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 | _STRATEGY_TIMEFRAME_CHOICE=1; _STRATEGY_TIMEFRAME=1; _SIGNAL_COMBINATION=1; | ||||
| Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 0.90 | Gross profit | 25.90 | Gross loss | -25.00 |
| Profit factor | 1.04 | Expected payoff | 0.15 | ||
| Absolute drawdown | 10.00 | Maximal drawdown | 26.80 (0.27%) | Relative drawdown | 0.27% (26.80) |
| Total trades | 6 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 1 (16.67%) | Loss trades (% of total) | 5 (83.33%) | ||
| Largest | profit trade | 25.90 | loss trade | -5.00 | |
| Average | profit trade | 25.90 | loss trade | -5.00 | |
| Maximum | consecutive wins (profit in money) | 1 (25.90) | consecutive losses (loss in money) | 3 (-15.00) | |
| Maximal | consecutive profit (count of wins) | 25.90 (1) | consecutive loss (count of losses) | -15.00 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.07 00:00 | sell | 1 | 0.10 | 1.48691 | 1.48741 | 0.00000 | ||
| 2 | 2009.12.07 01:07 | s/l | 1 | 0.10 | 1.48741 | 1.48741 | 0.00000 | -5.00 | 9995.00 |
| 3 | 2009.12.14 00:00 | sell | 2 | 0.10 | 1.46147 | 1.46197 | 0.00000 | ||
| 4 | 2009.12.14 00:15 | s/l | 2 | 0.10 | 1.46197 | 1.46197 | 0.00000 | -5.00 | 9990.00 |
| 5 | 2009.12.21 00:00 | buy | 3 | 0.10 | 1.43126 | 1.43076 | 0.00000 | ||
| 6 | 2009.12.21 01:03 | close | 3 | 0.10 | 1.43385 | 1.43076 | 0.00000 | 25.90 | 10015.90 |
| 7 | 2009.12.28 00:00 | sell | 4 | 0.10 | 1.43714 | 1.43764 | 0.00000 | ||
| 8 | 2009.12.28 00:50 | s/l | 4 | 0.10 | 1.43764 | 1.43764 | 0.00000 | -5.00 | 10010.90 |
| 9 | 2010.01.04 00:00 | buy | 5 | 0.10 | 1.43272 | 1.43222 | 0.00000 | ||
| 10 | 2010.01.04 00:20 | s/l | 5 | 0.10 | 1.43222 | 1.43222 | 0.00000 | -5.00 | 10005.90 |
| 11 | 2010.01.11 00:00 | sell | 6 | 0.10 | 1.44118 | 1.44168 | 0.00000 | ||
| 12 | 2010.01.11 00:03 | s/l | 6 | 0.10 | 1.44168 | 1.44168 | 0.00000 | -5.00 | 10000.90 |