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 | STO="---------------- Stochs"; First_Stoch_KP=4; Stoch_HLevel=80; Stoch_LLevel=20; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Magic=0; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 237.19 | Gross profit | 1051.77 | Gross loss | -814.58 |
Profit factor | 1.29 | Expected payoff | 10.31 | ||
Absolute drawdown | 269.61 | Maximal drawdown | 675.71 (6.49%) | Relative drawdown | 6.49% (675.71) |
Total trades | 23 | Short positions (won %) | 11 (36.36%) | Long positions (won %) | 12 (58.33%) |
Profit trades (% of total) | 11 (47.83%) | Loss trades (% of total) | 12 (52.17%) | ||
Largest | profit trade | 372.24 | loss trade | -179.77 | |
Average | profit trade | 95.62 | loss trade | -67.88 | |
Maximum | consecutive wins (profit in money) | 2 (381.07) | consecutive losses (loss in money) | 3 (-210.45) | |
Maximal | consecutive profit (count of wins) | 381.07 (2) | consecutive loss (count of losses) | -212.27 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 15:00 | buy | 1 | 0.10 | 1.43155 | 0.00000 | 0.00000 | ||
2 | 2009.08.04 08:00 | close | 1 | 0.10 | 1.43915 | 0.00000 | 0.00000 | 75.96 | 10075.96 |
3 | 2009.08.04 08:02 | sell | 2 | 0.10 | 1.43831 | 0.00000 | 0.00000 | ||
4 | 2009.08.10 09:00 | close | 2 | 0.10 | 1.42057 | 0.00000 | 0.00000 | 176.38 | 10252.34 |
5 | 2009.08.10 09:02 | buy | 3 | 0.10 | 1.42173 | 0.00000 | 0.00000 | ||
6 | 2009.08.10 18:00 | close | 3 | 0.10 | 1.41418 | 0.00000 | 0.00000 | -75.50 | 10176.84 |
7 | 2009.08.10 18:02 | sell | 4 | 0.10 | 1.41520 | 0.00000 | 0.00000 | ||
8 | 2009.08.11 11:00 | close | 4 | 0.10 | 1.41770 | 0.00000 | 0.00000 | -25.17 | 10151.67 |
9 | 2009.08.11 11:02 | buy | 5 | 0.10 | 1.41789 | 0.00000 | 0.00000 | ||
10 | 2009.08.14 17:00 | close | 5 | 0.10 | 1.42350 | 0.00000 | 0.00000 | 55.90 | 10207.57 |
11 | 2009.08.14 17:03 | sell | 6 | 0.10 | 1.42446 | 0.00000 | 0.00000 | ||
12 | 2009.08.18 04:00 | close | 6 | 0.10 | 1.41182 | 0.00000 | 0.00000 | 126.06 | 10333.63 |
13 | 2009.08.18 04:02 | buy | 7 | 0.10 | 1.41139 | 0.00000 | 0.00000 | ||
14 | 2009.08.18 16:00 | close | 7 | 0.10 | 1.40814 | 0.00000 | 0.00000 | -32.50 | 10301.13 |
15 | 2009.08.18 16:02 | sell | 8 | 0.10 | 1.40833 | 0.00000 | 0.00000 | ||
16 | 2009.08.19 18:00 | close | 8 | 0.10 | 1.42629 | 0.00000 | 0.00000 | -179.77 | 10121.36 |
17 | 2009.08.19 18:02 | buy | 9 | 0.10 | 1.42651 | 0.00000 | 0.00000 | ||
18 | 2009.08.25 03:00 | close | 9 | 0.10 | 1.42819 | 0.00000 | 0.00000 | 16.56 | 10137.92 |
19 | 2009.08.25 03:02 | sell | 10 | 0.10 | 1.42743 | 0.00000 | 0.00000 | ||
20 | 2009.08.25 14:00 | close | 10 | 0.10 | 1.43342 | 0.00000 | 0.00000 | -59.90 | 10078.02 |
21 | 2009.08.25 14:02 | buy | 11 | 0.10 | 1.43335 | 0.00000 | 0.00000 | ||
22 | 2009.08.26 16:00 | close | 11 | 0.10 | 1.42146 | 0.00000 | 0.00000 | -118.94 | 9959.08 |
23 | 2009.08.26 16:03 | sell | 12 | 0.10 | 1.42268 | 0.00000 | 0.00000 | ||
24 | 2009.08.27 09:00 | close | 12 | 0.10 | 1.42579 | 0.00000 | 0.00000 | -31.61 | 9927.47 |
25 | 2009.08.27 09:03 | buy | 13 | 0.10 | 1.42676 | 0.00000 | 0.00000 | ||
26 | 2009.08.28 21:00 | close | 13 | 0.10 | 1.42862 | 0.00000 | 0.00000 | 18.56 | 9946.03 |
27 | 2009.08.28 21:02 | sell | 14 | 0.10 | 1.42860 | 0.00000 | 0.00000 | ||
28 | 2009.08.31 18:00 | close | 14 | 0.10 | 1.43537 | 0.00000 | 0.00000 | -67.87 | 9878.16 |
29 | 2009.08.31 18:02 | buy | 15 | 0.10 | 1.43660 | 0.00000 | 0.00000 | ||
30 | 2009.09.01 14:00 | close | 15 | 0.10 | 1.43101 | 0.00000 | 0.00000 | -55.94 | 9822.22 |
31 | 2009.09.01 14:02 | sell | 16 | 0.10 | 1.42999 | 0.00000 | 0.00000 | ||
32 | 2009.09.02 19:00 | close | 16 | 0.10 | 1.42909 | 0.00000 | 0.00000 | 8.83 | 9831.05 |
33 | 2009.09.02 19:02 | buy | 17 | 0.10 | 1.42911 | 0.00000 | 0.00000 | ||
34 | 2009.09.21 08:00 | close | 17 | 0.10 | 1.46641 | 0.00000 | 0.00000 | 372.24 | 10203.29 |
35 | 2009.09.21 08:02 | sell | 18 | 0.10 | 1.46712 | 0.00000 | 0.00000 | ||
36 | 2009.09.22 05:00 | close | 18 | 0.10 | 1.47190 | 0.00000 | 0.00000 | -47.97 | 10155.32 |
37 | 2009.09.22 05:02 | buy | 19 | 0.10 | 1.47192 | 0.00000 | 0.00000 | ||
38 | 2009.09.23 13:00 | close | 19 | 0.10 | 1.47714 | 0.00000 | 0.00000 | 52.16 | 10207.48 |
39 | 2009.09.23 13:02 | sell | 20 | 0.10 | 1.47680 | 0.00000 | 0.00000 | ||
40 | 2009.09.24 14:00 | close | 20 | 0.10 | 1.47858 | 0.00000 | 0.00000 | -18.31 | 10189.17 |
41 | 2009.09.24 14:05 | buy | 21 | 0.10 | 1.47840 | 0.00000 | 0.00000 | ||
42 | 2009.09.24 19:00 | close | 21 | 0.10 | 1.46829 | 0.00000 | 0.00000 | -101.10 | 10088.07 |
43 | 2009.09.24 19:02 | sell | 22 | 0.10 | 1.46919 | 0.00000 | 0.00000 | ||
44 | 2009.09.30 01:00 | close | 22 | 0.10 | 1.45858 | 0.00000 | 0.00000 | 105.42 | 10193.49 |
45 | 2009.09.30 01:02 | buy | 23 | 0.10 | 1.45928 | 0.00000 | 0.00000 | ||
46 | 2009.09.30 23:59 | close at stop | 23 | 0.10 | 1.46365 | 0.00000 | 0.00000 | 43.70 | 10237.19 |