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 | mn=818; tp=2000; sl=1000; TrailingStop=300; lots=0.1; Risk=0.005; multilot=0; closeby=false; sh2=3; sh3=3; sh4=3; sh5=3; per_rsi=3; sars1=0.02; sars2=0.03; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 267.32 | Gross profit | 698.68 | Gross loss | -431.36 |
Profit factor | 1.62 | Expected payoff | 24.30 | ||
Absolute drawdown | 122.92 | Maximal drawdown | 338.02 (3.29%) | Relative drawdown | 3.29% (338.02) |
Total trades | 11 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 6 (54.55%) | Loss trades (% of total) | 5 (45.45%) | ||
Largest | profit trade | 198.38 | loss trade | -101.66 | |
Average | profit trade | 116.45 | loss trade | -86.27 | |
Maximum | consecutive wins (profit in money) | 3 (270.24) | consecutive losses (loss in money) | 2 (-203.30) | |
Maximal | consecutive profit (count of wins) | 270.24 (3) | consecutive loss (count of losses) | -203.30 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 23:00 | buy | 1 | 0.10 | 1.47769 | 1.46753 | 1.49753 | ||
2 | 2009.11.03 11:02 | s/l | 1 | 0.10 | 1.46753 | 1.46753 | 1.49753 | -101.62 | 9898.38 |
3 | 2009.11.03 15:00 | buy | 2 | 0.10 | 1.46530 | 1.45514 | 1.48514 | ||
4 | 2009.11.03 23:00 | modify | 2 | 0.10 | 1.46530 | 1.46926 | 1.48514 | ||
5 | 2009.11.04 01:00 | modify | 2 | 0.10 | 1.46530 | 1.47012 | 1.48514 | ||
6 | 2009.11.04 06:00 | modify | 2 | 0.10 | 1.46530 | 1.47027 | 1.48514 | ||
7 | 2009.11.04 08:00 | modify | 2 | 0.10 | 1.46530 | 1.47149 | 1.48514 | ||
8 | 2009.11.04 09:00 | modify | 2 | 0.10 | 1.46530 | 1.47176 | 1.48514 | ||
9 | 2009.11.04 10:00 | modify | 2 | 0.10 | 1.46530 | 1.47340 | 1.48514 | ||
10 | 2009.11.04 15:00 | modify | 2 | 0.10 | 1.46530 | 1.47479 | 1.48514 | ||
11 | 2009.11.04 16:00 | modify | 2 | 0.10 | 1.46530 | 1.47789 | 1.48514 | ||
12 | 2009.11.04 17:00 | modify | 2 | 0.10 | 1.46530 | 1.48059 | 1.48514 | ||
13 | 2009.11.04 19:00 | modify | 2 | 0.10 | 1.46530 | 1.48106 | 1.48514 | ||
14 | 2009.11.04 20:00 | modify | 2 | 0.10 | 1.46530 | 1.48131 | 1.48514 | ||
15 | 2009.11.04 20:08 | t/p | 2 | 0.10 | 1.48514 | 1.48131 | 1.48514 | 198.38 | 10096.76 |
16 | 2009.11.05 17:00 | sell | 3 | 0.10 | 1.48861 | 1.49877 | 1.46877 | ||
17 | 2009.11.09 11:01 | s/l | 3 | 0.10 | 1.49877 | 1.49877 | 1.46877 | -101.64 | 9995.12 |
18 | 2009.11.09 15:00 | sell | 4 | 0.10 | 1.50013 | 1.51029 | 1.48029 | ||
19 | 2009.11.12 11:00 | modify | 4 | 0.10 | 1.50013 | 1.49689 | 1.48029 | ||
20 | 2009.11.12 14:00 | modify | 4 | 0.10 | 1.50013 | 1.49494 | 1.48029 | ||
21 | 2009.11.12 17:00 | modify | 4 | 0.10 | 1.50013 | 1.49148 | 1.48029 | ||
22 | 2009.11.12 18:00 | modify | 4 | 0.10 | 1.50013 | 1.48945 | 1.48029 | ||
23 | 2009.11.12 22:00 | modify | 4 | 0.10 | 1.50013 | 1.48700 | 1.48029 | ||
24 | 2009.11.13 01:10 | s/l | 4 | 0.10 | 1.48700 | 1.48700 | 1.48029 | 131.18 | 10126.30 |
25 | 2009.11.16 05:00 | sell | 5 | 0.10 | 1.49590 | 1.50606 | 1.47606 | ||
26 | 2009.11.17 14:00 | modify | 5 | 0.10 | 1.49590 | 1.49156 | 1.47606 | ||
27 | 2009.11.17 15:00 | modify | 5 | 0.10 | 1.49590 | 1.49136 | 1.47606 | ||
28 | 2009.11.17 16:00 | modify | 5 | 0.10 | 1.49590 | 1.48976 | 1.47606 | ||
29 | 2009.11.17 17:00 | modify | 5 | 0.10 | 1.49590 | 1.48716 | 1.47606 | ||
30 | 2009.11.17 18:00 | modify | 5 | 0.10 | 1.49590 | 1.48601 | 1.47606 | ||
31 | 2009.11.17 18:39 | s/l | 5 | 0.10 | 1.48601 | 1.48601 | 1.47606 | 98.88 | 10225.18 |
32 | 2009.11.18 18:00 | buy | 6 | 0.10 | 1.49900 | 1.48884 | 1.51884 | ||
33 | 2009.11.19 08:36 | s/l | 6 | 0.10 | 1.48884 | 1.48884 | 1.51884 | -101.66 | 10123.52 |
34 | 2009.11.19 11:00 | sell | 7 | 0.10 | 1.48640 | 1.49656 | 1.46656 | ||
35 | 2009.11.23 08:21 | s/l | 7 | 0.10 | 1.49656 | 1.49656 | 1.46656 | -101.64 | 10021.88 |
36 | 2009.11.23 20:00 | buy | 8 | 0.10 | 1.49713 | 1.48697 | 1.51697 | ||
37 | 2009.11.25 11:00 | modify | 8 | 0.10 | 1.49713 | 1.50123 | 1.51697 | ||
38 | 2009.11.25 13:00 | modify | 8 | 0.10 | 1.49713 | 1.50377 | 1.51697 | ||
39 | 2009.11.25 14:00 | modify | 8 | 0.10 | 1.49713 | 1.50482 | 1.51697 | ||
40 | 2009.11.25 15:33 | s/l | 8 | 0.10 | 1.50482 | 1.50482 | 1.51697 | 76.86 | 10098.74 |
41 | 2009.11.26 00:00 | sell | 9 | 0.10 | 1.51357 | 1.52373 | 1.49373 | ||
42 | 2009.11.26 08:00 | modify | 9 | 0.10 | 1.51357 | 1.51016 | 1.49373 | ||
43 | 2009.11.26 14:00 | modify | 9 | 0.10 | 1.51357 | 1.50957 | 1.49373 | ||
44 | 2009.11.26 16:00 | modify | 9 | 0.10 | 1.51357 | 1.50528 | 1.49373 | ||
45 | 2009.11.26 17:00 | modify | 9 | 0.10 | 1.51357 | 1.50177 | 1.49373 | ||
46 | 2009.11.26 19:09 | s/l | 9 | 0.10 | 1.50177 | 1.50177 | 1.49373 | 118.00 | 10216.74 |
47 | 2009.11.26 22:00 | sell | 10 | 0.10 | 1.50141 | 1.51157 | 1.48157 | ||
48 | 2009.11.27 04:00 | modify | 10 | 0.10 | 1.50141 | 1.49613 | 1.48157 | ||
49 | 2009.11.27 07:00 | modify | 10 | 0.10 | 1.50141 | 1.49387 | 1.48157 | ||
50 | 2009.11.27 07:47 | s/l | 10 | 0.10 | 1.49387 | 1.49387 | 1.48157 | 75.38 | 10292.12 |
51 | 2009.11.27 20:00 | sell | 11 | 0.10 | 1.49621 | 1.50637 | 1.47637 | ||
52 | 2009.11.27 22:59 | close at stop | 11 | 0.10 | 1.49869 | 1.50637 | 1.47637 | -24.80 | 10267.32 |