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 | Метка1="-= Параметры PriceChannel_Stop_v6 =-"; PriceChannel_ChannelPeriod=26; PriceChannel_Risk=0.1; Метка2="-= Параметры самого эксперта =-"; Отступ_от_точки_стопа=20; TP=200; | ||||
Bars in test | 1124 | Ticks modelled | 25909 | Modelling quality | n/a |
Mismatched charts errors | 7 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -14.30 | Gross profit | 43.60 | Gross loss | -57.90 |
Profit factor | 0.75 | Expected payoff | -0.41 | ||
Absolute drawdown | 35.80 | Maximal drawdown | 38.90 (0.39%) | Relative drawdown | 0.39% (38.90) |
Total trades | 35 | Short positions (won %) | 35 (34.29%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 12 (34.29%) | Loss trades (% of total) | 23 (65.71%) | ||
Largest | profit trade | 25.70 | loss trade | -5.00 | |
Average | profit trade | 3.63 | loss trade | -2.52 | |
Maximum | consecutive wins (profit in money) | 3 (3.50) | consecutive losses (loss in money) | 5 (-18.80) | |
Maximal | consecutive profit (count of wins) | 25.70 (1) | consecutive loss (count of losses) | -18.80 (5) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.08.03 23:47 | sell | 1 | 0.10 | 1.44149 | 0.00000 | 0.00000 | ||
2 | 2009.08.04 00:00 | close | 1 | 0.10 | 1.44195 | 0.00000 | 0.00000 | -4.70 | 9995.30 |
3 | 2009.08.04 23:47 | sell | 2 | 0.10 | 1.43950 | 0.00000 | 0.00000 | ||
4 | 2009.08.05 00:00 | close | 2 | 0.10 | 1.43985 | 0.00000 | 0.00000 | -3.60 | 9991.70 |
5 | 2009.08.05 23:47 | sell | 3 | 0.10 | 1.44121 | 0.00000 | 0.00000 | ||
6 | 2009.08.06 00:00 | close | 3 | 0.10 | 1.44139 | 0.00000 | 0.00000 | -2.10 | 9989.60 |
7 | 2009.08.06 23:47 | sell | 4 | 0.10 | 1.43498 | 0.00000 | 0.00000 | ||
8 | 2009.08.07 00:00 | close | 4 | 0.10 | 1.43543 | 0.00000 | 0.00000 | -4.60 | 9985.00 |
9 | 2009.08.10 23:47 | sell | 5 | 0.10 | 1.41422 | 0.00000 | 0.00000 | ||
10 | 2009.08.11 00:00 | close | 5 | 0.10 | 1.41459 | 0.00000 | 0.00000 | -3.80 | 9981.20 |
11 | 2009.08.11 23:47 | sell | 6 | 0.10 | 1.41490 | 0.00000 | 0.00000 | ||
12 | 2009.08.12 00:00 | close | 6 | 0.10 | 1.41478 | 0.00000 | 0.00000 | 1.10 | 9982.30 |
13 | 2009.08.12 23:47 | sell | 7 | 0.10 | 1.42004 | 0.00000 | 0.00000 | ||
14 | 2009.08.13 00:00 | close | 7 | 0.10 | 1.42029 | 0.00000 | 0.00000 | -2.80 | 9979.50 |
15 | 2009.08.13 23:47 | sell | 8 | 0.10 | 1.42832 | 0.00000 | 0.00000 | ||
16 | 2009.08.14 00:00 | close | 8 | 0.10 | 1.42785 | 0.00000 | 0.00000 | 4.60 | 9984.10 |
17 | 2009.08.17 23:47 | sell | 9 | 0.10 | 1.40723 | 0.00000 | 0.00000 | ||
18 | 2009.08.18 00:00 | close | 9 | 0.10 | 1.40711 | 0.00000 | 0.00000 | 1.10 | 9985.20 |
19 | 2009.08.18 23:47 | sell | 10 | 0.10 | 1.41283 | 0.00000 | 0.00000 | ||
20 | 2009.08.19 00:00 | close | 10 | 0.10 | 1.41323 | 0.00000 | 0.00000 | -4.10 | 9981.10 |
21 | 2009.08.19 23:47 | sell | 11 | 0.10 | 1.42336 | 0.00000 | 0.00000 | ||
22 | 2009.08.20 00:00 | close | 11 | 0.10 | 1.42348 | 0.00000 | 0.00000 | -1.50 | 9979.60 |
23 | 2009.08.20 23:47 | sell | 12 | 0.10 | 1.42460 | 0.00000 | 0.00000 | ||
24 | 2009.08.21 00:00 | close | 12 | 0.10 | 1.42455 | 0.00000 | 0.00000 | 0.40 | 9980.00 |
25 | 2009.08.24 23:47 | sell | 13 | 0.10 | 1.42988 | 0.00000 | 0.00000 | ||
26 | 2009.08.25 00:00 | close | 13 | 0.10 | 1.42980 | 0.00000 | 0.00000 | 0.70 | 9980.70 |
27 | 2009.08.25 23:47 | sell | 14 | 0.10 | 1.43012 | 0.00000 | 0.00000 | ||
28 | 2009.08.26 00:00 | close | 14 | 0.10 | 1.42987 | 0.00000 | 0.00000 | 2.40 | 9983.10 |
29 | 2009.08.26 23:46 | sell | 15 | 0.10 | 1.42408 | 0.00000 | 0.00000 | ||
30 | 2009.08.27 00:00 | close | 15 | 0.10 | 1.42421 | 0.00000 | 0.00000 | -1.60 | 9981.50 |
31 | 2009.08.27 23:47 | sell | 16 | 0.10 | 1.43480 | 0.00000 | 0.00000 | ||
32 | 2009.08.28 00:00 | close | 16 | 0.10 | 1.43484 | 0.00000 | 0.00000 | -0.50 | 9981.00 |
33 | 2009.08.31 23:47 | sell | 17 | 0.10 | 1.43291 | 0.00000 | 0.00000 | ||
34 | 2009.09.01 00:00 | close | 17 | 0.10 | 1.43312 | 0.00000 | 0.00000 | -2.20 | 9978.80 |
35 | 2009.09.01 23:47 | sell | 18 | 0.10 | 1.42171 | 0.00000 | 0.00000 | ||
36 | 2009.09.02 00:00 | close | 18 | 0.10 | 1.42197 | 0.00000 | 0.00000 | -2.70 | 9976.10 |
37 | 2009.09.02 23:47 | sell | 19 | 0.10 | 1.42620 | 0.00000 | 0.00000 | ||
38 | 2009.09.03 00:00 | close | 19 | 0.10 | 1.42621 | 0.00000 | 0.00000 | -0.40 | 9975.70 |
39 | 2009.09.03 23:47 | sell | 20 | 0.10 | 1.42575 | 0.00000 | 0.00000 | ||
40 | 2009.09.04 00:00 | close | 20 | 0.10 | 1.42570 | 0.00000 | 0.00000 | 0.40 | 9976.10 |
41 | 2009.09.07 23:47 | sell | 21 | 0.10 | 1.43363 | 0.00000 | 0.00000 | ||
42 | 2009.09.08 00:00 | close | 21 | 0.10 | 1.43374 | 0.00000 | 0.00000 | -1.20 | 9974.90 |
43 | 2009.09.08 23:47 | sell | 22 | 0.10 | 1.44895 | 0.00000 | 0.00000 | ||
44 | 2009.09.09 00:00 | close | 22 | 0.10 | 1.44944 | 0.00000 | 0.00000 | -5.00 | 9969.90 |
45 | 2009.09.09 23:47 | sell | 23 | 0.10 | 1.45680 | 0.00000 | 0.00000 | ||
46 | 2009.09.10 00:00 | close | 23 | 0.10 | 1.45648 | 0.00000 | 0.00000 | 2.90 | 9972.80 |
47 | 2009.09.10 23:47 | sell | 24 | 0.10 | 1.45791 | 0.00000 | 0.00000 | ||
48 | 2009.09.11 00:00 | close | 24 | 0.10 | 1.45799 | 0.00000 | 0.00000 | -0.90 | 9971.90 |
49 | 2009.09.14 23:47 | sell | 25 | 0.10 | 1.46287 | 0.00000 | 0.00000 | ||
50 | 2009.09.15 00:00 | close | 25 | 0.10 | 1.46284 | 0.00000 | 0.00000 | 0.20 | 9972.10 |
51 | 2009.09.15 23:47 | sell | 26 | 0.10 | 1.46631 | 0.00000 | 0.00000 | ||
52 | 2009.09.16 00:00 | close | 26 | 0.10 | 1.46610 | 0.00000 | 0.00000 | 2.00 | 9974.10 |
53 | 2009.09.16 23:47 | sell | 27 | 0.10 | 1.47106 | 0.00000 | 0.00000 | ||
54 | 2009.09.17 00:00 | close | 27 | 0.10 | 1.47082 | 0.00000 | 0.00000 | 2.10 | 9976.20 |
55 | 2009.09.17 23:47 | sell | 28 | 0.10 | 1.47403 | 0.00000 | 0.00000 | ||
56 | 2009.09.18 00:00 | close | 28 | 0.10 | 1.47447 | 0.00000 | 0.00000 | -4.50 | 9971.70 |
57 | 2009.09.21 23:47 | sell | 29 | 0.10 | 1.46759 | 0.00000 | 0.00000 | ||
58 | 2009.09.22 00:00 | close | 29 | 0.10 | 1.46769 | 0.00000 | 0.00000 | -1.10 | 9970.60 |
59 | 2009.09.22 23:47 | sell | 30 | 0.10 | 1.47880 | 0.00000 | 0.00000 | ||
60 | 2009.09.23 00:00 | close | 30 | 0.10 | 1.47893 | 0.00000 | 0.00000 | -1.40 | 9969.20 |
61 | 2009.09.23 23:46 | sell | 31 | 0.10 | 1.47190 | 0.00000 | 0.00000 | ||
62 | 2009.09.24 00:00 | close | 31 | 0.10 | 1.46930 | 0.00000 | 0.00000 | 25.70 | 9994.90 |
63 | 2009.09.24 23:47 | sell | 32 | 0.10 | 1.46602 | 0.00000 | 0.00000 | ||
64 | 2009.09.25 00:00 | close | 32 | 0.10 | 1.46612 | 0.00000 | 0.00000 | -1.10 | 9993.80 |
65 | 2009.09.28 23:46 | sell | 33 | 0.10 | 1.46116 | 0.00000 | 0.00000 | ||
66 | 2009.09.29 00:00 | close | 33 | 0.10 | 1.46138 | 0.00000 | 0.00000 | -2.30 | 9991.50 |
67 | 2009.09.29 23:47 | sell | 34 | 0.10 | 1.45820 | 0.00000 | 0.00000 | ||
68 | 2009.09.30 00:00 | close | 34 | 0.10 | 1.45843 | 0.00000 | 0.00000 | -2.40 | 9989.10 |
69 | 2009.09.30 23:47 | sell | 35 | 0.10 | 1.46340 | 0.00000 | 0.00000 | ||
70 | 2009.09.30 23:59 | close at stop | 35 | 0.10 | 1.46374 | 0.00000 | 0.00000 | -3.40 | 9985.70 |