Strategy Tester Report
DayImpulse
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 | lots=0.4; takeprofit=200; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 34.48 | Gross profit | 1040.40 | Gross loss | -1005.92 |
Profit factor | 1.03 | Expected payoff | 2.65 | ||
Absolute drawdown | 212.50 | Maximal drawdown | 253.70 (2.53%) | Relative drawdown | 2.53% (253.70) |
Total trades | 13 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 1 (0.00%) |
Profit trades (% of total) | 12 (92.31%) | Loss trades (% of total) | 1 (7.69%) | ||
Largest | profit trade | 1040.40 | loss trade | -1005.92 | |
Average | profit trade | 86.70 | loss trade | -1005.92 | |
Maximum | consecutive wins (profit in money) | 12 (1040.40) | consecutive losses (loss in money) | 1 (-1005.92) | |
Maximal | consecutive profit (count of wins) | 1040.40 (12) | consecutive loss (count of losses) | -1005.92 (1) | |
Average | consecutive wins | 12 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.21 07:00 | buy | 1 | 0.40 | 1.26297 | 0.00000 | 1.26497 | ||
2 | 2010.05.21 08:10 | sell | 2 | 0.50 | 1.25797 | 0.00000 | 0.00000 | ||
3 | 2010.05.21 08:10 | modify | 1 | 0.40 | 1.26297 | 0.00000 | 0.00000 | ||
4 | 2010.05.21 08:16 | modify | 2 | 0.50 | 1.25797 | 1.25797 | 0.00000 | ||
5 | 2010.05.21 08:26 | s/l | 2 | 0.50 | 1.25797 | 1.25797 | 0.00000 | 0.00 | 10000.00 |
6 | 2010.05.21 08:26 | sell | 3 | 0.50 | 1.25797 | 0.00000 | 0.00000 | ||
7 | 2010.05.21 08:26 | modify | 3 | 0.50 | 1.25797 | 1.25797 | 0.00000 | ||
8 | 2010.05.21 08:37 | s/l | 3 | 0.50 | 1.25797 | 1.25797 | 0.00000 | 0.00 | 10000.00 |
9 | 2010.05.21 08:37 | sell | 4 | 0.50 | 1.25822 | 0.00000 | 0.00000 | ||
10 | 2010.05.21 08:40 | modify | 4 | 0.50 | 1.25822 | 1.25822 | 0.00000 | ||
11 | 2010.05.21 15:50 | s/l | 4 | 0.50 | 1.25822 | 1.25822 | 0.00000 | 0.00 | 10000.00 |
12 | 2010.05.21 15:50 | sell | 5 | 0.50 | 1.25819 | 0.00000 | 0.00000 | ||
13 | 2010.05.21 15:52 | modify | 5 | 0.50 | 1.25819 | 1.25819 | 0.00000 | ||
14 | 2010.05.21 16:02 | s/l | 5 | 0.50 | 1.25819 | 1.25819 | 0.00000 | 0.00 | 10000.00 |
15 | 2010.05.21 16:02 | sell | 6 | 0.50 | 1.25830 | 0.00000 | 0.00000 | ||
16 | 2010.05.21 16:05 | modify | 6 | 0.50 | 1.25830 | 1.25830 | 0.00000 | ||
17 | 2010.05.21 16:07 | s/l | 6 | 0.50 | 1.25830 | 1.25830 | 0.00000 | 0.00 | 10000.00 |
18 | 2010.05.21 16:07 | sell | 7 | 0.50 | 1.25870 | 0.00000 | 0.00000 | ||
19 | 2010.05.21 16:10 | modify | 7 | 0.50 | 1.25870 | 1.25870 | 0.00000 | ||
20 | 2010.05.21 18:15 | s/l | 7 | 0.50 | 1.25870 | 1.25870 | 0.00000 | 0.00 | 10000.00 |
21 | 2010.05.21 18:15 | sell | 8 | 0.50 | 1.25858 | 0.00000 | 0.00000 | ||
22 | 2010.05.21 18:27 | modify | 8 | 0.50 | 1.25858 | 1.25858 | 0.00000 | ||
23 | 2010.05.21 19:45 | s/l | 8 | 0.50 | 1.25858 | 1.25858 | 0.00000 | 0.00 | 10000.00 |
24 | 2010.05.21 19:45 | sell | 9 | 0.50 | 1.25863 | 0.00000 | 0.00000 | ||
25 | 2010.05.21 19:47 | modify | 9 | 0.50 | 1.25863 | 1.25863 | 0.00000 | ||
26 | 2010.05.21 19:50 | s/l | 9 | 0.50 | 1.25863 | 1.25863 | 0.00000 | 0.00 | 10000.00 |
27 | 2010.05.21 19:52 | sell | 10 | 0.50 | 1.25901 | 0.00000 | 0.00000 | ||
28 | 2010.05.21 19:57 | modify | 10 | 0.50 | 1.25901 | 1.25901 | 0.00000 | ||
29 | 2010.05.21 19:59 | s/l | 10 | 0.50 | 1.25901 | 1.25901 | 0.00000 | 0.00 | 10000.00 |
30 | 2010.05.21 20:10 | sell | 11 | 0.50 | 1.25882 | 0.00000 | 0.00000 | ||
31 | 2010.05.21 20:15 | modify | 11 | 0.50 | 1.25882 | 1.25882 | 0.00000 | ||
32 | 2010.05.21 20:40 | s/l | 11 | 0.50 | 1.25882 | 1.25882 | 0.00000 | 0.00 | 10000.00 |
33 | 2010.05.21 20:40 | sell | 12 | 0.50 | 1.25870 | 0.00000 | 0.00000 | ||
34 | 2010.05.21 21:02 | modify | 12 | 0.50 | 1.25870 | 1.25870 | 0.00000 | ||
35 | 2010.05.21 21:45 | s/l | 12 | 0.50 | 1.25870 | 1.25870 | 0.00000 | 0.00 | 10000.00 |
36 | 2010.05.21 21:45 | sell | 13 | 0.50 | 1.25879 | 0.00000 | 0.00000 | ||
37 | 2010.05.21 21:59 | modify | 13 | 0.50 | 1.25879 | 1.25879 | 0.00000 | ||
38 | 2010.05.24 12:15 | close | 13 | 0.50 | 1.23797 | 1.25879 | 0.00000 | 1040.40 | 11040.40 |
39 | 2010.05.24 12:15 | close | 1 | 0.40 | 1.23783 | 0.00000 | 0.00000 | -1005.92 | 10034.48 |