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 | Period_MA_Long=100; Period_BB=25; reserve=50; deviation=1.5; Lots=0.1; | ||||
| Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
| Mismatched charts errors | 378 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 49.72 | Gross profit | 257.50 | Gross loss | -207.78 |
| Profit factor | 1.24 | Expected payoff | 4.52 | ||
| Absolute drawdown | 135.22 | Maximal drawdown | 190.72 (1.90%) | Relative drawdown | 1.90% (190.72) |
| Total trades | 11 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 11 (45.45%) |
| Profit trades (% of total) | 5 (45.45%) | Loss trades (% of total) | 6 (54.55%) | ||
| Largest | profit trade | 86.94 | loss trade | -85.30 | |
| Average | profit trade | 51.50 | loss trade | -34.63 | |
| Maximum | consecutive wins (profit in money) | 2 (106.62) | consecutive losses (loss in money) | 3 (-93.40) | |
| Maximal | consecutive profit (count of wins) | 106.62 (2) | consecutive loss (count of losses) | -93.40 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.02 17:00 | buy | 1 | 0.10 | 1.48190 | 1.47105 | 0.00000 | ||
| 2 | 2009.11.02 20:00 | close | 1 | 0.10 | 1.47337 | 1.47105 | 0.00000 | -85.30 | 9914.70 |
| 3 | 2009.11.04 10:00 | buy | 2 | 0.10 | 1.47660 | 1.46443 | 0.00000 | ||
| 4 | 2009.11.05 10:00 | close | 2 | 0.10 | 1.48184 | 1.46443 | 0.00000 | 52.34 | 9967.04 |
| 5 | 2009.11.05 15:00 | buy | 3 | 0.10 | 1.48950 | 1.48020 | 0.00000 | ||
| 6 | 2009.11.06 14:00 | close | 3 | 0.10 | 1.48697 | 1.48020 | 0.00000 | -25.32 | 9941.72 |
| 7 | 2009.11.09 04:00 | buy | 4 | 0.10 | 1.49138 | 1.48321 | 0.00000 | ||
| 8 | 2009.11.10 05:00 | close | 4 | 0.10 | 1.49794 | 1.48321 | 0.00000 | 65.58 | 10007.30 |
| 9 | 2009.11.10 12:00 | buy | 5 | 0.10 | 1.50189 | 1.49708 | 0.00000 | ||
| 10 | 2009.11.10 13:56 | s/l | 5 | 0.10 | 1.49708 | 1.49708 | 0.00000 | -48.10 | 9959.20 |
| 11 | 2009.11.11 02:00 | buy | 6 | 0.10 | 1.50056 | 1.49567 | 0.00000 | ||
| 12 | 2009.11.11 05:00 | close | 6 | 0.10 | 1.49821 | 1.49567 | 0.00000 | -23.50 | 9935.70 |
| 13 | 2009.11.11 09:00 | buy | 7 | 0.10 | 1.50097 | 1.49574 | 0.00000 | ||
| 14 | 2009.11.11 17:00 | close | 7 | 0.10 | 1.49879 | 1.49574 | 0.00000 | -21.80 | 9913.90 |
| 15 | 2009.11.13 19:00 | buy | 8 | 0.10 | 1.49290 | 1.48338 | 0.00000 | ||
| 16 | 2009.11.17 03:00 | close | 8 | 0.10 | 1.49620 | 1.48338 | 0.00000 | 32.96 | 9946.86 |
| 17 | 2009.11.18 10:00 | buy | 9 | 0.10 | 1.49257 | 1.48341 | 0.00000 | ||
| 18 | 2009.11.19 04:00 | close | 9 | 0.10 | 1.49220 | 1.48341 | 0.00000 | -3.76 | 9943.10 |
| 19 | 2009.11.23 04:00 | buy | 10 | 0.10 | 1.49265 | 1.48303 | 0.00000 | ||
| 20 | 2009.11.24 02:00 | close | 10 | 0.10 | 1.49462 | 1.48303 | 0.00000 | 19.68 | 9962.78 |
| 21 | 2009.11.25 04:00 | buy | 11 | 0.10 | 1.49830 | 1.49198 | 0.00000 | ||
| 22 | 2009.11.26 08:00 | close | 11 | 0.10 | 1.50700 | 1.49198 | 0.00000 | 86.94 | 10049.72 |