Strategy Tester Report
Scalp_8_12
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 | 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 | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 444.14 | Gross profit | 458.66 | Gross loss | -14.52 |
Profit factor | 31.59 | Expected payoff | 88.83 | ||
Absolute drawdown | 10.60 | Maximal drawdown | 157.70 (1.55%) | Relative drawdown | 1.55% (157.70) |
Total trades | 5 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
Largest | profit trade | 245.36 | loss trade | -14.52 | |
Average | profit trade | 114.67 | loss trade | -14.52 | |
Maximum | consecutive wins (profit in money) | 3 (379.60) | consecutive losses (loss in money) | 1 (-14.52) | |
Maximal | consecutive profit (count of wins) | 379.60 (3) | consecutive loss (count of losses) | -14.52 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.04 14:00 | sell | 1 | 0.10 | 1.30951 | 1.32040 | 0.50000 | ||
2 | 2010.05.04 20:00 | close | 1 | 0.10 | 1.30237 | 1.32040 | 0.50000 | 71.40 | 10071.40 |
3 | 2010.05.05 15:00 | sell | 2 | 0.10 | 1.28599 | 1.30110 | 0.50000 | ||
4 | 2010.05.06 10:00 | close | 2 | 0.10 | 1.27967 | 1.30110 | 0.50000 | 62.84 | 10134.24 |
5 | 2010.05.14 18:00 | sell | 3 | 0.20 | 1.23907 | 1.25580 | 0.50000 | ||
6 | 2010.05.17 06:00 | close | 3 | 0.20 | 1.22679 | 1.25580 | 0.50000 | 245.36 | 10379.60 |
7 | 2010.05.18 21:00 | sell | 4 | 0.10 | 1.22033 | 1.24600 | 0.50000 | ||
8 | 2010.05.19 09:00 | close | 4 | 0.10 | 1.22177 | 1.24600 | 0.50000 | -14.52 | 10365.08 |
9 | 2010.05.19 17:00 | buy | 5 | 0.10 | 1.23390 | 1.20770 | 1.50000 | ||
10 | 2010.05.20 09:00 | close | 5 | 0.10 | 1.24183 | 1.20770 | 1.50000 | 79.06 | 10444.14 |