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 | -28.62 | Gross profit | 531.18 | Gross loss | -559.80 |
| Profit factor | 0.95 | Expected payoff | -2.60 | ||
| Absolute drawdown | 346.50 | Maximal drawdown | 447.90 (4.38%) | Relative drawdown | 4.38% (447.90) |
| 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 | 285.84 | loss trade | -216.00 | |
| Average | profit trade | 177.06 | loss trade | -69.97 | |
| Maximum | consecutive wins (profit in money) | 2 (402.78) | consecutive losses (loss in money) | 5 (-330.30) | |
| Maximal | consecutive profit (count of wins) | 402.78 (2) | consecutive loss (count of losses) | -330.30 (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 | 1.47758 | 0.00000 | 0.00000 | -216.00 | 9784.00 |
| 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 | 1.47730 | 0.00000 | 0.00000 | -34.50 | 9749.50 |
| 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 | 1.47791 | 0.00000 | 0.00000 | -15.00 | 9734.50 |
| 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 | 1.47769 | 0.00000 | 0.00000 | -46.20 | 9688.30 |
| 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 | 1.47851 | 0.00000 | 0.00000 | -18.60 | 9669.70 |
| 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 | 1.47248 | 0.00000 | 0.00000 | 116.94 | 9786.64 |
| 13 | 2009.11.09 00:00 | buy | 7 | 0.30 | 1.48716 | 0.00000 | 0.00000 | ||
| 14 | 2009.11.10 15:00 | close | 7 | 0.30 | 1.49669 | 0.00000 | 0.00000 | 285.84 | 10072.48 |
| 15 | 2009.11.12 02:00 | buy | 8 | 0.30 | 1.50116 | 0.00000 | 0.00000 | ||
| 16 | 2009.11.12 05:00 | close | 8 | 0.30 | 1.49980 | 0.00000 | 0.00000 | -40.80 | 10031.68 |
| 17 | 2009.11.12 07:00 | buy | 9 | 0.30 | 1.49991 | 0.00000 | 0.00000 | ||
| 18 | 2009.11.12 09:00 | close | 9 | 0.30 | 1.49627 | 0.00000 | 0.00000 | -109.20 | 9922.48 |
| 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 | 1.49056 | 0.00000 | 0.00000 | -79.50 | 9842.98 |
| 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 | 1.48701 | 0.00000 | 0.00000 | 128.40 | 9971.38 |