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 | TP=145; TP2=300; SL2=40; SL=37; trigger=55; trigger2=20; TrailingStopMode=false; TrailingStop=20; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3.00 | Gross profit | 15.00 | Gross loss | -18.00 |
Profit factor | 0.83 | Expected payoff | -0.60 | ||
Absolute drawdown | 22.00 | Maximal drawdown | 22.00 (0.22%) | Relative drawdown | 0.22% (22.00) |
Total trades | 5 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 3 (33.33%) |
Profit trades (% of total) | 1 (20.00%) | Loss trades (% of total) | 4 (80.00%) | ||
Largest | profit trade | 15.00 | loss trade | -4.50 | |
Average | profit trade | 15.00 | loss trade | -4.50 | |
Maximum | consecutive wins (profit in money) | 1 (15.00) | consecutive losses (loss in money) | 4 (-18.00) | |
Maximal | consecutive profit (count of wins) | 15.00 (1) | consecutive loss (count of losses) | -18.00 (4) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.06 01:00 | buy | 1 | 0.10 | 1.48784 | 1.48739 | 1.48934 | ||
2 | 2009.11.06 01:00 | s/l | 1 | 0.10 | 1.48739 | 1.48739 | 1.48934 | -4.50 | 9995.50 |
3 | 2009.11.10 06:00 | buy | 2 | 0.10 | 1.49809 | 1.49764 | 1.49959 | ||
4 | 2009.11.10 06:08 | s/l | 2 | 0.10 | 1.49764 | 1.49764 | 1.49959 | -4.50 | 9991.00 |
5 | 2009.11.20 17:00 | sell | 3 | 0.10 | 1.48447 | 1.48492 | 1.48297 | ||
6 | 2009.11.20 17:01 | s/l | 3 | 0.10 | 1.48492 | 1.48492 | 1.48297 | -4.50 | 9986.50 |
7 | 2009.11.24 00:00 | sell | 4 | 0.10 | 1.49602 | 1.49647 | 1.49452 | ||
8 | 2009.11.24 00:07 | s/l | 4 | 0.10 | 1.49647 | 1.49647 | 1.49452 | -4.50 | 9982.00 |
9 | 2009.11.25 20:00 | buy | 5 | 0.10 | 1.50956 | 1.50911 | 1.51106 | ||
10 | 2009.11.25 20:22 | t/p | 5 | 0.10 | 1.51106 | 1.50911 | 1.51106 | 15.00 | 9997.00 |