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 | trade=true; C1="EURUSD"; C2="USDCHF"; C3="GBPUSD"; C4="AUDUSD"; show_profit=true; enable_profit=false; enable_loss=false; enable_emergency_trading=true; emergency_loss=60; profit=80; loss=40; MagicNumber1=243; MagicNumber2=244; MagicNumber3=245; MagicNumber4=256; E_MagicNumber=257; lot=0.01; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -29.28 | Gross profit | 72.53 | Gross loss | -101.81 |
Profit factor | 0.71 | Expected payoff | -1.13 | ||
Absolute drawdown | 47.10 | Maximal drawdown | 67.33 (0.67%) | Relative drawdown | 0.67% (67.33) |
Total trades | 26 | Short positions (won %) | 15 (53.33%) | Long positions (won %) | 11 (18.18%) |
Profit trades (% of total) | 10 (38.46%) | Loss trades (% of total) | 16 (61.54%) | ||
Largest | profit trade | 18.81 | loss trade | -22.79 | |
Average | profit trade | 7.25 | loss trade | -6.36 | |
Maximum | consecutive wins (profit in money) | 4 (28.77) | consecutive losses (loss in money) | 8 (-51.42) | |
Maximal | consecutive profit (count of wins) | 28.77 (4) | consecutive loss (count of losses) | -51.42 (8) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:05 | buy | 1 | 0.01 | 1.50106 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 23:00 | close | 1 | 0.01 | 1.50796 | 0.00000 | 0.00000 | 6.90 | 10006.90 |
3 | 2009.12.02 00:05 | buy | 2 | 0.01 | 1.50770 | 0.00000 | 0.00000 | ||
4 | 2009.12.02 23:00 | close | 2 | 0.01 | 1.50436 | 0.00000 | 0.00000 | -3.34 | 10003.56 |
5 | 2009.12.03 00:05 | sell | 3 | 0.01 | 1.50506 | 0.00000 | 0.00000 | ||
6 | 2009.12.03 23:00 | close | 3 | 0.01 | 1.50515 | 0.00000 | 0.00000 | -0.09 | 10003.47 |
7 | 2009.12.04 00:05 | buy | 4 | 0.01 | 1.50538 | 0.00000 | 0.00000 | ||
8 | 2009.12.07 23:00 | close | 4 | 0.01 | 1.48259 | 0.00000 | 0.00000 | -22.79 | 9980.68 |
9 | 2009.12.08 00:05 | sell | 5 | 0.01 | 1.48267 | 0.00000 | 0.00000 | ||
10 | 2009.12.08 23:00 | close | 5 | 0.01 | 1.47035 | 0.00000 | 0.00000 | 12.32 | 9993.00 |
11 | 2009.12.09 00:05 | sell | 6 | 0.01 | 1.47102 | 0.00000 | 0.00000 | ||
12 | 2009.12.09 23:00 | close | 6 | 0.01 | 1.47245 | 0.00000 | 0.00000 | -1.43 | 9991.57 |
13 | 2009.12.10 00:05 | buy | 7 | 0.01 | 1.47391 | 0.00000 | 0.00000 | ||
14 | 2009.12.10 23:00 | close | 7 | 0.01 | 1.47310 | 0.00000 | 0.00000 | -0.81 | 9990.76 |
15 | 2009.12.11 00:06 | sell | 8 | 0.01 | 1.47289 | 0.00000 | 0.00000 | ||
16 | 2009.12.14 23:00 | close | 8 | 0.01 | 1.46571 | 0.00000 | 0.00000 | 7.18 | 9997.94 |
17 | 2009.12.15 00:05 | buy | 9 | 0.01 | 1.46517 | 0.00000 | 0.00000 | ||
18 | 2009.12.15 23:00 | close | 9 | 0.01 | 1.45370 | 0.00000 | 0.00000 | -11.47 | 9986.47 |
19 | 2009.12.16 00:05 | sell | 10 | 0.01 | 1.45368 | 0.00000 | 0.00000 | ||
20 | 2009.12.16 23:00 | close | 10 | 0.01 | 1.45312 | 0.00000 | 0.00000 | 0.56 | 9987.03 |
21 | 2009.12.17 00:05 | sell | 11 | 0.01 | 1.45261 | 0.00000 | 0.00000 | ||
22 | 2009.12.17 23:00 | close | 11 | 0.01 | 1.43380 | 0.00000 | 0.00000 | 18.81 | 10005.84 |
23 | 2009.12.18 00:05 | sell | 12 | 0.01 | 1.43415 | 0.00000 | 0.00000 | ||
24 | 2009.12.21 23:00 | close | 12 | 0.01 | 1.42775 | 0.00000 | 0.00000 | 6.40 | 10012.23 |
25 | 2009.12.22 00:05 | sell | 13 | 0.01 | 1.42779 | 0.00000 | 0.00000 | ||
26 | 2009.12.22 23:00 | close | 13 | 0.01 | 1.42479 | 0.00000 | 0.00000 | 3.00 | 10015.23 |
27 | 2009.12.23 00:05 | sell | 14 | 0.01 | 1.42533 | 0.00000 | 0.00000 | ||
28 | 2009.12.23 23:00 | close | 14 | 0.01 | 1.43365 | 0.00000 | 0.00000 | -8.32 | 10006.91 |
29 | 2009.12.24 00:05 | buy | 15 | 0.01 | 1.43296 | 0.00000 | 0.00000 | ||
30 | 2009.12.28 23:00 | close | 15 | 0.01 | 1.43787 | 0.00000 | 0.00000 | 4.91 | 10011.83 |
31 | 2009.12.29 00:05 | buy | 16 | 0.01 | 1.43739 | 0.00000 | 0.00000 | ||
32 | 2009.12.29 23:00 | close | 16 | 0.01 | 1.43525 | 0.00000 | 0.00000 | -2.14 | 10009.69 |
33 | 2009.12.30 00:05 | sell | 17 | 0.01 | 1.43506 | 0.00000 | 0.00000 | ||
34 | 2009.12.30 23:00 | close | 17 | 0.01 | 1.43386 | 0.00000 | 0.00000 | 1.20 | 10010.89 |
35 | 2009.12.31 00:06 | sell | 18 | 0.01 | 1.43395 | 0.00000 | 0.00000 | ||
36 | 2010.01.04 23:00 | close | 18 | 0.01 | 1.44125 | 0.00000 | 0.00000 | -7.31 | 10003.58 |
37 | 2010.01.05 00:05 | buy | 19 | 0.01 | 1.44084 | 0.00000 | 0.00000 | ||
38 | 2010.01.05 23:00 | close | 19 | 0.01 | 1.43655 | 0.00000 | 0.00000 | -4.29 | 9999.29 |
39 | 2010.01.06 00:05 | sell | 20 | 0.01 | 1.43662 | 0.00000 | 0.00000 | ||
40 | 2010.01.06 23:00 | close | 20 | 0.01 | 1.44070 | 0.00000 | 0.00000 | -4.08 | 9995.21 |
41 | 2010.01.07 00:05 | buy | 21 | 0.01 | 1.44039 | 0.00000 | 0.00000 | ||
42 | 2010.01.07 23:00 | close | 21 | 0.01 | 1.43067 | 0.00000 | 0.00000 | -9.72 | 9985.49 |
43 | 2010.01.08 00:06 | sell | 22 | 0.01 | 1.43051 | 0.00000 | 0.00000 | ||
44 | 2010.01.11 23:00 | close | 22 | 0.01 | 1.45126 | 0.00000 | 0.00000 | -20.75 | 9964.74 |
45 | 2010.01.12 00:05 | buy | 23 | 0.01 | 1.45136 | 0.00000 | 0.00000 | ||
46 | 2010.01.12 23:00 | close | 23 | 0.01 | 1.44848 | 0.00000 | 0.00000 | -2.88 | 9961.86 |
47 | 2010.01.13 00:06 | sell | 24 | 0.01 | 1.44897 | 0.00000 | 0.00000 | ||
48 | 2010.01.13 23:00 | close | 24 | 0.01 | 1.45101 | 0.00000 | 0.00000 | -2.04 | 9959.82 |
49 | 2010.01.14 00:05 | buy | 25 | 0.01 | 1.45015 | 0.00000 | 0.00000 | ||
50 | 2010.01.14 23:00 | close | 25 | 0.01 | 1.44980 | 0.00000 | 0.00000 | -0.35 | 9959.47 |
51 | 2010.01.15 00:05 | sell | 26 | 0.01 | 1.44973 | 0.00000 | 0.00000 | ||
52 | 2010.01.15 22:57 | close at stop | 26 | 0.01 | 1.43848 | 0.00000 | 0.00000 | 11.25 | 9970.72 |