Strategy Tester Report
DayImpulse
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 | lots=0.4; takeprofit=200; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 31.62 | Gross profit | 986.10 | Gross loss | -954.48 |
Profit factor | 1.03 | Expected payoff | 10.54 | ||
Absolute drawdown | 168.70 | Maximal drawdown | 181.90 (1.82%) | Relative drawdown | 1.82% (181.90) |
Total trades | 3 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
Largest | profit trade | 986.10 | loss trade | -954.48 | |
Average | profit trade | 493.05 | loss trade | -954.48 | |
Maximum | consecutive wins (profit in money) | 2 (986.10) | consecutive losses (loss in money) | 1 (-954.48) | |
Maximal | consecutive profit (count of wins) | 986.10 (2) | consecutive loss (count of losses) | -954.48 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.11 19:00 | sell | 1 | 0.40 | 1.20609 | 0.00000 | 1.20409 | ||
2 | 2010.06.11 21:50 | buy | 2 | 0.50 | 1.20995 | 0.00000 | 0.00000 | ||
3 | 2010.06.11 21:50 | modify | 1 | 0.40 | 1.20609 | 0.00000 | 0.00000 | ||
4 | 2010.06.11 22:15 | modify | 2 | 0.50 | 1.20995 | 1.20995 | 0.00000 | ||
5 | 2010.06.11 22:27 | s/l | 2 | 0.50 | 1.20995 | 1.20995 | 0.00000 | 0.00 | 10000.00 |
6 | 2010.06.11 22:27 | buy | 3 | 0.50 | 1.21007 | 0.00000 | 0.00000 | ||
7 | 2010.06.11 22:40 | modify | 3 | 0.50 | 1.21007 | 1.21007 | 0.00000 | ||
8 | 2010.06.14 17:20 | close | 3 | 0.50 | 1.22980 | 1.21007 | 0.00000 | 986.10 | 10986.10 |
9 | 2010.06.14 17:20 | close | 1 | 0.40 | 1.22994 | 0.00000 | 0.00000 | -954.48 | 10031.62 |