Strategy Tester Report
10pips-a-day
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.2; Slippage=10; UseStopLoss=false; StopLoss=50000; UseTakeProfit=false; TakeProfit=50000; UseTrailingStop=false; TrailingStop=30; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 942.52 | Gross profit | 1230.52 | Gross loss | -288.00 |
| Profit factor | 4.27 | Expected payoff | 67.32 | ||
| Absolute drawdown | 287.56 | Maximal drawdown | 405.00 (4.00%) | Relative drawdown | 4.00% (405.00) |
| Total trades | 14 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 8 (57.14%) | Loss trades (% of total) | 6 (42.86%) | ||
| Largest | profit trade | 350.40 | loss trade | -94.00 | |
| Average | profit trade | 153.82 | loss trade | -48.00 | |
| Maximum | consecutive wins (profit in money) | 2 (452.40) | consecutive losses (loss in money) | 2 (-137.76) | |
| Maximal | consecutive profit (count of wins) | 452.40 (2) | consecutive loss (count of losses) | -137.76 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 01:00 | buy | 1 | 0.20 | 1.36409 | 0.00000 | 0.00000 | ||
| 2 | 2010.03.01 12:00 | close | 1 | 0.20 | 1.35939 | 0.00000 | 0.00000 | -94.00 | 9906.00 |
| 3 | 2010.03.01 13:00 | sell | 2 | 0.20 | 1.35418 | 0.00000 | 0.00000 | ||
| 4 | 2010.03.02 14:00 | close | 2 | 0.20 | 1.35636 | 0.00000 | 0.00000 | -43.76 | 9862.24 |
| 5 | 2010.03.02 15:00 | buy | 3 | 0.20 | 1.35890 | 0.00000 | 0.00000 | ||
| 6 | 2010.03.04 09:00 | close | 3 | 0.20 | 1.36391 | 0.00000 | 0.00000 | 99.64 | 9961.88 |
| 7 | 2010.03.04 11:00 | sell | 4 | 0.20 | 1.36488 | 0.00000 | 0.00000 | ||
| 8 | 2010.03.04 15:00 | close | 4 | 0.20 | 1.36820 | 0.00000 | 0.00000 | -66.40 | 9895.48 |
| 9 | 2010.03.04 16:00 | sell | 5 | 0.20 | 1.36368 | 0.00000 | 0.00000 | ||
| 10 | 2010.03.05 18:00 | close | 5 | 0.20 | 1.36090 | 0.00000 | 0.00000 | 55.44 | 9950.92 |
| 11 | 2010.03.05 19:00 | buy | 6 | 0.20 | 1.36121 | 0.00000 | 0.00000 | ||
| 12 | 2010.03.08 18:00 | close | 6 | 0.20 | 1.36121 | 0.00000 | 0.00000 | -0.14 | 9950.78 |
| 13 | 2010.03.08 19:00 | sell | 7 | 0.20 | 1.36385 | 0.00000 | 0.00000 | ||
| 14 | 2010.03.10 13:00 | close | 7 | 0.20 | 1.36169 | 0.00000 | 0.00000 | 42.88 | 9993.66 |
| 15 | 2010.03.10 14:00 | buy | 8 | 0.20 | 1.36106 | 0.00000 | 0.00000 | ||
| 16 | 2010.03.15 11:00 | close | 8 | 0.20 | 1.37072 | 0.00000 | 0.00000 | 192.50 | 10186.16 |
| 17 | 2010.03.15 12:00 | sell | 9 | 0.20 | 1.37042 | 0.00000 | 0.00000 | ||
| 18 | 2010.03.16 13:00 | close | 9 | 0.20 | 1.37160 | 0.00000 | 0.00000 | -23.76 | 10162.40 |
| 19 | 2010.03.16 14:00 | buy | 10 | 0.20 | 1.37201 | 0.00000 | 0.00000 | ||
| 20 | 2010.03.17 17:00 | close | 10 | 0.20 | 1.37388 | 0.00000 | 0.00000 | 37.26 | 10199.66 |
| 21 | 2010.03.17 21:00 | sell | 11 | 0.20 | 1.37396 | 0.00000 | 0.00000 | ||
| 22 | 2010.03.22 18:00 | close | 11 | 0.20 | 1.35640 | 0.00000 | 0.00000 | 350.40 | 10550.06 |
| 23 | 2010.03.22 19:00 | buy | 12 | 0.20 | 1.35610 | 0.00000 | 0.00000 | ||
| 24 | 2010.03.23 07:00 | close | 12 | 0.20 | 1.35311 | 0.00000 | 0.00000 | -59.94 | 10490.12 |
| 25 | 2010.03.23 08:00 | sell | 13 | 0.20 | 1.35192 | 0.00000 | 0.00000 | ||
| 26 | 2010.03.26 07:00 | close | 13 | 0.20 | 1.33491 | 0.00000 | 0.00000 | 339.40 | 10829.52 |
| 27 | 2010.03.26 09:00 | buy | 14 | 0.20 | 1.33521 | 0.00000 | 0.00000 | ||
| 28 | 2010.03.26 21:59 | close at stop | 14 | 0.20 | 1.34086 | 0.00000 | 0.00000 | 113.00 | 10942.52 |