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 | -191.22 | Gross profit | 247.02 | Gross loss | -438.24 |
Profit factor | 0.56 | Expected payoff | -10.62 | ||
Absolute drawdown | 200.52 | Maximal drawdown | 482.52 (4.69%) | Relative drawdown | 4.69% (482.52) |
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 | 146.46 | loss trade | -94.20 | |
Average | profit trade | 49.40 | loss trade | -33.71 | |
Maximum | consecutive wins (profit in money) | 2 (180.54) | consecutive losses (loss in money) | 5 (-38.94) | |
Maximal | consecutive profit (count of wins) | 180.54 (2) | consecutive loss (count of losses) | -170.40 (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 | 1.50463 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 23:00 | close | 1 | 0.30 | 1.50436 | 0.00000 | 0.00000 | -8.10 | 9991.90 |
3 | 2009.12.03 17:00 | buy | 2 | 0.30 | 1.50885 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 18:00 | close | 2 | 0.30 | 1.50799 | 0.00000 | 0.00000 | -25.80 | 9966.10 |
5 | 2009.12.03 20:00 | buy | 3 | 0.30 | 1.50922 | 0.00000 | 0.00000 | ||
6 | 2009.12.03 22:00 | close | 3 | 0.30 | 1.50729 | 0.00000 | 0.00000 | -57.90 | 9908.20 |
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 | 1.47218 | 0.00000 | 0.00000 | 1.80 | 9910.00 |
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 | 1.47408 | 0.00000 | 0.00000 | -54.90 | 9855.10 |
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 | 1.46581 | 0.00000 | 0.00000 | 146.46 | 10001.56 |
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 | 1.43218 | 0.00000 | 0.00000 | 34.08 | 10035.64 |
15 | 2009.12.29 06:00 | buy | 8 | 0.30 | 1.43741 | 0.00000 | 0.00000 | ||
16 | 2009.12.29 07:00 | close | 8 | 0.30 | 1.43715 | 0.00000 | 0.00000 | -7.80 | 10027.84 |
17 | 2009.12.31 03:00 | buy | 9 | 0.30 | 1.43699 | 0.00000 | 0.00000 | ||
18 | 2009.12.31 04:00 | close | 9 | 0.30 | 1.43679 | 0.00000 | 0.00000 | -6.00 | 10021.84 |
19 | 2009.12.31 06:00 | buy | 10 | 0.30 | 1.43717 | 0.00000 | 0.00000 | ||
20 | 2009.12.31 07:00 | close | 10 | 0.30 | 1.43701 | 0.00000 | 0.00000 | -4.80 | 10017.04 |
21 | 2010.01.04 11:00 | buy | 11 | 0.30 | 1.43949 | 0.00000 | 0.00000 | ||
22 | 2010.01.05 19:00 | close | 11 | 0.30 | 1.43911 | 0.00000 | 0.00000 | -11.34 | 10005.70 |
23 | 2010.01.06 11:00 | buy | 12 | 0.30 | 1.43782 | 0.00000 | 0.00000 | ||
24 | 2010.01.06 12:00 | close | 12 | 0.30 | 1.43752 | 0.00000 | 0.00000 | -9.00 | 9996.70 |
25 | 2010.01.06 17:00 | buy | 13 | 0.30 | 1.43883 | 0.00000 | 0.00000 | ||
26 | 2010.01.07 05:00 | close | 13 | 0.30 | 1.44046 | 0.00000 | 0.00000 | 49.08 | 10045.78 |
27 | 2010.01.07 09:00 | buy | 14 | 0.30 | 1.43881 | 0.00000 | 0.00000 | ||
28 | 2010.01.07 10:00 | close | 14 | 0.30 | 1.43627 | 0.00000 | 0.00000 | -76.20 | 9969.58 |
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 | 1.43562 | 0.00000 | 0.00000 | -94.20 | 9875.38 |
31 | 2010.01.13 05:00 | buy | 16 | 0.30 | 1.44804 | 0.00000 | 0.00000 | ||
32 | 2010.01.13 07:00 | close | 16 | 0.30 | 1.44856 | 0.00000 | 0.00000 | 15.60 | 9890.98 |
33 | 2010.01.13 12:00 | buy | 17 | 0.30 | 1.45166 | 0.00000 | 0.00000 | ||
34 | 2010.01.13 17:00 | close | 17 | 0.30 | 1.45078 | 0.00000 | 0.00000 | -26.40 | 9864.58 |
35 | 2010.01.14 01:00 | buy | 18 | 0.30 | 1.45234 | 0.00000 | 0.00000 | ||
36 | 2010.01.14 11:00 | close | 18 | 0.30 | 1.45048 | 0.00000 | 0.00000 | -55.80 | 9808.78 |