Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lots=0.1; ZZbar=3; Closebar=3; Maxord=1; Sl=0; Tp=0; magic=78977; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 107.84 | Gross profit | 367.53 | Gross loss | -259.69 |
Profit factor | 1.42 | Expected payoff | 7.19 | ||
Absolute drawdown | 114.03 | Maximal drawdown | 371.82 (3.62%) | Relative drawdown | 3.62% (371.82) |
Total trades | 15 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 9 (55.56%) |
Profit trades (% of total) | 7 (46.67%) | Loss trades (% of total) | 8 (53.33%) | ||
Largest | profit trade | 184.96 | loss trade | -150.02 | |
Average | profit trade | 52.50 | loss trade | -32.46 | |
Maximum | consecutive wins (profit in money) | 2 (205.55) | consecutive losses (loss in money) | 3 (-164.52) | |
Maximal | consecutive profit (count of wins) | 205.55 (2) | consecutive loss (count of losses) | -164.52 (3) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 05:00 | buy | 1 | 0.10 | 1.47657 | 0.00000 | 0.00000 | ||
2 | 2009.11.02 16:00 | close | 1 | 0.10 | 1.47775 | 0.00000 | 0.00000 | 11.80 | 10011.80 |
3 | 2009.11.03 00:18 | buy | 2 | 0.10 | 1.47735 | 0.00000 | 0.00000 | ||
4 | 2009.11.03 00:18 | close | 2 | 0.10 | 1.47719 | 0.00000 | 0.00000 | -1.60 | 10010.20 |
5 | 2009.11.03 16:00 | buy | 3 | 0.10 | 1.46592 | 0.00000 | 0.00000 | ||
6 | 2009.11.05 13:00 | close | 3 | 0.10 | 1.48442 | 0.00000 | 0.00000 | 184.96 | 10195.16 |
7 | 2009.11.05 18:00 | sell | 4 | 0.10 | 1.48560 | 0.00000 | 0.00000 | ||
8 | 2009.11.06 18:00 | close | 4 | 0.10 | 1.48354 | 0.00000 | 0.00000 | 20.59 | 10215.75 |
9 | 2009.11.06 20:00 | sell | 5 | 0.10 | 1.48403 | 0.00000 | 0.00000 | ||
10 | 2009.11.10 10:00 | close | 5 | 0.10 | 1.49903 | 0.00000 | 0.00000 | -150.02 | 10065.73 |
11 | 2009.11.10 15:00 | sell | 6 | 0.10 | 1.49669 | 0.00000 | 0.00000 | ||
12 | 2009.11.10 21:00 | close | 6 | 0.10 | 1.49812 | 0.00000 | 0.00000 | -14.30 | 10051.43 |
13 | 2009.11.11 17:00 | sell | 7 | 0.10 | 1.49879 | 0.00000 | 0.00000 | ||
14 | 2009.11.11 23:00 | close | 7 | 0.10 | 1.49881 | 0.00000 | 0.00000 | -0.20 | 10051.23 |
15 | 2009.11.13 03:00 | buy | 8 | 0.10 | 1.48555 | 0.00000 | 0.00000 | ||
16 | 2009.11.13 14:00 | close | 8 | 0.10 | 1.48646 | 0.00000 | 0.00000 | 9.10 | 10060.33 |
17 | 2009.11.13 20:00 | buy | 9 | 0.10 | 1.49227 | 0.00000 | 0.00000 | ||
18 | 2009.11.16 12:00 | close | 9 | 0.10 | 1.49590 | 0.00000 | 0.00000 | 36.29 | 10096.62 |
19 | 2009.11.16 22:00 | buy | 10 | 0.10 | 1.49733 | 0.00000 | 0.00000 | ||
20 | 2009.11.18 21:00 | close | 10 | 0.10 | 1.49400 | 0.00000 | 0.00000 | -33.32 | 10063.30 |
21 | 2009.11.19 20:30 | buy | 11 | 0.10 | 1.49166 | 0.00000 | 0.00000 | ||
22 | 2009.11.20 05:00 | close | 11 | 0.10 | 1.49145 | 0.00000 | 0.00000 | -2.11 | 10061.19 |
23 | 2009.11.20 18:00 | buy | 12 | 0.10 | 1.48701 | 0.00000 | 0.00000 | ||
24 | 2009.11.20 18:00 | close | 12 | 0.10 | 1.48685 | 0.00000 | 0.00000 | -1.60 | 10059.59 |
25 | 2009.11.23 20:00 | sell | 13 | 0.10 | 1.49697 | 0.00000 | 0.00000 | ||
26 | 2009.11.24 13:00 | close | 13 | 0.10 | 1.49468 | 0.00000 | 0.00000 | 22.89 | 10082.48 |
27 | 2009.11.24 19:00 | sell | 14 | 0.10 | 1.49487 | 0.00000 | 0.00000 | ||
28 | 2009.11.26 21:00 | close | 14 | 0.10 | 1.50052 | 0.00000 | 0.00000 | -56.54 | 10025.94 |
29 | 2009.11.27 13:00 | buy | 15 | 0.10 | 1.49034 | 0.00000 | 0.00000 | ||
30 | 2009.11.27 22:59 | close at stop | 15 | 0.10 | 1.49853 | 0.00000 | 0.00000 | 81.90 | 10107.84 |