Strategy Tester Report
038_UniversalSinglePositionTradingWithMoreStrategiesImplemented
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 | _STRATEGY_TIMEFRAME_CHOICE=1; _STRATEGY_TIMEFRAME=1; _SIGNAL_COMBINATION=1; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2.60 | Gross profit | 12.40 | Gross loss | -15.00 |
Profit factor | 0.83 | Expected payoff | -0.65 | ||
Absolute drawdown | 10.00 | Maximal drawdown | 17.30 (0.17%) | Relative drawdown | 0.17% (17.30) |
Total trades | 4 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 3 (33.33%) |
Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
Largest | profit trade | 12.40 | loss trade | -5.00 | |
Average | profit trade | 12.40 | loss trade | -5.00 | |
Maximum | consecutive wins (profit in money) | 1 (12.40) | consecutive losses (loss in money) | 2 (-10.00) | |
Maximal | consecutive profit (count of wins) | 12.40 (1) | consecutive loss (count of losses) | -10.00 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:00 | buy | 1 | 0.10 | 1.36242 | 1.36192 | 0.00000 | ||
2 | 2010.03.01 00:02 | s/l | 1 | 0.10 | 1.36192 | 1.36192 | 0.00000 | -5.00 | 9995.00 |
3 | 2010.03.08 00:00 | sell | 2 | 0.10 | 1.36422 | 1.36472 | 0.00000 | ||
4 | 2010.03.08 00:07 | s/l | 2 | 0.10 | 1.36472 | 1.36472 | 0.00000 | -5.00 | 9990.00 |
5 | 2010.03.15 00:00 | buy | 3 | 0.10 | 1.37614 | 1.37564 | 0.00000 | ||
6 | 2010.03.15 01:00 | close | 3 | 0.10 | 1.37738 | 1.37564 | 0.00000 | 12.40 | 10002.40 |
7 | 2010.03.22 00:00 | buy | 4 | 0.10 | 1.35206 | 1.35156 | 0.00000 | ||
8 | 2010.03.22 00:50 | s/l | 4 | 0.10 | 1.35156 | 1.35156 | 0.00000 | -5.00 | 9997.40 |