Strategy Tester Report
10points3
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 | TakeProfit=40; Lots=0.1; InitialStop=0; TrailingStop=20; MaxTrades=10; Pips=15; SecureProfit=10; AccountProtection=1; OrderstoProtect=3; ReverseCondition=0; EURUSDPipValue=10; GBPUSDPipValue=10; USDCHFPipValue=10; USDJPYPipValue=9.715; StartYear=2005; StartMonth=1; EndYear=2005; EndMonth=12; EndHour=22; EndMinute=30; mm=0; risk=12; AccountisNormal=0; | ||||
| Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -11639.10 | Gross profit | 52.00 | Gross loss | -11691.10 |
| Profit factor | 0.00 | Expected payoff | -775.94 | ||
| Absolute drawdown | 11639.10 | Maximal drawdown | 11701.30 (116.29%) | Relative drawdown | 116.29% (11701.30) |
| Total trades | 15 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 15 (20.00%) |
| Profit trades (% of total) | 3 (20.00%) | Loss trades (% of total) | 12 (80.00%) | ||
| Largest | profit trade | 32.00 | loss trade | -5158.40 | |
| Average | profit trade | 17.33 | loss trade | -974.26 | |
| Maximum | consecutive wins (profit in money) | 2 (20.00) | consecutive losses (loss in money) | 9 (-11662.90) | |
| Maximal | consecutive profit (count of wins) | 32.00 (1) | consecutive loss (count of losses) | -11662.90 (9) | |
| Average | consecutive wins | 2 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.03 00:00 | buy | 1 | 0.10 | 1.33313 | 0.00000 | 1.33353 | ||
| 2 | 2010.05.03 00:10 | buy | 2 | 0.20 | 1.33269 | 0.00000 | 1.33309 | ||
| 3 | 2010.05.03 00:15 | buy | 3 | 0.40 | 1.33217 | 0.00000 | 1.33257 | ||
| 4 | 2010.05.03 00:20 | buy | 4 | 0.80 | 1.33146 | 0.00000 | 1.33186 | ||
| 5 | 2010.05.03 00:27 | t/p | 4 | 0.80 | 1.33186 | 0.00000 | 1.33186 | 32.00 | 10032.00 |
| 6 | 2010.05.03 00:27 | close | 3 | 0.40 | 1.33200 | 0.00000 | 1.33257 | -6.80 | 10025.20 |
| 7 | 2010.05.03 00:27 | close | 2 | 0.20 | 1.33209 | 0.00000 | 1.33309 | -12.00 | 10013.20 |
| 8 | 2010.05.03 00:30 | close | 1 | 0.10 | 1.33219 | 0.00000 | 1.33353 | -9.40 | 10003.80 |
| 9 | 2010.05.03 00:33 | buy | 5 | 0.10 | 1.33203 | 0.00000 | 1.33243 | ||
| 10 | 2010.05.03 00:40 | buy | 6 | 0.20 | 1.33179 | 0.00000 | 1.33219 | ||
| 11 | 2010.05.03 00:46 | buy | 7 | 0.40 | 1.33146 | 0.00000 | 1.33186 | ||
| 12 | 2010.05.03 00:59 | t/p | 7 | 0.40 | 1.33186 | 0.00000 | 1.33186 | 16.00 | 10019.80 |
| 13 | 2010.05.03 00:59 | close | 6 | 0.20 | 1.33199 | 0.00000 | 1.33219 | 4.00 | 10023.80 |
| 14 | 2010.05.03 01:00 | close | 5 | 0.10 | 1.33192 | 0.00000 | 1.33243 | -1.10 | 10022.70 |
| 15 | 2010.05.03 01:03 | buy | 8 | 0.10 | 1.33239 | 0.00000 | 1.33279 | ||
| 16 | 2010.05.03 01:26 | buy | 9 | 0.20 | 1.33219 | 0.00000 | 1.33259 | ||
| 17 | 2010.05.03 01:50 | buy | 10 | 0.40 | 1.33184 | 0.00000 | 1.33224 | ||
| 18 | 2010.05.03 01:59 | buy | 11 | 0.80 | 1.33137 | 0.00000 | 1.33177 | ||
| 19 | 2010.05.03 02:02 | buy | 12 | 1.60 | 1.33113 | 0.00000 | 1.33153 | ||
| 20 | 2010.05.03 02:05 | buy | 13 | 3.20 | 1.33089 | 0.00000 | 1.33129 | ||
| 21 | 2010.05.03 02:10 | buy | 14 | 6.40 | 1.33041 | 0.00000 | 1.33081 | ||
| 22 | 2010.05.03 02:15 | buy | 15 | 12.80 | 1.32968 | 0.00000 | 1.33008 | ||
| 23 | 2010.05.03 02:46 | close at stop | 15 | 12.80 | 1.32565 | 0.00000 | 1.33008 | -5158.40 | 4864.30 |
| 24 | 2010.05.03 02:46 | close at stop | 14 | 6.40 | 1.32565 | 0.00000 | 1.33081 | -3046.40 | 1817.90 |
| 25 | 2010.05.03 02:46 | close at stop | 13 | 3.20 | 1.32565 | 0.00000 | 1.33129 | -1676.80 | 141.10 |
| 26 | 2010.05.03 02:46 | close at stop | 12 | 1.60 | 1.32565 | 0.00000 | 1.33153 | -876.80 | -735.70 |
| 27 | 2010.05.03 02:46 | close at stop | 11 | 0.80 | 1.32565 | 0.00000 | 1.33177 | -457.60 | -1193.30 |
| 28 | 2010.05.03 02:46 | close at stop | 10 | 0.40 | 1.32565 | 0.00000 | 1.33224 | -247.60 | -1440.90 |
| 29 | 2010.05.03 02:46 | close at stop | 9 | 0.20 | 1.32565 | 0.00000 | 1.33259 | -130.80 | -1571.70 |
| 30 | 2010.05.03 02:46 | close at stop | 8 | 0.10 | 1.32565 | 0.00000 | 1.33279 | -67.40 | -1639.10 |