Strategy Tester Report
038_UniversalSinglePositionTradingWithMoreStrategiesImplemented
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 | _STRATEGY_TIMEFRAME_CHOICE=1; _STRATEGY_TIMEFRAME=1; _SIGNAL_COMBINATION=1; | ||||
| Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -15.00 | Gross profit | 0.00 | Gross loss | -15.00 |
| Profit factor | 0.00 | Expected payoff | -5.00 | ||
| Absolute drawdown | 15.00 | Maximal drawdown | 139.10 (1.37%) | Relative drawdown | 1.37% (139.10) |
| Total trades | 3 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 3 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -5.00 | |
| Average | profit trade | 0.00 | loss trade | -5.00 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 3 (-15.00) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -15.00 (3) | |
| Average | consecutive wins | 0 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.10 00:00 | sell | 1 | 0.10 | 1.29329 | 1.29379 | 0.00000 | ||
| 2 | 2010.05.10 04:20 | s/l | 1 | 0.10 | 1.29379 | 1.29379 | 0.00000 | -5.00 | 9995.00 |
| 3 | 2010.05.17 00:00 | buy | 2 | 0.10 | 1.23521 | 1.23471 | 0.00000 | ||
| 4 | 2010.05.17 00:07 | s/l | 2 | 0.10 | 1.23471 | 1.23471 | 0.00000 | -5.00 | 9990.00 |
| 5 | 2010.05.24 00:00 | buy | 3 | 0.10 | 1.25476 | 1.25426 | 0.00000 | ||
| 6 | 2010.05.24 00:20 | s/l | 3 | 0.10 | 1.25426 | 1.25426 | 0.00000 | -5.00 | 9985.00 |