Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TakeProfit=100; TrailingStop=35; StopLoss=45; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -22.00 | Gross profit | 100.00 | Gross loss | -122.00 |
Profit factor | 0.82 | Expected payoff | -7.33 | ||
Absolute drawdown | 112.00 | Maximal drawdown | 112.00 (1.12%) | Relative drawdown | 1.12% (112.00) |
Total trades | 3 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
Largest | profit trade | 100.00 | loss trade | -61.00 | |
Average | profit trade | 100.00 | loss trade | -61.00 | |
Maximum | consecutive wins (profit in money) | 1 (100.00) | consecutive losses (loss in money) | 1 (-61.00) | |
Maximal | consecutive profit (count of wins) | 100.00 (1) | consecutive loss (count of losses) | -61.00 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.19 04:00 | sell | 1 | 1.00 | 1.49220 | 1.49281 | 1.49120 | ||
2 | 2009.11.19 04:03 | s/l | 1 | 1.00 | 1.49281 | 1.49281 | 1.49120 | -61.00 | 9939.00 |
3 | 2009.11.19 04:03 | sell | 2 | 1.00 | 1.49265 | 1.49326 | 1.49165 | ||
4 | 2009.11.19 04:28 | modify | 2 | 1.00 | 1.49265 | 1.49265 | 1.49165 | ||
5 | 2009.11.19 04:28 | modify | 2 | 1.00 | 1.49265 | 1.49264 | 1.49165 | ||
6 | 2009.11.19 04:28 | modify | 2 | 1.00 | 1.49265 | 1.49262 | 1.49165 | ||
7 | 2009.11.19 04:28 | modify | 2 | 1.00 | 1.49265 | 1.49261 | 1.49165 | ||
8 | 2009.11.19 04:28 | modify | 2 | 1.00 | 1.49265 | 1.49259 | 1.49165 | ||
9 | 2009.11.19 04:28 | modify | 2 | 1.00 | 1.49265 | 1.49258 | 1.49165 | ||
10 | 2009.11.19 04:28 | modify | 2 | 1.00 | 1.49265 | 1.49256 | 1.49165 | ||
11 | 2009.11.19 04:28 | modify | 2 | 1.00 | 1.49265 | 1.49255 | 1.49165 | ||
12 | 2009.11.19 04:29 | modify | 2 | 1.00 | 1.49265 | 1.49253 | 1.49165 | ||
13 | 2009.11.19 04:29 | modify | 2 | 1.00 | 1.49265 | 1.49252 | 1.49165 | ||
14 | 2009.11.19 04:29 | modify | 2 | 1.00 | 1.49265 | 1.49250 | 1.49165 | ||
15 | 2009.11.19 04:29 | modify | 2 | 1.00 | 1.49265 | 1.49249 | 1.49165 | ||
16 | 2009.11.19 04:29 | modify | 2 | 1.00 | 1.49265 | 1.49247 | 1.49165 | ||
17 | 2009.11.19 04:29 | modify | 2 | 1.00 | 1.49265 | 1.49246 | 1.49165 | ||
18 | 2009.11.19 04:29 | modify | 2 | 1.00 | 1.49265 | 1.49244 | 1.49165 | ||
19 | 2009.11.19 04:30 | modify | 2 | 1.00 | 1.49265 | 1.49243 | 1.49165 | ||
20 | 2009.11.19 04:35 | modify | 2 | 1.00 | 1.49265 | 1.49242 | 1.49165 | ||
21 | 2009.11.19 04:36 | modify | 2 | 1.00 | 1.49265 | 1.49240 | 1.49165 | ||
22 | 2009.11.19 04:36 | modify | 2 | 1.00 | 1.49265 | 1.49238 | 1.49165 | ||
23 | 2009.11.19 04:36 | modify | 2 | 1.00 | 1.49265 | 1.49237 | 1.49165 | ||
24 | 2009.11.19 04:36 | modify | 2 | 1.00 | 1.49265 | 1.49235 | 1.49165 | ||
25 | 2009.11.19 04:36 | modify | 2 | 1.00 | 1.49265 | 1.49233 | 1.49165 | ||
26 | 2009.11.19 04:36 | modify | 2 | 1.00 | 1.49265 | 1.49231 | 1.49165 | ||
27 | 2009.11.19 04:36 | modify | 2 | 1.00 | 1.49265 | 1.49229 | 1.49165 | ||
28 | 2009.11.19 04:36 | modify | 2 | 1.00 | 1.49265 | 1.49228 | 1.49165 | ||
29 | 2009.11.19 04:36 | modify | 2 | 1.00 | 1.49265 | 1.49226 | 1.49165 | ||
30 | 2009.11.19 04:36 | modify | 2 | 1.00 | 1.49265 | 1.49224 | 1.49165 | ||
31 | 2009.11.19 04:37 | modify | 2 | 1.00 | 1.49265 | 1.49222 | 1.49165 | ||
32 | 2009.11.19 04:37 | modify | 2 | 1.00 | 1.49265 | 1.49220 | 1.49165 | ||
33 | 2009.11.19 04:37 | modify | 2 | 1.00 | 1.49265 | 1.49219 | 1.49165 | ||
34 | 2009.11.19 04:37 | modify | 2 | 1.00 | 1.49265 | 1.49217 | 1.49165 | ||
35 | 2009.11.19 04:37 | modify | 2 | 1.00 | 1.49265 | 1.49215 | 1.49165 | ||
36 | 2009.11.19 04:37 | modify | 2 | 1.00 | 1.49265 | 1.49213 | 1.49165 | ||
37 | 2009.11.19 04:37 | modify | 2 | 1.00 | 1.49265 | 1.49211 | 1.49165 | ||
38 | 2009.11.19 04:37 | modify | 2 | 1.00 | 1.49265 | 1.49210 | 1.49165 | ||
39 | 2009.11.19 04:37 | modify | 2 | 1.00 | 1.49265 | 1.49208 | 1.49165 | ||
40 | 2009.11.19 04:37 | modify | 2 | 1.00 | 1.49265 | 1.49206 | 1.49165 | ||
41 | 2009.11.19 04:38 | modify | 2 | 1.00 | 1.49265 | 1.49204 | 1.49165 | ||
42 | 2009.11.19 04:38 | modify | 2 | 1.00 | 1.49265 | 1.49202 | 1.49165 | ||
43 | 2009.11.19 04:38 | modify | 2 | 1.00 | 1.49265 | 1.49201 | 1.49165 | ||
44 | 2009.11.19 04:38 | t/p | 2 | 1.00 | 1.49165 | 1.49201 | 1.49165 | 100.00 | 10039.00 |
45 | 2009.11.19 04:38 | sell | 3 | 1.00 | 1.49148 | 1.49209 | 1.49048 | ||
46 | 2009.11.19 05:03 | s/l | 3 | 1.00 | 1.49209 | 1.49209 | 1.49048 | -61.00 | 9978.00 |