Strategy Tester Report
Scalp_8_12
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 | Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=1.5; CheckHour_8=8; ProfitK_8=2; LossK_8=2; OffsetK_8=2; CheckHour_12=12; ProfitK_12=2; LossK_12=1.5; OffsetK_12=2.5; FilterDay=4; DoubleDay=5; UseMM=false; TradesPerDayAllowed=2; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -58.16 | Gross profit | 104.02 | Gross loss | -162.18 |
| Profit factor | 0.64 | Expected payoff | -7.27 | ||
| Absolute drawdown | 176.23 | Maximal drawdown | 265.63 (2.63%) | Relative drawdown | 2.63% (265.63) |
| Total trades | 8 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
| Largest | profit trade | 40.04 | loss trade | -93.21 | |
| Average | profit trade | 26.01 | loss trade | -40.54 | |
| Maximum | consecutive wins (profit in money) | 2 (73.67) | consecutive losses (loss in money) | 3 (-139.80) | |
| Maximal | consecutive profit (count of wins) | 73.67 (2) | consecutive loss (count of losses) | -139.80 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 14:00 | sell | 1 | 0.10 | 1.35069 | 1.36250 | 0.50000 | ||
| 2 | 2010.03.01 14:00 | sell | 2 | 0.10 | 1.35069 | 1.36660 | 0.50000 | ||
| 3 | 2010.03.02 09:00 | close | 1 | 0.10 | 1.35292 | 1.36250 | 0.50000 | -22.38 | 9977.62 |
| 4 | 2010.03.02 10:00 | close | 2 | 0.10 | 1.34870 | 1.36660 | 0.50000 | 19.82 | 9997.44 |
| 5 | 2010.03.02 20:00 | buy | 3 | 0.10 | 1.36163 | 1.34500 | 1.50000 | ||
| 6 | 2010.03.03 10:00 | close | 3 | 0.10 | 1.36269 | 1.34500 | 1.50000 | 10.53 | 10007.97 |
| 7 | 2010.03.03 18:00 | buy | 4 | 0.10 | 1.37321 | 1.35670 | 1.50000 | ||
| 8 | 2010.03.04 09:00 | close | 4 | 0.10 | 1.36391 | 1.35670 | 1.50000 | -93.21 | 9914.76 |
| 9 | 2010.03.10 17:00 | buy | 5 | 0.10 | 1.36660 | 1.35160 | 1.50000 | ||
| 10 | 2010.03.11 09:00 | close | 5 | 0.10 | 1.36339 | 1.35160 | 1.50000 | -32.31 | 9882.45 |
| 11 | 2010.03.15 17:00 | sell | 6 | 0.10 | 1.36511 | 1.37540 | 0.50000 | ||
| 12 | 2010.03.16 09:00 | close | 6 | 0.10 | 1.36653 | 1.37540 | 0.50000 | -14.28 | 9868.17 |
| 13 | 2010.03.16 16:00 | buy | 7 | 0.10 | 1.37611 | 1.36330 | 1.50000 | ||
| 14 | 2010.03.17 09:00 | close | 7 | 0.10 | 1.37948 | 1.36330 | 1.50000 | 33.63 | 9901.80 |
| 15 | 2010.03.19 15:00 | sell | 8 | 0.20 | 1.35380 | 1.36270 | 0.50000 | ||
| 16 | 2010.03.22 09:00 | close | 8 | 0.20 | 1.35179 | 1.36270 | 0.50000 | 40.04 | 9941.84 |