Strategy Tester Report
PROphet
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 | 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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -34.90 | Gross profit | 0.00 | Gross loss | -34.90 |
Profit factor | 0.00 | Expected payoff | -6.98 | ||
Absolute drawdown | 34.90 | Maximal drawdown | 43.70 (0.44%) | Relative drawdown | 0.44% (43.70) |
Total trades | 5 | Short positions (won %) | 5 (0.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 5 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -7.90 | |
Average | profit trade | 0.00 | loss trade | -6.98 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 5 (-34.90) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -34.90 (5) | |
Average | consecutive wins | 0 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.02 17:00 | sell | 1 | 0.10 | 1.34844 | 1.34923 | 0.00000 | ||
2 | 2010.04.02 19:00 | close | 1 | 0.10 | 1.34877 | 1.34923 | 0.00000 | -3.30 | 9996.70 |
3 | 2010.04.12 10:00 | sell | 2 | 0.10 | 1.36043 | 1.36122 | 0.00000 | ||
4 | 2010.04.12 10:15 | s/l | 2 | 0.10 | 1.36122 | 1.36122 | 0.00000 | -7.90 | 9988.80 |
5 | 2010.04.15 11:00 | sell | 3 | 0.10 | 1.35684 | 1.35763 | 0.00000 | ||
6 | 2010.04.15 11:07 | s/l | 3 | 0.10 | 1.35763 | 1.35763 | 0.00000 | -7.90 | 9980.90 |
7 | 2010.04.21 14:00 | sell | 4 | 0.10 | 1.33752 | 1.33831 | 0.00000 | ||
8 | 2010.04.21 14:45 | s/l | 4 | 0.10 | 1.33831 | 1.33831 | 0.00000 | -7.90 | 9973.00 |
9 | 2010.04.26 12:00 | sell | 5 | 0.10 | 1.33050 | 1.33129 | 0.00000 | ||
10 | 2010.04.26 12:15 | s/l | 5 | 0.10 | 1.33129 | 1.33129 | 0.00000 | -7.90 | 9965.10 |