09.17 01:00 | buy | 9 | 0.10 | 1.47064 | 0.00000 | 0.00000 | ||
18 | 2009.09.17 08:00 | close | 9 | 0.10 | 1.47376 | 0.00000 | 0.00000 | 31.20 | 10148.70 |
19 | 2009.09.29 20:00 | sell | 10 | 0.10 | 1.45806 | 0.00000 | 0.00000 | ||
20 | 2009.09.30 23:59 | close at stop | 10 | 0.10 | 1.46389 | 0.00000 | 0.00000 | -58.47 | 10090.23 |