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=0.1; CandleSize=75; k_sl=0.8; k_tp=0.8; popravka_up=16; popravka_down=20; flag=false; StartTime="0:05"; StartTime1="4:05"; StartTime2="8:05"; StartTime3="12:05"; StartTime4="16:05"; StartTime5="20:05"; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -16.70 | Gross profit | 11.30 | Gross loss | -28.00 |
Profit factor | 0.40 | Expected payoff | -1.39 | ||
Absolute drawdown | 18.10 | Maximal drawdown | 19.40 (0.19%) | Relative drawdown | 0.19% (19.40) |
Total trades | 12 | Short positions (won %) | 12 (16.67%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 2 (16.67%) | Loss trades (% of total) | 10 (83.33%) | ||
Largest | profit trade | 5.80 | loss trade | -4.10 | |
Average | profit trade | 5.65 | loss trade | -2.80 | |
Maximum | consecutive wins (profit in money) | 1 (5.80) | consecutive losses (loss in money) | 5 (-16.60) | |
Maximal | consecutive profit (count of wins) | 5.80 (1) | consecutive loss (count of losses) | -16.60 (5) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 20:05 | sell limit | 1 | 0.10 | 1.47328 | 1.47349 | 1.47286 | ||
2 | 2009.11.02 20:07 | sell | 1 | 0.10 | 1.47328 | 1.47349 | 1.47286 | ||
3 | 2009.11.02 20:07 | s/l | 1 | 0.10 | 1.47349 | 1.47349 | 1.47286 | -2.10 | 9997.90 |
4 | 2009.11.02 20:07 | sell limit | 2 | 0.10 | 1.47350 | 1.47371 | 1.47308 | ||
5 | 2009.11.02 20:16 | sell | 2 | 0.10 | 1.47350 | 1.47371 | 1.47308 | ||
6 | 2009.11.02 20:17 | s/l | 2 | 0.10 | 1.47371 | 1.47371 | 1.47308 | -2.10 | 9995.80 |
7 | 2009.11.03 12:05 | sell limit | 3 | 0.10 | 1.46402 | 1.46436 | 1.46347 | ||
8 | 2009.11.03 12:16 | sell | 3 | 0.10 | 1.46402 | 1.46436 | 1.46347 | ||
9 | 2009.11.03 12:17 | t/p | 3 | 0.10 | 1.46347 | 1.46436 | 1.46347 | 5.50 | 10001.30 |
10 | 2009.11.05 08:05 | sell limit | 4 | 0.10 | 1.48270 | 1.48290 | 1.48229 | ||
11 | 2009.11.05 08:15 | sell | 4 | 0.10 | 1.48270 | 1.48290 | 1.48229 | ||
12 | 2009.11.05 08:15 | s/l | 4 | 0.10 | 1.48290 | 1.48290 | 1.48229 | -2.00 | 9999.30 |
13 | 2009.11.13 16:05 | sell limit | 5 | 0.10 | 1.48409 | 1.48450 | 1.48347 | ||
14 | 2009.11.13 16:07 | sell | 5 | 0.10 | 1.48409 | 1.48450 | 1.48347 | ||
15 | 2009.11.13 16:07 | s/l | 5 | 0.10 | 1.48450 | 1.48450 | 1.48347 | -4.10 | 9995.20 |
16 | 2009.11.13 16:07 | sell limit | 6 | 0.10 | 1.48452 | 1.48493 | 1.48390 | ||
17 | 2009.11.13 16:07 | sell | 6 | 0.10 | 1.48452 | 1.48493 | 1.48390 | ||
18 | 2009.11.13 16:08 | s/l | 6 | 0.10 | 1.48493 | 1.48493 | 1.48390 | -4.10 | 9991.10 |
19 | 2009.11.13 16:08 | sell limit | 7 | 0.10 | 1.48495 | 1.48536 | 1.48433 | ||
20 | 2009.11.13 16:10 | sell | 7 | 0.10 | 1.48495 | 1.48536 | 1.48433 | ||
21 | 2009.11.13 16:10 | s/l | 7 | 0.10 | 1.48536 | 1.48536 | 1.48433 | -4.10 | 9987.00 |
22 | 2009.11.17 12:05 | sell limit | 8 | 0.10 | 1.49105 | 1.49136 | 1.49053 | ||
23 | 2009.11.17 16:05 | delete | 8 | 0.10 | 1.49105 | 1.49136 | 1.49053 | ||
24 | 2009.11.26 08:05 | sell limit | 9 | 0.10 | 1.50895 | 1.50918 | 1.50851 | ||
25 | 2009.11.26 08:47 | sell | 9 | 0.10 | 1.50895 | 1.50918 | 1.50851 | ||
26 | 2009.11.26 08:47 | s/l | 9 | 0.10 | 1.50918 | 1.50918 | 1.50851 | -2.30 | 9984.70 |
27 | 2009.11.26 16:05 | sell limit | 10 | 0.10 | 1.50327 | 1.50364 | 1.50269 | ||
28 | 2009.11.26 16:05 | sell | 10 | 0.10 | 1.50327 | 1.50364 | 1.50269 | ||
29 | 2009.11.26 16:13 | t/p | 10 | 0.10 | 1.50269 | 1.50364 | 1.50269 | 5.80 | 9990.50 |
30 | 2009.11.27 04:05 | sell limit | 11 | 0.10 | 1.49424 | 1.49448 | 1.49379 | ||
31 | 2009.11.27 04:06 | sell | 11 | 0.10 | 1.49424 | 1.49448 | 1.49379 | ||
32 | 2009.11.27 04:07 | s/l | 11 | 0.10 | 1.49448 | 1.49448 | 1.49379 | -2.40 | 9988.10 |
33 | 2009.11.27 04:07 | sell limit | 12 | 0.10 | 1.49450 | 1.49474 | 1.49405 | ||
34 | 2009.11.27 04:07 | sell | 12 | 0.10 | 1.49450 | 1.49474 | 1.49405 | ||
35 | 2009.11.27 04:09 | s/l | 12 | 0.10 | 1.49474 | 1.49474 | 1.49405 | -2.40 | 9985.70 |
36 | 2009.11.27 04:09 | sell limit | 13 | 0.10 | 1.49476 | 1.49500 | 1.49431 | ||
37 | 2009.11.27 04:09 | sell | 13 | 0.10 | 1.49476 | 1.49500 | 1.49431 | ||
38 | 2009.11.27 04:11 | s/l | 13 | 0.10 | 1.49500 | 1.49500 | 1.49431 | -2.40 | 9983.30 |