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 | Expert_Name=""----------"; MagicNumber=1234; StopLoss=100; TakeProfit=200; TrailingStop_Setting=""----------"; TrailingStopType=1; TrailingStop=40; Indicator_Setting=""----------"; FastMAPeriod=10; FastMAType=1; FastMAPrice=0; FastMAshift=0; SlowMAPeriod=80; SlowMAType=1; SlowMAPrice=0; SlowMAshift=0; CossDistance_Setting=""----------"; MinCrossDistance=0; MaxLookUp=0; Exit_Setting=""----------"; StopAndReverse=false; PureSAR=false; ExitOnCross=false; ThirdEMA_Setting=""----------"; UseThirdMA=false; UseCounterTrend=false; OnlyCounterTrend=false; ThirdMAPeriod=100; ThirdMAType=1; ThirdMAPrice=0; ThirdMAshift=0; CTStopLoss=0; CTTakeProfit=0; Pivot.Setting=""----------"; Use.Pivot.Filter=false; Order_Setting=""----------"; ReverseCondition=false; ConfirmedOnEntry=true; OneEntryPerBar=true; NumberOfTries=10; Slippage=5; OpenOrder_Setting=""----------"; MaxOpenTrade=1; MinPriceDistance=5; Time_Parameters=""----------"; UseHourTrade=false; StartHour=10; EndHour=11; MM_Parameters=""----------"; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Alert_Setting=""----------"; EnableAlert=false; SoundFilename=""alert.wav""; Testing_Parameters=""----------"; PrintControl=false; Show_Settings=true; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 724.00 | Gross profit | 1108.00 | Gross loss | -384.00 |
| Profit factor | 2.89 | Expected payoff | 48.27 | ||
| Absolute drawdown | 181.00 | Maximal drawdown | 240.00 (2.39%) | Relative drawdown | 2.39% (240.00) |
| Total trades | 15 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 11 (73.33%) | Loss trades (% of total) | 4 (26.67%) | ||
| Largest | profit trade | 204.00 | loss trade | -98.00 | |
| Average | profit trade | 100.73 | loss trade | -96.00 | |
| Maximum | consecutive wins (profit in money) | 6 (717.00) | consecutive losses (loss in money) | 2 (-194.00) | |
| Maximal | consecutive profit (count of wins) | 717.00 (6) | consecutive loss (count of losses) | -194.00 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 05:00 | sell | 1 | 1.00 | 1.50588 | 1.50690 | 1.50390 | ||
| 2 | 2009.12.04 05:20 | modify | 1 | 1.00 | 1.50588 | 1.50569 | 1.50390 | ||
| 3 | 2009.12.04 05:30 | s/l | 1 | 1.00 | 1.50569 | 1.50569 | 1.50390 | 19.00 | 10019.00 |
| 4 | 2009.12.04 09:00 | buy | 2 | 1.00 | 1.50856 | 1.50760 | 1.51060 | ||
| 5 | 2009.12.04 09:15 | s/l | 2 | 1.00 | 1.50760 | 1.50760 | 1.51060 | -96.00 | 9923.00 |
| 6 | 2009.12.04 13:00 | sell | 3 | 1.00 | 1.50622 | 1.50720 | 1.50420 | ||
| 7 | 2009.12.04 13:10 | s/l | 3 | 1.00 | 1.50720 | 1.50720 | 1.50420 | -98.00 | 9825.00 |
| 8 | 2009.12.04 14:00 | buy | 4 | 1.00 | 1.50710 | 1.50610 | 1.50910 | ||
| 9 | 2009.12.04 14:10 | modify | 4 | 1.00 | 1.50710 | 1.50728 | 1.50910 | ||
| 10 | 2009.12.04 14:13 | s/l | 4 | 1.00 | 1.50728 | 1.50728 | 1.50910 | 18.00 | 9843.00 |
| 11 | 2009.12.04 15:00 | sell | 5 | 1.00 | 1.49426 | 1.49530 | 1.49230 | ||
| 12 | 2009.12.04 15:02 | t/p | 5 | 1.00 | 1.49230 | 1.49530 | 1.49230 | 196.00 | 10039.00 |
| 13 | 2009.12.23 22:00 | buy | 6 | 1.00 | 1.43253 | 1.43150 | 1.43450 | ||
| 14 | 2009.12.23 22:15 | modify | 6 | 1.00 | 1.43253 | 1.43258 | 1.43450 | ||
| 15 | 2009.12.23 22:20 | modify | 6 | 1.00 | 1.43253 | 1.43281 | 1.43450 | ||
| 16 | 2009.12.23 22:37 | s/l | 6 | 1.00 | 1.43281 | 1.43281 | 1.43450 | 28.00 | 10067.00 |
| 17 | 2009.12.30 00:00 | sell | 7 | 1.00 | 1.43503 | 1.43600 | 1.43300 | ||
| 18 | 2009.12.30 00:40 | modify | 7 | 1.00 | 1.43503 | 1.43496 | 1.43300 | ||
| 19 | 2009.12.30 00:46 | modify | 7 | 1.00 | 1.43503 | 1.43434 | 1.43300 | ||
| 20 | 2009.12.30 00:56 | s/l | 7 | 1.00 | 1.43434 | 1.43434 | 1.43300 | 69.00 | 10136.00 |
| 21 | 2009.12.31 06:00 | buy | 8 | 1.00 | 1.43718 | 1.43620 | 1.43920 | ||
| 22 | 2009.12.31 07:33 | t/p | 8 | 1.00 | 1.43920 | 1.43620 | 1.43920 | 202.00 | 10338.00 |
| 23 | 2010.01.04 01:00 | sell | 9 | 1.00 | 1.43154 | 1.43250 | 1.42950 | ||
| 24 | 2010.01.04 01:10 | modify | 9 | 1.00 | 1.43154 | 1.43136 | 1.42950 | ||
| 25 | 2010.01.04 01:15 | modify | 9 | 1.00 | 1.43154 | 1.43050 | 1.42950 | ||
| 26 | 2010.01.04 01:20 | t/p | 9 | 1.00 | 1.42950 | 1.43050 | 1.42950 | 204.00 | 10542.00 |
| 27 | 2010.01.04 14:00 | buy | 10 | 1.00 | 1.43975 | 1.43880 | 1.44180 | ||
| 28 | 2010.01.04 14:07 | s/l | 10 | 1.00 | 1.43880 | 1.43880 | 1.44180 | -95.00 | 10447.00 |
| 29 | 2010.01.06 00:00 | sell | 11 | 1.00 | 1.43618 | 1.43720 | 1.43420 | ||
| 30 | 2010.01.06 00:15 | modify | 11 | 1.00 | 1.43618 | 1.43617 | 1.43420 | ||
| 31 | 2010.01.06 00:20 | modify | 11 | 1.00 | 1.43618 | 1.43539 | 1.43420 | ||
| 32 | 2010.01.06 00:27 | s/l | 11 | 1.00 | 1.43539 | 1.43539 | 1.43420 | 79.00 | 10526.00 |
| 33 | 2010.01.06 20:00 | buy | 12 | 1.00 | 1.43985 | 1.43890 | 1.44190 | ||
| 34 | 2010.01.06 20:05 | modify | 12 | 1.00 | 1.43985 | 1.43999 | 1.44190 | ||
| 35 | 2010.01.06 20:07 | s/l | 12 | 1.00 | 1.43999 | 1.43999 | 1.44190 | 14.00 | 10540.00 |
| 36 | 2010.01.07 11:00 | sell | 13 | 1.00 | 1.43524 | 1.43620 | 1.43320 | ||
| 37 | 2010.01.07 11:15 | modify | 13 | 1.00 | 1.43524 | 1.43512 | 1.43320 | ||
| 38 | 2010.01.07 11:20 | modify | 13 | 1.00 | 1.43524 | 1.43445 | 1.43320 | ||
| 39 | 2010.01.07 11:27 | s/l | 13 | 1.00 | 1.43445 | 1.43445 | 1.43320 | 79.00 | 10619.00 |
| 40 | 2010.01.08 20:00 | buy | 14 | 1.00 | 1.44245 | 1.44150 | 1.44450 | ||
| 41 | 2010.01.08 20:15 | s/l | 14 | 1.00 | 1.44150 | 1.44150 | 1.44450 | -95.00 | 10524.00 |
| 42 | 2010.01.15 03:00 | sell | 15 | 1.00 | 1.44380 | 1.44480 | 1.44180 | ||
| 43 | 2010.01.15 03:10 | modify | 15 | 1.00 | 1.44380 | 1.44367 | 1.44180 | ||
| 44 | 2010.01.15 03:15 | modify | 15 | 1.00 | 1.44380 | 1.44274 | 1.44180 | ||
| 45 | 2010.01.15 03:20 | t/p | 15 | 1.00 | 1.44180 | 1.44274 | 1.44180 | 200.00 | 10724.00 |