Strategy Tester Report
Forex SKY
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 | TakeProfit=100; StopLoss=3000; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -87.73 | Gross profit | 69.69 | Gross loss | -157.42 |
| Profit factor | 0.44 | Expected payoff | -10.97 | ||
| Absolute drawdown | 228.26 | Maximal drawdown | 302.18 (3.00%) | Relative drawdown | 3.00% (302.18) |
| Total trades | 8 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 7 (87.50%) | Loss trades (% of total) | 1 (12.50%) | ||
| Largest | profit trade | 10.00 | loss trade | -157.42 | |
| Average | profit trade | 9.96 | loss trade | -157.42 | |
| Maximum | consecutive wins (profit in money) | 7 (69.69) | consecutive losses (loss in money) | 1 (-157.42) | |
| Maximal | consecutive profit (count of wins) | 69.69 (7) | consecutive loss (count of losses) | -157.42 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 13:20 | sell | 1 | 0.10 | 1.35099 | 1.38099 | 1.34999 | ||
| 2 | 2010.03.01 16:15 | t/p | 1 | 0.10 | 1.34999 | 1.38099 | 1.34999 | 10.00 | 10010.00 |
| 3 | 2010.03.02 18:05 | buy | 2 | 0.10 | 1.35654 | 1.32654 | 1.35754 | ||
| 4 | 2010.03.02 18:15 | t/p | 2 | 0.10 | 1.35754 | 1.32654 | 1.35754 | 10.00 | 10020.00 |
| 5 | 2010.03.03 23:00 | sell | 3 | 0.10 | 1.36953 | 1.39953 | 1.36853 | ||
| 6 | 2010.03.04 04:15 | t/p | 3 | 0.10 | 1.36853 | 1.39953 | 1.36853 | 9.76 | 10029.76 |
| 7 | 2010.03.05 22:00 | buy | 4 | 0.10 | 1.36204 | 1.33204 | 1.36304 | ||
| 8 | 2010.03.08 00:00 | t/p | 4 | 0.10 | 1.36304 | 1.33204 | 1.36304 | 9.93 | 10039.69 |
| 9 | 2010.03.08 00:00 | buy | 5 | 0.10 | 1.36426 | 1.33426 | 1.36526 | ||
| 10 | 2010.03.08 01:10 | t/p | 5 | 0.10 | 1.36526 | 1.33426 | 1.36526 | 10.00 | 10049.69 |
| 11 | 2010.03.10 15:00 | buy | 6 | 0.10 | 1.36158 | 1.33158 | 1.36258 | ||
| 12 | 2010.03.10 15:20 | t/p | 6 | 0.10 | 1.36258 | 1.33158 | 1.36258 | 10.00 | 10059.69 |
| 13 | 2010.03.16 14:00 | buy | 7 | 0.10 | 1.37184 | 1.34184 | 1.37284 | ||
| 14 | 2010.03.16 14:15 | t/p | 7 | 0.10 | 1.37284 | 1.34184 | 1.37284 | 10.00 | 10069.69 |
| 15 | 2010.03.22 22:45 | buy | 8 | 0.10 | 1.35647 | 1.32647 | 1.35747 | ||
| 16 | 2010.03.26 21:57 | close at stop | 8 | 0.10 | 1.34077 | 1.32647 | 1.35747 | -157.42 | 9912.27 |