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="---------------- NonLagMA Settings"; Price=0; Length=12; Displace=0; PctFilter=1; Color=1; ColorBarBack=1; Deviation=0; SoundAlertMode=0; S1b="---------------- MACD Settings"; MACDFast=12; MACDSlow=26; MACDSMA=1; S1c="---------------- MACD Settings"; StochKP=12; StochDP=12; StochSP=4; BuyLevel=30; SellLevel=60; S2="---------------- Money Management"; Lots=0.01; RiskMM=false; RiskPercent=1; MaxLots=20; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=1; Slippage=2; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 44.82 | Gross profit | 59.63 | Gross loss | -14.82 |
| Profit factor | 4.02 | Expected payoff | 8.96 | ||
| Absolute drawdown | 1.84 | Maximal drawdown | 32.40 (0.32%) | Relative drawdown | 0.32% (32.40) |
| Total trades | 5 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
| Largest | profit trade | 35.81 | loss trade | -14.82 | |
| Average | profit trade | 14.91 | loss trade | -14.82 | |
| Maximum | consecutive wins (profit in money) | 3 (38.50) | consecutive losses (loss in money) | 1 (-14.82) | |
| Maximal | consecutive profit (count of wins) | 38.50 (3) | consecutive loss (count of losses) | -14.82 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 15:00 | sell | 1 | 0.01 | 1.50890 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.07 02:00 | close | 1 | 0.01 | 1.48776 | 0.00000 | 0.00000 | 21.13 | 10021.13 |
| 3 | 2009.12.07 02:02 | buy | 2 | 0.01 | 1.48789 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.09 15:00 | close | 2 | 0.01 | 1.47307 | 0.00000 | 0.00000 | -14.82 | 10006.32 |
| 5 | 2009.12.09 15:02 | sell | 3 | 0.01 | 1.47325 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.29 06:00 | close | 3 | 0.01 | 1.43736 | 0.00000 | 0.00000 | 35.81 | 10042.13 |
| 7 | 2009.12.29 06:02 | buy | 4 | 0.01 | 1.43731 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.06 23:50 | close | 4 | 0.01 | 1.43915 | 0.00000 | 0.00000 | 1.86 | 10043.98 |
| 9 | 2010.01.06 23:52 | sell | 5 | 0.01 | 1.43937 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.15 22:57 | close at stop | 5 | 0.01 | 1.43849 | 0.00000 | 0.00000 | 0.84 | 10044.82 |