Strategy Tester Report
Emily_v8
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 | Note1=""TF"; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1202.78 | Gross profit | 1916.80 | Gross loss | -714.02 |
Profit factor | 2.68 | Expected payoff | 80.19 | ||
Absolute drawdown | 1412.05 | Maximal drawdown | 2681.47 (23.79%) | Relative drawdown | 23.79% (2681.47) |
Total trades | 15 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 6 (100.00%) |
Profit trades (% of total) | 12 (80.00%) | Loss trades (% of total) | 3 (20.00%) | ||
Largest | profit trade | 338.00 | loss trade | -404.64 | |
Average | profit trade | 159.73 | loss trade | -238.01 | |
Maximum | consecutive wins (profit in money) | 7 (990.00) | consecutive losses (loss in money) | 1 (-404.64) | |
Maximal | consecutive profit (count of wins) | 990.00 (7) | consecutive loss (count of losses) | -404.64 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:00 | buy | 1 | 2.50 | 1.36231 | 0.00000 | 1.36271 | ||
2 | 2010.03.01 00:15 | t/p | 1 | 2.50 | 1.36271 | 0.00000 | 1.36271 | 100.00 | 10100.00 |
3 | 2010.03.01 01:00 | buy | 2 | 2.52 | 1.36398 | 0.00000 | 1.36438 | ||
4 | 2010.03.01 01:07 | t/p | 2 | 2.52 | 1.36438 | 0.00000 | 1.36438 | 100.80 | 10200.80 |
5 | 2010.03.01 02:00 | buy | 3 | 2.55 | 1.36358 | 0.00000 | 1.36398 | ||
6 | 2010.03.01 02:07 | t/p | 3 | 2.55 | 1.36398 | 0.00000 | 1.36398 | 102.00 | 10302.80 |
7 | 2010.03.01 04:15 | sell | 4 | 2.57 | 1.36026 | 0.00000 | 1.35986 | ||
8 | 2010.03.01 05:00 | sell | 5 | 7.73 | 1.36116 | 0.00000 | 1.36076 | ||
9 | 2010.03.01 05:15 | t/p | 5 | 7.73 | 1.36076 | 0.00000 | 1.36076 | 309.20 | 10612.00 |
10 | 2010.03.01 05:15 | close | 4 | 2.57 | 1.36074 | 0.00000 | 1.35986 | -123.36 | 10488.64 |
11 | 2010.03.01 06:00 | sell | 6 | 2.62 | 1.36048 | 0.00000 | 1.36008 | ||
12 | 2010.03.01 07:00 | sell | 7 | 7.87 | 1.36160 | 0.00000 | 1.36120 | ||
13 | 2010.03.01 07:20 | t/p | 7 | 7.87 | 1.36120 | 0.00000 | 1.36120 | 314.80 | 10803.44 |
14 | 2010.03.01 07:20 | close | 6 | 2.62 | 1.36119 | 0.00000 | 1.36008 | -186.02 | 10617.42 |
15 | 2010.03.01 08:00 | sell | 8 | 2.65 | 1.35970 | 0.00000 | 1.35930 | ||
16 | 2010.03.01 08:02 | t/p | 8 | 2.65 | 1.35930 | 0.00000 | 1.35930 | 106.00 | 10723.42 |
17 | 2010.03.01 09:00 | buy | 9 | 2.68 | 1.36245 | 0.00000 | 1.36285 | ||
18 | 2010.03.01 09:02 | t/p | 9 | 2.68 | 1.36285 | 0.00000 | 1.36285 | 107.20 | 10830.62 |
19 | 2010.03.01 10:00 | buy | 10 | 2.70 | 1.36338 | 0.00000 | 1.36378 | ||
20 | 2010.03.01 10:10 | t/p | 10 | 2.70 | 1.36378 | 0.00000 | 1.36378 | 108.00 | 10938.62 |
21 | 2010.03.01 11:00 | buy | 11 | 2.73 | 1.36388 | 0.00000 | 1.36428 | ||
22 | 2010.03.01 11:02 | t/p | 11 | 2.73 | 1.36428 | 0.00000 | 1.36428 | 109.20 | 11047.82 |
23 | 2010.03.01 12:00 | sell | 12 | 2.76 | 1.35939 | 0.00000 | 1.35899 | ||
24 | 2010.03.01 12:35 | t/p | 12 | 2.76 | 1.35899 | 0.00000 | 1.35899 | 110.40 | 11158.22 |
25 | 2010.03.01 13:00 | sell | 13 | 2.78 | 1.35418 | 0.00000 | 1.35378 | ||
26 | 2010.03.01 13:15 | t/p | 13 | 2.78 | 1.35378 | 0.00000 | 1.35378 | 111.20 | 11269.42 |
27 | 2010.03.01 14:00 | sell | 14 | 2.81 | 1.35069 | 0.00000 | 1.35029 | ||
28 | 2010.03.01 15:00 | sell | 15 | 8.45 | 1.35314 | 0.00000 | 1.35274 | ||
29 | 2010.03.01 15:45 | t/p | 15 | 8.45 | 1.35274 | 0.00000 | 1.35274 | 338.00 | 11607.42 |
30 | 2010.03.01 15:45 | close | 14 | 2.81 | 1.35213 | 0.00000 | 1.35029 | -404.64 | 11202.78 |