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 | smallma=50; bigma=200; MinutesBetweenOrders=120; MAperiod=50; StopLoss=97; TakeProfit=50; TrailingStop=0; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""MA"; Slippage=5; UseSound=false; NameFileSound=""alert.wav""; Lots=0.1; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -11.20 | Gross profit | 10.00 | Gross loss | -21.20 |
| Profit factor | 0.47 | Expected payoff | -2.80 | ||
| Absolute drawdown | 21.50 | Maximal drawdown | 21.50 (0.22%) | Relative drawdown | 0.22% (21.50) |
| Total trades | 4 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 2 (50.00%) | Loss trades (% of total) | 2 (50.00%) | ||
| Largest | profit trade | 5.00 | loss trade | -10.60 | |
| Average | profit trade | 5.00 | loss trade | -10.60 | |
| Maximum | consecutive wins (profit in money) | 1 (5.00) | consecutive losses (loss in money) | 1 (-10.60) | |
| Maximal | consecutive profit (count of wins) | 5.00 (1) | consecutive loss (count of losses) | -10.60 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.07 05:02 | sell | 1 | 0.10 | 1.48877 | 1.48983 | 1.48827 | ||
| 2 | 2009.12.07 05:40 | s/l | 1 | 0.10 | 1.48983 | 1.48983 | 1.48827 | -10.60 | 9989.40 |
| 3 | 2009.12.29 06:32 | buy | 2 | 0.10 | 1.43750 | 1.43644 | 1.43800 | ||
| 4 | 2009.12.29 07:45 | t/p | 2 | 0.10 | 1.43800 | 1.43644 | 1.43800 | 5.00 | 9994.40 |
| 5 | 2010.01.07 18:07 | sell | 3 | 0.10 | 1.43118 | 1.43224 | 1.43068 | ||
| 6 | 2010.01.07 18:15 | s/l | 3 | 0.10 | 1.43224 | 1.43224 | 1.43068 | -10.60 | 9983.80 |
| 7 | 2010.01.11 13:00 | buy | 4 | 0.10 | 1.45311 | 1.45205 | 1.45361 | ||
| 8 | 2010.01.11 13:32 | t/p | 4 | 0.10 | 1.45361 | 1.45205 | 1.45361 | 5.00 | 9988.80 |