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 | TakeProfit=60; StopLoss=30; Risk=5; MagicNumber=5101979; tenkan=19; kijun=60; senkou_b=120; po=20; adx_timeframe=1; adx_period=10; adx_applied_price=0; convert_high=13; convert_low=6; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -504.90 | Gross profit | 100.80 | Gross loss | -605.70 |
| Profit factor | 0.17 | Expected payoff | -38.84 | ||
| Absolute drawdown | 504.90 | Maximal drawdown | 535.86 (5.34%) | Relative drawdown | 5.34% (535.86) |
| Total trades | 13 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 13 (7.69%) |
| Profit trades (% of total) | 1 (7.69%) | Loss trades (% of total) | 12 (92.31%) | ||
| Largest | profit trade | 100.80 | loss trade | -51.60 | |
| Average | profit trade | 100.80 | loss trade | -50.48 | |
| Maximum | consecutive wins (profit in money) | 1 (100.80) | consecutive losses (loss in money) | 8 (-400.20) | |
| Maximal | consecutive profit (count of wins) | 100.80 (1) | consecutive loss (count of losses) | -400.20 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 08:15 | buy | 1 | 1.72 | 1.44685 | 1.44655 | 1.44745 | ||
| 2 | 2010.01.05 08:20 | s/l | 1 | 1.72 | 1.44655 | 1.44655 | 1.44745 | -51.60 | 9948.40 |
| 3 | 2010.01.05 08:47 | buy | 2 | 1.72 | 1.44546 | 1.44516 | 1.44606 | ||
| 4 | 2010.01.05 08:50 | s/l | 2 | 1.72 | 1.44516 | 1.44516 | 1.44606 | -51.60 | 9896.80 |
| 5 | 2010.01.05 11:20 | buy | 3 | 1.71 | 1.44371 | 1.44341 | 1.44431 | ||
| 6 | 2010.01.05 11:22 | s/l | 3 | 1.71 | 1.44341 | 1.44341 | 1.44431 | -51.30 | 9845.50 |
| 7 | 2010.01.05 13:57 | buy | 4 | 1.70 | 1.44452 | 1.44422 | 1.44512 | ||
| 8 | 2010.01.05 13:59 | s/l | 4 | 1.70 | 1.44422 | 1.44422 | 1.44512 | -51.00 | 9794.50 |
| 9 | 2010.01.11 10:50 | buy | 5 | 1.68 | 1.45172 | 1.45142 | 1.45232 | ||
| 10 | 2010.01.11 11:07 | t/p | 5 | 1.68 | 1.45232 | 1.45142 | 1.45232 | 100.80 | 9895.30 |
| 11 | 2010.01.11 12:57 | buy | 6 | 1.70 | 1.45353 | 1.45323 | 1.45413 | ||
| 12 | 2010.01.11 12:59 | s/l | 6 | 1.70 | 1.45323 | 1.45323 | 1.45413 | -51.00 | 9844.30 |
| 13 | 2010.01.11 17:13 | buy | 7 | 1.69 | 1.45398 | 1.45368 | 1.45458 | ||
| 14 | 2010.01.11 17:16 | s/l | 7 | 1.69 | 1.45368 | 1.45368 | 1.45458 | -50.70 | 9793.60 |
| 15 | 2010.01.11 22:17 | buy | 8 | 1.68 | 1.45168 | 1.45138 | 1.45228 | ||
| 16 | 2010.01.11 22:20 | s/l | 8 | 1.68 | 1.45138 | 1.45138 | 1.45228 | -50.40 | 9743.20 |
| 17 | 2010.01.11 23:27 | buy | 9 | 1.67 | 1.45082 | 1.45052 | 1.45142 | ||
| 18 | 2010.01.11 23:27 | s/l | 9 | 1.67 | 1.45052 | 1.45052 | 1.45142 | -50.10 | 9693.10 |
| 19 | 2010.01.12 04:57 | buy | 10 | 1.67 | 1.44774 | 1.44744 | 1.44834 | ||
| 20 | 2010.01.12 04:59 | s/l | 10 | 1.67 | 1.44744 | 1.44744 | 1.44834 | -50.10 | 9643.00 |
| 21 | 2010.01.14 02:05 | buy | 11 | 1.65 | 1.45310 | 1.45280 | 1.45370 | ||
| 22 | 2010.01.14 02:15 | s/l | 11 | 1.65 | 1.45280 | 1.45280 | 1.45370 | -49.50 | 9593.50 |
| 23 | 2010.01.14 08:35 | buy | 12 | 1.64 | 1.45382 | 1.45352 | 1.45442 | ||
| 24 | 2010.01.14 08:40 | s/l | 12 | 1.64 | 1.45352 | 1.45352 | 1.45442 | -49.20 | 9544.30 |
| 25 | 2010.01.14 08:47 | buy | 13 | 1.64 | 1.45325 | 1.45295 | 1.45385 | ||
| 26 | 2010.01.14 08:50 | s/l | 13 | 1.64 | 1.45295 | 1.45295 | 1.45385 | -49.20 | 9495.10 |