Strategy Tester Report
10pips-a-day
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.2; Slippage=10; UseStopLoss=false; StopLoss=50000; UseTakeProfit=false; TakeProfit=50000; UseTrailingStop=false; TrailingStop=30; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -741.50 | Gross profit | 1056.00 | Gross loss | -1797.50 |
Profit factor | 0.59 | Expected payoff | -25.57 | ||
Absolute drawdown | 1052.96 | Maximal drawdown | 1506.60 (14.41%) | Relative drawdown | 14.41% (1506.60) |
Total trades | 29 | Short positions (won %) | 14 (21.43%) | Long positions (won %) | 15 (26.67%) |
Profit trades (% of total) | 7 (24.14%) | Loss trades (% of total) | 22 (75.86%) | ||
Largest | profit trade | 518.38 | loss trade | -171.00 | |
Average | profit trade | 150.86 | loss trade | -81.70 | |
Maximum | consecutive wins (profit in money) | 2 (535.52) | consecutive losses (loss in money) | 7 (-614.90) | |
Maximal | consecutive profit (count of wins) | 535.52 (2) | consecutive loss (count of losses) | -614.90 (7) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 01:00 | sell | 1 | 0.20 | 1.22860 | 0.00000 | 0.00000 | ||
2 | 2010.06.01 17:00 | close | 1 | 0.20 | 1.22874 | 0.00000 | 0.00000 | -2.80 | 9997.20 |
3 | 2010.06.01 18:00 | buy | 2 | 0.20 | 1.22655 | 0.00000 | 0.00000 | ||
4 | 2010.06.02 00:00 | close | 2 | 0.20 | 1.22124 | 0.00000 | 0.00000 | -106.42 | 9890.78 |
5 | 2010.06.02 01:00 | sell | 3 | 0.20 | 1.22339 | 0.00000 | 0.00000 | ||
6 | 2010.06.02 03:00 | close | 3 | 0.20 | 1.22551 | 0.00000 | 0.00000 | -42.40 | 9848.38 |
7 | 2010.06.02 06:00 | sell | 4 | 0.20 | 1.22128 | 0.00000 | 0.00000 | ||
8 | 2010.06.02 12:00 | close | 4 | 0.20 | 1.22571 | 0.00000 | 0.00000 | -88.60 | 9759.78 |
9 | 2010.06.02 14:00 | sell | 5 | 0.20 | 1.22194 | 0.00000 | 0.00000 | ||
10 | 2010.06.02 19:00 | close | 5 | 0.20 | 1.22566 | 0.00000 | 0.00000 | -74.40 | 9685.38 |
11 | 2010.06.02 21:00 | buy | 6 | 0.20 | 1.22383 | 0.00000 | 0.00000 | ||
12 | 2010.06.03 13:00 | close | 6 | 0.20 | 1.22472 | 0.00000 | 0.00000 | 17.14 | 9702.52 |
13 | 2010.06.03 16:00 | sell | 7 | 0.20 | 1.22522 | 0.00000 | 0.00000 | ||
14 | 2010.06.08 18:00 | close | 7 | 0.20 | 1.19925 | 0.00000 | 0.00000 | 518.38 | 10220.90 |
15 | 2010.06.08 19:00 | buy | 8 | 0.20 | 1.19727 | 0.00000 | 0.00000 | ||
16 | 2010.06.08 21:00 | close | 8 | 0.20 | 1.19250 | 0.00000 | 0.00000 | -95.40 | 10125.50 |
17 | 2010.06.08 22:00 | sell | 9 | 0.20 | 1.19459 | 0.00000 | 0.00000 | ||
18 | 2010.06.08 23:00 | close | 9 | 0.20 | 1.19725 | 0.00000 | 0.00000 | -53.20 | 10072.30 |
19 | 2010.06.09 00:00 | buy | 10 | 0.20 | 1.19641 | 0.00000 | 0.00000 | ||
20 | 2010.06.09 05:00 | close | 10 | 0.20 | 1.19503 | 0.00000 | 0.00000 | -27.60 | 10044.70 |
21 | 2010.06.09 06:00 | sell | 11 | 0.20 | 1.19488 | 0.00000 | 0.00000 | ||
22 | 2010.06.09 09:00 | close | 11 | 0.20 | 1.19592 | 0.00000 | 0.00000 | -20.80 | 10023.90 |
23 | 2010.06.09 12:00 | buy | 12 | 0.20 | 1.19700 | 0.00000 | 0.00000 | ||
24 | 2010.06.09 23:00 | close | 12 | 0.20 | 1.19800 | 0.00000 | 0.00000 | 20.00 | 10043.90 |
25 | 2010.06.10 03:00 | sell | 13 | 0.20 | 1.19591 | 0.00000 | 0.00000 | ||
26 | 2010.06.10 06:00 | close | 13 | 0.20 | 1.20334 | 0.00000 | 0.00000 | -148.60 | 9895.30 |
27 | 2010.06.10 07:00 | buy | 14 | 0.20 | 1.20534 | 0.00000 | 0.00000 | ||
28 | 2010.06.11 18:00 | close | 14 | 0.20 | 1.20762 | 0.00000 | 0.00000 | 45.38 | 9940.68 |
29 | 2010.06.11 19:00 | sell | 15 | 0.20 | 1.20609 | 0.00000 | 0.00000 | ||
30 | 2010.06.14 01:00 | close | 15 | 0.20 | 1.21452 | 0.00000 | 0.00000 | -168.94 | 9771.74 |
31 | 2010.06.14 02:00 | buy | 16 | 0.20 | 1.22049 | 0.00000 | 0.00000 | ||
32 | 2010.06.15 09:00 | close | 16 | 0.20 | 1.21691 | 0.00000 | 0.00000 | -71.82 | 9699.92 |
33 | 2010.06.15 12:00 | buy | 17 | 0.20 | 1.22464 | 0.00000 | 0.00000 | ||
34 | 2010.06.17 03:00 | close | 17 | 0.20 | 1.22784 | 0.00000 | 0.00000 | 63.12 | 9763.04 |
35 | 2010.06.17 04:00 | sell | 18 | 0.20 | 1.22677 | 0.00000 | 0.00000 | ||
36 | 2010.06.17 11:00 | close | 18 | 0.20 | 1.23286 | 0.00000 | 0.00000 | -121.80 | 9641.24 |
37 | 2010.06.17 12:00 | buy | 19 | 0.20 | 1.23866 | 0.00000 | 0.00000 | ||
38 | 2010.06.18 18:00 | close | 19 | 0.20 | 1.23603 | 0.00000 | 0.00000 | -52.82 | 9588.42 |
39 | 2010.06.21 00:00 | buy | 20 | 0.20 | 1.24295 | 0.00000 | 0.00000 | ||
40 | 2010.06.21 15:00 | close | 20 | 0.20 | 1.23760 | 0.00000 | 0.00000 | -107.00 | 9481.42 |
41 | 2010.06.21 17:00 | sell | 21 | 0.20 | 1.23780 | 0.00000 | 0.00000 | ||
42 | 2010.06.23 21:00 | close | 21 | 0.20 | 1.23235 | 0.00000 | 0.00000 | 108.32 | 9589.74 |
43 | 2010.06.23 22:00 | buy | 22 | 0.20 | 1.23105 | 0.00000 | 0.00000 | ||
44 | 2010.06.24 10:00 | close | 22 | 0.20 | 1.22862 | 0.00000 | 0.00000 | -49.26 | 9540.48 |
45 | 2010.06.24 11:00 | sell | 23 | 0.20 | 1.22782 | 0.00000 | 0.00000 | ||
46 | 2010.06.24 18:00 | close | 23 | 0.20 | 1.23637 | 0.00000 | 0.00000 | -171.00 | 9369.48 |
47 | 2010.06.24 19:00 | buy | 24 | 0.20 | 1.23571 | 0.00000 | 0.00000 | ||
48 | 2010.06.25 03:00 | close | 24 | 0.20 | 1.23058 | 0.00000 | 0.00000 | -102.82 | 9266.66 |
49 | 2010.06.25 05:00 | buy | 25 | 0.20 | 1.23306 | 0.00000 | 0.00000 | ||
50 | 2010.06.25 07:00 | close | 25 | 0.20 | 1.23120 | 0.00000 | 0.00000 | -37.20 | 9229.46 |
51 | 2010.06.25 09:00 | buy | 26 | 0.20 | 1.23426 | 0.00000 | 0.00000 | ||
52 | 2010.06.25 11:00 | close | 26 | 0.20 | 1.22892 | 0.00000 | 0.00000 | -106.80 | 9122.66 |
53 | 2010.06.25 12:00 | sell | 27 | 0.20 | 1.22680 | 0.00000 | 0.00000 | ||
54 | 2010.06.25 18:00 | close | 27 | 0.20 | 1.23308 | 0.00000 | 0.00000 | -125.60 | 8997.06 |
55 | 2010.06.25 19:00 | buy | 28 | 0.20 | 1.23470 | 0.00000 | 0.00000 | ||
56 | 2010.06.28 13:00 | close | 28 | 0.20 | 1.23360 | 0.00000 | 0.00000 | -22.22 | 8974.84 |
57 | 2010.06.28 15:00 | sell | 29 | 0.20 | 1.23310 | 0.00000 | 0.00000 | ||
58 | 2010.06.29 23:59 | close at stop | 29 | 0.20 | 1.21890 | 0.00000 | 0.00000 | 283.66 | 9258.50 |