Strategy Tester Report
Scalp_8_12
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 | 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 | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 370.78 | Gross profit | 552.58 | Gross loss | -181.80 |
| Profit factor | 3.04 | Expected payoff | 46.35 | ||
| Absolute drawdown | 124.80 | Maximal drawdown | 248.00 (2.36%) | Relative drawdown | 2.43% (246.00) |
| Total trades | 8 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 3 (0.00%) |
| Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
| Largest | profit trade | 234.76 | loss trade | -99.84 | |
| Average | profit trade | 138.14 | loss trade | -45.45 | |
| Maximum | consecutive wins (profit in money) | 2 (457.92) | consecutive losses (loss in money) | 3 (-169.20) | |
| Maximal | consecutive profit (count of wins) | 457.92 (2) | consecutive loss (count of losses) | -169.20 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.06.04 14:00 | sell | 1 | 0.20 | 1.20498 | 1.21890 | 0.50000 | ||
| 2 | 2010.06.04 14:00 | sell | 2 | 0.20 | 1.20498 | 1.22480 | 0.50000 | ||
| 3 | 2010.06.07 01:00 | close | 1 | 0.20 | 1.19381 | 1.21890 | 0.50000 | 223.16 | 10223.16 |
| 4 | 2010.06.07 02:00 | close | 2 | 0.20 | 1.19323 | 1.22480 | 0.50000 | 234.76 | 10457.92 |
| 5 | 2010.06.09 17:00 | buy | 3 | 0.10 | 1.20587 | 1.18720 | 1.50000 | ||
| 6 | 2010.06.10 03:00 | close | 3 | 0.10 | 1.19591 | 1.18720 | 1.50000 | -99.84 | 10358.08 |
| 7 | 2010.06.15 18:00 | buy | 4 | 0.10 | 1.23280 | 1.22030 | 1.50000 | ||
| 8 | 2010.06.15 18:00 | buy | 5 | 0.10 | 1.23280 | 1.21590 | 1.50000 | ||
| 9 | 2010.06.16 10:00 | close | 4 | 0.10 | 1.22860 | 1.22030 | 1.50000 | -42.08 | 10316.00 |
| 10 | 2010.06.16 11:00 | close | 5 | 0.10 | 1.23008 | 1.21590 | 1.50000 | -27.28 | 10288.72 |
| 11 | 2010.06.21 20:00 | sell | 6 | 0.10 | 1.23246 | 1.24510 | 0.50000 | ||
| 12 | 2010.06.22 09:00 | close | 6 | 0.10 | 1.23098 | 1.24510 | 0.50000 | 14.68 | 10303.40 |
| 13 | 2010.06.28 19:00 | sell | 7 | 0.10 | 1.22982 | 1.24000 | 0.50000 | ||
| 14 | 2010.06.29 10:00 | close | 7 | 0.10 | 1.22181 | 1.24000 | 0.50000 | 79.98 | 10383.38 |
| 15 | 2010.06.29 16:00 | sell | 8 | 0.10 | 1.21777 | 1.22790 | 0.50000 | ||
| 16 | 2010.06.29 23:59 | close at stop | 8 | 0.10 | 1.21903 | 1.22790 | 0.50000 | -12.60 | 10370.78 |