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 | ExtDepth=17; ExtDeviation=7; ExtBackstep=5; Lot=0.1; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -192.47 | Gross profit | 568.87 | Gross loss | -761.34 |
Profit factor | 0.75 | Expected payoff | -7.70 | ||
Absolute drawdown | 447.22 | Maximal drawdown | 621.75 (6.11%) | Relative drawdown | 6.11% (621.75) |
Total trades | 25 | Short positions (won %) | 13 (38.46%) | Long positions (won %) | 12 (50.00%) |
Profit trades (% of total) | 11 (44.00%) | Loss trades (% of total) | 14 (56.00%) | ||
Largest | profit trade | 105.36 | loss trade | -101.50 | |
Average | profit trade | 51.72 | loss trade | -54.38 | |
Maximum | consecutive wins (profit in money) | 3 (35.26) | consecutive losses (loss in money) | 4 (-246.11) | |
Maximal | consecutive profit (count of wins) | 195.25 (2) | consecutive loss (count of losses) | -246.11 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 00:00 | sell | 1 | 0.10 | 1.47325 | 0.00000 | 0.00000 | ||
2 | 2009.11.02 11:00 | close | 1 | 0.10 | 1.47729 | 0.00000 | 0.00000 | -40.40 | 9959.60 |
3 | 2009.11.02 11:00 | buy | 2 | 0.10 | 1.47729 | 0.00000 | 0.00000 | ||
4 | 2009.11.02 21:00 | close | 2 | 0.10 | 1.47509 | 0.00000 | 0.00000 | -22.00 | 9937.60 |
5 | 2009.11.02 21:00 | sell | 3 | 0.10 | 1.47509 | 0.00000 | 0.00000 | ||
6 | 2009.11.04 06:00 | close | 3 | 0.10 | 1.47343 | 0.00000 | 0.00000 | 16.58 | 9954.18 |
7 | 2009.11.04 06:00 | buy | 4 | 0.10 | 1.47343 | 0.00000 | 0.00000 | ||
8 | 2009.11.06 15:00 | close | 4 | 0.10 | 1.48397 | 0.00000 | 0.00000 | 105.36 | 10059.54 |
9 | 2009.11.06 15:00 | sell | 5 | 0.10 | 1.48397 | 0.00000 | 0.00000 | ||
10 | 2009.11.06 17:00 | close | 5 | 0.10 | 1.48722 | 0.00000 | 0.00000 | -32.50 | 10027.04 |
11 | 2009.11.06 17:00 | buy | 6 | 0.10 | 1.48722 | 0.00000 | 0.00000 | ||
12 | 2009.11.10 07:00 | close | 6 | 0.10 | 1.49726 | 0.00000 | 0.00000 | 100.38 | 10127.42 |
13 | 2009.11.10 07:00 | sell | 7 | 0.10 | 1.49726 | 0.00000 | 0.00000 | ||
14 | 2009.11.10 12:00 | close | 7 | 0.10 | 1.50185 | 0.00000 | 0.00000 | -45.90 | 10081.52 |
15 | 2009.11.10 12:00 | buy | 8 | 0.10 | 1.50185 | 0.00000 | 0.00000 | ||
16 | 2009.11.10 18:00 | close | 8 | 0.10 | 1.49591 | 0.00000 | 0.00000 | -59.40 | 10022.12 |
17 | 2009.11.10 18:00 | sell | 9 | 0.10 | 1.49591 | 0.00000 | 0.00000 | ||
18 | 2009.11.11 10:00 | close | 9 | 0.10 | 1.50332 | 0.00000 | 0.00000 | -74.11 | 9948.01 |
19 | 2009.11.11 10:00 | buy | 10 | 0.10 | 1.50332 | 0.00000 | 0.00000 | ||
20 | 2009.11.11 18:00 | close | 10 | 0.10 | 1.49665 | 0.00000 | 0.00000 | -66.70 | 9881.31 |
21 | 2009.11.11 18:00 | sell | 11 | 0.10 | 1.49665 | 0.00000 | 0.00000 | ||
22 | 2009.11.13 10:00 | close | 11 | 0.10 | 1.48979 | 0.00000 | 0.00000 | 68.56 | 9949.87 |
23 | 2009.11.13 10:00 | buy | 12 | 0.10 | 1.48979 | 0.00000 | 0.00000 | ||
24 | 2009.11.13 16:00 | close | 12 | 0.10 | 1.48271 | 0.00000 | 0.00000 | -70.80 | 9879.07 |
25 | 2009.11.13 16:00 | sell | 13 | 0.10 | 1.48271 | 0.00000 | 0.00000 | ||
26 | 2009.11.13 19:00 | close | 13 | 0.10 | 1.49286 | 0.00000 | 0.00000 | -101.50 | 9777.57 |
27 | 2009.11.13 19:00 | buy | 14 | 0.10 | 1.49286 | 0.00000 | 0.00000 | ||
28 | 2009.11.16 19:00 | close | 14 | 0.10 | 1.49560 | 0.00000 | 0.00000 | 27.39 | 9804.96 |
29 | 2009.11.16 19:00 | sell | 15 | 0.10 | 1.49560 | 0.00000 | 0.00000 | ||
30 | 2009.11.16 21:00 | close | 15 | 0.10 | 1.49870 | 0.00000 | 0.00000 | -31.00 | 9773.96 |
31 | 2009.11.16 21:00 | buy | 16 | 0.10 | 1.49870 | 0.00000 | 0.00000 | ||
32 | 2009.11.17 12:00 | close | 16 | 0.10 | 1.49047 | 0.00000 | 0.00000 | -82.31 | 9691.65 |
33 | 2009.11.17 12:00 | sell | 17 | 0.10 | 1.49047 | 0.00000 | 0.00000 | ||
34 | 2009.11.18 08:00 | close | 17 | 0.10 | 1.48969 | 0.00000 | 0.00000 | 7.79 | 9699.44 |
35 | 2009.11.18 08:00 | buy | 18 | 0.10 | 1.48969 | 0.00000 | 0.00000 | ||
36 | 2009.11.19 04:00 | close | 18 | 0.10 | 1.49220 | 0.00000 | 0.00000 | 25.07 | 9724.51 |
37 | 2009.11.19 04:00 | sell | 19 | 0.10 | 1.49220 | 0.00000 | 0.00000 | ||
38 | 2009.11.19 22:00 | close | 19 | 0.10 | 1.49196 | 0.00000 | 0.00000 | 2.40 | 9726.91 |
39 | 2009.11.19 22:00 | buy | 20 | 0.10 | 1.49196 | 0.00000 | 0.00000 | ||
40 | 2009.11.20 11:00 | close | 20 | 0.10 | 1.48720 | 0.00000 | 0.00000 | -47.61 | 9679.30 |
41 | 2009.11.20 11:00 | sell | 21 | 0.10 | 1.48720 | 0.00000 | 0.00000 | ||
42 | 2009.11.23 04:00 | close | 21 | 0.10 | 1.49261 | 0.00000 | 0.00000 | -54.11 | 9625.19 |
43 | 2009.11.23 04:00 | buy | 22 | 0.10 | 1.49261 | 0.00000 | 0.00000 | ||
44 | 2009.11.24 02:00 | close | 22 | 0.10 | 1.49462 | 0.00000 | 0.00000 | 20.09 | 9645.28 |
45 | 2009.11.24 02:00 | sell | 23 | 0.10 | 1.49462 | 0.00000 | 0.00000 | ||
46 | 2009.11.24 14:00 | close | 23 | 0.10 | 1.49792 | 0.00000 | 0.00000 | -33.00 | 9612.28 |
47 | 2009.11.24 14:00 | buy | 24 | 0.10 | 1.49792 | 0.00000 | 0.00000 | ||
48 | 2009.11.26 11:00 | close | 24 | 0.10 | 1.50807 | 0.00000 | 0.00000 | 101.46 | 9713.74 |
49 | 2009.11.26 11:00 | sell | 25 | 0.10 | 1.50807 | 0.00000 | 0.00000 | ||
50 | 2009.11.27 22:59 | close at stop | 25 | 0.10 | 1.49869 | 0.00000 | 0.00000 | 93.79 | 9807.53 |