Strategy Tester Report
Emily_v1
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 | MaxTrades=20; Pips=20; TakeProfit=240; TrailingStop=220; InitialStop=810; Note1=""TF"; MACDTimeFrame=0; | ||||
| Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9128.37 | Gross profit | 1050.47 | Gross loss | -10178.84 |
| Profit factor | 0.10 | Expected payoff | -608.56 | ||
| Absolute drawdown | 9128.37 | Maximal drawdown | 9823.25 (91.85%) | Relative drawdown | 91.85% (9823.25) |
| Total trades | 15 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 15 (40.00%) |
| Profit trades (% of total) | 6 (40.00%) | Loss trades (% of total) | 9 (60.00%) | ||
| Largest | profit trade | 463.32 | loss trade | -3724.38 | |
| Average | profit trade | 175.08 | loss trade | -1130.98 | |
| Maximum | consecutive wins (profit in money) | 2 (543.40) | consecutive losses (loss in money) | 5 (-9857.70) | |
| Maximal | consecutive profit (count of wins) | 543.40 (2) | consecutive loss (count of losses) | -9857.70 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.03 00:00 | buy | 1 | 2.50 | 1.33312 | 1.32502 | 1.33552 | ||
| 2 | 2010.05.03 00:07 | close | 1 | 2.50 | 1.33323 | 1.32502 | 1.33552 | 27.50 | 10027.50 |
| 3 | 2010.05.03 00:10 | buy | 2 | 2.50 | 1.33268 | 1.32458 | 1.33508 | ||
| 4 | 2010.05.03 00:15 | buy | 3 | 3.76 | 1.33216 | 1.32406 | 1.33456 | ||
| 5 | 2010.05.03 00:20 | buy | 4 | 5.64 | 1.33145 | 1.32335 | 1.33385 | ||
| 6 | 2010.05.03 00:27 | close | 4 | 5.64 | 1.33200 | 1.32335 | 1.33385 | 310.20 | 10337.70 |
| 7 | 2010.05.03 00:27 | close | 3 | 3.76 | 1.33209 | 1.32406 | 1.33456 | -26.32 | 10311.38 |
| 8 | 2010.05.03 00:27 | close | 2 | 2.50 | 1.33209 | 1.32458 | 1.33508 | -147.50 | 10163.88 |
| 9 | 2010.05.03 00:30 | buy | 5 | 2.54 | 1.33235 | 1.32425 | 1.33475 | ||
| 10 | 2010.05.03 00:33 | buy | 6 | 3.81 | 1.33202 | 1.32392 | 1.33442 | ||
| 11 | 2010.05.03 00:40 | buy | 7 | 5.72 | 1.33178 | 1.32368 | 1.33418 | ||
| 12 | 2010.05.03 00:46 | buy | 8 | 8.58 | 1.33145 | 1.32335 | 1.33385 | ||
| 13 | 2010.05.03 00:59 | close | 8 | 8.58 | 1.33199 | 1.32335 | 1.33385 | 463.32 | 10627.20 |
| 14 | 2010.05.03 01:00 | close | 7 | 5.72 | 1.33192 | 1.32368 | 1.33418 | 80.08 | 10707.28 |
| 15 | 2010.05.03 01:00 | close | 6 | 3.81 | 1.33192 | 1.32392 | 1.33442 | -38.10 | 10669.18 |
| 16 | 2010.05.03 01:00 | close | 5 | 2.54 | 1.33192 | 1.32425 | 1.33475 | -109.22 | 10559.96 |
| 17 | 2010.05.03 01:03 | buy | 9 | 2.63 | 1.33238 | 1.32428 | 1.33478 | ||
| 18 | 2010.05.03 01:16 | close | 9 | 2.63 | 1.33257 | 1.32428 | 1.33478 | 49.97 | 10609.93 |
| 19 | 2010.05.03 01:20 | buy | 10 | 2.65 | 1.33261 | 1.32451 | 1.33501 | ||
| 20 | 2010.05.03 01:26 | buy | 11 | 3.98 | 1.33218 | 1.32408 | 1.33458 | ||
| 21 | 2010.05.03 01:40 | close | 11 | 3.98 | 1.33248 | 1.32408 | 1.33458 | 119.40 | 10729.33 |
| 22 | 2010.05.03 01:43 | close | 10 | 2.65 | 1.33201 | 1.32451 | 1.33501 | -159.00 | 10570.33 |
| 23 | 2010.05.03 01:46 | buy | 12 | 2.64 | 1.33229 | 1.32419 | 1.33469 | ||
| 24 | 2010.05.03 01:50 | buy | 13 | 3.96 | 1.33183 | 1.32373 | 1.33423 | ||
| 25 | 2010.05.03 01:59 | buy | 14 | 5.94 | 1.33136 | 1.32326 | 1.33376 | ||
| 26 | 2010.05.03 02:02 | buy | 15 | 8.91 | 1.33112 | 1.32302 | 1.33352 | ||
| 27 | 2010.05.03 02:40 | close at stop | 15 | 8.91 | 1.32694 | 1.32302 | 1.33352 | -3724.38 | 6845.95 |
| 28 | 2010.05.03 02:40 | close at stop | 14 | 5.94 | 1.32694 | 1.32326 | 1.33376 | -2625.48 | 4220.47 |
| 29 | 2010.05.03 02:40 | close at stop | 13 | 3.96 | 1.32694 | 1.32373 | 1.33423 | -1936.44 | 2284.03 |
| 30 | 2010.05.03 02:40 | close at stop | 12 | 2.64 | 1.32694 | 1.32419 | 1.33469 | -1412.40 | 871.63 |