Strategy Tester Report
X2
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=4; Pips=5; TakeProfit=40; TrailingStop=20; | ||||
Bars in test | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9899.60 | Gross profit | 135.40 | Gross loss | -10035.00 |
Profit factor | 0.01 | Expected payoff | -582.33 | ||
Absolute drawdown | 9899.60 | Maximal drawdown | 9980.40 (99.00%) | Relative drawdown | 99.00% (9980.40) |
Total trades | 17 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 17 (35.29%) |
Profit trades (% of total) | 6 (35.29%) | Loss trades (% of total) | 11 (64.71%) | ||
Largest | profit trade | 64.00 | loss trade | -5295.68 | |
Average | profit trade | 22.57 | loss trade | -912.27 | |
Maximum | consecutive wins (profit in money) | 2 (79.20) | consecutive losses (loss in money) | 6 (-9991.80) | |
Maximal | consecutive profit (count of wins) | 79.20 (2) | consecutive loss (count of losses) | -9991.80 (6) | |
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 | 0.20 | 1.33314 | 0.00000 | 1.33354 | ||
2 | 2010.05.03 00:05 | buy | 2 | 0.40 | 1.33306 | 0.00000 | 1.33346 | ||
3 | 2010.05.03 00:07 | close | 2 | 0.40 | 1.33323 | 0.00000 | 1.33346 | 6.80 | 10006.80 |
4 | 2010.05.03 00:10 | close | 1 | 0.20 | 1.33252 | 0.00000 | 1.33354 | -12.40 | 9994.40 |
5 | 2010.05.03 00:12 | buy | 3 | 0.20 | 1.33288 | 0.00000 | 1.33328 | ||
6 | 2010.05.03 00:15 | buy | 4 | 0.40 | 1.33218 | 0.00000 | 1.33258 | ||
7 | 2010.05.03 00:20 | buy | 5 | 0.80 | 1.33147 | 0.00000 | 1.33187 | ||
8 | 2010.05.03 00:27 | t/p | 5 | 0.80 | 1.33187 | 0.00000 | 1.33187 | 32.00 | 10026.40 |
9 | 2010.05.03 00:27 | close | 4 | 0.40 | 1.33200 | 0.00000 | 1.33258 | -7.20 | 10019.20 |
10 | 2010.05.03 00:27 | close | 3 | 0.20 | 1.33209 | 0.00000 | 1.33328 | -15.80 | 10003.40 |
11 | 2010.05.03 00:30 | buy | 6 | 0.20 | 1.33237 | 0.00000 | 1.33277 | ||
12 | 2010.05.03 00:33 | buy | 7 | 0.40 | 1.33204 | 0.00000 | 1.33244 | ||
13 | 2010.05.03 00:40 | buy | 8 | 0.80 | 1.33180 | 0.00000 | 1.33220 | ||
14 | 2010.05.03 00:46 | buy | 9 | 1.60 | 1.33147 | 0.00000 | 1.33187 | ||
15 | 2010.05.03 00:59 | t/p | 9 | 1.60 | 1.33187 | 0.00000 | 1.33187 | 64.00 | 10067.40 |
16 | 2010.05.03 00:59 | close | 8 | 0.80 | 1.33199 | 0.00000 | 1.33220 | 15.20 | 10082.60 |
17 | 2010.05.03 01:00 | close | 7 | 0.40 | 1.33192 | 0.00000 | 1.33244 | -4.80 | 10077.80 |
18 | 2010.05.03 01:03 | close | 6 | 0.20 | 1.33222 | 0.00000 | 1.33277 | -3.00 | 10074.80 |
19 | 2010.05.03 01:06 | buy | 10 | 0.20 | 1.33234 | 0.00000 | 1.33274 | ||
20 | 2010.05.03 01:16 | close | 10 | 0.20 | 1.33257 | 0.00000 | 1.33274 | 4.60 | 10079.40 |
21 | 2010.05.03 01:20 | buy | 11 | 0.20 | 1.33263 | 0.00000 | 1.33303 | ||
22 | 2010.05.03 01:26 | buy | 12 | 0.40 | 1.33251 | 0.00000 | 1.33291 | ||
23 | 2010.05.03 01:26 | buy | 13 | 0.80 | 1.33220 | 0.00000 | 1.33260 | ||
24 | 2010.05.03 01:33 | close | 13 | 0.80 | 1.33236 | 0.00000 | 1.33260 | 12.80 | 10092.20 |
25 | 2010.05.03 01:36 | close | 12 | 0.40 | 1.33225 | 0.00000 | 1.33291 | -10.40 | 10081.80 |
26 | 2010.05.03 01:40 | close | 11 | 0.20 | 1.33248 | 0.00000 | 1.33303 | -3.00 | 10078.80 |
27 | 2010.05.03 01:43 | buy | 14 | 0.20 | 1.33219 | 0.00000 | 1.33259 | ||
28 | 2010.05.03 01:50 | buy | 15 | 0.40 | 1.33185 | 0.00000 | 1.33225 | ||
29 | 2010.05.03 01:59 | buy | 16 | 0.80 | 1.33138 | 0.00000 | 1.33178 | ||
30 | 2010.05.03 02:00 | buy | 17 | 1.60 | 1.33128 | 0.00000 | 1.33168 | ||
31 | 2010.05.04 22:20 | close at stop | 17 | 1.60 | 1.29819 | 0.00000 | 1.33168 | -5295.68 | 4783.12 |
32 | 2010.05.04 22:20 | close at stop | 16 | 0.80 | 1.29819 | 0.00000 | 1.33178 | -2655.84 | 2127.28 |
33 | 2010.05.04 22:20 | close at stop | 15 | 0.40 | 1.29819 | 0.00000 | 1.33225 | -1346.72 | 780.56 |
34 | 2010.05.04 22:20 | close at stop | 14 | 0.20 | 1.29819 | 0.00000 | 1.33259 | -680.16 | 100.40 |