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 | Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29; | ||||
| Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
| Mismatched charts errors | 378 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -41.76 | Gross profit | 527.64 | Gross loss | -569.40 |
| Profit factor | 0.93 | Expected payoff | -3.80 | ||
| Absolute drawdown | 352.50 | Maximal drawdown | 452.70 (4.43%) | Relative drawdown | 4.43% (452.70) |
| Total trades | 11 | Short positions (won %) | 8 (25.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 3 (27.27%) | Loss trades (% of total) | 8 (72.73%) | ||
| Largest | profit trade | 284.67 | loss trade | -217.20 | |
| Average | profit trade | 175.88 | loss trade | -71.17 | |
| Maximum | consecutive wins (profit in money) | 2 (400.44) | consecutive losses (loss in money) | 5 (-336.30) | |
| Maximal | consecutive profit (count of wins) | 400.44 (2) | consecutive loss (count of losses) | -336.30 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.02 01:00 | sell | 1 | 0.30 | 1.47038 | 0.00000 | 0.00000 | ||
| 2 | 2009.11.02 07:00 | close | 1 | 0.30 | 1.47762 | 0.00000 | 0.00000 | -217.20 | 9782.80 |
| 3 | 2009.11.02 08:00 | sell | 2 | 0.30 | 1.47615 | 0.00000 | 0.00000 | ||
| 4 | 2009.11.02 10:00 | close | 2 | 0.30 | 1.47734 | 0.00000 | 0.00000 | -35.70 | 9747.10 |
| 5 | 2009.11.02 14:00 | sell | 3 | 0.30 | 1.47741 | 0.00000 | 0.00000 | ||
| 6 | 2009.11.02 16:00 | close | 3 | 0.30 | 1.47795 | 0.00000 | 0.00000 | -16.20 | 9730.90 |
| 7 | 2009.11.02 19:00 | sell | 4 | 0.30 | 1.47615 | 0.00000 | 0.00000 | ||
| 8 | 2009.11.02 23:00 | close | 4 | 0.30 | 1.47773 | 0.00000 | 0.00000 | -47.40 | 9683.50 |
| 9 | 2009.11.03 05:00 | sell | 5 | 0.30 | 1.47789 | 0.00000 | 0.00000 | ||
| 10 | 2009.11.03 06:00 | close | 5 | 0.30 | 1.47855 | 0.00000 | 0.00000 | -19.80 | 9663.70 |
| 11 | 2009.11.03 09:00 | sell | 6 | 0.30 | 1.47638 | 0.00000 | 0.00000 | ||
| 12 | 2009.11.04 04:00 | close | 6 | 0.30 | 1.47252 | 0.00000 | 0.00000 | 115.77 | 9779.47 |
| 13 | 2009.11.09 00:00 | buy | 7 | 0.30 | 1.48720 | 0.00000 | 0.00000 | ||
| 14 | 2009.11.10 15:00 | close | 7 | 0.30 | 1.49669 | 0.00000 | 0.00000 | 284.67 | 10064.14 |
| 15 | 2009.11.12 02:00 | buy | 8 | 0.30 | 1.50120 | 0.00000 | 0.00000 | ||
| 16 | 2009.11.12 05:00 | close | 8 | 0.30 | 1.49980 | 0.00000 | 0.00000 | -42.00 | 10022.14 |
| 17 | 2009.11.12 07:00 | buy | 9 | 0.30 | 1.49995 | 0.00000 | 0.00000 | ||
| 18 | 2009.11.12 09:00 | close | 9 | 0.30 | 1.49627 | 0.00000 | 0.00000 | -110.40 | 9911.74 |
| 19 | 2009.11.19 09:00 | sell | 10 | 0.30 | 1.48791 | 0.00000 | 0.00000 | ||
| 20 | 2009.11.19 18:00 | close | 10 | 0.30 | 1.49060 | 0.00000 | 0.00000 | -80.70 | 9831.04 |
| 21 | 2009.11.20 08:00 | sell | 11 | 0.30 | 1.49129 | 0.00000 | 0.00000 | ||
| 22 | 2009.11.20 18:00 | close | 11 | 0.30 | 1.48705 | 0.00000 | 0.00000 | 127.20 | 9958.24 |