Strategy Tester Report
PROphet
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 | daBUY=true; x1=9; x2=29; x3=94; x4=125; slb=68; daSELL=true; y1=61; y2=100; y3=117; y4=31; sls=72; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -23.10 | Gross profit | 14.10 | Gross loss | -37.20 |
| Profit factor | 0.38 | Expected payoff | -4.62 | ||
| Absolute drawdown | 23.10 | Maximal drawdown | 58.90 (0.59%) | Relative drawdown | 0.59% (58.90) |
| Total trades | 5 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 1 (20.00%) | Loss trades (% of total) | 4 (80.00%) | ||
| Largest | profit trade | 14.10 | loss trade | -9.30 | |
| Average | profit trade | 14.10 | loss trade | -9.30 | |
| Maximum | consecutive wins (profit in money) | 1 (14.10) | consecutive losses (loss in money) | 3 (-27.90) | |
| Maximal | consecutive profit (count of wins) | 14.10 (1) | consecutive loss (count of losses) | -27.90 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 13:00 | sell | 1 | 0.10 | 1.35418 | 1.35511 | 0.00000 | ||
| 2 | 2010.03.01 13:07 | s/l | 1 | 0.10 | 1.35511 | 1.35511 | 0.00000 | -9.30 | 9990.70 |
| 3 | 2010.03.03 12:00 | buy | 2 | 0.10 | 1.36250 | 1.36161 | 0.00000 | ||
| 4 | 2010.03.03 13:00 | modify | 2 | 0.10 | 1.36250 | 1.36391 | 0.00000 | ||
| 5 | 2010.03.03 13:15 | s/l | 2 | 0.10 | 1.36391 | 1.36391 | 0.00000 | 14.10 | 10004.80 |
| 6 | 2010.03.05 15:00 | sell | 3 | 0.10 | 1.35582 | 1.35675 | 0.00000 | ||
| 7 | 2010.03.05 15:15 | s/l | 3 | 0.10 | 1.35675 | 1.35675 | 0.00000 | -9.30 | 9995.50 |
| 8 | 2010.03.15 17:00 | sell | 4 | 0.10 | 1.36511 | 1.36604 | 0.00000 | ||
| 9 | 2010.03.15 17:20 | s/l | 4 | 0.10 | 1.36604 | 1.36604 | 0.00000 | -9.30 | 9986.20 |
| 10 | 2010.03.23 13:00 | sell | 5 | 0.10 | 1.34822 | 1.34915 | 0.00000 | ||
| 11 | 2010.03.23 13:15 | s/l | 5 | 0.10 | 1.34915 | 1.34915 | 0.00000 | -9.30 | 9976.90 |