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 | MagicNumber=3333; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=10; MaxLots=100; FastMA_Mode=0; FastMA_Period=9; FastMA_Shift=0; FastMA_AppliedPrice=0; MiddleMA_Mode=0; MiddleMA_Period=14; MiddleMA_Shift=0; MiddleMA_AppliedPrice=0; SlowMA_Mode=0; SlowMA_Period=29; SlowMA_Shift=0; SlowMA_AppliedPrice=0; Fast_MiddleSpread=0; Middle_SlowSpread=0; SignalCandle=1; StopLoss=0; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; TRStopLevel_1=20; TrailingStop1=20; TRStopLevel_2=30; TrailingStop2=20; TRStopLevel_3=50; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10590.00 | Gross profit | 1072.00 | Gross loss | -11662.00 |
| Profit factor | 0.09 | Expected payoff | -2118.00 | ||
| Absolute drawdown | 10590.00 | Maximal drawdown | 13820.00 (104.46%) | Relative drawdown | 104.46% (13820.00) |
| Total trades | 5 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 1 (20.00%) | Loss trades (% of total) | 4 (80.00%) | ||
| Largest | profit trade | 1072.00 | loss trade | -5380.00 | |
| Average | profit trade | 1072.00 | loss trade | -2915.50 | |
| Maximum | consecutive wins (profit in money) | 1 (1072.00) | consecutive losses (loss in money) | 3 (-10792.00) | |
| Maximal | consecutive profit (count of wins) | 1072.00 (1) | consecutive loss (count of losses) | -10792.00 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 10.00 | 1.50074 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 04:00 | close | 1 | 10.00 | 1.50161 | 0.00000 | 0.00000 | -870.00 | 9130.00 |
| 3 | 2009.12.01 12:00 | buy | 2 | 10.00 | 1.50754 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.02 04:00 | close | 2 | 10.00 | 1.50861 | 0.00000 | 0.00000 | 1072.00 | 10202.00 |
| 5 | 2009.12.02 10:00 | buy | 3 | 10.00 | 1.50947 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.02 17:00 | close | 3 | 10.00 | 1.50756 | 0.00000 | 0.00000 | -1910.00 | 8292.00 |
| 7 | 2009.12.02 18:00 | sell | 4 | 10.00 | 1.50580 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.03 05:00 | close | 4 | 10.00 | 1.50929 | 0.00000 | 0.00000 | -3502.00 | 4790.00 |
| 9 | 2009.12.03 11:00 | buy | 5 | 10.00 | 1.51169 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.03 15:20 | close at stop | 5 | 10.00 | 1.50631 | 0.00000 | 0.00000 | -5380.00 | -590.00 |