Strategy Tester Report
038_UniversalSinglePositionTradingWithMoreStrategiesImplemented
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | _STRATEGY_TIMEFRAME_CHOICE=1; _STRATEGY_TIMEFRAME=1; _SIGNAL_COMBINATION=1; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 50.40 | Gross profit | 55.40 | Gross loss | -5.00 |
| Profit factor | 11.08 | Expected payoff | 16.80 | ||
| Absolute drawdown | 9.30 | Maximal drawdown | 26.00 (0.26%) | Relative drawdown | 0.26% (26.00) |
| Total trades | 3 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
| Largest | profit trade | 42.40 | loss trade | -5.00 | |
| Average | profit trade | 27.70 | loss trade | -5.00 | |
| Maximum | consecutive wins (profit in money) | 2 (55.40) | consecutive losses (loss in money) | 1 (-5.00) | |
| Maximal | consecutive profit (count of wins) | 55.40 (2) | consecutive loss (count of losses) | -5.00 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.12 00:00 | sell | 1 | 0.10 | 1.36259 | 1.36309 | 0.00000 | ||
| 2 | 2010.04.12 00:59 | s/l | 1 | 0.10 | 1.36309 | 1.36309 | 0.00000 | -5.00 | 9995.00 |
| 3 | 2010.04.19 00:00 | buy | 2 | 0.10 | 1.34764 | 1.34714 | 0.00000 | ||
| 4 | 2010.04.19 01:00 | close | 2 | 0.10 | 1.34894 | 1.34714 | 0.00000 | 13.00 | 10008.00 |
| 5 | 2010.04.26 00:00 | buy | 3 | 0.10 | 1.33464 | 1.33414 | 0.00000 | ||
| 6 | 2010.04.26 02:45 | close | 3 | 0.10 | 1.33888 | 1.33414 | 0.00000 | 42.40 | 10050.40 |