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 | S1a="---------------- Settings"; Shift1=1; Shift2=2; S1b="---------------- Settings"; SignalTimeFrame=15; RSIPeriod1=9; b01="Buy when between these and rising"; RSIBuyLevel1=50; RSIBuyLevel1a=70; s01="Sell when between these and decreasing"; RSISellLevel1=50; RSISellLevel1a=30; S2b="---------------- 2nD Settings"; S2c="---------Show the trend"; RSIPeriod2=9; S2d="If Under-Over allow to trade"; RSIBuyLevel2=30; RSISellLevel2=70; MainTimeFrame=240; S2e="If Under-Over allow to trade"; MACDFast2=12; MACDSlow2=26; MACDSMA2=9; MACDBuyLevel2=0; MACDSellLevel2=0; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; ReverseSystem=false; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -529.28 | Gross profit | 914.46 | Gross loss | -1443.74 |
Profit factor | 0.63 | Expected payoff | -37.81 | ||
Absolute drawdown | 2722.90 | Maximal drawdown | 2820.80 (27.93%) | Relative drawdown | 27.93% (2820.80) |
Total trades | 14 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 13 (61.54%) |
Profit trades (% of total) | 9 (64.29%) | Loss trades (% of total) | 5 (35.71%) | ||
Largest | profit trade | 134.06 | loss trade | -482.92 | |
Average | profit trade | 101.61 | loss trade | -288.75 | |
Maximum | consecutive wins (profit in money) | 8 (791.60) | consecutive losses (loss in money) | 5 (-1443.74) | |
Maximal | consecutive profit (count of wins) | 791.60 (8) | consecutive loss (count of losses) | -1443.74 (5) | |
Average | consecutive wins | 5 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.07 01:00 | buy | 1 | 0.10 | 1.48711 | 0.00000 | 0.00000 | ||
2 | 2009.12.07 16:00 | buy | 2 | 0.10 | 1.48100 | 0.00000 | 0.00000 | ||
3 | 2009.12.11 22:00 | buy | 3 | 0.10 | 1.46291 | 0.00000 | 0.00000 | ||
4 | 2009.12.15 22:00 | buy | 4 | 0.10 | 1.45363 | 0.00000 | 0.00000 | ||
5 | 2009.12.15 23:00 | buy | 5 | 0.10 | 1.45377 | 0.00000 | 0.00000 | ||
6 | 2009.12.17 20:00 | buy | 6 | 0.10 | 1.43426 | 0.00000 | 0.00000 | ||
7 | 2009.12.18 01:00 | buy | 7 | 0.10 | 1.43434 | 0.00000 | 0.00000 | ||
8 | 2009.12.18 19:00 | buy | 8 | 0.10 | 1.43127 | 0.00000 | 0.00000 | ||
9 | 2009.12.22 02:00 | buy | 9 | 0.10 | 1.42915 | 0.00000 | 0.00000 | ||
10 | 2009.12.23 02:00 | buy | 10 | 0.10 | 1.42570 | 0.00000 | 0.00000 | ||
11 | 2009.12.23 08:00 | buy | 11 | 0.10 | 1.42544 | 0.00000 | 0.00000 | ||
12 | 2009.12.23 09:00 | buy | 12 | 0.10 | 1.42561 | 0.00000 | 0.00000 | ||
13 | 2009.12.23 10:00 | buy | 13 | 0.10 | 1.42538 | 0.00000 | 0.00000 | ||
14 | 2009.12.24 14:45 | close | 13 | 0.10 | 1.43878 | 0.00000 | 0.00000 | 134.06 | 10134.06 |
15 | 2009.12.24 14:45 | close | 12 | 0.10 | 1.43878 | 0.00000 | 0.00000 | 131.76 | 10265.82 |
16 | 2009.12.24 14:45 | close | 11 | 0.10 | 1.43878 | 0.00000 | 0.00000 | 133.46 | 10399.28 |
17 | 2009.12.24 14:45 | close | 10 | 0.10 | 1.43878 | 0.00000 | 0.00000 | 130.86 | 10530.14 |
18 | 2009.12.24 14:45 | close | 9 | 0.10 | 1.43878 | 0.00000 | 0.00000 | 96.38 | 10626.52 |
19 | 2009.12.24 14:45 | close | 8 | 0.10 | 1.43878 | 0.00000 | 0.00000 | 75.22 | 10701.74 |
20 | 2009.12.24 14:45 | close | 7 | 0.10 | 1.43878 | 0.00000 | 0.00000 | 44.52 | 10746.26 |
21 | 2009.12.24 14:45 | close | 6 | 0.10 | 1.43878 | 0.00000 | 0.00000 | 45.34 | 10791.60 |
22 | 2009.12.24 14:45 | close | 5 | 0.10 | 1.43878 | 0.00000 | 0.00000 | -149.68 | 10641.92 |
23 | 2009.12.24 14:45 | close | 4 | 0.10 | 1.43878 | 0.00000 | 0.00000 | -148.28 | 10493.64 |
24 | 2009.12.24 14:45 | close | 3 | 0.10 | 1.43878 | 0.00000 | 0.00000 | -241.04 | 10252.60 |
25 | 2009.12.24 14:45 | close | 2 | 0.10 | 1.43878 | 0.00000 | 0.00000 | -421.82 | 9830.78 |
26 | 2009.12.24 14:45 | close | 1 | 0.10 | 1.43878 | 0.00000 | 0.00000 | -482.92 | 9347.86 |
27 | 2010.01.11 19:00 | sell | 14 | 0.10 | 1.45081 | 0.00000 | 0.00000 | ||
28 | 2010.01.15 22:57 | close at stop | 14 | 0.10 | 1.43850 | 0.00000 | 0.00000 | 122.86 | 9470.72 |