Strategy Tester Report
Scalp_8_12
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 | 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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 816.50 | Gross profit | 830.02 | Gross loss | -13.52 |
| Profit factor | 61.39 | Expected payoff | 136.08 | ||
| Absolute drawdown | 203.92 | Maximal drawdown | 252.72 (2.51%) | Relative drawdown | 2.51% (252.72) |
| Total trades | 6 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
| Largest | profit trade | 378.24 | loss trade | -12.56 | |
| Average | profit trade | 207.51 | loss trade | -6.76 | |
| Maximum | consecutive wins (profit in money) | 2 (704.88) | consecutive losses (loss in money) | 1 (-12.56) | |
| Maximal | consecutive profit (count of wins) | 704.88 (2) | consecutive loss (count of losses) | -12.56 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.02 16:00 | sell | 1 | 0.20 | 1.34879 | 1.35850 | 0.50000 | ||
| 2 | 2010.04.02 16:00 | sell | 2 | 0.20 | 1.34879 | 1.36160 | 0.50000 | ||
| 3 | 2010.04.05 09:00 | close | 1 | 0.20 | 1.34649 | 1.35850 | 0.50000 | 45.84 | 10045.84 |
| 4 | 2010.04.05 11:00 | close | 2 | 0.20 | 1.34883 | 1.36160 | 0.50000 | -0.96 | 10044.88 |
| 5 | 2010.04.09 18:00 | buy | 3 | 0.20 | 1.34678 | 1.33790 | 1.50000 | ||
| 6 | 2010.04.09 18:00 | buy | 4 | 0.20 | 1.34678 | 1.33540 | 1.50000 | ||
| 7 | 2010.04.12 01:00 | close | 3 | 0.20 | 1.36312 | 1.33790 | 1.50000 | 326.64 | 10371.52 |
| 8 | 2010.04.12 02:00 | close | 4 | 0.20 | 1.36570 | 1.33540 | 1.50000 | 378.24 | 10749.76 |
| 9 | 2010.04.23 19:00 | buy | 5 | 0.20 | 1.33683 | 1.32600 | 1.50000 | ||
| 10 | 2010.04.26 10:00 | close | 5 | 0.20 | 1.33621 | 1.32600 | 1.50000 | -12.56 | 10737.20 |
| 11 | 2010.04.27 14:00 | sell | 6 | 0.10 | 1.32872 | 1.33830 | 0.50000 | ||
| 12 | 2010.04.27 21:00 | close | 6 | 0.10 | 1.32079 | 1.33830 | 0.50000 | 79.30 | 10816.50 |