Strategy Tester Report
HI_Line_E_RSI_2
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 | Lots=0.1; p=23; TakeProfit=980; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 21.35 | Gross profit | 267.76 | Gross loss | -246.41 |
Profit factor | 1.09 | Expected payoff | 4.27 | ||
Absolute drawdown | 551.37 | Maximal drawdown | 726.16 (7.14%) | Relative drawdown | 7.14% (726.16) |
Total trades | 5 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
Largest | profit trade | 97.93 | loss trade | -133.69 | |
Average | profit trade | 89.25 | loss trade | -123.21 | |
Maximum | consecutive wins (profit in money) | 3 (267.76) | consecutive losses (loss in money) | 2 (-246.41) | |
Maximal | consecutive profit (count of wins) | 267.76 (3) | consecutive loss (count of losses) | -246.41 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.12 15:00 | sell | 1 | 0.10 | 1.37570 | 0.00000 | 1.36590 | ||
2 | 2010.03.15 16:20 | t/p | 1 | 0.10 | 1.36590 | 0.00000 | 1.36590 | 97.90 | 10097.90 |
3 | 2010.03.19 18:00 | buy | 2 | 0.10 | 1.35409 | 0.00000 | 1.36389 | ||
4 | 2010.03.22 03:00 | buy | 3 | 0.10 | 1.35200 | 0.00000 | 1.36180 | ||
5 | 2010.03.25 02:00 | buy | 4 | 0.10 | 1.33357 | 0.00000 | 1.34337 | ||
6 | 2010.03.25 08:00 | buy | 5 | 0.10 | 1.33203 | 0.00000 | 1.34183 | ||
7 | 2010.03.26 15:37 | t/p | 5 | 0.10 | 1.34183 | 0.00000 | 1.34183 | 97.93 | 10195.83 |
8 | 2010.03.26 21:57 | close at stop | 4 | 0.10 | 1.34077 | 0.00000 | 1.34337 | 71.93 | 10267.76 |
9 | 2010.03.26 21:57 | close at stop | 3 | 0.10 | 1.34077 | 0.00000 | 1.36180 | -112.72 | 10155.04 |
10 | 2010.03.26 21:57 | close at stop | 2 | 0.10 | 1.34077 | 0.00000 | 1.36389 | -133.69 | 10021.35 |