Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
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 | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -196.62 | Gross profit | 245.52 | Gross loss | -442.14 |
Profit factor | 0.56 | Expected payoff | -10.92 | ||
Absolute drawdown | 205.92 | Maximal drawdown | 484.62 (4.71%) | Relative drawdown | 4.71% (484.62) |
Total trades | 18 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 13 (15.38%) |
Profit trades (% of total) | 5 (27.78%) | Loss trades (% of total) | 13 (72.22%) | ||
Largest | profit trade | 146.16 | loss trade | -94.50 | |
Average | profit trade | 49.10 | loss trade | -34.01 | |
Maximum | consecutive wins (profit in money) | 2 (179.94) | consecutive losses (loss in money) | 5 (-40.44) | |
Maximal | consecutive profit (count of wins) | 179.94 (2) | consecutive loss (count of losses) | -171.00 (2) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 22:00 | buy | 1 | 0.30 | 1.50464 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 23:00 | close | 1 | 0.30 | 1.50436 | 0.00000 | 0.00000 | -8.40 | 9991.60 |
3 | 2009.12.03 17:00 | buy | 2 | 0.30 | 1.50886 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 18:00 | close | 2 | 0.30 | 1.50799 | 0.00000 | 0.00000 | -26.10 | 9965.50 |
5 | 2009.12.03 20:00 | buy | 3 | 0.30 | 1.50923 | 0.00000 | 0.00000 | ||
6 | 2009.12.03 22:00 | close | 3 | 0.30 | 1.50729 | 0.00000 | 0.00000 | -58.20 | 9907.30 |
7 | 2009.12.11 03:00 | sell | 4 | 0.30 | 1.47224 | 0.00000 | 0.00000 | ||
8 | 2009.12.11 04:00 | close | 4 | 0.30 | 1.47219 | 0.00000 | 0.00000 | 1.50 | 9908.80 |
9 | 2009.12.11 08:00 | sell | 5 | 0.30 | 1.47225 | 0.00000 | 0.00000 | ||
10 | 2009.12.11 10:00 | close | 5 | 0.30 | 1.47409 | 0.00000 | 0.00000 | -55.20 | 9853.60 |
11 | 2009.12.11 15:00 | sell | 6 | 0.30 | 1.47070 | 0.00000 | 0.00000 | ||
12 | 2009.12.15 01:00 | close | 6 | 0.30 | 1.46582 | 0.00000 | 0.00000 | 146.16 | 9999.76 |
13 | 2009.12.21 16:00 | sell | 7 | 0.30 | 1.43332 | 0.00000 | 0.00000 | ||
14 | 2009.12.22 10:00 | close | 7 | 0.30 | 1.43219 | 0.00000 | 0.00000 | 33.78 | 10033.54 |
15 | 2009.12.29 06:00 | buy | 8 | 0.30 | 1.43742 | 0.00000 | 0.00000 | ||
16 | 2009.12.29 07:00 | close | 8 | 0.30 | 1.43715 | 0.00000 | 0.00000 | -8.10 | 10025.44 |
17 | 2009.12.31 03:00 | buy | 9 | 0.30 | 1.43700 | 0.00000 | 0.00000 | ||
18 | 2009.12.31 04:00 | close | 9 | 0.30 | 1.43679 | 0.00000 | 0.00000 | -6.30 | 10019.14 |
19 | 2009.12.31 06:00 | buy | 10 | 0.30 | 1.43718 | 0.00000 | 0.00000 | ||
20 | 2009.12.31 07:00 | close | 10 | 0.30 | 1.43701 | 0.00000 | 0.00000 | -5.10 | 10014.04 |
21 | 2010.01.04 11:00 | buy | 11 | 0.30 | 1.43950 | 0.00000 | 0.00000 | ||
22 | 2010.01.05 19:00 | close | 11 | 0.30 | 1.43911 | 0.00000 | 0.00000 | -11.64 | 10002.40 |
23 | 2010.01.06 11:00 | buy | 12 | 0.30 | 1.43783 | 0.00000 | 0.00000 | ||
24 | 2010.01.06 12:00 | close | 12 | 0.30 | 1.43752 | 0.00000 | 0.00000 | -9.30 | 9993.10 |
25 | 2010.01.06 17:00 | buy | 13 | 0.30 | 1.43884 | 0.00000 | 0.00000 | ||
26 | 2010.01.07 05:00 | close | 13 | 0.30 | 1.44046 | 0.00000 | 0.00000 | 48.78 | 10041.88 |
27 | 2010.01.07 09:00 | buy | 14 | 0.30 | 1.43882 | 0.00000 | 0.00000 | ||
28 | 2010.01.07 10:00 | close | 14 | 0.30 | 1.43627 | 0.00000 | 0.00000 | -76.50 | 9965.38 |
29 | 2010.01.08 17:00 | sell | 15 | 0.30 | 1.43248 | 0.00000 | 0.00000 | ||
30 | 2010.01.08 18:00 | close | 15 | 0.30 | 1.43563 | 0.00000 | 0.00000 | -94.50 | 9870.88 |
31 | 2010.01.13 05:00 | buy | 16 | 0.30 | 1.44805 | 0.00000 | 0.00000 | ||
32 | 2010.01.13 07:00 | close | 16 | 0.30 | 1.44856 | 0.00000 | 0.00000 | 15.30 | 9886.18 |
33 | 2010.01.13 12:00 | buy | 17 | 0.30 | 1.45167 | 0.00000 | 0.00000 | ||
34 | 2010.01.13 17:00 | close | 17 | 0.30 | 1.45078 | 0.00000 | 0.00000 | -26.70 | 9859.48 |
35 | 2010.01.14 01:00 | buy | 18 | 0.30 | 1.45235 | 0.00000 | 0.00000 | ||
36 | 2010.01.14 11:00 | close | 18 | 0.30 | 1.45048 | 0.00000 | 0.00000 | -56.10 | 9803.38 |