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 | StopLoss=300; TrailingStop=200; magicnumber=143; choice=false; MaxOrders=1; Risk=15; ShortEma=10; LongEma=80; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 5614.48 | Gross profit | 6322.88 | Gross loss | -708.40 |
Profit factor | 8.93 | Expected payoff | 510.41 | ||
Absolute drawdown | 256.50 | Maximal drawdown | 1256.20 (7.95%) | Relative drawdown | 7.95% (1256.20) |
Total trades | 11 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 5 (100.00%) |
Profit trades (% of total) | 10 (90.91%) | Loss trades (% of total) | 1 (9.09%) | ||
Largest | profit trade | 1695.00 | loss trade | -708.40 | |
Average | profit trade | 632.29 | loss trade | -708.40 | |
Maximum | consecutive wins (profit in money) | 9 (5363.68) | consecutive losses (loss in money) | 1 (-708.40) | |
Maximal | consecutive profit (count of wins) | 5363.68 (9) | consecutive loss (count of losses) | -708.40 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 12:00 | sell | 1 | 1.50 | 1.50605 | 1.50913 | 0.00000 | ||
2 | 2009.12.04 14:40 | modify | 1 | 1.50 | 1.50605 | 1.50428 | 0.00000 | ||
3 | 2009.12.04 14:45 | modify | 1 | 1.50 | 1.50605 | 1.50019 | 0.00000 | ||
4 | 2009.12.04 14:50 | modify | 1 | 1.50 | 1.50605 | 1.49475 | 0.00000 | ||
5 | 2009.12.04 14:52 | s/l | 1 | 1.50 | 1.49475 | 1.49475 | 0.00000 | 1695.00 | 11695.00 |
6 | 2009.12.23 20:00 | buy | 2 | 1.80 | 1.43490 | 1.43182 | 0.00000 | ||
7 | 2009.12.24 08:32 | modify | 2 | 1.80 | 1.43490 | 1.43504 | 0.00000 | ||
8 | 2009.12.24 08:37 | modify | 2 | 1.80 | 1.43490 | 1.43511 | 0.00000 | ||
9 | 2009.12.24 09:32 | s/l | 2 | 1.80 | 1.43511 | 1.43511 | 0.00000 | 38.88 | 11733.88 |
10 | 2009.12.29 23:00 | sell | 3 | 1.80 | 1.43525 | 1.43833 | 0.00000 | ||
11 | 2009.12.30 01:45 | modify | 3 | 1.80 | 1.43525 | 1.43504 | 0.00000 | ||
12 | 2009.12.30 01:50 | modify | 3 | 1.80 | 1.43525 | 1.43413 | 0.00000 | ||
13 | 2009.12.30 02:26 | modify | 3 | 1.80 | 1.43525 | 1.43374 | 0.00000 | ||
14 | 2009.12.30 02:32 | modify | 3 | 1.80 | 1.43525 | 1.43372 | 0.00000 | ||
15 | 2009.12.30 02:35 | modify | 3 | 1.80 | 1.43525 | 1.43364 | 0.00000 | ||
16 | 2009.12.30 02:40 | modify | 3 | 1.80 | 1.43525 | 1.43346 | 0.00000 | ||
17 | 2009.12.30 02:45 | modify | 3 | 1.80 | 1.43525 | 1.43320 | 0.00000 | ||
18 | 2009.12.30 02:50 | modify | 3 | 1.80 | 1.43525 | 1.43285 | 0.00000 | ||
19 | 2009.12.30 03:20 | modify | 3 | 1.80 | 1.43525 | 1.43265 | 0.00000 | ||
20 | 2009.12.30 05:20 | s/l | 3 | 1.80 | 1.43265 | 1.43265 | 0.00000 | 467.28 | 12201.16 |
21 | 2009.12.31 05:00 | buy | 4 | 1.80 | 1.43648 | 1.43340 | 0.00000 | ||
22 | 2009.12.31 07:33 | modify | 4 | 1.80 | 1.43648 | 1.43801 | 0.00000 | ||
23 | 2009.12.31 07:40 | modify | 4 | 1.80 | 1.43648 | 1.43998 | 0.00000 | ||
24 | 2009.12.31 07:46 | modify | 4 | 1.80 | 1.43648 | 1.44196 | 0.00000 | ||
25 | 2009.12.31 07:56 | s/l | 4 | 1.80 | 1.44196 | 1.44196 | 0.00000 | 986.40 | 13187.56 |
26 | 2010.01.04 00:00 | sell | 5 | 2.00 | 1.43261 | 1.43569 | 0.00000 | ||
27 | 2010.01.04 01:15 | modify | 5 | 2.00 | 1.43261 | 1.43206 | 0.00000 | ||
28 | 2010.01.04 01:20 | modify | 5 | 2.00 | 1.43261 | 1.43093 | 0.00000 | ||
29 | 2010.01.04 01:27 | s/l | 5 | 2.00 | 1.43093 | 1.43093 | 0.00000 | 336.00 | 13523.56 |
30 | 2010.01.04 13:00 | buy | 6 | 2.00 | 1.43889 | 1.43581 | 0.00000 | ||
31 | 2010.01.04 14:40 | modify | 6 | 2.00 | 1.43889 | 1.43910 | 0.00000 | ||
32 | 2010.01.04 14:45 | modify | 6 | 2.00 | 1.43889 | 1.44020 | 0.00000 | ||
33 | 2010.01.04 14:50 | modify | 6 | 2.00 | 1.43889 | 1.44130 | 0.00000 | ||
34 | 2010.01.04 15:03 | modify | 6 | 2.00 | 1.43889 | 1.44149 | 0.00000 | ||
35 | 2010.01.04 15:10 | modify | 6 | 2.00 | 1.43889 | 1.44224 | 0.00000 | ||
36 | 2010.01.04 15:16 | modify | 6 | 2.00 | 1.43889 | 1.44298 | 0.00000 | ||
37 | 2010.01.04 15:45 | s/l | 6 | 2.00 | 1.44298 | 1.44298 | 0.00000 | 818.00 | 14341.56 |
38 | 2010.01.05 23:00 | sell | 7 | 2.20 | 1.43655 | 1.43963 | 0.00000 | ||
39 | 2010.01.06 01:45 | modify | 7 | 2.20 | 1.43655 | 1.43620 | 0.00000 | ||
40 | 2010.01.06 01:50 | modify | 7 | 2.20 | 1.43655 | 1.43545 | 0.00000 | ||
41 | 2010.01.06 02:20 | s/l | 7 | 2.20 | 1.43545 | 1.43545 | 0.00000 | 241.12 | 14582.68 |
42 | 2010.01.06 19:00 | buy | 8 | 2.20 | 1.44044 | 1.43736 | 0.00000 | ||
43 | 2010.01.06 20:20 | modify | 8 | 2.20 | 1.44044 | 1.44138 | 0.00000 | ||
44 | 2010.01.06 20:37 | modify | 8 | 2.20 | 1.44044 | 1.44147 | 0.00000 | ||
45 | 2010.01.06 20:50 | s/l | 8 | 2.20 | 1.44147 | 1.44147 | 0.00000 | 226.60 | 14809.28 |
46 | 2010.01.08 19:00 | buy | 9 | 2.20 | 1.43933 | 1.43625 | 0.00000 | ||
47 | 2010.01.08 19:15 | modify | 9 | 2.20 | 1.43933 | 1.44054 | 0.00000 | ||
48 | 2010.01.08 19:20 | modify | 9 | 2.20 | 1.43933 | 1.44185 | 0.00000 | ||
49 | 2010.01.08 19:50 | s/l | 9 | 2.20 | 1.44185 | 1.44185 | 0.00000 | 554.40 | 15363.68 |
50 | 2010.01.14 18:00 | sell | 10 | 2.30 | 1.44778 | 1.45086 | 0.00000 | ||
51 | 2010.01.14 19:20 | s/l | 10 | 2.30 | 1.45086 | 1.45086 | 0.00000 | -708.40 | 14655.28 |
52 | 2010.01.15 02:00 | sell | 11 | 2.20 | 1.44742 | 1.45050 | 0.00000 | ||
53 | 2010.01.15 02:45 | modify | 11 | 2.20 | 1.44742 | 1.44660 | 0.00000 | ||
54 | 2010.01.15 02:50 | modify | 11 | 2.20 | 1.44742 | 1.44481 | 0.00000 | ||
55 | 2010.01.15 03:15 | modify | 11 | 2.20 | 1.44742 | 1.44430 | 0.00000 | ||
56 | 2010.01.15 03:20 | modify | 11 | 2.20 | 1.44742 | 1.44306 | 0.00000 | ||
57 | 2010.01.15 04:20 | s/l | 11 | 2.20 | 1.44306 | 1.44306 | 0.00000 | 959.20 | 15614.48 |