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 | Lots=0.1; Profit=100; Stop=0; Slippage=5; Symb="*"; StartTime="00:05"; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 155.66 | Gross profit | 179.96 | Gross loss | -24.30 |
Profit factor | 7.41 | Expected payoff | 8.19 | ||
Absolute drawdown | 40.40 | Maximal drawdown | 192.13 (1.89%) | Relative drawdown | 1.89% (192.13) |
Total trades | 19 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 10 (90.00%) |
Profit trades (% of total) | 18 (94.74%) | Loss trades (% of total) | 1 (5.26%) | ||
Largest | profit trade | 10.00 | loss trade | -24.30 | |
Average | profit trade | 10.00 | loss trade | -24.30 | |
Maximum | consecutive wins (profit in money) | 18 (179.96) | consecutive losses (loss in money) | 1 (-24.30) | |
Maximal | consecutive profit (count of wins) | 179.96 (18) | consecutive loss (count of losses) | -24.30 (1) | |
Average | consecutive wins | 18 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 00:05 | buy | 1 | 0.10 | 1.47429 | 0.00000 | 1.47529 | ||
2 | 2009.11.02 04:14 | t/p | 1 | 0.10 | 1.47529 | 0.00000 | 1.47529 | 10.00 | 10010.00 |
3 | 2009.11.04 00:05 | buy | 2 | 0.10 | 1.47173 | 0.00000 | 1.47273 | ||
4 | 2009.11.04 00:35 | t/p | 2 | 0.10 | 1.47273 | 0.00000 | 1.47273 | 10.00 | 10020.00 |
5 | 2009.11.05 00:05 | sell | 3 | 0.10 | 1.48709 | 0.00000 | 1.48609 | ||
6 | 2009.11.05 00:50 | t/p | 3 | 0.10 | 1.48609 | 0.00000 | 1.48609 | 10.00 | 10030.00 |
7 | 2009.11.06 00:05 | buy | 4 | 0.10 | 1.48690 | 0.00000 | 1.48790 | ||
8 | 2009.11.06 00:44 | t/p | 4 | 0.10 | 1.48790 | 0.00000 | 1.48790 | 10.00 | 10040.00 |
9 | 2009.11.09 00:05 | buy | 5 | 0.10 | 1.48746 | 0.00000 | 1.48846 | ||
10 | 2009.11.09 01:35 | t/p | 5 | 0.10 | 1.48846 | 0.00000 | 1.48846 | 10.00 | 10050.00 |
11 | 2009.11.10 00:05 | sell | 6 | 0.10 | 1.49989 | 0.00000 | 1.49889 | ||
12 | 2009.11.10 01:43 | t/p | 6 | 0.10 | 1.49889 | 0.00000 | 1.49889 | 10.00 | 10060.00 |
13 | 2009.11.11 00:05 | buy | 7 | 0.10 | 1.49871 | 0.00000 | 1.49971 | ||
14 | 2009.11.11 01:00 | t/p | 7 | 0.10 | 1.49971 | 0.00000 | 1.49971 | 10.00 | 10070.00 |
15 | 2009.11.12 00:05 | sell | 8 | 0.10 | 1.49850 | 0.00000 | 1.49750 | ||
16 | 2009.11.12 08:50 | t/p | 8 | 0.10 | 1.49750 | 0.00000 | 1.49750 | 10.00 | 10080.00 |
17 | 2009.11.13 00:05 | buy | 9 | 0.10 | 1.48495 | 0.00000 | 1.48595 | ||
18 | 2009.11.13 01:04 | t/p | 9 | 0.10 | 1.48595 | 0.00000 | 1.48595 | 10.00 | 10090.00 |
19 | 2009.11.16 00:05 | sell | 10 | 0.10 | 1.49254 | 0.00000 | 1.49154 | ||
20 | 2009.11.16 18:17 | t/p | 10 | 0.10 | 1.49154 | 0.00000 | 1.49154 | 10.00 | 10100.00 |
21 | 2009.11.17 00:05 | sell | 11 | 0.10 | 1.49682 | 0.00000 | 1.49582 | ||
22 | 2009.11.17 03:27 | t/p | 11 | 0.10 | 1.49582 | 0.00000 | 1.49582 | 10.00 | 10110.00 |
23 | 2009.11.18 00:05 | buy | 12 | 0.10 | 1.48688 | 0.00000 | 1.48788 | ||
24 | 2009.11.18 01:18 | t/p | 12 | 0.10 | 1.48788 | 0.00000 | 1.48788 | 10.00 | 10120.00 |
25 | 2009.11.19 00:05 | sell | 13 | 0.10 | 1.49614 | 0.00000 | 1.49514 | ||
26 | 2009.11.19 00:39 | t/p | 13 | 0.10 | 1.49514 | 0.00000 | 1.49514 | 10.00 | 10130.00 |
27 | 2009.11.20 00:05 | buy | 14 | 0.10 | 1.49166 | 0.00000 | 1.49266 | ||
28 | 2009.11.20 01:11 | t/p | 14 | 0.10 | 1.49266 | 0.00000 | 1.49266 | 10.00 | 10140.00 |
29 | 2009.11.23 00:05 | buy | 15 | 0.10 | 1.48546 | 0.00000 | 1.48646 | ||
30 | 2009.11.23 00:16 | t/p | 15 | 0.10 | 1.48646 | 0.00000 | 1.48646 | 10.00 | 10150.00 |
31 | 2009.11.24 00:05 | sell | 16 | 0.10 | 1.49611 | 0.00000 | 1.49511 | ||
32 | 2009.11.24 01:07 | t/p | 16 | 0.10 | 1.49511 | 0.00000 | 1.49511 | 10.00 | 10160.00 |
33 | 2009.11.25 00:05 | sell | 17 | 0.10 | 1.49652 | 0.00000 | 1.49552 | ||
34 | 2009.11.26 00:05 | sell | 18 | 0.10 | 1.51369 | 0.00000 | 1.51269 | ||
35 | 2009.11.26 00:43 | t/p | 18 | 0.10 | 1.51269 | 0.00000 | 1.51269 | 10.00 | 10170.00 |
36 | 2009.11.27 00:05 | buy | 19 | 0.10 | 1.50096 | 0.00000 | 1.50196 | ||
37 | 2009.11.27 00:41 | t/p | 17 | 0.10 | 1.49552 | 0.00000 | 1.49552 | 9.96 | 10179.96 |
38 | 2009.11.27 22:59 | close at stop | 19 | 0.10 | 1.49853 | 0.00000 | 1.50196 | -24.30 | 10155.66 |