Strategy Tester Report
FrBestExp02_7
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=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; map=25; mash=1; map2=5; mash2=1; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
| Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3532.80 | Gross profit | 4587.00 | Gross loss | -1054.20 |
| Profit factor | 4.35 | Expected payoff | 441.60 | ||
| Absolute drawdown | 6268.00 | Maximal drawdown | 9630.00 (72.07%) | Relative drawdown | 72.07% (9630.00) |
| Total trades | 8 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 6 (75.00%) | Loss trades (% of total) | 2 (25.00%) | ||
| Largest | profit trade | 1670.00 | loss trade | -536.00 | |
| Average | profit trade | 764.50 | loss trade | -527.10 | |
| Maximum | consecutive wins (profit in money) | 3 (2506.00) | consecutive losses (loss in money) | 1 (-536.00) | |
| Maximal | consecutive profit (count of wins) | 2506.00 (3) | consecutive loss (count of losses) | -536.00 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.06.04 08:00 | buy | 1 | 1.00 | 1.21795 | 1.20795 | 1.22795 | ||
| 2 | 2010.06.04 10:10 | buy | 2 | 10.00 | 1.21960 | 1.20960 | 1.22960 | ||
| 3 | 2010.06.04 10:20 | close | 2 | 10.00 | 1.22021 | 1.20960 | 1.22960 | 610.00 | 10610.00 |
| 4 | 2010.06.04 10:20 | close | 1 | 1.00 | 1.22021 | 1.20795 | 1.22795 | 226.00 | 10836.00 |
| 5 | 2010.06.07 15:07 | buy | 3 | 1.00 | 1.19746 | 1.18746 | 1.20746 | ||
| 6 | 2010.06.07 15:20 | sell | 4 | 10.00 | 1.19392 | 1.20392 | 1.18392 | ||
| 7 | 2010.06.07 15:32 | close | 4 | 10.00 | 1.19225 | 1.20392 | 1.18392 | 1670.00 | 12506.00 |
| 8 | 2010.06.07 15:32 | close | 3 | 1.00 | 1.19210 | 1.18746 | 1.20746 | -536.00 | 11970.00 |
| 9 | 2010.06.11 03:00 | sell | 5 | 1.00 | 1.21173 | 1.22173 | 1.20173 | ||
| 10 | 2010.06.11 03:50 | sell | 6 | 10.00 | 1.21006 | 1.22006 | 1.20006 | ||
| 11 | 2010.06.11 04:20 | close | 6 | 10.00 | 1.20944 | 1.22006 | 1.20006 | 620.00 | 12590.00 |
| 12 | 2010.06.11 04:20 | close | 5 | 1.00 | 1.20944 | 1.22173 | 1.20173 | 229.00 | 12819.00 |
| 13 | 2010.06.11 07:20 | sell | 7 | 1.00 | 1.21038 | 1.22038 | 1.20038 | ||
| 14 | 2010.06.11 09:16 | buy | 8 | 10.00 | 1.21416 | 1.20416 | 1.22416 | ||
| 15 | 2010.06.14 01:05 | close | 8 | 10.00 | 1.21540 | 1.20416 | 1.22416 | 1232.00 | 14051.00 |
| 16 | 2010.06.14 01:05 | close | 7 | 1.00 | 1.21555 | 1.22038 | 1.20038 | -518.20 | 13532.80 |