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=0.1; KPeriod=8; DPeriod=3; Slowing=3; UseHMAConfirmation=true; HMAPeriod=15; HMAMethod=3; HMAPrice=0; DVBuySell=0.0011; DVStayOut=0.0073; ProfitMade=20; LossLimit=115; TrailStop=9999; PLBreakEven=9999; BasketProfit=10; BasketLoss=9999; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -13.50 | Gross profit | 35.00 | Gross loss | -48.50 |
Profit factor | 0.72 | Expected payoff | -0.79 | ||
Absolute drawdown | 36.70 | Maximal drawdown | 47.50 (0.47%) | Relative drawdown | 0.47% (47.50) |
Total trades | 17 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 17 (76.47%) |
Profit trades (% of total) | 13 (76.47%) | Loss trades (% of total) | 4 (23.53%) | ||
Largest | profit trade | 2.70 | loss trade | -12.20 | |
Average | profit trade | 2.69 | loss trade | -12.13 | |
Maximum | consecutive wins (profit in money) | 6 (16.20) | consecutive losses (loss in money) | 3 (-36.30) | |
Maximal | consecutive profit (count of wins) | 16.20 (6) | consecutive loss (count of losses) | -36.30 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 16:25 | buy | 1 | 0.10 | 1.50926 | 1.50804 | 1.50953 | ||
2 | 2009.12.01 16:45 | t/p | 1 | 0.10 | 1.50953 | 1.50804 | 1.50953 | 2.70 | 10002.70 |
3 | 2009.12.02 22:20 | buy | 2 | 0.10 | 1.50431 | 1.50309 | 1.50458 | ||
4 | 2009.12.02 22:32 | t/p | 2 | 0.10 | 1.50458 | 1.50309 | 1.50458 | 2.70 | 10005.40 |
5 | 2009.12.03 11:27 | buy | 3 | 0.10 | 1.51255 | 1.51133 | 1.51282 | ||
6 | 2009.12.03 11:27 | t/p | 3 | 0.10 | 1.51282 | 1.51133 | 1.51282 | 2.70 | 10008.10 |
7 | 2009.12.07 13:15 | buy | 4 | 0.10 | 1.47868 | 1.47746 | 1.47895 | ||
8 | 2009.12.07 13:40 | t/p | 4 | 0.10 | 1.47895 | 1.47746 | 1.47895 | 2.70 | 10010.80 |
9 | 2009.12.07 20:12 | buy | 5 | 0.10 | 1.48526 | 1.48404 | 1.48553 | ||
10 | 2009.12.07 20:20 | s/l | 5 | 0.10 | 1.48404 | 1.48404 | 1.48553 | -12.20 | 9998.60 |
11 | 2009.12.09 06:27 | buy | 6 | 0.10 | 1.47337 | 1.47215 | 1.47364 | ||
12 | 2009.12.09 06:50 | close | 6 | 0.10 | 1.47218 | 1.47215 | 1.47364 | -11.90 | 9986.70 |
13 | 2009.12.17 16:45 | buy | 7 | 0.10 | 1.43529 | 1.43407 | 1.43556 | ||
14 | 2009.12.17 17:15 | s/l | 7 | 0.10 | 1.43407 | 1.43407 | 1.43556 | -12.20 | 9974.50 |
15 | 2009.12.28 10:42 | buy | 8 | 0.10 | 1.43949 | 1.43827 | 1.43976 | ||
16 | 2009.12.28 11:20 | t/p | 8 | 0.10 | 1.43976 | 1.43827 | 1.43976 | 2.70 | 9977.20 |
17 | 2009.12.29 13:37 | buy | 9 | 0.10 | 1.44416 | 1.44294 | 1.44443 | ||
18 | 2009.12.29 13:40 | t/p | 9 | 0.10 | 1.44443 | 1.44294 | 1.44443 | 2.70 | 9979.90 |
19 | 2009.12.30 04:00 | buy | 10 | 0.10 | 1.43119 | 1.42997 | 1.43146 | ||
20 | 2009.12.30 04:20 | t/p | 10 | 0.10 | 1.43146 | 1.42997 | 1.43146 | 2.70 | 9982.60 |
21 | 2009.12.31 00:50 | buy | 11 | 0.10 | 1.43398 | 1.43276 | 1.43425 | ||
22 | 2009.12.31 01:20 | t/p | 11 | 0.10 | 1.43425 | 1.43276 | 1.43425 | 2.70 | 9985.30 |
23 | 2010.01.04 03:12 | buy | 12 | 0.10 | 1.42777 | 1.42655 | 1.42804 | ||
24 | 2010.01.04 03:15 | t/p | 12 | 0.10 | 1.42804 | 1.42655 | 1.42804 | 2.70 | 9988.00 |
25 | 2010.01.04 14:00 | buy | 13 | 0.10 | 1.43973 | 1.43851 | 1.44000 | ||
26 | 2010.01.04 14:20 | t/p | 13 | 0.10 | 1.44000 | 1.43851 | 1.44000 | 2.70 | 9990.70 |
27 | 2010.01.05 18:12 | buy | 14 | 0.10 | 1.44006 | 1.43884 | 1.44033 | ||
28 | 2010.01.05 18:20 | s/l | 14 | 0.10 | 1.43884 | 1.43884 | 1.44033 | -12.20 | 9978.50 |
29 | 2010.01.12 03:02 | buy | 15 | 0.10 | 1.44899 | 1.44777 | 1.44926 | ||
30 | 2010.01.12 03:07 | close | 15 | 0.10 | 1.44925 | 1.44777 | 1.44926 | 2.60 | 9981.10 |
31 | 2010.01.12 14:00 | buy | 16 | 0.10 | 1.44997 | 1.44875 | 1.45024 | ||
32 | 2010.01.12 14:02 | t/p | 16 | 0.10 | 1.45024 | 1.44875 | 1.45024 | 2.70 | 9983.80 |
33 | 2010.01.13 20:20 | buy | 17 | 0.10 | 1.44974 | 1.44852 | 1.45001 | ||
34 | 2010.01.13 20:27 | t/p | 17 | 0.10 | 1.45001 | 1.44852 | 1.45001 | 2.70 | 9986.50 |