Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.11.02 00:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Delta=140; CurLoDist=70; PrevHiDist=30; SL=60; TP=100; | ||||
Bars in test | 1478 | Ticks modelled | 734909 | Modelling quality | n/a |
Mismatched charts errors | 378 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -400.00 | Gross profit | 500.00 | Gross loss | -900.00 |
Profit factor | 0.56 | Expected payoff | -20.00 | ||
Absolute drawdown | 442.00 | Maximal drawdown | 503.00 (5.00%) | Relative drawdown | 5.00% (503.00) |
Total trades | 20 | Short positions (won %) | 10 (30.00%) | Long positions (won %) | 10 (20.00%) |
Profit trades (% of total) | 5 (25.00%) | Loss trades (% of total) | 15 (75.00%) | ||
Largest | profit trade | 100.00 | loss trade | -60.00 | |
Average | profit trade | 100.00 | loss trade | -60.00 | |
Maximum | consecutive wins (profit in money) | 2 (200.00) | consecutive losses (loss in money) | 7 (-420.00) | |
Maximal | consecutive profit (count of wins) | 200.00 (2) | consecutive loss (count of losses) | -420.00 (7) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.02 00:02 | buy | 1 | 1.00 | 1.47396 | 1.47336 | 1.47496 | ||
2 | 2009.11.02 00:18 | s/l | 1 | 1.00 | 1.47336 | 1.47336 | 1.47496 | -60.00 | 9940.00 |
3 | 2009.11.03 06:37 | buy | 2 | 1.00 | 1.47920 | 1.47860 | 1.48020 | ||
4 | 2009.11.03 06:39 | s/l | 2 | 1.00 | 1.47860 | 1.47860 | 1.48020 | -60.00 | 9880.00 |
5 | 2009.11.04 04:46 | buy | 3 | 1.00 | 1.47289 | 1.47229 | 1.47389 | ||
6 | 2009.11.04 06:45 | s/l | 3 | 1.00 | 1.47229 | 1.47229 | 1.47389 | -60.00 | 9820.00 |
7 | 2009.11.05 01:50 | sell | 4 | 1.00 | 1.48540 | 1.48600 | 1.48440 | ||
8 | 2009.11.05 01:58 | t/p | 4 | 1.00 | 1.48440 | 1.48600 | 1.48440 | 100.00 | 9920.00 |
9 | 2009.11.06 04:15 | buy | 5 | 1.00 | 1.48766 | 1.48706 | 1.48866 | ||
10 | 2009.11.06 05:38 | s/l | 5 | 1.00 | 1.48706 | 1.48706 | 1.48866 | -60.00 | 9860.00 |
11 | 2009.11.09 01:03 | sell | 6 | 1.00 | 1.48585 | 1.48645 | 1.48485 | ||
12 | 2009.11.09 01:14 | s/l | 6 | 1.00 | 1.48645 | 1.48645 | 1.48485 | -60.00 | 9800.00 |
13 | 2009.11.10 02:32 | sell | 7 | 1.00 | 1.49809 | 1.49869 | 1.49709 | ||
14 | 2009.11.10 02:48 | t/p | 7 | 1.00 | 1.49709 | 1.49869 | 1.49709 | 100.00 | 9900.00 |
15 | 2009.11.11 03:19 | sell | 8 | 1.00 | 1.49879 | 1.49939 | 1.49779 | ||
16 | 2009.11.11 03:25 | t/p | 8 | 1.00 | 1.49779 | 1.49939 | 1.49779 | 100.00 | 10000.00 |
17 | 2009.11.12 05:32 | sell | 9 | 1.00 | 1.49917 | 1.49977 | 1.49817 | ||
18 | 2009.11.12 06:54 | s/l | 9 | 1.00 | 1.49977 | 1.49977 | 1.49817 | -60.00 | 9940.00 |
19 | 2009.11.13 07:52 | buy | 10 | 1.00 | 1.48733 | 1.48673 | 1.48833 | ||
20 | 2009.11.13 08:28 | s/l | 10 | 1.00 | 1.48673 | 1.48673 | 1.48833 | -60.00 | 9880.00 |
21 | 2009.11.16 01:00 | buy | 11 | 1.00 | 1.49621 | 1.49561 | 1.49721 | ||
22 | 2009.11.16 01:02 | s/l | 11 | 1.00 | 1.49561 | 1.49561 | 1.49721 | -60.00 | 9820.00 |
23 | 2009.11.17 01:02 | buy | 12 | 1.00 | 1.49906 | 1.49846 | 1.50006 | ||
24 | 2009.11.17 01:29 | s/l | 12 | 1.00 | 1.49846 | 1.49846 | 1.50006 | -60.00 | 9760.00 |
25 | 2009.11.18 01:19 | buy | 13 | 1.00 | 1.48818 | 1.48758 | 1.48918 | ||
26 | 2009.11.18 02:36 | s/l | 13 | 1.00 | 1.48758 | 1.48758 | 1.48918 | -60.00 | 9700.00 |
27 | 2009.11.19 02:36 | sell | 14 | 1.00 | 1.49331 | 1.49391 | 1.49231 | ||
28 | 2009.11.19 02:54 | s/l | 14 | 1.00 | 1.49391 | 1.49391 | 1.49231 | -60.00 | 9640.00 |
29 | 2009.11.20 00:13 | sell | 15 | 1.00 | 1.49089 | 1.49149 | 1.48989 | ||
30 | 2009.11.20 00:25 | s/l | 15 | 1.00 | 1.49149 | 1.49149 | 1.48989 | -60.00 | 9580.00 |
31 | 2009.11.23 01:03 | buy | 16 | 1.00 | 1.48752 | 1.48692 | 1.48852 | ||
32 | 2009.11.23 01:07 | t/p | 16 | 1.00 | 1.48852 | 1.48692 | 1.48852 | 100.00 | 9680.00 |
33 | 2009.11.24 01:07 | sell | 17 | 1.00 | 1.49498 | 1.49558 | 1.49398 | ||
34 | 2009.11.24 01:17 | s/l | 17 | 1.00 | 1.49558 | 1.49558 | 1.49398 | -60.00 | 9620.00 |
35 | 2009.11.25 03:15 | buy | 18 | 1.00 | 1.49798 | 1.49738 | 1.49898 | ||
36 | 2009.11.25 04:39 | t/p | 18 | 1.00 | 1.49898 | 1.49738 | 1.49898 | 100.00 | 9720.00 |
37 | 2009.11.26 01:27 | sell | 19 | 1.00 | 1.51205 | 1.51265 | 1.51105 | ||
38 | 2009.11.26 01:36 | s/l | 19 | 1.00 | 1.51265 | 1.51265 | 1.51105 | -60.00 | 9660.00 |
39 | 2009.11.27 02:00 | sell | 20 | 1.00 | 1.49518 | 1.49578 | 1.49418 | ||
40 | 2009.11.27 02:03 | s/l | 20 | 1.00 | 1.49578 | 1.49578 | 1.49418 | -60.00 | 9600.00 |