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 | Lots=1; Slippage=3; Magic=20051006; LngPeriod=20; ShtPeriod=10; Entry_Stop=50; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -604.20 | Gross profit | 716.60 | Gross loss | -1320.80 |
Profit factor | 0.54 | Expected payoff | -26.27 | ||
Absolute drawdown | 604.20 | Maximal drawdown | 1384.80 (12.85%) | Relative drawdown | 12.85% (1384.80) |
Total trades | 23 | Short positions (won %) | 20 (5.00%) | Long positions (won %) | 3 (0.00%) |
Profit trades (% of total) | 1 (4.35%) | Loss trades (% of total) | 22 (95.65%) | ||
Largest | profit trade | 716.60 | loss trade | -60.40 | |
Average | profit trade | 716.60 | loss trade | -60.04 | |
Maximum | consecutive wins (profit in money) | 1 (716.60) | consecutive losses (loss in money) | 16 (-960.40) | |
Maximal | consecutive profit (count of wins) | 716.60 (1) | consecutive loss (count of losses) | -960.40 (16) | |
Average | consecutive wins | 1 | consecutive losses | 11 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 06:20 | sell | 1 | 1.00 | 1.49703 | 1.49763 | 0.00000 | ||
2 | 2009.12.01 06:22 | s/l | 1 | 1.00 | 1.49763 | 1.49763 | 0.00000 | -60.00 | 9940.00 |
3 | 2009.12.02 15:02 | sell | 2 | 1.00 | 1.50629 | 1.50689 | 0.00000 | ||
4 | 2009.12.02 15:10 | s/l | 2 | 1.00 | 1.50689 | 1.50689 | 0.00000 | -60.00 | 9880.00 |
5 | 2009.12.03 22:40 | sell | 3 | 1.00 | 1.50599 | 1.50659 | 0.00000 | ||
6 | 2009.12.04 00:20 | s/l | 3 | 1.00 | 1.50659 | 1.50659 | 0.00000 | -60.40 | 9819.60 |
7 | 2009.12.07 09:40 | sell | 4 | 1.00 | 1.48157 | 1.48217 | 0.00000 | ||
8 | 2009.12.07 09:42 | s/l | 4 | 1.00 | 1.48217 | 1.48217 | 0.00000 | -60.00 | 9759.60 |
9 | 2009.12.08 13:02 | sell | 5 | 1.00 | 1.47782 | 1.47842 | 0.00000 | ||
10 | 2009.12.08 13:10 | s/l | 5 | 1.00 | 1.47842 | 1.47842 | 0.00000 | -60.00 | 9699.60 |
11 | 2009.12.11 15:00 | sell | 6 | 1.00 | 1.47070 | 1.47130 | 0.00000 | ||
12 | 2009.12.11 15:10 | s/l | 6 | 1.00 | 1.47130 | 1.47130 | 0.00000 | -60.00 | 9639.60 |
13 | 2009.12.15 08:45 | sell | 7 | 1.00 | 1.46184 | 1.46244 | 0.00000 | ||
14 | 2009.12.15 18:00 | modify | 7 | 1.00 | 1.46184 | 1.46107 | 0.00000 | ||
15 | 2009.12.15 19:00 | modify | 7 | 1.00 | 1.46184 | 1.45747 | 0.00000 | ||
16 | 2009.12.15 20:00 | modify | 7 | 1.00 | 1.46184 | 1.45714 | 0.00000 | ||
17 | 2009.12.16 02:00 | modify | 7 | 1.00 | 1.46184 | 1.45567 | 0.00000 | ||
18 | 2009.12.16 03:15 | modify | 7 | 1.00 | 1.46184 | 1.45467 | 0.00000 | ||
19 | 2009.12.16 03:50 | s/l | 7 | 1.00 | 1.45467 | 1.45467 | 0.00000 | 716.60 | 10356.20 |
20 | 2009.12.16 20:50 | sell | 8 | 1.00 | 1.45057 | 1.45117 | 0.00000 | ||
21 | 2009.12.16 20:57 | s/l | 8 | 1.00 | 1.45117 | 1.45117 | 0.00000 | -60.00 | 10296.20 |
22 | 2009.12.18 16:40 | sell | 9 | 1.00 | 1.42987 | 1.43047 | 0.00000 | ||
23 | 2009.12.18 18:45 | s/l | 9 | 1.00 | 1.43047 | 1.43047 | 0.00000 | -60.00 | 10236.20 |
24 | 2009.12.21 21:15 | sell | 10 | 1.00 | 1.42759 | 1.42819 | 0.00000 | ||
25 | 2009.12.21 21:45 | s/l | 10 | 1.00 | 1.42819 | 1.42819 | 0.00000 | -60.00 | 10176.20 |
26 | 2009.12.24 08:13 | buy | 11 | 1.00 | 1.43658 | 1.43598 | 0.00000 | ||
27 | 2009.12.24 09:10 | s/l | 11 | 1.00 | 1.43598 | 1.43598 | 0.00000 | -60.00 | 10116.20 |
28 | 2009.12.28 23:50 | sell | 12 | 1.00 | 1.43719 | 1.43779 | 0.00000 | ||
29 | 2009.12.29 00:15 | s/l | 12 | 1.00 | 1.43779 | 1.43779 | 0.00000 | -60.40 | 10055.80 |
30 | 2009.12.30 01:45 | sell | 13 | 1.00 | 1.43296 | 1.43356 | 0.00000 | ||
31 | 2009.12.30 07:15 | s/l | 13 | 1.00 | 1.43356 | 1.43356 | 0.00000 | -60.00 | 9995.80 |
32 | 2009.12.31 16:20 | sell | 14 | 1.00 | 1.43165 | 1.43225 | 0.00000 | ||
33 | 2009.12.31 16:22 | s/l | 14 | 1.00 | 1.43225 | 1.43225 | 0.00000 | -60.00 | 9935.80 |
34 | 2010.01.04 01:15 | sell | 15 | 1.00 | 1.42998 | 1.43058 | 0.00000 | ||
35 | 2010.01.04 01:27 | s/l | 15 | 1.00 | 1.43058 | 1.43058 | 0.00000 | -60.00 | 9875.80 |
36 | 2010.01.05 07:59 | buy | 16 | 1.00 | 1.44768 | 1.44708 | 0.00000 | ||
37 | 2010.01.05 08:15 | s/l | 16 | 1.00 | 1.44708 | 1.44708 | 0.00000 | -60.00 | 9815.80 |
38 | 2010.01.06 08:02 | sell | 17 | 1.00 | 1.42853 | 1.42913 | 0.00000 | ||
39 | 2010.01.06 08:10 | s/l | 17 | 1.00 | 1.42913 | 1.42913 | 0.00000 | -60.00 | 9755.80 |
40 | 2010.01.07 11:15 | sell | 18 | 1.00 | 1.43460 | 1.43520 | 0.00000 | ||
41 | 2010.01.07 11:45 | s/l | 18 | 1.00 | 1.43520 | 1.43520 | 0.00000 | -60.00 | 9695.80 |
42 | 2010.01.08 13:10 | sell | 19 | 1.00 | 1.42852 | 1.42912 | 0.00000 | ||
43 | 2010.01.08 13:45 | s/l | 19 | 1.00 | 1.42912 | 1.42912 | 0.00000 | -60.00 | 9635.80 |
44 | 2010.01.11 01:20 | buy | 20 | 1.00 | 1.44779 | 1.44719 | 0.00000 | ||
45 | 2010.01.11 01:27 | s/l | 20 | 1.00 | 1.44719 | 1.44719 | 0.00000 | -60.00 | 9575.80 |
46 | 2010.01.12 03:10 | sell | 21 | 1.00 | 1.44781 | 1.44841 | 0.00000 | ||
47 | 2010.01.12 03:45 | s/l | 21 | 1.00 | 1.44841 | 1.44841 | 0.00000 | -60.00 | 9515.80 |
48 | 2010.01.14 13:20 | sell | 22 | 1.00 | 1.44809 | 1.44869 | 0.00000 | ||
49 | 2010.01.14 13:27 | s/l | 22 | 1.00 | 1.44869 | 1.44869 | 0.00000 | -60.00 | 9455.80 |
50 | 2010.01.15 14:32 | sell | 23 | 1.00 | 1.43613 | 1.43673 | 0.00000 | ||
51 | 2010.01.15 14:40 | s/l | 23 | 1.00 | 1.43673 | 1.43673 | 0.00000 | -60.00 | 9395.80 |