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 | S1a="---------------- Settings"; Shift1=1; Shift2=2; S1b="---------------- Settings"; SignalTimeFrame=15; RSIPeriod1=9; b01="Buy when between these and rising"; RSIBuyLevel1=50; RSIBuyLevel1a=70; s01="Sell when between these and decreasing"; RSISellLevel1=50; RSISellLevel1a=30; S2b="---------------- 2nD Settings"; S2c="---------Show the trend"; RSIPeriod2=9; S2d="If Under-Over allow to trade"; RSIBuyLevel2=30; RSISellLevel2=70; MainTimeFrame=240; S2e="If Under-Over allow to trade"; MACDFast2=12; MACDSlow2=26; MACDSMA2=9; MACDBuyLevel2=0; MACDSellLevel2=0; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; ReverseSystem=false; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 379.27 | Gross profit | 395.25 | Gross loss | -15.98 |
Profit factor | 24.73 | Expected payoff | 94.82 | ||
Absolute drawdown | 211.34 | Maximal drawdown | 322.20 (3.01%) | Relative drawdown | 3.01% (322.20) |
Total trades | 4 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
Largest | profit trade | 190.40 | loss trade | -15.98 | |
Average | profit trade | 131.75 | loss trade | -15.98 | |
Maximum | consecutive wins (profit in money) | 3 (395.25) | consecutive losses (loss in money) | 1 (-15.98) | |
Maximal | consecutive profit (count of wins) | 395.25 (3) | consecutive loss (count of losses) | -15.98 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.05 02:00 | sell | 1 | 0.10 | 1.48382 | 0.00000 | 0.00000 | ||
2 | 2009.11.13 00:30 | close | 1 | 0.10 | 1.48541 | 0.00000 | 0.00000 | -15.98 | 9984.02 |
3 | 2009.11.13 02:00 | buy | 2 | 0.10 | 1.48656 | 0.00000 | 0.00000 | ||
4 | 2009.11.25 16:30 | close | 2 | 0.10 | 1.50561 | 0.00000 | 0.00000 | 190.40 | 10174.42 |
5 | 2009.11.25 17:00 | sell | 3 | 0.10 | 1.50533 | 0.00000 | 0.00000 | ||
6 | 2009.11.26 02:00 | sell | 4 | 0.10 | 1.51254 | 0.00000 | 0.00000 | ||
7 | 2009.11.27 22:59 | close at stop | 4 | 0.10 | 1.49869 | 0.00000 | 0.00000 | 138.49 | 10312.91 |
8 | 2009.11.27 22:59 | close at stop | 3 | 0.10 | 1.49869 | 0.00000 | 0.00000 | 66.36 | 10379.27 |