Strategy Tester Report
10pips-a-day
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.05.03 00:00 - 2010.05.31 00:00 (2010.05.01 - 2010.05.31) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.2; Slippage=10; UseStopLoss=false; StopLoss=50000; UseTakeProfit=false; TakeProfit=50000; UseTrailingStop=false; TrailingStop=30; | ||||
| Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -546.60 | Gross profit | 1860.46 | Gross loss | -2407.06 |
| Profit factor | 0.77 | Expected payoff | -22.78 | ||
| Absolute drawdown | 670.00 | Maximal drawdown | 1971.70 (17.45%) | Relative drawdown | 17.45% (1971.70) |
| Total trades | 24 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 12 (8.33%) |
| Profit trades (% of total) | 7 (29.17%) | Loss trades (% of total) | 17 (70.83%) | ||
| Largest | profit trade | 872.96 | loss trade | -565.34 | |
| Average | profit trade | 265.78 | loss trade | -141.59 | |
| Maximum | consecutive wins (profit in money) | 2 (67.20) | consecutive losses (loss in money) | 7 (-640.86) | |
| Maximal | consecutive profit (count of wins) | 872.96 (1) | consecutive loss (count of losses) | -644.94 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.03 01:00 | buy | 1 | 0.20 | 1.33197 | 0.00000 | 0.00000 | ||
| 2 | 2010.05.03 03:00 | close | 1 | 0.20 | 1.32630 | 0.00000 | 0.00000 | -113.40 | 9886.60 |
| 3 | 2010.05.03 04:00 | sell | 2 | 0.20 | 1.32242 | 0.00000 | 0.00000 | ||
| 4 | 2010.05.07 13:00 | close | 2 | 0.20 | 1.27867 | 0.00000 | 0.00000 | 872.96 | 10759.56 |
| 5 | 2010.05.07 17:00 | sell | 3 | 0.20 | 1.26509 | 0.00000 | 0.00000 | ||
| 6 | 2010.05.10 00:00 | close | 3 | 0.20 | 1.29334 | 0.00000 | 0.00000 | -565.34 | 10194.22 |
| 7 | 2010.05.10 01:00 | buy | 4 | 0.20 | 1.28774 | 0.00000 | 0.00000 | ||
| 8 | 2010.05.10 17:00 | close | 4 | 0.20 | 1.28376 | 0.00000 | 0.00000 | -79.60 | 10114.62 |
| 9 | 2010.05.10 19:00 | sell | 5 | 0.20 | 1.28098 | 0.00000 | 0.00000 | ||
| 10 | 2010.05.12 11:00 | close | 5 | 0.20 | 1.27228 | 0.00000 | 0.00000 | 173.32 | 10287.94 |
| 11 | 2010.05.12 18:00 | sell | 6 | 0.20 | 1.26411 | 0.00000 | 0.00000 | ||
| 12 | 2010.05.13 08:00 | close | 6 | 0.20 | 1.26716 | 0.00000 | 0.00000 | -62.02 | 10225.92 |
| 13 | 2010.05.13 09:00 | buy | 7 | 0.20 | 1.26722 | 0.00000 | 0.00000 | ||
| 14 | 2010.05.13 11:00 | close | 7 | 0.20 | 1.25804 | 0.00000 | 0.00000 | -183.60 | 10042.32 |
| 15 | 2010.05.13 12:00 | sell | 8 | 0.20 | 1.25892 | 0.00000 | 0.00000 | ||
| 16 | 2010.05.17 23:00 | close | 8 | 0.20 | 1.23951 | 0.00000 | 0.00000 | 387.52 | 10429.84 |
| 17 | 2010.05.18 00:00 | buy | 9 | 0.20 | 1.23998 | 0.00000 | 0.00000 | ||
| 18 | 2010.05.18 05:00 | close | 9 | 0.20 | 1.23210 | 0.00000 | 0.00000 | -157.60 | 10272.24 |
| 19 | 2010.05.18 06:00 | sell | 10 | 0.20 | 1.23344 | 0.00000 | 0.00000 | ||
| 20 | 2010.05.18 09:00 | close | 10 | 0.20 | 1.23854 | 0.00000 | 0.00000 | -102.00 | 10170.24 |
| 21 | 2010.05.18 10:00 | buy | 11 | 0.20 | 1.23862 | 0.00000 | 0.00000 | ||
| 22 | 2010.05.18 18:00 | close | 11 | 0.20 | 1.23570 | 0.00000 | 0.00000 | -58.40 | 10111.84 |
| 23 | 2010.05.18 19:00 | sell | 12 | 0.20 | 1.23344 | 0.00000 | 0.00000 | ||
| 24 | 2010.05.19 15:00 | close | 12 | 0.20 | 1.23142 | 0.00000 | 0.00000 | 40.06 | 10151.90 |
| 25 | 2010.05.19 16:00 | buy | 13 | 0.20 | 1.23203 | 0.00000 | 0.00000 | ||
| 26 | 2010.05.20 13:00 | close | 13 | 0.20 | 1.23342 | 0.00000 | 0.00000 | 27.14 | 10179.04 |
| 27 | 2010.05.20 17:00 | sell | 14 | 0.20 | 1.23336 | 0.00000 | 0.00000 | ||
| 28 | 2010.05.20 20:00 | close | 14 | 0.20 | 1.24925 | 0.00000 | 0.00000 | -317.80 | 9861.24 |
| 29 | 2010.05.20 21:00 | buy | 15 | 0.20 | 1.25643 | 0.00000 | 0.00000 | ||
| 30 | 2010.05.24 06:00 | close | 15 | 0.20 | 1.25013 | 0.00000 | 0.00000 | -126.44 | 9734.80 |
| 31 | 2010.05.24 08:00 | sell | 16 | 0.20 | 1.24945 | 0.00000 | 0.00000 | ||
| 32 | 2010.05.25 22:00 | close | 16 | 0.20 | 1.23338 | 0.00000 | 0.00000 | 321.06 | 10055.86 |
| 33 | 2010.05.25 23:00 | buy | 17 | 0.20 | 1.23453 | 0.00000 | 0.00000 | ||
| 34 | 2010.05.26 06:00 | close | 17 | 0.20 | 1.22955 | 0.00000 | 0.00000 | -99.82 | 9956.04 |
| 35 | 2010.05.26 07:00 | sell | 18 | 0.20 | 1.23019 | 0.00000 | 0.00000 | ||
| 36 | 2010.05.26 11:00 | close | 18 | 0.20 | 1.23343 | 0.00000 | 0.00000 | -64.80 | 9891.24 |
| 37 | 2010.05.26 12:00 | buy | 19 | 0.20 | 1.23196 | 0.00000 | 0.00000 | ||
| 38 | 2010.05.26 15:00 | close | 19 | 0.20 | 1.22620 | 0.00000 | 0.00000 | -115.20 | 9776.04 |
| 39 | 2010.05.26 16:00 | sell | 20 | 0.20 | 1.22698 | 0.00000 | 0.00000 | ||
| 40 | 2010.05.27 07:00 | close | 20 | 0.20 | 1.22730 | 0.00000 | 0.00000 | -7.42 | 9768.62 |
| 41 | 2010.05.27 08:00 | buy | 21 | 0.20 | 1.22856 | 0.00000 | 0.00000 | ||
| 42 | 2010.05.27 16:00 | close | 21 | 0.20 | 1.22102 | 0.00000 | 0.00000 | -150.80 | 9617.82 |
| 43 | 2010.05.27 18:00 | buy | 22 | 0.20 | 1.23684 | 0.00000 | 0.00000 | ||
| 44 | 2010.05.28 05:00 | close | 22 | 0.20 | 1.22915 | 0.00000 | 0.00000 | -154.02 | 9463.80 |
| 45 | 2010.05.28 09:00 | buy | 23 | 0.20 | 1.23499 | 0.00000 | 0.00000 | ||
| 46 | 2010.05.28 19:00 | close | 23 | 0.20 | 1.23255 | 0.00000 | 0.00000 | -48.80 | 9415.00 |
| 47 | 2010.05.28 20:00 | sell | 24 | 0.20 | 1.22898 | 0.00000 | 0.00000 | ||
| 48 | 2010.05.28 22:59 | close at stop | 24 | 0.20 | 1.22706 | 0.00000 | 0.00000 | 38.40 | 9453.40 |