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=0.1; ADXperiod=14; Stoploss=40; TakeProfit=999; TrailingStop=15; Slip=5; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -24.04 | Gross profit | 0.00 | Gross loss | -24.04 |
Profit factor | 0.00 | Expected payoff | -4.01 | ||
Absolute drawdown | 24.04 | Maximal drawdown | 99.94 (0.99%) | Relative drawdown | 0.99% (99.94) |
Total trades | 6 | Short positions (won %) | 6 (0.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 6 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -4.04 | |
Average | profit trade | 0.00 | loss trade | -4.01 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 6 (-24.04) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -24.04 (6) | |
Average | consecutive wins | 0 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.11 15:26 | sell | 1 | 0.10 | 1.46623 | 1.46663 | 1.45624 | ||
2 | 2009.12.11 15:37 | s/l | 1 | 0.10 | 1.46663 | 1.46663 | 1.45624 | -4.00 | 9996.00 |
3 | 2009.12.11 15:37 | sell | 2 | 0.10 | 1.46667 | 1.46707 | 1.45668 | ||
4 | 2009.12.14 05:45 | s/l | 2 | 0.10 | 1.46707 | 1.46707 | 1.45668 | -4.04 | 9991.96 |
5 | 2009.12.23 04:20 | sell | 3 | 0.10 | 1.42428 | 1.42468 | 1.41429 | ||
6 | 2009.12.23 04:27 | s/l | 3 | 0.10 | 1.42468 | 1.42468 | 1.41429 | -4.00 | 9987.96 |
7 | 2009.12.23 04:27 | sell | 4 | 0.10 | 1.42465 | 1.42505 | 1.41466 | ||
8 | 2009.12.23 04:27 | s/l | 4 | 0.10 | 1.42505 | 1.42505 | 1.41466 | -4.00 | 9983.96 |
9 | 2009.12.23 04:27 | sell | 5 | 0.10 | 1.42505 | 1.42545 | 1.41506 | ||
10 | 2009.12.23 04:40 | s/l | 5 | 0.10 | 1.42545 | 1.42545 | 1.41506 | -4.00 | 9979.96 |
11 | 2009.12.23 04:40 | sell | 6 | 0.10 | 1.42538 | 1.42578 | 1.41539 | ||
12 | 2009.12.23 04:50 | s/l | 6 | 0.10 | 1.42578 | 1.42578 | 1.41539 | -4.00 | 9975.96 |