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 | ATRPeriod=0; ATRMultiplier=1; MartingaleStyle=0; Lots=5; StartingBalance=0; ProfitMade=0; BasketProfit=0; LossLimit=69; BasketLoss=0; BreakEven=0; TrailStop=34; LotResolution=1; KillLogging=false; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9775.00 | Gross profit | 4939.00 | Gross loss | -14714.00 |
| Profit factor | 0.34 | Expected payoff | -1629.17 | ||
| Absolute drawdown | 9775.00 | Maximal drawdown | 16414.00 (98.65%) | Relative drawdown | 98.65% (16414.00) |
| Total trades | 6 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 2 (33.33%) | Loss trades (% of total) | 4 (66.67%) | ||
| Largest | profit trade | 3705.00 | loss trade | -5490.00 | |
| Average | profit trade | 2469.50 | loss trade | -3678.50 | |
| Maximum | consecutive wins (profit in money) | 2 (4939.00) | consecutive losses (loss in money) | 4 (-14714.00) | |
| Maximal | consecutive profit (count of wins) | 4939.00 (2) | consecutive loss (count of losses) | -14714.00 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy | 1 | 5.00 | 1.50083 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 00:00 | modify | 1 | 5.00 | 1.50083 | 1.48393 | 0.00000 | ||
| 3 | 2009.12.01 09:10 | modify | 1 | 5.00 | 1.50083 | 1.50145 | 0.00000 | ||
| 4 | 2009.12.01 09:16 | modify | 1 | 5.00 | 1.50083 | 1.50227 | 0.00000 | ||
| 5 | 2009.12.01 09:45 | modify | 1 | 5.00 | 1.50083 | 1.50267 | 0.00000 | ||
| 6 | 2009.12.01 09:50 | modify | 1 | 5.00 | 1.50083 | 1.50338 | 0.00000 | ||
| 7 | 2009.12.01 10:15 | modify | 1 | 5.00 | 1.50083 | 1.50369 | 0.00000 | ||
| 8 | 2009.12.01 10:20 | modify | 1 | 5.00 | 1.50083 | 1.50407 | 0.00000 | ||
| 9 | 2009.12.01 11:20 | modify | 1 | 5.00 | 1.50083 | 1.50458 | 0.00000 | ||
| 10 | 2009.12.01 11:32 | modify | 1 | 5.00 | 1.50083 | 1.50465 | 0.00000 | ||
| 11 | 2009.12.01 11:37 | modify | 1 | 5.00 | 1.50083 | 1.50474 | 0.00000 | ||
| 12 | 2009.12.01 14:15 | modify | 1 | 5.00 | 1.50083 | 1.50503 | 0.00000 | ||
| 13 | 2009.12.01 14:20 | modify | 1 | 5.00 | 1.50083 | 1.50598 | 0.00000 | ||
| 14 | 2009.12.01 14:37 | modify | 1 | 5.00 | 1.50083 | 1.50613 | 0.00000 | ||
| 15 | 2009.12.01 15:20 | modify | 1 | 5.00 | 1.50083 | 1.50679 | 0.00000 | ||
| 16 | 2009.12.01 16:50 | modify | 1 | 5.00 | 1.50083 | 1.50682 | 0.00000 | ||
| 17 | 2009.12.01 17:03 | modify | 1 | 5.00 | 1.50083 | 1.50693 | 0.00000 | ||
| 18 | 2009.12.01 17:10 | modify | 1 | 5.00 | 1.50083 | 1.50758 | 0.00000 | ||
| 19 | 2009.12.01 17:16 | modify | 1 | 5.00 | 1.50083 | 1.50824 | 0.00000 | ||
| 20 | 2009.12.01 21:20 | s/l | 1 | 5.00 | 1.50824 | 1.50824 | 0.00000 | 3705.00 | 13705.00 |
| 21 | 2009.12.01 21:20 | buy | 2 | 5.00 | 1.50822 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.01 21:20 | modify | 2 | 5.00 | 1.50822 | 1.49132 | 0.00000 | ||
| 23 | 2009.12.03 08:15 | modify | 2 | 5.00 | 1.50822 | 1.50823 | 0.00000 | ||
| 24 | 2009.12.03 08:20 | modify | 2 | 5.00 | 1.50822 | 1.50877 | 0.00000 | ||
| 25 | 2009.12.03 08:32 | modify | 2 | 5.00 | 1.50822 | 1.50924 | 0.00000 | ||
| 26 | 2009.12.03 08:37 | modify | 2 | 5.00 | 1.50822 | 1.50936 | 0.00000 | ||
| 27 | 2009.12.03 11:20 | modify | 2 | 5.00 | 1.50822 | 1.50967 | 0.00000 | ||
| 28 | 2009.12.03 11:32 | modify | 2 | 5.00 | 1.50822 | 1.50971 | 0.00000 | ||
| 29 | 2009.12.03 11:37 | modify | 2 | 5.00 | 1.50822 | 1.50987 | 0.00000 | ||
| 30 | 2009.12.03 14:32 | modify | 2 | 5.00 | 1.50822 | 1.51013 | 0.00000 | ||
| 31 | 2009.12.03 14:37 | modify | 2 | 5.00 | 1.50822 | 1.51068 | 0.00000 | ||
| 32 | 2009.12.03 14:45 | s/l | 2 | 5.00 | 1.51068 | 1.51068 | 0.00000 | 1234.00 | 14939.00 |
| 33 | 2009.12.03 14:45 | buy | 3 | 5.00 | 1.51035 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.03 14:45 | modify | 3 | 5.00 | 1.51035 | 1.49345 | 0.00000 | ||
| 35 | 2009.12.04 14:40 | close | 3 | 5.00 | 1.50220 | 1.49345 | 0.00000 | -4074.00 | 10865.00 |
| 36 | 2009.12.04 14:42 | buy | 4 | 5.00 | 1.50365 | 0.00000 | 0.00000 | ||
| 37 | 2009.12.04 14:42 | modify | 4 | 5.00 | 1.50365 | 1.48675 | 0.00000 | ||
| 38 | 2009.12.04 14:50 | close | 4 | 5.00 | 1.49267 | 1.48675 | 0.00000 | -5490.00 | 5375.00 |
| 39 | 2009.12.04 15:00 | buy | 5 | 5.00 | 1.49435 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.04 15:00 | modify | 5 | 5.00 | 1.49435 | 1.47745 | 0.00000 | ||
| 41 | 2009.12.04 17:32 | close | 5 | 5.00 | 1.48712 | 1.47745 | 0.00000 | -3615.00 | 1760.00 |
| 42 | 2009.12.04 17:35 | buy | 6 | 5.00 | 1.48735 | 0.00000 | 0.00000 | ||
| 43 | 2009.12.04 17:35 | modify | 6 | 5.00 | 1.48735 | 1.47045 | 0.00000 | ||
| 44 | 2009.12.04 19:40 | close at stop | 6 | 5.00 | 1.48428 | 1.47045 | 0.00000 | -1535.00 | 225.00 |