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; MAPeriod=6; RSIPeriod=10; ATRPeriod=28; ism=1.6; tpm=1; RSIUpperLevel=60; RSIUpperLimit=80; RSILowerLevel=39; RSILowerLimit=25; FastMAPeriod=5; SlowMAPeriod=24; SignalMAPeriod=14; MacdDiffBuy=0.5; MacdDiffSell=0.15; slippage=5; magicEA=11911; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 78.00 | Gross profit | 1354.00 | Gross loss | -1276.00 |
Profit factor | 1.06 | Expected payoff | 6.50 | ||
Absolute drawdown | 1576.00 | Maximal drawdown | 1848.00 (17.99%) | Relative drawdown | 17.99% (1848.00) |
Total trades | 12 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 8 (66.67%) | Loss trades (% of total) | 4 (33.33%) | ||
Largest | profit trade | 399.00 | loss trade | -319.00 | |
Average | profit trade | 169.25 | loss trade | -319.00 | |
Maximum | consecutive wins (profit in money) | 8 (1354.00) | consecutive losses (loss in money) | 4 (-1276.00) | |
Maximal | consecutive profit (count of wins) | 1354.00 (8) | consecutive loss (count of losses) | -1276.00 (4) | |
Average | consecutive wins | 8 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 00:00 | sell | 1 | 1.00 | 1.50527 | 1.50846 | 1.50328 | ||
2 | 2009.12.04 00:00 | sell | 2 | 1.00 | 1.50527 | 1.50846 | 1.50228 | ||
3 | 2009.12.04 00:00 | sell | 3 | 1.00 | 1.50527 | 1.50846 | 1.50129 | ||
4 | 2009.12.04 00:00 | sell | 4 | 1.00 | 1.50527 | 1.50846 | 1.50029 | ||
5 | 2009.12.04 08:40 | s/l | 1 | 1.00 | 1.50846 | 1.50846 | 1.50328 | -319.00 | 9681.00 |
6 | 2009.12.04 08:40 | s/l | 2 | 1.00 | 1.50846 | 1.50846 | 1.50228 | -319.00 | 9362.00 |
7 | 2009.12.04 08:40 | s/l | 3 | 1.00 | 1.50846 | 1.50846 | 1.50129 | -319.00 | 9043.00 |
8 | 2009.12.04 08:40 | s/l | 4 | 1.00 | 1.50846 | 1.50846 | 1.50029 | -319.00 | 8724.00 |
9 | 2009.12.30 00:00 | sell | 5 | 1.00 | 1.43503 | 1.43823 | 1.43303 | ||
10 | 2009.12.30 00:00 | sell | 6 | 1.00 | 1.43503 | 1.43823 | 1.43203 | ||
11 | 2009.12.30 00:00 | sell | 7 | 1.00 | 1.43503 | 1.43823 | 1.43104 | ||
12 | 2009.12.30 00:00 | sell | 8 | 1.00 | 1.43503 | 1.43823 | 1.43004 | ||
13 | 2009.12.30 01:50 | t/p | 5 | 1.00 | 1.43303 | 1.43823 | 1.43303 | 200.00 | 8924.00 |
14 | 2009.12.30 01:50 | modify | 8 | 1.00 | 1.43503 | 1.43503 | 1.43004 | ||
15 | 2009.12.30 01:50 | modify | 7 | 1.00 | 1.43503 | 1.43503 | 1.43104 | ||
16 | 2009.12.30 01:50 | modify | 6 | 1.00 | 1.43503 | 1.43503 | 1.43203 | ||
17 | 2009.12.30 02:26 | t/p | 6 | 1.00 | 1.43203 | 1.43503 | 1.43203 | 300.00 | 9224.00 |
18 | 2009.12.30 02:26 | modify | 8 | 1.00 | 1.43503 | 1.43403 | 1.43004 | ||
19 | 2009.12.30 02:26 | modify | 7 | 1.00 | 1.43503 | 1.43403 | 1.43104 | ||
20 | 2009.12.30 02:50 | t/p | 7 | 1.00 | 1.43104 | 1.43403 | 1.43104 | 399.00 | 9623.00 |
21 | 2009.12.30 02:50 | modify | 8 | 1.00 | 1.43503 | 1.43303 | 1.43004 | ||
22 | 2009.12.30 06:32 | s/l | 8 | 1.00 | 1.43303 | 1.43303 | 1.43004 | 200.00 | 9823.00 |
23 | 2010.01.06 00:00 | sell | 9 | 1.00 | 1.43618 | 1.44026 | 1.43363 | ||
24 | 2010.01.06 00:00 | sell | 10 | 1.00 | 1.43618 | 1.44026 | 1.43236 | ||
25 | 2010.01.06 00:00 | sell | 11 | 1.00 | 1.43618 | 1.44026 | 1.43108 | ||
26 | 2010.01.06 00:00 | sell | 12 | 1.00 | 1.43618 | 1.44026 | 1.42981 | ||
27 | 2010.01.06 01:50 | t/p | 9 | 1.00 | 1.43363 | 1.44026 | 1.43363 | 255.00 | 10078.00 |
28 | 2010.01.06 01:50 | modify | 12 | 1.00 | 1.43618 | 1.43618 | 1.42981 | ||
29 | 2010.01.06 01:50 | modify | 11 | 1.00 | 1.43618 | 1.43618 | 1.43108 | ||
30 | 2010.01.06 01:50 | modify | 10 | 1.00 | 1.43618 | 1.43618 | 1.43236 | ||
31 | 2010.01.06 02:45 | s/l | 10 | 1.00 | 1.43618 | 1.43618 | 1.43236 | 0.00 | 10078.00 |
32 | 2010.01.06 02:45 | s/l | 11 | 1.00 | 1.43618 | 1.43618 | 1.43108 | 0.00 | 10078.00 |
33 | 2010.01.06 02:45 | s/l | 12 | 1.00 | 1.43618 | 1.43618 | 1.42981 | 0.00 | 10078.00 |